Powershares Exchange Traded Fund Trust – ‘13F-HR’ for 12/31/05

On:  Thursday, 5/11/06, at 3:28pm ET   ·   Effective:  5/11/06   ·   For:  12/31/05   ·   Accession #:  1047469-6-6884   ·   File #:  28-11889

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Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings and Combination Report by a        79    551K 
                Money Manager                                                    

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 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549

FORM 13F

 FORM 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2005                

Check here if Amendment [ ]; Amendment Number: ______                           

This Amendment (Check only one.): [ ] is a restatement.                         
                  [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:                            

Name:    PowerShares Capital Management LLC                                     
Address: 301 West Roosevelt Road                                                
Wheaton, Illinois 60187                                       

Form 13F File Number: 28-______ _____                                           

The institutional investment manager filing this report and the person by whom  
it is signed hereby represent that the person signing the report is authorized  
to submit it, that all information contained herein is true, correct and        
complete, and that it is understood that all required items, statements,        
schedules, lists, and tables, are considered integral parts of this form.       

Person Signing this Report on Behalf of Reporting Manager:                      

Name:  John W. Southard                                                         
Title: Managing Director                                                        
Phone  PowerShares Capital Management LLC                                       

Signature, Place, and Date of Signing:                                          

/s/ John W. Southard            Wheaton, Illinois         May 9, 2006           
--------------------------                                                      

REPORT TYPE (CHECK ONLY ONE.):                                                  

[X]  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager 
are reported in this report.)                                         

[ ]  13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)                 

[ ]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this  
     reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)                                          

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 FORM 13F SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:               0                              

Form 13F Information Table Entry Total:      3,274                              

Form 13F Information Table Value Total: $3,285,259                              

LIST OF OTHER INCLUDED MANAGERS:                                                

Provide a numbered list of the name(s) and Form 13F file number(s) of all       
institutional investment managers with respect to which this report is filed,   
other than the manager filing this report.                                      

NONE.                                                                           

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FORM 13F
 INFORMATION TABLE

                                                        [Enlarge/Download Table]

           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT  OTHER   -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE  SHARED   NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
@ Road, Inc                    COM            04648K105      291    55,570 SHS               DEFINED               0     55,570   0 
21st Century Insurance Group   COM            90130N103      906    56,004 SHS               DEFINED               0     56,004   0 
24/7 Real Media Inc            COM            901314203      266    36,239 SHS               DEFINED               0     36,239   0 
3M Co.                         COM            88579Y101      327     4,225 SHS               DEFINED               0      4,225   0 
3M Co.                         COM            88579Y101      991    12,785 SHS               DEFINED               0     12,785   0 
3M Co.                         COM            88579Y101    1,335    17,228 SHS               DEFINED               0     17,228   0 
3M Co.                         COM            88579Y101      170     2,198 SHS               DEFINED               0      2,198   0 
51JOB INC - ADR                COM            316827104      525    35,811 SHS               DEFINED               0     35,811   0 
AAR Corp.                      COM            000361105      356    14,850 SHS               DEFINED               0     14,850   0 
Abbott Laboratories            COM            002824100    1,734    43,978 SHS               DEFINED               0     43,978   0 
Abbott Laboratories            COM            002824100      338     8,583 SHS               DEFINED               0      8,583   0 
Abbott Laboratories            COM            002824100      188     4,764 SHS               DEFINED               0      4,764   0 
Abercrombie & Fitch Co.        CL A           002896207       11       170 SHS               DEFINED               0        170   0 
ABM Industries, Inc.           COM            000957100        5       269 SHS               DEFINED               0        269   0 
Abn Amro Holding NV            ADR            000937102    5,638   215,668 SHS               DEFINED               0    215,668   0 
ACCELRYS, INC.                 COM            00430U103    1,649   205,401 SHS               DEFINED               0    205,401   0 
Accenture Ltd                  CL A           G1150G111       60     2,086 SHS               DEFINED               0      2,086   0 
ACE Ltd.                       ORD            G0070K103    1,896    35,480 SHS               DEFINED               0     35,480   0 
ACE Ltd.                       ORD            G0070K103       71     1,326 SHS               DEFINED               0      1,326   0 
Actel Corp.                    COM            004934105      224    17,628 SHS               DEFINED               0     17,628   0 
Active Power, Inc.             COM            00504W100    5,077 1,318,600 SHS               DEFINED               0  1,318,600   0 
Activision, Inc.               COM            004930202        6       468 SHS               DEFINED               0        468   0 
Acuity Brands, Inc.            COM            00508Y102      176     5,527 SHS               DEFINED               0      5,527   0 
Acuity Brands, Inc.            COM            00508Y102        7       230 SHS               DEFINED               0        230   0 
Adams Resources & Energy Inc   COM            006351308      266    11,637 SHS               DEFINED               0     11,637   0 
Adesa Inc                      COM            00686U104      607    24,860 SHS               DEFINED               0     24,860   0 
Adesa Inc                      COM            00686U104        9       358 SHS               DEFINED               0        358   0 
Administaff, Inc.              COM            007094105      243     5,769 SHS               DEFINED               0      5,769   0 
Adobe Systems, Inc.            COM            00724F101    1,543    41,748 SHS               DEFINED               0     41,748   0 
Adobe Systems, Inc.            COM            00724F101        0         1 SHS               DEFINED               0          1   0 
Adobe Systems, Inc.            COM            00724F101    1,949    52,727 SHS               DEFINED               0     52,727   0 
Adobe Systems, Inc.            COM            00724F101       16       430 SHS               DEFINED               0        430   0 
Adtran, Inc.                   COM            00738A106    5,588   187,908 SHS               DEFINED               0    187,908   0 
Adtran, Inc.                   COM            00738A106      365    12,261 SHS               DEFINED               0     12,261   0 
Adtran, Inc.                   COM            00738A106      670    22,525 SHS               DEFINED               0     22,525   0 
Adtran, Inc.                   COM            00738A106      905    30,442 SHS               DEFINED               0     30,442   0 
Advance Auto Parts             COM            00751Y106       15       346 SHS               DEFINED               0        346   0 
Advanced Digital Information                                                                                                        
   Corp                        COM            007525108      838    85,570 SHS               DEFINED               0     85,570   0 
Advanced Digital Information                                                                                                        
   Corp                        COM            007525108      617    63,056 SHS               DEFINED               0     63,056   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT  OTHER   -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Advanced Micro Devices, Inc.   COM            007903107    3,871   126,504 SHS               DEFINED               0    126,504   0 
Advanced Micro Devices, Inc.   COM            007903107       35     1,152 SHS               DEFINED               0      1,152   0 
Advent Software, Inc.          COM            007974108      246     8,515 SHS               DEFINED               0      8,515   0 
Advent Software, Inc.          COM            007974108      956    33,060 SHS               DEFINED               0     33,060   0 
Advisory Board Co. (The)       COM            00762W107      251     5,267 SHS               DEFINED               0      5,267   0 
AES Corp. (The)                COM            00130H105    2,164   136,699 SHS               DEFINED               0    136,699   0 
AES Corp. (The)                COM            00130H105      985    62,214 SHS               DEFINED               0     62,214   0 
AES Corp. (The)                COM            00130H105       43     2,716 SHS               DEFINED               0      2,716   0 
Aether Holdings Inc            COM            00809C106      248    74,591 SHS               DEFINED               0     74,591   0 
Aetna, Inc.                    COM            00817Y108   15,674   166,193 SHS               DEFINED               0    166,193   0 
Aetna, Inc.                    COM            00817Y108    1,402    14,870 SHS               DEFINED               0     14,870   0 
Aetna, Inc.                    COM            00817Y108       71       752 SHS               DEFINED               0        752   0 
Affiliated Computer Services,                                                                                                       
   Inc.                        CL A           008190100       26       432 SHS               DEFINED               0        432   0 
Aflac, Inc.                    COM            001055102      779    16,792 SHS               DEFINED               0     16,792   0 
Aflac, Inc.                    COM            001055102      129     2,770 SHS               DEFINED               0      2,770   0 
Aflac, Inc.                    COM            001055102    1,992    42,903 SHS               DEFINED               0     42,903   0 
Aflac, Inc.                    COM            001055102       50     1,078 SHS               DEFINED               0      1,078   0 
Aftermarket Technology Corp.   COM            008318107    1,060    54,517 SHS               DEFINED               0     54,517   0 
Aftermarket Technology Corp.   COM            008318107      270    13,876 SHS               DEFINED               0     13,876   0 
AGCO Corp.                     COM            001084102       10       590 SHS               DEFINED               0        590   0 
Agere System Inc               COM            00845V308      702    54,419 SHS               DEFINED               0     54,419   0 
Agere System Inc               COM            00845V308    1,829   141,746 SHS               DEFINED               0    141,746   0 
Agere System Inc               COM            00845V308       11       868 SHS               DEFINED               0        868   0 
Agilent Technologies, Inc.     COM            00846U101    1,117    33,552 SHS               DEFINED               0     33,552   0 
Agilent Technologies, Inc.     COM            00846U101      885    26,598 SHS               DEFINED               0     26,598   0 
Agilent Technologies, Inc.     COM            00846U101       33       992 SHS               DEFINED               0        992   0 
Agilysys, Inc.                 COM            00847J105      888    48,763 SHS               DEFINED               0     48,763   0 
Agilysys, Inc.                 COM            00847J105      276    15,143 SHS               DEFINED               0     15,143   0 
AGL Resources, Inc.            COM            001204106       11       320 SHS               DEFINED               0        320   0 
Air Methods Corp.              COM            009128307      390    22,517 SHS               DEFINED               0     22,517   0 
Air Products & Chemicals, Inc. COM            009158106    3,264    55,138 SHS               DEFINED               0     55,138   0 
Air Products & Chemicals, Inc. COM            009158106       74     1,245 SHS               DEFINED               0      1,245   0 
Air Products & Chemicals, Inc. COM            009158106      975    16,475 SHS               DEFINED               0     16,475   0 
Air Products & Chemicals, Inc. COM            009158106       49       820 SHS               DEFINED               0        820   0 
Airgas, Inc.                   COM            009363102        8       256 SHS               DEFINED               0        256   0 
AK Steel Holding Corp.         COM            001547108        9     1,158 SHS               DEFINED               0      1,158   0 
Alabama National Bancorp       COM            010317105      175     2,701 SHS               DEFINED               0      2,701   0 
Alamo Group, Inc.              COM            011311107      264    12,866 SHS               DEFINED               0     12,866   0 
Alaska Air Group, Inc.         COM            011659109       11       300 SHS               DEFINED               0        300   0 
Albany Molecular Research,                                                                                                          
   Inc.                        COM            012423109      254    20,942 SHS               DEFINED               0     20,942   0 
Albemarle Corp.                COM            012653101       60     1,559 SHS               DEFINED               0      1,559   0 
Albemarle Corp.                COM            012653101       10       252 SHS               DEFINED               0        252   0 
Alberto-Culver Co.             COM            013068101      141     3,076 SHS               DEFINED               0      3,076   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT  OTHER   -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE  SHARED   NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Alberto-Culver Co.             COM            013068101       23       503 SHS               DEFINED               0        503   0 
Alberto-Culver Co.             COM            013068101       12       258 SHS               DEFINED               0        258   0 
Albertson's, Inc.              COM            013104104      566    26,488 SHS               DEFINED               0     26,488   0 
Albertson's, Inc.              COM            013104104      948    44,402 SHS               DEFINED               0     44,402   0 
Albertson's, Inc.              COM            013104104       93     4,364 SHS               DEFINED               0      4,364   0 
Alcoa, Inc.                    COM            013817101      158     5,342 SHS               DEFINED               0      5,342   0 
Alcon, Inc.                    SHS            H01301102      836     6,448 SHS               DEFINED               0      6,448   0 
Alcon, Inc.                    SHS            H01301102       40       310 SHS               DEFINED               0        310   0 
Aldila Inc                     COM            014384200      267    10,498 SHS               DEFINED               0     10,498   0 
Alexander & Baldwin, Inc.      COM            014482103        9       158 SHS               DEFINED               0        158   0 
Alfa Corp.                     COM            015385107      886    55,003 SHS               DEFINED               0     55,003   0 
Alfa Corp.                     COM            015385107        7       431 SHS               DEFINED               0        431   0 
Alkermes, Inc.                 COM            01642T108    1,387    72,562 SHS               DEFINED               0     72,562   0 
Alkermes, Inc.                 COM            01642T108    4,596   240,395 SHS               DEFINED               0    240,395   0 
Alleghany Corp.                COM            017175100        6        20 SHS               DEFINED               0         20   0 
Allegheny Energy, Inc.         COM            017361106    1,079    34,086 SHS               DEFINED               0     34,086   0 
Allegheny Energy, Inc.         COM            017361106       24       758 SHS               DEFINED               0        758   0 
Allegheny Technologies, Inc.   COM            01741R102      423    11,711 SHS               DEFINED               0     11,711   0 
Allegheny Technologies, Inc.   COM            01741R102       10       278 SHS               DEFINED               0        278   0 
Allergan, Inc.                 COM            018490102    1,537    14,239 SHS               DEFINED               0     14,239   0 
Allergan, Inc.                 COM            018490102    1,016     9,408 SHS               DEFINED               0      9,408   0 
Allergan, Inc.                 COM            018490102    1,031     9,548 SHS               DEFINED               0      9,548   0 
Allergan, Inc.                 COM            018490102       15       140 SHS               DEFINED               0        140   0 
Allete, Inc.                   COM            018522300       12       270 SHS               DEFINED               0        270   0 
Alliant Energy Corp.           COM            018802108      230     8,211 SHS               DEFINED               0      8,211   0 
Alliant Energy Corp.           COM            018802108      974    34,728 SHS               DEFINED               0     34,728   0 
Alliant Energy Corp.           COM            018802108       27       946 SHS               DEFINED               0        946   0 
Alliant Techsystems, Inc.      COM            018804104      233     3,060 SHS               DEFINED               0      3,060   0 
Alliant Techsystems, Inc.      COM            018804104      704     9,241 SHS               DEFINED               0      9,241   0 
Alliant Techsystems, Inc.      COM            018804104       10       130 SHS               DEFINED               0        130   0 
Allied Capital Corp.           COM            01903Q108       22       758 SHS               DEFINED               0        758   0 
Allied Defense Group Inc/The   COM            019118108      258    11,327 SHS               DEFINED               0     11,327   0 
Allied Irish Bank              SPON ADR ORD   019228402    3,771    87,779 SHS               DEFINED               0     87,779   0 
Allied Waste Industries, Inc.  COM            019589308       32     3,656 SHS               DEFINED               0      3,656   0 
Allos Therapeutics             COM            019777101      225   104,520 SHS               DEFINED               0    104,520   0 
Alloy, Inc.                    COM            019855105      152    52,702 SHS               DEFINED               0     52,702   0 
Allstate Corp. (The)           COM            020002101      680    12,574 SHS               DEFINED               0     12,574   0 
Allstate Corp. (The)           COM            020002101      196     3,629 SHS               DEFINED               0      3,629   0 
Allstate Corp. (The)           COM            020002101    1,960    36,244 SHS               DEFINED               0     36,244   0 
Allstate Corp. (The)           COM            020002101      158     2,914 SHS               DEFINED               0      2,914   0 
Alltel Corp.                   COM            020039103    1,263    20,016 SHS               DEFINED               0     20,016   0 
Alltel Corp.                   COM            020039103      114     1,808 SHS               DEFINED               0      1,808   0 
Alltel Corp.                   COM            020039103       89     1,408 SHS               DEFINED               0      1,408   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Alpharma, Inc. Class A         CL A           020813101    1,412    49,522 SHS               DEFINED               0     49,522   0 
Alpharma, Inc. Class A         CL A           020813101      965    33,853 SHS               DEFINED               0     33,853   0 
Altair Nanotechnologies Inc    COM            021373105    1,587   781,751 SHS               DEFINED               0    781,751   0 
Altera Corp.                   COM            021441100    1,843    99,453 SHS               DEFINED               0     99,453   0 
Altera Corp.                   COM            021441100        9       500 SHS               DEFINED               0        500   0 
Altria Group, Inc.             COM            02209S103    9,681   129,567 SHS               DEFINED               0    129,567   0 
Altria Group, Inc.             COM            02209S103    1,715    22,952 SHS               DEFINED               0     22,952   0 
Altria Group, Inc.             COM            02209S103      856    11,460 SHS               DEFINED               0     11,460   0 
Altria Group, Inc.             COM            02209S103      693     9,268 SHS               DEFINED               0      9,268   0 
Aluminum Corp Of China Ltd     SPON ADR H SHS 022276109    3,510    45,975 SHS               DEFINED               0     45,975   0 
AM Castle & Co                 COM            148411101      318    14,568 SHS               DEFINED               0     14,568   0 
Amazon.Com, Inc.               COM            023135106       10       210 SHS               DEFINED               0        210   0 
AMB Property Corp.             COM            00163T109       18       370 SHS               DEFINED               0        370   0 
AMBAC Financial Group, Inc.    COM            023139108       45       583 SHS               DEFINED               0        583   0 
AMBAC Financial Group, Inc.    COM            023139108       25       322 SHS               DEFINED               0        322   0 
Ambassadors Group, Inc.        COM            023177108    2,555   111,642 SHS               DEFINED               0    111,642   0 
Ambassadors Group, Inc.        COM            023177108    1,019    44,525 SHS               DEFINED               0     44,525   0 
Ambassadors Group, Inc.        COM            023177108      235    10,255 SHS               DEFINED               0     10,255   0 
Ambassadors Group, Inc.        COM            023177108      656    28,659 SHS               DEFINED               0     28,659   0 
Amcore Financial, Inc.         COM            023912108      172     5,671 SHS               DEFINED               0      5,671   0 
Amdocs Ltd.                    ORD            G02602103       12       448 SHS               DEFINED               0        448   0 
Amerada Hess Corp.             COM            023551104       57       448 SHS               DEFINED               0        448   0 
Amerco, Inc.                   COM            023586100      577     8,002 SHS               DEFINED               0      8,002   0 
Amerco, Inc.                   COM            023586100      180     2,504 SHS               DEFINED               0      2,504   0 
Amerco, Inc.                   COM            023586100      596     8,277 SHS               DEFINED               0      8,277   0 
Amerco, Inc.                   COM            023586100        9       120 SHS               DEFINED               0        120   0 
Ameren Corp.                   COM            023608102    1,260    24,582 SHS               DEFINED               0     24,582   0 
Ameren Corp.                   COM            023608102      948    18,492 SHS               DEFINED               0     18,492   0 
Ameren Corp.                   COM            023608102       62     1,208 SHS               DEFINED               0      1,208   0 
American Axle & Manufacturing                                                                                                       
   Holdings, Inc.              COM            024061103        9       510 SHS               DEFINED               0        510   0 
American Campus Communities                                                                                                         
   In                          COM            024835100      264    10,626 SHS               DEFINED               0     10,626   0 
American Capital Strategies                                                                                                         
   Ltd.                        COM            024937104       14       396 SHS               DEFINED               0        396   0 
American Dental Partners Inc   COM            025353103      204    11,264 SHS               DEFINED               0     11,264   0 
American Eagle Outfitters      COM            02553E106    2,607   113,449 SHS               DEFINED               0    113,449   0 
American Eagle Outfitters      COM            02553E106    4,852   211,146 SHS               DEFINED               0    211,146   0 
American Eagle Outfitters      COM            02553E106      554    24,099 SHS               DEFINED               0     24,099   0 
American Eagle Outfitters      COM            02553E106        7       290 SHS               DEFINED               0        290   0 
American Electric Power Co.,                                                                                                        
   Inc.                        COM            025537101      726    19,574 SHS               DEFINED               0     19,574   0 
American Electric Power Co.,                                                                                                        
   Inc.                        COM            025537101    1,802    48,596 SHS               DEFINED               0     48,596   0 
American Electric Power Co.,                                                                                                        
   Inc.                        COM            025537101      131     3,533 SHS               DEFINED               0      3,533   0 
American Equity Investment Lif COM            025676206      293    22,490 SHS               DEFINED               0     22,490   0 
American Express Co.           COM            025816109    3,230    62,776 SHS               DEFINED               0     62,776   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
American Express Co.           COM            025816109      136     2,636 SHS               DEFINED               0      2,636   0 
American Financial Group,                                                                                                           
   Inc. - OH                   COM            025932104       19       490 SHS               DEFINED               0        490   0 
American Greetings             CL A           026375105        8       372 SHS               DEFINED               0        372   0 
American International Group,                                                                                                       
   Inc.                        COM            026874107    1,310    19,202 SHS               DEFINED               0     19,202   0 
American International Group,                                                                                                       
   Inc.                        COM            026874107      978    14,330 SHS               DEFINED               0     14,330   0 
American International Group,                                                                                                       
   Inc.                        COM            026874107      512     7,500 SHS               DEFINED               0      7,500   0 
American National Insurance    COM            028591105       18       158 SHS               DEFINED               0        158   0 
American Pharmaceutical                                                                                                             
   Partners, Inc.              COM            02886P109    1,569    40,446 SHS               DEFINED               0     40,446   0 
American Physicians Capital,                                                                                                        
   Inc.                        COM            028884104      598    13,067 SHS               DEFINED               0     13,067   0 
American Physicians Capital,                                                                                                        
   Inc.                        COM            028884104      239     5,209 SHS               DEFINED               0      5,209   0 
American Power Conversion      COM            029066107    4,752   216,015 SHS               DEFINED               0    216,015   0 
American Power Conversion      COM            029066107        8       380 SHS               DEFINED               0        380   0 
American Retirement Corp       COM            028913101      340    13,531 SHS               DEFINED               0     13,531   0 
American Safety Insurance Hold ORD            G02995101      248    14,797 SHS               DEFINED               0     14,797   0 
American Science & Engineering COM            029429107      135     2,164 SHS               DEFINED               0      2,164   0 
American Standard Cos, Inc.    COM            029712106       26       660 SHS               DEFINED               0        660   0 
American States Water Co.      COM            029899101    6,663   216,328 SHS               DEFINED               0    216,328   0 
American States Water Co.      COM            029899101        3        90 SHS               DEFINED               0         90   0 
American States Water Co.      COM            029899101      235     7,630 SHS               DEFINED               0      7,630   0 
American States Water Co.      COM            029899101    5,772   187,406 SHS               DEFINED               0    187,406   0 
American Superconductor Corp.  COM            030111108    4,562   579,704 SHS               DEFINED               0    579,704   0 
American Technical Ceramics                                                                                                         
   Corp                        COM            030137103      212    23,501 SHS               DEFINED               0     23,501   0 
American Tower Corp.           CL A           029912201    1,394    51,444 SHS               DEFINED               0     51,444   0 
American Tower Corp.           CL A           029912201       12       428 SHS               DEFINED               0        428   0 
AmeriCredit Corp.              COM            03060R101       15       598 SHS               DEFINED               0        598   0 
Ameriprise Financial Inc       COM            03076C106    1,227    29,939 SHS               DEFINED               0     29,939   0 
AmerisourceBergen Corp.        COM            03073E105   16,500   398,560 SHS               DEFINED               0    398,560   0 
AmerisourceBergen Corp.        COM            03073E105       73     1,756 SHS               DEFINED               0      1,756   0 
Ameritrade Holding Corp.       COM            03074K100    2,158    89,931 SHS               DEFINED               0     89,931   0 
Ameritrade Holding Corp.       COM            03074K100        8       348 SHS               DEFINED               0        348   0 
Ameron International Corp.     COM            030710107      250     5,491 SHS               DEFINED               0      5,491   0 
AmerUs Group Co.               COM            03072M108      221     3,901 SHS               DEFINED               0      3,901   0 
AmerUs Group Co.               COM            03072M108    1,085    19,150 SHS               DEFINED               0     19,150   0 
AmerUs Group Co.               COM            03072M108        7       130 SHS               DEFINED               0        130   0 
Amgen, Inc.                    COM            031162100    3,146    39,899 SHS               DEFINED               0     39,899   0 
Amgen, Inc.                    COM            031162100    7,913   100,347 SHS               DEFINED               0    100,347   0 
Amgen, Inc.                    COM            031162100    1,633    20,706 SHS               DEFINED               0     20,706   0 
Amgen, Inc.                    COM            031162100      905    11,470 SHS               DEFINED               0     11,470   0 
Amgen, Inc.                    COM            031162100      113     1,438 SHS               DEFINED               0      1,438   0 
AMICAS Inc                     COM            001712108      234    47,248 SHS               DEFINED               0     47,248   0 
Amkor Technology, Inc.         COM            031652100       12     2,098 SHS               DEFINED               0      2,098   0 
Amphenol Corp.                 CL A           032095101      404     9,131 SHS               DEFINED               0      9,131   0 
Amphenol Corp.                 CL A           032095101        8       180 SHS               DEFINED               0        180   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE  SHARED   NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
AMR Corp.                      COM            001765106       80     3,584 SHS               DEFINED               0      3,584   0 
Amrep Corp                     COM            032159105      249     9,524 SHS               DEFINED               0      9,524   0 
AmSouth Bancorp                COM            032165102   10,146   387,121 SHS               DEFINED               0    387,121   0 
AmSouth Bancorp                COM            032165102       50     1,914 SHS               DEFINED               0      1,914   0 
AmSouth Bancorp                COM            032165102       44     1,682 SHS               DEFINED               0      1,682   0 
Anadarko Petroleum Corp.       COM            032511107    2,587    27,305 SHS               DEFINED               0     27,305   0 
Anadarko Petroleum Corp.       COM            032511107       68       720 SHS               DEFINED               0        720   0 
Analog Devices, Inc.           COM            032654105    3,165    88,240 SHS               DEFINED               0     88,240   0 
Analog Devices, Inc.           COM            032654105       20       548 SHS               DEFINED               0        548   0 
Anchor Bancorp Wisconsin, Inc. COM            032839102      171     5,624 SHS               DEFINED               0      5,624   0 
Anchor Bancorp Wisconsin, Inc. COM            032839102       23       756 SHS               DEFINED               0        756   0 
Anchor Bancorp Wisconsin, Inc. COM            032839102        4       126 SHS               DEFINED               0        126   0 
Andersons Inc/The              COM            034164103      375     8,705 SHS               DEFINED               0      8,705   0 
Andrew Corp.                   COM            034425108      432    40,243 SHS               DEFINED               0     40,243   0 
Andrew Corp.                   COM            034425108        7       610 SHS               DEFINED               0        610   0 
Anheuser-Busch Cos, Inc.       COM            035229103      184     4,289 SHS               DEFINED               0      4,289   0 
Anheuser-Busch Cos, Inc.       COM            035229103      107     2,488 SHS               DEFINED               0      2,488   0 
Anixter International, Inc.    COM            035290105        8       210 SHS               DEFINED               0        210   0 
Annaly Mortgage Management,                                                                                                         
   Inc.                        COM            035710409       13     1,166 SHS               DEFINED               0      1,166   0 
AnnTaylor Stores Corp.         COM            036115103       10       300 SHS               DEFINED               0        300   0 
Ansys, Inc.                    COM            03662Q105      899    21,052 SHS               DEFINED               0     21,052   0 
Ansys, Inc.                    COM            03662Q105      255     5,964 SHS               DEFINED               0      5,964   0 
Ansys, Inc.                    COM            03662Q105      989    23,160 SHS               DEFINED               0     23,160   0 
Anteon International Corp.     COM            03674E108    1,682    30,947 SHS               DEFINED               0     30,947   0 
Anteon International Corp.     COM            03674E108      510     9,376 SHS               DEFINED               0      9,376   0 
Anworth Mortgage Asset Corp.   COM            037347101      225    30,849 SHS               DEFINED               0     30,849   0 
AO Smith Corp.                 COM            831865209      173     4,921 SHS               DEFINED               0      4,921   0 
AO Smith Corp.                 COM            831865209        6       162 SHS               DEFINED               0        162   0 
AON Corp.                      COM            037389103    1,287    35,788 SHS               DEFINED               0     35,788   0 
AON Corp.                      COM            037389103    2,001    55,653 SHS               DEFINED               0     55,653   0 
AON Corp.                      COM            037389103       55     1,538 SHS               DEFINED               0      1,538   0 
Apache Corp.                   COM            037411105       50       730 SHS               DEFINED               0        730   0 
Apartment Investment &                                                                                                              
   Management Co.              CL A           03748R101       32       848 SHS               DEFINED               0        848   0 
Apogee Enterprises, Inc.       COM            037598109      242    14,914 SHS               DEFINED               0     14,914   0 
Apollo Group, Inc.             CL A           037604105    4,277    70,734 SHS               DEFINED               0     70,734   0 
Apollo Group, Inc.             CL A           037604105    1,806    29,879 SHS               DEFINED               0     29,879   0 
Apollo Group, Inc.             CL A           037604105        8       140 SHS               DEFINED               0        140   0 
Apple Computer, Inc.           COM            037833100    6,076    84,523 SHS               DEFINED               0     84,523   0 
Apple Computer, Inc.           COM            037833100    1,468    20,422 SHS               DEFINED               0     20,422   0 
Apple Computer, Inc.           COM            037833100    1,241    17,264 SHS               DEFINED               0     17,264   0 
Apple Computer, Inc.           COM            037833100       44       610 SHS               DEFINED               0        610   0 
Applebees International, Inc.  COM            037899101       60     2,646 SHS               DEFINED               0      2,646   0 
Applebees International, Inc.  COM            037899101       10       431 SHS               DEFINED               0        431   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE  SHARED   NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Applera Corp. - Applied                                                                                                             
   Biosystems Group            COM AP BIO GRP 038020103    2,406    90,581 SHS               DEFINED               0     90,581   0 
Applera Corp. - Applied                                                                                                             
   Biosystems Group            COM AP BIO GRP 038020103    8,106   305,205 SHS               DEFINED               0    305,205   0 
Applera Corp. - Applied                                                                                                             
   Biosystems Group            COM AP BIO GRP 038020103       13       494 SHS               DEFINED               0        494   0 
Applera Corp. - Celera                                                                                                              
   Genomics Group              COM CE GEN GRP 038020202    4,054   369,914 SHS               DEFINED               0    369,914   0 
Applied Films Corp.            COM            038197109      252    12,147 SHS               DEFINED               0     12,147   0 
Applied Materials, Inc.        COM            038222105       69     3,826 SHS               DEFINED               0      3,826   0 
Applied Signal Technology,                                                                                                          
   Inc.                        COM            038237103       66     2,898 SHS               DEFINED               0      2,898   0 
Apria Healthcare Group, Inc.   COM            037933108        6       238 SHS               DEFINED               0        238   0 
Aptargroup, Inc.               COM            038336103       10       197 SHS               DEFINED               0        197   0 
Aqua America, Inc.             COM            03836W103       19       694 SHS               DEFINED               0        694   0 
Aqua America, Inc.             COM            03836W103    5,926   217,078 SHS               DEFINED               0    217,078   0 
aQuantive, Inc.                COM            03839G105      644    25,500 SHS               DEFINED               0     25,500   0 
Aquila, Inc.                   COM            03840P102       29     8,090 SHS               DEFINED               0      8,090   0 
Aracruz Celulose Sa            SPON ADR PFD B 038496204    4,543   113,536 SHS               DEFINED               0    113,536   0 
Aramark Corp.                  CL B           038521100      658    23,693 SHS               DEFINED               0     23,693   0 
Aramark Corp.                  CL B           038521100      727    26,180 SHS               DEFINED               0     26,180   0 
Aramark Corp.                  CL B           038521100       24       868 SHS               DEFINED               0        868   0 
Arbitron, Inc.                 COM            03875Q108      171     4,506 SHS               DEFINED               0      4,506   0 
Arbitron, Inc.                 COM            03875Q108      659    17,349 SHS               DEFINED               0     17,349   0 
Arbor Realty Trust Inc         COM            038923108      236     9,088 SHS               DEFINED               0      9,088   0 
Arch Capital Group Ltd         ORD            G0450A105       13       230 SHS               DEFINED               0        230   0 
Arch Coal, Inc.                COM            039380100      983    12,369 SHS               DEFINED               0     12,369   0 
Arch Coal, Inc.                COM            039380100        9       110 SHS               DEFINED               0        110   0 
Archer-Daniels-Midland Co.     COM            039483102    1,172    47,512 SHS               DEFINED               0     47,512   0 
Archer-Daniels-Midland Co.     COM            039483102      537    21,774 SHS               DEFINED               0     21,774   0 
Archer-Daniels-Midland Co.     COM            039483102       89     3,592 SHS               DEFINED               0      3,592   0 
Archer-Daniels-Midland Co.     COM            039483102       89     3,616 SHS               DEFINED               0      3,616   0 
Archstone-Smith Trust          COM            039583109       43     1,034 SHS               DEFINED               0      1,034   0 
Arden Realty, Inc.             COM            039793104       16       348 SHS               DEFINED               0        348   0 
Arena Pharmaceuticals, Inc.    COM            040047102      366    25,768 SHS               DEFINED               0     25,768   0 
Arena Resources Inc            COM            040049108      285    10,317 SHS               DEFINED               0     10,317   0 
Argon St Inc                   COM            040149106      157     5,070 SHS               DEFINED               0      5,070   0 
Armor Holdings, Inc.           COM            042260109      375     8,803 SHS               DEFINED               0      8,803   0 
Arqule, Inc.                   COM            04269E107      199    32,579 SHS               DEFINED               0     32,579   0 
Arris Group, Inc.              COM            04269Q100      927    97,849 SHS               DEFINED               0     97,849   0 
Arris Group, Inc.              COM            04269Q100      263    27,731 SHS               DEFINED               0     27,731   0 
Arris Group, Inc.              COM            04269Q100      734    77,544 SHS               DEFINED               0     77,544   0 
Arrow Electronics, Inc.        COM            042735100      230     7,183 SHS               DEFINED               0      7,183   0 
Arrow Electronics, Inc.        COM            042735100       34     1,054 SHS               DEFINED               0      1,054   0 
Arrow International, Inc.      COM            042764100       43     1,473 SHS               DEFINED               0      1,473   0 
Arrow International, Inc.      COM            042764100        7       251 SHS               DEFINED               0        251   0 
Arrowhead Research Corp        COM            042797100    1,993   469,051 SHS               DEFINED               0    469,051   0 
Arthur J Gallagher & Co.       COM            363576109    9,938   321,817 SHS               DEFINED               0    321,817   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Arthur J Gallagher & Co.       COM            363576109       98     3,188 SHS               DEFINED               0      3,188   0 
Arthur J Gallagher & Co.       COM            363576109       16       503 SHS               DEFINED               0        503   0 
Arthur J Gallagher & Co.       COM            363576109        9       290 SHS               DEFINED               0        290   0 
ArvinMeritor, Inc.             COM            043353101       17     1,168 SHS               DEFINED               0      1,168   0 
Asat Holdings Ltd              ADR            00208B105      135   174,737 SHS               DEFINED               0    174,737   0 
Asbury Automotive Group, Inc.  COM            043436104      175    10,644 SHS               DEFINED               0     10,644   0 
Asbury Automotive Group, Inc.  COM            043436104      247    14,978 SHS               DEFINED               0     14,978   0 
Asbury Automotive Group, Inc.  COM            043436104      580    35,214 SHS               DEFINED               0     35,214   0 
Asbury Automotive Group, Inc.  COM            043436104        9       568 SHS               DEFINED               0        568   0 
Ase Test Limited               ORD            Y02516105      319    40,682 SHS               DEFINED               0     40,682   0 
Ashford Hospitality Trust Inc  SPON ADR H SHS 044103109      249    23,720 SHS               DEFINED               0     23,720   0 
Ashland, Inc                   COM            044209104    1,329    22,952 SHS               DEFINED               0     22,952   0 
Ashland, Inc                   COM            044209104       27       468 SHS               DEFINED               0        468   0 
AsiaInfo Holdings, Inc.        COM            04518A104      240    60,426 SHS               DEFINED               0     60,426   0 
AsiaInfo Holdings, Inc.        COM            04518A104      209    52,574 SHS               DEFINED               0     52,574   0 
Associated Banc-Corp.          COM            045487105       24       752 SHS               DEFINED               0        752   0 
Associated Banc-Corp.          COM            045487105       18       542 SHS               DEFINED               0        542   0 
Assurant Inc                   COM            04621X108      229     5,261 SHS               DEFINED               0      5,261   0 
Assurant Inc                   COM            04621X108    1,124    25,844 SHS               DEFINED               0     25,844   0 
Assurant Inc                   COM            04621X108       25       566 SHS               DEFINED               0        566   0 
Asta Funding Inc               COM            046220109      229     8,386 SHS               DEFINED               0      8,386   0 
Astec Industries, Inc.         COM            046224101      294     8,987 SHS               DEFINED               0      8,987   0 
Astoria Financial Corp.        COM            046265104       14       492 SHS               DEFINED               0        492   0 
AT+T INC                       COM            00206R102   13,350   545,137 SHS               DEFINED               0    545,137   0 
AT+T INC                       COM            00206R102    1,335    54,504 SHS               DEFINED               0     54,504   0 
AT+T INC                       COM            00206R102      447    18,244 SHS               DEFINED               0     18,244   0 
AT+T INC                       COM            00206R102      888    36,251 SHS               DEFINED               0     36,251   0 
Atlas America Inc              COM            049167109    1,461    24,268 SHS               DEFINED               0     24,268   0 
Atlas Pipeline Partners LP     COM SH BEN INT 049392103      213     5,236 SHS               DEFINED               0      5,236   0 
Atmel Corp.                    COM            049513104    1,784   577,268 SHS               DEFINED               0    577,268   0 
Atmel Corp.                    COM            049513104       16     5,184 SHS               DEFINED               0      5,184   0 
Atmos Energy Corp.             COM            049560105   10,647   407,004 SHS               DEFINED               0    407,004   0 
Atmos Energy Corp.             COM            049560105       11       431 SHS               DEFINED               0        431   0 
Atmos Energy Corp.             COM            049560105       10       390 SHS               DEFINED               0        390   0 
Audiovox Corp.                 CL A           050757103      253    18,229 SHS               DEFINED               0     18,229   0 
Autodesk, Inc.                 COM            052769106    6,162   143,473 SHS               DEFINED               0    143,473   0 
Autodesk, Inc.                 COM            052769106    2,261    52,636 SHS               DEFINED               0     52,636   0 
Autodesk, Inc.                 COM            052769106    1,880    43,769 SHS               DEFINED               0     43,769   0 
Autoliv, Inc.                  COM            052800109       23       514 SHS               DEFINED               0        514   0 
Automatic Data Processing,                                                                                                          
   Inc.                        COM            053015103      887    19,329 SHS               DEFINED               0     19,329   0 
Automatic Data Processing,                                                                                                          
   Inc.                        COM            053015103      145     3,168 SHS               DEFINED               0      3,168   0 
Automatic Data Processing,                                                                                                          
   Inc.                        COM            053015103       66     1,442 SHS               DEFINED               0      1,442   0 
Autonation, Inc.               COM            05329W102    2,878   132,456 SHS               DEFINED               0    132,456   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Autonation, Inc.               COM            05329W102      244    11,206 SHS               DEFINED               0     11,206   0 
Autonation, Inc.               COM            05329W102      611    28,134 SHS               DEFINED               0     28,134   0 
Autonation, Inc.               COM            05329W102       67     3,106 SHS               DEFINED               0      3,106   0 
Autozone, Inc.                 COM            053332102       27       290 SHS               DEFINED               0        290   0 
AvalonBay Communities, Inc.    COM            053484101       24       270 SHS               DEFINED               0        270   0 
Avaya, Inc.                    COM            053499109    1,155   108,236 SHS               DEFINED               0    108,236   0 
Avaya, Inc.                    COM            053499109      660    61,884 SHS               DEFINED               0     61,884   0 
Avaya, Inc.                    COM            053499109       19     1,778 SHS               DEFINED               0      1,778   0 
Avery Dennison Corp.           COM            053611109       34       610 SHS               DEFINED               0        610   0 
Avery Dennison Corp.           COM            053611109       27       490 SHS               DEFINED               0        490   0 
Avista Corp.                   COM            05379B107       10       568 SHS               DEFINED               0        568   0 
Avnet, Inc.                    COM            053807103       24       990 SHS               DEFINED               0        990   0 
Avocent Corp.                  COM            053893103      588    21,616 SHS               DEFINED               0     21,616   0 
Avon Products, Inc.            COM            054303102       74     2,585 SHS               DEFINED               0      2,585   0 
Avon Products, Inc.            COM            054303102       37     1,286 SHS               DEFINED               0      1,286   0 
AVX Corp.                      COM            002444107       12       800 SHS               DEFINED               0        800   0 
Axis Capital Holdings Ltd.     SHS            G0692U109       15       490 SHS               DEFINED               0        490   0 
Aztar Corp.                    COM            054802103      662    21,799 SHS               DEFINED               0     21,799   0 
AZZ, Inc.                      COM            002474104      224    12,429 SHS               DEFINED               0     12,429   0 
Badger Meter Inc               COM            056525108      255     6,502 SHS               DEFINED               0      6,502   0 
Badger Meter Inc               COM            056525108    2,965    75,569 SHS               DEFINED               0     75,569   0 
Baidu.Com - ADR                ADR REP A      056752108    2,658    42,240 SHS               DEFINED               0     42,240   0 
Baker Hughes, Inc.             COM            057224107    2,507    41,240 SHS               DEFINED               0     41,240   0 
Baker Hughes, Inc.             COM            057224107       38       630 SHS               DEFINED               0        630   0 
Ball Corp.                     COM            058498106    1,042    26,235 SHS               DEFINED               0     26,235   0 
Ball Corp.                     COM            058498106       16       406 SHS               DEFINED               0        406   0 
Ballard Power Systems Inc      COM            05858H104    4,799 1,148,060 SHS               DEFINED               0  1,148,060   0 
Banc Corp.                     COM            05944B103      269    23,619 SHS               DEFINED               0     23,619   0 
Bancfirst Corp.                COM            05945F103      170     2,158 SHS               DEFINED               0      2,158   0 
Bancfirst Corp.                COM            05945F103       20       252 SHS               DEFINED               0        252   0 
Bancfirst Corp.                COM            05945F103        3        36 SHS               DEFINED               0         36   0 
Banco Santander Cen            SPON ADR       05964H105    2,912   220,738 SHS               DEFINED               0    220,738   0 
Bancorpsouth, Inc.             COM            059692103    8,258   374,167 SHS               DEFINED               0    374,167   0 
Bancorpsouth, Inc.             COM            059692103       10       431 SHS               DEFINED               0        431   0 
Bancorpsouth, Inc.             COM            059692103        8       358 SHS               DEFINED               0        358   0 
Bandag, Inc.                   COM            059815100        5       108 SHS               DEFINED               0        108   0 
Bank of America Corp.          COM            060505104   12,189   264,117 SHS               DEFINED               0    264,117   0 
Bank of America Corp.          COM            060505104    1,656    35,888 SHS               DEFINED               0     35,888   0 
Bank of America Corp.          COM            060505104    1,023    22,160 SHS               DEFINED               0     22,160   0 
Bank of America Corp.          COM            060505104      815    17,657 SHS               DEFINED               0     17,657   0 
Bank of Hawaii Corp.           COM            062540109      231     4,479 SHS               DEFINED               0      4,479   0 
Bank of Hawaii Corp.           COM            062540109       15       287 SHS               DEFINED               0        287   0 
Bank of Hawaii Corp.           COM            062540109        9       182 SHS               DEFINED               0        182   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Bank Of Ireland                SPON ADR       46267Q103    3,594    56,773 SHS               DEFINED               0     56,773   0 
Bank of Montreal               ADR COM        063671101    3,591    64,187 SHS               DEFINED               0     64,187   0 
Bank of New York Co., Inc.                                                                                                          
   (The)                       COM            064057102       95     2,996 SHS               DEFINED               0      2,996   0 
Bank Of Nova Scotia            COM            064149107    3,387    85,493 SHS               DEFINED               0     85,493   0 
Bankrate, Inc.                 COM            06646V108      769    26,066 SHS               DEFINED               0     26,066   0 
Banta Corp.                    COM            066821109    2,690    54,007 SHS               DEFINED               0     54,007   0 
Banta Corp.                    COM            066821109      173     3,475 SHS               DEFINED               0      3,475   0 
Banta Corp.                    COM            066821109        7       143 SHS               DEFINED               0        143   0 
Barclays Plc                   SPON ADR       06738E204    4,676   111,130 SHS               DEFINED               0    111,130   0 
Barnes & Noble, Inc.           COM            067774109       21       500 SHS               DEFINED               0        500   0 
Barr Pharmaceuticals, Inc.     COM            068306109      404     6,482 SHS               DEFINED               0      6,482   0 
Barr Pharmaceuticals, Inc.     COM            068306109      987    15,849 SHS               DEFINED               0     15,849   0 
Barr Pharmaceuticals, Inc.     COM            068306109        9       138 SHS               DEFINED               0        138   0 
Barrett Business Services Inc  COM            068463108      279    11,163 SHS               DEFINED               0     11,163   0 
BASF AGG                       SPON ADR       055262505      986    12,894 SHS               DEFINED               0     12,894   0 
Bausch & Lomb, Inc.            COM            071707103    2,027    29,846 SHS               DEFINED               0     29,846   0 
Bausch & Lomb, Inc.            COM            071707103       11       158 SHS               DEFINED               0        158   0 
Baxter International, Inc.     COM            071813109       57     1,510 SHS               DEFINED               0      1,510   0 
BB&T Corp.                     COM            054937107    9,412   224,580 SHS               DEFINED               0    224,580   0 
BB&T Corp.                     COM            054937107      127     3,023 SHS               DEFINED               0      3,023   0 
BB&T Corp.                     COM            054937107       95     2,268 SHS               DEFINED               0      2,268   0 
BEA Systems, Inc.              COM            073325102        8       868 SHS               DEFINED               0        868   0 
Bear Stearns Cos, Inc. (The)   COM            073902108       58       500 SHS               DEFINED               0        500   0 
BearingPoint, Inc.             COM            074002106       10     1,210 SHS               DEFINED               0      1,210   0 
Beazer Homes USA, Inc.         COM            07556Q105       12       158 SHS               DEFINED               0        158   0 
Beckman Coulter, Inc.          COM            075811109       19       341 SHS               DEFINED               0        341   0 
Beckman Coulter, Inc.          COM            075811109       11       200 SHS               DEFINED               0        200   0 
Becton Dickinson & Co.         COM            075887109       83     1,382 SHS               DEFINED               0      1,382   0 
Becton Dickinson & Co.         COM            075887109       35       590 SHS               DEFINED               0        590   0 
Bed Bath & Beyond, Inc.        COM            075896100    1,185    32,781 SHS               DEFINED               0     32,781   0 
Bed Bath & Beyond, Inc.        COM            075896100      892    24,668 SHS               DEFINED               0     24,668   0 
Bed Bath & Beyond, Inc.        COM            075896100      795    21,979 SHS               DEFINED               0     21,979   0 
Bed Bath & Beyond, Inc.        COM            075896100       20       548 SHS               DEFINED               0        548   0 
Bel Fuse, Inc. Class B         CL B           077347300      874    27,471 SHS               DEFINED               0     27,471   0 
Bell Microproducts, Inc.       COM            078137106      194    25,422 SHS               DEFINED               0     25,422   0 
BellSouth Corp.                COM            079860102    6,247   230,514 SHS               DEFINED               0    230,514   0 
BellSouth Corp.                COM            079860102    1,324    48,852 SHS               DEFINED               0     48,852   0 
BellSouth Corp.                COM            079860102      309    11,388 SHS               DEFINED               0     11,388   0 
Belo Corp.                     COM SER A      080555105      656    30,642 SHS               DEFINED               0     30,642   0 
Belo Corp.                     COM SER A      080555105       11       534 SHS               DEFINED               0        534   0 
Bemis Co.                      COM            081437105       16       592 SHS               DEFINED               0        592   0 
Bemis Co.                      COM            081437105       16       580 SHS               DEFINED               0        580   0 
Benchmark Electronics, Inc.    COM            08160H101      719    21,392 SHS               DEFINED               0     21,392   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Benchmark Electronics, Inc.    COM            08160H101        8       230 SHS               DEFINED               0        230   0 
Benihana, Inc.                 CL A           082047200      327    14,196 SHS               DEFINED               0     14,196   0 
Berkshire Hathaway, Inc.       CL A           084670108      886        10 SHS               DEFINED               0         10   0 
Berry Petroleum Co.            CL A           085789105    1,322    23,106 SHS               DEFINED               0     23,106   0 
Best Buy Co., Inc.             COM            086516101       59     1,358 SHS               DEFINED               0      1,358   0 
Beverly Enterprises, Inc.      COM            087851309        8       648 SHS               DEFINED               0        648   0 
Big Lots, Inc.                 COM            089302103       15     1,220 SHS               DEFINED               0      1,220   0 
Biogen Idec, Inc.              COM            09062X103    8,464   186,730 SHS               DEFINED               0    186,730   0 
Biogen Idec, Inc.              COM            09062X103       31       680 SHS               DEFINED               0        680   0 
BioMarin Pharmaceuticals, Inc. COM            09061G101    4,851   449,995 SHS               DEFINED               0    449,995   0 
Biomet, Inc.                   COM            090613100       14       370 SHS               DEFINED               0        370   0 
Biosante Pharmaceuticals Inc   COM            09065V203    1,534   420,139 SHS               DEFINED               0    420,139   0 
Biosite, Inc.                  COM            090945106      235     4,169 SHS               DEFINED               0      4,169   0 
Biovail Corp                   COM            09067J109      957    40,331 SHS               DEFINED               0     40,331   0 
BISYS Group, Inc. (The)        COM            055472104      993    70,864 SHS               DEFINED               0     70,864   0 
BISYS Group, Inc. (The)        COM            055472104        7       510 SHS               DEFINED               0        510   0 
BJ Services Co.                COM            055482103    2,407    65,643 SHS               DEFINED               0     65,643   0 
BJ Services Co.                COM            055482103       17       468 SHS               DEFINED               0        468   0 
BJ's Wholesale Club, Inc.      COM            05548J106       14       490 SHS               DEFINED               0        490   0 
Black & Decker Corp.           COM            091797100       20       232 SHS               DEFINED               0        232   0 
Black Hills Corp.              COM            092113109    6,022   173,996 SHS               DEFINED               0    173,996   0 
Black Hills Corp.              COM            092113109      894    25,843 SHS               DEFINED               0     25,843   0 
Black Hills Corp.              COM            092113109        6       179 SHS               DEFINED               0        179   0 
Black Hills Corp.              COM            092113109        6       180 SHS               DEFINED               0        180   0 
Blair Corp.                    COM            092828102      269     6,911 SHS               DEFINED               0      6,911   0 
Blockbuster, Inc.              CL A           093679108       29     7,694 SHS               DEFINED               0      7,694   0 
Blue Coat Systems Inc          COM            09534T508      712    15,567 SHS               DEFINED               0     15,567   0 
BMC Software, Inc.             COM            055921100    2,922   142,599 SHS               DEFINED               0    142,599   0 
BMC Software, Inc.             COM            055921100    1,790    87,346 SHS               DEFINED               0     87,346   0 
BMC Software, Inc.             COM            055921100       10       490 SHS               DEFINED               0        490   0 
Boc Group Plc                  SPON ADR       055617609    3,342    81,013 SHS               DEFINED               0     81,013   0 
Boeing Co. (The)               COM            097023105    4,376    62,295 SHS               DEFINED               0     62,295   0 
Boeing Co. (The)               COM            097023105      180     2,566 SHS               DEFINED               0      2,566   0 
BOK Financial Corp.            COM            05561Q201        6       140 SHS               DEFINED               0        140   0 
Bombay Co., Inc. (The)         COM            097924104      171    57,847 SHS               DEFINED               0     57,847   0 
Bon-Ton Stores, Inc. (The)     COM            09776J101      251    13,121 SHS               DEFINED               0     13,121   0 
Books-A-Million, Inc.          COM            098570104      275    28,354 SHS               DEFINED               0     28,354   0 
Borders Group, Inc.            COM            099709107       11       490 SHS               DEFINED               0        490   0 
BorgWarner, Inc.               COM            099724106       14       230 SHS               DEFINED               0        230   0 
Boston Properties, Inc.        COM            101121101       35       476 SHS               DEFINED               0        476   0 
Boston Scientific Corp.        COM            101137107       35     1,414 SHS               DEFINED               0      1,414   0 
Bowater, Inc.                  COM            102183100       16       530 SHS               DEFINED               0        530   0 
Bowne & Co., Inc.              COM            103043105      265    17,856 SHS               DEFINED               0     17,856   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Boyd Gaming Corp.              COM            103304101        8       170 SHS               DEFINED               0        170   0 
Boykin Lodging Co.             COM            103430104      251    20,533 SHS               DEFINED               0     20,533   0 
Brady Corp.                    CL A           104674106      903    24,960 SHS               DEFINED               0     24,960   0 
Brady Corp.                    CL A           104674106       10       269 SHS               DEFINED               0        269   0 
Brandywine Realty Trust        COM SH BEN INT 105368203        9       310 SHS               DEFINED               0        310   0 
BRE Properties                 CL A           05564E106       10       220 SHS               DEFINED               0        220   0 
Briggs & Stratton Corp.        COM            109043109       11       287 SHS               DEFINED               0        287   0 
Briggs & Stratton Corp.        COM            109043109       10       258 SHS               DEFINED               0        258   0 
Brigham Exploration Co         COM            109178103      235    19,841 SHS               DEFINED               0     19,841   0 
Bright Horizons Family                                                                                                              
   Solutions, Inc.             COM            109195107      253     6,827 SHS               DEFINED               0      6,827   0 
Brightpoint, Inc.              COM            109473405    3,099   111,752 SHS               DEFINED               0    111,752   0 
Brightpoint, Inc.              COM            109473405      941    33,940 SHS               DEFINED               0     33,940   0 
Brightpoint, Inc.              COM            109473405      267     9,620 SHS               DEFINED               0      9,620   0 
Brightpoint, Inc.              COM            109473405      370    13,339 SHS               DEFINED               0     13,339   0 
Brilliance China Automotive                                                                                                         
   Holdings Ltd                ADR            10949Q105      689    47,242 SHS               DEFINED               0     47,242   0 
Brinker International, Inc.    COM            109641100      680    17,598 SHS               DEFINED               0     17,598   0 
Brinker International, Inc.    COM            109641100       16       402 SHS               DEFINED               0        402   0 
Brink's Co. (The)              COM            109696104       12       258 SHS               DEFINED               0        258   0 
Bristol West Holdings, Inc.    COM            11037M105      178     9,367 SHS               DEFINED               0      9,367   0 
Bristol West Holdings, Inc.    COM            11037M105      266    13,967 SHS               DEFINED               0     13,967   0 
Bristol-Myers Squibb Co.       COM            110122108      965    42,006 SHS               DEFINED               0     42,006   0 
Bristol-Myers Squibb Co.       COM            110122108      243    10,578 SHS               DEFINED               0     10,578   0 
Broadcom Corp.                 CL A           111320107    5,749   121,923 SHS               DEFINED               0    121,923   0 
Broadcom Corp.                 CL A           111320107    1,389    29,454 SHS               DEFINED               0     29,454   0 
Broadcom Corp.                 CL A           111320107    1,263    26,794 SHS               DEFINED               0     26,794   0 
Broadcom Corp.                 CL A           111320107    3,291    69,792 SHS               DEFINED               0     69,792   0 
Broadcom Corp.                 CL A           111320107        9       190 SHS               DEFINED               0        190   0 
Brown & Brown, Inc.            COM            115236101      140     4,584 SHS               DEFINED               0      4,584   0 
Brown & Brown, Inc.            COM            115236101       23       754 SHS               DEFINED               0        754   0 
Brown-Forman Corp.             CL A           115637100        6        90 SHS               DEFINED               0         90   0 
Brown-Forman Corp.             CL B           115637209       46       664 SHS               DEFINED               0        664   0 
Brown-Forman Corp.             CL B           115637209       14       200 SHS               DEFINED               0        200   0 
Brunswick Corp.                COM            117043109       19       468 SHS               DEFINED               0        468   0 
BSD Medical Corp               COM            055662100      239    46,902 SHS               DEFINED               0     46,902   0 
Buca, Inc.                     COM            117769109      229    42,012 SHS               DEFINED               0     42,012   0 
Buckle, Inc. (The)             COM            118440106      169     5,233 SHS               DEFINED               0      5,233   0 
Buckle, Inc. (The)             COM            118440106      558    17,312 SHS               DEFINED               0     17,312   0 
Builders Firstsource Inc.      COM            12008R107      188     8,788 SHS               DEFINED               0      8,788   0 
Builders Firstsource Inc.      COM            12008R107      621    29,082 SHS               DEFINED               0     29,082   0 
Builders Firstsource Inc.      COM            12008R107    1,591    74,457 SHS               DEFINED               0     74,457   0 
Building Material Holding                                                                                                           
   Corp.                       COM            120113105    2,254    33,052 SHS               DEFINED               0     33,052   0 
Building Material Holding                                                                                                           
   Corp.                       COM            120113105      899    13,183 SHS               DEFINED               0     13,183   0 
Building Material Holding                                                                                                           
   Corp.                       COM            120113105      145     2,122 SHS               DEFINED               0      2,122   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Building Material Holding                                                                                                           
   Corp.                       COM            120113105      479     7,023 SHS               DEFINED               0      7,023   0 
Building Material Holding                                                                                                           
   Corp.                       COM            120113105    1,226    17,978 SHS               DEFINED               0     17,978   0 
Building Material Holding                                                                                                           
   Corp.                       COM            120113105      782    11,470 SHS               DEFINED               0     11,470   0 
Bunge Ltd                      COM            G16962105       45       800 SHS               DEFINED               0        800   0 
Burlington Coat Factory                                                                                                             
   Warehouse Corp.             COM            121579106        8       210 SHS               DEFINED               0        210   0 
Burlington Northern Santa Fe                                                                                                        
   Corp.                       COM            12189T104    1,532    21,635 SHS               DEFINED               0     21,635   0 
Burlington Northern Santa Fe                                                                                                        
   Corp.                       COM            12189T104       91     1,288 SHS               DEFINED               0      1,288   0 
Burlington Resources, Inc.     COM            122014103    2,939    34,098 SHS               DEFINED               0     34,098   0 
Burlington Resources, Inc.     COM            122014103    1,120    12,989 SHS               DEFINED               0     12,989   0 
Burlington Resources, Inc.     COM            122014103       58       668 SHS               DEFINED               0        668   0 
Cablevision Systems Corp.      CL A           12686C109       10       430 SHS               DEFINED               0        430   0 
Cabot Corp.                    COM            127055101       11       320 SHS               DEFINED               0        320   0 
Cabot Oil & Gas Corp.          COM            127097103      976    21,638 SHS               DEFINED               0     21,638   0 
CACI International, Inc.       CL A           127190304    1,434    24,990 SHS               DEFINED               0     24,990   0 
CACI International, Inc.       CL A           127190304      436     7,595 SHS               DEFINED               0      7,595   0 
Cadence Design Systems, Inc.   COM            127387108    5,820   343,946 SHS               DEFINED               0    343,946   0 
Cadence Design Systems, Inc.   COM            127387108    1,775   104,928 SHS               DEFINED               0    104,928   0 
Cadence Design Systems, Inc.   COM            127387108       13       756 SHS               DEFINED               0        756   0 
CalAmp Corp                    COM            128126109      330    31,477 SHS               DEFINED               0     31,477   0 
Calgon Carbon Corp.            COM            129603106    5,786 1,016,823 SHS               DEFINED               0  1,016,823   0 
California Pizza Kitchen, Inc. COM            13054D109      697    21,813 SHS               DEFINED               0     21,813   0 
California Pizza Kitchen, Inc. COM            13054D109      279     8,732 SHS               DEFINED               0      8,732   0 
California Water Service Group COM            130788102        4       107 SHS               DEFINED               0        107   0 
California Water Service Group COM            130788102    1,044    27,316 SHS               DEFINED               0     27,316   0 
California Water Service Group COM            130788102    5,847   152,942 SHS               DEFINED               0    152,942   0 
Callon Petroleum Co            COM            13123X102      215    12,174 SHS               DEFINED               0     12,174   0 
Cambridge Display Technology   COM            132193103    1,528   179,579 SHS               DEFINED               0    179,579   0 
Camden Property Trust          COM SH BEN INT 133131102       11       190 SHS               DEFINED               0        190   0 
Campbell Soup Co               COM            134429109    3,026   101,636 SHS               DEFINED               0    101,636   0 
Campbell Soup Co               COM            134429109      693    23,269 SHS               DEFINED               0     23,269   0 
Campbell Soup Co               COM            134429109      609    20,459 SHS               DEFINED               0     20,459   0 
Campbell Soup Co               COM            134429109       42     1,410 SHS               DEFINED               0      1,410   0 
Canadian Imperial Bank Of                                                                                                           
   Commerce                    COM            136069101    3,962    60,206 SHS               DEFINED               0     60,206   0 
Canadian National Railway Co   COM            136375102    1,331    16,642 SHS               DEFINED               0     16,642   0 
Canon, Inc.                    ADR            138006309    1,255    21,329 SHS               DEFINED               0     21,329   0 
Capital City Bank Group, Inc.  COM            139674105        3        90 SHS               DEFINED               0         90   0 
Capital One Financial Corp.    COM            14040H105       65       758 SHS               DEFINED               0        758   0 
Capital Senior Living Corp.    COM            140475104      316    30,557 SHS               DEFINED               0     30,557   0 
Capital Southwest Corp         COM            140501107      271     2,996 SHS               DEFINED               0      2,996   0 
Capital Title Group Inc        COM            140919101      191    34,473 SHS               DEFINED               0     34,473   0 
Capitol Bancorp Ltd.           COM            14056D105      180     4,811 SHS               DEFINED               0      4,811   0 
Capstone Turbine Corp.         COM            14067D102    4,911 1,642,364 SHS               DEFINED               0  1,642,364   0 
Cardinal Health, Inc.          COM            14149Y108      143     2,078 SHS               DEFINED               0      2,078   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Career Education Corp.         COM            141665109        7       200 SHS               DEFINED               0        200   0 
Caremark Rx, Inc.              COM            141705103    1,439    27,781 SHS               DEFINED               0     27,781   0 
Caremark Rx, Inc.              COM            141705103       40       778 SHS               DEFINED               0        778   0 
Carlisle Cos, Inc.             COM            142339100       12       169 SHS               DEFINED               0        169   0 
Carlisle Cos, Inc.             COM            142339100        9       130 SHS               DEFINED               0        130   0 
Carmax, Inc.                   COM            143130102        8       290 SHS               DEFINED               0        290   0 
Carnival Corp.                 Paired CTF     143658300    1,397    26,134 SHS               DEFINED               0     26,134   0 
Carnival Corp.                 Paired CTF     143658300    1,271    23,768 SHS               DEFINED               0     23,768   0 
Carnival Corp.                 Paired CTF     143658300       62     1,158 SHS               DEFINED               0      1,158   0 
Carpenter Technology           COM            144285103    1,028    14,584 SHS               DEFINED               0     14,584   0 
CarrAmerica Realty Corp.       COM            144418100       12       348 SHS               DEFINED               0        348   0 
Carriage Services Inc          COM            143905107      201    40,246 SHS               DEFINED               0     40,246   0 
Cascade Corp.                  COM            147195101      164     3,492 SHS               DEFINED               0      3,492   0 
Cascade Corp.                  COM            147195101      246     5,236 SHS               DEFINED               0      5,236   0 
Cascade Corp.                  COM            147195101    1,387    29,575 SHS               DEFINED               0     29,575   0 
Casey's General Stores, Inc.   COM            147528103      189     7,623 SHS               DEFINED               0      7,623   0 
Castle Energy Corp             COM            148449309      300    12,301 SHS               DEFINED               0     12,301   0 
Catalina Marketing Corp.       COM            148867104      626    24,699 SHS               DEFINED               0     24,699   0 
Caterpillar, Inc.              COM            149123101    1,309    22,653 SHS               DEFINED               0     22,653   0 
Caterpillar, Inc.              COM            149123101      216     3,737 SHS               DEFINED               0      3,737   0 
Caterpillar, Inc.              COM            149123101    2,719    47,064 SHS               DEFINED               0     47,064   0 
Caterpillar, Inc.              COM            149123101      117     2,026 SHS               DEFINED               0      2,026   0 
Cato Corp. (The)               CL A           149205106      275    12,802 SHS               DEFINED               0     12,802   0 
Cavalier Homes, Inc.           COM            149507105      249    38,607 SHS               DEFINED               0     38,607   0 
Cavco Industries, Inc.         COM            149568107      269     7,029 SHS               DEFINED               0      7,029   0 
CBL & Associates Properties,                                                                                                        
   Inc.                        COM            124830100       13       341 SHS               DEFINED               0        341   0 
CBL & Associates Properties,                                                                                                        
   Inc.                        COM            124830100        9       240 SHS               DEFINED               0        240   0 
CBRL Group, Inc.               COM            12489V106        8       232 SHS               DEFINED               0        232   0 
CCE SPINCO INC                 COM            14985W109        3       221 SHS               DEFINED               0        221   0 
CDC Corporation                SHS A          G2022L106      457   142,900 SHS               DEFINED               0    142,900   0 
CDI Corp.                      COM            125071100      237     8,641 SHS               DEFINED               0      8,641   0 
CDW Corp.                      COM            12512N105       13       220 SHS               DEFINED               0        220   0 
Cedar Fair -LP                 DEPOSITRY UNIT 150185106        8       288 SHS               DEFINED               0        288   0 
Cedar Shopping Centers Inc     COM            150602209      248    17,628 SHS               DEFINED               0     17,628   0 
Celadon Group, Inc.            COM            150838100      330    11,445 SHS               DEFINED               0     11,445   0 
Celgene Corp.                  COM            151020104      971    14,977 SHS               DEFINED               0     14,977   0 
Cendant Corp.                  COM            151313103      688    39,863 SHS               DEFINED               0     39,863   0 
Cendant Corp.                  COM            151313103       81     4,691 SHS               DEFINED               0      4,691   0 
Centennial Communications                                                                                                           
   Corp.                       CL A           15133V208    1,364    87,905 SHS               DEFINED               0     87,905   0 
Centerpoint Energy, Inc.       COM            15189T107      945    73,526 SHS               DEFINED               0     73,526   0 
Centerpoint Energy, Inc.       COM            15189T107       63     4,914 SHS               DEFINED               0      4,914   0 
Centex Corp.                   COM            152312104       39       548 SHS               DEFINED               0        548   0 
Centracore Properties Trust    COM            15235H107      233     8,678 SHS               DEFINED               0      8,678   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
CenturyTel, Inc.               COM            156700106    1,821    54,927 SHS               DEFINED               0     54,927   0 
CenturyTel, Inc.               COM            156700106      232     6,983 SHS               DEFINED               0      6,983   0 
CenturyTel, Inc.               COM            156700106      737    22,230 SHS               DEFINED               0     22,230   0 
CenturyTel, Inc.               COM            156700106       24       718 SHS               DEFINED               0        718   0 
CenturyTel, Inc.               COM            156700106       23       690 SHS               DEFINED               0        690   0 
Cephalon, Inc.                 COM            156708109    1,174    18,131 SHS               DEFINED               0     18,131   0 
Ceradyne, Inc.                 COM            156710105      243     5,540 SHS               DEFINED               0      5,540   0 
Ceradyne, Inc.                 COM            156710105      292     6,672 SHS               DEFINED               0      6,672   0 
Ceradyne, Inc.                 COM            156710105      918    20,956 SHS               DEFINED               0     20,956   0 
Ceridian Corp.                 COM            156779100       12       472 SHS               DEFINED               0        472   0 
Cerner Corp.                   COM            156782104    4,363    47,995 SHS               DEFINED               0     47,995   0 
Cerner Corp.                   COM            156782104      358     3,939 SHS               DEFINED               0      3,939   0 
Cerner Corp.                   COM            156782104      913    10,041 SHS               DEFINED               0     10,041   0 
Cerus Corp.                    COM            157085101      292    28,791 SHS               DEFINED               0     28,791   0 
CH Robinson Worldwide, Inc.    COM            12541W209      341     9,219 SHS               DEFINED               0      9,219   0 
CH Robinson Worldwide, Inc.    COM            12541W209      847    22,878 SHS               DEFINED               0     22,878   0 
CH Robinson Worldwide, Inc.    COM            12541W209       11       300 SHS               DEFINED               0        300   0 
Champion Enterprises, Inc.     COM            158496109      232    17,066 SHS               DEFINED               0     17,066   0 
Champion Enterprises, Inc.     COM            158496109    1,376   101,063 SHS               DEFINED               0    101,063   0 
Charles & Colvard Ltd          COM            159765106      206    10,216 SHS               DEFINED               0     10,216   0 
Charles River Laboratories                                                                                                          
   International, Inc.         COM            159864107        8       188 SHS               DEFINED               0        188   0 
Charles Schwab Corp. (The)     COM            808513105    1,350    92,050 SHS               DEFINED               0     92,050   0 
Charles Schwab Corp. (The)     COM            808513105      905    61,724 SHS               DEFINED               0     61,724   0 
Charles Schwab Corp. (The)     COM            808513105       34     2,334 SHS               DEFINED               0      2,334   0 
Charming Shoppes               COM            161133103       10       778 SHS               DEFINED               0        778   0 
Charter Communications, Inc.   CL A           16117M107       17    14,294 SHS               DEFINED               0     14,294   0 
Check Point Software                                                                                                                
   Technologies                ORD            M22465104        8       400 SHS               DEFINED               0        400   0 
Checkfree Corp.                COM            162813109        9       190 SHS               DEFINED               0        190   0 
Checkpoint Systems, Inc.       COM            162825103      669    27,152 SHS               DEFINED               0     27,152   0 
Chemical Financial Corp.       COM            163731102        5       143 SHS               DEFINED               0        143   0 
Chemtura Corp                  COM            163893100        8       625 SHS               DEFINED               0        625   0 
Chesapeake Corp.               COM            165159104      236    13,876 SHS               DEFINED               0     13,876   0 
Chesapeake Energy Corp.        COM            165167107    1,468    46,277 SHS               DEFINED               0     46,277   0 
Chesapeake Energy Corp.        COM            165167107    1,025    32,302 SHS               DEFINED               0     32,302   0 
Chesapeake Energy Corp.        COM            165167107       16       514 SHS               DEFINED               0        514   0 
Chevron Corp                   COM            166764100      653    11,507 SHS               DEFINED               0     11,507   0 
Chevron Corp                   COM            166764100      519     9,140 SHS               DEFINED               0      9,140   0 
Chicago Mercantile Exchange    CL A           167760107    1,309     3,563 SHS               DEFINED               0      3,563   0 
Chicago Mercantile Exchange    CL A           167760107      877     2,387 SHS               DEFINED               0      2,387   0 
Chico's FAS, Inc.              COM            168615102    2,066    47,035 SHS               DEFINED               0     47,035   0 
China Automotive Systems Inc   COM            16936R105      197    29,072 SHS               DEFINED               0     29,072   0 
China Eastern Airlines                                                                                                              
   Corp-Adr                    CL H           16937R104      978    62,676 SHS               DEFINED               0     62,676   0 
China Energy Savings Technolog COM            16938W102      265    31,809 SHS               DEFINED               0     31,809   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
China Finance Online Co        ADR            169379104      168    25,583 SHS               DEFINED               0     25,583   0 
China Life Insurance Co Ltd    ADR REP H      16939P106    3,580   101,467 SHS               DEFINED               0    101,467   0 
China Medical Technologies Inc ADR            169483104    1,122    35,234 SHS               DEFINED               0     35,234   0 
China Mobile Hong Kong Ltd.    ADR            16941M109    4,517   187,906 SHS               DEFINED               0    187,906   0 
China Netcom Group Co          ADR            16940Q101    3,579   110,340 SHS               DEFINED               0    110,340   0 
China Petroleum & Chemical     SPON ADR H SHS 16941R108    3,621    73,009 SHS               DEFINED               0     73,009   0 
China Southern Airlines Co Ltd CL H           169409109    1,600   112,661 SHS               DEFINED               0    112,661   0 
China Tech Fiath Wireless      ADR            169424108      763    56,507 SHS               DEFINED               0     56,507   0 
China Telecom Corp Ltd         SPON ADR H SHS 169426103    3,588    98,083 SHS               DEFINED               0     98,083   0 
China Unicom Ltd               ADR            16945R104    3,429   419,136 SHS               DEFINED               0    419,136   0 
China Yuchai International Ltd COM            G21082105      356    45,511 SHS               DEFINED               0     45,511   0 
Chiquita Brands International,                                                                                                      
   Inc.                        COM            170032809        5       258 SHS               DEFINED               0        258   0 
Chiron Corp.                   COM            170040109       16       370 SHS               DEFINED               0        370   0 
Chittenden Corp.               COM            170228100      908    32,651 SHS               DEFINED               0     32,651   0 
Chittenden Corp.               COM            170228100       43     1,536 SHS               DEFINED               0      1,536   0 
Chittenden Corp.               COM            170228100        7       251 SHS               DEFINED               0        251   0 
Choice Hotels International,                                                                                                        
   Inc.                        COM            169905106      814    19,504 SHS               DEFINED               0     19,504   0 
ChoicePoint, Inc.              COM            170388102        8       180 SHS               DEFINED               0        180   0 
Chubb Corp.                    COM            171232101      724     7,410 SHS               DEFINED               0      7,410   0 
Chubb Corp.                    COM            171232101      107     1,095 SHS               DEFINED               0      1,095   0 
Chubb Corp.                    COM            171232101       70       720 SHS               DEFINED               0        720   0 
Cia De Saneamento Basico Do Es ADR            20441A102    5,749   340,757 SHS               DEFINED               0    340,757   0 
Ciber, Inc.                    COM            17163B102      226    34,318 SHS               DEFINED               0     34,318   0 
Ciena Corp.                    COM            171779101      745   250,910 SHS               DEFINED               0    250,910   0 
Cigna Corp.                    COM            125509109   15,498   138,747 SHS               DEFINED               0    138,747   0 
Cigna Corp.                    COM            125509109      708     6,337 SHS               DEFINED               0      6,337   0 
Cigna Corp.                    COM            125509109       63       560 SHS               DEFINED               0        560   0 
Cincinnati Bell, Inc.          COM            171871106        6     1,628 SHS               DEFINED               0      1,628   0 
Cincinnati Financial Corp.     COM            172062101    1,309    29,301 SHS               DEFINED               0     29,301   0 
Cincinnati Financial Corp.     COM            172062101       43       953 SHS               DEFINED               0        953   0 
Cincinnati Financial Corp.     COM            172062101       26       590 SHS               DEFINED               0        590   0 
Cinergy Corp.                  COM            172474108       53     1,238 SHS               DEFINED               0      1,238   0 
Cintas Corp.                   COM            172908105      232     5,623 SHS               DEFINED               0      5,623   0 
Cintas Corp.                   COM            172908105       38       934 SHS               DEFINED               0        934   0 
Cintas Corp.                   COM            172908105       17       420 SHS               DEFINED               0        420   0 
CIRCOR International, Inc.     COM            17273K109      239     9,306 SHS               DEFINED               0      9,306   0 
Circuit City Stores, Inc.      COM            172737108       30     1,334 SHS               DEFINED               0      1,334   0 
Cirrus Logic, Inc.             COM            172755100      774   115,884 SHS               DEFINED               0    115,884   0 
Cirrus Logic, Inc.             COM            172755100      219    32,842 SHS               DEFINED               0     32,842   0 
Cirrus Logic, Inc.             COM            172755100    1,598   239,208 SHS               DEFINED               0    239,208   0 
Cisco Systems, Inc.            COM            17275R102    5,717   333,951 SHS               DEFINED               0    333,951   0 
Cisco Systems, Inc.            COM            17275R102    3,222   188,219 SHS               DEFINED               0    188,219   0 
Cisco Systems, Inc.            COM            17275R102    1,256    73,391 SHS               DEFINED               0     73,391   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Cisco Systems, Inc.            COM            17275R102      180    10,490 SHS               DEFINED               0     10,490   0 
CIT Group, Inc.                COM            125581108       55     1,068 SHS               DEFINED               0      1,068   0 
Citigroup, Inc.                COM            172967101    9,920   204,403 SHS               DEFINED               0    204,403   0 
Citigroup, Inc.                COM            172967101    1,294    26,674 SHS               DEFINED               0     26,674   0 
Citigroup, Inc.                COM            172967101    1,356    27,935 SHS               DEFINED               0     27,935   0 
Citigroup, Inc.                COM            172967101    1,020    21,019 SHS               DEFINED               0     21,019   0 
Citizens Communications Co     COM            17453B101      700    57,258 SHS               DEFINED               0     57,258   0 
Citizens Communications Co     COM            17453B101       24     1,998 SHS               DEFINED               0      1,998   0 
Citrix Systems, Inc.           COM            177376100      730    25,381 SHS               DEFINED               0     25,381   0 
City Holding Co                COM            177835105      172     4,779 SHS               DEFINED               0      4,779   0 
City National Corp. - CA       COM            178566105      117     1,620 SHS               DEFINED               0      1,620   0 
City National Corp. - CA       COM            178566105       19       269 SHS               DEFINED               0        269   0 
City National Corp. - CA       COM            178566105       10       140 SHS               DEFINED               0        140   0 
CKE Restaurants, Inc.          COM            12561E105      704    52,088 SHS               DEFINED               0     52,088   0 
Claire's Stores, Inc.          COM            179584107    2,792    95,567 SHS               DEFINED               0     95,567   0 
Claire's Stores, Inc.          COM            179584107      593    20,300 SHS               DEFINED               0     20,300   0 
Clarcor, Inc.                  COM            179895107      964    32,450 SHS               DEFINED               0     32,450   0 
Clarcor, Inc.                  COM            179895107        9       287 SHS               DEFINED               0        287   0 
Clark, Inc.                    COM            181457102      201    15,169 SHS               DEFINED               0     15,169   0 
Clayton Williams Energy, Inc.  COM            969490101      246     5,901 SHS               DEFINED               0      5,901   0 
Clean Harbors, Inc.            COM            184496107      540    18,733 SHS               DEFINED               0     18,733   0 
Clean Harbors, Inc.            COM            184496107      241     8,379 SHS               DEFINED               0      8,379   0 
Clear Channel Communications,                                                                                                       
   Inc.                        COM            184502102       56     1,784 SHS               DEFINED               0      1,784   0 
Cleco Corp.                    COM            12561W105    3,360   161,150 SHS               DEFINED               0    161,150   0 
Cleco Corp.                    COM            12561W105      163     7,803 SHS               DEFINED               0      7,803   0 
Cleco Corp.                    COM            12561W105      907    43,494 SHS               DEFINED               0     43,494   0 
Cleco Corp.                    COM            12561W105        7       318 SHS               DEFINED               0        318   0 
Click Commerce Inc             COM            18681D208      292    13,913 SHS               DEFINED               0     13,913   0 
Clorox Co                      COM            189054109       48       844 SHS               DEFINED               0        844   0 
Clorox Co                      COM            189054109       28       492 SHS               DEFINED               0        492   0 
CMS Energy Corp.               COM            125896100       30     2,068 SHS               DEFINED               0      2,068   0 
CNA Financial Corp.            COM            126117100    1,245    38,029 SHS               DEFINED               0     38,029   0 
CNA Financial Corp.            COM            126117100    1,087    33,218 SHS               DEFINED               0     33,218   0 
CNA Surety Corp.               COM            12612L108      261    17,947 SHS               DEFINED               0     17,947   0 
CNET Networks, Inc.            COM            12613R104      653    44,433 SHS               DEFINED               0     44,433   0 
CNF, Inc.                      COM            12612W104       15       270 SHS               DEFINED               0        270   0 
Cnooc Ltd.                     ADR            126132109    3,589    52,796 SHS               DEFINED               0     52,796   0 
CNS, Inc.                      COM            126136100      214     9,779 SHS               DEFINED               0      9,779   0 
Coach, Inc.                    COM            189754104    1,288    38,634 SHS               DEFINED               0     38,634   0 
Coach, Inc.                    COM            189754104       10       310 SHS               DEFINED               0        310   0 
Coca-Cola Co (The)             COM            191216100   20,813   516,324 SHS               DEFINED               0    516,324   0 
Coca-Cola Co (The)             COM            191216100    1,097    27,219 SHS               DEFINED               0     27,219   0 
Coca-Cola Co (The)             COM            191216100      531    13,179 SHS               DEFINED               0     13,179   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Coca-Cola Co (The)             COM            191216100      249     6,172 SHS               DEFINED               0      6,172   0 
Coca-Cola Enterprises, Inc.    COM            191219104    1,277    66,613 SHS               DEFINED               0     66,613   0 
Coca-Cola Enterprises, Inc.    COM            191219104      624    32,537 SHS               DEFINED               0     32,537   0 
Coca-Cola Enterprises, Inc.    COM            191219104       64     3,346 SHS               DEFINED               0      3,346   0 
Cogent Communications Group In COM            19239V302      287    52,265 SHS               DEFINED               0     52,265   0 
Cogent Inc                     COM            19239Y108      531    23,432 SHS               DEFINED               0     23,432   0 
Cohu, Inc.                     COM            192576106    1,562    68,282 SHS               DEFINED               0     68,282   0 
Cohu, Inc.                     COM            192576106      247    10,790 SHS               DEFINED               0     10,790   0 
Coinstar, Inc.                 COM            19259P300      602    26,368 SHS               DEFINED               0     26,368   0 
Colgate-Palmolive Co           COM            194162103      157     2,868 SHS               DEFINED               0      2,868   0 
Colgate-Palmolive Co           COM            194162103       73     1,328 SHS               DEFINED               0      1,328   0 
Colonial BancGroup, Inc. (The) COM            195493309      222     9,320 SHS               DEFINED               0      9,320   0 
Colonial BancGroup, Inc. (The) COM            195493309       12       500 SHS               DEFINED               0        500   0 
Colonial Properties Trust      COM SH BEN INT 195872106        9       222 SHS               DEFINED               0        222   0 
Colonial Properties Trust      COM SH BEN INT 195872106        8       198 SHS               DEFINED               0        198   0 
Columbia Banking Systems, Inc. COM            197236102      277     9,716 SHS               DEFINED               0      9,716   0 
Columbus McKinnon Corp. - NY   COM            199333105      237    10,790 SHS               DEFINED               0     10,790   0 
Columbus McKinnon Corp. - NY   COM            199333105    1,021    46,438 SHS               DEFINED               0     46,438   0 
Comcast Corp.                  CL A SPL       20030N200       75     2,906 SHS               DEFINED               0      2,906   0 
Comcast Corp.                  CL A           20030N101    3,131   120,603 SHS               DEFINED               0    120,603   0 
Comcast Corp.                  CL A           20030N101      121     4,664 SHS               DEFINED               0      4,664   0 
Comerica, Inc.                 COM            200340107    9,121   160,690 SHS               DEFINED               0    160,690   0 
Comerica, Inc.                 COM            200340107    1,252    22,051 SHS               DEFINED               0     22,051   0 
Comerica, Inc.                 COM            200340107       52       916 SHS               DEFINED               0        916   0 
Comerica, Inc.                 COM            200340107       48       842 SHS               DEFINED               0        842   0 
Comfort Systems USA, Inc.      COM            199908104      266    28,955 SHS               DEFINED               0     28,955   0 
Commerce Bancorp, Inc. - NJ    COM            200519106      199     5,790 SHS               DEFINED               0      5,790   0 
Commerce Bancorp, Inc. - NJ    COM            200519106       33       955 SHS               DEFINED               0        955   0 
Commerce Bancorp, Inc. - NJ    COM            200519106       13       366 SHS               DEFINED               0        366   0 
Commerce Bancshares, Inc.      COM            200525103    3,396    65,152 SHS               DEFINED               0     65,152   0 
Commerce Bancshares, Inc.      COM            200525103      233     4,467 SHS               DEFINED               0      4,467   0 
Commerce Bancshares, Inc.      COM            200525103       20       376 SHS               DEFINED               0        376   0 
Commerce Bancshares, Inc.      COM            200525103       11       220 SHS               DEFINED               0        220   0 
Commerce Group, Inc.           COM            200641108      228     3,981 SHS               DEFINED               0      3,981   0 
Commerce Group, Inc.           COM            200641108       64     1,116 SHS               DEFINED               0      1,116   0 
Commerce Group, Inc.           COM            200641108       10       180 SHS               DEFINED               0        180   0 
Commerce Group, Inc.           COM            200641108    1,120    19,552 SHS               DEFINED               0     19,552   0 
Commerce Group, Inc.           COM            200641108        9       158 SHS               DEFINED               0        158   0 
Commercial Metals Co           COM            201723103      251     6,685 SHS               DEFINED               0      6,685   0 
Commercial Metals Co           COM            201723103        9       240 SHS               DEFINED               0        240   0 
Commercial Net Lease Realty    COM            202218103        6       287 SHS               DEFINED               0        287   0 
Commonwealth Bankshares Inc    COM            202736104      299    10,908 SHS               DEFINED               0     10,908   0 
Commonwealth Telephone                                                                                                              
   Enterprises, Inc.           COM            203349105    1,803    53,380 SHS               DEFINED               0     53,380   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Commonwealth Telephone                                                                                                              
   Enterprises, Inc.           COM            203349105      870    25,768 SHS               DEFINED               0     25,768   0 
Commonwealth Telephone                                                                                                              
   Enterprises, Inc.           COM            203349105      174     5,152 SHS               DEFINED               0      5,152   0 
Commonwealth Telephone                                                                                                              
   Enterprises, Inc.           COM            203349105      729    21,600 SHS               DEFINED               0     21,600   0 
Community Bank System, Inc.    COM            203607106      162     7,172 SHS               DEFINED               0      7,172   0 
Community Bank System, Inc.    COM            203607106        4       162 SHS               DEFINED               0        162   0 
Community Banks, Inc.          COM            203628102        4       126 SHS               DEFINED               0        126   0 
Community Health Systems, Inc. COM            203668108       13       348 SHS               DEFINED               0        348   0 
Compass Bancshares, Inc.       COM            20449H109       33       682 SHS               DEFINED               0        682   0 
Compass Bancshares, Inc.       COM            20449H109       22       448 SHS               DEFINED               0        448   0 
Computer Associates                                                                                                                 
   International, Inc.         COM            204912109    1,749    62,039 SHS               DEFINED               0     62,039   0 
Computer Associates                                                                                                                 
   International, Inc.         COM            204912109       23       812 SHS               DEFINED               0        812   0 
Computer Sciences Corp.        COM            205363104    1,356    26,771 SHS               DEFINED               0     26,771   0 
Computer Sciences Corp.        COM            205363104    2,360    46,609 SHS               DEFINED               0     46,609   0 
Computer Sciences Corp.        COM            205363104       70     1,388 SHS               DEFINED               0      1,388   0 
Compuware Corp.                COM            205638109    2,942   327,986 SHS               DEFINED               0    327,986   0 
Compuware Corp.                COM            205638109    5,907   658,522 SHS               DEFINED               0    658,522   0 
Compuware Corp.                COM            205638109       10     1,100 SHS               DEFINED               0      1,100   0 
Comtech Group Inc              COM            205821200      251    40,495 SHS               DEFINED               0     40,495   0 
Comtech Telecommunications     COM            205826209      615    20,148 SHS               DEFINED               0     20,148   0 
Comtech Telecommunications     COM            205826209      174     5,710 SHS               DEFINED               0      5,710   0 
Comtech Telecommunications     COM            205826209      488    15,967 SHS               DEFINED               0     15,967   0 
Comtech Telecommunications     COM            205826209      511    16,740 SHS               DEFINED               0     16,740   0 
Comverse Technology, Inc.      COM            205862402       10       358 SHS               DEFINED               0        358   0 
ConAgra Foods, Inc.            COM            205887102    2,918   143,892 SHS               DEFINED               0    143,892   0 
ConAgra Foods, Inc.            COM            205887102    9,190   453,174 SHS               DEFINED               0    453,174   0 
ConAgra Foods, Inc.            COM            205887102      668    32,941 SHS               DEFINED               0     32,941   0 
ConAgra Foods, Inc.            COM            205887102      587    28,963 SHS               DEFINED               0     28,963   0 
ConAgra Foods, Inc.            COM            205887102       58     2,865 SHS               DEFINED               0      2,865   0 
ConAgra Foods, Inc.            COM            205887102       78     3,826 SHS               DEFINED               0      3,826   0 
Conexant Systems, Inc.         COM            207142100      673   297,690 SHS               DEFINED               0    297,690   0 
Conexant Systems, Inc.         COM            207142100    1,752   775,398 SHS               DEFINED               0    775,398   0 
ConocoPhillips                 COM            20825C104    1,533    26,349 SHS               DEFINED               0     26,349   0 
ConocoPhillips                 COM            20825C104    2,267    38,972 SHS               DEFINED               0     38,972   0 
ConocoPhillips                 COM            20825C104      275     4,726 SHS               DEFINED               0      4,726   0 
Conseco, Inc.                  COM            208464883    3,889   167,832 SHS               DEFINED               0    167,832   0 
Conseco, Inc.                  COM            208464883      254    10,953 SHS               DEFINED               0     10,953   0 
Conseco, Inc.                  COM            208464883    1,246    53,773 SHS               DEFINED               0     53,773   0 
Conseco, Inc.                  COM            208464883       34     1,478 SHS               DEFINED               0      1,478   0 
Consol Energy, Inc.            COM            20854P109        8       128 SHS               DEFINED               0        128   0 
Consolidated Edison, Inc.      COM            209115104   11,762   253,866 SHS               DEFINED               0    253,866   0 
Consolidated Edison, Inc.      COM            209115104       62     1,329 SHS               DEFINED               0      1,329   0 
Consolidated Edison, Inc.      COM            209115104       78     1,694 SHS               DEFINED               0      1,694   0 
Consolidated Graphics, Inc.    COM            209341106    2,667    56,342 SHS               DEFINED               0     56,342   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Consolidated Water Co          ORD            G23773107    1,475    72,697 SHS               DEFINED               0     72,697   0 
Consolidated Water Co          ORD            G23773107    5,759   283,853 SHS               DEFINED               0    283,853   0 
Constellation Brands, Inc.     CL A           21036P108       16       610 SHS               DEFINED               0        610   0 
Constellation Energy Group,                                                                                                         
   Inc.                        COM            210371100    1,389    24,112 SHS               DEFINED               0     24,112   0 
Constellation Energy Group,                                                                                                         
   Inc.                        COM            210371100    1,045    18,141 SHS               DEFINED               0     18,141   0 
Constellation Energy Group,                                                                                                         
   Inc.                        COM            210371100       45       786 SHS               DEFINED               0        786   0 
Continental Airlines, Inc.     CL B           210795308      343    16,124 SHS               DEFINED               0     16,124   0 
Continental Airlines, Inc.     CL B           210795308       71     3,346 SHS               DEFINED               0      3,346   0 
Convera Corp.                  CL A           211919105      179    18,101 SHS               DEFINED               0     18,101   0 
Convergys Corp.                COM            212485106       16     1,010 SHS               DEFINED               0      1,010   0 
Cooper Cameron Corp.           COM            216640102       12       279 SHS               DEFINED               0        279   0 
Cooper Industries Limited      CL A           G24182100       28       382 SHS               DEFINED               0        382   0 
Cooper Tire & Rubber Co        COM            216831107       13       858 SHS               DEFINED               0        858   0 
Corn Products International,                                                                                                        
   Inc.                        COM            219023108       11       472 SHS               DEFINED               0        472   0 
Cornell Cos, Inc.              COM            219141108      240    17,346 SHS               DEFINED               0     17,346   0 
Corning, Inc.                  COM            219350105    1,330    67,641 SHS               DEFINED               0     67,641   0 
Corning, Inc.                  COM            219350105       33     1,697 SHS               DEFINED               0      1,697   0 
Corporate Executive Board Co   COM            21988R102      399     4,443 SHS               DEFINED               0      4,443   0 
Corus Bankshares, Inc.         COM            220873103       52       924 SHS               DEFINED               0        924   0 
Corus Bankshares, Inc.         COM            220873103        9       161 SHS               DEFINED               0        161   0 
Costco Wholesale Corp.         COM            22160K105    1,385    27,991 SHS               DEFINED               0     27,991   0 
Costco Wholesale Corp.         COM            22160K105      104     2,098 SHS               DEFINED               0      2,098   0 
Countrywide Financial Corp.    COM            222372104       96     2,818 SHS               DEFINED               0      2,818   0 
Courier Corp.                  COM            222660102       14       402 SHS               DEFINED               0        402   0 
Courier Corp.                  COM            222660102        2        72 SHS               DEFINED               0         72   0 
Cousins Properties, Inc.       COM            222795106        7       230 SHS               DEFINED               0        230   0 
Covansys Corp.                 COM            22281W103      804    59,101 SHS               DEFINED               0     59,101   0 
Covansys Corp.                 COM            22281W103      218    15,989 SHS               DEFINED               0     15,989   0 
Covanta Holding Corp           COM            22282E102    1,554   103,155 SHS               DEFINED               0    103,155   0 
Covanta Holding Corp           COM            22282E102    1,111    73,803 SHS               DEFINED               0     73,803   0 
Coventry Health Care, Inc.     COM            222862104    2,084    36,579 SHS               DEFINED               0     36,579   0 
Coventry Health Care, Inc.     COM            222862104       15       258 SHS               DEFINED               0        258   0 
CR Bard, Inc.                  COM            067383109    2,184    33,134 SHS               DEFINED               0     33,134   0 
CR Bard, Inc.                  COM            067383109       38       575 SHS               DEFINED               0        575   0 
CR Bard, Inc.                  COM            067383109       11       170 SHS               DEFINED               0        170   0 
CRA International Inc          COM            12618T105      292     6,119 SHS               DEFINED               0      6,119   0 
Crane Co.                      COM            224399105      253     7,174 SHS               DEFINED               0      7,174   0 
Crane Co.                      COM            224399105        9       266 SHS               DEFINED               0        266   0 
Crawford & Co. Class B         CL B           224633107      188    32,579 SHS               DEFINED               0     32,579   0 
Cree, Inc.                     COM            225447101    4,616   182,890 SHS               DEFINED               0    182,890   0 
Crescent Banking Co/GA         COM            225646108      273     7,630 SHS               DEFINED               0      7,630   0 
Crescent Real Estate EQT Co.   COM            225756105       20     1,010 SHS               DEFINED               0      1,010   0 
Criimi MAE, Inc.               COM            226603504      294    14,824 SHS               DEFINED               0     14,824   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Cronos Group                   SHS            L20708100      264    20,915 SHS               DEFINED               0     20,915   0 
Cross Country Healthcare, Inc. COM            227483104      244    13,749 SHS               DEFINED               0     13,749   0 
Crown Castle International                                                                                                          
   Corp.                       COM            228227104      748    27,792 SHS               DEFINED               0     27,792   0 
Crown Castle International                                                                                                          
   Corp.                       COM            228227104       12       460 SHS               DEFINED               0        460   0 
Crown Holdings, Inc.           COM            228368106      405    20,747 SHS               DEFINED               0     20,747   0 
Crown Holdings, Inc.           COM            228368106       26     1,308 SHS               DEFINED               0      1,308   0 
CSG Systems International      COM            126349109      162     7,256 SHS               DEFINED               0      7,256   0 
CSG Systems International      COM            126349109      899    40,300 SHS               DEFINED               0     40,300   0 
CSG Systems International      COM            126349109      679    30,420 SHS               DEFINED               0     30,420   0 
CSX Corp.                      COM            126408103       58     1,138 SHS               DEFINED               0      1,138   0 
Ctrip.Com International Ltd    ADR            22943F100    1,169    20,238 SHS               DEFINED               0     20,238   0 
CTS Corp.                      COM            126501105      233    21,070 SHS               DEFINED               0     21,070   0 
Cubic Corp.                    COM            229669106      134     6,738 SHS               DEFINED               0      6,738   0 
Cubist Pharmaceuticals, Inc.   COM            229678107    4,199   197,621 SHS               DEFINED               0    197,621   0 
Cullen/Frost Bankers, Inc.     COM            229899109       97     1,814 SHS               DEFINED               0      1,814   0 
Cullen/Frost Bankers, Inc.     COM            229899109       15       287 SHS               DEFINED               0        287   0 
Cullen/Frost Bankers, Inc.     COM            229899109        9       166 SHS               DEFINED               0        166   0 
Cummins, Inc.                  COM            231021106    2,762    30,778 SHS               DEFINED               0     30,778   0 
Cummins, Inc.                  COM            231021106       21       230 SHS               DEFINED               0        230   0 
Cutera Inc                     COM            232109108      259     9,843 SHS               DEFINED               0      9,843   0 
CVB Financial Corp.            COM            126600105       41     2,037 SHS               DEFINED               0      2,037   0 
CVB Financial Corp.            COM            126600105        7       341 SHS               DEFINED               0        341   0 
CVS Corp.                      COM            126650100    1,338    50,636 SHS               DEFINED               0     50,636   0 
CVS Corp.                      COM            126650100       69     2,616 SHS               DEFINED               0      2,616   0 
Cymer, Inc.                    COM            232572107      229     6,456 SHS               DEFINED               0      6,456   0 
Cymer, Inc.                    COM            232572107    1,670    47,042 SHS               DEFINED               0     47,042   0 
Cypress Semiconductor Corp.    COM            232806109    5,081   356,533 SHS               DEFINED               0    356,533   0 
Cytec Industries, Inc.         COM            232820100        8       158 SHS               DEFINED               0        158   0 
Dade Behring Holdings, Inc.    COM            23342J206    2,529    61,860 SHS               DEFINED               0     61,860   0 
Dade Behring Holdings, Inc.    COM            23342J206    4,782   116,953 SHS               DEFINED               0    116,953   0 
Dade Behring Holdings, Inc.    COM            23342J206      392     9,597 SHS               DEFINED               0      9,597   0 
Dade Behring Holdings, Inc.    COM            23342J206        9       220 SHS               DEFINED               0        220   0 
Dana Corp.                     COM            235811106       25     3,546 SHS               DEFINED               0      3,546   0 
Danaher Corp.                  COM            235851102    1,418    25,424 SHS               DEFINED               0     25,424   0 
Danaher Corp.                  COM            235851102       93     1,676 SHS               DEFINED               0      1,676   0 
Danaher Corp.                  COM            235851102    4,600    82,468 SHS               DEFINED               0     82,468   0 
Danaher Corp.                  COM            235851102       29       520 SHS               DEFINED               0        520   0 
Darden Restaurants, Inc.       COM            237194105      249     6,410 SHS               DEFINED               0      6,410   0 
Darden Restaurants, Inc.       COM            237194105      756    19,455 SHS               DEFINED               0     19,455   0 
Darden Restaurants, Inc.       COM            237194105       20       522 SHS               DEFINED               0        522   0 
Dassault Systemes Sa           ADR            237545108      714    12,641 SHS               DEFINED               0     12,641   0 
Dave & Buster's, Inc.          COM            23833N104      337    19,112 SHS               DEFINED               0     19,112   0 
DaVita, Inc.                   COM            23918K108      367     7,256 SHS               DEFINED               0      7,256   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
DaVita, Inc.                   COM            23918K108       12       230 SHS               DEFINED               0        230   0 
Dawson Geophysical Co          COM            239359102      260     8,423 SHS               DEFINED               0      8,423   0 
Dean Foods Co.                 COM            242370104    3,071    81,548 SHS               DEFINED               0     81,548   0 
Dean Foods Co.                 COM            242370104      225     5,978 SHS               DEFINED               0      5,978   0 
Dean Foods Co.                 COM            242370104      618    16,416 SHS               DEFINED               0     16,416   0 
Dean Foods Co.                 COM            242370104       29       780 SHS               DEFINED               0        780   0 
Deere & Co.                    COM            244199105       78     1,138 SHS               DEFINED               0      1,138   0 
Del Monte Foods Co.            COM            24522P103      653    62,606 SHS               DEFINED               0     62,606   0 
Del Monte Foods Co.            COM            24522P103       12     1,168 SHS               DEFINED               0      1,168   0 
Delia S Inc                    COM            246911101      219    26,351 SHS               DEFINED               0     26,351   0 
Dell, Inc.                     COM            24702R101    3,266   108,906 SHS               DEFINED               0    108,906   0 
Dell, Inc.                     COM            24702R101    1,184    39,488 SHS               DEFINED               0     39,488   0 
Dell, Inc.                     COM            24702R101      120     4,016 SHS               DEFINED               0      4,016   0 
Delphi Financial Group         CL A           247131105      902    19,594 SHS               DEFINED               0     19,594   0 
Deluxe Corp.                   COM            248019101        9       290 SHS               DEFINED               0        290   0 
Dendrite International, Inc.   COM            248239105      674    46,759 SHS               DEFINED               0     46,759   0 
Dendrite International, Inc.   COM            248239105      191    13,231 SHS               DEFINED               0     13,231   0 
Dentsply International, Inc.   COM            249030107      143     2,664 SHS               DEFINED               0      2,664   0 
Dentsply International, Inc.   COM            249030107       23       437 SHS               DEFINED               0        437   0 
Dentsply International, Inc.   COM            249030107        9       170 SHS               DEFINED               0        170   0 
Deswell Industries Inc         COM            250639101      207    19,200 SHS               DEFINED               0     19,200   0 
Developers Diversified Realty                                                                                                       
   Corp.                       COM            251591103       18       380 SHS               DEFINED               0        380   0 
Devon Energy Corp.             COM            25179M103   23,012   367,956 SHS               DEFINED               0    367,956   0 
Devon Energy Corp.             COM            25179M103      736    11,775 SHS               DEFINED               0     11,775   0 
Devon Energy Corp.             COM            25179M103    2,541    40,637 SHS               DEFINED               0     40,637   0 
Devon Energy Corp.             COM            25179M103      967    15,469 SHS               DEFINED               0     15,469   0 
Devon Energy Corp.             COM            25179M103       70     1,114 SHS               DEFINED               0      1,114   0 
Dex Media Inc                  COM            25212E100      380    14,035 SHS               DEFINED               0     14,035   0 
Dex Media Inc                  COM            25212E100      672    24,808 SHS               DEFINED               0     24,808   0 
Dex Media Inc                  COM            25212E100        8       290 SHS               DEFINED               0        290   0 
Diamond Offshore Drilling      COM            25271C102    2,661    38,253 SHS               DEFINED               0     38,253   0 
Diamond Offshore Drilling      COM            25271C102       13       180 SHS               DEFINED               0        180   0 
Diebold, Inc.                  COM            253651103       15       395 SHS               DEFINED               0        395   0 
Diebold, Inc.                  COM            253651103       13       334 SHS               DEFINED               0        334   0 
Digital Insight Corp.          COM            25385P106      863    26,954 SHS               DEFINED               0     26,954   0 
Digital Insight Corp.          COM            25385P106      245     7,638 SHS               DEFINED               0      7,638   0 
Digital Insight Corp.          COM            25385P106      949    29,652 SHS               DEFINED               0     29,652   0 
Dillard's, Inc./AR             CL A           254067101       26     1,038 SHS               DEFINED               0      1,038   0 
Diodes Inc.                    COM            254543101    1,015    32,689 SHS               DEFINED               0     32,689   0 
Diodes Inc.                    COM            254543101      288     9,266 SHS               DEFINED               0      9,266   0 
Diodes Inc.                    COM            254543101    2,095    67,476 SHS               DEFINED               0     67,476   0 
Diodes Inc.                    COM            254543101      327    10,544 SHS               DEFINED               0     10,544   0 
Dionex Corp.                   COM            254546104    4,620    94,130 SHS               DEFINED               0     94,130   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Directv Group Inc.             COM            25459L106    1,257    89,004 SHS               DEFINED               0     89,004   0 
Directv Group Inc.             COM            25459L106    1,368    96,912 SHS               DEFINED               0     96,912   0 
Directv Group Inc.             COM            25459L106    2,735   193,724 SHS               DEFINED               0    193,724   0 
Directv Group Inc.             COM            25459L106       43     3,046 SHS               DEFINED               0      3,046   0 
Distributed Energy Systems Cor COM            25475V104    5,129   678,485 SHS               DEFINED               0    678,485   0 
Distributed Energy Systems Cor COM            25475V104      231    30,594 SHS               DEFINED               0     30,594   0 
Dixie Group, Inc.              CL A           255519100      220    15,989 SHS               DEFINED               0     15,989   0 
DJ Orthopedics, Inc.           COM            23325G104      227     8,232 SHS               DEFINED               0      8,232   0 
Dobson Communications Corp.    CL A           256069105      747    99,648 SHS               DEFINED               0     99,648   0 
Dollar General Corp.           COM            256669102       22     1,168 SHS               DEFINED               0      1,168   0 
Dollar Thrifty Automotive                                                                                                           
   Group                       COM            256743105       10       290 SHS               DEFINED               0        290   0 
Dollar Tree Stores, Inc.       COM            256747106       13       530 SHS               DEFINED               0        530   0 
Dominion Resources, Inc. - VA  COM            25746U109      121     1,564 SHS               DEFINED               0      1,564   0 
Domino's Pizza Inc             COM            25754A201      942    38,938 SHS               DEFINED               0     38,938   0 
Domino's Pizza Inc             COM            25754A201      626    25,884 SHS               DEFINED               0     25,884   0 
Domino's Pizza Inc             COM            25754A201      692    28,601 SHS               DEFINED               0     28,601   0 
Donegal Group, Inc.            CL A           257701201      572    24,623 SHS               DEFINED               0     24,623   0 
Donegal Group, Inc.            CL A           257701201      273    11,764 SHS               DEFINED               0     11,764   0 
Doral Financial Corp.          COM            25811P100       38     3,613 SHS               DEFINED               0      3,613   0 
Doral Financial Corp.          COM            25811P100        6       592 SHS               DEFINED               0        592   0 
Doral Financial Corp.          COM            25811P100        9       858 SHS               DEFINED               0        858   0 
Dover Corp.                    COM            260003108       45     1,113 SHS               DEFINED               0      1,113   0 
Dover Corp.                    COM            260003108       28       700 SHS               DEFINED               0        700   0 
Dover Downs Gaming &                                                                                                                
   Entertainment, Inc.         COM            260095104      266    18,766 SHS               DEFINED               0     18,766   0 
Dow Chemical Co. (The)         COM            260543103      198     4,529 SHS               DEFINED               0      4,529   0 
Dow Jones & Co., Inc.          COM            260561105       11       310 SHS               DEFINED               0        310   0 
DPL, Inc.                      COM            233293109      967    37,167 SHS               DEFINED               0     37,167   0 
DPL, Inc.                      COM            233293109       16       630 SHS               DEFINED               0        630   0 
DR Horton, Inc.                COM            23331A109    1,269    35,527 SHS               DEFINED               0     35,527   0 
DR Horton, Inc.                COM            23331A109    2,661    74,477 SHS               DEFINED               0     74,477   0 
DR Horton, Inc.                COM            23331A109       29       820 SHS               DEFINED               0        820   0 
Drew Industries, Inc.          COM            26168L205      237     8,417 SHS               DEFINED               0      8,417   0 
Dreyer's Grand Ice Cream                                                                                                            
   Holdings, Inc.              COM            261877104    2,694    32,507 SHS               DEFINED               0     32,507   0 
Dreyer's Grand Ice Cream                                                                                                            
   Holdings, Inc.              COM            261877104      637     7,688 SHS               DEFINED               0      7,688   0 
Dril-Quip, Inc.                COM            262037104    1,221    25,862 SHS               DEFINED               0     25,862   0 
DRS Technologies, Inc.         COM            23330X100      363     7,066 SHS               DEFINED               0      7,066   0 
Drugstore.Com                  COM            262241102      196    68,946 SHS               DEFINED               0     68,946   0 
DSP Group, Inc.                COM            23332B106      667    26,622 SHS               DEFINED               0     26,622   0 
DSP Group, Inc.                COM            23332B106    1,738    69,342 SHS               DEFINED               0     69,342   0 
DST Systems, Inc.              COM            233326107    2,886    48,177 SHS               DEFINED               0     48,177   0 
DST Systems, Inc.              COM            233326107      964    16,096 SHS               DEFINED               0     16,096   0 
DST Systems, Inc.              COM            233326107       13       210 SHS               DEFINED               0        210   0 
DTE Energy Co.                 COM            233331107       58     1,348 SHS               DEFINED               0      1,348   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
DTS Inc                        COM            23335C101      224    15,143 SHS               DEFINED               0     15,143   0 
Duke Energy Corp.              COM            264399106      728    26,523 SHS               DEFINED               0     26,523   0 
Duke Energy Corp.              COM            264399106      188     6,842 SHS               DEFINED               0      6,842   0 
Duke Realty Corp.              COM            264411505       26       790 SHS               DEFINED               0        790   0 
Duke Realty Corp.              COM            264411505       29       854 SHS               DEFINED               0        854   0 
Dun & Bradstreet Corp.         COM            26483E100        7       100 SHS               DEFINED               0        100   0 
Duquesne Light Holdings, Inc.  COM            266233105      166    10,166 SHS               DEFINED               0     10,166   0 
Duquesne Light Holdings, Inc.  COM            266233105      925    56,667 SHS               DEFINED               0     56,667   0 
Duquesne Light Holdings, Inc.  COM            266233105       11       680 SHS               DEFINED               0        680   0 
DXP Enterprises Inc            COM            233377407      196    11,418 SHS               DEFINED               0     11,418   0 
Dynamic Materials Corp         COM            267888105      349    11,610 SHS               DEFINED               0     11,610   0 
Dynegy, Inc.                   CL A           26816Q101       47     9,802 SHS               DEFINED               0      9,802   0 
E*Trade Financial Corp.        COM            269246104    1,017    48,763 SHS               DEFINED               0     48,763   0 
E*Trade Financial Corp.        COM            269246104       22     1,078 SHS               DEFINED               0      1,078   0 
E.On Ag                        SPON ADR       268780103    2,993    86,695 SHS               DEFINED               0     86,695   0 
Earthlink, Inc.                COM            270321102    2,867   258,097 SHS               DEFINED               0    258,097   0 
Earthlink, Inc.                COM            270321102      871    78,383 SHS               DEFINED               0     78,383   0 
Earthlink, Inc.                COM            270321102      939    84,523 SHS               DEFINED               0     84,523   0 
Earthlink, Inc.                COM            270321102      723    65,106 SHS               DEFINED               0     65,106   0 
Eastern Company                COM            276317104      229    11,737 SHS               DEFINED               0     11,737   0 
Eastgroup Properties           COM            277276101        6       125 SHS               DEFINED               0        125   0 
Eastman Chemical Co.           COM            277432100      215     4,158 SHS               DEFINED               0      4,158   0 
Eastman Chemical Co.           COM            277432100       30       580 SHS               DEFINED               0        580   0 
Eastman Kodak Co.              COM            277461109       77     3,286 SHS               DEFINED               0      3,286   0 
Eaton Corp.                    COM            278058102       42       620 SHS               DEFINED               0        620   0 
Eaton Vance Corp.              COM NON VTG    278265103      120     4,386 SHS               DEFINED               0      4,386   0 
Eaton Vance Corp.              COM NON VTG    278265103       20       718 SHS               DEFINED               0        718   0 
eBay, Inc.                     COM            278642103       26       606 SHS               DEFINED               0        606   0 
Echelon Corp.                  COM            27874N105    4,411   563,317 SHS               DEFINED               0    563,317   0 
EchoStar Communications Corp.  CL A           278762109    1,269    46,715 SHS               DEFINED               0     46,715   0 
EchoStar Communications Corp.  CL A           278762109    2,459    90,500 SHS               DEFINED               0     90,500   0 
EchoStar Communications Corp.  CL A           278762109       14       500 SHS               DEFINED               0        500   0 
Ecolab, Inc.                   COM            278865100       51     1,400 SHS               DEFINED               0      1,400   0 
Ecolab, Inc.                   COM            278865100       22       600 SHS               DEFINED               0        600   0 
eCollege.com, Inc.             COM            27887E100      309    17,154 SHS               DEFINED               0     17,154   0 
Ectel Ltd                      ORD            M29925100      222    50,116 SHS               DEFINED               0     50,116   0 
Edge Petroleum Corp            COM            279862106      240     9,652 SHS               DEFINED               0      9,652   0 
Edison International           COM            281020107      701    16,079 SHS               DEFINED               0     16,079   0 
Edison International           COM            281020107    1,741    39,911 SHS               DEFINED               0     39,911   0 
Edison International           COM            281020107       68     1,548 SHS               DEFINED               0      1,548   0 
EDO Corp.                      COM            281347104      138     5,088 SHS               DEFINED               0      5,088   0 
Edwards (A.G.) Inc             COM            281760108       16       348 SHS               DEFINED               0        348   0 
EFJ Inc                        COM            26843B101      252    24,794 SHS               DEFINED               0     24,794   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
EGL, Inc.                      COM            268484102    1,396    37,158 SHS               DEFINED               0     37,158   0 
EI Du Pont de Nemours & Co.    COM            263534109      977    22,997 SHS               DEFINED               0     22,997   0 
EI Du Pont de Nemours & Co.    COM            263534109      216     5,074 SHS               DEFINED               0      5,074   0 
El Paso Corp.                  COM            28336L109       82     6,722 SHS               DEFINED               0      6,722   0 
El Paso Electric Co.           COM            283677854      954    45,329 SHS               DEFINED               0     45,329   0 
Elan Corp. Plc                 SPON ADR       284131208    1,575   113,045 SHS               DEFINED               0    113,045   0 
Electronic Arts, Inc.          COM            285512109       21       400 SHS               DEFINED               0        400   0 
Electronic Data Systems Corp.  COM            285661104      105     4,371 SHS               DEFINED               0      4,371   0 
Electronics for Imaging        COM            286082102      674    25,344 SHS               DEFINED               0     25,344   0 
Eli Lilly & Co.                COM            532457108    1,919    33,919 SHS               DEFINED               0     33,919   0 
Eli Lilly & Co.                COM            532457108      354     6,261 SHS               DEFINED               0      6,261   0 
Eli Lilly & Co.                COM            532457108      183     3,236 SHS               DEFINED               0      3,236   0 
Elong Inc ADR                  ADR            290138205      327    32,352 SHS               DEFINED               0     32,352   0 
EMC Corp. - MA                 COM            268648102    1,369   100,478 SHS               DEFINED               0    100,478   0 
EMC Corp. - MA                 COM            268648102    1,158    84,992 SHS               DEFINED               0     84,992   0 
EMC Corp. - MA                 COM            268648102       72     5,254 SHS               DEFINED               0      5,254   0 
EMCOR Group, Inc.              COM            29084Q100    2,624    38,863 SHS               DEFINED               0     38,863   0 
EMCOR Group, Inc.              COM            29084Q100      242     3,578 SHS               DEFINED               0      3,578   0 
EMCOR Group, Inc.              COM            29084Q100    1,431    21,192 SHS               DEFINED               0     21,192   0 
EMCOR Group, Inc.              COM            29084Q100       12       180 SHS               DEFINED               0        180   0 
Emcore Corp.                   COM            290846104    4,868   656,078 SHS               DEFINED               0    656,078   0 
Emcore Corp.                   COM            290846104      309    41,666 SHS               DEFINED               0     41,666   0 
Emerson Electric Co.           COM            291011104      169     2,263 SHS               DEFINED               0      2,263   0 
Emerson Electric Co.           COM            291011104    1,314    17,592 SHS               DEFINED               0     17,592   0 
Emerson Electric Co.           COM            291011104      115     1,538 SHS               DEFINED               0      1,538   0 
Empire District Electric Co.                                                                                                        
   (The)                       COM            291641108      227    11,163 SHS               DEFINED               0     11,163   0 
Empire Resources Inc           COM            29206E100      355    32,579 SHS               DEFINED               0     32,579   0 
Emulex Corp.                   COM            292475209    1,310    66,176 SHS               DEFINED               0     66,176   0 
Emulex Corp.                   COM            292475209      625    31,600 SHS               DEFINED               0     31,600   0 
Emulex Corp.                   COM            292475209      673    33,989 SHS               DEFINED               0     33,989   0 
Enbridge Inc                   COM            29250N105    2,762    88,336 SHS               DEFINED               0     88,336   0 
Encana Corporation             COM            292505104      928    20,553 SHS               DEFINED               0     20,553   0 
Encore Medical Corp            COM            29256E109      269    54,277 SHS               DEFINED               0     54,277   0 
Encore Wire Corp.              COM            292562105      233    10,248 SHS               DEFINED               0     10,248   0 
Encore Wire Corp.              COM            292562105      357    15,680 SHS               DEFINED               0     15,680   0 
Endesa S.A.                    SPON ADR       29258N107    3,027   116,391 SHS               DEFINED               0    116,391   0 
Endo Pharmaceuticals                                                                                                                
   Holdings, Inc.              COM            29264F205      380    12,569 SHS               DEFINED               0     12,569   0 
Endo Pharmaceuticals                                                                                                                
   Holdings, Inc.              COM            29264F205      930    30,729 SHS               DEFINED               0     30,729   0 
Endurance Specialty                                                                                                                 
   Holdings Ltd                SHS            G30397106       10       280 SHS               DEFINED               0        280   0 
Energen Corp.                  COM            29265N108       14       395 SHS               DEFINED               0        395   0 
Energen Corp.                  COM            29265N108    1,313    36,153 SHS               DEFINED               0     36,153   0 
Energen Corp.                  COM            29265N108        6       170 SHS               DEFINED               0        170   0 
Energizer Holdings, Inc.       COM            29266R108      229     4,599 SHS               DEFINED               0      4,599   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Energizer Holdings, Inc.       COM            29266R108       10       200 SHS               DEFINED               0        200   0 
Energy Conversion Devices,                                                                                                          
   Inc.                        COM            292659109    5,838   143,259 SHS               DEFINED               0    143,259   0 
Energy East Corporation        COM            29266M109       26     1,158 SHS               DEFINED               0      1,158   0 
Engelhard Corp.                COM            292845104       19       630 SHS               DEFINED               0        630   0 
Engineered Support Systems,                                                                                                         
   Inc.                        COM            292866100    1,432    34,385 SHS               DEFINED               0     34,385   0 
Engineered Support Systems,                                                                                                         
   Inc.                        COM            292866100      439    10,536 SHS               DEFINED               0     10,536   0 
ENGlobal Corp                  COM            293306106      266    31,541 SHS               DEFINED               0     31,541   0 
Eni Spa                        SPON ADR       26874R108    2,794    20,034 SHS               DEFINED               0     20,034   0 
ENSCO International, Inc.      COM            26874Q100    1,192    26,867 SHS               DEFINED               0     26,867   0 
ENSCO International, Inc.      COM            26874Q100       10       228 SHS               DEFINED               0        228   0 
Entergy Corp.                  COM            29364G103       75     1,088 SHS               DEFINED               0      1,088   0 
EOG Resources, Inc.            COM            26875P101    1,425    19,417 SHS               DEFINED               0     19,417   0 
EOG Resources, Inc.            COM            26875P101    2,510    34,216 SHS               DEFINED               0     34,216   0 
EOG Resources, Inc.            COM            26875P101      955    13,020 SHS               DEFINED               0     13,020   0 
EOG Resources, Inc.            COM            26875P101       22       300 SHS               DEFINED               0        300   0 
ePlus Inc                      COM            294268107      271    19,559 SHS               DEFINED               0     19,559   0 
Equifax, Inc.                  COM            294429105   16,879   443,948 SHS               DEFINED               0    443,948   0 
Equifax, Inc.                  COM            294429105       10       270 SHS               DEFINED               0        270   0 
Equitable Resources, Inc.      COM            294549100       11       290 SHS               DEFINED               0        290   0 
Equity Lifestyle Properties    COM            29472R108        8       170 SHS               DEFINED               0        170   0 
Equity Office Properties Trust COM            294741103       90     2,968 SHS               DEFINED               0      2,968   0 
Equity Residential             COM SH BEN INT 29476L107       59     1,510 SHS               DEFINED               0      1,510   0 
Erie Indemnity Co              CL A           29530P102       10       190 SHS               DEFINED               0        190   0 
Escala Group Inc               COM            29605W107    1,405    69,262 SHS               DEFINED               0     69,262   0 
Essex Corp.                    COM            296744105      201    11,764 SHS               DEFINED               0     11,764   0 
Essex Corp.                    COM            296744105       92     5,394 SHS               DEFINED               0      5,394   0 
Essex Property Trust, Inc.     COM            297178105       70       759 SHS               DEFINED               0        759   0 
Essex Property Trust, Inc.     COM            297178105       12       126 SHS               DEFINED               0        126   0 
Estee Lauder Cos., Inc. (The)  CL A           518439104       23       676 SHS               DEFINED               0        676   0 
Esterline Technologies Corp.   COM            297425100      237     6,383 SHS               DEFINED               0      6,383   0 
Everest Re Group Ltd           COM            G3223R108       20       198 SHS               DEFINED               0        198   0 
Evergreen Solar Inc            COM            30033R108    5,232   491,247 SHS               DEFINED               0    491,247   0 
Evergreen Solar Inc            COM            30033R108      291    27,343 SHS               DEFINED               0     27,343   0 
EW Scripps Co.                 CL A           811054204       14       300 SHS               DEFINED               0        300   0 
Exar Corp.                     COM            300645108      228    18,202 SHS               DEFINED               0     18,202   0 
Exelon Corp.                   COM            30161N101      734    13,807 SHS               DEFINED               0     13,807   0 
Exelon Corp.                   COM            30161N101    1,821    34,276 SHS               DEFINED               0     34,276   0 
Exelon Corp.                   COM            30161N101      123     2,306 SHS               DEFINED               0      2,306   0 
Exfo Electro Optical                                                                                                                
   Engineering, Inc.           SUB VTG SHS    302043104      230    51,127 SHS               DEFINED               0     51,127   0 
Expedia Inc                    COM            30212P105    1,333    55,630 SHS               DEFINED               0     55,630   0 
Expeditors International                                                                                                            
   Washington, Inc.            COM            302130109    2,021    29,936 SHS               DEFINED               0     29,936   0 
Expeditors International                                                                                                            
   Washington, Inc.            COM            302130109      241     3,569 SHS               DEFINED               0      3,569   0 
Expeditors International                                                                                                            
   Washington, Inc.            COM            302130109       39       579 SHS               DEFINED               0        579   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Expeditors International                                                                                                            
   Washington, Inc.            COM            302130109        9       140 SHS               DEFINED               0        140   0 
Express Scripts, Inc.          COM            302182100   16,420   195,948 SHS               DEFINED               0    195,948   0 
Express Scripts, Inc.          COM            302182100    4,838    57,738 SHS               DEFINED               0     57,738   0 
Express Scripts, Inc.          COM            302182100    2,232    26,635 SHS               DEFINED               0     26,635   0 
Express Scripts, Inc.          COM            302182100       42       500 SHS               DEFINED               0        500   0 
Extra Space Storage Inc        COM            30225T102      255    16,590 SHS               DEFINED               0     16,590   0 
Extreme Networks               COM            30226D106      673   141,643 SHS               DEFINED               0    141,643   0 
Exxon Mobil Corp.              COM            30231G102    1,576    28,054 SHS               DEFINED               0     28,054   0 
Exxon Mobil Corp.              COM            30231G102    1,307    23,274 SHS               DEFINED               0     23,274   0 
Exxon Mobil Corp.              COM            30231G102    2,331    41,493 SHS               DEFINED               0     41,493   0 
Exxon Mobil Corp.              COM            30231G102    1,120    19,941 SHS               DEFINED               0     19,941   0 
Ezcorp, Inc.                   CLA A NON VTG  302301106      243    15,898 SHS               DEFINED               0     15,898   0 
Factset Research Systems, Inc. COM            303075105    1,493    36,273 SHS               DEFINED               0     36,273   0 
Fair Isaac Corp.               COM            303250104    2,683    60,750 SHS               DEFINED               0     60,750   0 
Fair Isaac Corp.               COM            303250104      352     7,960 SHS               DEFINED               0      7,960   0 
Fair Isaac Corp.               COM            303250104      897    20,297 SHS               DEFINED               0     20,297   0 
Fairchild Semiconductor                                                                                                             
   International, Inc.         COM            303726103       12       730 SHS               DEFINED               0        730   0 
Family Dollar Stores, Inc.     COM            307000109       22       898 SHS               DEFINED               0        898   0 
Family Dollar Stores, Inc.     COM            307000109       20       820 SHS               DEFINED               0        820   0 
Fannie Mae                     COM            313586109      261     5,345 SHS               DEFINED               0      5,345   0 
Fannie Mae                     COM            313586109      252     5,154 SHS               DEFINED               0      5,154   0 
Fargo Electronics, Inc.        COM            30744P102      281    14,605 SHS               DEFINED               0     14,605   0 
Federal Agricultural Mortgage                                                                                                       
   Corp.                       CL C           313148306      313    10,471 SHS               DEFINED               0     10,471   0 
Federal Realty Invs Trust      COM SH BEN INT 313747206       17       287 SHS               DEFINED               0        287   0 
Federal Realty Invs Trust      COM SH BEN INT 313747206       10       158 SHS               DEFINED               0        158   0 
Federated Department Stores    COM            31410H101       61       918 SHS               DEFINED               0        918   0 
Federated Investors, Inc.      CL B           314211103    3,603    97,271 SHS               DEFINED               0     97,271   0 
Federated Investors, Inc.      CL B           314211103        8       220 SHS               DEFINED               0        220   0 
FedEx Corp.                    COM            31428X106      107     1,036 SHS               DEFINED               0      1,036   0 
FEI Co.                        COM            30241L109    1,545    80,580 SHS               DEFINED               0     80,580   0 
FelCor Lodging Trust, Inc.     COM            31430F101       12       700 SHS               DEFINED               0        700   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107    3,441    93,529 SHS               DEFINED               0     93,529   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107      225     6,103 SHS               DEFINED               0      6,103   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107      213     5,791 SHS               DEFINED               0      5,791   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107       35       951 SHS               DEFINED               0        951   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107    1,103    29,968 SHS               DEFINED               0     29,968   0 
Fidelity National Financial,                                                                                                        
   Inc.                        COM            316326107       26       720 SHS               DEFINED               0        720   0 
Fifth Third Bancorp            COM            316773100      702    18,615 SHS               DEFINED               0     18,615   0 
Fifth Third Bancorp            COM            316773100      116     3,071 SHS               DEFINED               0      3,071   0 
Fifth Third Bancorp            COM            316773100       89     2,368 SHS               DEFINED               0      2,368   0 
First Advantage Corp           CL A           31845F100      233     8,730 SHS               DEFINED               0      8,730   0 
First Advantage Corp           CL A           31845F100      232     8,678 SHS               DEFINED               0      8,678   0 
First American Corp.           COM            318522307    3,424    75,586 SHS               DEFINED               0     75,586   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
First American Corp.           COM            318522307      223     4,931 SHS               DEFINED               0      4,931   0 
First American Corp.           COM            318522307    1,097    24,220 SHS               DEFINED               0     24,220   0 
First American Corp.           COM            318522307       19       430 SHS               DEFINED               0        430   0 
First Bancorp - NC             COM            318910106        9       465 SHS               DEFINED               0        465   0 
First Bancorp - NC             COM            318910106        1        72 SHS               DEFINED               0         72   0 
First Charter Corp.            COM            319439105        4       162 SHS               DEFINED               0        162   0 
First Commonwealth Financial                                                                                                        
   Corp.                       COM            319829107   12,121   937,404 SHS               DEFINED               0    937,404   0 
First Commonwealth Financial                                                                                                        
   Corp.                       COM            319829107        5       377 SHS               DEFINED               0        377   0 
First Community Bancshares,                                                                                                         
   Inc. - VA                   COM            31983A103        2        54 SHS               DEFINED               0         54   0 
First Data Corp.               COM            319963104       63     1,462 SHS               DEFINED               0      1,462   0 
First Financial Bankshares,                                                                                                         
   Inc.                        COM            32020R109      172     4,901 SHS               DEFINED               0      4,901   0 
First Financial Holdings, Inc. COM            320239106        2        72 SHS               DEFINED               0         72   0 
First Horizon National                                                                                                              
   Corporation                 COM            320517105       26       666 SHS               DEFINED               0        666   0 
First Horizon Pharmaceutical                                                                                                        
   Corp.                       COM            32051K106      261    15,154 SHS               DEFINED               0     15,154   0 
First Horizon Pharmaceutical                                                                                                        
   Corp.                       COM            32051K106      973    56,396 SHS               DEFINED               0     56,396   0 
First Indiana Corp.            COM            32054R108    5,753   167,330 SHS               DEFINED               0    167,330   0 
First Indiana Corp.            COM            32054R108        2        72 SHS               DEFINED               0         72   0 
First Indiana Corp.            COM            32054R108      257     7,476 SHS               DEFINED               0      7,476   0 
First Industrial Realty Trust,                                                                                                      
   Inc.                        COM            32054K103       13       348 SHS               DEFINED               0        348   0 
First Merchants Corp.          COM            320817109    8,982   345,477 SHS               DEFINED               0    345,477   0 
First Merchants Corp.          COM            320817109        3       107 SHS               DEFINED               0        107   0 
First Midwest Bancorp,                                                                                                              
   Inc. - IL                   COM            320867104        9       251 SHS               DEFINED               0        251   0 
First Oak Brook Bancshares,                                                                                                         
   Inc.                        COM            335847208        9       318 SHS               DEFINED               0        318   0 
First Oak Brook Bancshares,                                                                                                         
   Inc.                        COM            335847208        2        54 SHS               DEFINED               0         54   0 
First Potomac Realty Trust     COM            33610F109      264     9,934 SHS               DEFINED               0      9,934   0 
First Regional Bancorp/Los Ang COM            33615C101      220     3,251 SHS               DEFINED               0      3,251   0 
First State Bancorp            COM            336453105       12       504 SHS               DEFINED               0        504   0 
First State Bancorp            COM            336453105        2        89 SHS               DEFINED               0         89   0 
First State Bancorp            COM            336453105      289    12,046 SHS               DEFINED               0     12,046   0 
Firstcity Financial Corp       COM            33761X107      241    20,915 SHS               DEFINED               0     20,915   0 
FirstEnergy Corp.              COM            337932107      752    15,344 SHS               DEFINED               0     15,344   0 
FirstEnergy Corp.              COM            337932107    1,866    38,091 SHS               DEFINED               0     38,091   0 
FirstEnergy Corp.              COM            337932107       88     1,788 SHS               DEFINED               0      1,788   0 
FirstMerit Corp.               COM            337915102   10,107   390,068 SHS               DEFINED               0    390,068   0 
FirstMerit Corp.               COM            337915102       12       466 SHS               DEFINED               0        466   0 
FirstMerit Corp.               COM            337915102       11       410 SHS               DEFINED               0        410   0 
Fiserv, Inc.                   COM            337738108   14,056   324,841 SHS               DEFINED               0    324,841   0 
Fiserv, Inc.                   COM            337738108    5,497   127,051 SHS               DEFINED               0    127,051   0 
Fiserv, Inc.                   COM            337738108       20       458 SHS               DEFINED               0        458   0 
Fisher Scientific                                                                                                                   
   International               COM            338032204       24       388 SHS               DEFINED               0        388   0 
Five Star Quality Care, Inc.   COM            33832D106      291    36,968 SHS               DEFINED               0     36,968   0 
Flamel Tech                    SPON ADR       338488109    1,648    87,295 SHS               DEFINED               0     87,295   0 
Flextronics Intl LTD           ORD            Y2573F102       32     3,096 SHS               DEFINED               0      3,096   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Flir Systems, Inc.             COM            302445101      391    17,493 SHS               DEFINED               0     17,493   0 
Florida Rock Industries, Inc.  COM            341140101      370     7,539 SHS               DEFINED               0      7,539   0 
Florida Rock Industries, Inc.  COM            341140101    1,439    29,331 SHS               DEFINED               0     29,331   0 
Florida Rock Industries, Inc.  COM            341140101      919    18,724 SHS               DEFINED               0     18,724   0 
Flowserve Corp.                COM            34354P105    1,362    34,419 SHS               DEFINED               0     34,419   0 
Flowserve Corp.                COM            34354P105        8       200 SHS               DEFINED               0        200   0 
Fluor Corp.                    COM            343412102      396     5,125 SHS               DEFINED               0      5,125   0 
Fluor Corp.                    COM            343412102    2,825    36,565 SHS               DEFINED               0     36,565   0 
Fluor Corp.                    COM            343412102       29       380 SHS               DEFINED               0        380   0 
FMC Corp.                      COM            302491303      233     4,380 SHS               DEFINED               0      4,380   0 
FMC Corp.                      COM            302491303       11       210 SHS               DEFINED               0        210   0 
FMC Technologies, Inc.         COM            30249U101        9       200 SHS               DEFINED               0        200   0 
FNB Corp.                      COM            302520101   13,075   753,173 SHS               DEFINED               0    753,173   0 
FNB Corp.                      COM            302520101       32     1,872 SHS               DEFINED               0      1,872   0 
FNB Corp.                      COM            302520101        5       305 SHS               DEFINED               0        305   0 
Focus Media Holding            ADR            34415V109    1,612    47,742 SHS               DEFINED               0     47,742   0 
Foot Locker, Inc.              COM            344849104       18       748 SHS               DEFINED               0        748   0 
Ford Motor Co.                 COM            345370860      671    86,864 SHS               DEFINED               0     86,864   0 
Ford Motor Co.                 COM            345370860      493    63,867 SHS               DEFINED               0     63,867   0 
Forest City Enterprises, Inc.  CL A           345550107      128     3,383 SHS               DEFINED               0      3,383   0 
Forest City Enterprises, Inc.  CL A           345550107       21       556 SHS               DEFINED               0        556   0 
Forest Laboratories, Inc.      COM            345838106      963    23,666 SHS               DEFINED               0     23,666   0 
Forest Laboratories, Inc.      COM            345838106       25       610 SHS               DEFINED               0        610   0 
Forest Oil Corp.               COM            346091705       10       222 SHS               DEFINED               0        222   0 
Fortune Brands, Inc.           COM            349631101       37       468 SHS               DEFINED               0        468   0 
Forward Air Corp.              COM            349853101      231     6,314 SHS               DEFINED               0      6,314   0 
Forward Industries Inc         COM            349862300       97    10,881 SHS               DEFINED               0     10,881   0 
Foster (LB) Co                 COM            350060109      286    19,240 SHS               DEFINED               0     19,240   0 
Foundry Networks, Inc.         COM            35063R100    1,379    99,841 SHS               DEFINED               0     99,841   0 
Foundry Networks, Inc.         COM            35063R100      708    51,281 SHS               DEFINED               0     51,281   0 
Fpic Insurance Group, Inc.     COM            302563101      524    15,089 SHS               DEFINED               0     15,089   0 
Fpic Insurance Group, Inc.     COM            302563101      246     7,093 SHS               DEFINED               0      7,093   0 
FPL Group, Inc.                COM            302571104       73     1,748 SHS               DEFINED               0      1,748   0 
Franklin Bank Corp. - Houston                                                                                                       
   TX                          COM            352451108      284    15,797 SHS               DEFINED               0     15,797   0 
Franklin Covey Co.             COM            353469109      226    35,739 SHS               DEFINED               0     35,739   0 
Franklin Electric Co., Inc.    COM            353514102       29       735 SHS               DEFINED               0        735   0 
Franklin Electric Co., Inc.    COM            353514102        5       125 SHS               DEFINED               0        125   0 
Franklin Electric Co., Inc.    COM            353514102    5,191   131,289 SHS               DEFINED               0    131,289   0 
Franklin Resources, Inc.       COM            354613101    1,358    14,446 SHS               DEFINED               0     14,446   0 
Franklin Resources, Inc.       COM            354613101      131     1,389 SHS               DEFINED               0      1,389   0 
Franklin Resources, Inc.       COM            354613101       33       356 SHS               DEFINED               0        356   0 
Freddie Mac                    COM            313400301    1,287    19,699 SHS               DEFINED               0     19,699   0 
Freddie Mac                    COM            313400301      249     3,813 SHS               DEFINED               0      3,813   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Freddie Mac                    COM            313400301      283     4,336 SHS               DEFINED               0      4,336   0 
Freeport-Mcmoran Copper &                                                                                                           
   Gold, Inc.                  CL B           35671D857   16,043   298,189 SHS               DEFINED               0    298,189   0 
Freeport-Mcmoran Copper &                                                                                                           
   Gold, Inc.                  CL B           35671D857    2,177    40,472 SHS               DEFINED               0     40,472   0 
Freeport-Mcmoran Copper &                                                                                                           
   Gold, Inc.                  CL B           35671D857       20       366 SHS               DEFINED               0        366   0 
Freescale Semiconductor        CL B           35687M206       24       968 SHS               DEFINED               0        968   0 
Freescale Semiconductor Inc    CL A           35687M107       13       518 SHS               DEFINED               0        518   0 
Fremont General Corp.          COM            357288109        8       330 SHS               DEFINED               0        330   0 
Fresenius Medical Care Ag      ADR            358029106    1,385    39,529 SHS               DEFINED               0     39,529   0 
Fresh Del Monte Produce, Inc.  ORD            G36738105        8       330 SHS               DEFINED               0        330   0 
Friedman Billings Ramsey                                                                                                            
   Group, Inc.                 CL A           358434108       11     1,108 SHS               DEFINED               0      1,108   0 
Frontier Airlines, Inc.        COM            359065109      241    26,087 SHS               DEFINED               0     26,087   0 
Frontier Oil Corp.             COM            35914P105    5,023   133,833 SHS               DEFINED               0    133,833   0 
Frontier Oil Corp.             COM            35914P105      236     6,281 SHS               DEFINED               0      6,281   0 
Frontier Oil Corp.             COM            35914P105    1,380    36,761 SHS               DEFINED               0     36,761   0 
Frozen Food Express Industries COM            359360104      268    24,321 SHS               DEFINED               0     24,321   0 
FuelCell Energy, Inc.          COM            35952H106    4,621   545,560 SHS               DEFINED               0    545,560   0 
Fulton Financial Corp.         COM            360271100       15       880 SHS               DEFINED               0        880   0 
Fulton Financial Corp.         COM            360271100       10       572 SHS               DEFINED               0        572   0 
Fundtech Ltd                   ORD            M47095100      243    23,783 SHS               DEFINED               0     23,783   0 
Furniture Brands                                                                                                                    
   International, Inc.         COM            360921100        9       418 SHS               DEFINED               0        418   0 
Gaiam, Inc.                    CL A           36268Q103      334    24,730 SHS               DEFINED               0     24,730   0 
Gannett Co., Inc.              COM            364730101       82     1,349 SHS               DEFINED               0      1,349   0 
Gannett Co., Inc.              COM            364730101       59       970 SHS               DEFINED               0        970   0 
Gap, Inc. (The)                COM            364760108      719    40,786 SHS               DEFINED               0     40,786   0 
Gap, Inc. (The)                COM            364760108    1,060    60,111 SHS               DEFINED               0     60,111   0 
Gap, Inc. (The)                COM            364760108       59     3,366 SHS               DEFINED               0      3,366   0 
Garmin Ltd.                    ORD            G37260109    1,804    27,192 SHS               DEFINED               0     27,192   0 
Garmin Ltd.                    ORD            G37260109        7       100 SHS               DEFINED               0        100   0 
Gateway, Inc.                  COM            367626108      531   211,395 SHS               DEFINED               0    211,395   0 
Gateway, Inc.                  COM            367626108        8     3,316 SHS               DEFINED               0      3,316   0 
GATX Corp.                     COM            361448103      216     5,976 SHS               DEFINED               0      5,976   0 
GATX Corp.                     COM            361448103       13       370 SHS               DEFINED               0        370   0 
Gehl Co                        COM            368483103      240     9,151 SHS               DEFINED               0      9,151   0 
Gemstar-TV Guide                                                                                                                    
   International, Inc.         COM            36866W106      712   272,688 SHS               DEFINED               0    272,688   0 
GenCorp, Inc.                  COM            368682100      246    13,832 SHS               DEFINED               0     13,832   0 
Gene Logic, Inc.               COM            368689105      175    52,164 SHS               DEFINED               0     52,164   0 
Genentech, Inc.                COM            368710406    3,142    33,969 SHS               DEFINED               0     33,969   0 
Genentech, Inc.                COM            368710406    7,902    85,427 SHS               DEFINED               0     85,427   0 
Genentech, Inc.                COM            368710406    1,630    17,626 SHS               DEFINED               0     17,626   0 
Genentech, Inc.                COM            368710406       45       490 SHS               DEFINED               0        490   0 
General Dynamics Corp.         COM            369550108      124     1,088 SHS               DEFINED               0      1,088   0 
General Dynamics Corp.         COM            369550108    2,913    25,542 SHS               DEFINED               0     25,542   0 
General Dynamics Corp.         COM            369550108       68       600 SHS               DEFINED               0        600   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
General Electric Co.           COM            369604103    1,356    38,698 SHS               DEFINED               0     38,698   0 
General Electric Co.           COM            369604103      989    28,219 SHS               DEFINED               0     28,219   0 
General Electric Co.           COM            369604103    1,333    38,022 SHS               DEFINED               0     38,022   0 
General Electric Co.           COM            369604103    1,348    38,456 SHS               DEFINED               0     38,456   0 
General Growth Properties,                                                                                                          
   Inc.                        COM            370021107       61     1,292 SHS               DEFINED               0      1,292   0 
General Growth Properties,                                                                                                          
   Inc.                        COM            370021107       26       548 SHS               DEFINED               0        548   0 
General Mills, Inc.            COM            370334104      741    15,026 SHS               DEFINED               0     15,026   0 
General Mills, Inc.            COM            370334104    1,195    24,220 SHS               DEFINED               0     24,220   0 
General Mills, Inc.            COM            370334104       70     1,423 SHS               DEFINED               0      1,423   0 
General Motors Corp.           COM            370442105      431    22,207 SHS               DEFINED               0     22,207   0 
Genesco, Inc.                  COM            371532102      168     4,337 SHS               DEFINED               0      4,337   0 
Genesco, Inc.                  COM            371532102      557    14,359 SHS               DEFINED               0     14,359   0 
Genuine Parts Co.              COM            372460105   15,741   358,395 SHS               DEFINED               0    358,395   0 
Genuine Parts Co.              COM            372460105    1,284    29,224 SHS               DEFINED               0     29,224   0 
Genuine Parts Co.              COM            372460105       42       952 SHS               DEFINED               0        952   0 
Genuine Parts Co.              COM            372460105      573    13,051 SHS               DEFINED               0     13,051   0 
Genuine Parts Co.              COM            372460105       40       910 SHS               DEFINED               0        910   0 
Genworth Financial Inc         CL A           37247D106      738    21,337 SHS               DEFINED               0     21,337   0 
Genworth Financial Inc         CL A           37247D106      212     6,142 SHS               DEFINED               0      6,142   0 
Genzyme Corp.                  COM            372917104    7,823   110,519 SHS               DEFINED               0    110,519   0 
Genzyme Corp.                  COM            372917104      880    12,438 SHS               DEFINED               0     12,438   0 
Genzyme Corp.                  COM            372917104       22       310 SHS               DEFINED               0        310   0 
Getty Images, Inc.             COM            374276103      640     7,166 SHS               DEFINED               0      7,166   0 
Gevity HR, Inc.                COM            374393106      805    31,282 SHS               DEFINED               0     31,282   0 
Gevity HR, Inc.                COM            374393106      228     8,864 SHS               DEFINED               0      8,864   0 
Giant Industries, Inc.         COM            374508109    4,457    85,778 SHS               DEFINED               0     85,778   0 
Giant Industries, Inc.         COM            374508109      162     3,112 SHS               DEFINED               0      3,112   0 
Giant Industries, Inc.         COM            374508109    1,253    24,113 SHS               DEFINED               0     24,113   0 
Gilead Sciences, Inc.          COM            375558103    1,374    26,103 SHS               DEFINED               0     26,103   0 
Gilead Sciences, Inc.          COM            375558103    8,063   153,193 SHS               DEFINED               0    153,193   0 
Gilead Sciences, Inc.          COM            375558103      907    17,241 SHS               DEFINED               0     17,241   0 
Gilead Sciences, Inc.          COM            375558103       11       200 SHS               DEFINED               0        200   0 
Glacier Bancorp, Inc.          COM            37637Q105       31     1,047 SHS               DEFINED               0      1,047   0 
Glacier Bancorp, Inc.          COM            37637Q105        5       179 SHS               DEFINED               0        179   0 
Glenayre Technologies, Inc.    COM            377899109      231    71,058 SHS               DEFINED               0     71,058   0 
Glimcher Realty Trust          COM SH BEN INT 379302102        7       308 SHS               DEFINED               0        308   0 
Global Payments, Inc.          COM            37940X102      411     8,818 SHS               DEFINED               0      8,818   0 
GlobalSantaFe Corp.            SHS            G3930E101    2,480    51,510 SHS               DEFINED               0     51,510   0 
GlobalSantaFe Corp.            SHS            G3930E101       20       418 SHS               DEFINED               0        418   0 
Gold Kist Inc                  COM            380614107      596    39,840 SHS               DEFINED               0     39,840   0 
Golden Telecom, Inc.           COM            38122G107      696    26,820 SHS               DEFINED               0     26,820   0 
Golden West Financial Corp.    COM            381317106      680    10,296 SHS               DEFINED               0     10,296   0 
Golden West Financial Corp.    COM            381317106      112     1,698 SHS               DEFINED               0      1,698   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Golden West Financial Corp.    COM            381317106       46       700 SHS               DEFINED               0        700   0 
Goldman Sachs Group, Inc.      COM            38141G104      173     1,357 SHS               DEFINED               0      1,357   0 
Goodrich Corp.                 COM            382388106    1,273    30,966 SHS               DEFINED               0     30,966   0 
Goodrich Corp.                 COM            382388106       22       546 SHS               DEFINED               0        546   0 
Goodrich Petroleum Corp        COM            382410405      274    10,881 SHS               DEFINED               0     10,881   0 
Goodyear Tire & Rubber Co                                                                                                           
   (The)                       COM            382550101      237    13,636 SHS               DEFINED               0     13,636   0 
Goodyear Tire & Rubber Co                                                                                                           
   (The)                       COM            382550101       43     2,458 SHS               DEFINED               0      2,458   0 
GOOGLE Inc.                    CL A           38259P508       25        60 SHS               DEFINED               0         60   0 
Gottschalks, Inc.              COM            383485109      236    27,971 SHS               DEFINED               0     27,971   0 
Gramercy Capital Corp/New York COM            384871109      243    10,663 SHS               DEFINED               0     10,663   0 
Granite Construction, Inc.     COM            387328107       50     1,386 SHS               DEFINED               0      1,386   0 
Granite Construction, Inc.     COM            387328107        8       233 SHS               DEFINED               0        233   0 
Granite Construction, Inc.     COM            387328107    1,377    38,351 SHS               DEFINED               0     38,351   0 
Grant Prideco, Inc.            COM            38821G101      427     9,686 SHS               DEFINED               0      9,686   0 
Grant Prideco, Inc.            COM            38821G101    1,471    33,340 SHS               DEFINED               0     33,340   0 
Graphic Packaging Corp.        COM            388688103        7     2,896 SHS               DEFINED               0      2,896   0 
Great Atlantic & Pacific                                                                                                            
   Tea Co.                     COM            390064103      664    20,903 SHS               DEFINED               0     20,903   0 
Great Atlantic & Pacific                                                                                                            
   Tea Co.                     COM            390064103      608    19,116 SHS               DEFINED               0     19,116   0 
Great Atlantic & Pacific                                                                                                            
   Tea Co.                     COM            390064103       21       676 SHS               DEFINED               0        676   0 
Great Plains Energy, Inc.      COM            391164100      220     7,861 SHS               DEFINED               0      7,861   0 
Great Plains Energy, Inc.      COM            391164100      930    33,254 SHS               DEFINED               0     33,254   0 
Great Plains Energy, Inc.      COM            391164100       16       580 SHS               DEFINED               0        580   0 
Greenbrier Cos., Inc.          COM            393657101      218     7,667 SHS               DEFINED               0      7,667   0 
Greenhill & Co Inc             COM            395259104    1,338    23,817 SHS               DEFINED               0     23,817   0 
Greif, Inc.                    CL A           397624107    1,434    21,640 SHS               DEFINED               0     21,640   0 
Grey Wolf Inc                  COM            397888108      963   124,639 SHS               DEFINED               0    124,639   0 
Grey Wolf Inc                  COM            397888108    1,327   171,611 SHS               DEFINED               0    171,611   0 
Group 1 Automotive, Inc.       COM            398905109      178     5,657 SHS               DEFINED               0      5,657   0 
Group 1 Automotive, Inc.       COM            398905109      589    18,729 SHS               DEFINED               0     18,729   0 
Group 1 Automotive, Inc.       COM            398905109       14       454 SHS               DEFINED               0        454   0 
GTECH Holdings Corp.           COM            400518106      704    22,171 SHS               DEFINED               0     22,171   0 
GTECH Holdings Corp.           COM            400518106        8       256 SHS               DEFINED               0        256   0 
Guangshen Railway Co Ltd       ADR            40065W107    1,733   111,666 SHS               DEFINED               0    111,666   0 
Guess ?, Inc.                  COM            401617105      263     7,386 SHS               DEFINED               0      7,386   0 
Guidant Corp.                  COM            401698105       25       390 SHS               DEFINED               0        390   0 
Gulf Island Fabrication, Inc.  COM            402307102      215     8,859 SHS               DEFINED               0      8,859   0 
Gulfmark Offshore, Inc.        COM            402629109      512    17,284 SHS               DEFINED               0     17,284   0 
Gulfmark Offshore, Inc.        COM            402629109    1,189    40,144 SHS               DEFINED               0     40,144   0 
H&R Block, Inc.                COM            093671105       31     1,262 SHS               DEFINED               0      1,262   0 
Haemonetics Corp. - Ma         COM            405024100    1,362    27,880 SHS               DEFINED               0     27,880   0 
Halliburton Co.                COM            406216101    1,349    21,774 SHS               DEFINED               0     21,774   0 
Halliburton Co.                COM            406216101    2,300    37,118 SHS               DEFINED               0     37,118   0 
Halliburton Co.                COM            406216101       51       818 SHS               DEFINED               0        818   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Hancock Holding Co.            COM            410120109      169     4,476 SHS               DEFINED               0      4,476   0 
Hanger Orthopedic Group, Inc.  COM            41043F208      189    33,116 SHS               DEFINED               0     33,116   0 
Hanover Compressor Co.         COM            410768105        8       546 SHS               DEFINED               0        546   0 
Hanover Ins Group Inc          COM            410867105       13       310 SHS               DEFINED               0        310   0 
Hardinge Inc                   COM            412324303      300    17,383 SHS               DEFINED               0     17,383   0 
Harley-Davidson, Inc.          COM            412822108      473     9,185 SHS               DEFINED               0      9,185   0 
Harley-Davidson, Inc.          COM            412822108       78     1,515 SHS               DEFINED               0      1,515   0 
Harley-Davidson, Inc.          COM            412822108       30       580 SHS               DEFINED               0        580   0 
Harleysville Group, Inc.       COM            412824104      592    22,350 SHS               DEFINED               0     22,350   0 
Harleysville Group, Inc.       COM            412824104      180     6,774 SHS               DEFINED               0      6,774   0 
Harleysville Group, Inc.       COM            412824104        4       162 SHS               DEFINED               0        162   0 
Harleysville Group, Inc.       COM            412824104    1,162    43,851 SHS               DEFINED               0     43,851   0 
Harleysville National Corp.    COM            412850109       17       906 SHS               DEFINED               0        906   0 
Harleysville National Corp.    COM            412850109        3       144 SHS               DEFINED               0        144   0 
Harman International                                                                                                                
   Industries, Inc.            COM            413086109    2,114    21,604 SHS               DEFINED               0     21,604   0 
Harman International                                                                                                                
   Industries, Inc.            COM            413086109      642     6,560 SHS               DEFINED               0      6,560   0 
Harman International                                                                                                                
   Industries, Inc.            COM            413086109        9        90 SHS               DEFINED               0         90   0 
Harrah's Entertainment, Inc.   COM            413619107       26       358 SHS               DEFINED               0        358   0 
Harris & Harris Group Inc      COM            413833104    1,591   114,444 SHS               DEFINED               0    114,444   0 
Harris Corp.                   COM            413875105      367     8,530 SHS               DEFINED               0      8,530   0 
Harris Corp.                   COM            413875105      706    16,416 SHS               DEFINED               0     16,416   0 
Harris Corp.                   COM            413875105    1,449    33,701 SHS               DEFINED               0     33,701   0 
Harris Corp.                   COM            413875105       11       258 SHS               DEFINED               0        258   0 
Harsco Corp.                   COM            415864107      384     5,690 SHS               DEFINED               0      5,690   0 
Harsco Corp.                   COM            415864107       16       233 SHS               DEFINED               0        233   0 
Harsco Corp.                   COM            415864107       12       180 SHS               DEFINED               0        180   0 
Harte-Hanks, Inc.              COM            416196103      689    26,091 SHS               DEFINED               0     26,091   0 
Hartford Financial Services                                                                                                         
   Group, Inc.                 COM            416515104      706     8,217 SHS               DEFINED               0      8,217   0 
Hartford Financial Services                                                                                                         
   Group, Inc.                 COM            416515104    2,025    23,577 SHS               DEFINED               0     23,577   0 
Hartford Financial Services                                                                                                         
   Group, Inc.                 COM            416515104      101     1,174 SHS               DEFINED               0      1,174   0 
Hartmarx Corp.                 COM            417119104      304    38,953 SHS               DEFINED               0     38,953   0 
Hasbro, Inc.                   COM            418056107       15       730 SHS               DEFINED               0        730   0 
Haverty Furniture Cos., Inc.   COM            419596101        2       126 SHS               DEFINED               0        126   0 
Hawaiian Electric Industries   COM            419870100       13       520 SHS               DEFINED               0        520   0 
HB Fuller Co.                  COM            359694106      180     5,624 SHS               DEFINED               0      5,624   0 
HB Fuller Co.                  COM            359694106        5       161 SHS               DEFINED               0        161   0 
HCA, Inc.                      COM            404119109       82     1,628 SHS               DEFINED               0      1,628   0 
HCC Insurance Holdings, Inc.   COM            404132102      363    12,237 SHS               DEFINED               0     12,237   0 
HCC Insurance Holdings, Inc.   COM            404132102        7       240 SHS               DEFINED               0        240   0 
Headwaters, Inc.               COM            42210P102    1,353    38,185 SHS               DEFINED               0     38,185   0 
Headwaters, Inc.               COM            42210P102    1,540    43,455 SHS               DEFINED               0     43,455   0 
Health Care Property                                                                                                                
   Investors, Inc.             COM            421915109       19       736 SHS               DEFINED               0        736   0 
Health Care Property                                                                                                                
   Investors, Inc.             COM            421915109       19       728 SHS               DEFINED               0        728   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Health Care REIT, Inc.         COM            42217K106       10       298 SHS               DEFINED               0        298   0 
Health Management Associates,                                                                                                       
   Inc.                        CL A           421933102       13       590 SHS               DEFINED               0        590   0 
Health Net, Inc.               COM            42222G108       32       618 SHS               DEFINED               0        618   0 
Healthcare Realty Trust, Inc.  COM            421946104        9       269 SHS               DEFINED               0        269   0 
Healthcare Realty Trust, Inc.  COM            421946104        6       170 SHS               DEFINED               0        170   0 
HealthTronics Surgical                                                                                                              
   Services, Inc.              COM            42222L107      196    25,614 SHS               DEFINED               0     25,614   0 
Hearst-Argyle Television, Inc. COM            422317107        8       348 SHS               DEFINED               0        348   0 
Heartland Express, Inc.        COM            422347104    1,276    62,889 SHS               DEFINED               0     62,889   0 
Helmerich & Payne, Inc.        COM            423452101       18       287 SHS               DEFINED               0        287   0 
Helmerich & Payne, Inc.        COM            423452101    1,397    22,570 SHS               DEFINED               0     22,570   0 
Henry Schein, Inc.             COM            806407102       13       290 SHS               DEFINED               0        290   0 
Hercules, Inc.                 COM            427056106      167    14,769 SHS               DEFINED               0     14,769   0 
Hercules, Inc.                 COM            427056106       13     1,148 SHS               DEFINED               0      1,148   0 
Heritage Property Investment                                                                                                        
   Trust                       COM            42725M107        8       230 SHS               DEFINED               0        230   0 
Herley Industries, Inc.        COM            427398102       60     3,649 SHS               DEFINED               0      3,649   0 
Herman Miller, Inc.            COM            600544100    2,996   106,265 SHS               DEFINED               0    106,265   0 
Herman Miller, Inc.            COM            600544100      350    12,407 SHS               DEFINED               0     12,407   0 
Hewitt Associates, Inc.        COM            42822Q100       10       358 SHS               DEFINED               0        358   0 
Hewlett-Packard Co.            COM            428236103    1,624    56,722 SHS               DEFINED               0     56,722   0 
Hewlett-Packard Co.            COM            428236103    1,153    40,288 SHS               DEFINED               0     40,288   0 
Hewlett-Packard Co.            COM            428236103      986    34,424 SHS               DEFINED               0     34,424   0 
Hewlett-Packard Co.            COM            428236103      914    31,930 SHS               DEFINED               0     31,930   0 
Hewlett-Packard Co.            COM            428236103      278     9,720 SHS               DEFINED               0      9,720   0 
Highland Hospitality Corp      COM            430141101      275    24,848 SHS               DEFINED               0     24,848   0 
Highwoods Properties, Inc.     COM            431284108       13       468 SHS               DEFINED               0        468   0 
Hilb Rogal & Hamilton Co.      COM            431294107        8       197 SHS               DEFINED               0        197   0 
Hillenbrand Industries, Inc.   COM            431573104       17       341 SHS               DEFINED               0        341   0 
Hillenbrand Industries, Inc.   COM            431573104       14       280 SHS               DEFINED               0        280   0 
Hilton Hotels Corp.            COM            432848109    2,356    97,737 SHS               DEFINED               0     97,737   0 
Hilton Hotels Corp.            COM            432848109    1,411    58,513 SHS               DEFINED               0     58,513   0 
Hilton Hotels Corp.            COM            432848109       25     1,020 SHS               DEFINED               0      1,020   0 
Hi-Tech Pharmacal Co., Inc.    COM            42840B101      376     8,486 SHS               DEFINED               0      8,486   0 
HJ Heinz Co.                   COM            423074103       63     1,868 SHS               DEFINED               0      1,868   0 
Hni Corporation                COM            404251100       17       305 SHS               DEFINED               0        305   0 
Hni Corporation                COM            404251100        8       140 SHS               DEFINED               0        140   0 
Hollinger International, Inc.  CL A           435569108        7       748 SHS               DEFINED               0        748   0 
Holly Corp.                    COM            435758305       11       179 SHS               DEFINED               0        179   0 
Hologic, Inc.                  COM            436440101      317     8,351 SHS               DEFINED               0      8,351   0 
Home Depot, Inc.               COM            437076102    1,243    30,699 SHS               DEFINED               0     30,699   0 
Home Depot, Inc.               COM            437076102      478    11,819 SHS               DEFINED               0     11,819   0 
Home Depot, Inc.               COM            437076102    1,016    25,110 SHS               DEFINED               0     25,110   0 
Home Depot, Inc.               COM            437076102    2,603    64,294 SHS               DEFINED               0     64,294   0 
Home Depot, Inc.               COM            437076102      906    22,382 SHS               DEFINED               0     22,382   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Home Depot, Inc.               COM            437076102      260     6,432 SHS               DEFINED               0      6,432   0 
Home Properties, Inc.          COM            437306103       44     1,090 SHS               DEFINED               0      1,090   0 
Home Properties, Inc.          COM            437306103        7       179 SHS               DEFINED               0        179   0 
Home Properties, Inc.          COM            437306103       11       280 SHS               DEFINED               0        280   0 
Home Solutions of America Inc  COM            437355100      232    51,728 SHS               DEFINED               0     51,728   0 
Homestore, Inc.                COM            437852106      282    55,217 SHS               DEFINED               0     55,217   0 
Homestore, Inc.                COM            437852106      758   148,630 SHS               DEFINED               0    148,630   0 
Honeywell International, Inc.  COM            438516106    3,983   106,934 SHS               DEFINED               0    106,934   0 
Honeywell International, Inc.  COM            438516106      135     3,616 SHS               DEFINED               0      3,616   0 
Horace Mann Educators Corp.    COM            440327104      178     9,376 SHS               DEFINED               0      9,376   0 
Horizon Health Corp            COM            44041Y104      213     9,397 SHS               DEFINED               0      9,397   0 
Hormel Foods Corp.             COM            440452100      232     7,097 SHS               DEFINED               0      7,097   0 
Hormel Foods Corp.             COM            440452100      637    19,480 SHS               DEFINED               0     19,480   0 
Hormel Foods Corp.             COM            440452100       25       754 SHS               DEFINED               0        754   0 
Hormel Foods Corp.             COM            440452100       17       510 SHS               DEFINED               0        510   0 
Hospira Inc                    COM            441060100      224     5,233 SHS               DEFINED               0      5,233   0 
Hospira Inc                    COM            441060100       24       566 SHS               DEFINED               0        566   0 
Hospitality Properties Trust   COM SH BEN INT 44106M102       18       448 SHS               DEFINED               0        448   0 
Host Hotels & Resorts Inc      COM            44107P104       24     1,288 SHS               DEFINED               0      1,288   0 
Houston Exploration Co.        COM            442120101        6       120 SHS               DEFINED               0        120   0 
Hovnanian Enterprises, Inc.    CL A           442487203       13       270 SHS               DEFINED               0        270   0 
HRPT Properties Trust          COM SH BEN INT 40426W101       15     1,408 SHS               DEFINED               0      1,408   0 
Hsbc Holdings                  SPON ADR       404280406    4,174    51,875 SHS               DEFINED               0     51,875   0 
Huaneng Power International,                                                                                                        
   Inc.                        ADR N          443304100    3,549   135,406 SHS               DEFINED               0    135,406   0 
Huaneng Power International,                                                                                                        
   Inc.                        ADR N          443304100    3,902   148,884 SHS               DEFINED               0    148,884   0 
HUB Group Inc                  CL A           443320106      493    13,947 SHS               DEFINED               0     13,947   0 
HUB Group Inc                  CL A           443320106      221     6,238 SHS               DEFINED               0      6,238   0 
Hubbell, Inc.                  CL B           443510201       12       258 SHS               DEFINED               0        258   0 
Hudson City Bancorp, Inc.      COM            443683107       11       920 SHS               DEFINED               0        920   0 
Hudson United Bancorp          COM            444165104    8,430   202,256 SHS               DEFINED               0    202,256   0 
Hudson United Bancorp          COM            444165104       62     1,491 SHS               DEFINED               0      1,491   0 
Hudson United Bancorp          COM            444165104       10       251 SHS               DEFINED               0        251   0 
Hudson United Bancorp          COM            444165104        7       170 SHS               DEFINED               0        170   0 
Hughes Supply, Inc.            COM            444482103       11       310 SHS               DEFINED               0        310   0 
Human Genome Sciences, Inc.    COM            444903108    4,230   494,162 SHS               DEFINED               0    494,162   0 
Humana, Inc.                   COM            444859102    2,505    46,114 SHS               DEFINED               0     46,114   0 
Humana, Inc.                   COM            444859102       37       680 SHS               DEFINED               0        680   0 
Huntington Bancshares, Inc.    COM            446150104       27     1,140 SHS               DEFINED               0      1,140   0 
Hurco Cos Inc                  COM            447324104      481    15,616 SHS               DEFINED               0     15,616   0 
Hurray! Holding Co Ltd         ADR            447773102      253    28,172 SHS               DEFINED               0     28,172   0 
Hydril                         COM            448774109    1,273    20,335 SHS               DEFINED               0     20,335   0 
Hydril                         COM            448774109    1,225    19,568 SHS               DEFINED               0     19,568   0 
Hydrogenics Corp               COM            448882100    5,328 1,707,584 SHS               DEFINED               0  1,707,584   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Hyperion Solutions Corp.       COM            44914M104      957    26,719 SHS               DEFINED               0     26,719   0 
Hyperion Solutions Corp.       COM            44914M104      413    11,529 SHS               DEFINED               0     11,529   0 
Hyperion Solutions Corp.       COM            44914M104    1,053    29,392 SHS               DEFINED               0     29,392   0 
Iac/Interactivecorp            COM            44919P300    2,136    75,449 SHS               DEFINED               0     75,449   0 
Iac/Interactivecorp            COM            44919P300    1,279    45,168 SHS               DEFINED               0     45,168   0 
Iac/Interactivecorp            COM            44919P300       59     2,088 SHS               DEFINED               0      2,088   0 
IBERIABANK Corp.               COM            450828108      244     4,789 SHS               DEFINED               0      4,789   0 
ICO Inc                        COM            449293109      281    87,047 SHS               DEFINED               0     87,047   0 
ICOS Corp.                     COM            449295104    4,314   156,149 SHS               DEFINED               0    156,149   0 
ICOS Corp.                     COM            449295104      890    32,220 SHS               DEFINED               0     32,220   0 
Idacorp, Inc.                  COM            451107106    3,645   124,413 SHS               DEFINED               0    124,413   0 
Idacorp, Inc.                  COM            451107106       12       400 SHS               DEFINED               0        400   0 
IDEX Corp.                     COM            45167R104    1,329    32,332 SHS               DEFINED               0     32,332   0 
Idexx Laboratories, Inc.       COM            45168D104    2,423    33,657 SHS               DEFINED               0     33,657   0 
Idexx Laboratories, Inc.       COM            45168D104    4,581    63,642 SHS               DEFINED               0     63,642   0 
Idexx Laboratories, Inc.       COM            45168D104      376     5,223 SHS               DEFINED               0      5,223   0 
Idexx Laboratories, Inc.       COM            45168D104    4,569    63,472 SHS               DEFINED               0     63,472   0 
Ihop Corp.                     COM            449623107      172     3,661 SHS               DEFINED               0      3,661   0 
Ihop Corp.                     COM            449623107      687    14,646 SHS               DEFINED               0     14,646   0 
IKON Office Solutions, Inc.    COM            451713101       17     1,668 SHS               DEFINED               0      1,668   0 
Illinois Tool Works, Inc.      COM            452308109      139     1,577 SHS               DEFINED               0      1,577   0 
Illinois Tool Works, Inc.      COM            452308109       75       858 SHS               DEFINED               0        858   0 
Imation Corp.                  COM            45245A107    3,109    67,492 SHS               DEFINED               0     67,492   0 
Imation Corp.                  COM            45245A107    1,018    22,104 SHS               DEFINED               0     22,104   0 
Immunicon Corp                 COM            45260A107    1,540   448,948 SHS               DEFINED               0    448,948   0 
IMPAC Mortgage Holdings, Inc.  COM            45254P102        8       798 SHS               DEFINED               0        798   0 
IMPCO Technologies, Inc.       COM            45255W106    5,033   981,038 SHS               DEFINED               0    981,038   0 
IMPCO Technologies, Inc.       COM            45255W106      218    42,513 SHS               DEFINED               0     42,513   0 
Imperial Oil Ltd.              COM            453038408      798     8,015 SHS               DEFINED               0      8,015   0 
Imperial Tobacco Group Plc     ADR            453142101    3,451    57,057 SHS               DEFINED               0     57,057   0 
IMS Health, Inc.               COM            449934108    2,489    99,860 SHS               DEFINED               0     99,860   0 
IMS Health, Inc.               COM            449934108        9       366 SHS               DEFINED               0        366   0 
Independence Community Bank                                                                                                         
   Corp.                       COM            453414104       12       302 SHS               DEFINED               0        302   0 
Independent Bank Corp. - Mich  COM            453838104       20       735 SHS               DEFINED               0        735   0 
Independent Bank Corp. - Mich  COM            453838104        3       125 SHS               DEFINED               0        125   0 
IndyMac Bancorp, Inc.          COM            456607100        9       220 SHS               DEFINED               0        220   0 
Infinity Energy Resources      COM            45663L403      218    31,286 SHS               DEFINED               0     31,286   0 
Infinity Property & Casualty                                                                                                        
   Corp.                       COM            45665Q103      591    15,875 SHS               DEFINED               0     15,875   0 
Infinity Property & Casualty                                                                                                        
   Corp.                       COM            45665Q103      179     4,815 SHS               DEFINED               0      4,815   0 
Informatica Corp.              COM            45666Q102      961    80,083 SHS               DEFINED               0     80,083   0 
Informatica Corp.              COM            45666Q102      272    22,695 SHS               DEFINED               0     22,695   0 
Informatica Corp.              COM            45666Q102    1,057    88,099 SHS               DEFINED               0     88,099   0 
Infospace, Inc.                COM            45678T201      637    24,681 SHS               DEFINED               0     24,681   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Infosys Tech                   ADR            456788108      384     4,748 SHS               DEFINED               0      4,748   0 
infoUSA, Inc.                  COM            456818301      896    82,008 SHS               DEFINED               0     82,008   0 
Infrasource Services Inc       COM            45684P102      229    17,537 SHS               DEFINED               0     17,537   0 
Ingersoll-Rand Company         CL A           G4776G101       49     1,204 SHS               DEFINED               0      1,204   0 
Ingles Markets, Inc.           CL A           457030104      253    16,143 SHS               DEFINED               0     16,143   0 
Ingram Micro, Inc.             CL A           457153104       65     3,250 SHS               DEFINED               0      3,250   0 
Innovex, Inc. - MN             COM            457647105      207    60,023 SHS               DEFINED               0     60,023   0 
Insight Enterprises, Inc.      COM            45765U103        9       450 SHS               DEFINED               0        450   0 
Insituform Technologies, Inc.  CL A           457667103    5,336   275,500 SHS               DEFINED               0    275,500   0 
INTAC International            COM            45811T100      164    28,487 SHS               DEFINED               0     28,487   0 
Integrated Silicon Solutions,                                                                                                       
   Inc.                        COM            45812P107      196    30,376 SHS               DEFINED               0     30,376   0 
Integrity Financial Corp       COM            45820M104      244    12,147 SHS               DEFINED               0     12,147   0 
Intel Corp.                    COM            458140100    5,456   218,607 SHS               DEFINED               0    218,607   0 
Intel Corp.                    COM            458140100    3,075   123,213 SHS               DEFINED               0    123,213   0 
Intel Corp.                    COM            458140100    3,123   125,136 SHS               DEFINED               0    125,136   0 
Intel Corp.                    COM            458140100      970    38,859 SHS               DEFINED               0     38,859   0 
Intel Corp.                    COM            458140100      305    12,226 SHS               DEFINED               0     12,226   0 
Intellisync Corp.              COM            458176104      296    57,437 SHS               DEFINED               0     57,437   0 
Interactive Data Corp.         COM            45840J107    2,818   124,105 SHS               DEFINED               0    124,105   0 
Interactive Data Corp.         COM            45840J107      394    17,357 SHS               DEFINED               0     17,357   0 
Intergraph Corp.               COM            458683109    1,405    28,201 SHS               DEFINED               0     28,201   0 
Intergraph Corp.               COM            458683109    1,002    20,109 SHS               DEFINED               0     20,109   0 
Intergraph Corp.               COM            458683109      365     7,329 SHS               DEFINED               0      7,329   0 
Intermagnetics General Corp.   COM            458771102    4,602   144,270 SHS               DEFINED               0    144,270   0 
International Aluminum Corp.   COM            458884103      277     6,874 SHS               DEFINED               0      6,874   0 
International Business                                                                                                              
   Machines Corp.              COM            459200101    1,561    18,991 SHS               DEFINED               0     18,991   0 
International Business                                                                                                              
   Machines Corp.              COM            459200101      980    11,921 SHS               DEFINED               0     11,921   0 
International Business                                                                                                              
   Machines Corp.              COM            459200101      423     5,146 SHS               DEFINED               0      5,146   0 
International Displayworks Inc COM            459412102      243    40,889 SHS               DEFINED               0     40,889   0 
International Flavors &                                                                                                             
   Fragrances, Inc.            COM            459506101       13       390 SHS               DEFINED               0        390   0 
International Game Technology  COM            459902102    1,353    43,949 SHS               DEFINED               0     43,949   0 
International Game Technology  COM            459902102       17       568 SHS               DEFINED               0        568   0 
International Paper Co.        COM            460146103      139     4,136 SHS               DEFINED               0      4,136   0 
International Rectifier Corp.  COM            460254105    4,666   146,256 SHS               DEFINED               0    146,256   0 
International Rectifier Corp.  COM            460254105        7       216 SHS               DEFINED               0        216   0 
International Shipholding                                                                                                           
   Corp.                       COM            460321201      232    14,951 SHS               DEFINED               0     14,951   0 
International Speedway Corp.   CL A           460335201      614    12,822 SHS               DEFINED               0     12,822   0 
Internet Capital Group Inc     COM            46059C205      238    28,955 SHS               DEFINED               0     28,955   0 
Internet Security Systems      COM            46060X107      603    28,781 SHS               DEFINED               0     28,781   0 
Interpublic Group of Cos.,                                                                                                          
   Inc.                        COM            460690100       18     1,895 SHS               DEFINED               0      1,895   0 
Intersil Corp.                 CL A           46069S109    1,763    70,873 SHS               DEFINED               0     70,873   0 
Intersil Corp.                 CL A           46069S109      915    36,766 SHS               DEFINED               0     36,766   0 
Intersil Corp.                 CL A           46069S109        9       380 SHS               DEFINED               0        380   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Interwoven, Inc.               COM            46114T508      264    31,222 SHS               DEFINED               0     31,222   0 
Intevac, Inc.                  COM            461148108      326    24,730 SHS               DEFINED               0     24,730   0 
Intrado, Inc.                  COM            46117A100      326    14,159 SHS               DEFINED               0     14,159   0 
Intuit, Inc.                   COM            461202103       17       310 SHS               DEFINED               0        310   0 
Investment Technology Group,                                                                                                        
   Inc.                        COM            46145F105    1,234    34,833 SHS               DEFINED               0     34,833   0 
Investment Technology Group,                                                                                                        
   Inc.                        COM            46145F105      880    24,835 SHS               DEFINED               0     24,835   0 
Invitrogen Corp.               COM            46185R100        9       130 SHS               DEFINED               0        130   0 
iPayment, Inc.                 COM            46262E105      260     6,265 SHS               DEFINED               0      6,265   0 
Iron Mountain, Inc.            COM            462846106       13       310 SHS               DEFINED               0        310   0 
Irwin Financial Corp.          COM            464119106        3       161 SHS               DEFINED               0        161   0 
iStar Financial, Inc.          COM            45031U101       25       700 SHS               DEFINED               0        700   0 
Itla Capital Corp.             COM            450565106      237     4,853 SHS               DEFINED               0      4,853   0 
Itron, Inc.                    COM            465741106    4,657   116,308 SHS               DEFINED               0    116,308   0 
Itron, Inc.                    COM            465741106      212     5,297 SHS               DEFINED               0      5,297   0 
Itron, Inc.                    COM            465741106    1,298    32,418 SHS               DEFINED               0     32,418   0 
ITT Educational Services, Inc. COM            45068B109      370     6,256 SHS               DEFINED               0      6,256   0 
ITT Industries, Inc.           COM            450911102    2,392    23,264 SHS               DEFINED               0     23,264   0 
ITT Industries, Inc.           COM            450911102    5,788    56,295 SHS               DEFINED               0     56,295   0 
ITT Industries, Inc.           COM            450911102       22       210 SHS               DEFINED               0        210   0 
IVAX Corp.                     COM            465823102      962    30,719 SHS               DEFINED               0     30,719   0 
IVAX Corp.                     COM            465823102       13       408 SHS               DEFINED               0        408   0 
iVillage, Inc.                 COM            46588H105      649    80,893 SHS               DEFINED               0     80,893   0 
IXYS Corp.                     COM            46600W106      282    24,156 SHS               DEFINED               0     24,156   0 
J&J Snack Foods Corp.          COM            466032109      262     4,416 SHS               DEFINED               0      4,416   0 
j2 Global Communications, Inc. COM            46626E205      796    18,616 SHS               DEFINED               0     18,616   0 
j2 Global Communications, Inc. COM            46626E205      226     5,277 SHS               DEFINED               0      5,277   0 
j2 Global Communications, Inc. COM            46626E205      875    20,480 SHS               DEFINED               0     20,480   0 
Jabil Circuit, Inc.            COM            466313103      724    19,520 SHS               DEFINED               0     19,520   0 
Jabil Circuit, Inc.            COM            466313103    1,052    28,365 SHS               DEFINED               0     28,365   0 
Jabil Circuit, Inc.            COM            466313103       26       710 SHS               DEFINED               0        710   0 
Jack Henry & Associates, Inc.  COM            426281101       59     3,067 SHS               DEFINED               0      3,067   0 
Jack Henry & Associates, Inc.  COM            426281101       10       503 SHS               DEFINED               0        503   0 
Jack in the Box, Inc.          COM            466367109      718    20,561 SHS               DEFINED               0     20,561   0 
Jack in the Box, Inc.          COM            466367109       10       280 SHS               DEFINED               0        280   0 
Jacobs Engineering Group, Inc. COM            469814107    1,541    22,712 SHS               DEFINED               0     22,712   0 
Jacobs Engineering Group, Inc. COM            469814107       14       210 SHS               DEFINED               0        210   0 
Jakks Pacific, Inc.            COM            47012E106      329    15,707 SHS               DEFINED               0     15,707   0 
Jameson Inns Inc               COM            470457102      266   123,824 SHS               DEFINED               0    123,824   0 
Janus Capital Group, Inc.      COM            47102X105       18       978 SHS               DEFINED               0        978   0 
JB Hunt Transport Services,                                                                                                         
   Inc.                        COM            445658107       10       432 SHS               DEFINED               0        432   0 
JC Penney Co., Inc. Holding                                                                                                         
   Co.                         COM            708160106   16,398   294,934 SHS               DEFINED               0    294,934   0 
JC Penney Co., Inc. Holding                                                                                                         
   Co.                         COM            708160106    1,095    19,688 SHS               DEFINED               0     19,688   0 
JC Penney Co., Inc. Holding                                                                                                         
   Co.                         COM            708160106       88     1,588 SHS               DEFINED               0      1,588   0 

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                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
JDA Software Group, Inc.       COM            46612K108    1,002    58,905 SHS               DEFINED               0     58,905   0 
Jda Software Group, Inc.       COM            46612K108      286    16,808 SHS               DEFINED               0     16,808   0 
JDS Uniphase Corp.             COM            46612J101        8     3,556 SHS               DEFINED               0      3,556   0 
Jefferson-Pilot Corp.          COM            475070108    1,332    23,400 SHS               DEFINED               0     23,400   0 
Jefferson-Pilot Corp.          COM            475070108       42       738 SHS               DEFINED               0        738   0 
Jefferson-Pilot Corp.          COM            475070108       38       668 SHS               DEFINED               0        668   0 
Jilin Chemical Industrial Co.                                                                                                       
   Ltd.                        SHS            477418107    1,637    45,860 SHS               DEFINED               0     45,860   0 
JLG Industries, Inc.           COM            466210101      929    20,336 SHS               DEFINED               0     20,336   0 
JM Smucker Co. (The)           COM            832696405      614    13,945 SHS               DEFINED               0     13,945   0 
JM Smucker Co. (The)           COM            832696405        9       200 SHS               DEFINED               0        200   0 
John Wiley & Sons              CL A           968223206      372     9,517 SHS               DEFINED               0      9,517   0 
John Wiley & Sons              CL A           968223206       12       316 SHS               DEFINED               0        316   0 
Johnson & Johnson              COM            478160104    1,658    27,583 SHS               DEFINED               0     27,583   0 
Johnson & Johnson              COM            478160104    1,184    19,708 SHS               DEFINED               0     19,708   0 
Johnson & Johnson              COM            478160104      987    16,426 SHS               DEFINED               0     16,426   0 
Johnson & Johnson              COM            478160104      386     6,422 SHS               DEFINED               0      6,422   0 
Johnson Controls, Inc.         COM            478366107       76     1,043 SHS               DEFINED               0      1,043   0 
Johnson Controls, Inc.         COM            478366107       79     1,088 SHS               DEFINED               0      1,088   0 
Jones Apparel Group, Inc.      COM            480074103       22       702 SHS               DEFINED               0        702   0 
Jones Lang LaSalle, Inc.       COM            48020Q107      369     7,331 SHS               DEFINED               0      7,331   0 
Journal Communications Inc     CL A           481130102      695    49,799 SHS               DEFINED               0     49,799   0 
Joy Global, Inc.               COM            481165108      448    11,194 SHS               DEFINED               0     11,194   0 
Jpmorgan Chase & Co.           COM            46625H100      712    17,946 SHS               DEFINED               0     17,946   0 
Juniper Networks, Inc.         COM            48203R104    1,200    53,824 SHS               DEFINED               0     53,824   0 
Juniper Networks, Inc.         COM            48203R104       22       990 SHS               DEFINED               0        990   0 
Jupitermedia Corp              COM            48207D101      624    42,214 SHS               DEFINED               0     42,214   0 
K2, Inc.                       COM            482732104      226    22,363 SHS               DEFINED               0     22,363   0 
Kaman Corp.                    COM            483548103      245    12,456 SHS               DEFINED               0     12,456   0 
KB Home                        COM            48666K109    2,756    37,933 SHS               DEFINED               0     37,933   0 
KB Home                        COM            48666K109       20       270 SHS               DEFINED               0        270   0 
KCS Energy, Inc.               COM            482434206    1,262    52,126 SHS               DEFINED               0     52,126   0 
Kellogg Co.                    COM            487836108    1,114    25,785 SHS               DEFINED               0     25,785   0 
Kellogg Co.                    COM            487836108       58     1,352 SHS               DEFINED               0      1,352   0 
Kellwood Co.                   COM            488044108        7       300 SHS               DEFINED               0        300   0 
Kelly Services, Inc.           CL A           488152208        9       330 SHS               DEFINED               0        330   0 
Kendle International, Inc.     COM            48880L107      233     9,051 SHS               DEFINED               0      9,051   0 
Kennametal, Inc.               COM            489170100       10       188 SHS               DEFINED               0        188   0 
Kerr-McGee Corp.               COM            492386107       46       510 SHS               DEFINED               0        510   0 
Kerzner International Ltd      SHS            P6065Y107        8       120 SHS               DEFINED               0        120   0 
Keycorp                        COM            493267108   10,126   307,505 SHS               DEFINED               0    307,505   0 
Keycorp                        COM            493267108       74     2,260 SHS               DEFINED               0      2,260   0 
Keycorp                        COM            493267108       74     2,238 SHS               DEFINED               0      2,238   0 
Keynote Systems, Inc.          COM            493308100      252    19,649 SHS               DEFINED               0     19,649   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
KeySpan Corp.                  COM            49337W100    1,021    28,614 SHS               DEFINED               0     28,614   0 
KeySpan Corp.                  COM            49337W100       53     1,477 SHS               DEFINED               0      1,477   0 
Kforce, Inc.                   COM            493732101      276    24,757 SHS               DEFINED               0     24,757   0 
Kimberly-Clark Corp.           COM            494368103      157     2,630 SHS               DEFINED               0      2,630   0 
Kimberly-Clark Corp.           COM            494368103      111     1,854 SHS               DEFINED               0      1,854   0 
Kimco Realty Corp.             COM            49446R109       40     1,239 SHS               DEFINED               0      1,239   0 
Kimco Realty Corp.             COM            49446R109       24       758 SHS               DEFINED               0        758   0 
Kinder Morgan, Inc.            COM            49455P101       25       270 SHS               DEFINED               0        270   0 
Kindred Healthcare, Inc.       COM            494580103        9       358 SHS               DEFINED               0        358   0 
King Pharmaceuticals, Inc.     COM            495582108    2,627   155,267 SHS               DEFINED               0    155,267   0 
King Pharmaceuticals, Inc.     COM            495582108      247    14,575 SHS               DEFINED               0     14,575   0 
King Pharmaceuticals, Inc.     COM            495582108      996    58,881 SHS               DEFINED               0     58,881   0 
King Pharmaceuticals, Inc.     COM            495582108       16       920 SHS               DEFINED               0        920   0 
Kla-Tencor Corp.               COM            482480100       14       290 SHS               DEFINED               0        290   0 
KNBT Bancorp Inc               COM            482921103      267    16,372 SHS               DEFINED               0     16,372   0 
Knight-Ridder, Inc.            COM            499040103       21       326 SHS               DEFINED               0        326   0 
Knoll Inc                      COM            498904200      264    15,450 SHS               DEFINED               0     15,450   0 
Kohl's Corp.                   COM            500255104       47       968 SHS               DEFINED               0        968   0 
Komag, Inc.                    COM            500453204      682    19,664 SHS               DEFINED               0     19,664   0 
Kongzhong Corp                 ADR            50047P104      553    44,274 SHS               DEFINED               0     44,274   0 
Kopin Corp.                    COM            500600101      707   132,119 SHS               DEFINED               0    132,119   0 
Kopin Corp.                    COM            500600101      196    36,713 SHS               DEFINED               0     36,713   0 
Kos Pharmaceuticals, Inc.      COM            500648100      289     5,587 SHS               DEFINED               0      5,587   0 
Kos Pharmaceuticals, Inc.      COM            500648100      707    13,661 SHS               DEFINED               0     13,661   0 
Kraft Foods, Inc.              CL A           50075N104      218     7,756 SHS               DEFINED               0      7,756   0 
Kroger Co.                     COM            501044101    3,055   161,804 SHS               DEFINED               0    161,804   0 
Kroger Co.                     COM            501044101      699    37,043 SHS               DEFINED               0     37,043   0 
Kroger Co.                     COM            501044101    1,127    59,712 SHS               DEFINED               0     59,712   0 
Kroger Co.                     COM            501044101    1,031    54,601 SHS               DEFINED               0     54,601   0 
Kroger Co.                     COM            501044101      143     7,582 SHS               DEFINED               0      7,582   0 
K-Sea Transportation Partners  COM            48268Y101      245     7,002 SHS               DEFINED               0      7,002   0 
K-Swiss, Inc.                  CL A           482686102      180     5,564 SHS               DEFINED               0      5,564   0 
KVH Industries, Inc.           COM            482738101       36     3,685 SHS               DEFINED               0      3,685   0 
Kyocera Corp                   SPON ADR       501556203    5,072    69,316 SHS               DEFINED               0     69,316   0 
L-3 Communications Holdings,                                                                                                        
   Inc.                        COM            502424104    2,240    30,129 SHS               DEFINED               0     30,129   0 
L-3 Communications Holdings,                                                                                                        
   Inc.                        COM            502424104       20       270 SHS               DEFINED               0        270   0 
La Quinta Corp.                CTF            50419U202    1,392   124,914 SHS               DEFINED               0    124,914   0 
La Quinta Corp.                CTF            50419U202      714    64,123 SHS               DEFINED               0     64,123   0 
La Quinta Corp.                CTF            50419U202       15     1,368 SHS               DEFINED               0      1,368   0 
Labor Ready, Inc.              COM            505401208    2,456   117,963 SHS               DEFINED               0    117,963   0 
Labor Ready, Inc.              COM            505401208      226    10,861 SHS               DEFINED               0     10,861   0 
Laboratory Corp. Of America                                                                                                         
   Holdings                    COM            50540R409       16       290 SHS               DEFINED               0        290   0 
LaBranche & Co., Inc.          COM            505447102      297    29,365 SHS               DEFINED               0     29,365   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Ladish Co., Inc.               COM            505754200      327    14,632 SHS               DEFINED               0     14,632   0 
Lafarge North America, Inc.    COM            505862102       17       310 SHS               DEFINED               0        310   0 
Laidlaw International, Inc.    COM            50730R102       13       580 SHS               DEFINED               0        580   0 
Lam Research Corp.             COM            512807108    1,699    47,605 SHS               DEFINED               0     47,605   0 
Lam Research Corp.             COM            512807108        9       262 SHS               DEFINED               0        262   0 
Lamar Advertising Co.          CL A           512815101        9       190 SHS               DEFINED               0        190   0 
Lamson & Sessions Co. (The)    COM            513696104      348    13,913 SHS               DEFINED               0     13,913   0 
Lancaster Colony Corp.         COM            513847103        7       180 SHS               DEFINED               0        180   0 
Lance, Inc.                    COM            514606102      179     9,624 SHS               DEFINED               0      9,624   0 
Lance, Inc.                    COM            514606102      649    34,838 SHS               DEFINED               0     34,838   0 
Landamerica Financial Group,                                                                                                        
   Inc.                        COM            514936103    3,345    53,600 SHS               DEFINED               0     53,600   0 
Landamerica Financial Group,                                                                                                        
   Inc.                        COM            514936103      165     2,652 SHS               DEFINED               0      2,652   0 
Landamerica Financial Group,                                                                                                        
   Inc.                        COM            514936103    1,072    17,173 SHS               DEFINED               0     17,173   0 
Landamerica Financial Group,                                                                                                        
   Inc.                        COM            514936103        8       132 SHS               DEFINED               0        132   0 
Landstar System, Inc.          COM            515098101    2,624    62,864 SHS               DEFINED               0     62,864   0 
Landstar System, Inc.          COM            515098101    3,151    75,487 SHS               DEFINED               0     75,487   0 
Landstar System, Inc.          COM            515098101      368     8,815 SHS               DEFINED               0      8,815   0 
Lattice Semiconductor Corp.    COM            518415104      258    59,613 SHS               DEFINED               0     59,613   0 
Layne Christensen Co.          COM            521050104      275    10,817 SHS               DEFINED               0     10,817   0 
Layne Christensen Co.          COM            521050104    5,044   198,343 SHS               DEFINED               0    198,343   0 
La-Z-Boy, Inc.                 COM            505336107        4       287 SHS               DEFINED               0        287   0 
La-Z-Boy, Inc.                 COM            505336107        8       558 SHS               DEFINED               0        558   0 
Lear Corp.                     COM            521865105       33     1,168 SHS               DEFINED               0      1,168   0 
LeCroy Corp.                   COM            52324W109      263    17,191 SHS               DEFINED               0     17,191   0 
Legg Mason, Inc.               COM            524901105      450     3,763 SHS               DEFINED               0      3,763   0 
Legg Mason, Inc.               COM            524901105       72       598 SHS               DEFINED               0        598   0 
Legg Mason, Inc.               COM            524901105      902     7,533 SHS               DEFINED               0      7,533   0 
Legg Mason, Inc.               COM            524901105       19       156 SHS               DEFINED               0        156   0 
Leggett & Platt, Inc.          COM            524660107      145     6,311 SHS               DEFINED               0      6,311   0 
Leggett & Platt, Inc.          COM            524660107       24     1,041 SHS               DEFINED               0      1,041   0 
Leggett & Platt, Inc.          COM            524660107       27     1,176 SHS               DEFINED               0      1,176   0 
Lehman Brothers Holdings, Inc. COM            524908100      110       860 SHS               DEFINED               0        860   0 
Lennar Corp.                   CL A           526057104       33       548 SHS               DEFINED               0        548   0 
Lennox International, Inc.     COM            526107107    2,620    92,905 SHS               DEFINED               0     92,905   0 
Lennox International, Inc.     COM            526107107    1,428    50,652 SHS               DEFINED               0     50,652   0 
Lennox International, Inc.     COM            526107107        9       320 SHS               DEFINED               0        320   0 
Leucadia National Corp.        COM            527288104        9       190 SHS               DEFINED               0        190   0 
Levitt Corp.                   CL A           52742P108      253    11,136 SHS               DEFINED               0     11,136   0 
Lexington Corporate Properties                                                                                                      
   Trust                       COM            529043101        6       287 SHS               DEFINED               0        287   0 
Lexmark International, Inc.    CL A           529771107      623    13,904 SHS               DEFINED               0     13,904   0 
Lexmark International, Inc.    CL A           529771107       17       390 SHS               DEFINED               0        390   0 
Liberty Global Inc             COM SER C      530555309        8       390 SHS               DEFINED               0        390   0 
Liberty Global Inc             COM SER A      530555101        9       390 SHS               DEFINED               0        390   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Liberty Media Corp.            COM SER A      530718105    1,266   160,807 SHS               DEFINED               0    160,807   0 
Liberty Media Corp.            COM SER A      530718105       96    12,176 SHS               DEFINED               0     12,176   0 
Liberty Property Trust         COM SH BEN INT 531172104      125     2,924 SHS               DEFINED               0      2,924   0 
Liberty Property Trust         COM SH BEN INT 531172104       21       484 SHS               DEFINED               0        484   0 
Liberty Property Trust         COM SH BEN INT 531172104       20       468 SHS               DEFINED               0        468   0 
Lifecore Biomedical, Inc.      COM            532187101      342    21,097 SHS               DEFINED               0     21,097   0 
Lightbridge, Inc.              COM            532226107      262    31,568 SHS               DEFINED               0     31,568   0 
Lincare Holdings, Inc.         COM            532791100      364     8,693 SHS               DEFINED               0      8,693   0 
Lincare Holdings, Inc.         COM            532791100       11       262 SHS               DEFINED               0        262   0 
Lincoln Electric Holdings,                                                                                                          
   Inc.                        COM            533900106      936    23,591 SHS               DEFINED               0     23,591   0 
Lincoln National Corp.         COM            534187109   16,858   317,896 SHS               DEFINED               0    317,896   0 
Lincoln National Corp.         COM            534187109    1,325    24,987 SHS               DEFINED               0     24,987   0 
Lincoln National Corp.         COM            534187109       50       951 SHS               DEFINED               0        951   0 
Lincoln National Corp.         COM            534187109    2,116    39,898 SHS               DEFINED               0     39,898   0 
Lincoln National Corp.         COM            534187109       45       848 SHS               DEFINED               0        848   0 
Lindsay Manufacturing Co.      COM            535555106    3,040   158,091 SHS               DEFINED               0    158,091   0 
Linear Technology Corp.        COM            535678106      371    10,277 SHS               DEFINED               0     10,277   0 
Linear Technology Corp.        COM            535678106       61     1,695 SHS               DEFINED               0      1,695   0 
Linear Technology Corp.        COM            535678106       15       410 SHS               DEFINED               0        410   0 
Linens 'N Things, Inc.         COM            535679104        9       330 SHS               DEFINED               0        330   0 
Linktone Ltd                   ADR            535925101      335    32,212 SHS               DEFINED               0     32,212   0 
Lithia Motors, Inc.            CL A           536797103      196     6,225 SHS               DEFINED               0      6,225   0 
Lithia Motors, Inc.            CL A           536797103      277     8,795 SHS               DEFINED               0      8,795   0 
Lithia Motors, Inc.            CL A           536797103      648    20,604 SHS               DEFINED               0     20,604   0 
Liz Claiborne, Inc.            COM            539320101       15       420 SHS               DEFINED               0        420   0 
LKQ Corp.                      COM            501889208      293     8,449 SHS               DEFINED               0      8,449   0 
Lockheed Martin Corp.          COM            539830109   17,811   279,920 SHS               DEFINED               0    279,920   0 
Lockheed Martin Corp.          COM            539830109      758    11,915 SHS               DEFINED               0     11,915   0 
Lockheed Martin Corp.          COM            539830109    3,521    55,329 SHS               DEFINED               0     55,329   0 
Lockheed Martin Corp.          COM            539830109      102     1,606 SHS               DEFINED               0      1,606   0 
Loews Corp.                    COM            540424108   16,051   169,224 SHS               DEFINED               0    169,224   0 
Loews Corp.                    COM            540424108      701     7,389 SHS               DEFINED               0      7,389   0 
Loews Corp.                    COM            540424108    2,020    21,300 SHS               DEFINED               0     21,300   0 
Loews Corp.                    COM            540424108       69       730 SHS               DEFINED               0        730   0 
Loews Corp. - Carolina Group   GP STK         540424207       57     1,300 SHS               DEFINED               0      1,300   0 
Lojack Corporation             COM            539451104      795    32,943 SHS               DEFINED               0     32,943   0 
Lojack Corporation             COM            539451104      292    12,083 SHS               DEFINED               0     12,083   0 
Lone Star Steakhouse & Saloon  COM            542307103      233     9,806 SHS               DEFINED               0      9,806   0 
Longs Drug Stores Corp.        COM            543162101    1,137    31,242 SHS               DEFINED               0     31,242   0 
Longs Drug Stores Corp.        COM            543162101        9       258 SHS               DEFINED               0        258   0 
Louisiana-Pacific Corp.        COM            546347105    2,273    82,754 SHS               DEFINED               0     82,754   0 
Louisiana-Pacific Corp.        COM            546347105      234     8,525 SHS               DEFINED               0      8,525   0 
Louisiana-Pacific Corp.        COM            546347105    1,505    54,794 SHS               DEFINED               0     54,794   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Louisiana-Pacific Corp.        COM            546347105       13       474 SHS               DEFINED               0        474   0 
Lowe's Cos., Inc.              COM            548661107    1,414    21,211 SHS               DEFINED               0     21,211   0 
Lowe's Cos., Inc.              COM            548661107      287     4,305 SHS               DEFINED               0      4,305   0 
Lowe's Cos., Inc.              COM            548661107      107     1,598 SHS               DEFINED               0      1,598   0 
LSI Industries, Inc.           COM            50216C108       10       654 SHS               DEFINED               0        654   0 
LSI Industries, Inc.           COM            50216C108        2       108 SHS               DEFINED               0        108   0 
LSI Industries, Inc.           COM            50216C108      210    13,440 SHS               DEFINED               0     13,440   0 
LSI Logic Corp.                COM            502161102      371    46,371 SHS               DEFINED               0     46,371   0 
LSI Logic Corp.                COM            502161102    1,774   221,811 SHS               DEFINED               0    221,811   0 
LSI Logic Corp.                COM            502161102       11     1,422 SHS               DEFINED               0      1,422   0 
LTC Properties, Inc.           COM            502175102      253    12,019 SHS               DEFINED               0     12,019   0 
Ltd. Brands                    COM            532716107       53     2,378 SHS               DEFINED               0      2,378   0 
Lubrizol Corp.                 COM            549271104       13       310 SHS               DEFINED               0        310   0 
Luby's, Inc.                   COM            549282101      260    19,522 SHS               DEFINED               0     19,522   0 
Lucent Technologies, Inc.      COM            549463107      665   250,073 SHS               DEFINED               0    250,073   0 
Lucent Technologies, Inc.      COM            549463107    1,185   445,676 SHS               DEFINED               0    445,676   0 
Lucent Technologies, Inc.      COM            549463107    1,243   467,136 SHS               DEFINED               0    467,136   0 
Lucent Technologies, Inc.      COM            549463107       23     8,540 SHS               DEFINED               0      8,540   0 
Lufkin Industries, Inc.        COM            549764108      292     5,864 SHS               DEFINED               0      5,864   0 
Lufkin Industries, Inc.        COM            549764108    1,412    28,319 SHS               DEFINED               0     28,319   0 
Luxottica Group Spa            ADR            55068R202      843    33,313 SHS               DEFINED               0     33,313   0 
Lyondell Chemical Co.          COM            552078107       20       848 SHS               DEFINED               0        848   0 
M&F Worldwide Corp.            COM            552541104      268    16,399 SHS               DEFINED               0     16,399   0 
M&T Bank Corp.                 COM            55261F104      711     6,520 SHS               DEFINED               0      6,520   0 
M&T Bank Corp.                 COM            55261F104      410     3,762 SHS               DEFINED               0      3,762   0 
M&T Bank Corp.                 COM            55261F104       68       619 SHS               DEFINED               0        619   0 
M&T Bank Corp.                 COM            55261F104       34       310 SHS               DEFINED               0        310   0 
Macerich Co. (The)             COM            554382101       22       323 SHS               DEFINED               0        323   0 
Macerich Co. (The)             COM            554382101       14       210 SHS               DEFINED               0        210   0 
Mac-Gray Corp.                 COM            554153106      230    19,713 SHS               DEFINED               0     19,713   0 
Mack-Cali Realty Corp.         COM            554489104       18       420 SHS               DEFINED               0        420   0 
MAF Bancorp, Inc.              COM            55261R108       44     1,071 SHS               DEFINED               0      1,071   0 
MAF Bancorp, Inc.              COM            55261R108        7       179 SHS               DEFINED               0        179   0 
Magellan Health Services Inc   COM            559079207      970    30,832 SHS               DEFINED               0     30,832   0 
Magellan Health Services Inc   COM            559079207      192     6,096 SHS               DEFINED               0      6,096   0 
Magellan Health Services Inc   COM            559079207        7       220 SHS               DEFINED               0        220   0 
Magellan Petroleum Corp        COM            559091301      171    97,737 SHS               DEFINED               0     97,737   0 
Magnetek, Inc.                 COM            559424106    4,934 1,518,274 SHS               DEFINED               0  1,518,274   0 
Main Street Restaurant Group   COM            560345308      204    46,365 SHS               DEFINED               0     46,365   0 
Management Network Group, Inc. COM            561693102      235    98,492 SHS               DEFINED               0     98,492   0 
Manitowoc Co.                  COM            563571108    1,479    29,458 SHS               DEFINED               0     29,458   0 
Manor Care, Inc.               COM            564055101       10       264 SHS               DEFINED               0        264   0 
Manpower, Inc.                 COM            56418H100       28       600 SHS               DEFINED               0        600   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Mantech International Corp.    CL A           564563104      268     9,629 SHS               DEFINED               0      9,629   0 
Mantech International Corp.    CL A           564563104      232     8,338 SHS               DEFINED               0      8,338   0 
Mapinfo Corp.                  COM            565105103      262    20,815 SHS               DEFINED               0     20,815   0 
Marathon Oil Corp.             COM            565849106      112     1,844 SHS               DEFINED               0      1,844   0 
Marchex Inc                    CL B           56624R108      346    15,388 SHS               DEFINED               0     15,388   0 
Marcus Corp.                   COM            566330106      299    12,738 SHS               DEFINED               0     12,738   0 
MarineMax, Inc.                COM            567908108      316     9,998 SHS               DEFINED               0      9,998   0 
Maritrans, Inc.                COM            570363101      208     7,976 SHS               DEFINED               0      7,976   0 
Markel Corp.                   COM            570535104        6        20 SHS               DEFINED               0         20   0 
Marriott International, Inc.   CL A           571903202       29       434 SHS               DEFINED               0        434   0 
Marsh & McLennan Cos., Inc.    COM            571748102    5,944   187,168 SHS               DEFINED               0    187,168   0 
Marsh & McLennan Cos., Inc.    COM            571748102       94     2,956 SHS               DEFINED               0      2,956   0 
Marsh & McLennan Cos., Inc.    COM            571748102      101     3,175 SHS               DEFINED               0      3,175   0 
Marshall & Ilsley Corp.        COM            571834100       55     1,286 SHS               DEFINED               0      1,286   0 
Marshall & Ilsley Corp.        COM            571834100       30       706 SHS               DEFINED               0        706   0 
Marten Transport Ltd.          COM            573075108      566    31,043 SHS               DEFINED               0     31,043   0 
Marten Transport Ltd.          COM            573075108      276    15,132 SHS               DEFINED               0     15,132   0 
Martin Marietta Materials,                                                                                                          
   Inc.                        COM            573284106    2,272    29,618 SHS               DEFINED               0     29,618   0 
Martin Marietta Materials,                                                                                                          
   Inc.                        COM            573284106      387     5,041 SHS               DEFINED               0      5,041   0 
Martin Marietta Materials,                                                                                                          
   Inc.                        COM            573284106       19       252 SHS               DEFINED               0        252   0 
Martin Marietta Materials,                                                                                                          
   Inc.                        COM            573284106       10       130 SHS               DEFINED               0        130   0 
Marvell Technology Group Ltd.  ORD            G5876H105      946    16,864 SHS               DEFINED               0     16,864   0 
Marvell Technology Group Ltd.  ORD            G5876H105       13       230 SHS               DEFINED               0        230   0 
Masco Corp.                    COM            574599106       71     2,355 SHS               DEFINED               0      2,355   0 
Masco Corp.                    COM            574599106       58     1,936 SHS               DEFINED               0      1,936   0 
Massey Energy Co.              COM            576206106        5       130 SHS               DEFINED               0        130   0 
Mastec, Inc.                   COM            576323109      245    23,401 SHS               DEFINED               0     23,401   0 
Matrix Service Co.             COM            576853105      312    31,696 SHS               DEFINED               0     31,696   0 
Mattel, Inc.                   COM            577081102       28     1,758 SHS               DEFINED               0      1,758   0 
Matthews International Corp.   CL A           577128101    1,013    27,829 SHS               DEFINED               0     27,829   0 
Matthews International Corp.   CL A           577128101      163     4,480 SHS               DEFINED               0      4,480   0 
Matthews International Corp.   CL A           577128101       38     1,053 SHS               DEFINED               0      1,053   0 
Matthews International Corp.   CL A           577128101        7       179 SHS               DEFINED               0        179   0 
Maxim Integrated Products      COM            57772K101       15       420 SHS               DEFINED               0        420   0 
Maxtor Corp.                   COM            577729205       16     2,266 SHS               DEFINED               0      2,266   0 
Maxwell Technologies Inc       COM            577767106    4,961   350,121 SHS               DEFINED               0    350,121   0 
Maytag Corp.                   COM            578592107       15       810 SHS               DEFINED               0        810   0 
MBIA, Inc.                     COM            55262C100       44       736 SHS               DEFINED               0        736   0 
MBIA, Inc.                     COM            55262C100       36       600 SHS               DEFINED               0        600   0 
MBNA Corp.                     COM            55262L100      719    26,493 SHS               DEFINED               0     26,493   0 
MBNA Corp.                     COM            55262L100    1,143    42,104 SHS               DEFINED               0     42,104   0 
MBNA Corp.                     COM            55262L100      189     6,946 SHS               DEFINED               0      6,946   0 
MBNA Corp.                     COM            55262L100      112     4,112 SHS               DEFINED               0      4,112   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
MBT Financial Corp.            COM            578877102        9       570 SHS               DEFINED               0        570   0 
MBT Financial Corp.            COM            578877102        1        90 SHS               DEFINED               0         90   0 
McAfee Inc.                    COM            579064106      670    24,703 SHS               DEFINED               0     24,703   0 
McAfee Inc.                    COM            579064106        6       228 SHS               DEFINED               0        228   0 
McClatchy Co.                  CL A           579489105      632    10,687 SHS               DEFINED               0     10,687   0 
McClatchy Co.                  CL A           579489105        8       140 SHS               DEFINED               0        140   0 
McCormick & Co., Inc.          COM NON VTG    579780206      630    20,367 SHS               DEFINED               0     20,367   0 
McCormick & Co., Inc.          COM NON VTG    579780206       23       736 SHS               DEFINED               0        736   0 
McCormick & Co., Inc.          COM NON VTG    579780206       12       400 SHS               DEFINED               0        400   0 
McData Corp.                   CL A           580031201      185    48,668 SHS               DEFINED               0     48,668   0 
McDermott International, Inc.  COM            580037109      406     9,096 SHS               DEFINED               0      9,096   0 
McDermott International, Inc.  COM            580037109    1,396    31,299 SHS               DEFINED               0     31,299   0 
McDonald's Corp.               COM            580135101      728    21,600 SHS               DEFINED               0     21,600   0 
McDonald's Corp.               COM            580135101    1,174    34,817 SHS               DEFINED               0     34,817   0 
McDonald's Corp.               COM            580135101    1,297    38,472 SHS               DEFINED               0     38,472   0 
McDonald's Corp.               COM            580135101    1,297    38,452 SHS               DEFINED               0     38,452   0 
McDonald's Corp.               COM            580135101      232     6,884 SHS               DEFINED               0      6,884   0 
McDonald's Corp.               COM            580135101      128     3,796 SHS               DEFINED               0      3,796   0 
Mcgrath Rentcorp               COM            580589109       23       819 SHS               DEFINED               0        819   0 
Mcgrath Rentcorp               COM            580589109        4       143 SHS               DEFINED               0        143   0 
McGraw-Hill Cos., Inc. (The)   COM            580645109   15,538   300,943 SHS               DEFINED               0    300,943   0 
McGraw-Hill Cos., Inc. (The)   COM            580645109    1,379    26,708 SHS               DEFINED               0     26,708   0 
McGraw-Hill Cos., Inc. (The)   COM            580645109    1,207    23,384 SHS               DEFINED               0     23,384   0 
McGraw-Hill Cos., Inc. (The)   COM            580645109      107     2,064 SHS               DEFINED               0      2,064   0 
McGraw-Hill Cos., Inc. (The)   COM            580645109       44       848 SHS               DEFINED               0        848   0 
MCI Inc                        COM            552691107    2,135   108,218 SHS               DEFINED               0    108,218   0 
MCI Inc                        COM            552691107       94     4,746 SHS               DEFINED               0      4,746   0 
McKesson Corp.                 COM            58155Q103    1,457    28,241 SHS               DEFINED               0     28,241   0 
McKesson Corp.                 COM            58155Q103      126     2,445 SHS               DEFINED               0      2,445   0 
MDC Holdings, Inc.             COM            552676108        9       140 SHS               DEFINED               0        140   0 
MDU Resources Group, Inc.      COM            552690109       21       646 SHS               DEFINED               0        646   0 
MDU Resources Group, Inc.      COM            552690109       15       458 SHS               DEFINED               0        458   0 
Meadowbrook Insurance Group                                                                                                         
   Inc                         COM            58319P108      266    45,545 SHS               DEFINED               0     45,545   0 
MeadWestvaco Corp.             COM            583334107       36     1,286 SHS               DEFINED               0      1,286   0 
Mechanical Technology Inc      COM            583538103    4,615 1,648,086 SHS               DEFINED               0  1,648,086   0 
Medallion Financial Corp.      COM            583928106      290    25,731 SHS               DEFINED               0     25,731   0 
Medarex, Inc.                  COM            583916101    6,076   438,670 SHS               DEFINED               0    438,670   0 
Medcath Corp.                  COM            58404W109      199    10,753 SHS               DEFINED               0     10,753   0 
Medco Health Solutions, Inc.   COM            58405U102      101     1,810 SHS               DEFINED               0      1,810   0 
Media General, Inc.            CL A           584404107        6       126 SHS               DEFINED               0        126   0 
Media General, Inc.            CL A           584404107        6       120 SHS               DEFINED               0        120   0 
Medicis Pharmaceutical         CL A           584690309      937    29,229 SHS               DEFINED               0     29,229   0 
Medimmune Inc                  COM            584699102       10       290 SHS               DEFINED               0        290   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Medis Technologies Ltd.        COM            58500P107    4,808   326,884 SHS               DEFINED               0    326,884   0 
Medtronic Inc                  COM            585055106    3,336    57,948 SHS               DEFINED               0     57,948   0 
Medtronic Inc                  COM            585055106    1,225    21,282 SHS               DEFINED               0     21,282   0 
Medtronic Inc                  COM            585055106      385     6,687 SHS               DEFINED               0      6,687   0 
Medtronic Inc                  COM            585055106      958    16,647 SHS               DEFINED               0     16,647   0 
Medtronic Inc                  COM            585055106       94     1,638 SHS               DEFINED               0      1,638   0 
Mellon Financial Corp.         COM            58551A108       53     1,548 SHS               DEFINED               0      1,548   0 
MEMC Electronic Materials,                                                                                                          
   Inc.                        COM            552715104    4,978   224,526 SHS               DEFINED               0    224,526   0 
MEMC Electronic Materials,                                                                                                          
   Inc.                        COM            552715104      377    17,015 SHS               DEFINED               0     17,015   0 
MEMC Electronic Materials,                                                                                                          
   Inc.                        COM            552715104    1,805    81,403 SHS               DEFINED               0     81,403   0 
Men's Wearhouse, Inc.          COM            587118100    2,675    90,874 SHS               DEFINED               0     90,874   0 
Men's Wearhouse, Inc.          COM            587118100      172     5,833 SHS               DEFINED               0      5,833   0 
Men's Wearhouse, Inc.          COM            587118100      568    19,304 SHS               DEFINED               0     19,304   0 
Mercantile Bankshares Corp.    COM            587405101       24       431 SHS               DEFINED               0        431   0 
Mercantile Bankshares Corp.    COM            587405101       16       280 SHS               DEFINED               0        280   0 
Mercer Insurance Group Inc     COM            587902107      289    19,240 SHS               DEFINED               0     19,240   0 
Merck & Co., Inc.              COM            589331107   15,846   498,160 SHS               DEFINED               0    498,160   0 
Merck & Co., Inc.              COM            589331107    1,732    54,433 SHS               DEFINED               0     54,433   0 
Merck & Co., Inc.              COM            589331107    1,760    55,334 SHS               DEFINED               0     55,334   0 
Merck & Co., Inc.              COM            589331107      386    12,124 SHS               DEFINED               0     12,124   0 
Merck & Co., Inc.              COM            589331107      477    14,992 SHS               DEFINED               0     14,992   0 
Mercury Computer Systems, Inc. COM            589378108      110     5,356 SHS               DEFINED               0      5,356   0 
Mercury General Corp.          COM            589400100      227     3,898 SHS               DEFINED               0      3,898   0 
Mercury General Corp.          COM            589400100      105     1,809 SHS               DEFINED               0      1,809   0 
Mercury General Corp.          COM            589400100       18       305 SHS               DEFINED               0        305   0 
Mercury General Corp.          COM            589400100       12       210 SHS               DEFINED               0        210   0 
Mercury Interactive Corp.      COM            589405109      691    24,869 SHS               DEFINED               0     24,869   0 
Meredith Corp.                 COM            589433101       14       269 SHS               DEFINED               0        269   0 
Meredith Corp.                 COM            589433101        7       140 SHS               DEFINED               0        140   0 
Merge Technologies, Inc.       COM            589981109      373    14,914 SHS               DEFINED               0     14,914   0 
Meridian Bioscience, Inc.      COM            589584101       17       867 SHS               DEFINED               0        867   0 
Meridian Bioscience, Inc.      COM            589584101        3       126 SHS               DEFINED               0        126   0 
Merrill Lynch & Co., Inc.      COM            590188108    1,666    24,604 SHS               DEFINED               0     24,604   0 
Merrill Lynch & Co., Inc.      COM            590188108      241     3,556 SHS               DEFINED               0      3,556   0 
Mesa Air Group, Inc.           COM            590479101      323    30,913 SHS               DEFINED               0     30,913   0 
Metlife, Inc.                  COM            59156R108      695    14,193 SHS               DEFINED               0     14,193   0 
Metlife, Inc.                  COM            59156R108    1,997    40,750 SHS               DEFINED               0     40,750   0 
Metlife, Inc.                  COM            59156R108      136     2,768 SHS               DEFINED               0      2,768   0 
Metrologic Instruments, Inc.   COM            591676101      849    44,105 SHS               DEFINED               0     44,105   0 
Mettler Toledo International,                                                                                                       
   Inc.                        COM            592688105        8       140 SHS               DEFINED               0        140   0 
MGE Energy, Inc.               COM            55277P104    9,318   274,799 SHS               DEFINED               0    274,799   0 
MGE Energy, Inc.               COM            55277P104        4       108 SHS               DEFINED               0        108   0 
MGIC Investment Corp.          COM            552848103       20       304 SHS               DEFINED               0        304   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
MGM Mirage                     COM            552953101       19       530 SHS               DEFINED               0        530   0 
MGP Ingredients Inc            COM            55302G103    3,248   275,229 SHS               DEFINED               0    275,229   0 
Michael Baker Corp.            COM            057149106      250     9,779 SHS               DEFINED               0      9,779   0 
Michaels Stores, Inc.          COM            594087108       12       330 SHS               DEFINED               0        330   0 
Micrel, Inc.                   COM            594793101    1,895   163,387 SHS               DEFINED               0    163,387   0 
Microchip Technology, Inc.     COM            595017104    1,796    55,876 SHS               DEFINED               0     55,876   0 
Microchip Technology, Inc.     COM            595017104        9       290 SHS               DEFINED               0        290   0 
Micromuse, Inc.                COM            595094103      941    95,196 SHS               DEFINED               0     95,196   0 
Micromuse, Inc.                COM            595094103      320    32,361 SHS               DEFINED               0     32,361   0 
Micron Technology, Inc.        COM            595112103    3,061   229,944 SHS               DEFINED               0    229,944   0 
Micron Technology, Inc.        COM            595112103       38     2,876 SHS               DEFINED               0      2,876   0 
Microsemi Corp.                COM            595137100    1,857    67,154 SHS               DEFINED               0     67,154   0 
Microsoft Corp.                COM            594918104    5,521   211,126 SHS               DEFINED               0    211,126   0 
Microsoft Corp.                COM            594918104    3,112   118,992 SHS               DEFINED               0    118,992   0 
Microsoft Corp.                COM            594918104    1,684    64,408 SHS               DEFINED               0     64,408   0 
Microsoft Corp.                COM            594918104      839    32,088 SHS               DEFINED               0     32,088   0 
MicroStrategy, Inc.            CL A           594972408      948    11,458 SHS               DEFINED               0     11,458   0 
MicroStrategy, Inc.            CL A           594972408    1,043    12,605 SHS               DEFINED               0     12,605   0 
Middleby Corp                  COM            596278101      277     3,199 SHS               DEFINED               0      3,199   0 
Midland Co. (The)              COM            597486109        4       107 SHS               DEFINED               0        107   0 
Millennium Pharmaceuticals,                                                                                                         
   Inc.                        COM            599902103    4,044   416,877 SHS               DEFINED               0    416,877   0 
Millennium Pharmaceuticals,                                                                                                         
   Inc.                        COM            599902103      834    86,022 SHS               DEFINED               0     86,022   0 
Millipore Corp.                COM            601073109    4,731    71,643 SHS               DEFINED               0     71,643   0 
Millipore Corp.                COM            601073109    5,849    88,560 SHS               DEFINED               0     88,560   0 
Mills Corp. (The)              COM            601148109        7       170 SHS               DEFINED               0        170   0 
Minas Buenaventura             SPON ADR       204448104    1,127    39,810 SHS               DEFINED               0     39,810   0 
Mine Safety Appliances Co.     COM            602720104        7       198 SHS               DEFINED               0        198   0 
MKS Instruments, Inc.          COM            55306N104    1,728    96,567 SHS               DEFINED               0     96,567   0 
Modtech Holdings, Inc.         COM            60783C100      245    26,242 SHS               DEFINED               0     26,242   0 
Mohawk Industries, Inc.        COM            608190104       26       300 SHS               DEFINED               0        300   0 
Molecular Devices Corp.        COM            60851C107      982    33,944 SHS               DEFINED               0     33,944   0 
Molecular Devices Corp.        COM            60851C107    1,050    36,301 SHS               DEFINED               0     36,301   0 
Molex, Inc.                    COM            608554101        8       290 SHS               DEFINED               0        290   0 
Molex, Inc.                    CL A           608554200        6       240 SHS               DEFINED               0        240   0 
Molson Coors Brewing Co        CL B           60871R209       15       230 SHS               DEFINED               0        230   0 
Monarch Casino & Resort, Inc.  COM            609027107      339    15,015 SHS               DEFINED               0     15,015   0 
MoneyGram International Inc    COM            60935Y109        9       332 SHS               DEFINED               0        332   0 
Monsanto Co.                   COM            61166W101       47       610 SHS               DEFINED               0        610   0 
Monster Worldwide, Inc.        COM            611742107      395     9,671 SHS               DEFINED               0      9,671   0 
Monster Worldwide, Inc.        COM            611742107      698    17,095 SHS               DEFINED               0     17,095   0 
Montpelier Re Holdings Ltd     SHS            G62185106        7       348 SHS               DEFINED               0        348   0 
Moody's Corp.                  COM            615369105   17,136   278,995 SHS               DEFINED               0    278,995   0 
Moody's Corp.                  COM            615369105    1,466    23,862 SHS               DEFINED               0     23,862   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Moody's Corp.                  COM            615369105       12       190 SHS               DEFINED               0        190   0 
Moog, Inc.                     CL A           615394202      277     9,753 SHS               DEFINED               0      9,753   0 
Morgan Stanley                 COM            617446448    1,656    29,191 SHS               DEFINED               0     29,191   0 
Morgan Stanley                 COM            617446448      270     4,752 SHS               DEFINED               0      4,752   0 
MortgageIT Holdings Inc        COM            61915Q108      245    17,947 SHS               DEFINED               0     17,947   0 
Mosaic Company                 COM            61945A107       12       838 SHS               DEFINED               0        838   0 
Motorola, Inc.                 COM            620076109   13,666   604,954 SHS               DEFINED               0    604,954   0 
Motorola, Inc.                 COM            620076109    3,013   133,359 SHS               DEFINED               0    133,359   0 
Motorola, Inc.                 COM            620076109    1,175    51,999 SHS               DEFINED               0     51,999   0 
Motorola, Inc.                 COM            620076109    1,231    54,504 SHS               DEFINED               0     54,504   0 
Motorola, Inc.                 COM            620076109      866    38,347 SHS               DEFINED               0     38,347   0 
Motorola, Inc.                 COM            620076109      137     6,052 SHS               DEFINED               0      6,052   0 
Movado Group, Inc.             COM            624580106      249    13,621 SHS               DEFINED               0     13,621   0 
MPS Group, Inc.                COM            553409103      272    19,909 SHS               DEFINED               0     19,909   0 
MRO Software, Inc.             COM            55347W105      812    57,829 SHS               DEFINED               0     57,829   0 
MRO Software, Inc.             COM            55347W105      213    15,143 SHS               DEFINED               0     15,143   0 
MTC Technologies, Inc.         COM            55377A106      109     3,974 SHS               DEFINED               0      3,974   0 
Mueller Industries, Inc.       COM            624756102        7       270 SHS               DEFINED               0        270   0 
Multi-Fineline Electronix Inc  COM            62541B101    1,178    24,449 SHS               DEFINED               0     24,449   0 
Multi-Fineline Electronix Inc  COM            62541B101      868    18,016 SHS               DEFINED               0     18,016   0 
Murphy Oil Corp.               COM            626717102    1,460    27,048 SHS               DEFINED               0     27,048   0 
Murphy Oil Corp.               COM            626717102       29       528 SHS               DEFINED               0        528   0 
Myers Industries, Inc.         COM            628464109        3       197 SHS               DEFINED               0        197   0 
Myers Industries, Inc.         COM            628464109      320    21,916 SHS               DEFINED               0     21,916   0 
Mylan Laboratories             COM            628530107      882    44,209 SHS               DEFINED               0     44,209   0 
Mylan Laboratories             COM            628530107       12       600 SHS               DEFINED               0        600   0 
Myogen, Inc.                   COM            62856E104    6,263   207,674 SHS               DEFINED               0    207,674   0 
Myriad Genetics, Inc.          COM            62855J104    4,765   229,093 SHS               DEFINED               0    229,093   0 
Nabors Industries Ltd.         SHS            G6359F103       20       270 SHS               DEFINED               0        270   0 
NACCO Industries, Inc.         CL A           629579103        5        45 SHS               DEFINED               0         45   0 
NACCO Industries, Inc.         CL A           629579103        8        70 SHS               DEFINED               0         70   0 
NALCO Holdings Co.             COM            62985Q101    5,649   318,971 SHS               DEFINED               0    318,971   0 
NAM TAI Electronics, Inc.      COM            629865205    1,238    55,026 SHS               DEFINED               0     55,026   0 
NAM TAI Electronics, Inc.      COM            629865205    3,236   143,831 SHS               DEFINED               0    143,831   0 
Nanometrics, Inc.              COM            630077105      240    21,789 SHS               DEFINED               0     21,789   0 
Nanophase Technologies Corp.   COM            630079101    1,694   299,870 SHS               DEFINED               0    299,870   0 
Napster Inc                    COM            630797108      224    63,774 SHS               DEFINED               0     63,774   0 
Nara Bancorp, Inc.             COM            63080P105      550    30,936 SHS               DEFINED               0     30,936   0 
Nash Finch Co.                 COM            631158102      154     6,055 SHS               DEFINED               0      6,055   0 
NATCO Group, Inc.              CL A           63227W203      206    10,061 SHS               DEFINED               0     10,061   0 
National City Corp.            COM            635405103   11,273   335,813 SHS               DEFINED               0    335,813   0 
National City Corp.            COM            635405103      116     3,458 SHS               DEFINED               0      3,458   0 
National City Corp.            COM            635405103      119     3,552 SHS               DEFINED               0      3,552   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
National Financial Partners                                                                                                         
   Corp.                       COM            63607P208    1,378    26,216 SHS               DEFINED               0     26,216   0 
National Fuel Gas Co.          COM            636180101    8,531   273,509 SHS               DEFINED               0    273,509   0 
National Fuel Gas Co.          COM            636180101       15       466 SHS               DEFINED               0        466   0 
National Fuel Gas Co.          COM            636180101      936    30,018 SHS               DEFINED               0     30,018   0 
National Fuel Gas Co.          COM            636180101       15       468 SHS               DEFINED               0        468   0 
National Instruments Corp.     COM            636518102    1,139    35,532 SHS               DEFINED               0     35,532   0 
National Instruments Corp.     COM            636518102      491    15,332 SHS               DEFINED               0     15,332   0 
National Instruments Corp.     COM            636518102      839    26,176 SHS               DEFINED               0     26,176   0 
National Penn Bancshares, Inc. COM            637138108        5       246 SHS               DEFINED               0        246   0 
National Semiconductor Corp.   COM            637640103   14,853   571,715 SHS               DEFINED               0    571,715   0 
National Semiconductor Corp.   COM            637640103    3,325   128,000 SHS               DEFINED               0    128,000   0 
National Semiconductor Corp.   COM            637640103       11       434 SHS               DEFINED               0        434   0 
National-Oilwell Varco Inc     COM            637071101    2,419    38,588 SHS               DEFINED               0     38,588   0 
National-Oilwell Varco Inc     COM            637071101       10       158 SHS               DEFINED               0        158   0 
Nationwide Financial Services  CL A           638612101    3,673    83,469 SHS               DEFINED               0     83,469   0 
Nationwide Financial Services  CL A           638612101      240     5,448 SHS               DEFINED               0      5,448   0 
Nationwide Financial Services  CL A           638612101    1,177    26,744 SHS               DEFINED               0     26,744   0 
Nationwide Financial Services  CL A           638612101       31       700 SHS               DEFINED               0        700   0 
Nationwide Health Properties,                                                                                                       
   Inc.                        COM            638620104        9       408 SHS               DEFINED               0        408   0 
Natus Medical, Inc.            COM            639050103      338    20,969 SHS               DEFINED               0     20,969   0 
Navigators Group, Inc.         COM            638904102      299     6,848 SHS               DEFINED               0      6,848   0 
Navistar International Corp.   COM            63934E108       20       710 SHS               DEFINED               0        710   0 
Navteq Corp                    COM            63936L100      636    14,506 SHS               DEFINED               0     14,506   0 
Nci Inc                        CL A           62886K104       46     3,359 SHS               DEFINED               0      3,359   0 
NCR Corp.                      COM            62886E108   15,746   463,926 SHS               DEFINED               0    463,926   0 
NCR Corp.                      COM            62886E108      686    20,224 SHS               DEFINED               0     20,224   0 
NCR Corp.                      COM            62886E108       27       782 SHS               DEFINED               0        782   0 
NDCHealth Corp.                COM            639480102    2,517   130,874 SHS               DEFINED               0    130,874   0 
Nelnet, Inc.                   CL A           64031N108      407    10,014 SHS               DEFINED               0     10,014   0 
NEOWARE Inc                    COM            64065P102      355    15,233 SHS               DEFINED               0     15,233   0 
Netease.Com Inc                ADR            64110W102    2,263    40,295 SHS               DEFINED               0     40,295   0 
NetFlix, Inc.                  COM            64110L106    1,265    46,761 SHS               DEFINED               0     46,761   0 
Netgear, Inc.                  COM            64111Q104      237    12,302 SHS               DEFINED               0     12,302   0 
Netgear, Inc.                  COM            64111Q104      662    34,405 SHS               DEFINED               0     34,405   0 
Network Appliance, Inc.        COM            64120L104    1,105    40,912 SHS               DEFINED               0     40,912   0 
Network Appliance, Inc.        COM            64120L104       11       420 SHS               DEFINED               0        420   0 
Neurocrine Biosciences, Inc.   COM            64125C109    4,590    73,170 SHS               DEFINED               0     73,170   0 
New Century Financial Corp.    COM            6435EV108       10       266 SHS               DEFINED               0        266   0 
New Jersey Resources Corp.     COM            646025106        7       170 SHS               DEFINED               0        170   0 
New Plan Excel Realty Trust    COM            648053106       19       808 SHS               DEFINED               0        808   0 
New River Pharmaceuticals Inc  COM            648468205    4,798    92,479 SHS               DEFINED               0     92,479   0 
New York Community Bancorp,                                                                                                         
   Inc.                        COM            649445103       19     1,168 SHS               DEFINED               0      1,168   0 
New York Times Co.             CL A           650111107       18       690 SHS               DEFINED               0        690   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Newell Rubbermaid, Inc.        COM            651229106      238     9,998 SHS               DEFINED               0      9,998   0 
Newell Rubbermaid, Inc.        COM            651229106       42     1,758 SHS               DEFINED               0      1,758   0 
Newfield Exploration Co.       COM            651290108    1,439    28,733 SHS               DEFINED               0     28,733   0 
Newfield Exploration Co.       COM            651290108    1,004    20,057 SHS               DEFINED               0     20,057   0 
Newfield Exploration Co.       COM            651290108       17       348 SHS               DEFINED               0        348   0 
Newmont Mining Corp.           COM            651639106       42       790 SHS               DEFINED               0        790   0 
Newport Corp.                  COM            651824104      248    18,320 SHS               DEFINED               0     18,320   0 
News Corp. Inc.                CL A           65248E104       91     5,879 SHS               DEFINED               0      5,879   0 
Nextel Partners, Inc.          CL A           65333F107    1,940    69,432 SHS               DEFINED               0     69,432   0 
Nextel Partners, Inc.          CL A           65333F107    2,185    78,204 SHS               DEFINED               0     78,204   0 
Nextel Partners, Inc.          CL A           65333F107    2,292    82,041 SHS               DEFINED               0     82,041   0 
Nextel Partners, Inc.          CL A           65333F107      785    28,098 SHS               DEFINED               0     28,098   0 
NGAS Resources Inc             COM            62912T103      192    18,293 SHS               DEFINED               0     18,293   0 
Nicholas Financial Inc         CMO            65373J209      265    25,167 SHS               DEFINED               0     25,167   0 
Nicor, Inc.                    COM            654086107   10,802   274,802 SHS               DEFINED               0    274,802   0 
Nicor, Inc.                    COM            654086107        9       234 SHS               DEFINED               0        234   0 
Nicor, Inc.                    COM            654086107       14       348 SHS               DEFINED               0        348   0 
Nike, Inc.                     CL B           654106103    1,393    16,048 SHS               DEFINED               0     16,048   0 
Nike, Inc.                     CL B           654106103       60       690 SHS               DEFINED               0        690   0 
Ninetowns Digital World        ADR            654407105      256    45,063 SHS               DEFINED               0     45,063   0 
NiSource, Inc.                 COM            65473P105       45     2,138 SHS               DEFINED               0      2,138   0 
NL Industries                  COM            629156407        5       370 SHS               DEFINED               0        370   0 
Noble Corporation              SHS            G65422100       16       220 SHS               DEFINED               0        220   0 
Noble Energy, Inc.             COM            655044105    1,401    34,768 SHS               DEFINED               0     34,768   0 
Noble Energy, Inc.             COM            655044105       10       240 SHS               DEFINED               0        240   0 
Nordson Corp.                  COM            655663102      974    24,055 SHS               DEFINED               0     24,055   0 
Nordson Corp.                  COM            655663102        8       198 SHS               DEFINED               0        198   0 
Nordstrom, Inc.                COM            655664100    1,042    27,853 SHS               DEFINED               0     27,853   0 
Nordstrom, Inc.                COM            655664100      930    24,862 SHS               DEFINED               0     24,862   0 
Nordstrom, Inc.                COM            655664100       24       630 SHS               DEFINED               0        630   0 
Norfolk Southern Corp.         COM            655844108    1,446    32,255 SHS               DEFINED               0     32,255   0 
Norfolk Southern Corp.         COM            655844108       62     1,376 SHS               DEFINED               0      1,376   0 
North Fork Bancorp, Inc.       COM            659424105      438    16,013 SHS               DEFINED               0     16,013   0 
North Fork Bancorp, Inc.       COM            659424105       72     2,621 SHS               DEFINED               0      2,621   0 
North Fork Bancorp, Inc.       COM            659424105       44     1,598 SHS               DEFINED               0      1,598   0 
Northeast Utilities            COM            664397106       30     1,502 SHS               DEFINED               0      1,502   0 
Northern Trust Corp.           COM            665859104    1,400    27,018 SHS               DEFINED               0     27,018   0 
Northern Trust Corp.           COM            665859104       61     1,186 SHS               DEFINED               0      1,186   0 
Northern Trust Corp.           COM            665859104       30       580 SHS               DEFINED               0        580   0 
Northrop Grumman Corp.         COM            666807102      764    12,704 SHS               DEFINED               0     12,704   0 
Northrop Grumman Corp.         COM            666807102    2,777    46,201 SHS               DEFINED               0     46,201   0 
Northrop Grumman Corp.         COM            666807102      113     1,880 SHS               DEFINED               0      1,880   0 
Northwest Pipe Co.             COM            667746101      264     9,843 SHS               DEFINED               0      9,843   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Northwestern Corporation       COM            668074305      172     5,521 SHS               DEFINED               0      5,521   0 
Northwestern Corporation       COM            668074305      956    30,774 SHS               DEFINED               0     30,774   0 
Novamerican Steel Inc          COM            669959108      270     6,848 SHS               DEFINED               0      6,848   0 
Novartis Ag                    ADR            66987V109    1,656    31,550 SHS               DEFINED               0     31,550   0 
Novatel Inc                    COM            669954109      267     9,679 SHS               DEFINED               0      9,679   0 
Novellus Systems, Inc.         COM            670008101       10       430 SHS               DEFINED               0        430   0 
Novo-Nordisk A/S-              SPON ADR       670100205    1,353    24,015 SHS               DEFINED               0     24,015   0 
NRG Energy Inc                 COM            629377508       20       416 SHS               DEFINED               0        416   0 
NSTAR                          COM            67019E107       22       778 SHS               DEFINED               0        778   0 
NTL, Inc.                      COM            62940M104       28       410 SHS               DEFINED               0        410   0 
NU Horizons Electronics Corp.  COM            669908105      356    35,229 SHS               DEFINED               0     35,229   0 
Nuance Communications Inc      COM            67020Y100      365    47,849 SHS               DEFINED               0     47,849   0 
Nucor Corp.                    COM            670346105    1,318    19,755 SHS               DEFINED               0     19,755   0 
Nucor Corp.                    COM            670346105      349     5,230 SHS               DEFINED               0      5,230   0 
Nucor Corp.                    COM            670346105       59       879 SHS               DEFINED               0        879   0 
Nucor Corp.                    COM            670346105       34       510 SHS               DEFINED               0        510   0 
Nuveen Investments, Inc.       CL A           67090F106       18       413 SHS               DEFINED               0        413   0 
Nuveen Investments, Inc.       CL A           67090F106        8       190 SHS               DEFINED               0        190   0 
NVE Corp                       COM            629445206    1,544   105,742 SHS               DEFINED               0    105,742   0 
Nvidia Corp.                   COM            67066G104    1,757    48,068 SHS               DEFINED               0     48,068   0 
Nvidia Corp.                   COM            67066G104      912    24,955 SHS               DEFINED               0     24,955   0 
Nvidia Corp.                   COM            67066G104       10       280 SHS               DEFINED               0        280   0 
NVR, Inc.                      COM            62944T105    2,571     3,662 SHS               DEFINED               0      3,662   0 
NVR, Inc.                      COM            62944T105    1,399     1,993 SHS               DEFINED               0      1,993   0 
NVR, Inc.                      COM            62944T105       14        20 SHS               DEFINED               0         20   0 
NYMAGIC, Inc.                  COM            629484106      260    10,471 SHS               DEFINED               0     10,471   0 
O2micro Intl Ltd               ADR            67107W100      165    16,207 SHS               DEFINED               0     16,207   0 
Occidental Petroleum Corp.     COM            674599105      722     9,039 SHS               DEFINED               0      9,039   0 
Occidental Petroleum Corp.     COM            674599105    2,492    31,193 SHS               DEFINED               0     31,193   0 
Occidental Petroleum Corp.     COM            674599105      103     1,284 SHS               DEFINED               0      1,284   0 
Oceaneering International,                                                                                                          
   Inc.                        COM            675232102    1,264    25,388 SHS               DEFINED               0     25,388   0 
O'Charleys, Inc.               COM            670823103      276    17,819 SHS               DEFINED               0     17,819   0 
Odyssey HealthCare, Inc.       COM            67611V101      917    49,221 SHS               DEFINED               0     49,221   0 
Odyssey Re Holdings Corp.      COM            67612W108       10       404 SHS               DEFINED               0        404   0 
Office Depot, Inc.             COM            676220106       44     1,406 SHS               DEFINED               0      1,406   0 
Officemax Inc.                 COM            67622P101       22       878 SHS               DEFINED               0        878   0 
OGE Energy Corp.               COM            670837103       19       710 SHS               DEFINED               0        710   0 
Ohio Casualty Corp.            COM            677240103    3,471   122,546 SHS               DEFINED               0    122,546   0 
Ohio Casualty Corp.            COM            677240103    3,306   116,729 SHS               DEFINED               0    116,729   0 
Ohio Casualty Corp.            COM            677240103      226     7,986 SHS               DEFINED               0      7,986   0 
Ohio Casualty Corp.            COM            677240103    1,111    39,222 SHS               DEFINED               0     39,222   0 
Ohio Casualty Corp.            COM            677240103        7       258 SHS               DEFINED               0        258   0 
Oil States International, Inc. COM            678026105    1,201    37,919 SHS               DEFINED               0     37,919   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Old Dominion Freight Line      COM            679580100      265     9,806 SHS               DEFINED               0      9,806   0 
Old National Bancorp - IN      COM            680033107    8,618   398,237 SHS               DEFINED               0    398,237   0 
Old National Bancorp - IN      COM            680033107        8       377 SHS               DEFINED               0        377   0 
Old Republic International                                                                                                          
   Corp.                       COM            680223104      230     8,760 SHS               DEFINED               0      8,760   0 
Old Republic International                                                                                                          
   Corp.                       COM            680223104       26     1,005 SHS               DEFINED               0      1,005   0 
Old Republic International                                                                                                          
   Corp.                       COM            680223104       25       968 SHS               DEFINED               0        968   0 
Olin Corp.                     COM            680665205      177     9,018 SHS               DEFINED               0      9,018   0 
Olin Corp.                     COM            680665205        8       390 SHS               DEFINED               0        390   0 
Olympic Steel Inc              COM            68162K106      363    14,605 SHS               DEFINED               0     14,605   0 
Omnicare, Inc.                 COM            681904108       13       230 SHS               DEFINED               0        230   0 
Omnicom Group                  COM            681919106    1,283    15,068 SHS               DEFINED               0     15,068   0 
Omnicom Group                  COM            681919106       43       502 SHS               DEFINED               0        502   0 
ON Semiconductor Corp.         COM            682189105      248    44,862 SHS               DEFINED               0     44,862   0 
ON Semiconductor Corp.         COM            682189105    1,807   326,775 SHS               DEFINED               0    326,775   0 
Oneok, Inc.                    COM            682680103       16       614 SHS               DEFINED               0        614   0 
Online Resources Corp          COM            68273G101      266    24,092 SHS               DEFINED               0     24,092   0 
Optimal Robotics Corp.         CLA A          68388R208      250    12,328 SHS               DEFINED               0     12,328   0 
Oracle Corp.                   COM            68389X105    1,731   141,790 SHS               DEFINED               0    141,790   0 
Oracle Corp.                   COM            68389X105      108     8,810 SHS               DEFINED               0      8,810   0 
Orbital Sciences Corp.         COM            685564106      178    13,892 SHS               DEFINED               0     13,892   0 
Orckit Communications Ltd      SHS NEW        M7531S206      248    10,189 SHS               DEFINED               0     10,189   0 
O'Reilly Automotive, Inc.      COM            686091109    5,263   164,430 SHS               DEFINED               0    164,430   0 
O'Reilly Automotive, Inc.      COM            686091109      396    12,358 SHS               DEFINED               0     12,358   0 
O'Reilly Automotive, Inc.      COM            686091109      601    18,765 SHS               DEFINED               0     18,765   0 
O'Reilly Automotive, Inc.      COM            686091109        9       280 SHS               DEFINED               0        280   0 
Ormat Technologies Inc         COM            686688102    4,762   182,190 SHS               DEFINED               0    182,190   0 
Ormat Technologies Inc         COM            686688102      278    10,645 SHS               DEFINED               0     10,645   0 
Ormat Technologies Inc         COM            686688102    1,084    41,467 SHS               DEFINED               0     41,467   0 
Oshkosh Truck Corp.            COM            688239201      382     8,575 SHS               DEFINED               0      8,575   0 
Oshkosh Truck Corp.            COM            688239201      826    18,532 SHS               DEFINED               0     18,532   0 
OSI Systems, Inc.              COM            671044105      297    16,143 SHS               DEFINED               0     16,143   0 
OSI Systems, Inc.              COM            671044105       75     4,097 SHS               DEFINED               0      4,097   0 
Osteotech, Inc.                COM            688582105      221    44,497 SHS               DEFINED               0     44,497   0 
Otter Tail Corp.               COM            689648103    8,690   299,863 SHS               DEFINED               0    299,863   0 
Otter Tail Corp.               COM            689648103      168     5,808 SHS               DEFINED               0      5,808   0 
Otter Tail Corp.               COM            689648103        5       161 SHS               DEFINED               0        161   0 
Otter Tail Corp.               COM            689648103      938    32,375 SHS               DEFINED               0     32,375   0 
Outback Steakhouse, Inc.       COM            689899102       12       290 SHS               DEFINED               0        290   0 
Overseas Shipholding Group     COM            690368105        7       140 SHS               DEFINED               0        140   0 
Owens & Minor, Inc.            COM            690732102        8       300 SHS               DEFINED               0        300   0 
Owens-Illinois, Inc.           COM            690768403       25     1,210 SHS               DEFINED               0      1,210   0 
Oxford Industries, Inc.        COM            691497309      916    16,740 SHS               DEFINED               0     16,740   0 
Paccar, Inc.                   COM            693718108       46       668 SHS               DEFINED               0        668   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Pacer International, Inc.      COM            69373H106      167     6,396 SHS               DEFINED               0      6,396   0 
Pacific Capital Bancorp        COM            69404P101       55     1,541 SHS               DEFINED               0      1,541   0 
Pacific Capital Bancorp        COM            69404P101        9       251 SHS               DEFINED               0        251   0 
Pacific Ethanol Inc            COM            69423U107    2,905   268,509 SHS               DEFINED               0    268,509   0 
Pacific Sunwear Of California  COM            694873100      534    21,431 SHS               DEFINED               0     21,431   0 
PacificNet Inc                 COM            69511V207      104    15,405 SHS               DEFINED               0     15,405   0 
PacificNet Inc                 COM            69511V207      240    35,420 SHS               DEFINED               0     35,420   0 
Packaging Corp. of America     COM            695156109       11       458 SHS               DEFINED               0        458   0 
Pactiv Corp.                   COM            695257105       21       954 SHS               DEFINED               0        954   0 
PainCare Holdings Inc          COM            69562E104      222    68,026 SHS               DEFINED               0     68,026   0 
Pall Corp.                     COM            696429307    5,838   217,350 SHS               DEFINED               0    217,350   0 
Pall Corp.                     COM            696429307       11       400 SHS               DEFINED               0        400   0 
Palm Harbor Homes, Inc.        COM            696639103      247    13,121 SHS               DEFINED               0     13,121   0 
Pan Pacific Retail Properties,                                                                                                      
   Inc.                        COM            69806L104        8       120 SHS               DEFINED               0        120   0 
Panamsat Holding Corp          COM            69831Y105      757    30,914 SHS               DEFINED               0     30,914   0 
Pantry, Inc. (The)             COM            698657103        9       200 SHS               DEFINED               0        200   0 
Papa John's International,                                                                                                          
   Inc.                        COM            698813102    1,194    20,138 SHS               DEFINED               0     20,138   0 
Papa John's International,                                                                                                          
   Inc.                        COM            698813102      696    11,731 SHS               DEFINED               0     11,731   0 
Papa John's International,                                                                                                          
   Inc.                        COM            698813102      769    12,962 SHS               DEFINED               0     12,962   0 
PAR Technology Corp            COM            698884103      308    11,099 SHS               DEFINED               0     11,099   0 
Parallel Petroleum Corp        COM            699157103      310    18,229 SHS               DEFINED               0     18,229   0 
Parametric Technology Corp.    COM            699173100      998   163,634 SHS               DEFINED               0    163,634   0 
Park Electrochemical Corp.     COM            700416209      180     6,937 SHS               DEFINED               0      6,937   0 
Park Electrochemical Corp.     COM            700416209      975    37,510 SHS               DEFINED               0     37,510   0 
Park National Corp.            COM            700658107        7        72 SHS               DEFINED               0         72   0 
Parker Drilling Co.            COM            701081101      297    27,395 SHS               DEFINED               0     27,395   0 
Parker Drilling Co.            COM            701081101    1,555   143,538 SHS               DEFINED               0    143,538   0 
Parker Hannifin Corp.          COM            701094104       43       653 SHS               DEFINED               0        653   0 
Parker Hannifin Corp.          COM            701094104       32       490 SHS               DEFINED               0        490   0 
Parlux Fragrances Inc          COM            701645103      268     8,769 SHS               DEFINED               0      8,769   0 
Partnerre Limited              COM            G6852T105    2,435    37,079 SHS               DEFINED               0     37,079   0 
Partnerre Limited              COM            G6852T105       19       290 SHS               DEFINED               0        290   0 
Partners Trust Financial                                                                                                            
   Group, Inc.                 COM            70213F102      267    22,145 SHS               DEFINED               0     22,145   0 
Pathmark Stores, Inc.          COM            70322A101    1,051   105,157 SHS               DEFINED               0    105,157   0 
Pathmark Stores, Inc.          COM            70322A101      226    22,645 SHS               DEFINED               0     22,645   0 
Patriot Transportation Holding COM            70337B102      245     3,724 SHS               DEFINED               0      3,724   0 
Patten Corporation             COM            096231105      228    14,441 SHS               DEFINED               0     14,441   0 
Patterson Cos Inc.             COM            703395103        8       230 SHS               DEFINED               0        230   0 
Patterson-UTI Energy, Inc.     COM            703481101    1,348    40,905 SHS               DEFINED               0     40,905   0 
Patterson-UTI Energy, Inc.     COM            703481101      390    11,830 SHS               DEFINED               0     11,830   0 
Patterson-UTI Energy, Inc.     COM            703481101    1,341    40,713 SHS               DEFINED               0     40,713   0 
Paychex, Inc.                  COM            704326107      484    12,686 SHS               DEFINED               0     12,686   0 
Paychex, Inc.                  COM            704326107       80     2,093 SHS               DEFINED               0      2,093   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Paychex, Inc.                  COM            704326107       21       558 SHS               DEFINED               0        558   0 
Payless Shoesource, Inc.       COM            704379106      193     7,698 SHS               DEFINED               0      7,698   0 
Payless Shoesource, Inc.       COM            704379106      639    25,470 SHS               DEFINED               0     25,470   0 
Payless Shoesource, Inc.       COM            704379106       15       600 SHS               DEFINED               0        600   0 
PDF Solutions, Inc.            COM            693282105      250    15,361 SHS               DEFINED               0     15,361   0 
Peabody Energy Corp.           COM            704549104      986    11,966 SHS               DEFINED               0     11,966   0 
Peabody Energy Corp.           COM            704549104       14       170 SHS               DEFINED               0        170   0 
Pediatric Services of America  COM            705323103      258    18,229 SHS               DEFINED               0     18,229   0 
Penn National Gaming, Inc.     COM            707569109      692    21,016 SHS               DEFINED               0     21,016   0 
Penn Treaty American Corp      COM            707874400      284    28,263 SHS               DEFINED               0     28,263   0 
Penn Virginia Corp.            COM            707882106    1,320    23,001 SHS               DEFINED               0     23,001   0 
Pentair, Inc.                  COM            709631105       19       556 SHS               DEFINED               0        556   0 
Pentair, Inc.                  COM            709631105    5,884   170,458 SHS               DEFINED               0    170,458   0 
Pentair, Inc.                  COM            709631105       12       358 SHS               DEFINED               0        358   0 
Peoples Bancorp, Inc. - OH     COM            709789101        2        54 SHS               DEFINED               0         54   0 
People's Bank - Bridgeport CT  COM            710198102      147     4,734 SHS               DEFINED               0      4,734   0 
People's Bank - Bridgeport CT  COM            710198102       24       772 SHS               DEFINED               0        772   0 
People's Bank - Bridgeport CT  COM            710198102        8       270 SHS               DEFINED               0        270   0 
Peoples Energy Corp.           COM            711030106   13,066   372,563 SHS               DEFINED               0    372,563   0 
Peoples Energy Corp.           COM            711030106        8       215 SHS               DEFINED               0        215   0 
Peoples Energy Corp.           COM            711030106       11       320 SHS               DEFINED               0        320   0 
PEP Boys-Manny Moe & Jack      COM            713278109        8       530 SHS               DEFINED               0        530   0 
Pepco Holdings, Inc.           COM            713291102    3,696   165,201 SHS               DEFINED               0    165,201   0 
Pepco Holdings, Inc.           COM            713291102      236    10,546 SHS               DEFINED               0     10,546   0 
Pepco Holdings, Inc.           COM            713291102      997    44,581 SHS               DEFINED               0     44,581   0 
Pepco Holdings, Inc.           COM            713291102       33     1,496 SHS               DEFINED               0      1,496   0 
Pepsi Bottling Group, Inc.     COM            713409100    2,981   104,196 SHS               DEFINED               0    104,196   0 
Pepsi Bottling Group, Inc.     COM            713409100    1,228    42,935 SHS               DEFINED               0     42,935   0 
Pepsi Bottling Group, Inc.     COM            713409100      600    20,972 SHS               DEFINED               0     20,972   0 
Pepsi Bottling Group, Inc.     COM            713409100       32     1,114 SHS               DEFINED               0      1,114   0 
PepsiAmericas, Inc.            COM            71343P200      231     9,922 SHS               DEFINED               0      9,922   0 
PepsiAmericas, Inc.            COM            71343P200      634    27,238 SHS               DEFINED               0     27,238   0 
PepsiAmericas, Inc.            COM            71343P200       14       602 SHS               DEFINED               0        602   0 
Pepsico, Inc.                  COM            713448108    1,149    19,449 SHS               DEFINED               0     19,449   0 
Pepsico, Inc.                  COM            713448108      541     9,162 SHS               DEFINED               0      9,162   0 
Pepsico, Inc.                  COM            713448108      202     3,416 SHS               DEFINED               0      3,416   0 
Performance Food Group Co.     COM            713755106      629    22,157 SHS               DEFINED               0     22,157   0 
Performance Food Group Co.     COM            713755106       12       418 SHS               DEFINED               0        418   0 
PerkinElmer, Inc.              COM            714046109       12       500 SHS               DEFINED               0        500   0 
Perot Systems Corp.            CL A           714265105    1,032    72,973 SHS               DEFINED               0     72,973   0 
Perot Systems Corp.            CL A           714265105        7       510 SHS               DEFINED               0        510   0 
Per-Se Technologies, Inc.      COM            713569309      249    10,666 SHS               DEFINED               0     10,666   0 
Petrochina Co Ltd              ADR            71646E100    4,844    59,108 SHS               DEFINED               0     59,108   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Petroleum Helicopters          NON VTG        716604202      257     8,231 SHS               DEFINED               0      8,231   0 
Petsmart, Inc.                 COM            716768106       11       410 SHS               DEFINED               0        410   0 
Pfizer Inc                     COM            717081103    1,815    77,818 SHS               DEFINED               0     77,818   0 
Pfizer Inc                     COM            717081103    1,845    79,108 SHS               DEFINED               0     79,108   0 
Pfizer Inc                     COM            717081103    1,341    57,497 SHS               DEFINED               0     57,497   0 
Pfizer Inc                     COM            717081103      949    40,699 SHS               DEFINED               0     40,699   0 
Pfizer Inc                     COM            717081103      569    24,404 SHS               DEFINED               0     24,404   0 
PG&E Corp.                     COM            69331C108   16,718   450,390 SHS               DEFINED               0    450,390   0 
PG&E Corp.                     COM            69331C108      714    19,237 SHS               DEFINED               0     19,237   0 
PG&E Corp.                     COM            69331C108    1,773    47,753 SHS               DEFINED               0     47,753   0 
PG&E Corp.                     COM            69331C108       81     2,190 SHS               DEFINED               0      2,190   0 
Pharmion Corp.                 COM            71715B409      962    54,143 SHS               DEFINED               0     54,143   0 
Phelps Dodge Corp.             COM            717265102       33       228 SHS               DEFINED               0        228   0 
PHH Corporation                COM            693320202       23       838 SHS               DEFINED               0        838   0 
Phoenix Cos, Inc. (The)        COM            71902E109      174    12,732 SHS               DEFINED               0     12,732   0 
Phoenix Cos, Inc. (The)        COM            71902E109       11       778 SHS               DEFINED               0        778   0 
Phoenix Technologies Ltd.      COM            719153108      212    33,872 SHS               DEFINED               0     33,872   0 
Pico Holdings, Inc.            COM            693366205      234     7,257 SHS               DEFINED               0      7,257   0 
Piedmont Natural Gas Co.       COM            720186105    9,197   380,685 SHS               DEFINED               0    380,685   0 
Piedmont Natural Gas Co.       COM            720186105       10       413 SHS               DEFINED               0        413   0 
Piedmont Natural Gas Co.       COM            720186105        9       370 SHS               DEFINED               0        370   0 
Pier 1 Imports, Inc.           COM            720279108       25     2,902 SHS               DEFINED               0      2,902   0 
Pier 1 Imports, Inc.           COM            720279108        4       467 SHS               DEFINED               0        467   0 
Pier 1 Imports, Inc.           COM            720279108        6       680 SHS               DEFINED               0        680   0 
Pilgrim's Pride Corp.          COM            721467108    3,275    98,750 SHS               DEFINED               0     98,750   0 
Pilgrim's Pride Corp.          COM            721467108      240     7,243 SHS               DEFINED               0      7,243   0 
Pilgrim's Pride Corp.          COM            721467108      659    19,877 SHS               DEFINED               0     19,877   0 
Pilgrim's Pride Corp.          COM            721467108        7       220 SHS               DEFINED               0        220   0 
Pinnacle West Capital Corp.    COM            723484101   10,562   255,427 SHS               DEFINED               0    255,427   0 
Pinnacle West Capital Corp.    COM            723484101       22       539 SHS               DEFINED               0        539   0 
Pinnacle West Capital Corp.    COM            723484101       29       710 SHS               DEFINED               0        710   0 
Pioneer Drilling Co            COM            723655106    1,342    74,873 SHS               DEFINED               0     74,873   0 
Pioneer Natural Resources Co.  COM            723787107    1,294    25,236 SHS               DEFINED               0     25,236   0 
Pioneer Natural Resources Co.  COM            723787107       14       264 SHS               DEFINED               0        264   0 
Piper Jaffray Cos              COM            724078100      176     4,352 SHS               DEFINED               0      4,352   0 
Pitney Bowes, Inc.             COM            724479100    1,228    29,056 SHS               DEFINED               0     29,056   0 
Pitney Bowes, Inc.             COM            724479100       53     1,257 SHS               DEFINED               0      1,257   0 
Pitney Bowes, Inc.             COM            724479100       41       982 SHS               DEFINED               0        982   0 
Playboy Enterprises, Inc.      CL B           728117300      234    16,863 SHS               DEFINED               0     16,863   0 
Playboy Enterprises, Inc.      CL B           728117300      655    47,124 SHS               DEFINED               0     47,124   0 
Playboy Enterprises, Inc.      CL B           728117300      630    45,387 SHS               DEFINED               0     45,387   0 
Playboy Enterprises, Inc.      CL B           728117300      251    18,101 SHS               DEFINED               0     18,101   0 
Playtex Products, Inc.         COM            72813P100      251    18,351 SHS               DEFINED               0     18,351   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Plexus Corp.                   COM            729132100      277    12,199 SHS               DEFINED               0     12,199   0 
Plexus Corp.                   COM            729132100      721    31,728 SHS               DEFINED               0     31,728   0 
Plexus Corp.                   COM            729132100    1,049    46,128 SHS               DEFINED               0     46,128   0 
Plug Power, Inc.               COM            72919P103    4,604   897,534 SHS               DEFINED               0    897,534   0 
Plum Creek Timber Co., Inc.                                                                                                         
   (REIT)                      COM            729251108       26       720 SHS               DEFINED               0        720   0 
PLX Technology, Inc.           COM            693417107      263    30,594 SHS               DEFINED               0     30,594   0 
PMA Capital Corp.              CL A           693419202      265    29,046 SHS               DEFINED               0     29,046   0 
PMI Group, Inc. (The)          COM            69344M101      234     5,702 SHS               DEFINED               0      5,702   0 
PMI Group, Inc. (The)          COM            69344M101       14       332 SHS               DEFINED               0        332   0 
PNC Financial Services Group,                                                                                                       
   Inc.                        COM            693475105       88     1,428 SHS               DEFINED               0      1,428   0 
PNM Resources, Inc.            COM            69349H107        9       370 SHS               DEFINED               0        370   0 
Pogo Producing Co.             COM            730448107    1,334    26,777 SHS               DEFINED               0     26,777   0 
Pogo Producing Co.             COM            730448107       10       210 SHS               DEFINED               0        210   0 
Polaris Industries, Inc.       COM            731068102        7       132 SHS               DEFINED               0        132   0 
Polo Ralph Lauren Corp.        CL A           731572103       14       256 SHS               DEFINED               0        256   0 
Popular, Inc.                  COM            733174106      189     8,946 SHS               DEFINED               0      8,946   0 
Popular, Inc.                  COM            733174106       31     1,471 SHS               DEFINED               0      1,471   0 
Popular, Inc.                  COM            733174106       21     1,000 SHS               DEFINED               0      1,000   0 
Portfolio Recovery Associates,                                                                                                      
   Inc.                        COM            73640Q105      305     6,569 SHS               DEFINED               0      6,569   0 
Post Properties, Inc.          COM            737464107       12       300 SHS               DEFINED               0        300   0 
Potlatch Corp.                 COM            737628107        8       158 SHS               DEFINED               0        158   0 
Power Integrations, Inc.       COM            739276103    4,917   206,501 SHS               DEFINED               0    206,501   0 
Power Integrations, Inc.       COM            739276103      277    11,621 SHS               DEFINED               0     11,621   0 
Power Integrations, Inc.       COM            739276103    2,015    84,641 SHS               DEFINED               0     84,641   0 
Powerwave Technologies, Inc.   COM            739363109      919    73,098 SHS               DEFINED               0     73,098   0 
PPG Industries, Inc.           COM            693506107       54       934 SHS               DEFINED               0        934   0 
PPG Industries, Inc.           COM            693506107       52       904 SHS               DEFINED               0        904   0 
PPL Corp.                      COM            69351T106      710    24,162 SHS               DEFINED               0     24,162   0 
PPL Corp.                      COM            69351T106    1,764    59,984 SHS               DEFINED               0     59,984   0 
PPL Corp.                      COM            69351T106       49     1,676 SHS               DEFINED               0      1,676   0 
Pra International              COM            69353C101      925    32,875 SHS               DEFINED               0     32,875   0 
Pra International              COM            69353C101      262     9,303 SHS               DEFINED               0      9,303   0 
Praxair, Inc.                  COM            74005P104    3,267    61,680 SHS               DEFINED               0     61,680   0 
Praxair, Inc.                  COM            74005P104      571    10,787 SHS               DEFINED               0     10,787   0 
Praxair, Inc.                  COM            74005P104       93     1,756 SHS               DEFINED               0      1,756   0 
Praxair, Inc.                  COM            74005P104       43       820 SHS               DEFINED               0        820   0 
Precision Castparts Corp.      COM            740189105   17,783   343,240 SHS               DEFINED               0    343,240   0 
Precision Castparts Corp.      COM            740189105    2,252    43,472 SHS               DEFINED               0     43,472   0 
Precision Castparts Corp.      COM            740189105    1,734    33,474 SHS               DEFINED               0     33,474   0 
Precision Castparts Corp.      COM            740189105       12       230 SHS               DEFINED               0        230   0 
Preformed Line Products Co     COM            740444104      231     5,390 SHS               DEFINED               0      5,390   0 
Prentiss Properties Trust      SH BEN INT     740706106       10       258 SHS               DEFINED               0        258   0 
Presidential Life Corp.        COM            740884101      270    14,159 SHS               DEFINED               0     14,159   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Priceline.com, Inc.            COM            741503403      653    29,269 SHS               DEFINED               0     29,269   0 
Pride International, Inc.      COM            74153Q102      379    12,328 SHS               DEFINED               0     12,328   0 
Pride International, Inc.      COM            74153Q102    1,304    42,419 SHS               DEFINED               0     42,419   0 
Pride International, Inc.      COM            74153Q102       14       468 SHS               DEFINED               0        468   0 
Principal Financial Group      COM            74251V102   15,606   329,024 SHS               DEFINED               0    329,024   0 
Principal Financial Group      COM            74251V102      681    14,367 SHS               DEFINED               0     14,367   0 
Principal Financial Group      COM            74251V102       40       848 SHS               DEFINED               0        848   0 
ProAssurance Corp.             COM            74267C106      919    18,896 SHS               DEFINED               0     18,896   0 
ProAssurance Corp.             COM            74267C106    1,092    22,456 SHS               DEFINED               0     22,456   0 
Procter & Gamble Co            COM            742718109   22,330   385,800 SHS               DEFINED               0    385,800   0 
Procter & Gamble Co            COM            742718109      787    13,591 SHS               DEFINED               0     13,591   0 
Procter & Gamble Co            COM            742718109      446     7,710 SHS               DEFINED               0      7,710   0 
Progenics Pharmaceuticals,                                                                                                          
   Inc.                        COM            743187106    4,288   171,451 SHS               DEFINED               0    171,451   0 
Progress Energy, Inc.          COM            743263105   13,146   299,308 SHS               DEFINED               0    299,308   0 
Progress Energy, Inc.          COM            743263105       60     1,364 SHS               DEFINED               0      1,364   0 
Progress Energy, Inc.          COM            743263105       83     1,896 SHS               DEFINED               0      1,896   0 
Progress Software Corp.        COM            743312100    2,707    95,400 SHS               DEFINED               0     95,400   0 
Progress Software Corp.        COM            743312100      822    28,971 SHS               DEFINED               0     28,971   0 
Progress Software Corp.        COM            743312100      233     8,218 SHS               DEFINED               0      8,218   0 
Progress Software Corp.        COM            743312100      905    31,892 SHS               DEFINED               0     31,892   0 
Progressive Corp. (The)        COM            743315103      696     5,958 SHS               DEFINED               0      5,958   0 
Progressive Corp. (The)        COM            743315103      126     1,080 SHS               DEFINED               0      1,080   0 
Progressive Corp. (The)        COM            743315103       44       380 SHS               DEFINED               0        380   0 
Prologis                       COM SH BEN INT 743410102       63     1,339 SHS               DEFINED               0      1,339   0 
Prologis                       COM SH BEN INT 743410102       31       668 SHS               DEFINED               0        668   0 
ProQuest Co.                   COM            74346P102      667    23,888 SHS               DEFINED               0     23,888   0 
Protective Life Corp.          COM            743674103      227     5,193 SHS               DEFINED               0      5,193   0 
Protective Life Corp.          COM            743674103       17       377 SHS               DEFINED               0        377   0 
Protective Life Corp.          COM            743674103       14       310 SHS               DEFINED               0        310   0 
Providence Service Corp. (The) COM            743815102      240     8,322 SHS               DEFINED               0      8,322   0 
Provident Financial Services,                                                                                                       
   Inc.                        COM            74386T105      178     9,590 SHS               DEFINED               0      9,590   0 
Prudential Financial, Inc.     COM            744320102   15,728   214,898 SHS               DEFINED               0    214,898   0 
Prudential Financial, Inc.     COM            744320102    1,980    27,049 SHS               DEFINED               0     27,049   0 
Prudential Financial, Inc.     COM            744320102      903    12,338 SHS               DEFINED               0     12,338   0 
Prudential Financial, Inc.     COM            744320102      124     1,689 SHS               DEFINED               0      1,689   0 
PSB Bancorp Inc/PA             COM            693604100      210    18,229 SHS               DEFINED               0     18,229   0 
Public Service Enterprise                                                                                                           
   Group, Inc.                 COM            744573106       90     1,386 SHS               DEFINED               0      1,386   0 
Public Storage, Inc.           COM            74460D109       38       558 SHS               DEFINED               0        558   0 
Puget Energy, Inc.             COM            745310102       22     1,056 SHS               DEFINED               0      1,056   0 
Pulte Homes, Inc.              COM            745867101    2,485    63,133 SHS               DEFINED               0     63,133   0 
Pulte Homes, Inc.              COM            745867101       29       748 SHS               DEFINED               0        748   0 
Qiao Xing Universal Telephone  ORD            G7303A109      173    23,358 SHS               DEFINED               0     23,358   0 
Qualcomm, Inc.                 COM            747525103    3,081    71,521 SHS               DEFINED               0     71,521   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Qualcomm, Inc.                 COM            747525103    1,202    27,891 SHS               DEFINED               0     27,891   0 
Qualcomm, Inc.                 COM            747525103    3,130    72,648 SHS               DEFINED               0     72,648   0 
Qualcomm, Inc.                 COM            747525103       46     1,078 SHS               DEFINED               0      1,078   0 
Quality Systems, Inc.          COM            747582104      220     2,868 SHS               DEFINED               0      2,868   0 
Quanex Corp.                   COM            747620102    1,848    36,973 SHS               DEFINED               0     36,973   0 
Quanex Corp.                   COM            747620102      786    15,731 SHS               DEFINED               0     15,731   0 
Quanta Services, Inc.          COM            74762E102    1,373   104,250 SHS               DEFINED               0    104,250   0 
Quanta Services, Inc.          COM            74762E102        8       608 SHS               DEFINED               0        608   0 
Quantum Corp.                  COM DSSG       747906204      252    82,540 SHS               DEFINED               0     82,540   0 
Quantum Fuel Systems                                                                                                                
   Technologies Worldwide,                                                                                                          
   Inc.                        COM            74765E109    5,237 1,954,260 SHS               DEFINED               0  1,954,260   0 
Quest Diagnostics              COM            74834L100       20       390 SHS               DEFINED               0        390   0 
Questar Corp.                  COM            748356102       35       467 SHS               DEFINED               0        467   0 
Questar Corp.                  COM            748356102      920    12,152 SHS               DEFINED               0     12,152   0 
Questar Corp.                  COM            748356102       13       170 SHS               DEFINED               0        170   0 
Quidel Corp.                   COM            74838J101      290    26,970 SHS               DEFINED               0     26,970   0 
Quovadx, Inc.                  COM            74913K106      203    84,179 SHS               DEFINED               0     84,179   0 
Qwest Communications                                                                                                                
   International               COM            749121109      800   141,606 SHS               DEFINED               0    141,606   0 
Qwest Communications                                                                                                                
   International               COM            749121109      105    18,584 SHS               DEFINED               0     18,584   0 
Radian Group, Inc.             COM            750236101    3,692    63,017 SHS               DEFINED               0     63,017   0 
Radian Group, Inc.             COM            750236101      241     4,110 SHS               DEFINED               0      4,110   0 
Radian Group, Inc.             COM            750236101    1,183    20,193 SHS               DEFINED               0     20,193   0 
Radian Group, Inc.             COM            750236101       17       282 SHS               DEFINED               0        282   0 
Radiant Systems, Inc.          COM            75025N102      301    24,730 SHS               DEFINED               0     24,730   0 
Radica Games Ltd               ORD            G7342H107      219    24,499 SHS               DEFINED               0     24,499   0 
RadioShack Corp.               COM            750438103       15       720 SHS               DEFINED               0        720   0 
Radisys Corp.                  COM            750459109      228    13,148 SHS               DEFINED               0     13,148   0 
RADVISION LTD                  ORD            M81869105      310    18,675 SHS               DEFINED               0     18,675   0 
RailAmerica, Inc.              COM            750753105      236    21,443 SHS               DEFINED               0     21,443   0 
Raindance Communications, Inc. COM            75086X106      224   109,947 SHS               DEFINED               0    109,947   0 
Raven Industries, Inc.         COM            754212108       17       591 SHS               DEFINED               0        591   0 
Raven Industries, Inc.         COM            754212108        3       107 SHS               DEFINED               0        107   0 
Raymond James Financial, Inc.  COM            754730109      232     6,169 SHS               DEFINED               0      6,169   0 
Raymond James Financial, Inc.  COM            754730109        9       240 SHS               DEFINED               0        240   0 
Rayonier, Inc.                 COM            754907103       12       290 SHS               DEFINED               0        290   0 
Raytheon Co.                   COM            755111507    1,491    37,140 SHS               DEFINED               0     37,140   0 
Raytheon Co.                   COM            755111507    2,751    68,518 SHS               DEFINED               0     68,518   0 
Raytheon Co.                   COM            755111507       96     2,402 SHS               DEFINED               0      2,402   0 
Reader's Digest Association,                                                                                                        
   Inc. (The)                  COM            755267101        8       500 SHS               DEFINED               0        500   0 
Realty Income Corp.            COM            756109104       61     2,801 SHS               DEFINED               0      2,801   0 
Realty Income Corp.            COM            756109104       10       462 SHS               DEFINED               0        462   0 
Realty Income Corp.            COM            756109104        8       388 SHS               DEFINED               0        388   0 
Reckson Associates Realty                                                                                                           
   Corp.                       COM            75621K106       15       418 SHS               DEFINED               0        418   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Red Hat, Inc.                  COM            756577102    2,052    75,346 SHS               DEFINED               0     75,346   0 
Red Hat, Inc.                  COM            756577102    1,090    40,021 SHS               DEFINED               0     40,021   0 
Redback Networks, Inc.         COM            757209507      361    25,704 SHS               DEFINED               0     25,704   0 
Redwood Trust, Inc.            COM            758075402        8       190 SHS               DEFINED               0        190   0 
Reebok International Ltd.      COM            758110100       11       190 SHS               DEFINED               0        190   0 
Regal Entertainment Group      CL A           758766109       36     1,915 SHS               DEFINED               0      1,915   0 
Regency Centers Corp.          COM            758849103       20       341 SHS               DEFINED               0        341   0 
Regency Centers Corp.          COM            758849103       15       256 SHS               DEFINED               0        256   0 
Regeneron Pharmaceuticals,                                                                                                          
   Inc.                        COM            75886F107    6,391   400,659 SHS               DEFINED               0    400,659   0 
Regions Financial Corp.        COM            7591EP100   11,137   326,019 SHS               DEFINED               0    326,019   0 
Regions Financial Corp.        COM            7591EP100       86     2,507 SHS               DEFINED               0      2,507   0 
Regions Financial Corp.        COM            7591EP100       67     1,968 SHS               DEFINED               0      1,968   0 
Regis Corp.                    COM            758932107        7       180 SHS               DEFINED               0        180   0 
Reinsurance Group Of America   COM            759351109      232     4,852 SHS               DEFINED               0      4,852   0 
Reinsurance Group Of America   COM            759351109    1,138    23,822 SHS               DEFINED               0     23,822   0 
Reinsurance Group Of America   COM            759351109       13       270 SHS               DEFINED               0        270   0 
Reliance Steel & Aluminum Co.  COM            759509102        8       130 SHS               DEFINED               0        130   0 
Reliant Resources, Inc.        COM            75952B105       41     3,931 SHS               DEFINED               0      3,931   0 
Remington Oil & Gas Corp.      COM            759594302    1,489    40,795 SHS               DEFINED               0     40,795   0 
Renaissancere Holdings Limited COM            G7496G103    2,120    48,053 SHS               DEFINED               0     48,053   0 
Renaissancere Holdings Limited COM            G7496G103       13       300 SHS               DEFINED               0        300   0 
Rent-A-Center, Inc.            COM            76009N100       15       798 SHS               DEFINED               0        798   0 
Repligen Corp.                 COM            759916109      327    81,748 SHS               DEFINED               0     81,748   0 
Republic Airways Holdings Inc  COM            760276105      183    12,058 SHS               DEFINED               0     12,058   0 
Republic Airways Holdings Inc  COM            760276105      271    17,819 SHS               DEFINED               0     17,819   0 
Republic Bancorp, Inc. - MI    COM            760282103       30     2,541 SHS               DEFINED               0      2,541   0 
Republic Bancorp, Inc. - MI    COM            760282103        5       414 SHS               DEFINED               0        414   0 
Republic Services, Inc.        COM            760759100       16       430 SHS               DEFINED               0        430   0 
Res-Care, Inc.                 COM            760943100      898    51,685 SHS               DEFINED               0     51,685   0 
Res-Care, Inc.                 COM            760943100      288    16,563 SHS               DEFINED               0     16,563   0 
Resources Connection, Inc.     COM            76122Q105    1,189    45,608 SHS               DEFINED               0     45,608   0 
Respironics, Inc.              COM            761230101      364     9,831 SHS               DEFINED               0      9,831   0 
Retail Ventures Inc            COM            76128Y102      289    23,246 SHS               DEFINED               0     23,246   0 
Rex Stores Corp.               COM            761624105      280    18,612 SHS               DEFINED               0     18,612   0 
Reynolds & Reynolds Co. (The)  CL A           761695105    3,021   107,638 SHS               DEFINED               0    107,638   0 
Reynolds & Reynolds Co. (The)  CL A           761695105      989    35,250 SHS               DEFINED               0     35,250   0 
Reynolds & Reynolds Co. (The)  CL A           761695105    1,009    35,961 SHS               DEFINED               0     35,961   0 
Reynolds American Inc.         COM            761713106       95       998 SHS               DEFINED               0        998   0 
Rigel Pharmaceuticals Inc      COM            766559603    1,722   205,975 SHS               DEFINED               0    205,975   0 
Rita Medical Systems, Inc.     COM            76774E103      280    71,659 SHS               DEFINED               0     71,659   0 
Rite Aid Corp.                 COM            767754104       24     6,862 SHS               DEFINED               0      6,862   0 
RLI Corp.                      COM            749607107      887    17,777 SHS               DEFINED               0     17,777   0 
RLI Corp.                      COM            749607107        7       143 SHS               DEFINED               0        143   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Roanoke Electric Steel Corp.   COM            769841107      301    12,738 SHS               DEFINED               0     12,738   0 
Robbins & Myers, Inc.          COM            770196103      231    11,354 SHS               DEFINED               0     11,354   0 
Robert Half International,                                                                                                          
   Inc.                        COM            770323103    2,105    55,561 SHS               DEFINED               0     55,561   0 
Robert Half International,                                                                                                          
   Inc.                        COM            770323103        8       220 SHS               DEFINED               0        220   0 
Rock-Tenn Co.                  CL A           772739207      231    16,909 SHS               DEFINED               0     16,909   0 
Rockwell Automation, Inc.      COM            773903109       31       522 SHS               DEFINED               0        522   0 
Rockwell Collins, Inc.         COM            774341101    2,026    43,590 SHS               DEFINED               0     43,590   0 
Rockwell Collins, Inc.         COM            774341101       13       290 SHS               DEFINED               0        290   0 
Rocky Shoes & Boots Inc        COM            774830103      217     8,923 SHS               DEFINED               0      8,923   0 
Rofin-Sinar Technologies, Inc. COM            775043102      887    20,403 SHS               DEFINED               0     20,403   0 
Rofin-Sinar Technologies, Inc. COM            775043102      176     4,042 SHS               DEFINED               0      4,042   0 
Rofin-Sinar Technologies, Inc. COM            775043102      292     6,720 SHS               DEFINED               0      6,720   0 
Rohm & Haas Co.                COM            775371107    1,418    29,280 SHS               DEFINED               0     29,280   0 
Rohm & Haas Co.                COM            775371107       59     1,221 SHS               DEFINED               0      1,221   0 
Rohm & Haas Co.                COM            775371107       49     1,020 SHS               DEFINED               0      1,020   0 
Rollins, Inc.                  COM            775711104    1,306    66,239 SHS               DEFINED               0     66,239   0 
Roper Industries, Inc.         COM            776696106      113     2,864 SHS               DEFINED               0      2,864   0 
Roper Industries, Inc.         COM            776696106       18       467 SHS               DEFINED               0        467   0 
Roper Industries, Inc.         COM            776696106    1,351    34,198 SHS               DEFINED               0     34,198   0 
Ross Stores, Inc.              COM            778296103      141     4,875 SHS               DEFINED               0      4,875   0 
Ross Stores, Inc.              COM            778296103       23       808 SHS               DEFINED               0        808   0 
Ross Stores, Inc.              COM            778296103       14       490 SHS               DEFINED               0        490   0 
Rowan Cos., Inc.               COM            779382100    1,251    35,092 SHS               DEFINED               0     35,092   0 
Royal Bank of Canada           COM            780087102    3,108    39,851 SHS               DEFINED               0     39,851   0 
Royal Caribbean Cruises Ltd    COM            V7780T103    1,268    28,137 SHS               DEFINED               0     28,137   0 
Royal Caribbean Cruises Ltd    COM            V7780T103       34       764 SHS               DEFINED               0        764   0 
RPC, Inc.                      COM            749660106    5,948   225,804 SHS               DEFINED               0    225,804   0 
RPC, Inc.                      COM            749660106      309    11,723 SHS               DEFINED               0     11,723   0 
RPC, Inc.                      COM            749660106    1,617    61,408 SHS               DEFINED               0     61,408   0 
RPM International, Inc.        COM            749685103       11       646 SHS               DEFINED               0        646   0 
RPM International, Inc.        COM            749685103       12       680 SHS               DEFINED               0        680   0 
RR Donnelley & Sons Co.        COM            257867101       40     1,167 SHS               DEFINED               0      1,167   0 
RR Donnelley & Sons Co.        COM            257867101       32       936 SHS               DEFINED               0        936   0 
RSA Security, Inc.             COM            749719100      591    52,586 SHS               DEFINED               0     52,586   0 
Ruddick Corp.                  COM            781258108        8       358 SHS               DEFINED               0        358   0 
Rush Enterprises Inc           CL A           781846209      248    16,681 SHS               DEFINED               0     16,681   0 
Russell Corp.                  COM            782352108      245    18,165 SHS               DEFINED               0     18,165   0 
Ryder System, Inc.             COM            783549108       25       620 SHS               DEFINED               0        620   0 
Ryerson Tull, Inc.             COM            78375P107      291    11,982 SHS               DEFINED               0     11,982   0 
Ryland Group, Inc.             COM            783764103    1,405    19,479 SHS               DEFINED               0     19,479   0 
Ryland Group, Inc.             COM            783764103       12       170 SHS               DEFINED               0        170   0 
S&T Bancorp, Inc.              COM            783859101        5       144 SHS               DEFINED               0        144   0 
Sabre Holdings Corp.           CL A           785905100       26     1,058 SHS               DEFINED               0      1,058   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Safeco Corp.                   COM            786429100    3,363    59,516 SHS               DEFINED               0     59,516   0 
Safeco Corp.                   COM            786429100    1,295    22,922 SHS               DEFINED               0     22,922   0 
Safeco Corp.                   COM            786429100    1,131    20,021 SHS               DEFINED               0     20,021   0 
Safeco Corp.                   COM            786429100       33       582 SHS               DEFINED               0        582   0 
SafeNet, Inc.                  COM            78645R107      205     6,354 SHS               DEFINED               0      6,354   0 
Safety Insurance Group, Inc.   COM            78648T100      570    14,128 SHS               DEFINED               0     14,128   0 
Safety Insurance Group, Inc.   COM            78648T100      173     4,282 SHS               DEFINED               0      4,282   0 
Safety Insurance Group, Inc.   COM            78648T100      289     7,157 SHS               DEFINED               0      7,157   0 
Safety Insurance Group, Inc.   COM            78648T100    1,119    27,722 SHS               DEFINED               0     27,722   0 
Safeway, Inc.                  COM            786514208      634    26,778 SHS               DEFINED               0     26,778   0 
Safeway, Inc.                  COM            786514208      108     4,564 SHS               DEFINED               0      4,564   0 
Saks, Inc.                     COM            79377W108       21     1,234 SHS               DEFINED               0      1,234   0 
Sandisk Corp.                  COM            80004C101    7,331   116,704 SHS               DEFINED               0    116,704   0 
Sandisk Corp.                  COM            80004C101    2,690    42,821 SHS               DEFINED               0     42,821   0 
Sandisk Corp.                  COM            80004C101       13       210 SHS               DEFINED               0        210   0 
Sands Regent                   COM            800091100      277    27,253 SHS               DEFINED               0     27,253   0 
Sanmina-SCI Corp.              COM            800907107      637   149,475 SHS               DEFINED               0    149,475   0 
Sanmina-SCI Corp.              COM            800907107       32     7,442 SHS               DEFINED               0      7,442   0 
Sappi Ltd-ADR                  ADR            803069202    2,948   260,181 SHS               DEFINED               0    260,181   0 
Sara Lee Corp.                 COM            803111103   10,681   565,116 SHS               DEFINED               0    565,116   0 
Sara Lee Corp.                 COM            803111103       82     4,332 SHS               DEFINED               0      4,332   0 
Sara Lee Corp.                 COM            803111103       88     4,670 SHS               DEFINED               0      4,670   0 
Sasol Ltd.                     ADR            803866300    2,110    59,205 SHS               DEFINED               0     59,205   0 
Savient Pharmaceuticals, Inc.  COM            80517Q100      253    67,653 SHS               DEFINED               0     67,653   0 
SBA Communications Corp.       COM            78388J106      731    40,824 SHS               DEFINED               0     40,824   0 
SCANA Corp.                    COM            80589M102      969    24,612 SHS               DEFINED               0     24,612   0 
SCANA Corp.                    COM            80589M102       27       688 SHS               DEFINED               0        688   0 
Schering-Plough Corp.          COM            806605101      997    47,804 SHS               DEFINED               0     47,804   0 
Schering-Plough Corp.          COM            806605101      101     4,824 SHS               DEFINED               0      4,824   0 
Schlumberger Ltd.              COM            806857108    3,307    34,043 SHS               DEFINED               0     34,043   0 
Schlumberger Ltd.              COM            806857108    2,416    24,869 SHS               DEFINED               0     24,869   0 
Schlumberger Ltd.              COM            806857108      105     1,076 SHS               DEFINED               0      1,076   0 
Scholastic Corp.               COM            807066105        8       288 SHS               DEFINED               0        288   0 
Schulman A, Inc.               COM            808194104      306    14,222 SHS               DEFINED               0     14,222   0 
Scientific-Atlanta, Inc.       COM            808655104      666    15,472 SHS               DEFINED               0     15,472   0 
Scientific-Atlanta, Inc.       COM            808655104    1,313    30,493 SHS               DEFINED               0     30,493   0 
Scientific-Atlanta, Inc.       COM            808655104       13       300 SHS               DEFINED               0        300   0 
Scottish Power Plc             SPON ADR FINAL 81013T705    3,671    98,209 SHS               DEFINED               0     98,209   0 
Scotts Co. (The)               CL A           810186106        8       170 SHS               DEFINED               0        170   0 
SCP Pool Corp.                 COM            784028102    1,025    27,540 SHS               DEFINED               0     27,540   0 
SCP Pool Corp.                 COM            784028102      358     9,622 SHS               DEFINED               0      9,622   0 
SCP Pool Corp.                 COM            784028102      544    14,609 SHS               DEFINED               0     14,609   0 
SCP Pool Corp.                 COM            784028102    1,392    37,406 SHS               DEFINED               0     37,406   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
SCPIE Holdings, Inc.           COM            78402P104      371    17,856 SHS               DEFINED               0     17,856   0 
Sea Containers Ltd.            CL A           811371707      273    21,762 SHS               DEFINED               0     21,762   0 
Seagate Technology             SHS            G7945J104       49     2,476 SHS               DEFINED               0      2,476   0 
Sealed Air Corp.               COM            81211K100       21       372 SHS               DEFINED               0        372   0 
Sears Holding Corp.            COM            812350106       72       620 SHS               DEFINED               0        620   0 
SEI Investments Co.            COM            784117103      337     9,104 SHS               DEFINED               0      9,104   0 
SEI Investments Co.            COM            784117103      859    23,220 SHS               DEFINED               0     23,220   0 
SEI Investments Co.            COM            784117103      124     3,342 SHS               DEFINED               0      3,342   0 
SEI Investments Co.            COM            784117103       21       556 SHS               DEFINED               0        556   0 
Select Comfort Corp.           COM            81616X103      296    10,820 SHS               DEFINED               0     10,820   0 
Selective Insurance Group      COM            816300107      547    10,294 SHS               DEFINED               0     10,294   0 
Selective Insurance Group      COM            816300107      902    16,994 SHS               DEFINED               0     16,994   0 
Selective Insurance Group      COM            816300107    1,073    20,198 SHS               DEFINED               0     20,198   0 
SEMCO Energy, Inc.             COM            78412D109      217    38,698 SHS               DEFINED               0     38,698   0 
Semiconductor Manufacturing In ADR            81663N206    3,183   470,875 SHS               DEFINED               0    470,875   0 
Sempra Energy                  COM            816851109    1,341    29,906 SHS               DEFINED               0     29,906   0 
Sempra Energy                  COM            816851109    1,849    41,243 SHS               DEFINED               0     41,243   0 
Sempra Energy                  COM            816851109       54     1,208 SHS               DEFINED               0      1,208   0 
Senior Housing Properties                                                                                                           
   Trust                       COM SH BEN INT 81721M109        6       370 SHS               DEFINED               0        370   0 
Sepracor Inc                   COM            817315104      815    15,795 SHS               DEFINED               0     15,795   0 
Serena Software, Inc.          COM            817492101      898    38,327 SHS               DEFINED               0     38,327   0 
Serena Software, Inc.          COM            817492101      988    42,164 SHS               DEFINED               0     42,164   0 
Service Corp.                                                                                                                       
   International - US          COM            817565104       15     1,875 SHS               DEFINED               0      1,875   0 
ServiceMaster Co. (The)        COM            81760N109    7,405   619,636 SHS               DEFINED               0    619,636   0 
ServiceMaster Co. (The)        COM            81760N109       19     1,597 SHS               DEFINED               0      1,597   0 
ServiceMaster Co. (The)        COM            81760N109       18     1,538 SHS               DEFINED               0      1,538   0 
Shanda Interactive                                                                                                                  
   Entertainment Ltd           ADR            81941Q203    1,379    90,479 SHS               DEFINED               0     90,479   0 
Shaw Group, Inc. (The)         COM            820280105       11       370 SHS               DEFINED               0        370   0 
Sherwin-Williams Co. (The)     COM            824348106       35       764 SHS               DEFINED               0        764   0 
Sherwin-Williams Co. (The)     COM            824348106       25       560 SHS               DEFINED               0        560   0 
Shoe Carnival, Inc.            COM            824889109      351    16,026 SHS               DEFINED               0     16,026   0 
Shuffle Master, Inc.           COM            825549108      620    24,680 SHS               DEFINED               0     24,680   0 
Shurgard Storage Centers, Inc. COM            82567D104       14       252 SHS               DEFINED               0        252   0 
Shurgard Storage Centers, Inc. COM            82567D104       10       178 SHS               DEFINED               0        178   0 
SI International, Inc.         COM            78427V102      252     8,231 SHS               DEFINED               0      8,231   0 
SI International, Inc.         COM            78427V102       87     2,847 SHS               DEFINED               0      2,847   0 
Siebel Systems, Inc.           COM            826170102       15     1,428 SHS               DEFINED               0      1,428   0 
Siemens Ag                     ADR            826197501    1,330    15,542 SHS               DEFINED               0     15,542   0 
Sierra Health Services         COM            826322109    2,463    30,801 SHS               DEFINED               0     30,801   0 
Sierra Health Services         COM            826322109      382     4,775 SHS               DEFINED               0      4,775   0 
Sierra Pacific Resources       COM            826428104       12       920 SHS               DEFINED               0        920   0 
Sigma-Aldrich Corp.            COM            826552101      668    10,550 SHS               DEFINED               0     10,550   0 
Sigma-Aldrich Corp.            COM            826552101    7,919   125,115 SHS               DEFINED               0    125,115   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Sigma-Aldrich Corp.            COM            826552101      144     2,268 SHS               DEFINED               0      2,268   0 
Sigma-Aldrich Corp.            COM            826552101       24       377 SHS               DEFINED               0        377   0 
Sigma-Aldrich Corp.            COM            826552101       10       158 SHS               DEFINED               0        158   0 
Silgan Holdings, Inc.          COM            827048109      314     8,692 SHS               DEFINED               0      8,692   0 
Silgan Holdings, Inc.          COM            827048109      184     5,082 SHS               DEFINED               0      5,082   0 
Silverleaf Resorts, Inc.       COM            828395103      238    72,921 SHS               DEFINED               0     72,921   0 
Simon Property Group, Inc.     COM            828806109       54       700 SHS               DEFINED               0        700   0 
Sina Corp                      ORD            G81477104    1,653    68,426 SHS               DEFINED               0     68,426   0 
Sinclair Broadcast Group, Inc. CL A           829226109    2,768   300,904 SHS               DEFINED               0    300,904   0 
Sinclair Broadcast Group, Inc. CL A           829226109    1,104   120,009 SHS               DEFINED               0    120,009   0 
Sinclair Broadcast Group, Inc. CL A           829226109      178    19,315 SHS               DEFINED               0     19,315   0 
Sinclair Broadcast Group, Inc. CL A           829226109      684    74,397 SHS               DEFINED               0     74,397   0 
Sinopec Shanghai Petrochemical ADR H          82935M109    3,511    92,721 SHS               DEFINED               0     92,721   0 
Sinovac Biotech Ltd            SHS            P8696W104      180    44,777 SHS               DEFINED               0     44,777   0 
Sirf Technology Holdings Inc   COM            82967H101    1,945    65,285 SHS               DEFINED               0     65,285   0 
Sirius Satellite Radio, Inc.   COM            82966U103    2,247   335,434 SHS               DEFINED               0    335,434   0 
Sitel Corp.                    COM            82980K107      284    91,080 SHS               DEFINED               0     91,080   0 
Six Flags, Inc.                COM            83001P109      256    33,143 SHS               DEFINED               0     33,143   0 
Six Flags, Inc.                COM            83001P109      714    92,632 SHS               DEFINED               0     92,632   0 
Six Flags, Inc.                COM            83001P109        9     1,176 SHS               DEFINED               0      1,176   0 
Sizeler Property Investors     COM            830137105      270    21,006 SHS               DEFINED               0     21,006   0 
Skechers Usa Inc.              CL A           830566105      184    11,995 SHS               DEFINED               0     11,995   0 
Sky Financial Group, Inc.      COM            83080P103    7,488   269,176 SHS               DEFINED               0    269,176   0 
Sky Financial Group, Inc.      COM            83080P103      100     3,597 SHS               DEFINED               0      3,597   0 
Sky Financial Group, Inc.      COM            83080P103       16       574 SHS               DEFINED               0        574   0 
Sky Financial Group, Inc.      COM            83080P103       11       408 SHS               DEFINED               0        408   0 
SL Green Realty Corp.          COM            78440X101        9       120 SHS               DEFINED               0        120   0 
SLM Corp.                      COM            78442P106      772    14,012 SHS               DEFINED               0     14,012   0 
SLM Corp.                      COM            78442P106      127     2,311 SHS               DEFINED               0      2,311   0 
SLM Corp.                      COM            78442P106       39       712 SHS               DEFINED               0        712   0 
Smith & Wesson Holding Corp    COM            831756101      178    45,381 SHS               DEFINED               0     45,381   0 
Smith International, Inc.      COM            832110100       19       500 SHS               DEFINED               0        500   0 
Smithfield Foods, Inc.         COM            832248108       30       978 SHS               DEFINED               0        978   0 
Smurfit-Stone Container Corp.  COM            832727101       37     2,596 SHS               DEFINED               0      2,596   0 
Snap-On, Inc.                  COM            833034101       12       330 SHS               DEFINED               0        330   0 
Sohu.com, Inc.                 COM            83408W103      865    47,145 SHS               DEFINED               0     47,145   0 
Sohu.com, Inc.                 COM            83408W103      662    36,087 SHS               DEFINED               0     36,087   0 
Solectron Corp.                COM            834182107      651   177,987 SHS               DEFINED               0    177,987   0 
Solectron Corp.                COM            834182107       36     9,812 SHS               DEFINED               0      9,812   0 
Sonic Automotive, Inc.         CL A           83545G102      189     8,471 SHS               DEFINED               0      8,471   0 
Sonic Automotive, Inc.         CL A           83545G102      625    28,031 SHS               DEFINED               0     28,031   0 
Sonic Automotive, Inc.         CL A           83545G102       15       670 SHS               DEFINED               0        670   0 
Sonic Corp.                    COM            835451105      705    23,891 SHS               DEFINED               0     23,891   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
SonicWALL, Inc.                COM            835470105      318    40,182 SHS               DEFINED               0     40,182   0 
Sonoco Products Co.            COM            835495102       16       539 SHS               DEFINED               0        539   0 
Sonoco Products Co.            COM            835495102       18       600 SHS               DEFINED               0        600   0 
Source Interlink Cos., Inc.    COM            836151209      256    23,055 SHS               DEFINED               0     23,055   0 
Sourcecorp                     COM            836167106      528    22,016 SHS               DEFINED               0     22,016   0 
Sourcecorp                     COM            836167106      285    11,892 SHS               DEFINED               0     11,892   0 
South Financial Group, Inc.                                                                                                         
   (The)                       COM            837841105       69     2,497 SHS               DEFINED               0      2,497   0 
South Financial Group, Inc.                                                                                                         
   (The)                       COM            837841105       11       413 SHS               DEFINED               0        413   0 
South Financial Group, Inc.                                                                                                         
   (The)                       COM            837841105        7       258 SHS               DEFINED               0        258   0 
Southern Co. (The)             COM            842587107      715    20,697 SHS               DEFINED               0     20,697   0 
Southern Co. (The)             COM            842587107    1,774    51,379 SHS               DEFINED               0     51,379   0 
Southern Co. (The)             COM            842587107      138     3,994 SHS               DEFINED               0      3,994   0 
Southern Copper Corp           COM            84265V105       16       240 SHS               DEFINED               0        240   0 
Southern Union Co.             COM            844030106        7       290 SHS               DEFINED               0        290   0 
Southwest Airlines Co.         COM            844741108    1,416    86,160 SHS               DEFINED               0     86,160   0 
Southwest Airlines Co.         COM            844741108       36     2,188 SHS               DEFINED               0      2,188   0 
Southwest Bancorp, Inc. - OK   COM            844767103        9       467 SHS               DEFINED               0        467   0 
Southwest Bancorp, Inc. - OK   COM            844767103        1        72 SHS               DEFINED               0         72   0 
Southwest Bancorp, Inc. - OK   COM            844767103      232    11,610 SHS               DEFINED               0     11,610   0 
Southwest Gas Corp.            COM            844895102        8       306 SHS               DEFINED               0        306   0 
Southwest Water Co.            COM            845331107    5,759   402,428 SHS               DEFINED               0    402,428   0 
Southwestern Energy Co.        COM            845467109    1,341    37,306 SHS               DEFINED               0     37,306   0 
Southwestern Energy Co.        COM            845467109      936    26,040 SHS               DEFINED               0     26,040   0 
Sovereign Bancorp, Inc.        COM            845905108       21       994 SHS               DEFINED               0        994   0 
Spartan Stores Inc             COM            846822104      258    24,757 SHS               DEFINED               0     24,757   0 
Spherion Corp.                 COM            848420105      269    26,868 SHS               DEFINED               0     26,868   0 
Spherion Corp.                 COM            848420105      336    33,553 SHS               DEFINED               0     33,553   0 
Spherion Corp.                 COM            848420105       10       976 SHS               DEFINED               0        976   0 
Sports Authority, Inc. (The)   COM            84917U109      165     5,313 SHS               DEFINED               0      5,313   0 
Sports Authority, Inc. (The)   COM            84917U109      547    17,584 SHS               DEFINED               0     17,584   0 
Sprint Nextel Corp             COM FON        852061100      143     6,127 SHS               DEFINED               0      6,127   0 
SPSS, Inc.                     COM            78462K102      939    30,370 SHS               DEFINED               0     30,370   0 
SPSS, Inc.                     COM            78462K102      329    10,626 SHS               DEFINED               0     10,626   0 
SPX Corp.                      COM            784635104       18       390 SHS               DEFINED               0        390   0 
SRA International, Inc.        CL A           78464R105      421    13,786 SHS               DEFINED               0     13,786   0 
St Jude Medical Inc            COM            790849103    1,446    28,800 SHS               DEFINED               0     28,800   0 
St Jude Medical Inc            COM            790849103       18       366 SHS               DEFINED               0        366   0 
St Mary Land & Exploration Co. COM            792228108    1,352    36,741 SHS               DEFINED               0     36,741   0 
St Paul Travelers Cos Inc      COM            792860108      697    15,605 SHS               DEFINED               0     15,605   0 
St Paul Travelers Cos Inc      COM            792860108      167     3,730 SHS               DEFINED               0      3,730   0 
St Paul Travelers Cos Inc      COM            792860108       99     2,215 SHS               DEFINED               0      2,215   0 
Stancorp Financial Group, Inc. COM            852891100    3,359    67,253 SHS               DEFINED               0     67,253   0 
Stancorp Financial Group, Inc. COM            852891100      219     4,392 SHS               DEFINED               0      4,392   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Stancorp Financial Group, Inc. COM            852891100    1,076    21,550 SHS               DEFINED               0     21,550   0 
Stancorp Financial Group, Inc. COM            852891100       10       210 SHS               DEFINED               0        210   0 
Standard Register Co. (The)    COM            853887107      270    17,064 SHS               DEFINED               0     17,064   0 
Standard-Pacific Corp.         COM            85375C101        8       228 SHS               DEFINED               0        228   0 
Stanley Works (The)            COM            854616109       22       449 SHS               DEFINED               0        449   0 
Stanley Works (The)            COM            854616109       17       358 SHS               DEFINED               0        358   0 
Staples, Inc.                  COM            855030102    4,973   218,957 SHS               DEFINED               0    218,957   0 
Staples, Inc.                  COM            855030102    1,383    60,888 SHS               DEFINED               0     60,888   0 
Staples, Inc.                  COM            855030102    1,040    45,813 SHS               DEFINED               0     45,813   0 
Staples, Inc.                  COM            855030102       53     2,316 SHS               DEFINED               0      2,316   0 
Starbucks Corp.                COM            855244109       26       878 SHS               DEFINED               0        878   0 
Starwood Hotels & Resorts                                                                                                           
   Worldwide, Inc.             Paired CTF     85590A203       42       658 SHS               DEFINED               0        658   0 
State Auto Financial Corp.     COM            855707105    3,785   103,812 SHS               DEFINED               0    103,812   0 
State Auto Financial Corp.     COM            855707105      618    16,953 SHS               DEFINED               0     16,953   0 
State Auto Financial Corp.     COM            855707105      187     5,130 SHS               DEFINED               0      5,130   0 
State Auto Financial Corp.     COM            855707105        8       216 SHS               DEFINED               0        216   0 
State Auto Financial Corp.     COM            855707105    1,210    33,196 SHS               DEFINED               0     33,196   0 
State Street Corp.             COM            857477103      609    10,982 SHS               DEFINED               0     10,982   0 
State Street Corp.             COM            857477103      100     1,796 SHS               DEFINED               0      1,796   0 
State Street Corp.             COM            857477103       50       900 SHS               DEFINED               0        900   0 
Steel Technologies, Inc.       COM            858147101      276     9,843 SHS               DEFINED               0      9,843   0 
Steelcase, Inc.                CL A           858155203       14       892 SHS               DEFINED               0        892   0 
Stellent, Inc.                 COM            85856W105      296    29,775 SHS               DEFINED               0     29,775   0 
Sterling Bancorp - NY          COM            859158107       13       641 SHS               DEFINED               0        641   0 
Sterling Bancorp - NY          COM            859158107        2       112 SHS               DEFINED               0        112   0 
Sterling Bancshares, Inc. - TX COM            858907108        4       251 SHS               DEFINED               0        251   0 
Sterling Construction Co Inc   COM            859241101      166     9,843 SHS               DEFINED               0      9,843   0 
Sterling Financial Corp. - PA  COM            859317109        3       161 SHS               DEFINED               0        161   0 
Steven Madden Ltd.             COM            556269108      326    11,136 SHS               DEFINED               0     11,136   0 
Stewart Information Services                                                                                                        
   Corp.                       COM            860372101    3,384    69,524 SHS               DEFINED               0     69,524   0 
Stewart Information Services                                                                                                        
   Corp.                       COM            860372101      168     3,443 SHS               DEFINED               0      3,443   0 
Stewart Information Services                                                                                                        
   Corp.                       COM            860372101    1,084    22,275 SHS               DEFINED               0     22,275   0 
Stone Energy Corp.             COM            861642106        6       130 SHS               DEFINED               0        130   0 
Stratos International, Inc.    COM            863100202      266    43,678 SHS               DEFINED               0     43,678   0 
Stride Rite Corp.              COM            863314100      270    19,905 SHS               DEFINED               0     19,905   0 
Stryker Corp                   COM            863667101      600    13,507 SHS               DEFINED               0     13,507   0 
Stryker Corp                   COM            863667101       99     2,228 SHS               DEFINED               0      2,228   0 
Stryker Corp                   COM            863667101       18       410 SHS               DEFINED               0        410   0 
Student Loan Corp.             COM            863902102        8        40 SHS               DEFINED               0         40   0 
Suez Sa                        ADR            864686100    1,322    42,319 SHS               DEFINED               0     42,319   0 
Sun Communities, Inc.          COM            866674104        3       107 SHS               DEFINED               0        107   0 
Sun Hydraulics Corp            COM            866942105      203    10,498 SHS               DEFINED               0     10,498   0 
Sun Microsystems, Inc.         COM            866810104       61    14,504 SHS               DEFINED               0     14,504   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Suncom Wireless Holding        CL A           86722Q108      205    74,145 SHS               DEFINED               0     74,145   0 
Sunoco, Inc.                   COM            86764P109   22,007   280,767 SHS               DEFINED               0    280,767   0 
Sunoco, Inc.                   COM            86764P109    1,268    16,174 SHS               DEFINED               0     16,174   0 
Sunoco, Inc.                   COM            86764P109    1,326    16,913 SHS               DEFINED               0     16,913   0 
Sunoco, Inc.                   COM            86764P109       40       510 SHS               DEFINED               0        510   0 
Sunpower Corp                  CL A           867652109    5,629   165,605 SHS               DEFINED               0    165,605   0 
Sunrise Senior Living, Inc.    COM            86768K106    1,358    40,292 SHS               DEFINED               0     40,292   0 
Suntech Power Holdings Co Ltd  ADR            86800C104    5,821   213,613 SHS               DEFINED               0    213,613   0 
Sunterra Corp.                 COM            86787D208      276    19,431 SHS               DEFINED               0     19,431   0 
SunTrust Banks, Inc.           COM            867914103      145     1,995 SHS               DEFINED               0      1,995   0 
SunTrust Banks, Inc.           COM            867914103      109     1,496 SHS               DEFINED               0      1,496   0 
Superior Energy Services       COM            868157108    1,240    58,892 SHS               DEFINED               0     58,892   0 
Superior Industries                                                                                                                 
   International               COM            868168105       20       882 SHS               DEFINED               0        882   0 
Superior Industries                                                                                                                 
   International               COM            868168105        3       144 SHS               DEFINED               0        144   0 
Supertex, Inc.                 COM            868532102      377     8,513 SHS               DEFINED               0      8,513   0 
Supervalu, Inc.                COM            868536103       24       753 SHS               DEFINED               0        753   0 
Supervalu, Inc.                COM            868536103       52     1,596 SHS               DEFINED               0      1,596   0 
Supreme Industries Inc         CL A           868607102      210    27,152 SHS               DEFINED               0     27,152   0 
Susquehanna Bancshares, Inc.   COM            869099101    9,844   415,700 SHS               DEFINED               0    415,700   0 
Susquehanna Bancshares, Inc.   COM            869099101        6       252 SHS               DEFINED               0        252   0 
Swift Energy Co.               COM            870738101      166     3,690 SHS               DEFINED               0      3,690   0 
Swift Energy Co.               COM            870738101    1,289    28,607 SHS               DEFINED               0     28,607   0 
Swift Transportation Co., Inc. COM            870756103       11       566 SHS               DEFINED               0        566   0 
SWS Group, Inc.                COM            78503N107      326    15,552 SHS               DEFINED               0     15,552   0 
Sybase, Inc.                   COM            871130100      228    10,425 SHS               DEFINED               0     10,425   0 
Sybase, Inc.                   COM            871130100      960    43,931 SHS               DEFINED               0     43,931   0 
SYKES Enterprises, Inc.        COM            871237103    3,061   228,955 SHS               DEFINED               0    228,955   0 
SYKES Enterprises, Inc.        COM            871237103      930    69,530 SHS               DEFINED               0     69,530   0 
SYKES Enterprises, Inc.        COM            871237103      263    19,706 SHS               DEFINED               0     19,706   0 
Symantec Corp.                 COM            871503108       17       968 SHS               DEFINED               0        968   0 
Symbion, Inc.                  COM            871507109      227     9,870 SHS               DEFINED               0      9,870   0 
Symbol Technologies, Inc.      COM            871508107       10       744 SHS               DEFINED               0        744   0 
Syms Corp                      COM            871551107      275    19,048 SHS               DEFINED               0     19,048   0 
Symyx Technologies             COM            87155S108    1,533    56,179 SHS               DEFINED               0     56,179   0 
Synagro Technologies Inc       COM            871562203      230    54,277 SHS               DEFINED               0     54,277   0 
Synagro Technologies Inc       COM            871562203    3,142   742,680 SHS               DEFINED               0    742,680   0 
Syniverse Holdings Inc         COM            87163F106      839    40,158 SHS               DEFINED               0     40,158   0 
SYNNEX Corp                    COM            87162W100        3       179 SHS               DEFINED               0        179   0 
Synopsys, Inc.                 COM            871607107       10       480 SHS               DEFINED               0        480   0 
Synovus Financial Corp.        COM            87161C105      282    10,437 SHS               DEFINED               0     10,437   0 
Synovus Financial Corp.        COM            87161C105       46     1,705 SHS               DEFINED               0      1,705   0 
Synovus Financial Corp.        COM            87161C105       26       974 SHS               DEFINED               0        974   0 
Syntel, Inc.                   COM            87162H103    2,860   137,305 SHS               DEFINED               0    137,305   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Syntel, Inc.                   COM            87162H103      869    41,698 SHS               DEFINED               0     41,698   0 
Syntel, Inc.                   COM            87162H103      246    11,815 SHS               DEFINED               0     11,815   0 
Sysco Corp.                    COM            871829107    1,330    42,841 SHS               DEFINED               0     42,841   0 
Sysco Corp.                    COM            871829107      652    20,987 SHS               DEFINED               0     20,987   0 
Sysco Corp.                    COM            871829107      107     3,438 SHS               DEFINED               0      3,438   0 
Sysco Corp.                    COM            871829107       76     2,436 SHS               DEFINED               0      2,436   0 
Systemax, Inc.                 COM            871851101      226    36,239 SHS               DEFINED               0     36,239   0 
T Rowe Price Group, Inc.       COM            74144T108    3,294    45,737 SHS               DEFINED               0     45,737   0 
T Rowe Price Group, Inc.       COM            74144T108    2,097    29,111 SHS               DEFINED               0     29,111   0 
T Rowe Price Group, Inc.       COM            74144T108      315     4,374 SHS               DEFINED               0      4,374   0 
T Rowe Price Group, Inc.       COM            74144T108       51       705 SHS               DEFINED               0        705   0 
T Rowe Price Group, Inc.       COM            74144T108       17       230 SHS               DEFINED               0        230   0 
T-3 Energy Services Inc        COM            87306E107      148    15,260 SHS               DEFINED               0     15,260   0 
Talbots, Inc.                  COM            874161102       50     1,803 SHS               DEFINED               0      1,803   0 
Talbots, Inc.                  COM            874161102        8       305 SHS               DEFINED               0        305   0 
Talbots, Inc.                  COM            874161102        7       240 SHS               DEFINED               0        240   0 
Talk America Holdings, Inc.    COM            87426R202      234    27,061 SHS               DEFINED               0     27,061   0 
Tanger Factory Outlet Centrs   COM            875465106        5       170 SHS               DEFINED               0        170   0 
Tanox, Inc.                    COM            87588Q109    4,520   276,140 SHS               DEFINED               0    276,140   0 
Target Corp.                   COM            87612E106      269     4,885 SHS               DEFINED               0      4,885   0 
Target Corp.                   COM            87612E106      159     2,896 SHS               DEFINED               0      2,896   0 
Tarragon Realty Investors,                                                                                                          
   Inc.                        COM            876287103      284    13,749 SHS               DEFINED               0     13,749   0 
Tarrant Apparel Group          COM            876289109       86    81,247 SHS               DEFINED               0     81,247   0 
Taser International Inc        COM            87651B104      108    15,486 SHS               DEFINED               0     15,486   0 
Taylor Capital Group, Inc.     COM            876851106      273     6,747 SHS               DEFINED               0      6,747   0 
TCF Financial Corp.            COM            872275102      230     8,470 SHS               DEFINED               0      8,470   0 
TCF Financial Corp.            COM            872275102      121     4,476 SHS               DEFINED               0      4,476   0 
TCF Financial Corp.            COM            872275102       20       736 SHS               DEFINED               0        736   0 
TCF Financial Corp.            COM            872275102       13       490 SHS               DEFINED               0        490   0 
TD Banknorth Inc.              COM            87235A101      169     5,807 SHS               DEFINED               0      5,807   0 
TD Banknorth Inc.              COM            87235A101       28       951 SHS               DEFINED               0        951   0 
TD Banknorth Inc.              COM            87235A101       20       690 SHS               DEFINED               0        690   0 
Tech Data Corp.                COM            878237106       49     1,228 SHS               DEFINED               0      1,228   0 
Techne Corp.                   COM            878377100      386     6,872 SHS               DEFINED               0      6,872   0 
Techne Corp.                   COM            878377100    4,572    81,427 SHS               DEFINED               0     81,427   0 
TechTeam Global Inc            COM            878311109      212    21,097 SHS               DEFINED               0     21,097   0 
Techumseh Products Co          CL B           878895101        2        80 SHS               DEFINED               0         80   0 
TECO Energy, Inc.              COM            872375100       24     1,406 SHS               DEFINED               0      1,406   0 
Tecumseh Products Co.          CL A           878895200        7       290 SHS               DEFINED               0        290   0 
Teekay Shipping Corp.          COM            Y8564W103       13       316 SHS               DEFINED               0        316   0 
Tekelec                        COM            879101103      707    50,836 SHS               DEFINED               0     50,836   0 
Teledyne Technologies, Inc.    COM            879360105      247     8,479 SHS               DEFINED               0      8,479   0 
Teleflex, Inc.                 COM            879369106      223     3,430 SHS               DEFINED               0      3,430   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Teleflex, Inc.                 COM            879369106       14       216 SHS               DEFINED               0        216   0 
Teleflex, Inc.                 COM            879369106        9       140 SHS               DEFINED               0        140   0 
Telephone & Data Systems Inc                                                                                                        
   Special Shs                 COM            879433860       10       300 SHS               DEFINED               0        300   0 
Telephone & Data Systems, Inc. COM            879433100       23       628 SHS               DEFINED               0        628   0 
Telephone & Data Systems, Inc. COM            879433100       11       300 SHS               DEFINED               0        300   0 
Telewest Global Inc            COM            87956T107      779    32,706 SHS               DEFINED               0     32,706   0 
Telewest Global Inc            COM            87956T107       23       978 SHS               DEFINED               0        978   0 
Tellabs, Inc.                  COM            879664100      777    71,325 SHS               DEFINED               0     71,325   0 
Tellabs, Inc.                  COM            879664100       18     1,638 SHS               DEFINED               0      1,638   0 
Temple-Inland, Inc.            COM            879868107       25       548 SHS               DEFINED               0        548   0 
Tenet Healthcare Corp.         COM            88033G100       35     4,574 SHS               DEFINED               0      4,574   0 
Tennant Co.                    COM            880345103        3        54 SHS               DEFINED               0         54   0 
Tennant Co.                    COM            880345103    1,066    20,491 SHS               DEFINED               0     20,491   0 
Tenneco Inc                    COM            880349105       10       508 SHS               DEFINED               0        508   0 
Teppco Partners LP             UT LTD PARTNER 872384102       13       386 SHS               DEFINED               0        386   0 
Teradyne, Inc.                 COM            880770102        9       590 SHS               DEFINED               0        590   0 
Terex Corp.                    COM            880779103      224     3,771 SHS               DEFINED               0      3,771   0 
Terex Corp.                    COM            880779103    1,439    24,225 SHS               DEFINED               0     24,225   0 
Terex Corp.                    COM            880779103       12       210 SHS               DEFINED               0        210   0 
Terra Nitrogen Co LP           COM            881005201      204    10,726 SHS               DEFINED               0     10,726   0 
Tesoro Corporation.            COM            881609101    5,128    83,313 SHS               DEFINED               0     83,313   0 
Tesoro Corporation.            COM            881609101      245     3,982 SHS               DEFINED               0      3,982   0 
Tesoro Corporation.            COM            881609101    1,442    23,421 SHS               DEFINED               0     23,421   0 
Tesoro Corporation.            COM            881609101       17       280 SHS               DEFINED               0        280   0 
Tetra Tech, Inc.               COM            88162G103      173    11,048 SHS               DEFINED               0     11,048   0 
Tetra Tech, Inc.               COM            88162G103    2,984   190,430 SHS               DEFINED               0    190,430   0 
Teva Pharmaceutical            SPON ADR       881624209      691    16,061 SHS               DEFINED               0     16,061   0 
Texas Instruments, Inc.        COM            882508104   14,943   465,937 SHS               DEFINED               0    465,937   0 
Texas Instruments, Inc.        COM            882508104    1,412    44,023 SHS               DEFINED               0     44,023   0 
Texas Instruments, Inc.        COM            882508104    3,346   104,319 SHS               DEFINED               0    104,319   0 
Texas Instruments, Inc.        COM            882508104      947    29,515 SHS               DEFINED               0     29,515   0 
Texas Instruments, Inc.        COM            882508104       79     2,458 SHS               DEFINED               0      2,458   0 
Texas Regional Bancshares,                                                                                                          
   Inc.                        CLA A VTG      882673106       46     1,641 SHS               DEFINED               0      1,641   0 
Texas Regional Bancshares,                                                                                                          
   Inc.                        CLA A VTG      882673106        8       269 SHS               DEFINED               0        269   0 
Textron, Inc.                  COM            883203101       55       712 SHS               DEFINED               0        712   0 
The Hershey Company            COM            427866108       73     1,327 SHS               DEFINED               0      1,327   0 
The Hershey Company            COM            427866108       28       512 SHS               DEFINED               0        512   0 
The News Corporation Inc       CL B           65248E203       46     2,786 SHS               DEFINED               0      2,786   0 
The9 Ltd                       ADR            88337K104      476    31,147 SHS               DEFINED               0     31,147   0 
Thermo Electron Corp           COM            883556102       17       548 SHS               DEFINED               0        548   0 
Thomas & Betts Corp.           COM            884315102      396     9,446 SHS               DEFINED               0      9,446   0 
Thomas & Betts Corp.           COM            884315102        8       200 SHS               DEFINED               0        200   0 
Thomson Corp                   COM            884903105    2,092    60,468 SHS               DEFINED               0     60,468   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Thornburg Mortgage, Inc.       COM            885218107       15       556 SHS               DEFINED               0        556   0 
Tidewater, Inc.                COM            886423102    1,263    28,409 SHS               DEFINED               0     28,409   0 
Tidewater, Inc.                COM            886423102        8       188 SHS               DEFINED               0        188   0 
Tiens Biotech Group USA Inc    COM            88650T104      333    91,864 SHS               DEFINED               0     91,864   0 
Tier Technologies, Inc.        CL B           88650Q100      216    29,493 SHS               DEFINED               0     29,493   0 
TierOne Corp.                  COM            88650R108      285     9,679 SHS               DEFINED               0      9,679   0 
Tiffany & Co.                  COM            886547108       12       310 SHS               DEFINED               0        310   0 
Time Warner Telecom, Inc.      CL A           887319101      266    27,042 SHS               DEFINED               0     27,042   0 
Time Warner Telecom, Inc.      CL A           887319101      781    79,272 SHS               DEFINED               0     79,272   0 
Time Warner, Inc.              COM            887317105    1,180    67,639 SHS               DEFINED               0     67,639   0 
Time Warner, Inc.              COM            887317105      276    15,802 SHS               DEFINED               0     15,802   0 
Timken Co.                     COM            887389104       15       466 SHS               DEFINED               0        466   0 
TJX Cos, Inc.                  COM            872540109       42     1,828 SHS               DEFINED               0      1,828   0 
Todco                          CL A           88889T107    1,097    28,814 SHS               DEFINED               0     28,814   0 
Toll Brothers, Inc.            COM            889478103    2,585    74,620 SHS               DEFINED               0     74,620   0 
Toll Brothers, Inc.            COM            889478103       14       390 SHS               DEFINED               0        390   0 
Tollgrade Communications, Inc. COM            889542106      330    30,147 SHS               DEFINED               0     30,147   0 
Tom Online Inc                 ADR REG RES    889728200    1,342    67,698 SHS               DEFINED               0     67,698   0 
Tommy Hilfiger Corporation     ORD            G8915Z102        7       410 SHS               DEFINED               0        410   0 
Too, Inc.                      COM            890333107      222     7,854 SHS               DEFINED               0      7,854   0 
Tootsie Roll Industries, Inc.  COM            890516107        8       288 SHS               DEFINED               0        288   0 
Top Tankers Inc                COM            Y8897Y107      209    16,973 SHS               DEFINED               0     16,973   0 
Torchmark Corp.                COM            891027104      235     4,233 SHS               DEFINED               0      4,233   0 
Torchmark Corp.                COM            891027104       23       420 SHS               DEFINED               0        420   0 
Toreador Resources Corp        COM            891050106      152     7,193 SHS               DEFINED               0      7,193   0 
Toro Co.                       COM            891092108    1,017    23,230 SHS               DEFINED               0     23,230   0 
Toronto-Dominion Bank          COM            891160509    3,063    58,125 SHS               DEFINED               0     58,125   0 
Total S.A.                     SPON ADR       89151E109    2,190    17,323 SHS               DEFINED               0     17,323   0 
Toyota Motor Corporation       SPON ADR COM   892331307    1,015     9,699 SHS               DEFINED               0      9,699   0 
Trans World Entertainment      COM            89336Q100      184    32,324 SHS               DEFINED               0     32,324   0 
Transaction Systems                                                                                                                 
   Architects, Inc.            COM            893416107      914    31,763 SHS               DEFINED               0     31,763   0 
Transaction Systems                                                                                                                 
   Architects, Inc.            COM            893416107      259     9,001 SHS               DEFINED               0      9,001   0 
Transaction Systems                                                                                                                 
   Architects, Inc.            COM            893416107    1,006    34,943 SHS               DEFINED               0     34,943   0 
Transatlantic Holdings, Inc.   COM            893521104       24       359 SHS               DEFINED               0        359   0 
Transatlantic Holdings, Inc.   COM            893521104       17       258 SHS               DEFINED               0        258   0 
Transmontaigne, Inc.           COM            893934109      211    31,914 SHS               DEFINED               0     31,914   0 
Transmontaigne, Inc.           COM            893934109       11     1,648 SHS               DEFINED               0      1,648   0 
Transocean Inc                 ORD            G90078109    2,583    37,069 SHS               DEFINED               0     37,069   0 
Transocean Inc                 ORD            G90078109       36       516 SHS               DEFINED               0        516   0 
Triad Hospitals, Inc.          COM            89579K109       16       420 SHS               DEFINED               0        420   0 
Tribune Co.                    COM            896047107       43     1,432 SHS               DEFINED               0      1,432   0 
Tri-Continential Corporation   COM            895436103        9       468 SHS               DEFINED               0        468   0 
Trimble Navigation Ltd.        COM            896239100    1,526    43,000 SHS               DEFINED               0     43,000   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Trimble Navigation Ltd.        COM            896239100      729    20,528 SHS               DEFINED               0     20,528   0 
Trimble Navigation Ltd.        COM            896239100      822    23,148 SHS               DEFINED               0     23,148   0 
Trimble Navigation Ltd.        COM            896239100      481    13,564 SHS               DEFINED               0     13,564   0 
Trinity Industries, Inc.       COM            896522109      992    22,506 SHS               DEFINED               0     22,506   0 
Trinity Industries, Inc.       COM            896522109        9       208 SHS               DEFINED               0        208   0 
Triquint Semiconductor, Inc.   COM            89674K103      323    72,479 SHS               DEFINED               0     72,479   0 
Triumph Group, Inc.            COM            896818101      252     6,874 SHS               DEFINED               0      6,874   0 
Trizec Properties, Inc.        COM            89687P107       21       908 SHS               DEFINED               0        908   0 
Trizetto Group Inc             COM            896882107    2,551   150,159 SHS               DEFINED               0    150,159   0 
Trizetto Group Inc             COM            896882107      919    54,077 SHS               DEFINED               0     54,077   0 
Trizetto Group Inc             COM            896882107      260    15,301 SHS               DEFINED               0     15,301   0 
Trizetto Group Inc             COM            896882107    1,009    59,394 SHS               DEFINED               0     59,394   0 
TRM Corp                       COM            872636105      125    16,781 SHS               DEFINED               0     16,781   0 
Trustco Bank Corp. NY          COM            898349105      167    13,476 SHS               DEFINED               0     13,476   0 
Trustmark Corp.                COM            898402102      893    32,495 SHS               DEFINED               0     32,495   0 
Trustmark Corp.                COM            898402102        8       305 SHS               DEFINED               0        305   0 
Trustmark Corp.                COM            898402102        7       240 SHS               DEFINED               0        240   0 
TRW Automotive Holdings Corp.  COM            87264S106       34     1,308 SHS               DEFINED               0      1,308   0 
Tupperware Brands Corp         COM            899896104      896    39,984 SHS               DEFINED               0     39,984   0 
Tupperware Brands Corp         COM            899896104        7       330 SHS               DEFINED               0        330   0 
Twin Disc Inc                  COM            901476101      289     6,465 SHS               DEFINED               0      6,465   0 
TXU Corp.                      COM            873168108       77     1,538 SHS               DEFINED               0      1,538   0 
Tyco International Ltd.        COM            902124106      217     7,510 SHS               DEFINED               0      7,510   0 
Tyson Foods, Inc.              CL A           902494103      648    37,869 SHS               DEFINED               0     37,869   0 
Tyson Foods, Inc.              CL A           902494103       48     2,786 SHS               DEFINED               0      2,786   0 
Ubiquitel, Inc.                COM            903474302      257    25,953 SHS               DEFINED               0     25,953   0 
Ubiquitel, Inc.                COM            903474302      752    76,068 SHS               DEFINED               0     76,068   0 
UGI Corp.                      COM            902681105    5,160   250,497 SHS               DEFINED               0    250,497   0 
UGI Corp.                      COM            902681105       12       574 SHS               DEFINED               0        574   0 
UGI Corp.                      COM            902681105        9       448 SHS               DEFINED               0        448   0 
UICI                           COM            902737105      947    26,673 SHS               DEFINED               0     26,673   0 
UIL Holdings Corp.             COM            902748102      906    19,696 SHS               DEFINED               0     19,696   0 
UIL Holdings Corp.             COM            902748102        6       140 SHS               DEFINED               0        140   0 
Ulticom, Inc.                  COM            903844108      227    23,119 SHS               DEFINED               0     23,119   0 
Ultra Petroleum Corp.          COM            903914109    1,382    24,768 SHS               DEFINED               0     24,768   0 
Ultralife Batteries Inc        COM            903899102    5,074   422,861 SHS               DEFINED               0    422,861   0 
Unifi, Inc.                    COM            904677101      232    76,358 SHS               DEFINED               0     76,358   0 
Unilever Plc                   ADR            904767704    3,299    82,238 SHS               DEFINED               0     82,238   0 
Union Pacific Corp.            COM            907818108      105     1,310 SHS               DEFINED               0      1,310   0 
UnionBanCal Corp.              COM            908906100   16,376   238,295 SHS               DEFINED               0    238,295   0 
UnionBanCal Corp.              COM            908906100    1,287    18,731 SHS               DEFINED               0     18,731   0 
UnionBanCal Corp.              COM            908906100       34       490 SHS               DEFINED               0        490   0 
Unisource Energy Corp.         COM            909205106        7       220 SHS               DEFINED               0        220   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Unisys Corp.                   COM            909214108       22     3,836 SHS               DEFINED               0      3,836   0 
Unit Corp.                     COM            909218109    1,318    23,948 SHS               DEFINED               0     23,948   0 
United America Indemnity       CL A           90933T109      255    13,913 SHS               DEFINED               0     13,913   0 
United Auto Group, Inc.        COM            909440109    1,020    26,690 SHS               DEFINED               0     26,690   0 
United Auto Group, Inc.        COM            909440109      620    16,220 SHS               DEFINED               0     16,220   0 
United Auto Group, Inc.        COM            909440109       18       480 SHS               DEFINED               0        480   0 
United Bankshares, Inc.        COM            909907107        8       233 SHS               DEFINED               0        233   0 
United Dominion Realty Trust,                                                                                                       
   Inc.                        COM            910197102       18       754 SHS               DEFINED               0        754   0 
United Dominion Realty Trust,                                                                                                       
   Inc.                        COM            910197102       15       658 SHS               DEFINED               0        658   0 
United Fire & Casualty Co.     COM            910331107      154     3,812 SHS               DEFINED               0      3,812   0 
United Industrial Corp. - NY   COM            910671106      117     2,840 SHS               DEFINED               0      2,840   0 
United Online, Inc.            COM            911268100      178    12,516 SHS               DEFINED               0     12,516   0 
United Online, Inc.            COM            911268100      746    52,488 SHS               DEFINED               0     52,488   0 
United PanAm Financial Corp.   COM            911301109      655    25,300 SHS               DEFINED               0     25,300   0 
United PanAm Financial Corp.   COM            911301109      264    10,216 SHS               DEFINED               0     10,216   0 
United Parcel Service,                                                                                                              
   Inc. - GA                   CL B           911312106    3,121    41,533 SHS               DEFINED               0     41,533   0 
United Parcel Service,                                                                                                              
   Inc. - GA                   CL B           911312106      231     3,073 SHS               DEFINED               0      3,073   0 
United Rentals, Inc.           COM            911363109       18       790 SHS               DEFINED               0        790   0 
United Retail Group Inc        COM            911380103      439    33,398 SHS               DEFINED               0     33,398   0 
United States Steel Corp.      COM            912909108       34       710 SHS               DEFINED               0        710   0 
United Stationers, Inc.        COM            913004107      940    19,387 SHS               DEFINED               0     19,387   0 
United Stationers, Inc.        COM            913004107       13       258 SHS               DEFINED               0        258   0 
United Technologies Corp.      COM            913017109      314     5,625 SHS               DEFINED               0      5,625   0 
United Technologies Corp.      COM            913017109    4,329    77,421 SHS               DEFINED               0     77,421   0 
United Technologies Corp.      COM            913017109      163     2,922 SHS               DEFINED               0      2,922   0 
United Therapeutics Corp.      COM            91307C102    4,235    61,268 SHS               DEFINED               0     61,268   0 
United Utilities Plc           ADR            91311Q105    5,774   247,586 SHS               DEFINED               0    247,586   0 
UnitedHealth Group, Inc.       COM            91324P102    3,412    54,904 SHS               DEFINED               0     54,904   0 
UnitedHealth Group, Inc.       COM            91324P102    1,699    27,342 SHS               DEFINED               0     27,342   0 
UnitedHealth Group, Inc.       COM            91324P102      101     1,626 SHS               DEFINED               0      1,626   0 
Unitrin, Inc.                  COM            913275103       17       380 SHS               DEFINED               0        380   0 
Universal Corp. - Richmond VA  COM            913456109   11,914   274,773 SHS               DEFINED               0    274,773   0 
Universal Corp. - Richmond VA  COM            913456109        6       143 SHS               DEFINED               0        143   0 
Universal Corp. - Richmond VA  COM            913456109       13       290 SHS               DEFINED               0        290   0 
Universal Forest Products,                                                                                                          
   Inc.                        COM            913543104      165     2,979 SHS               DEFINED               0      2,979   0 
Universal Forest Products,                                                                                                          
   Inc.                        COM            913543104        6       107 SHS               DEFINED               0        107   0 
Universal Forest Products,                                                                                                          
   Inc.                        COM            913543104    1,394    25,236 SHS               DEFINED               0     25,236   0 
Universal Forest Products,                                                                                                          
   Inc.                        COM            913543104      891    16,120 SHS               DEFINED               0     16,120   0 
Universal Health Rlty Income   COM SH BEN INT 91359E105        2        71 SHS               DEFINED               0         71   0 
Universal Health Services,                                                                                                          
   Inc.                        CL B           913903100       11       234 SHS               DEFINED               0        234   0 
Universal Stainless & Alloy    COM            913837100      228    15,169 SHS               DEFINED               0     15,169   0 
Univision Communications, Inc. CL A           914906102       20       678 SHS               DEFINED               0        678   0 
UNOVA, Inc.                    COM            91529B106      455    13,467 SHS               DEFINED               0     13,467   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
UNOVA, Inc.                    COM            91529B106      778    23,008 SHS               DEFINED               0     23,008   0 
UnumProvident Corp.            COM            91529Y106       49     2,168 SHS               DEFINED               0      2,168   0 
UQM Technologies Inc           COM            903213106    5,113 1,321,150 SHS               DEFINED               0  1,321,150   0 
URS Corp.                      COM            903236107    2,922    77,697 SHS               DEFINED               0     77,697   0 
URS Corp.                      COM            903236107       11       280 SHS               DEFINED               0        280   0 
US Bancorp                     COM            902973304    1,641    54,894 SHS               DEFINED               0     54,894   0 
US Bancorp                     COM            902973304      220     7,352 SHS               DEFINED               0      7,352   0 
US Cellular Corp.              COM            911684108      373     7,556 SHS               DEFINED               0      7,556   0 
US Cellular Corp.              COM            911684108      718    14,544 SHS               DEFINED               0     14,544   0 
US Cellular Corp.              COM            911684108       19       390 SHS               DEFINED               0        390   0 
US Concrete, Inc.              COM            90333L102      314    33,089 SHS               DEFINED               0     33,089   0 
USA Truck, Inc.                COM            902925106      294    10,088 SHS               DEFINED               0     10,088   0 
USANA Health Sciences, Inc.    COM            90328M107      242     6,313 SHS               DEFINED               0      6,313   0 
USEC, Inc.                     COM            90333E108        9       758 SHS               DEFINED               0        758   0 
USG Corp.                      COM            903293405    2,789    42,902 SHS               DEFINED               0     42,902   0 
USG Corp.                      COM            903293405      237     3,642 SHS               DEFINED               0      3,642   0 
USG Corp.                      COM            903293405    1,520    23,391 SHS               DEFINED               0     23,391   0 
USG Corp.                      COM            903293405        8       120 SHS               DEFINED               0        120   0 
UST, Inc.                      COM            902911106    1,346    32,966 SHS               DEFINED               0     32,966   0 
UST, Inc.                      COM            902911106       32       778 SHS               DEFINED               0        778   0 
Utstarcom, Inc.                COM            918076100    1,228   152,385 SHS               DEFINED               0    152,385   0 
Utstarcom, Inc.                COM            918076100        9     1,100 SHS               DEFINED               0      1,100   0 
Valassis Communications, Inc.  COM            918866104      912    31,385 SHS               DEFINED               0     31,385   0 
Valassis Communications, Inc.  COM            918866104      645    22,202 SHS               DEFINED               0     22,202   0 
Valero Energy Corp.            COM            91913Y100      736    14,270 SHS               DEFINED               0     14,270   0 
Valero Energy Corp.            COM            91913Y100    2,542    49,254 SHS               DEFINED               0     49,254   0 
Valero Energy Corp.            COM            91913Y100       73     1,406 SHS               DEFINED               0      1,406   0 
Valhi, Inc.                    COM            918905100        8       410 SHS               DEFINED               0        410   0 
Valley National Bancorp        COM            919794107    9,421   390,901 SHS               DEFINED               0    390,901   0 
Valley National Bancorp        COM            919794107       15       610 SHS               DEFINED               0        610   0 
Valley National Bancorp        COM            919794107       10       430 SHS               DEFINED               0        430   0 
Valmont Industries, Inc.       COM            920253101    1,424    42,565 SHS               DEFINED               0     42,565   0 
Valmont Industries, Inc.       COM            920253101    2,937    87,767 SHS               DEFINED               0     87,767   0 
Valspar Corp.                  COM            920355104       14       574 SHS               DEFINED               0        574   0 
Valspar Corp.                  COM            920355104       11       448 SHS               DEFINED               0        448   0 
VARIAN INC                     COM            922206107    4,203   105,628 SHS               DEFINED               0    105,628   0 
Vectren Corp.                  COM            92240G101   10,564   388,948 SHS               DEFINED               0    388,948   0 
Vectren Corp.                  COM            92240G101       11       413 SHS               DEFINED               0        413   0 
Vectren Corp.                  COM            92240G101       13       468 SHS               DEFINED               0        468   0 
Veeco Instruments, Inc.        COM            922417100    1,615    93,198 SHS               DEFINED               0     93,198   0 
Ventiv Health Inc              COM            922793104      228     9,663 SHS               DEFINED               0      9,663   0 
Veolia Environnement           ADR            92334N103    2,955    65,225 SHS               DEFINED               0     65,225   0 
VeriSign, Inc.                 COM            92343E102       11       490 SHS               DEFINED               0        490   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Veritas DGC, Inc.              COM            92343P107    1,389    39,151 SHS               DEFINED               0     39,151   0 
Verizon Communications, Inc.   COM            92343V104    5,999   199,158 SHS               DEFINED               0    199,158   0 
Verizon Communications, Inc.   COM            92343V104    1,588    52,730 SHS               DEFINED               0     52,730   0 
Verizon Communications, Inc.   COM            92343V104    1,271    42,210 SHS               DEFINED               0     42,210   0 
Verizon Communications, Inc.   COM            92343V104      688    22,827 SHS               DEFINED               0     22,827   0 
VF Corp.                       COM            918204108      229     4,131 SHS               DEFINED               0      4,131   0 
VF Corp.                       COM            918204108       34       611 SHS               DEFINED               0        611   0 
VF Corp.                       COM            918204108       28       500 SHS               DEFINED               0        500   0 
Viacom, Inc.                   CL B           925524308      187     5,748 SHS               DEFINED               0      5,748   0 
Viasat, Inc.                   COM            92552V100      707    26,442 SHS               DEFINED               0     26,442   0 
Viasat, Inc.                   COM            92552V100      183     6,838 SHS               DEFINED               0      6,838   0 
Vignette Corporation           COM            926734401      261    16,026 SHS               DEFINED               0     16,026   0 
Viisage Technology Inc         COM            92675K205       86     4,856 SHS               DEFINED               0      4,856   0 
Vintage Petroleum, Inc.        COM            927460105    1,374    25,758 SHS               DEFINED               0     25,758   0 
Vintage Petroleum, Inc.        COM            927460105        8       158 SHS               DEFINED               0        158   0 
Viropharma Inc                 COM            928241108    2,580   139,066 SHS               DEFINED               0    139,066   0 
Viropharma Inc                 COM            928241108      929    50,082 SHS               DEFINED               0     50,082   0 
Viropharma Inc                 COM            928241108      263    14,172 SHS               DEFINED               0     14,172   0 
Viropharma Inc                 COM            928241108    4,741   255,581 SHS               DEFINED               0    255,581   0 
Vishay Intertechnology, Inc.   COM            928298108       22     1,582 SHS               DEFINED               0      1,582   0 
Visteon Corp.                  COM            92839U107       23     3,736 SHS               DEFINED               0      3,736   0 
Vital Images, Inc.             COM            92846N104      299    11,445 SHS               DEFINED               0     11,445   0 
Vital Signs, Inc.              COM            928469105      807    18,857 SHS               DEFINED               0     18,857   0 
VNC Antech Inc                 COM            918194101      380    13,460 SHS               DEFINED               0     13,460   0 
Volvo AB                       ADR B          928856400    3,922    83,304 SHS               DEFINED               0     83,304   0 
Vornado Realty Trust           COM SH BEN INT 929042109       37       442 SHS               DEFINED               0        442   0 
Vulcan Materials Co.           COM            929160109       38       557 SHS               DEFINED               0        557   0 
Vulcan Materials Co.           COM            929160109       20       290 SHS               DEFINED               0        290   0 
W&T Offshore Inc               COM            92922P106    1,380    46,928 SHS               DEFINED               0     46,928   0 
Wabtec Corp.                   COM            929740108    1,404    52,186 SHS               DEFINED               0     52,186   0 
Wachovia Corp.                 COM            929903102    1,618    30,617 SHS               DEFINED               0     30,617   0 
Wachovia Corp.                 COM            929903102      342     6,478 SHS               DEFINED               0      6,478   0 
Walgreen Co.                   COM            931422109      248     5,608 SHS               DEFINED               0      5,608   0 
Walgreen Co.                   COM            931422109       78     1,768 SHS               DEFINED               0      1,768   0 
Wal-Mart Stores, Inc.          COM            931142103    1,265    27,031 SHS               DEFINED               0     27,031   0 
Wal-Mart Stores, Inc.          COM            931142103    1,076    22,986 SHS               DEFINED               0     22,986   0 
Wal-Mart Stores, Inc.          COM            931142103      760    16,230 SHS               DEFINED               0     16,230   0 
Walt Disney Co.                COM            254687106    1,186    49,494 SHS               DEFINED               0     49,494   0 
Walt Disney Co.                COM            254687106      173     7,222 SHS               DEFINED               0      7,222   0 
Washington Federal, Inc.       COM            938824109    8,660   376,684 SHS               DEFINED               0    376,684   0 
Washington Federal, Inc.       COM            938824109       11       484 SHS               DEFINED               0        484   0 
Washington Federal, Inc.       COM            938824109        9       410 SHS               DEFINED               0        410   0 
Washington Group                                                                                                                    
   International, Inc.         COM            938862208      173     3,274 SHS               DEFINED               0      3,274   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Washington Group                                                                                                                    
   International, Inc.         COM            938862208    1,470    27,755 SHS               DEFINED               0     27,755   0 
Washington Group                                                                                                                    
   International, Inc.         COM            938862208       10       188 SHS               DEFINED               0        188   0 
Washington Mutual, Inc.        COM            939322103   13,518   310,753 SHS               DEFINED               0    310,753   0 
Washington Mutual, Inc.        COM            939322103    1,393    32,031 SHS               DEFINED               0     32,031   0 
Washington Mutual, Inc.        COM            939322103      240     5,508 SHS               DEFINED               0      5,508   0 
Washington Mutual, Inc.        COM            939322103      241     5,542 SHS               DEFINED               0      5,542   0 
Washington Post                CL B           939640108       15        20 SHS               DEFINED               0         20   0 
Washington Real Estate                                                                                                              
   Investment Trust            COM SH BEN INT 939653101        7       233 SHS               DEFINED               0        233   0 
Washington Trust Bancorp, Inc. COM            940610108        2        72 SHS               DEFINED               0         72   0 
Waste Management, Inc.         COM            94106L109       70     2,312 SHS               DEFINED               0      2,312   0 
Waste Services Inc             COM            941075103      230    68,946 SHS               DEFINED               0     68,946   0 
Water Pik Technologies, Inc.   COM            94113U100      270    12,557 SHS               DEFINED               0     12,557   0 
Waters Corporation             COM            941848103    7,819   206,864 SHS               DEFINED               0    206,864   0 
Waters Corporation             COM            941848103        7       180 SHS               DEFINED               0        180   0 
Watsco, Inc.                   COM            942622200    1,342    22,436 SHS               DEFINED               0     22,436   0 
Watson Pharmaceuticals, Inc.   COM            942683103    2,371    72,946 SHS               DEFINED               0     72,946   0 
Watson Pharmaceuticals, Inc.   COM            942683103      899    27,664 SHS               DEFINED               0     27,664   0 
Watson Pharmaceuticals, Inc.   COM            942683103       13       400 SHS               DEFINED               0        400   0 
Watts Water Technologies, Inc. CL A           942749102    5,233   172,753 SHS               DEFINED               0    172,753   0 
WCI Communities, Inc.          COM            92923C104        7       272 SHS               DEFINED               0        272   0 
Weatherford International                                                                                                           
   Limted.                     COM            G95089101       25       680 SHS               DEFINED               0        680   0 
Webmethods Inc.                COM            94768C108      863   111,934 SHS               DEFINED               0    111,934   0 
Webmethods Inc.                COM            94768C108      278    36,085 SHS               DEFINED               0     36,085   0 
Websense, Inc.                 COM            947684106    1,387    21,137 SHS               DEFINED               0     21,137   0 
Websense, Inc.                 COM            947684106      713    10,855 SHS               DEFINED               0     10,855   0 
Webster Financial Corp.        COM            947890109       14       288 SHS               DEFINED               0        288   0 
Webster Financial Corp.        COM            947890109       10       220 SHS               DEFINED               0        220   0 
Webzen Inc-ADR                 ADR            94846M102      462    55,675 SHS               DEFINED               0     55,675   0 
Weingarten Realty Investors    COM SH BEN INT 948741103       18       485 SHS               DEFINED               0        485   0 
Weingarten Realty Investors    COM SH BEN INT 948741103       14       358 SHS               DEFINED               0        358   0 
Weis Markets, Inc.             COM            948849104        9       200 SHS               DEFINED               0        200   0 
WellCare Group Inc             COM            94946T106      267     6,536 SHS               DEFINED               0      6,536   0 
Wellman, Inc.                  COM            949702104      273    40,310 SHS               DEFINED               0     40,310   0 
Wellpoint Inc                  COM            94973V107    1,445    18,115 SHS               DEFINED               0     18,115   0 
Wellpoint Inc                  COM            94973V107    1,141    14,298 SHS               DEFINED               0     14,298   0 
Wellpoint Inc                  COM            94973V107      118     1,482 SHS               DEFINED               0      1,482   0 
Wells Fargo & Co.              COM            949746101    8,989   143,067 SHS               DEFINED               0    143,067   0 
Wells Fargo & Co.              COM            949746101    1,647    26,209 SHS               DEFINED               0     26,209   0 
Wells Fargo & Co.              COM            949746101    1,277    20,319 SHS               DEFINED               0     20,319   0 
Wells Fargo & Co.              COM            949746101      583     9,272 SHS               DEFINED               0      9,272   0 
Wells Fargo & Co.              COM            949746101      387     6,158 SHS               DEFINED               0      6,158   0 
Wendy's International, Inc.    COM            950590109       20       356 SHS               DEFINED               0        356   0 
WesBanco, Inc.                 COM            950810101    9,906   325,752 SHS               DEFINED               0    325,752   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
WesBanco, Inc.                 COM            950810101        4       126 SHS               DEFINED               0        126   0 
Wesco Financial Corp           COM            950817106       14        36 SHS               DEFINED               0         36   0 
Wesco Financial Corp           COM            950817106       12        30 SHS               DEFINED               0         30   0 
WESCO International, Inc.      COM            95082P105       12       290 SHS               DEFINED               0        290   0 
West Corp.                     COM            952355105      401     9,524 SHS               DEFINED               0      9,524   0 
West Corp.                     COM            952355105       13       318 SHS               DEFINED               0        318   0 
West Marine, Inc.              COM            954235107      241    17,255 SHS               DEFINED               0     17,255   0 
West Pharmaceutical Services,                                                                                                       
   Inc.                        COM            955306105        4       179 SHS               DEFINED               0        179   0 
Westaff Inc                    COM            957070105      275    55,570 SHS               DEFINED               0     55,570   0 
Westaim Corp                   COM            956909105    1,675   452,830 SHS               DEFINED               0    452,830   0 
Westamerica Bancorp            COM            957090103       58     1,089 SHS               DEFINED               0      1,089   0 
Westamerica Bancorp            COM            957090103        9       179 SHS               DEFINED               0        179   0 
Westar Energy, Inc.            COM            95709T100      914    42,509 SHS               DEFINED               0     42,509   0 
Westar Energy, Inc.            COM            95709T100       15       680 SHS               DEFINED               0        680   0 
Westcorp                       COM            957907108        9       140 SHS               DEFINED               0        140   0 
Western Digital Corp.          COM            958102105      824    44,288 SHS               DEFINED               0     44,288   0 
Western Digital Corp.          COM            958102105       15       786 SHS               DEFINED               0        786   0 
Western Gas Resources, Inc.    COM            958259103      923    19,592 SHS               DEFINED               0     19,592   0 
Western Gas Resources, Inc.    COM            958259103        8       180 SHS               DEFINED               0        180   0 
Wet Seal, Inc. (The)           CL A           961840105      252    56,671 SHS               DEFINED               0     56,671   0 
Weyerhaeuser Co.               COM            962166104       95     1,428 SHS               DEFINED               0      1,428   0 
WFS Financial, Inc.            COM            92923B106        2        20 SHS               DEFINED               0         20   0 
WGL Holdings, Inc.             COM            92924F106   10,007   332,915 SHS               DEFINED               0    332,915   0 
WGL Holdings, Inc.             COM            92924F106      943    31,355 SHS               DEFINED               0     31,355   0 
WGL Holdings, Inc.             COM            92924F106        8       269 SHS               DEFINED               0        269   0 
WGL Holdings, Inc.             COM            92924F106       11       358 SHS               DEFINED               0        358   0 
Whirlpool Corp.                COM            963320106       43       518 SHS               DEFINED               0        518   0 
White Mountain Insurance       COM            G9618E107       11        20 SHS               DEFINED               0         20   0 
Whitney Holding Corp.          COM            966612103    9,418   341,735 SHS               DEFINED               0    341,735   0 
Whitney Holding Corp.          COM            966612103        9       341 SHS               DEFINED               0        341   0 
Whitney Holding Corp.          COM            966612103        7       270 SHS               DEFINED               0        270   0 
Whole Foods Market, Inc.       COM            966837106        9       112 SHS               DEFINED               0        112   0 
Willbros Group, Inc.           COM            969199108      232    16,090 SHS               DEFINED               0     16,090   0 
William Lyon Homes, Inc.       COM            552074106    2,353    23,320 SHS               DEFINED               0     23,320   0 
William Lyon Homes, Inc.       COM            552074106      151     1,498 SHS               DEFINED               0      1,498   0 
William Lyon Homes, Inc.       COM            552074106    1,280    12,686 SHS               DEFINED               0     12,686   0 
Williams Cos, Inc.             COM            969457100       59     2,536 SHS               DEFINED               0      2,536   0 
Williams-Sonoma, Inc.          COM            969904101       13       300 SHS               DEFINED               0        300   0 
Willis Group Holdings Ltd      SHS            G96655108       13       348 SHS               DEFINED               0        348   0 
Wilmington Trust Corp.         COM            971807102    8,254   212,120 SHS               DEFINED               0    212,120   0 
Wilmington Trust Corp.         COM            971807102      225     5,775 SHS               DEFINED               0      5,775   0 
Wilmington Trust Corp.         COM            971807102       15       377 SHS               DEFINED               0        377   0 
Wilmington Trust Corp.         COM            971807102       11       270 SHS               DEFINED               0        270   0 

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           COLUMN 1               COLUMN 2     COLUMN 3 COLUMN 4           COLUMN 5           COLUMN 6  COLUMN 7       COLUMN 8     
------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Wilson Greatbatch Technologies COM            39153L106      242     9,306 SHS               DEFINED               0      9,306   0 
Windrose Medical Properties                                                                                                         
   Trust                       COM            973491103      248    16,681 SHS               DEFINED               0     16,681   0 
Winthrop Rlty Trust Inc        COM SH BEN INT 976391102      322    56,671 SHS               DEFINED               0     56,671   0 
Wisconsin Energy Corp.         COM            976657106       27       692 SHS               DEFINED               0        692   0 
WM Wrigley Jr Co.              COM            982526105       81     1,222 SHS               DEFINED               0      1,222   0 
WM Wrigley Jr Co.              COM            982526105       26       390 SHS               DEFINED               0        390   0 
Wolverine World Wide, Inc.     COM            978097103      181     8,068 SHS               DEFINED               0      8,068   0 
Wolverine World Wide, Inc.     COM            978097103       44     1,975 SHS               DEFINED               0      1,975   0 
Wolverine World Wide, Inc.     COM            978097103        7       323 SHS               DEFINED               0        323   0 
World Air Holdings Inc         COM            98142V104      232    24,066 SHS               DEFINED               0     24,066   0 
World Wrestling Entertainment,                                                                                                      
   Inc.                        CL A           98156Q108      770    52,438 SHS               DEFINED               0     52,438   0 
Worthington Industries         COM            981811102       10       528 SHS               DEFINED               0        528   0 
Wpp Group Plc                  SPON ADR       929309409    1,457    26,987 SHS               DEFINED               0     26,987   0 
WPS Resources Corp.            COM            92931B106    9,788   176,974 SHS               DEFINED               0    176,974   0 
WPS Resources Corp.            COM            92931B106       71     1,281 SHS               DEFINED               0      1,281   0 
WPS Resources Corp.            COM            92931B106       12       215 SHS               DEFINED               0        215   0 
WPS Resources Corp.            COM            92931B106       15       266 SHS               DEFINED               0        266   0 
WR Berkley Corp.               COM            084423102    3,558    74,722 SHS               DEFINED               0     74,722   0 
WR Berkley Corp.               COM            084423102      232     4,876 SHS               DEFINED               0      4,876   0 
WR Berkley Corp.               COM            084423102    1,140    23,944 SHS               DEFINED               0     23,944   0 
WR Berkley Corp.               COM            084423102       16       346 SHS               DEFINED               0        346   0 
WW Grainger, Inc.              COM            384802104       36       502 SHS               DEFINED               0        502   0 
WW Grainger, Inc.              COM            384802104       23       330 SHS               DEFINED               0        330   0 
Wyeth                          COM            983024100    1,800    39,081 SHS               DEFINED               0     39,081   0 
Wyeth                          COM            983024100    1,830    39,729 SHS               DEFINED               0     39,729   0 
Wyeth                          COM            983024100      168     3,656 SHS               DEFINED               0      3,656   0 
Xcel Energy, Inc.              COM            98389B100       74     4,016 SHS               DEFINED               0      4,016   0 
Xerox Corp.                    COM            984121103      748    51,038 SHS               DEFINED               0     51,038   0 
Xerox Corp.                    COM            984121103    1,239    84,576 SHS               DEFINED               0     84,576   0 
Xerox Corp.                    COM            984121103       79     5,364 SHS               DEFINED               0      5,364   0 
Xilinx, Inc.                   COM            983919101       12       468 SHS               DEFINED               0        468   0 
XL Capital, Ltd.               CL A           G98255105    3,200    47,488 SHS               DEFINED               0     47,488   0 
XL Capital, Ltd.               CL A           G98255105       48       710 SHS               DEFINED               0        710   0 
XM Satellite Radio Holdings,                                                                                                        
   Inc.                        CL A           983759101    1,527    55,979 SHS               DEFINED               0     55,979   0 
XTO Energy, Inc.               COM            98385X106      978    22,258 SHS               DEFINED               0     22,258   0 
XTO Energy, Inc.               COM            98385X106       15       348 SHS               DEFINED               0        348   0 
Xyratex Ltd                    COM            G98268108      307    17,346 SHS               DEFINED               0     17,346   0 
Yahoo!, Inc.                   COM            984332106    3,072    78,402 SHS               DEFINED               0     78,402   0 
Yahoo!, Inc.                   COM            984332106    1,153    29,428 SHS               DEFINED               0     29,428   0 
Yahoo!, Inc.                   COM            984332106       37       938 SHS               DEFINED               0        938   0 
Yanzhou Coal Mining Co Ltd     SPON ADR H SHS 984846105    3,641   113,399 SHS               DEFINED               0    113,399   0 
Yellow Roadway Corp.           COM            985577105       16       358 SHS               DEFINED               0        358   0 
Yum! Brands, Inc.              COM            988498101   15,250   325,289 SHS               DEFINED               0    325,289   0 

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------------------------------ -------------- --------- -------- --------------------------- ---------- -------- -------------------
                                                                                                                   VOTING AUTHORITY 
                                  TITLE OF                VALUE   SHRS. OR                   INVESTMENT   OTHER  -------------------
        NAME OF ISSUER              CLASS       CUSIP   (X$1000) PRN. AMT. SH./PRN. PUT/CALL DISCRETION MANAGERS SOLE   SHARED  NONE
------------------------------ -------------- --------- -------- --------- -------- -------- ---------- -------- ---- --------- ----
                                                                                                                                    
Yum! Brands, Inc.              COM            988498101    1,113    23,751 SHS               DEFINED               0     23,751   0 
Yum! Brands, Inc.              COM            988498101    1,230    26,244 SHS               DEFINED               0     26,244   0 
Yum! Brands, Inc.              COM            988498101       28       600 SHS               DEFINED               0        600   0 
Zale Corp.                     COM            988858106        9       362 SHS               DEFINED               0        362   0 
Zenith National Insurance                                                                                                           
   Corp.                       COM            989390109      910    19,726 SHS               DEFINED               0     19,726   0 
Zenith National Insurance                                                                                                           
   Corp.                       COM            989390109    1,081    23,448 SHS               DEFINED               0     23,448   0 
Zimmer Holdings, Inc.          COM            98956P102       23       346 SHS               DEFINED               0        346   0 
Zions Bancorp                  COM            989701107       25       330 SHS               DEFINED               0        330   0 
Zoltek Cos Inc                 COM            98975W104    5,018   571,520 SHS               DEFINED               0    571,520   0 
Zoran Corp.                    COM            98975F101      245    15,134 SHS               DEFINED               0     15,134   0 
Zoran Corp.                    COM            98975F101    1,787   110,237 SHS               DEFINED               0    110,237   0 
Zygo Corp.                     COM            989855101      245    16,654 SHS               DEFINED               0     16,654   0 

79

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				Referenced-On Page
This ‘13F-HR’ Filing		Date		First		Last			Other Filings
Filed on / Effective on:		5/11/06							None on these Dates
		5/9/06		1
For Period end:		12/31/05		1
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