990s.foundationcenter.org990s.foundationcenter.org/990pf_pdf_archive/366/366975534/3669… · F I...

F

I

Department of the TreasuryInternal Revenue Service

For calendar year 200r r't.,- ,-L 'll ft" # mnnly

Return of Private Foundation OMB No 1545-0052

or Section 4947(a)(1) Nonexempt Charitable Trust ^oo^Treated as a Private Foundation

lote: The organization may be able to use a copy of this return to satis fy state reporting requirements

or tax year beginning 12/01 , 2005, and ending 11/30/2006

^In teal ratiirn Final return Amended return Address chanae Name chanae

Name of organization A Employer identification number

Use the IRS

label. DR RALPH & MARIAN FALK MEDICAL RESEARCH TR. 36-6975534Otherwise , Number and street (or P 0 box number if mail is not delivered to street address) Room/suite B Telephone number (see page 10 of

print the instructions)

or type.BANK OF AMERICANA 231 S LASALLE ST (312) 828-3917

See Specific

Instructions . City or town, state, and ZIP code C If exemption application is ►pending, check here

0 1. Foreign organizations , check here ►

CHICAGO 111 6 0 6 9 7 2. Foreign organizations meeting the

H Check type of org anization* X Section 501 c3 exem p t p rivate foundation85% test, check here and attach

( computation . ►

Section 4947 (a )( 1 ) nonexem pt charitable trust Other taxable p rivate foundation E If private foundation status was terminatedCash Accrualth dd J A tt ►0l f ll ing me o .ccoun under section 507(b)(1)(A), check here .enue o a assets aI Fair market va

of year (from Part ll, col (c), line q Other (specify) _ _ _ ________ F If the foundation is in a 60-month termination

16) 0' $ 166 , 075 , 957. (Part column (d) must be on cash basis.) under section 507(b)(1)(B), check here , ►

Analysis of Revenue and Expenses(The total of amounts in columns (b), (c), and (a) Revenue and (b) Net investment (c) Adjusted net

(d) Disbursementsfor charitable

(d) may not necessarily equal the amounts in expenses perbooks

income income purposescolumn (a) (see page 11 of the instructions) . ) ( cash basis only)

received (attach schedule)grants etcI Contributions efts , , ,

2 Check ►if the foundation is not required to

h S h Btta ac c

i-ag 3 Interest on savings and temporary cash investments

CY 3 4 Dividends and interest from securities 4 , 264 , 736. 4 264 736. {.

. . . . . . .5 a Gross rents . . . . . . . . . .

b Net rental income or (loss)

6 a Net gain or (loss) from sale of assets not on line 10 7 , 688 , 468. -b Gross sales price for all 155,718 ,863.l 6o ine aassets on

7 688 4687 Capital gain net income (from Part IV, line 2) . .1 ,

8 Net short-term capital gain . . . . . . . .

79 Income modifications . . . . . . . . . . .20 a Gross sales less returns

and allowances • • • •

b Less Cost of goods sold '

c Gross profit or (loss) (attach schedule) .

11 Other income (attach schedule) -4 , 839.

1 2 Total. Add lines 1 t h rou g h 11 ...... 11 948 365. 11 , 953 , 204.

13 Compensation of officers, directors, trustees, etc 800 910. 575 969. 224 , 941, ,

14 Other employee salaries and wages . . . . .th

employee benefits15 Pension plans . . . . . .,

16a Legal fees (attach schedule)CLx

, , • • , , , , •

b Accounting fees (attach schedule)yj , , • , • •

c Other professional fees (attach schedule). .

tv̂ 17 Interest^ .

18 Taxes (attach schedule) (see page 14 of A =tloas) 233 , 168.

19 Depr9TiKffiedule) and deIRLMOEIVED. . . . . . . .20 OccupancyQ . . . . . . . . .

v meetings21 Travel co pr,

nALO _^7E22 Printing I . .

c. . . .

23 Other expenses (attach schedule) STMT. 3 ,' 4 , 695. 2 , 340. 2 , 355

24 Total operating and,fititivitexpenses..G YVl

a. . . . ...Add lines 1 3 through 23 1 038 773. 578 , 309. 227 , 296

O

... .

grants paid . . . . . . .25 Contributions gifts r 6 138 263. 6 , 138 , 263,,

26 Total expenses anddisbursements Addlines 24and25 7 , 177 , 036. 578 , 309. 6 , 365 , 559

27 Subtract line 26 from line 12.

a Excess of revenue over expenses and disbursements • 4,771 , 329.

b Net investment income (if negative, enter -0-) 11,374 , 895. 1

c Adjusted net income ( if n ative enter -0-) . .

For Privacy Act and Paperwork Reduction Act Notice , see the instructions.

14102000

EK5220 L720 03/09/2007 08:57:48 72-011010000940IA

Form 990-PF (2005)

4 iVE

I Form 990-PF 2005 36-6975534 Pan. 2

Attached schedules and amounts in the Beg inning of year End of yearBalance Sheets description column should be for

end-of-year amounts only (See instructions ( a) Book Value (b ) Book Value (c) Fair Market Value

. . . . . . . . . . . . . . ..1 Cash - non-interest- bearing . .

2 Savings and temporary cash investments . . . . . . . . . . .

3 Accounts receivable ► ----- --------- -----Less allowance for doubtful accounts ► -------------

4 Pledges receivable ►------------------------ -------------- --------------- ---- -- -----Less - allowance for doubtful accounts ►

5 Grants receivable . . . . . . . . . . . . . . . . . . . . . .

6 Receivables due from officers , directors , trustees , and other

disqualified persons ( attach schedule ) (see page 15 of the instructions)

7 Other notes and loans receivable (attach schedule) ►Less allowance for doubtful accounts ►

y 8 Inventories for sale or use . . . . . . . . . . . . . . . . .

9 Prepaid expenses and deferred charges . . . . . . . . . . . .

< 10a Investments - U S and state government obligations (attach schedule ) 5 , 471 , 678. 4 , 3 24 , 05 6. 4 , 579 , 735b Investments - corporate stock ( attach schedule ) . . . . . . . 102 568 564. 108- 1 6-2-0 , 055. 142 1 214 , 654c Investments - corporate bonds ( attach schedule ) . . . . . . . 12 171 413. 13 , 103 397. 13 , 093 , 204,

11 Investments - land, buildings, ►,and equipment basis - - - - - - - - - - - - - - - - - - - - -- - -

Less accumulated depreciation ►h h d l )tt -------------------sc e u e(a ac

12 Investments - mortgage loans • , • • • . • • , . , • • , . •

13 Investments - other ( attach schedule) ............. 7,282 , 307. 6 , 188 , 364. 6 , 188 , 36414 Land , buildings, and ►

ment basisuie - -r - -p - - - - - - - - - - - - - - - - - - -qLess accumulated depreciation ►

h schedule )tt

- -

--------------------(a ac

15 Other assets (describe 0- ____________________

16 Total assets ( to be completed by all filers - see page 16 of

the instructions Also see page 1 item I 127 493 962 . 132 235 872. 1-6-6- 1 0-75 , 957,17 Accounts payable and accrued expenses . . . . . . . . . . 47 , 160. NON

. . . . . . . . . . . . . .. . . .18 Grants payable . . . .

19 Deferred revenue . . . . . . . . . . . . . . . . . . . . . .

20 Loans from officers , directors , trustees, and other disqualified persons

21 Mortgages and other notes payable (attach schedule) . . . . ._j

22 Other liabilities (describe 10, )___________________

23 Total liabilities ( add lines 17 throu gh 22 ) 47 , 160 . NON

Organizations that follow SFAS 117, check here ►and complete lines 24 through 26 and lines 30 and 31.

a)in 24 Unrestricted . . . . . . . . . . . . . . . . . . . . . . . . .

g 25 Temporarily restricted . . . . . . . . . . . . . . . . . . . .M

26 Permanently restricted . . . . . . . . . . . . . . . . . . .

Organizations that do not follow SFAS 117,

u. check here and complete lines 27 through 31. ► X

, 27 Capital stock , trust principal , or current funds . . . . . . . . . 125 239 121. 130 , 488 , 438.

28 Paid -in or capital surplus , or land , bldg , and equipment fund • • • • . NONE NON

y 29 Retained earnings, accumulated income, endowment , or other funds . 2 , 207 , 681. 1 1 747 , 434.

30 Total net assets or fund balances ( see page 17 of the

Z instructions ) . . . . . . . . . . . . . . . . . . . . . . . . . 127, 446 802. 132 , 235 , 872.31 Total liabilities and net assets/fund balances (see page 17 of

the instructions ) 127, 493, 962. 132, 235, 872 .

Analysis of Changes in Net Assets or Fund Balances

1 Total net assets or fund balances at beginning of year - Part II, column (a), line 30 (must agree with

end-of-year figure reported on prior years return) . . . . . • • . • . • • , • . • . • . . . . . . . • . • . . 1 127 , 446, 802 .

2 Enter amount from Part I, line 27a . . • • ,, , • • . . . .. . 2 4 , 771, 329 .

3

^^ ^^^^ ^^ ^^^^ ^^^^

Other increases not Includededinn

l iline 2 (Itemize) ► S EE STATEMENT 4 3 35,229.

4

- - - - _ -_

Add lines 1, 2, and 3 • • • , , .......... .............. 4 132,253,360.

5 SEE STATEMENT 5Decreases not included in line 2 5 17,488.

6

_________________________Total net assets or fund balances at end of year ( line 4 minus line 5 - Part II column ( b ), line 30 .--------------- 6 132 , 235, 872 .-

E1420 1 000ISA EK5220 L720 03/09/2007 08:57:48 72-011010000940

Form 990-PF (2005)

5 -

I Form 990-PF 2005

36-6975534

r`^nifci ( inc.nzinri I nccac fnr Tay nn Invactmpnt Inrnmp

I

(a) List and describe the kind ( s) of property sold (e g real estate ,

2-story brick warehouse , or common stock , 200 shs MLC Co.)

(b) Howacquired

P-PurthasnD-Donatio

(c) Dateacquired

(mo , day , yr)(d) Date soldmo , day, yr

1 a SEL ScH OVLE A7 7 4c Wb

c

d

e

(e) Gross sales price (f) Depreciation allowed(or allowable )

(g) Cost or other basisplus expense of sale

( h) Gain or (loss)(e) plus ( f) minus (g)

ab

cd

eCom p lete onl y for assets showing g ain in column ( h ) and owned by the foundation on 12 /31/69 (I) Gains ( Col (h) gain minus

(i) F M V as of 12/31/69((1) Adjusted basisas of 12 / 31/69

( k) Excess of col (i)over col 0), if any

col ( k), but not less than -0-) orLosses (from col (h))

a

b

c

d

e

2 Capital gain net income or ( net capital loss )If gain , also enter in Part I, line 7

f If (loss ), enter -0- in Part I, line 7 } 2 7,688,468.

3 Net short -term capital gain or ( loss) as defined in sections 1222(5) and (6):

If gain , also enter in Part I, line 8 , column ( c) (see pages 13 and 17 of the instructions).

If loss ), enter -0- In Part I , line 8 3

ROM Qualification Under Section 4940 ( e) tor Reduced Tax on Net Investment income

(For optional use by domestic private foundations subject to the section 4940(a) tax on net investment income.)

IIf section 4940 (d)(2) applies, leave this part blank.

Was the organization liable for the section 4942 tax on the distributable amount of any year in the base period?. Yes © NoIf "Yes," the organization does not qualify under section 4940(e). Do not complete this part

1

A

I Enter the appropriate amount in each column for each year, see page 18 of the instructions before making any entries

Base period years Calendar yearor tax year b inninm Adjusted qualifying distributions Net value of nonc(hantable-use assets

Distribution ratio( col ( b ) divided by col (c ))

2004 5,515,018. 144,755,274. 0.03809890892

2003 7,371,403. 137,444,678. 0.05363178195

2002 6,682 ,919. 122, 909,813. 0.05437254225

2001 8 ,321,645. 136, 698,473. 0.06087591776

2000 10,905, 184. 163,996 , 636. 0.06649638838

2 Total of line 1 , column (d) ..................................... 2 0.27347553926

3 Average distribution ratio for the 5 -year base period - divide the total on line 2 by 5, or by

the number of years the foundation has been in existence if less than 5 years • • , • • , • • • 3 0.05469510785

4 Enter the net value of noncharitable - use assets for 2005 from Part X, line 5 4 155, 344, 130 .

5 Multiply line 4 by line 3 5 8,496,564.

6 Enter 1% of net investment income (1% of Part I, line 27b) • • • • • • • • , , • • • • • , • , • 6 113,749.

7 Add lines 5 and 6 • • • . . . . . . . . . . . , • • • 7 8,610,313.• • • • • • • , , , _ , • • • • • , , • • •

8 Enter qualifying distributions from Part XII, line 4 , • • . . . . . . . . . . . . . . . . . . . . . 8 6,365,559.If line 8 is equal to or greater than line 7, check the box in Part VI, line 1 b , and complete that part using a 1 % tax rate See the Part VI instructions on page 18

/+ Form 990 -PF (2005)E 1430 1 000

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1

t

36-6975534 4Fgfff&Tn Excise Tax Based on Investment Income ( Section 4940 ( a , 4940 ( b ) , 4940 ( e ) , or 4948 - see pag e 18 of the instructions )

I a Exempt operating foundations described in section 4940(d)(2), check here ► and enter "N/A" on line 1 • . •

Date of ruling letter - - - _ - _ _ _ _ (attach copy of ruling letter if necessary - see instructions)

b Domestic organizations that meet the section 4940(e) requirements in Part V, check 1 227 498.

here ► q and enter 1 % of Part 1, line 27b • • , , , , , , , , , , , , , , , , , , , , , , , , , , , ,

c All other domestic organizations enter 2% of line 27b Exempt foreign organizations enter 4% of Part I, line 12, col (b) ___

2 Tax under section 511 (domestic section 4947(a)(1) trusts and taxable foundations only Others enter -0-) . . 2

3 Add lines 1 and 2 . . . . . . . . . . . . . . . . . • , . . . . . . . . . . . . . . . . . . , , . . 3 227 , 498.

4 Subtitle A (income) tax (domestic section 4947(a)(1) trusts and taxable foundations only Others enter -0-) 4 NONE

5 Tax based on Investment income . Subtract line 4 from line 3 If zero or less, enter -0. . . . . . . . . . . . . 5 227 , 498.

6 Credits/Payments

a 2005 estimated tax payments and 2004 overpayment credited to 2005 , • , 6a 233 168.

b Exempt foreign organizations - tax withheld at source . . . , , , , , 6 b NON

c Tax paid with application for extension of time to file (Form 8868). 6c NON

d Backup withholding erroneously withheld . . . , . . • . . , . , . . . . , 6d

7 Total credits and payments Add lines 6a through 6d . • • • • • • . . • • • . . . . . . . . . • . 7 233,168.

8 Enter any penalty for underpayment of estimated tax Check here a if Form 2220 is attached . . . . . . . . . , 8

9 Tax due. If the total of lines 5 and 8 is more than line 7, enter amount owed , , , , , , , , , , , , , , , ► 9

10 Overpayment. If line 7 is more than the total of lines 5 and 8, enter the amount overpaid , . . , , . . . , . ► 10 5,670.

11 Enter the amount of line 10 to be Credited to 2006 estimated tax ► Refunded ► 11 5,670.

nts Regarding Activities

la During the tax year , did the organization attempt to influence any national , state , or local legislation or did Yes No

it participate or intervene in any political campaign? . . . , . , • . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 a X

b Did it spend more than $ 100 during the year ( either directly or indirectly ) for political purposes (see page

19 of the instructions for definition)? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 b X

If the answer is "Yes" to 1a or 1b, attach a detailed description of the activities and copies of any materials

published or distributed by the organization in connection with the activities. _

c Did the organization file Form 1120 -POL for this year? , , _ • . . • , , , , , , , , , , • , , , • , • • _ , , , , , , 1 c X

d Enter the amount if an of tax on political expenditures section 4955 ) imposed during the year

(1) On the organization ► $ (2) On organization managers ► $

e Enter the reimbursement ( if any ) paid by the organization during the year for political expenditure tax imposed

on organization managers ► $

2 Has the organization engaged in any activities that have not previously been reported to the IRS? • , , • , , , , , • , 2 X

If "Yes , " attach a detailed description of the activities 11

3 Has the organization made any changes , not previously reported to the IRS , in its governing instrument, articles ____jI

of incorporation , or bylaws , or other similar instruments? If "Yes," attach a conformed copy of the changes . . , . . . . . . 3 X

4a Did the organization have unrelated business gross income of $1 , 000 or more during the year? . . . . . . . . . . . . . . . 4a X

b If "Yes ," has it filed a tax return on Form 990 -T for this year? • , , , , , , , , , , , , , , , , , , , , , • , , , , , , , , 4b /A

5 Was there a liquidation , termination , dissolution , or substantial contraction during the year? , , • . . . . . . . . . . . . . . 5 X

If 'Yes," attach the statement required by General Instruction T.

6 Are the requirements of section 508 ( e) (relating to sections 4941 through 4945 ) satisfied either

• By language in the governing instrument, or

• By state legislation that effectively amends the governing instrument so that no mandatory directions _j

that conflict with the state law remain in the governing instrument? . . . . . . . . . . . . . . . . . . . . . . . . . 6 X

7 Did the organization have at least $ 5,000 in assets at any time during the year? If "Yes," complete Part fl, col. (c), and Part XV 7 X

8a Enter the states to which the foundation reports or with which it is registered ( see page 19 of the

instructions ) ► SEE STATEMENT 6-------------------------------------------------------

b If the answer is "Yes " to line 7 , has the organization furnished a copy of Form 990-PF to the Attorney

General ( or designate ) of each state as required by General Instruction G? If No,"attach explanation . . . . . . . . . . . . 8b X

9 Is the organization claiming status as a private operating foundation within the meaning of section 4942 (1)(3)

or 4942 0)( 5) for calendar year 2005 or the taxable year beginning in 2005 (see instructions for Part XIV on

page 26 )? If 'Yes, " complete Part XIV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 X

10 Did any persons become substantial contributors during the tax year? If 'Yes, " attach a schedule listing their names and addresses 10 X

11 Did the organization comply with the public inspection requirements for its annual returns and exemption application? , , , , 11 X

Web site address ► - - - - - - - - - - - - -NONE---------------------------------------------------

_-_ _________

12 The books are in care of ► _ BANK OF AMERICA , N.A-----------------

Telephone no (312) 828- 3917 ------6069 7 _SOUTH_LASALLESTREET, Chieago1 IL _________-_ ZIP+4 ► __2 31Located at ► __ ____

13

_ _ _ __ ___

Section 4947 ( a)(1) nonexempt charitable trusts filing Form 990-PF in lieu of Form 1041 - Check here . .

__

. . . ►qand enter the amount of tax- exempt interest received or accrued during the year . . . . . . . . . ► I3 I

51440 1 000ISA EK5220 L720 03/09/2007 08:57:48 72-011010000940

Form 990-PF (2005)

7 -

I Form 990-PF (2005) 36-6975EStatements Regarding Activiti es fo r Which Form 4720 May Be Required

5

11

1

File Form 4720 if any item is checked in the "Yes" column , unless an exception applies. Yes No

1a During the year did the organization ( either directly or indirectly)

(1) Engage in the sale or exchange, or leasing of property with a disqualified person? , . . . . . . . q Yes No

(2) Borrow money from, lend money to, or otherwise extend credit to (or accept it from)

a disqualified person? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yes X No

(3) Furnish goods , services , or facilities to (or accept them from ) a disqualified person? . . . . . . X Yes No

(4) Pay compensation to, or pay or reimburse the expenses of, a disqualified person? . . . . . . . X Yes L_J No

(5) Transfer any income or assets to a disqualified person ( or make any of either available

for the benefit or use of a disqualified person )? . . . . . . . . . . . . . . . . . . . . . . . . . q Yes No

(6) Agree to pay money or property to a government official ? ( Exception . Check "No"

if the organization agreed to make a grant to or to employ the official for a periodYes q Noafter termination of government service , if terminating within 90 days ) . . . . . . . . . . . . . El

b If any answer is "Yes" to la ( 1)-(6), did any of the acts fail to qualify under the exceptions described in Regulations

section 53 4941 (d)-3 or in a current notice regarding disaster assistance ( see page 20 of the instructions )? . . . . ... . . . 1 b X

Organizations relying on a current notice regarding disaster assistance check here . . . . . . . . . . . . .

c Did the organization engage in a prior year in any of the acts described in 1a, other than excepted acts,

that were not corrected before the first day of the tax year beginning in 2005? . . . . . . . . . . . . . . . . . . . . . . . . 1 c ` X

2 Taxes on failure to distribute income ( section 4942 ) ( does not apply for years the organization was a private

operating foundation defined in section 49420)( 3) or 4942 (1)(5))

a At the end of tax year 2005 , did the organization have any undistributed income ( lines 6d

and 6e , Part XIII ) for tax year ( s) beginning before 2005' . . . . . . . . . . . . . . . . . . . . . . q Yes q No

If "Yes," list the years loo- --_-----_- ,------- _ - ,_

b Are there any years listed in 2a for which the organization is not applying the provisions of section 4942(a)(2)

(relating to incorrect valuation of assets ) to the year ' s undistributed income? ( If applying section 4942(a)(2)

to all years listed, answer "No" and attach statement - see page 20 of the instructions ) . . . . . . . . . . . . . . . . . . . . 2b N A

c If the provisions of section 4942(a)(2) are being applied to any of the years listed in 2a , list the years here

- - - - - - - - - - --------- ---------I---------3a Did the organization hold more than a 2% direct or indirect interest in any business

enterprise at any time during the year? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . q Yes q No

b If "Yes ," did it have excess business holdings in 2005 as a result of ( 1) any purchase by the organization

or disqualified persons after May 26 , 1969 , ( 2) the lapse of the 5-year period ( or longer period approved

by the Commissioner under section 4943 ( c)(7)) to dispose of holdings acquired by gift or bequest , or (3)

the lapse of the 10-, 15 -, or 20-year first phase holding period? (Use Schedule C, Form 4720, to determine

if the organization had excess business holdings in 2005.) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3b NIA

4a Did the organization invest during the year any amount in a manner that would jeopardize its charitable purposes? . . . . . . . 4a X

b Did the organization make any investment in a prior year ( but after December 31, 1969 ) that could jeopardize its charitable - _-^__j

purpose that had not been removed from jeopardy before the first day of the tax year beginning in 2005? . . . . . . . . . . . 4b X

5 a During the year did the organization pay or incur any amount to(1) Carry on propaganda , or otherwise attempt to influence legislation ( section 4945( e))? . , , , . . q Yes No

(2) Influence the outcome of any specific public election (see section 4955 ), or to carry

on, directly or indirectly , any voter registration drives Yes X N.

(3) Provide a grant to an individual for travel , study , or other similar purposes' q Yes LX No

(4) Provide a grant to an organization other than a charitable , etc , organization described

in section 509 ( a)(1), (2), or ( 3), or section 4940(d)(2)' . . . . . . . . . . . . . . . . . . . . . q Yes 1A No

(5) Provide for any purpose other than religious , chartable, scientific , literary, or

educational purposes , or for the prevention of cruelty to children or animals? . . . . . . . . . . q Yes No

b If any answer is "Yes" to 5a ( 1)-(5), did any of the transactions fail to qualify under the exceptions described in _;

Regulations section 53 4945 or in a current notice regarding disaster assistance (see page 20 of the instructions ) ... . . 5b N A

Organizations relying on a current notice regarding disaster assistance check here . . . . . . . . . . . . . .

c If the answer is "Yes " to question 5a ( 4), does the organization claim exemption from the

q qtax because it maintained expenditure responsibility for the grant? . . . . . . . . . . . . . . . . Yes No

If "Yes," attach the statement required by Regulations section 53. 4945-5(d).

6a Did the organization , during the year , receive any funds , directly or indirectly , to pay

1:1premiums on a personal benefit contract? . . . . . . . . . . . . . . . . . . . . . . . . . . . . Yesq

X No _

b Did the organization , during the year , pay premiums, directly or indirectly , on a personal benefit contract? . . . . . , . 6b X

If you answered "Yes" to 6b, also file Form 8870

1450 1 000

JEK5220 L720 03/09/2007 08:57:48 72-011010000940

Form 990-PF (2005)

8 -

Form 990-PF(2005)36-6975534

Information About Officers, Directors, Trustees, Foundation Managers , Highly Paid Employees,and Contractors

I List all officers, directors, trustees , foundation managers and their com pensation see page 21 of the instructions .

t

1

Total number of other employees paid over $50,000 . ► NONE

3 Five highest -paid independent contractors for professional services - ( see page 21 of the instructions). If none, enter

I "NONE."

(a) Name and address of each person paid more than $50,000 (b) Type of service (c) Compensation

NONE----------------------------------------------------

----------------------------------------------------

-------------

Total number of others receiving over $50,000 for professional services , , , , , , , , , , , , , ► NONE

' Summary of Direct Charitable Activities

List the foundation ' s four largest direct charitable activities during the tax year Include relevant statistical information such as the numberof organizations and other beneficiaries served , conferences convened , research papers produced , etc Expenses

1-NOT-APPLICABLE

-----------------------------------------------------------

' 2THE SOLE CHARITABLE ACTIVITY OF THIS ORGANIZATION IS THE=---------------MAKING OF CONTRIBUTIONS AND GRANTS TO QUALIFIED CHARITABLE-

----------------------------------- --- -------- -----------ORGANIZATIONS.NO DIRECT CHARITABLE ACTIVITIES ARE CONDUCTED.

: 1h111hu1111=1111h111=h11hh1h1=111h11h1111111h111 - uu111=11'uu11111h1h111------------

1

----------------------------------------------------------------------------

1460 1 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940

6

(a) Name and address(b) Title, and average

hours per weekdevoted to position

(c Compensation( if)not paid, enter

-0-

(d) Contributions toemployee benefit plans

and deferred compensation

(e) Expense account,other allowances

-------------------------------------SEE STATEMENT 7 800,910. -0- -0-

-------------------------------------

-------------------------------------

--------------------------------------

2 Compensation of five hiahest - paid emolovees ( ot her than those included on line I - see oaae 21 of the instructions).If none. enter "NONE."

(a) Name and address of each employee paid more than $50,000 (b Title and averagephours erweek

devoted to position(c) Compensation

(d) Contributions toemployee benefitplans and deferredcom pensation

(e) Expense account,other allowances

NONE-------------------------------------

-------------------------------------

-------------------------------------

-------------------------------------

-------------------------------------

For, 990-PF (2005)

9 -

Irm 990-PF (2005) 36-6975534 Pagel

- Summary of Proaram -Related Investments (see Daoe 22 of the instructions)

Wescribe the two largest program - related investments made by the foundation during the tax year on lines 1 and 2 Amount

NOT APPLICABLE

---------------------------------------------------------------------------

------------------------------------------------------------------------------------------------------------------------------------------------------

II other program- related investments See page 22 of the instructions

NONE

--------------------------------------------------------------------------

tal. Add lines 1 throu g h 3 ►I Minimum Investment Return (All domestic foundations must complete this part. Foreign foundations,

16 see page 22 of the instructions.)

Fair market value of assets not used (or held for use) directly in carrying out charitable, etc.,

purposes:

a Average monthly fair market value of securities ... . . . . . . . . ..... . . . . . .. . .. . .. la 157, 709, 777 .Average of monthly cash balances

_________________________

market value of all other assets (see page 23 of the Instructions)Fair NONEd Total (add lines 1a, b, and c)

.

157 , 709 , 777.

Reduction claimed for blockage or other factors reported on lines 1a and

Ic (attach detailed explanation) le

_

2 Acquisition indebtedness applicable to line I assets 2 NONE

Subtract line 2 from line 1d 3 157 , 709 , 777.Cash deemed held for charitable activities. Enter 1 1 /2 % of line 3 (for greater amount, see page 23

of the instructions) . . . . . ..... ... ... .. .. ...... .. ... . , . 4 2 , 365 , 647 .5 Net value of noncharitable - use assets. Subtract line 4 from line 3. Enter here and on Part V, line 4 5 155 , 344 , 130.

Minimum investment return . Enter 5% of line 5 . ............................. 6 7 , 767 , 207.Distributable Amount (see page 23 of the instructions) (Section 49420)(3) and 0)(5) private operatingfoundations and certain foreign organizations check he re ► p and do no t complete this pa rt )

Minimum investment return from Part X, line 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 7 , 767 , 207.

Tax on investment income for 2005 from Part VI, line 5 2a 227 , 498.

Income tax for 2005. (This does not include the tax from Part VI) 2b

c Add lines 2a and 2b 2c 227 , 498.. . .

Distributable amount before adjustments. Subtract line 2c from line 1 3 7 , 539 , 709.. . . . . .. . . . . . . .

Recoveries of amounts treated as qualifying distributions 4 NONE

5 Add lines 3 and 4 . 5 7 , 539 , 709...... . ....... .Deduction from distributable amount (see page 24 of the instructions) . _ . . . . . 6 NONEDistributable amount as adjusted Subtract line 6 from line 5. Enter here and on Part All,

line 1 7 7 , 539 , 709.

Qualifying Distributions (see page 24 of the instructions)

Amounts paid (including administrative expenses) to accomplish charitable, etc, purposes:

a Expenses, contributions, gifts, etc - total from Part I, column (d), line 26 . . . . . . . . . . . . . . is 6 , 365 , 559.Program -related investments - total from Part IX-B I b

Amounts paid to acquire assets used (or held for use) directly in carrying out charitable, etc ,

purposes .. .... 2 NONE.... ... .... ...Amounts set aside for specific charitable projects that satisfy the:

Suitability test (prior IRS approval required) . . , , , , , , , , , , , , , , , , , , , , , , , , 3a NONE

Cash distribution test (attach the required schedule) , , , , , , , , , , , , , , , , , , , , , , , , , , , 3b NONE

4 Qualifying distributions . Add lines 1a through 3b Enter here and on Part V, line 8, and Part XIII, line 4 . , . . , , 4 6 , 365 , 559.Organizations that qualify under section 4940(e) for the reduced rate of tax on net investment

Income. Enter 1% of Part I, line 27b (see page 24 of the instructions) . . 5 N/A

6 Adjusted qualifying distributions . Subtract line 5 from line 4 6 6 , 365 , 559.Note : The amount on line 6 will be used in Part V, column (b), in subsequent years when calculating whe

quali fies for the section 4940(e) reduction of tax in those years.ther the foundation

Form 990-PF (2005)

ISAE 14 70 1 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940 10 -

Form 990-PF (2005)36-6975534

Undistributed Income (see page 24 of the instructions)

(a) (b) (c) (d)1 Distributable amount for 2005 from Part XI, Corpus Years prior to 2004 2004 2005

line 7 ..................... 7,539 , 709.2 Undistributed income, if any, as of the end of 2004 •'

a Enter amount for 2004 only , , , , , , , , , , 6 , 102 , 455.

b Total for prior years NON

3 Excess distributions carryover, if any, to 2005

a From 2000 NONE ,

b From 2001 NONE ,

c From 2002 NONE

d From 2003 NONE

e From 2004 NONE

f Total of lines 3a through e , , , , , , , , , , , NON 5

4 Qualifying distributions for 2005 from Part

XIl,line 4 6,365,559.a Applied to 2004, but not more than line 2a 6 102 455 "

b Applied to undistributed income of prior years-z. NON i g #(Election required - see page 25 of the instructions) -,a' mat ."

c Treated as distributions out of corpus (Electionrequired - see page 25 of the instructions) NONE, "^

d Applied to 2005 distributable amount 263 , 104.

e Remaining amount distributed out of corpus NON`,'a'

5 Excess distributions carryover applied to 2005 NON d b" :x NONE(If an amount appears in column (d), thesame amount must be shown in column (a).)"

6 Enter the net total of each column asindicated below : _u. _^ _^b:".

,^.:^ ."^ ^` •.,t' )

a Corpus Add lines 3f, 4c, and 4e Subtract line 5 NON &

b Prior years' undistributed income Subtractline 4b from line 2b NON

c Enter the amount of prior years' undistributedincome for which a notice of deficiency hasbeen issued, or on which the section 4942(a)tax has been previously assessed , , , , , , , NON

d Subtract line 6c from line 6b Taxableamount - see page 25 of the instructions NON - V

e Undistributed income for 2004 Subtract line4a from line 2a Taxable amount - see page25 of the instructions

f Undistributed income for 2005 Subtract Vlines 4d and 5 from line 1 This amount mustbe distributed in 2006 " 7 , 276 , 605.

7 Amounts treated as distributions out ofcorpus to satisfy requirements imposed bysection 170(b)(1)(E) or 4942(g)(3) (see page25 of the instructions) . . . NON

8 Excess distributions carryover from 2000 not - - {applied on line 5 or line 7 (see page 25 ofthe instructions) . NON

9 Excess distributions carryover to 2006.

Subtract lines 7 and 8 from line 6a NON

10 Analysis of line 9

a Excess from 2001 NONE

b Excess from 2002 NONE

c Excess from 2003 NONE

d Excess from 2004 , NONE

e Excess from 2005 NONE

Form 990-PF (2005)

JSAI 5E 1480 1 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940 11

' Form 990-PF (2005)

Private Operating Foundations (see

11I

a36-6975534d Part VII-A , question NOT APPLICABLE

I a If the foundation has received a ruling or determination letter that it is a private operating

foundation, and the ruling is effective for 2005, enter the date of the ruling ►

b Check box to indicate whether the organization is a private operating foundation described in section 4942(j)(3) or 4942())(5)

2a Enter the lesser of theTax year Prior 3 years

(e) Totaladjusted net income from (a) 2005 (b) 2004 (c) 2003 (d) 2002

Part I or the minimum

investment return from Part

X for each year listed . . ,

b 85% of line 2a , . . . .

C Qualifying distributions from Part

XII, line 4 for each year listed ,

d Amounts included In line 2c not

used directly for active conduct

of exempt activities . . . . .

e Qualifying distributions made

directly for active conduct of

exempt activities Subtract

line 2d from line 2c . . . . .

3 Complete 3a. b, or c for the

alternative test relied upon

a Assets' alternative lest - enter

(1) Value of all assets . . .

(2) Value of assets qualifying

under section

49420)(3)(B)) i) . . . . .

b Endowment ' alternative test-

enter 2 /3 of minimum invest-

ment return shown in Part X,

line 6 for each year listed . .

C Support' aitemative test - enter

(1) Total support other than

gross Investment income

(interest, dividends , rents,

payments on securities

loans (section 512(a)(5)),

or royalties)

(2) Support from generalpublic and 5 or moreexempt organizations asprovided in section 4942

GX3)(B)(i u) . . . . . .

(3) Largest amount of sup-port from an exemptorganization ,

4 Gross investment income .

FMT^ Supplementary Information (Complete this part only if the organization had $5,000 or more inassets at any time during the year - see page 26 of the instructions.)

1 Information Regarding Foundation Managers:

a List any managers of the foundation who have contributed more than 2% of the total contributions received by the foundationbefore t ^^e of any tax year (but only if they have contributed more than $5,000) (See section 507(d)(2).)

b List any managers of the foundation who own 10% or more of the stock of a corporation (or an equally large portion of theownership of a partnership or other entity) of which the foundation has a 10% or greater interest.

NONE

2 Information Regarding Contribution , Grant , Gift, Loan, Scholarship , etc., Programs:

Check here iii. q if the organization only makes contributions to preselected charitable organizations and does not acceptunsolicited requests for funds. If the organization makes gifts, grants, etc. (see page 26 of the instructions) to individuals ororganizations under other conditions, complete items 2a, b, c, and d

' a The name , address , and telephone number of the person to whom applications should be addressed:

SEE STATEMENT 8

b The form in which applications should be submitted and information and materials they should include:

NO FORMAL APPLICATION REQUIRED

I c Any submission deadlinesNONE

d Any restrictions or limitations on awards, such as by geographical areas, charitable fields, kinds of institutions, or otherfactors NONE

JSA Form 990-PF (2005)5E1490 1 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940 12

Form 990 -PF (2005 )

36-6975534

Supplementary Information (continued)

3 Grants and Contributions Paid During the Year or Approved for Future Payment

Recip ient It recipient is an Indeidual, Foundationshow any relationship to

p

Purpose of 9 rant orAmount

Name and address (home or business) or substantialtion manager

contributor ientrecip

contribution

a Paid during the year

SEE STATEMENT 9

.................................................Total ► 3a 6 , 138 , 263.b Approved for future payment

Total ► 3b

Form 990-PF (2005)

1491 1 000fA EK5220 L720 03/09/2007 08:57:48 72-011010000940 13 -

I Form 990 - PF (2005 )

36-6975534Page 1 1

Analysis of Income-Producing Activities

' Enter gross amounts unless otherwise indicated Unrelated business income

Business (b)

Excluded b section 512, 513, or 514

(c) (d)Exclusion

1 Program service revenue code Amount code Amount the instructions

ar b

c

d'

e

If

g Fees and contracts from government agencies

2 Membership dues and assessments , , , , ,'

3 Interest on savings and temporary cash investments

4 Dividends and interest from securities 14 4 , 2 64 , 736 .

5 Net rental income or (loss) from real estate

a Debt-financed property , , , , , , ,, ,

b Not debt-financed property . . . . . . .

6 Net rental income or (loss) from personal property ,

7 Other investment income . . . . . . 14 -4,839.

8 Gain or (loss) from sales of assets other than inventory 18 7,688,468.9 Net income or (loss) from special events . . ,

10 Gross profit or (loss) from sales of inventory.

11 Other revenue a

b

c

d

e

12 Subtotal Add columns (b) , (d), and (e) . . . . 11 , 948 , 365. r13 Total. Add line 12, columns (b), (d), and (e) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 11,948,365.(See worksheet in line 13 instructions on page 27 to verify calcu lations )

Relationship of Activities to the Accomplishment of Exempt Purposes

'Line No.

V

Explain below how each activity for which income is reported in column (e) of Part XVI-A contributed importantly tothe accomplishment of the organization's exempt purposes (other than by providing funds for such purposes). (See

page 27 of the instructions.)

F

J

J1

NOT APPLICABLE

E

A

1492 t 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940

Related'o^ exemptfunction incomeSee page 26 ofof

Form 990 -PF (2005)

14 -

' Form 990-PF (2005 ) 36-69 7553 4 Information Regarding Transfers To and Transactions and Relationships With NoncharitableExempt Organizations

' 1 Did the organization directly or indirectly engage in any of the following with any other organization described in section Yes No

501(c ) of the Code (other than section 501 (c )( 3) organizations ) or in section 527, relating to political organizations?

a Transfers from the reporting organization to a nonchantable exempt organization of:

' (1) Cash

.....................................................(2) Other assets .

1a1

la ( 2 )

X

X

b Other transactions

'

(1) Sales of assets to a nonchantable exempt organization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

(2) Purchases of assets from a nonchantable exempt organization . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

. 1b 1

. 1 b 2

X

X

(3) Rental of facilities , equipment , or other assets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1b 3 X

(4) Reimbursement arrangements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1b 4 X

(5) Loans or loan guarantees . . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . .

lb 5 X

. . . . . . . . . . .(6) Performance of services or membership or fundraising solicitations . . lb 6 X

c Sharing of facilities , equipment , mailing lists , other assets , or paid employees . . . . . . . . . . . . . . . . . . . . . . . . 1 c X

' d If the answer to any of the above is "Yes," complete the following schedule . Column ( b) should always show the fair market

value of the goods, other assets , or services given by the reporting organization If the organization received less than fair

market value in any transaction or sharing arrangement , show in column (d) the value of the goods, other assets , or services

received

' (a) Line no (b) Amount involved (c) Name of nonchantable exempt organization (d) Descrip tion of transfers , transaction s , and sharing arrangements

fJc7 APPLICApL^c

' 2 a Is the organization directly or indirectly affiliated with, or related to, one or more tax-exempt organizations

described in section 501(c) of the Code (other than section 501(c)(3)) or in section 527 . q Yes Noh If "V.. " mnlnfc fhn fniin ,,nn -c-did.

1

I

(a) Name of organization (b) Type of organization (c) Description of relationship

Under penalties of perjury, I declare that I have examined this return, including accompanying schedules and statements, and to the best of my knowledge andbelief, it is tru sect, and complete Declaration of preparer (ot r than taxpayer or fiduciary) is based on all information of which preparer has any knowledge

Signature of officer or trustee K OF AMER NA AS TAm

of Preparer's(DaD „ p signature

a m m Firm's name (or yours ifself-employed), address,

and ZIP code

ISAE 1493 1 000

EK5220 L720 03/09/2007 08:57:48

Form 2220Department of the Treasuryinternal Revenue Serwce

Name

Underpayment of Estimated Tax by Corporations OMB No 1545-014

► See separate instructions .

01, 2005Attach to the corporation' s tax return.Employer Identification

UK Kali pmt & 1V1E1K J J. r L-'', j 1V1r,1J.LL_ - .u x .e LrL-i[ . .r1 t xC . I .: y - 0 7 1 7 7 .7 't

' Note : Generally, the corporation is not required to file Form 2220 (see Part ll below for exceptions) because the IRS will figure any penaltyowed and bill the corporation. However, the corporation may still use Form 2220 to figure the penalty. If so, enter the amount from page2, line 34 on the estimated tax penalty line of the corporation's income tax return, but do not attach Form 2220

' Required Annual Payment

I Total tax (see instructions) , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , ,

1

2 a Personal holding company tax (Schedule PH (Form 1120), line 26) included on line 1 , 2a

b Look-back interest included on line 1 under section 460(b)(2) for completed long-term

contracts or section 167(g) for depreciation under the income forecast method , , , , , 2 b

' c Credit for Federal tax paid on fuels (see instructions) , . , . , , , , , , , 2c

d Total. Add lines 2a through 2c . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

' 3 Subtract line 2d from line 1 If the result is less than $500, do not complete or file this form The corporation

does not owe the penalty ,

4 Enter the tax shown on the corporation's 2004 income tax return (see instructions). Caution: If the taxis zero

or the tax year was for less than 12 months, skip this line and enter the amount from line 3 on line 5 . . . . . . .

' 5 Required Annual Payment. Enter the smaller of line 3 or line 4 If the corporation is required to skip line 4,

enter the amount from line 3 _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _

Reasons for Filing - Check the boxes below that apply. If any boxes are checked, the corporation must fileForm 2220 even if it does not owe a penalty (see instructions).

6 The corporation is using the adjusted seasonal installment method

7 X The corporation is using the annualized income installment method

8 The corporation is a "large corporation " figuring its first required installment based on the prior year's tax

Figuring the Underpayment(a) (b) (c) (d)

9 Installment due dates. Enter in columns (a) through(d) the 15th day of the 4th (Form 990-PF filers:Use 5th month ), 6th, 9th , and 12th months of thecorporation ' s tax year 9 _04 / 15 / 2006 05 / 15 / 2006 08 / 15 / 2006 11 / 15 / 2006,,,,,,,,,,,,,

10 Required Installments . If the box on line 6 and/orline 7 above is checked , enter the amounts from

Schedule A , line 38 If the box on line 8 (but not 6or 7) is checked , see instructions for the amounts

to enter If none of these boxes are checked , enter10 56 875 56 875 86S51 44 237. .25% of line5aboveineachcolumn , . , . ., , ... .

11 Estimated tax paid or credited for each period (seeinstructions ) For column (a) only, enter the amountfrom line 11 on line 15 11 109 , 911. 70 1 912. 12 , 394. 3 9 9 51 .Complete lines 12 through 18 of one column beforegoing to the next column.

12 Enter amount , if any, from line 18 of the preceding1 2 53 036 67 073 27 602column . . . . . . , . , . , .. . . . . . . . . . . . .

13 Addlines lland12 . . . . . . . . . . . . 13 123 948. 79 , 467. 67 , 553.14 Add amounts on lines 16 and 17 of the preceding column 14

15 Subtract line 14 from line 13 If zero or less, enter -0- 15 109 , 911. 1-2-3 , 948. 79 , 467. 67 5 53.

16 If the amount on line 15 is zero , subtract line 13from line 14 Otherwise , enter -0 - , , 16,

17 Underpayment. If line 15 is less than or equal toline 10, subtract line 15 from line 10 Then go toline 12 of the next column Otherwise, go toline 18 17

18 Overpayment . If line 10 is less than line 15,subtract fine 10 from line 15 Then go to line12 of the next column

853 , 036. 67 , 073. 27 , 602.

Go to Part Non page 2 to figure the penalty. Do not go to Part P/if there are no entries on line 17 - no penalty is owed.

For Paperwork Reduction Act Notice, see separate instructions. Form 2220 (2005)

JSA5F 0954 1 000

I EK5220 L720 03/09/2007 08:57:48 72-011010000940 455 -

Form 2220 (2005)Page 2

Figuring the Penalty

(a) (b) (c) (d)

19 Enter the date of payment or the 15th day of the 3rd month' after the close of the tax year, whichever is earlier (see

instructions) (Form 990-PF and Form 990-T filers: Use 5thmonth instead of 3rd month) . i9-

20 Number of days from due date of installment on line 9 to the

date shown on line 19 20

21 Number of days on line 20 after 4/15/2005 and before

10/1/2005 . 21

122Underpayment on line 17 x.Number of days on line 21 x 6%

365

23 Number of days on line 20 after 9/30/2005 and before 4/1/2006 , , ,

24 Underpayment on line 17 x -Number of days on line 23 x 7%

365

26 Underpayment on line 17 x Number of days on line 25 x *%

365

27 Number of days on line 20 after 6/30/2006 and before 10/1/2006

28 'Underpayment on line 17 x Number of days on line 27 x *% . . ,

365

29 Number of days on line 20 after 9/30/2006 and before 1/1/2007. . .

30 Underpayment on line 17 x Number of days on line 29 x *% . , ,


I

32 Underpayment on line 17 x Number of days on line 31 x *%

365

33 Add lines 22, 24, 26, 28, 30. and 32 . . . . . . . . . . . . .

I


P365

'34 Penalty. Add columns (a) through (d) of line 33 Enter the total here and on Form 1120, line 33,

Form 1120-A, line 29, or the comparable line for other income tax returns 134

*For underpayments paid after March 31 , 2006 : For lines 26, 28, 30, and 32, use the penalty interest rate for each calendar

' quarter, which the IRS will determine during the first month in the preceding quarter. These rates are published quarterly in an IRS

News Release and in a revenue ruling in the Internal Revenue Bulletin. To obtain this information on the Internet, access the IRS

website at www.irs.gov. You can also call 1-800-829-4933 to get interest rate information.

1Form 2220 (2005)

JSA' SF09551000

EK5220 L720 03/09/2007 08:57:48 72-011010000940 456

-

orm 2220 (2005) Page 4

Annualized income (a) (b) (c) (d)Installment Method

First 2 First 4 First 7 First 1020 Annualization periods (see instructions) 20 months months months months

1 Enter taxable income for each annualization

period (see instructions) 21 3 , 663 , 700. 4 , 520 , 560. 6 , 440 , 576. 8 , 743 , 824.

Z2 Annuallzationamounts (see instructions) 22 6.00000 3.00000 1.71429 1.200003 Annualized taxable income Multiply line 21

byline22 23 21982200. 13561680. 11041015. 10492589.24 Figure the tax on the amount on line 23

using the instructions for Form 1120,Schedule J, line 3 (or comparable lineof corporation's return 24 439 , 644. 271 r 234. 220 , 820. 209 , 852.

25 Enter any alternative minimum tax for each

payment period (see instructions) 25

6 Enter any other taxes for each paymentperiod (see instructions) 26

7 Total tax Add lines 24 through 26 27 439 644. 271 234. 220 820. 209 852.

8 For each period, enter the same type of credits

as allowed on Form 2220, lines 1 and 2c (see

instructions) 28

9 Total tax after credits Subtract line 28 from

Iine27lfzero orless, enter -0- 29 439 644. 271 234. 220 820. 209 852.

0 Applicable percentage 30 25% 50% 75% 100%

31 Multiply line 29 by line 30 31 109 , 911. 135 , 617. 165 , 615. 209 ,_ 852.'^ Required Installments

Nob: Complete lines 32 through 38 of 1st 2nd 3rd 4thone column before completing the next installment installm ent installm ent installmentcolumn

-2 If only Part I or Part II is completed, enterthe amount in each column from line 19or line 31 If both parts are completed,enter the smaller of the amounts in eachcolumn from line 19 orline 31 32 109 911. 135 617. 165 615. 209 , 852.

3 Add the amounts in all preceding columns ^k=3 ^ a 7 r^a^

of line 38 (see instructions) 33 56 875. 113 750. 165 615 .

34 Adjusted seasonal or annualized income

installments . Subtract line 33 from line

32 If zero or less, enter -0- 34 109 , 911. 78 , 742. 51 , 865. 44 , 237.35 Enter 25% of line 5 on page 1 of Form

2220 in each column (Note : "Large corp-orations " see the instructions for line 10for the amounts to enter) 35 S6 , 875. 56 1 875. 56 , 875. 56 1 873.

,6 Subtract line 38 of the preceding column

from line 37 of the preceding column 36 5 , 010.

7 Add lines 35 and 36 37 S6 , 875. 56 1 875. 56 , 875. 61 , 883.

38 Required installments . Enter the smaller of

line 34 or line 37 here and on page 1 of -

Form 2220, line 10 (see instructions) 38 56 , 875. 56 , 875. 51 , 865. 44 , 237.Form 2220 (2005)

JS

'F: ) 957 1 000

EK5220 L720 03/09/2007 08:57:48 72-011010000940 457 E

DR RALPH & MARIAN FALK MEDICAL RESEARCH TR.

FORM 990PF, PART I - OTHER INCOME

IDESCRIPTION

I MUTUAL FD RECD 12/05MUTUAL FD RECD 12/06

t

t1

1

I

REVENUEAND

EXPENSESPER BOOKS

36-6975534

21,390.-26,229.

--------------

TOTALS -4,839.----------------------------

105762000EK5220 L720 03/09/2007 08:57:48 72-011010000940

STATEMENT 1

444 -


IFORM 990PF, PART I - TAXES

REVENUEAND

EXPENSESI DESCRIPTION PER BOOKS

EXCISE TAX PAID 233,168.--------------

233,168.TOTALS

I

I

1

i11D5762000

EK5220 L720 03/09/2007 08:57:48 72-011010000940

36-6975534

STATEMENT 2

445 -

WRALW& XYATMLKMICXWEJ=CH= 69=34=

FORM 990PF, PART I - OTHER EXPENSES

DESCRIPTION

REVENUEAND

EXPENSESPER BOOKS

NETINVESTMENT

INCOMECHARITABLEPURPOSES

IL ATTY GENL FEE 15.

B OF A TAX PREP FEE 4,680. 2,340.-------------- --------------

TOTALS 4,695. 2,340.-------------- ---------------------------- --------------

15.

2,340.--------------

2,355.----------------------------

X0577 2 000

- EK5220 L720 03/09/2007 08:57:48 72-011010000940 446 STATEMENT 3

IDR RALPH & MARIAN FALK MEDICAL RESEARCH TR. 36-6975534

FORM 990PF, PART III - OTHER INCREASES IN NET WORTH OR FUND BALANCES

--------------------------------------------------------------------

DESCRIPTION AMOUNT----------- ------

11/30/05 GAINS AFTER 12/01/05 7,263.' REFUND/OVERPYMT OF EXCISE TAX -------27,966

L l

IH

1

TOTAL 35,229.----------------------------

^D576 2 000EK5220 L720 03/09/2007 08:57:48 72-011010000940

STATEMENT 4

447 -

'DR RALPH & MARIAN FALK MEDICAL RESEARCH TR. 36-6975534

IFORM 990PF, PART III - OTHER DECREASES IN NET WORTH OR FUND BALANCES

I

--------------------------------------------------------------------

DESCRIPTION AMOUNT----------- ------

11/30/06 GAINS AFTER 12/01/06 17,488.

TOTAL 17,488.--------------

1

1D576 2000EK5220 L720 03/09/2007 08:57:48 72-011010000940

STATEMENT 5

448 -

IDR RALPH & MARIAN FALK MEDICAL RESEARCH TR.

I -------------------------------------------STATE ( S) WHERE THE FOUNDATION IS REGISTERED

-------------------------------------------IL

1

LiII

•D5762000EK5220 L720 03/09/2007 08:57:48 72-011010000940

36-6975534

STATEMENT 6

449 -

MWALMI& PIANWK MIC .ES CH M W69 34 =

FORM 990PF, PART VIII - LIST OF OFFICERS, DIRECTORS, AND TRUSTEES

NAME AND ADDRESS----------------

BANK OF AMERICA, N.A.231 S LASALLE ST.CHICAGO, IL 60697

TITLE AND TIMEDEVOTED TO POSITION COMPENSATION------------------- ------------

TRUSTEE40 Hrs

GRAND TOTALS

800, 910.

800,910.

XD577 2 000

- EK5220 L720 03/09/2007 08:57:48 72-011010000940 450 STATEMENT 7


FORM 990PF, PART XV - NAME, ADDRESS AND PHONE FOR APPLICATIONS

1M.C.Ryan, c/o Bk of Amer, NA231 S LaSalle St.Chicago IL 606971312-828-1785

f1

I

I

/05762000EK5220 L720 03/09/2007 08:57:48 72-011010000940

36-6975534

STATEMENT 8

451 -

DR --- & M- -. _ FALK .__ - CAL R----.CH TF

FORM 990PF, PART XV - GRANTS AND CONTRIBUTIONS PAID DURING THE YEAR

RELATIONSHIP TO SUBSTANTIAL CONTRIBUTORAND

RECIPIENT NAME AND ADDRESS--------------------------

FOUNDATION STATUS OF RECIPIENT------------------------------

ALEXIAN BROTHERS MEDICAL CENTER N/A

3040 SALT CREEK LANE PUBLIC

Arlington Heights, IL 60005

CHILDREN'S MEMORIAL HOSPITAL N/A

2300 CHILDREN'S PLAZA, BOX 4 PUBLIC

Chicago, IL 60614-3394

EVANSTON NORTHWESTERN HEALTHCARE N/A

1603 ORRINGTON ST. PUBLIC

Evanston, IL 60201

FOUNDATION OF MEEI, INC N/A

243 CHARLES ST. PUBLIC

Boston, MA 02114

LOYOLA UNIVERSITY MEDICAL CENTER N/A

2160 S FIRST AVE. PUBLIC

Maywood, IL 60153

MARIANJOY RESEARCH HOSPITAL N/A

26 W 171ST ROOSEVELT RD. PUBLIC

Wheaton, IL 60187

MARQUETTE UNIVERSITY N/A

P.O. BOX 1881 PUBLIC

Milwaukee, WI 53201-1881

NORTHWESTERN UNIVERSITY - BIOMEDICAL ENGINEERING N/A

676 N ST. CLAIR ST., SUITE 2050 PUBLIC

Chicago, IL 60611

NORTHWESTERN UNIVERSITY - MORTON BUILDING 4-656 N/A

303 E CHICAGO AVE. PUBLIC

Chicago, IL 60611-3008

XD577 2 000

- EK5220 L720 03/09/2007 08:57:48 72-011010000940

6975E

PURPOSE OF GRANT OR CONTRIBUTION--------------------------------

SUPPORT

SUPPORT

SUPPORT

SUPPORT

SUPPORT

SUPPORT

SUPPORT

SUPPORT

SUPPORT

452 STATEMENT 9

AMOUNT

140,000.

666,666.

130,000.

125,000.

500,000.

67,000.

300,000.

500,000.

333,334.

DRW & MWFALK AL 1.H T= X6975=

FORM 990PF, PART XV - GRANTS AND CONTRIBUTIONS PAID DURING THE YEAR


RECIPIENT NAME AND ADDRESS FOUNDATION STATUS OF RECIPIENT PURPOSE OF GRANT OR CONTRIBUTION AMOUNT--------- ---- --- ------- ---------- ------ -- --------- ------- -- ----- -- ------------ ------

REHABILITATION INSTITUTE FOUNDATION N/A SUPPORT345 E SUPERIOR ST., ROOM 1640 PUBLICChicago, IL 60611

STANFORD UNIVERSITY N/A SUPPORT2700 SAND HILL RD. PUBLICMenlo Park, CA 94025

THOMAS JEFFERSON UNIV. N/A SUPPORT1020 WALNUT ST. PUBLICPhiladelphia, PA 19107-5587

UNIVERSITY OF CHICAGO N/A SUPPORT5841 S MARYLAND AVE., MC 2115 PUBLICChicago, IL 60637-1470

UNIVERSITY OF CHICAGO - BRAIN RESEARCH FDN. N/A SUPPORT5841 S MARYLAND AVE., MC 1000 PUBLICChicago, IL 60637

UNIVERSITY OF CHICAGO - PROGRAM FOR DR. OLOPADE N/A CANCER RESEARCH5841 S MARYLAND AVE., MC 1000 PUBLICChicago, IL 60637

UNIVERSITY OF ILLINOIS AT CHICAGO N/A SUPPORT912 S WOOD ST. PUBLICChicago, IL 60612-7329

YALE UNIVERSITY - SCHOOL OF MEDICINE N/A SUPPORT333 CEDAR ST. P.O. BOX 208055 PUBLICNew Haven, CT 06520

600,000.

500,000.

500,000.

500,263.

431,000.

100,000.

420,000.

325,000.

XD577 2 000

- EK5220 L720 03/09/2007 08:57:48 72-011010000940 453 STATEMENT 10

DRM & NMFAL0NtAL OWH TM =975_

FORM 990PF , PART XV - GRANTS AND CONTRIBUTIONS PAID DURING THE YEAR


RECIPIENT NAME AND ADDRESS FOUNDATION STATUS OF RECIPIENT--------- ---- --- ------- ---------- ------ -- ---------

PURPOSE OF GRANT OR CONTRIBUTION--------------------------------

AMOUNT

TOTAL CONTRIBUTIONS PAID

------------

6,138,263.

XD577 2 000

- EK5220 L720 03/09/2007 08:57:48 72-011010000940 454 STATE!NT 11

- an w " - - - - r ow m ow imm m m w

116-339

L I S T O F A C C O U N T A S S E T S

AS OF 11/30/06

ACCOUNT PAGE 772-01-101-0417410 FALK MEDICAL RESEARCH COMBINED

-------------------------------------

UNITS DESCRIPTION

--------------- --------------

MARKET PRICE

----------------------------

FEDERAL

----------------

MARKET

---------

% OF

----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

------------------------------------- --------------- --------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------

ANNUAL INCOME----------------

YIELD----------

GAIN/LOSS---------------

CASH AND CASH EQUIVALENTS

MONEY MARKET FUNDS

1,747,434.180 COLUMBIA CASH RESERVES 1,747,434.18 1,747,434.18 1.052 88,123.12 5.043TRUST CLASS(INCOME INVESTMENT)CUSIP NO: 19765K845

4,440,929.940 COLUMBIA CASH RESERVES 4,440,929.94 4,440,929.94 2.674 223,956.09 5.043TRUST CLASSCUSIP NO: 19765KS45

------------ ----------TOTAL MONEY MARKET FUNDS 6,188,364.12

------------

--6,188,364.12------------

-----3.726-----

----------312,079.21

-----5.043

TOTAL CASH AND CASH EQUIVALENTS 6,188,364.12 6,188,364.12 3.726----------312,079.21

-----5.043

FIXED INCOME

GOVERNMENT AND AGENCY

350,000.000 UNITED STATES TREAS NT 98.375 343,635.55 344,312.50 .207 11,812.50 3.431 676.95DTD 02/15/05 3.375% DUE 02/15/08CUSIP NO: 912828DK3

290,000.000 FEDERAL HOME LN BKS 98.938 286,012.50 286,920.20 .173 12,687.50 4.422 907.70CONS BDDTD 03/17/05 4.375% DUE 03/17/10CUSIP NO: 3133XBB20

285,000.000 FEDERAL HOME LN MTG CORP 98.094 282,126.92 279,567.90 .168 11,756.25 4.205 -2,559.02MTNDTD 06/21/05 4.125% DUE 07/12/10CUSIP NO: 3134A4VB7

265,000.000 FEDERAL HOME LN MTG CORP 105.156 286,924.78 278,663.40 .168 15,900.00 5.706 -8,261.38DEBDTD 06/15/01 6.000% DUE 06/15/11CUSIP NO: 3134A4FM1

so tm•r-- a :rm -imewl"I--owl. No swilm

106-339


AS OF 11/30/06


----------------UNITS

------------------------DESCRIPTION

------------ ---------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF.

----------------ESTIMATED

----------CURRENT

---------------UNREALIZED

---------------- ------------------------ ----------- ----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------

ANNUAL INCOME---------------

YIELD-----------

GAIN/LOSS---------------

75,000 . 000 FEDERAL NATL MTG ASSN 103.000 75,200.10 77, 250.00 .047 4,031.25 5.218 2, 049.90NTDTD 11/23/01 5. 375% DUE 11/15/11CUSIP NO: 31359MLSO

340,000 . 000 FEDERAL NAIL MTG ASSN 96.188 329,804.76 327, 039.20 .197 14, 025.00 4.288 -2 ,765.56BENCHMARK NTDTD 03/25/04 4.125% DUE 04/15/14CUSIP NO: 31359MUT8

345,000 . 000 FEDERAL HOME LN BK 103.156 350 ,992.69 355, 888.20 .214 18,112.50 5. 089 4 ,895.51GLOBAL BDDTD 05/27/04 5. 250% DUE 06/18/14CUSIP NO : 3133X7FK5

210,000 . 000 FEDERAL HOME LN MTG CORP 98.250 204 , 182.37 206,325.00 .124 9, 450.00 4.580 2 ,142.63MTNDTD 01/21/05 4. 500% DUE 01/15/15CUSIP NO: 3134A4UX0

500,000 . 000 INTL BK FOR RECON & DEV COLTS 131.859 497,375.00 659, 295.00 .397 43, 750.00 6 .636 161, 920.00MTNDTD 04/22/87 8 . 750Z DUE 05/01/17CUSIP NO : 459050CMO

350,000.000 UNITED STATES TREAS BD 116 . 703 383 , 988.28 408 , 460.50 .246 21 ,000.00 5 .141 24,472.22DTD 02/15/96 6. 00% DUE 02/15/26CUSIP NO : 912810EW4

245,000 . 000 UNITED STATES TREAS BD 126 . 563 286 , 487.30 310 ,079.35 .187 16,537.50 5. 333 23 , 592.05DTD 08/15/96 6. 75% DUE 08/15/26CUSIP NO: 912810EX2

175,000 . 000 UNITED STATES TREAS BD 120 .641 197,107.42 211,121.75 .127 10,718.75 5.077 14,014.33DTD 08/15/99 6 .125% DUE 08/15/29CUSIP NO : 912810FJ2

)6-339


AS OF 11/30/06


-----------------UNITS

-----------------------------------DESCRIPTION

--------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ----------------------------------- --------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

270,000.000 UNITED STATES TREAS BD 123.094 321,593.75 332,353.80 .200 16,875.00 5.077 10,760.05DTD 02/15/00 6.257 DUE 05/15/30CUSIP NO: 91281OFM5

355,000.000 UNITED STATES TREAS BD 110.859 372,182.23 393,549.45 .237 19,081.25 4.849 21,367.22DTD 02/15/01 5.375% DUE 02/15/31CUSIP NO: 912810FPB

110,000.000 UNITED STATES TREAS BD 99.008 106,442.19 108,908.80 .066 4,950.00 4.545 2,466.61DTD 02/15/06 4.500Z DUE 02/15/36CUSIP NO: 91281OFTO

------------ ------------ -----TOTAL GOVERNMENT AND AGENCY 4,324,055.84 4,579,735.05 2.758

----------230,687.50

-----5.037

----------255,679.21

ASSET BACKED SECURITIES

148,413.400 COMMERCIAL MTG ASSET TR 100.965 155,115.20 149,845.59 .090 10,811.92 7.215 -5,269.611999-C2 COML MTG PASSTHRU A-1DTD 10/11/99 7.285% DUE 12/17/07CUSIP NO: 201730AVO

293,695.200 MORGAN STANLEY CAP I INC 101.494 296,265.03 298,083.01 .179 19,383.88 6.503 1,817.98SER 1998-CF1 CL A-2DTD 08/01/98 6.6007 DUE 06/15/08CUSIP NO: 61745MHN6

99,193.700 CHASE COML MTG SECS CORP 100.880 102,975.45 100,066.60 .060 7,035.81 7.031 -2,908.852000-3 COML MTG PASSTHRU CL A-1DID 09/01/00 7.093% DUE 08/15/08CUSIP NO: 161505GLO

4,823.153 GOVERNMENT NAIL MTG ASSN 103.045 4,913.59 4,970.02 .003 434.08 8.734 56.43POOL #031095DTD 07/01/79 9.000% DUE 05/15/09CUSIP NO: 36206ORQO

106-339


AS OF 11/30/06


-----------------UNITS

--------------------DESCRIPTION

-------------- ----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------- -------------- ----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

500,000.000 SALOMON BRO MTG SEC 106.065 530,312.50 530,325.00 .319 37,600.00 7.090 12.50SER 2000-Cl CL A-2DTD 06/01/00 7.5207 DUE 12/18/09CUSIP NO: 79548K3J5

8,627.510 FEDERAL HOME LN MTG CORP 102.014 8,708.39 8,801.27 .005 647.06 7.352 92.88GOLD POOL #E00379DTD 06/01/95 7.5007 DUE 06/01/10CUSIP NO: 31294JM47

40,290.550 FEDERAL NAIL MTG ASSN 101.755 39,925.42 40,997.65 .025 2,618.89 6.388 1,072.23POOL #250386DTD 10/01/95 6.5007 DUE 11/01/10CUSIP NO: 31371FCX8

18,756.190 FEDERAL HOME LN MTG CORP 101.819 19,694.00 19,097.37 .011 1,219.15 6.384 -596.63POOL #E20216DTD 01/01/96 6.500% DUE 01/01/11CUSIP NO: 31335KGZ3

371,039.320 FEDERAL HOME LN MTG CORP 99.433 350,052.40 368,935.53 .222 18,551.97 5.029 18,883.13GOLD POOL #E00637DTD 02/01/99 5.000% DUE 02/01/14CUSIP NO: 31294JV62

3,289.250 FEDERAL HOME LN MTG CORP 102.362 3,453.72 3,366.94 .002 213.80 6.350 -86.78POOL #E81813DTD 11/01/00 6.500% DUE 11/01/15CUSIP NO: 3128GJAN7

265,890.280 FEDERAL NATL MTG ASSN 100.737 272,205.17 267,849.89 .161 14,623.97 5.460 -4,355.28POOL #696823DTD 03/01/03 5.500% DUE 03/01/18CUSIP NO: 3140OTD46

353,463.240 FEDERAL HOME LN MTG CORP 99.035 345,869.30 350,052.32 .211 17,673.16 5.049 4,183.02POOL #G12394DTD 10/01/06 5.000% DUE 05/01/21CUSIP NO: 3128M1RP6

am no -90 tm ow am. low 410 ow Aw

)6-339


AS OF 11/30/06


-----------------UNITS

--------------------DESCRIPTION

--------------- ---------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------- --------------- ---------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

354,325.989 FEDERAL HOME LN MTG CORP 99.035 346,353.65 350,906.74 .211 17,716.30 5.049 4,553.09POOL #G12334DTD 08/01/06 5.000% DUE 09/01/21CUSIP NO: 3128M1PT0

266,071.080 FEDERAL NATL MTG ASSN 97.602 273,803.78 259,690.70 .156 11,973.20 4.611 -14,113.08SER 2003-48 CL TJDTD 05/01/03 4.5007 DUE 06/25/22CUSIP NO: 31393CNC3

83,894.520 FEDERAL NATL MTG ASSN 102.704 82,347.72 86,163.03 .052 5,453.14 6.329 3,815.31POOL #303700DTD 12/01/95 6.500% DUE 12/01/25CUSIP NO: 31373UKM8

19,355.630 GOVERNMENT NAIL MTG ASSN 104.406 19,464.50 20,208.44 .012 1,451.67 7.183 743.94POOL #513358DTD 08/01/99 7.500% DUE 08/15/29CUSIP NO: 36211HJB8

71,657.780 GOVERNMENT NAIL MTG ASSN 103.486 70,538.12 74,155.77 .045 5,016.04 6.764. 3,617.65POOL #474741DTD 09/01/99 7.000% DUE 09/15/29CUSIP NO: 36209LLW4

61,233.270 GOVERNMENT NATL MTG ASSN 103.221 58,726.53 63,205.59 .038 3,980.16 6.297 4,479.06POOL #516070DTD 09/01/99 6.500% DUE 09/15/29CUSIP NO: 36211LJPB

5,998.570 GOVERNMENT NATL MTG ASSN 106.210 6,148.54 6,371.08 .004 479.89 7.532 222.54POOL #518420DTD 09/01/99 8.000% DUE 09/15/29CUSIP NO: 36211N4D7

410,819.490 GS MORTGAGE SECS CORP 101.585 416,083.10 417,330.98 .251 27,196.25 6.517 1,247.88SER 1998-Cl CL A-2DTD 10/01/98 6.662% DUE 10/18/30CUSIP NO: 36228CCK7

r no AM so on, no, low MOW owl me aw 'Willon- ' aw Am on I" *a -

106-339


AS OF 11/30/06

ACCOUNT PAGE 12

72-01-101-0417410 FALK MEDICAL RESEARCH COMBINED

-----------------UNITS

--------------------DESCRIPTION

--------------- ---------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------/. OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------- --------------- ---------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

16,919.390 FEDERAL NATL MTG ASSN 101.441 16,908.81 17,163.20 .010 1,015.16 5.915 254.39POOL #580248DTD 04/01/01 6.000% DUE 04/01/31CUSIP NO: 31387CTD3

213,255.290 GOVERNMENT NATL MTG ASSN 101.781 207,257.49 217,053.37 .131 12,795.32 5.895 9,795.88POOL #508481DTD 05/01/01 6.000% DUE 05/15/31CUSIP NO: 36211B2N3

211,994.850 FEDERAL NAIL MTG ASSN 101.441 215,472.87 215,049.70 .129 12,719.69 5.915 -423.17POOL #555417DTD 04/01/03 6.000% DUE 05/01/33CUSIP NO: 31385XAS6

304,720.310 FEDERAL HOME LN MTG CORP 97.993 311,290.81 298,604.57 .180 15,236.02 5.102 -12,686.24

POOL #C01574DID 06/01/03 5.000Z DUE 06/01/33CUSIP NO: 31292HXB5

343,097.010 FEDERAL HOME LN MTG CORP 99.894 341,167.09 342,733.33 .206 18,870.34 5.506 1,566.24

POOL #A12085DTD 08/01/03 5.500% DUE 08/01/33CUSIP NO: 31296LJ69

490,898.000 FEDERAL HOME LN MTG CORP 97.765 490,207.65 479,926.43 .289 24,544.90 5.114 -10,281.22POOL #A29810DTD 01/01/05 5.000% DUE 02/01/35CUSIP NO: 31297H3T4

924,467.630 FEDERAL NATL MTG ASSN 99.685 931,256.67 921,555.56 .555 50,845.72 5.517 -9,701.11POOL #832870DTD 08/01/05 5.500% DUE 09/01/35CUSIP NO: 31407KJP5

576,452.230 FEDERAL HOME LN MTG CORP 97.765 555,263.10 563,568.52 .339 28,822.61 5.114 8,305.42

POOL OA38588DTD 10/01/05 5.000Z DUE 10/01/35CUSIP NO: 31297URH5

of - - " a^ a^ a^ a^ i^r !^ ^! ^s ^!^t No WON

j6-339


AS OF 11/30/06


-----------------

UNITS

------------------------

DESCRIPTION

----------- --------------

MARKET PRICE

----------------------------

FEDERAL

----------------

MARKET

---------

% OF

----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

----------------- ------------------------ ----------- --------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

460,283.955 FEDERAL NATL MTG ASSN 99.685 451,437.87 458,834.06 .276 25,315.62 5.517 7,396.19POOL #745087DTD 11/01/05 5.500% DUE 12/01/35CUSIP NO: 31403CXQ9

145,719.520 FEDERAL NATL MTG ASSN 99.685 143,806.95 145,260.50 .087 8,014.57 5.517 1,453.55POOL #852458DTD 02/01/06 5.500% DUE 12/01/35CUSIP NO: 31408JB34

490,318.205 FEDERAL NATL MTG ASSN 101.108 491,429.27 495,750.93 .299 29,419.09 5.934 4,321.66POOL #745257DTD 01/01/06 6.000% DUE 01/01/36CUSIP NO: 31403C5S6

------------ -------- -- -- -

TOTAL ASSET BACKED SECURITIES 7,558,454.69

----

7,575,923.69

-

4.558

---------

431,679.38

-----

5.698

---------

17,469.00

CORPORATE BONDS

100,000.000 HOUSEHOLD FIN CORP 100.572 109,805.00 100,572.00 .061 7,875.00 7.830 -9,233.00NTDTD 03/01/00 7.875% DUE 03/01/07CUSIP NO: 441812GK4

200,000.000 CHASE MANHATTAN CORP 100.764 222,142.00 201,528.00 .121 14,500.00 7.195 -20,614.00SUB NTDTD 05/21/97 7.250% DUE 06/01/07CUSIP NO: 16161ABP2

220,000.000 CATERPILLAR FINL SVCS CORP 99.734 219,124.40 219,414.80 .132 10,725.00 4.888 290.40SR NTDTD 06/27/02 4.875% DUE 06/15/07CUSIP NO: 14911RAE9

250,000.000 PROCTER 9 GAMBLE CO 99.803 249,140.00 249,507.50 .150 11,875.00 4.759 367.50NTDTD 06/11/02 4.750% DUE 06/15/07CUSIP NO: 742718BWB

M.r' ^• .^ !^• .^.r ^.r ^. ..` are .i.r ..^ " w -

106-339


AS OF 11/30/06


-----------------UNITS

------------------------DESCRIPTION

----------- ---------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


------------------ ------------------------ ----------- ---------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

300,000.000 AMERICAN GEN FIN CORP 99.415 295,944.00 298,245.00 .180 13,500.00 4.526 2,301.00MEDIUM TERM SR NT SER HDTD 11/26/02 4.500% DUE 11/15/07CUSIP NO: 02635PSA2

355,000.000 HOUSEHOLD FIN CORP 101.887 406,329.45 361,698.85 .218 28,400.00 7.852 -44,630.60INTERNOTESDTD 11/15/02 8.000% DUE 11/15/07CUSIP NO: 44181ENF1

100,000.000 AMERICAN EXPRESS CO 98.629 103,152.00 98,629.00 .059 3,750.00 3.802 -4,523.00NTDTD 11/20/02 3.750% DUE 11/20/07CUSIP NO: 025816AP4

500,000.000 SALOMON SMITH BARNEY HLDGS INC 101.438 501,000.00 507,190.00 .305 32,500.00 6.408 6,190.00NTDTD 02/06/01 6.500% DUE 02/15/08CUSIP NO: 79549BGP6

200,000.000 GTE NORTH INC 102.801 222,582.00 205,602.00 .124 13,800.00 6.712 -16,980.00DEB DDTD 11/01/96 6.9007 DUE 11/01/08CUSIP NO: 362337AG2

100,000.000 GTE NORTH INC 100.578 97,334.00 100,578.00 .061 5,650.00 5.618 3,244.00DEB HDTD 11/15/98 5.650% DUE 11/15/08CUSIP NO: 362337AM9

200,000.000 PFIZER INC 96.566 199,498.00 193,132.00 .116 6,600.00 3.417 -6,366.00NTDTD 02/19/03 3.3007 DUE 03/02/09CUSIP NO: 717081AP8

215,000.000 MERRILL LYNCH & CO INC 97.850 209,500.30 210,377.50 .127 8,868.75 4.216 877.20MTNDTD 09/10/04 4.125% DUE 09/10/09CUSIP NO: 59018YUH2

r W-mm "m - - ws - - - - - I" w " w on1)6-339


AS OF 11/30/06

ACCOUNT PAGE 15


-----------------UNITS

--------------------DESCRIPTION

---- ----------- ---------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------- ---- ----------- ---------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

500,000.000 TARGET CORP 105.195 490,810.00 525,975.00 .317 31,750.00 6.036 35,165.00

NTDTD 01/10/01 6.3507 DUE 01/15/11

CUSIP NO: 87612EACO

200,000.000 GENERAL ELEC CO 99.948 200,044.00 199,896.00 .120 10,000.00 5.003 -148.00

NTDTD 01/28/03 5.0007 DUE 02/01/13CUSIP NO: 369604AY9

300,000.000 WAL-MART STORES INC 97.564 302,043.00 292,692.00 .176 13,650.00 4.664 -9,351.00

NTDTD 04/29/03 4.550% DUE 05/31/13CUSIP NO: 931142BT9

200,000.000 WELLS FARGO 8 CO NEW 98.756 205,200.00 197,512.00 .119 9,900.00 5.012 -7,688.00SUB NTDTD 10/16/03 4.950% DUE 10/16/13CUSIP NO: 949746FJ5

285,000.000 U S BK NATL ASSN MINNEAPLIS 97.366 275,737.50 277,493.10 .167 13,680.00 4.930 1,755.60MN MEDIUM TERM SUB BK NTDTD 04/09/03 4.800% DUE 04/15/15CUSIP NO: 90333WAC2

250,000.000 LILLY ELI & CO 109.804 252,370.00 274,510.00 .165 16,425.00 5.983 22,140.00DEBDTD 01/01/96 6.570% DUE 01/01/16

CUSIP NO: 532457AN8

320,000.000 GOLDMAN SACHS GROUP INC 100.128 315,964.80 320,409.60 .193 17,120.00 5.343 4,444.80

SR NTDTD 01/17/06 5.350% DUE 01/15/16CUSIP NO: 38141GEEO

270,000.000 HOME DEPOT INC 99.704 270,113.40 269,200.80 .162 14,580.00 5.416 -912.60

SR NTDTD 03/24/06 5.400% DUE 03/01/16CUSIP NO: 437076AP7

sm Ain, on

106-339


AS OF 11/30/06


------------------UNITS

-----------------------------------DESCRIPTION

--------------MARKET PRICE

---------------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


------------------ ----------------------------------- --------------TAX COST

---------------------------VALUE

-----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

100,000.000 KIMBERLY CLARK CORP 108.062 115,198.00 108,062.00 .065 6,250.00 5.784 -7,136.00DEBDTD 07/20/98 6.250% DUE 07/15/18CUSIP NO: 494368ATO

100,000.000 UNITED PARCEL SERVICE INC 129.217 132,600.00 129,217.00 .078 8,375.00 6.481 -3,383.00DEBDTD 12/20/89 8.375% DUE 04/01/20CUSIP NO: 911308AA2

150,000.000 IBM CORP 117.225 ' 149,310.00 175,837.50 .106 10,500.00 5.971 26,527.50DEBDTD 10/30/95 7.000% DUE 10/30/25CUSIP NO: 459200AM3

------------TOTAL CORPORATE BONDS 5,544,941.85

-------------

------------5,517,279.65-------------

-----3.322

------

----------310,273.75----------

-----5.624-----

-----------27,662.20----------

TOTAL FIXED INCOME 17,427,452.38 17,672,938.39 10.638 972,640.63 5.504 245,486 01

EQUITIES

COMMON STOCK - DOMESTIC

500.000 AAR CORP 26.590 6,141.23 13,295.00 .008 50.00 .376 7,153.77CUSIP NO: 000361105

600.000 ABM INDS INC 20.770 11,414.40 12,462.00 .008 264.00 2.118 1,047.60CUSIP NO: 000957100

100.000 AFLAC INC 44.140 4,423.20 4,414.00 .003 74.00 1.676 -9.20CUSIP NO: 001055102

600.000 A S V INC 14.940 15,611.40 8,964.00 .005 -6,647.40CUSIP NO: 001963107

23,830.000 AT&T INC 33.910 521,038.34 808,075.30 .487 31,693.90 3.922 287,036.96CUSIP NO: 00206R102

4m ow on a* ow on on

)6-339


AS OF 11/30/06


-----------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------------------- ------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD---------

GAIN/LOSS----------------

700.000 AARON RENTS INC 26.720 10,267.46 18,704.00 .011 42.00 .225 8,436.54CUSIP NO: 002535201

11,095.000 ABBOTT LABS 46.660 488,326.42 517,692.70 .312 13,092.10 2.529 29,366.28CUSIP NO: 002824100

1,300.000 ACUITY BRANDS INC 52.670 33,972.86 68,471.00 .041 780.00 1.139 34,498.14CUSIP NO: 00508Y102

200.000 ADMINISTAFF INC 42.080 4,525.92 8,416.00 .005 72.00 .856 3,890.08CUSIP NO: 007094105

600.000 AEROFLEX INC 12.060 6,432.72 7,236.00 .004 803.28CUSIP NO: 007768104

4,000.000 ADVANCED MICRO DEVICES INC 21.570 83,427.13 86,280.00 .052 2,852.87CUSIP NO: 007903107

2,700.000 ADVANCED ENERGY INDS 17.230 31,223.07 46,521.00 .028 15,297.93CUSIP NO: 007973100

5,380.000 AETNA INC 41.310 178,822.48 222,247.80 .134 215.20 .097 43,425.32NEW COMCUSIP NO: 00817Y108

2,065.000 AGILENT TECHNOLOGIES INC 31.840 67,894.46 65,749.60 .040 -2,144.86CUSIP NO: 00846U101

1,400.000 AGILYSYS INC 15.320 14,375.62 21,448.00 .013 168.00 .783 7,072.38CUSIP NO: 00847J105

1,775.000 AIR PRODS & CHEMS INC 69.140 115,398.06 122,723.50 .074 2,414.00 1.967 7,325.44CUSIP NO: 009158106

400.000 ALBANY INTL CORP 31.200 12,005.31 12,480.00 .008 160.00 1.282 474.69CL ACUSIP NO: 012348108

06-339


AS OF 11/30/06


-----------------

UNITS

-------------------------------

DESCRIPTION-------------------

MARKET PRICE

----------------------------

FEDERAL---------------

MARKET

----------

X OF

---------------

ESTIMATED

-----------

CURRENT

---------------

UNREALIZED

----------------- ------------------------------- -------------------TAX COST

----------------------------VALUE

---------------ACCOUNT----------


YIELD-----------

GAIN/LOSS---------------

200.000 ALERIS INTL INC 52.110 10,228.20 10,422.00 .006 193.80CUSIP NO: 014477103

800.000 ALLETE INC 46.630 36,654.97 37,304.00 .022 1,160.00 3.110 649.03NEW COMCUSIP NO: 018522300

100.000 ALLIANCE ONE INTL INC 6.480 547.64 648.00 12.00 1.852 100.36CUSIP NO: 018772103

8,500.000 ALLSTATE CORP 63.480 486,682.11 539,580.00 .325 11,900.00 2.205 52,897.89CUSIP NO: 020002101

2,100.000 ALLTEL CORP 56.740 118,478.85 119,154.00 .072 1,050.00 .881 675.15CUSIP NO: 020039103

2,000.000 ALPHARMA INC 21.900 34,213.04 43,800.00 .026 360.00 .822 9,586.96CL ACUSIP NO: 020813101

6,500.000 ALTERA CORP 19.890 121,814.66 129,285.00 .078 7,470.34CUSIP NO: 021441100

16,805.000 ALTRIA GROUP INC 84.210 838,327.61 1,415,149.05 .852 57,809.20 4.085 576,821.44CUSIP NO: 02209S103

1,395.000 AMBAC FINL GROUP INC 85.640 110,585.92 119,467.80 .072 1,004.40 .841 8,881.88CUSIP NO: 023139108

100.000 AMEDISYS INC 39.170 4,162.34 3,917.00 .002 -245.34CUSIP NO: 023436108

1,400.000 AMERICAN EXPRESS CO 58.720 64,779.75 82,208.00 .050 840.00 1.022 17,428.25CUSIP NO: 025816109

12,860.000 AMERICAN INTL GROUP INC 70.320 700,917.70 904,315.20 .545 8,487.60 .939 203,397.50CUSIP NO: 026874107

=•w m -' - r - - mr- Man - MW - - A -

116-339


AS OF 11/30/06

ACCOUNT PAGE 19


-----------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

---------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------------------- ------------------------TAX COST---------------------

VALUE----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

900.000 AMERICAN ITALIAN PASTA CO 8.430 7,399.00 7,587.00 .005 675.00 8.897 188.00CL ACUSIP NO: 027070101

2,400.000 AMERICAN MED SYS HLDGS INC 17.200 35,776.07 41,280.00 .025 5,503.93

CUSIP NO: 02744M108

100.000 AMERICAN STS WTR CO 37.400 4,162.50 3,740.00 .002 94.00 2.513 -422.50

CUSIP NO: 029899101

3,400.000 AMERISOURCEBERGEN CORP 45.990 151,095.18 156,366.00 .094 680.00 .435 5,270.82

CUSIP NO: 03073E105

1,400.000 AMERIGROUP CORP 34.190 30,146.71 47,866.00 .029 17,719.29

CUSIP NO: 03073T102

14,700.000 AMGEN INC 71.040 871,109.16 1,044,288.00 .629 173,178.84

CUSIP NO: 031162100

1,700.000 AMSURG CORP 20.500 39,893.06 34,850.00 .021 -5,043.06

CUSIP NO: 03232P405

4,442.000 AMYLIN PHARMACEUTICALS INC 40.000 154,585.91 177,680.00 .107 23,094.09

CUSIP NO: 032346108

600.000 ANADARKO PETE CORP 49.360 25,690.26 29,616.00 .018 216.00 .729 3,925.74CUSIP NO: 032511107

700.000 ANCHOR BANCORP WIS INC 28.660 18,696.20 20,062.00 .012 476.00 2.373 1,365.80

CUSIP NO: 032839102

300.000 ANGELICA CORP 21.900 4,710.90 6,570.00 .004 132.00 2.009 1,859.10

CUSIP NO: 034663104

2,140.000 ANHEUSER BUSCH COS INC 47.510 99,187.50 101,671.40 .061 2,525.20 2.484 2,483.90

CUSIP NO: 035229103

600.000 ANIXTER INTL INC 58.620 22,049.04 35,172.00 .021 13,122.96

CUSIP NO: 035290105

106-339


AS OF 11/30/06


----------------UNITS

----------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

--------% OF

-----------------ESTIMATED

----------CURRENT


---------------- ---------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT--------


YIELD-----------

GAIN/LOSS---------------

800.000 ANSYS INC 46.970 22,330.48 37,576.00 .023 15,245.52CUSIP NO: 03662Q105

3,200.000 APACHE CORP 69.930 206,931.81 223,776.00 .135 1,920.00 .858 16,844.19CUSIP NO: 037411105

5,000.000 APOLLO GROUP INC 38.790 172,203.66 193,950.00 .117 21,746.34CL ACUSIP NO: 037604105

2,200.000 APPLE COMPUTER INC 91.660 137,802.54 201,652.00 .121 63,849.46CUSIP NO: 037833100

1,700.000 APPLIED INDL TECHNOLOGIES INC 28.460 30,717.11 48,382.00 .029 816.00 1.687 17,664.89CUSIP NO: 03820C105

5,300.000 APPLIED MATLS INC 18.010 90,362.85 95,453.00 .057 1,060.00 1.110 5,090.15CUSIP NO: 038222105

400.000 APTARGROUP INC 61.260 14,318.00 24,504.00 .015 352.00 1.437 10,186.00CUSIP NO: 038336103

200.000 ARBITRON INC 44.110 7,332.84 8,822.00 .005 80.00 .907 1,489.16CUSIP NO: 03875Q108

300.000 ARCH CHEMICALS INC 32.900 10,379.59 9,870.00 .006 240.00 2.432 -509.59CUSIP NO: 039378102

12,700.000 ARCHER DANIELS MIDLAND CO 35.100 487,792.82 445,770.00 .268 5,080.00 1.140 -42,022.82CUSIP NO: 039483102

1,400.000 ARKANSAS BEST CORP DEL 37.900 46,517.67 53,060.00 .032 840.00 1.583 6,542.33CUSIP NO: 040790107

1,200.000 ARMOR HOLDINGS INC 56.550 46,250.88 67,860.00 .041 21,609.12CUSIP NO: 042260109

100.000 ARTHROCARE CORP 41.670 4,421.00 4,167.00 .003 -254.00CUSIP NO: 043136100

16-339


AS OF 11/30/06


UNITS DESCRIPTION MARKET PRICE FEDERAL MARKET % - OF ESTIMATED CURRENT UNREALIZED

----------------- ----------------------------- ---------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

700.000 ASHWORTH INC 7.000 5,131.69 4,900.00 .003 -231.69CUSIP NO: 04516H101

1,900.000 ATMOS ENERGY CORP 32.770 50,113.54 62,263.00 .037 2,432.00 3.906 12,149.46CUSIP NO: 049560105

8,300.000 AUTODESK INC 41.180 249,784.97 341,794.00 .206 498.00 .146 92,009.03CUSIP NO: 052769106

1,400.000 AVISTA CORP 26.930 28,347.48 37,702.00 .023 812.00 2.154 9,354.52CUSIP NO: 053798107

2,895.000 AVON PRODS INC 32.640 92,523.80 94,492.80 .057 2,026.50 2.145 1,969.00CUSIP NO: 054303102

200.000 AZTAR CORP 53.930 8,417.99 10,786.00 .006 2,368.01CUSIP NO: 054802103

5,000.000 BB&T CORP 43.010 206,193.63 215,050.00 .129 8,400.00 3.906 8,856.37CUSIP NO: 054937107

300.000 BALDOR ELEC CO 34.740 7,813.96 10,422.00 .006 204.00 1.957 2,608.04CUSIP NO: 057741100

1,000.000 BANK MUT CORP 12.120 12,195.83 12,120.00 .007 300.00 2.475 -75.83NEW COMCUSIP NO: 063750103

9,380.000 BANK NEW YORK INC 35.540 287,281.71 333,365.20 .201 8,254.40 2.476 46,083.49CUSIP NO: 064057102

1,500.000 BANKATLANTIC BANCORP 13.070 27,346.74 19,605.00 .012 246.00 1.255 -7,741.74CL ACUSIP NO: 065908501

200.000 BANKRATE INC 36.500 6,496.86 7,300.00 .004 803.14CUSIP NO: 06646V108

- - r mom - imw - r - - - won - - -

106-339


AS OF 11/30/06


------------------

UNITS

------------------------------

DESCRIPTION

-------------------

MARKET PRICE

-----------------------------

FEDERAL

---------------

MARKET

---------

% OF

---------------

ESTIMATED

-----------

CURRENT

---------------

UNREALIZED

------------------ ------------------------------ -------------------TAX COST

-----------------------------VALUE

---------------ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

900.000 BANKUNITED FINL CORP 25.500 23,057.44 22,950.00 .014 18.00 .078 -107.44CL ACUSIP NO: 06652B103

200.000 BARNES GROUP INC 20.950 2,926.00 4,190.00 .003 100.00 2.387 1,264.00CUSIP NO: 067806109

200.000 BAXTER INTL INC 44.740 9,100.20 8,948.00 .005 116.40 1.301 -152.20CUSIP NO: 071813109

800.000 BEAR STEARNS COS INC 152.480 108,071.44 121,984.00 .073 896.00 .735 13,912.56CUSIP NO: 073902108

200.000 BEL FUSE INC 36.700 5,629.12 7,340.00 .004 40.00 .545 1,710.88CL BCUSIP NO: 077347300

1,600.000 BELDEN CDT INC 39.810 43,606.39 63,696.00 .038 320.00 .502 20,089.61CUSIP NO: 077454106

1,200.000 BELL MICROPRODUCTS INC 6.880 8,103.60 8,256.00 .005 152.40CUSIP NO: 078137106

3,500.000 BELLSOUTH CORP 44.590 88,659.10 156,065.00 .094 4,060.00 2.601 67,405.90CUSIP NO: 079860102

800.000 BENCHMARK ELECTRS INC 24.290 17,564.72 19,432.00 .012 1,867.28CUSIP NO: 08160H101

1,000.000 BEST BUY INC 54.970 47,902.10 54,970.00 .033 400.00 .728 7,067.90CUSIP NO: 086516101

4,100.000 BIOGEN IDEC INC 52.260 168,291.47 214,266.00 .129 45,974.53CUSIP NO: 09062X103

200.000 BIOSITE INC 48.820 7,460.64 9,764.00 .006 2,303.36CUSIP NO: 090945106

)6-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------MARKET PRICE

--------------------------FEDERAL

-----------------MARKET

---------Z OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------TAX COST

--------------------------VALUE

-----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,200.000 BLACK BOX CORP DEL 42.820 45,878.10 51,384.00 .031 288.00 .560 5,505.90CUSIP NO: 091826107

5,047.000 BOEING CO 88.530 423,701.61 446,810.91 .269 6,056.40 1.355 23,109.30CUSIP NO: 097023105

400.000 BOSTON PRIVATE FINL HLDGS INC 27.150 9,473.38 10,860.00 .007 128.00 1.179 1,386.62CUSIP NO: 101119105

1,900.000 BOWNE & CO INC 15.820 28,531.70 30,058.00 .018 418.00 1.391 1,526.30CUSIP NO: 103043105

2,200.000 BRADLEY PHARMACEUTICALS INC 21.060 23,449.70 46,332.00 .028 22,882.30CUSIP NO: 104576103

500.000 BRADY CORP 38.380 12,553.44 19,190.00 .012 280.00 1.459 6,636.56CL ACUSIP NO: 104674106

900.000 BRIGGS & STRATTON CORP 27.090 26,722.84 24,381.00 .015 792.00 3.248 -2,341.84CUSIP NO: 109043109

1,100.000 BRIGHTPOINT INC 13.810 14,232.37 15,191.00 .009 958.63

NEW COMCUSIP NO: 109473405

700.000 BROOKLINE BANCORP INC 13.500 10,641.25 9,450.00 .006 238.00 2.519 -1,191.25

DEL COMCUSIP NO: 11373M107

1,500.000 BROWN SHOE INC NEW 47.440 49,621.91 71,160.00 .043 480.00 .675 21,538.09CUSIP NO: 115736100

200.000 BUCKEYE TECHNOLOGIES INC 11.740 1,718.75 2,348.00 .001 629.25CUSIP NO: 118255108

1,200.000 BUILDING MATLS HLDG CORP 24.640 29,011.05 29,568.00 .018 480.00 1.623 556.95CUSIP NO: 120113105

- - - - - - - - - - mm mm no am- - -

1 06-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------X OF

----------------ESTIMATED

----------CURRENT


---------------- ---------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

8,799.000 BURLINGTON NORTHN SANTA FE CP 75.160 601,088.18 661,332.84 .398 8,799.00 1.330 60,244.66CUSIP NO: 12189T104

645.000 C&D TECHNOLOGIES INC 3.870 4,232.58 2,496.15 .002 35.48 1.421 -1,736.43CUSIP NO: 124661109

8,530.000 CBS CORP 29.750 228,471.87 253,767.50 .153 6,824.00 2.689 25,295.63NEW CL B COMCUSIP NO: 124857202

1,100.000 CEC ENTMT INC 39.810 34,256.69 43,791.00 .026 9,534.31CUSIP NO: 125137109

200.000 CH ENERGY GROUP INC 53.610 10,395.48 10,722.00 .006 432.00 4.029 326.52CUSIP NO: 12541M102

440.000 CIGNA CORP 126.050 54,420.22 55,462.00 .033 44.00 .079 1,041.78CUSIP NO: 125509109

1,700.000 CKE RESTAURANTS INC 18.440 32,396.05 31,348.00 .019 272.00 .868 -1,048.05CUSIP NO: 12561E105

100.000 CLECO CORP NEW 25.630 2,077.62 2,563.00 .002 90.00 3.512 485.38CUSIP NO: 12561W105

1,200.000 CPI CORP 41.620 38,827.58 49,944.00 .030 768.00 1.538 11,116.42CUSIP NO: 125902106

900.000 CNS INC 37.320 18,454.86 33,588.00 .020 252.00 .750 15,133.14CUSIP NO: 126136100

1,600.000 CTS CORP 15.280 18,282.55 24,448.00 .015 192.00 .785 6,165.45CUSIP NO: 126501105

2,100.000 CVS CORP 28.770 68,348.91 60,417.00 .036 325.50 .539 -7,931.91CUSIP NO: 126650100

800.000 CABOT MICROELECTRONICS CORP 31.650 24,213.92 25,320.00 .015 1,106.08CUSIP NO: 12709P103

mmm A - - - - i - - - m- - - - - --

1)6-339


AS OF 11/30/06

ACCOUNT PAGE 25


-----------------UNITS

-------------------------------DESCRIPTION

-------------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------- -------------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

800.000 CABOT OIL & GAS CORP 62.130 30,101.86 49,704 .00 .030 128 .00 .258 19,602.14

CUSIP NO: 127097103

400.000 CACI INTL INC 59.840 20,743.36 23,936.00 .014 3,192.64

CL ACUSIP NO: 127190304

2,000 .000 CAPTARIS INC 7.300 11,195.84 14,600 .00 .009 3,404.16

CUSIP NO: 14071N104

4,300.000 CARDINAL HEALTH INC 64.620 277,921.45 277,866.00 .167 1,548.00 .557 -55.45

CUSIP NO: 14149Y108

4,400.000 CAREMARK RX INC 47.300 215,201.14 208,120.00 .125 1,760.00 .846 -7,081.14

CUSIP NO: 141705103

600.000 CARPENTER TECHNOLOGY CORP 106.810 47,234.81 64,086.00 .039 540.00 .843 16,851.19CUSIP NO: 144285103

100.000 CARREKER CORP 7.270 583.59 727.00 143.41

CUSIP NO: 144433109

300.000 CASCADE NAT GAS CORP 25.820 7,737.05 7,746. 00 .005 288.00 3.718 8.95

CUSIP NO: 147339105

500.000 CASEYS GEN STORES INC 24.890 7,690.15 12,445.00 .007 100.00 .804 4,754.85

CUSIP NO: 147528103

900.000 CASH AMER INTL INC 44.140 16,324.84 39,726.00 .024 90.00 .227 23,401.16

CUSIP NO: 14754D100

1,100.000 CASTLE A M & CO 26.520 20,482.33 29,172.00 .018 264.00 .905 8,689.67

CUSIP NO: 148411101

1,490.000 CATERPILLAR INC 62.030 63,451.65 92,424.70 .056 1,788.00 1.935 28,973.05

CUSIP NO: 149123101

mm^

06-339


AS OF 11/30/06

ACCOUNT PAGE 26


-----------------UNITS

-------------------------------DESCRIPTION

-------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------Z OF

----------------ESTIMATED

----------CURRENT


-- ------------------------------- ------------------------- TAX COST-- VALUE-- ACCOUNT ANNUAL INCOME YIELD GAIN/LOSS--

800.000 CATO CORP NEW 23.740 15,179.19 18,992.00 .011 480.00 2.527 3,812.81CL ACUSIP NO: 149205106

400.000 CENTENE CORP 26.060 6,192.83 10,424.00 .006 4,231.17DELAWARE COMCUSIP NO: 15135B101

6,300.000 CENTERPOINT ENERGY INC 16.350 76,177.12 103,005.00 .062 3,780.00 3.670 26,827.88CUSIP NO: 151897107

7,660.000 CENTEX CORP 55.340 366,380.11 423,904.40 .255 1,225.60 .289 57,524.29CUSIP NO: 152312104

1,000.000 CENTRAL PAC FINL CORP 37.470 36,111.60 37,470.00 .023 920.00 2.455 1,358.40CUSIP NO: 154760102

300.000 CENTRAL PKG CORP 18.260 5,084.94 5,478.00 .003 18.00 .329 393.06CUSIP NO: 154785109

200.000 CENTRAL VT PUB SVC CORP 21.450 4,328.56 4,290.00 .003 184.00 4.289 -38.56CUSIP NO: 155771108

300.000 CENTURY ALUM CO 42.665 11,601.00 12,799.50 .008 60.00 .469 1,198.50CUSIP NO: 156431108

4,000.000 CENTURYTEL INC 42.550 159,555.72 170,200.00 .102 1,000.00 .588 10,644.28CUSIP NO: 156700106

500.000 CERADYNE INC 52.770 21,934.97 26,385.00 .016 4,450.03DEL COMCUSIP NO: 156710105

400.000 CERNER CORP 48.020 7,696.28 19,208.00 .012 11,511.72CUSIP NO: 156782104

800.000 CHAMPION ENTERPRISES INC 9.350 8,725.00 7,480.00 .005 -1,245.00CUSIP NO: 158496109

)6-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

---------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ---------------------------------- ---------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,800 . 000 CHAPARRAL STL CO DEL 46.500 64,082 . 52 83,700 . 00 .050 720 . 00 .860 19,617.48CUSIP NO : 159423102

500.000 CHECKPOINT SYS INC 19. 180 9 , 273.38 9 , 590.00 .006 316.62CUSIP NO: 162825103

1,100 . 000 CHEMED CORP 37.420 41,759.44 41, 162.00 . 025 264 . 00 .641 -597.44CUSIP NO : 16359R103

11,300. 000 CHEVRON CORP 72.320 485,279.84 817, 216.00 .492 23, 504.00 2.876 331,936.16CUSIP NO : 166764100

300.000 CHILDRENS PL RETAIL STORES INC 64.428 9, 523.98 19,328.40 .012 9,804.42CUSIP NO : 168905107

1,000 . 000 CHITTENDEN CORP 30.080 26,518.11 30, 080.00 . 018 800 . 00 2.660 3,561.89CUSIP NO : 170228100

1,000 . 000 CHRISTOPHER & BANKS CORP 18.790 21,250 . 90 18 , 790.00 .011 240.00 1.277 -2,460.90CUSIP NO : 171046105

5,200 . 000 CHUBB CORP 51.760 271,764.75 269,152. 00 .162 5,200.00 1.932 -2,612.75CUSIP NO : 171232101

3,600 . 000 CIBER INC 6.940 27,381.91 24,984. 00 .015 -2,397.91CUSIP NO : 17163B102

1,600 . 000 CIMAREX ENERGY CO 37.610 39,234.74 60,176.00 .036 256.00 .425 20,941.26CUSIP NO : 171798101

1,600.000 CINCINNATI FINL CORP 44.280 72,831. 08 70 , 848.00 .043 2,144.00 3.026 -1, 983.08CUSIP NO: 172062101

46,846.000 CISCO SYS INC 26.910 626,211.01 1,260,625.86 .759 634,414.85CUSIP NO: 17275R102

45,175.000 CITIGROUP INC 49.590 1, 200,894 .04 2,240, 228.25 1.349 88,543 . 00 3.952 1,039,334.21CUSIP NO: 172967101

106-339


AS OF 11/30/06

ACCOUNT PAGE 28


------------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


------------------ --------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

800.000 CLARCOR INC 33.010 16,174.12 26,408.00 .016 232.00 .879 10,233.88

CUSIP NO: 179895107

1,400.000 CLEVELAND CLIFFS INC 48.040 44,632.08 67,256.00 .040 700.00 1.041 22,623.92CUSIP NO: 185896107

400.000 CLOROX CO DEL 64.000 25,504.44 25,600.00 .015 496.00 1.938 95.56CUSIP NO: 189054109

14,100.000 COCA COLA CO 46.830 497,816.01 660,303.00 .398 17,484.00 2.648 162,486.99CUSIP NO: 191216100

400.000 COGNEX CORP 24.450 11,725.28 9,780.00 .006 136.00 1.391 -1,945.28CUSIP NO: 192422103

100.000 COHERENT INC 32.310 2,369.48 3,231.00 .002 861.52CUSIP NO: 192479103

5,470.000 COLGATE PALMOLIVE CO 65.050 335,381.20 355,823.50 .214 7,001.60 1.968 20,442.30CUSIP NO: 194162103

20,621.000 COMCAST CORP 40.460 673,852.80 834,325.66 .502 160,472.86NEW CL A COMCUSIP NO: 2003ON101

300.000 COMMONWEALTH TEL ENTERPRISES 41.670 11,739.10 12,501.00 .008 600.00 4.800 761.90CUSIP NO: 203349105

100.000 COMMUNITY BK SYS INC 24.040 2,291.92 2,404.00 .001 80.00 3.328 112.08CUSIP NO: 203607106

900.000 COMPUTER SCIENCES CORP 52.200 41,913.00 46,980.00 .028 5,067.00CUSIP NO: 205363104

400.000 COMTECH TELECOMMUNICATIONS CP 35.520 12,733.32 14,208.00 .009 1,474.68COM NEWCUSIP NO: 205826209

r

106-339


AS OF 11/30/06

ACCOUNT PAGE 29


-----------------UNITS

-------------------------------DESCRIPTION

-------------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------- -------------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

500.000 CONMED CORP 22.130 10,534.22 11,065.00 .007 530.78

CUSIP NO: 207410101

7,070.000 CONOCOPHILLIPS 67.300 307,688.76 475,811.00 .287 10,180.80 2.140 168,122.24

CUSIP NO: 20825C104

500.000 CONSOLIDATED GRAPHICS INC 58.500 16,881.50 29,250.00 .018 12,368.50

CUSIP NO: 209341106

900.000 COOPER COS INC 53.970 44,915.34 48,573.00 .029 54.00 .111 3,657.66

COM NEWCUSIP NO: 216648402

1,400.000 CORN PRODS INTL INC 36.320 39,505.08 50,848.00 .031 504.00 .991 11,342.92

CUSIP NO: 219023108

1,800.000 COUNTRYWIDE FIN CORP 39.720 61,874.21 71,496.00 .043 1,080.00 1.511 9,621.79

CUSIP NO: 222372104

3,900.000 COVENTRY HEALTH CARE INC 48.130 206,248.59 187,707.00 .113 -18,541.59

CUSIP NO: 222862104

100.000 CROCS INC 42.950 4,644.04 4,295.00 .003 -349.04

CUSIP NO: 227046109

200.000 CUBIC CORP 22.200 4,144.47 4,440.00 .003 36.00 .811 295.53

CUSIP NO: 229669106

2,300.000 CUMMINS INC 119.920 274,630.81 275,816.00 .166 3,312.00 1.201 1,185.19

CUSIP NO: 231021106

200.000 CURTISS WRIGHT CORP 35.550 4,571.29 7,110.00 .004 48.00 .675 2,538.71

CUSIP NO: 231561101

400.000 CYMER INC 47.250 9,597.16 18,900.00 .011 9,302.84

CUSIP NO: 232572107

100.000 DSP GROUP INC 21.590 2,412.67 2,159.00 .001 -253.67

CUSIP NO: 23332B106

06-339


AS OF 11/30/06


-----------------UNITS

-------------------------------DESCRIPTION

-------------------MARKET PRICE

-----------------------------FEDERAL

---------------MARKET

--------X OF

----------------ESTIMATED

-----------CURRENT


----------------- ------------------------------ --------------------TAX COST

-----------------------------VALUE

---------------ACCOUNT--------


YIELD-----------

GAIN/LOSS---------------

8,500.000 DARDEN RESTAURANTS INC 40.150 254,572.34 341,275.00 .205 3,910.00 1.146 86,702.66CUSIP NO: 237194105

100.000 DATASCOPE CORP 33.880 3,052.27 3,388.00 .002 28.00 .826 335.73CUSIP NO: 238113104

300.000 DEAN FOODS CO 42.820 10,739.43 12,846.00 .008 2,106.57NEW COMCUSIP NO: 242370104

800.000 DECKERS OUTDOOR CORP 55.748 32,047.10 44,598.40 .027 12,551.30CUSIP NO: 243537107

23,700.000 DELL INC 27.240 556,679.70 645,588.00 .389 88,908.30CUSIP NO: 24702R101

1,100.000 DELPHI FINL GROUP INC 40.500 29,018.18 44,550.00 .027 352.00 .790 15,531.82CL ACUSIP NO: 247131105

1,600.000 DELTA & PINE LD CO 40.550 39,624.69 64,880.00 .039 1,088.00 1.677 25,255.31CUSIP NO: 247357106

800.000 DIGI INTL INC 13.290 7,408.56 10,632.00 .006 3,223.44CUSIP NO: 253798102

1,200.000 DIGITAL INSIGHT CORP 38.150 32,330.76 45,780.00 .028 13,449.24CUSIP NO: 25385P106

1,700.000 DIME CMNTY BANCSHARES 14.070 24,024.35 23,919.00 .014 952.00 3.980 -105.35CUSIP NO: 253922108

200.000 DIODES INC 41.390 8,515.58 8,278.00 .005 -237.58CUSIP NO: 254543101

1,000.000 DIONEX CORP 57.610 49,751.18 57,610.00 .035 7,858.82CUSIP NO: 254546104

1)6-339


AS OF 11/30/06


-----------------UNITS

------------------------------DESCRIPTION

--------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------/. OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------ --------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

6,900.000 DISNEY WALT CO 33.050 205,455.83 228,045.00 .137 2,139.00 .938 22,589.17COM DISNEYCUSIP NO: 254687106

2,055.000 DOMINION RES INC VA NEW 80.740 152,203.78 165,920.70 .100 5,671.80 3.418 13,716.92CUSIP NO: 25746U109

5,000.000 DONNELLEY R R & SONS CO 35.270 166,367.45 176,350.00 .106 5,200.00 2.949 9,982.55CUSIP NO: 257867101

100.000 DOVER CORP 50.300 4,687.84 5,030.00 .003 74.00 1.471 342.16CUSIP NO: 260003108

7,200.000 DOW CHEM CO 40.010 296,377.50 288,072.00 .173 10,800.00 3.749 -8,305.50CUSIP NO: 260543103

700.000 DOWNEY FINL CORP 72.800 33,547.88 50,960.00 .031 280.00 .549 17,412.12CUSIP NO: 261018105

2,900.000 DRESS BARN INC 24.238 70,352.67 70,290.20 .042 -62.47CUSIP NO: 261570105

300.000 DREW INDS INC 27.740 8,684.83 8,322.00 .005 -362.83COM NEWCUSIP NO: 26168L205

400.000 DYNEGY INC NEW 6.790 2,234.40 2,716.00 .002 481.60CL ACUSIP NO: 26816Q101

2,000.000 EGL INC 31.910 74,221.82 63,820.00 .038 -10,401.82CUSIP NO: 268484102

680.000 ENSCO INTL INC 51.860 30,185.64 35,264.80 .021 68.00 .193 5,079.16CUSIP NO: 26874Q100

1,200.000 EAST WEST BANCORP INC 35.610 32,514.70 42,732.00 .026 240.00 .562 10,217.30CUSIP NO: 27579R104

06-339


AS OF 11/30/06


------------------

UNITS

--------------------------------

DESCRIPTION

------------------------

MARKET PRICE

---------------------

FEDERAL

----------------

MARKET

---------

/. OF

----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

------------------ -------------------------------- ------------------------TAX COST---------------------

VALUE----------------

ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

11,270.000 EDISON INTL 45.980 458,720.46 518,194.60 .312 12,171.60 2.349 59,474.14CUSIP NO: 281020107

400.000 EL PASO ELEC CO 24.840 4,898.00 9,936.00 .006 5,038.00COM NEWCUSIP NO: 283677854

800.000 EMCOR GROUP INC 59.670 25,629.27 47,736.00 .029 22,106.73CUSIP NO: 29084Q100

2,400.000 EMERSON ELEC CO 86.700 174,457.63 208,080.00 .125 5,040.00 2.422 33,622.37CUSIP NO: 291011104

2,100.000 ENERGEN CORP 45.360 47,220.50 95,256.00 .057 924.00 .970 48,035.50CUSIP NO: 29265N108

1,530.000 ENTERGY CORP NEW 91.320 109,945.80 139,719.60 .084 3,304.80 2.365 29,773.80CUSIP NO: 29364G103

1,000.000 EPICOR SOFTWARE CORP 13.300 10,666.34 13,300.00 .008 2,633.66CUSIP NO: 29426L108

4,300.000 EQUIFAX INC 37.990 149,057.46 163,357.00 .098 688.00 .421 14,299.54CUSIP NO: 294429105

100.000 ESTERLINE TECHNOLOGIES CORP 38.940 3,788.35 3,894.00 .002 105.65CUSIP NO: 297425100

200.000 ETHAN ALLEN INTERIORS INC 35.480 7,367.05 7,096.00 .004 160.00 2.255 -271.05CUSIP NO: 297602104

8,919.000 EXELON CORP 60.730 486,944.64 541,650.87 .326 14,270.40 2.635 54,706.23CUSIP NO: 30161N101

32,100.000 EXXON MOBIL CORP 76.810 536,816.19 2,465,601.00 1.485 41,088.00 1.666 1,928,784.81CUSIP NO: 30231G102

900.000 FLIR SYS INC 32.210 18,811.85 28,989.00 .017 10,177.15CUSIP NO: 302445101

)6-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

----------------MARKET PRICE

-----------------------------FEDERAL

--------------MARKET

----------Z OF

----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

----------------- --------------------------------- ----------------TAX COST

-----------------------------VALUE

--------------ACCOUNT----------


YIELD---------

GAIN/LOSS----------------

700.000 FACTSET RESH SYS INC 52.880 28,506.99 37,016.00 .022 168.00 .454 8,509.01CUSIP NO: 303075105

2,315.000 FAIRCHILD SEMICONDUCTOR INTL 16.320 31,919.91 37,780.80 .023 5,860.89CL ACUSIP NO: 303726103

3,800.000 FAMILY DLR STORES INC 27.890 105,076.80 105,982.00 .064 1,596.00 1.506 905.20CUSIP NO: 307000109

5,200.000 FEDERAL HOME LN MTG CORP 67.160 337,110.97 349,232.00 .210 9,776.00 2.799 12,121.03CUSIP NO: 313400301

5,000.000 FEDERAL NATL MTG ASSN 57.030 267,294.15 285,150.00 .172 5,200.00 1.824 17,855.85CUSIP NO: 313586109

17,152.000 FEDERATED DEPT STORES INC DEL 42.090 648,011.43 721,927.68 .435 8,747.52 1.212 73,916.25CUSIP NO: 3141OH101

6,685.000 FEDEX CORP 115.430 583,463.96 771,649.55 .465 2,406.60 .312 188,185.59CUSIP NO: 31428X106

200.000 FIDELITY BANKSHARES INC 39.360 7,886.00 7,872.00 .005 64.00 .813 -14.00NEW COMCUSIP NO: 31604Q107

800.000 FINANCIAL FED CORP 27.700 19,045.90 22,160.00 .013 320.00 1.444 3,114.10CUSIP NO: 317492106

5,300.000 FIRST BANCORP P R 10.020 76,446.87 53,106.00 .032 1,484.00 2.794 -23,340.87CUSIP NO: 318672102

1,900.000 FIRST COMWLTH FINL CORP PA 13.740 25,021.92 26,106.00 .016 1,292.00 4.949 1,084.08CUSIP NO: 319829107

100.000 FIRST HORIZON NAIL CORP 39.860 3,835.79 3,986.00 .002 180.00 4.516 150.21CUSIP NO: 320517105

06-339


AS OF 11/30/06


------------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


------------------ -------------------------------- ------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

500.000 FIRST IND CORP 24.820 12,998.26 12,410.00 .007 400.00 3.223 -588.26CUSIP NO: 32054R108

1,000.000 FIRST MIDWEST BANCORP DEL 37.200 33,748.65 37,200.00 .022 1,180.00 3.172 3,451.35CUSIP NO: 320867104

800.000 FIRST REP BK SAN FRANCISCO 40.120 27,867.90 32,096.00 .019 480.00 1.496 4,228.10CUSIP NO: 336158100

800.000 FIRSTFED FINL CORP 65.020 38,637.25 52,016.00 .031 13,378.75CUSIP NO: 337907109

1,200.000 FLAGSTAR BANCORP INC 15.050 18,685.24 18,060.00 .011 720.00 3.987 -625.24CUSIP NO: 337930101

7,000.000 FIRSTENERGY CORP 59.840 367,851.84 418,880.00 .252 12,600.00 3.008 51,028.16CUSIP NO: 337932107

1,700.000 FLOWERS FOODS INC 26.640 33,274.92 45,288.00 .027 850.00 1.877 12,013.08CUSIP NO: 343498101

11,000.000 FOREST LABS INC 48.700 473,519.09 535,700.00 .323 11.00 .002 62,180.91CUSIP NO: 345838106

300.000 FORWARD AIR CORP 33.300 5,794.00 9,990.00 .006 84.00 .841 4,196.00CUSIP NO: 349853101

100.000 4 KIDS ENTMT INC 17.930 1,701.25 1,793.00 .001 91.75CUSIP NO: 350865101

1,000.000 FRANKLIN BK CORP 19.600 18,814.34 19,600.00 .012 785.66DE COMCUSIP NO: 352451108

700.000 FRANKLIN RES INC 106.740 74,884.27 74,718.00 .045 336.00 .450 -166.27CUSIP NO: 354613101

106-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

----------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ---------------------------------- ----------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

6,515.000 FREEPORT-MCMORAN COPPER 8 GOLD 62.870 294,205.24 409,598.05 .247 8,143.75 1.988 115,392.81CL BCUSIP NO: 35671D857

2,903.000 FREMONT GEN CORP 17.010 52,995.50 49,380.03 .030 1,393.44 2.822 -3,615.47CUSIP NO: 357288109

3,700.000 FRONTIER OIL CORP 31.640 40,390.29 117,068.00 .070 444.00 .379 76,677.71CUSIP NO: 35914P105

1,000.000 FULLER H B CO 26.070 16,079.18 26,070.00 .016 250.00 .959 9,990.82CUSIP NO: 359694106

200.000 G & K SVCS INC 39.590 6,504.50 7,918.00 .005 32.00 .404 1,413.50CL ACUSIP NO: 361268105

2,800.000 GANNETT INC 59.520 150,453.49 166,656.00 .100 3,472.00 2.083 16,202.51CUSIP NO: 364730101

1,100.000 GARDNER DENVER INC 38.240 39,045.61 42,064.00 .025 3,018.39CUSIP NO: 365558105

11,650.000 GENENTECH INC 81.750 824,997.08 952,387.50 .573 127,390.42COM NEWCUSIP NO: 368710406

1,000.000 GENERAL COMMUNICATION INC 15.260 12,273.01 15,260.00 .009 2,986.99CL ACUSIP NO: 369385109

10,196.000 GENERAL DYNAMICS CORP 74.840 611,074.86 763,068.64 .459 9,380.32 1.229 151,993.78CUSIP NO: 369550108 ,

46,290.000 GENERAL ELEC CO 35.280 771,987.19 1,633,111.20 .983 46,290.00 2.834 861,124.01CUSIP NO: 369604103

500.000 GENERAL MLS INC 55.950 26,432.20 27,975.00 .017 700.00 2.502 1,542.80CUSIP NO: 370334104

= = r

106-339

L I S T O F A C C O U N T A SSE T S

AS OF 11/30/06


-----------------UNITS

-------------------------------DESCRIPTION

-------------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

--------X OF

-----------------ESTIMATED

----------CURRENT


----------------- ------------------------------- -------------------TAX COST

----------------------------VALUE

----------------ACCOUNT--------

ANNUAL INCOME-----------------

YIELD----------

GAIN/LOSS---------------

2,600.000 GENERAL MTRS CORP 29.230 81,444.22 75,998.00 .046 2,600.00 3.421 -5,446.22CUSIP NO: 370442105

600.000 GENESCO INC 38.320 18,272.66 22,992.00 .014 4,719.34CUSIP NO: 371532102

9,075.000 GENWORTH FINL INC 32.800 305,135.58 297,660.00 .179 3,267.00 1.098 -7,475.58CL A COMCUSIP NO: 37247D106

5,203.000 GENZYME CORP 64.460 361,656.97 335,385.38 .202 -26,271.59COM GENL DIVCUSIP NO: 372917104

2,300.000 GEORGIA GULF CORP 20.370 71,910.25 46,851.00 .028 736.00 1.571 -25,059.25COM PAR $0.01CUSIP NO: 373200203

2,900.000 GEVITY HR INC 21.799 72,657.86 63,219.71 .038 1,044.00 1.651 -9,438.15CUSIP NO: 374393106

3,500.000 GILEAD SCIENCES INC 65.960 233,645.10 230,860.00 .139 -2,785.10CUSIP NO: 375558103

200.000 GLACIER BANCORP INC 35.560 6,183.64 7,112.00 .004 136.00 1.912 928.36MONTANA NEW COMCUSIP NO: 37637Q105

3,300.000 GLOBAL IMAGING SYSTEMS 21.310 53,903.55 70,323.00 .042 16,419.45CUSIP NO: 37934A100

1,200.000 GLOBAL PMTS INC 45.800 37,502.10 54,960.00 .033 96.00 .175 17,457.90CUSIP NO: 37940X102

9,809.000 GOLDMAN SACHS GROUP INC 194.800 1,234,554.05 1,910,793.20 1.151 13,732.60 .719 676,239.15CUSIP NO: 38141G104

4,210.000 GOODRICH CORP 45.000 158,598.28 189,450.00 .114 3,368.00 1.778 30,851.72CUSIP NO: 382388106

106-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

700.000 GREATBATCH INC 26.010 17,635.87 18,207.00 .011 571.13CUSIP NO: 39153L106

300.000 GREEN MOUNTAIN PWR CORP 33.830 7,900.38 10,149.00 .006 336.00 3.311 2,248.62CUSIP NO: 393154109

1,000.000 GROUP 1 AUTOMOTIVE INC 50.990 29,882.42 50,990.00 .031 560.00 1.098 21,107.58CUSIP NO: 398905109

300.000 GUITAR GTR MGMT INC 43.920 12,893.54 13,176.00 .008 282.46CUSIP NO: 402040109

800.000 GYMBOREE CORP 39.800 24,343.34 31,840.00 .019 7,496.66CUSIP NO: 403777105

600.000 HAEMONETICS CORP 45.280 15,092.36 27,168.00 .016 12,075.64CUSIP NO: 405024100

500.000 HAIN CELESTIAL GROUP INC 30.070 10,382.55 15,035.00 .009 4,652.45CUSIP NO: 405217100

8,705.000 HALLIBURTON CO 33.740 259,370.54 293,706.70 .177 2,611.50 .889 34,336.16CUSIP NO: 406216101

1,400.000 HANMI FINL CORP 21.830 25,910.29 30,562.00 .018 336.00 1.099 4,651.71CUSIP NO: 410495105

500.000 HARBOR FLA BANCSHARES INC 43.820 18,745.96 21,910.00 .013 550.00 2.510 3,164.04CUSIP NO: 411901101

2,100.000 HARLAND JOHN H CO 42.880 68,601.71 90,048.00 .054 1,470.00 1.632 21,446.29CUSIP NO: 412693103

200.000 HARLEY DAVIDSON INC 73.770 9,038.90 14,754.00 .009 168.00 1.139 5,715.10CUSIP NO: 412822108

4,355.000 HARTFORD FINL SVCS GROUP INC 85.760 353,598.30 373,484.80 .225 8,710.00 2.332 19,886.50CUSIP NO: 416515104

06-339


AS OF 11/30/06


-----------------UNITS

-----------------------------------DESCRIPTION


-----------------------------FEDERAL

---------------MARKET

---------% OF

---------------ESTIMATED

-----------CURRENT


----------------- ----------------------------------- ---------------TAX COST

-----------------------------VALUE

---------------ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

900.000 HAVERTY FURNITURE INC 13.940 13,806.28 12,546.00 .008 243.00 1.937 -1,260.28CUSIP NO: 419596101

400.000 HEALTHCARE SVCS GROUP INC 25.009 7,593.88 10,003.96 .006 208.00 2.079 2,410.08CUSIP NO: 421906108

900.000 HEADWATERS INC 23.920 31,773.92 21,528.00 .013 -10,245.92CUSIP NO: 4221OP102

900.000 HEARTLAND EXPRESS INC 15.440 12,208.49 13,896.00 .008 72.00 .518 1,687.51CUSIP NO: 422347104

500.000 HEIDRICK 8 STRUGGLES INTL INC 41.840 16,794.88 20,920.00 .013 4,125.12CUSIP NO: 422819102

5,700.000 HEINZ H J CO 44.450 233,759.14 253,365.00 .153 7,980.00 3.150 19,605.86CUSIP NO: 423074103

2,600.000 HELIX ENERGY SOLUTIONS GROUP INC 36.780 75,695.87 95,628.00 .058 19,932.13CUSIP NO: 42330P107

21,597.000 HEWLETT PACKARD CO 39.460 489,966.02 852,217.62 .513 6,911.04 .811 362,251 60CUSIP NO: 428236103 .

400.000 HIBBETT SPORTING GOODS INC 31.450 4,820.53 12,580.00 .008 7,759.47CUSIP NO: 428565105

600.000 HILB ROGAL & HOBBS CO 41.600 20,282.57 24,960.00 .015 288.00 1.154 4,677.43CUSIP NO: 431294107

200.000 HOLOGIC INC 50.030 8,819.92 10,006.00 .006 1,186.08CUSIP NO: 436440101

22,200.000 HOME DEPOT INC 37.970 790,908.97 842,934.00 .508 19,980.00 2.370 52,025.03CUSIP NO: 437076102

1,900.000 HONEYWELL INTL INC 42.980 69,792.32 81,662.00 .049 1,723.30 2.110 11,869.68CUSIP NO: 438516106

106-339


AS OF 11/30/06


-----------------UNITS

------------------------------DESCRIPTION

--------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------ --------------------------TAX COST----------------------

VALUE--------------

ACCOUNT----------


YIELD----------

GAIN/LOSS---------------

700.000 HOT TOPIC INC 13.350 7,275.38 9,345.00 .006 2,069.62CUSIP NO: 441339108

1,400.000 HUB GROUP INC 28.540 24,297.84 39,956.00 .024 15,658.16CL ACUSIP NO: 443320106

300.000 HUMANA INC 54.100 15,442.23 16,230.00 .010 787.77CUSIP NO: 444859102

400.000 HYDRIL CO 75.729 19,581.88 30,291.96 .018 10,710.08CUSIP NO: 448774109

1,400.000 HYPERION SOLUTIONS CORP 36.800 41,027.23 51,520.00 .031 10,492.77CUSIP NO: 44914M104

200.000 ICU MED INC 40.410 8,369.08 8,082.00 .005 -287.08CUSIP NO: 44930G107

700.000 IHOP CORP 52.610 33,173.04 36,827.00 .022 700.00 1.901 3,653.96CUSIP NO: 449623107

2,500.000 IMS HEALTH INC 27.470 69,881.75 68,675.00 .041 300.00 .437 -1,206.75CUSIP NO: 449934108

1,312.750 IDEARC INC 27.540 31,187.75 36,153.14 .022 4,965.39CUSIP NO: 451663108

1,300.000 IDEX CORP 47.950 38,790.47 62,335.00 .038 780.00 1.251 23,544.53CUSIP NO: 45167R104

700.000 IDEXX LABS INC 84.650 41,367.43 59,255.00 .036 17,887.57CUSIP NO: 45168D104

3,100.000 ILLINOIS TOOL WKS INC 47.200 134,395.94 146,320.00 .088 2,604.00 1.780 11,924.06CUSIP NO: 452308109

1,900.000 IMMUCOR INC 26.900 24,841.48 51,110.00 .031 26,268.52CUSIP NO: 452526106

106-339


AS OF 11/30/06


UNITS DESCRIPTION- -------

MARKET PRICE-----------------------------

FEDERAL---------------

MARKET--------% OF

-----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

----------------- ----------------------------------- ---------------TAX COST

-----------------------------VALUE

---------------ACCOUNT--------


YIELD---------

GAIN/LOSS----------------

1,700.000 INDEPENDENT BK CORP 23.489 42,167.88 39,932.83 .024 1,360.00 3.406 -2,235.05MICHIGAN COMCUSIP NO: 453838104

700.000 INFINITY PPTY & CAS CORP 45.150 24,659.10 31,605.00 .019 210.00 .664 6,945.90CUSIP NO: 45665Q103

1,300.000 INSIGHT ENTERPRISES INC 20.100 23,178.64 26,130.00 .016 2,951.36CUSIP NO: 45765U103

1,800.000 INPUT/OUTPUT INC 10.850 18,200.38 19,530.00 .012 1,329.62CUSIP NO: 457652105

200.000 INTEGRA LIFESCIENCES HLDGS CORP 41.410 7,225.80 8,282.00 .005 1,056.20COM NEWCUSIP NO: 457985208

20,394.000 INTEL CORP 21.395 328,737.49 436,329.63 .263 8,157.60 1.870 107,592.14CUSIP NO: 458140100

300.000 INTER TEL INC 22.279 6,171.78 6,683.97 .004 96.00 1.436 512.19CUSIP NO: 458372109

900.000 INTERFACE INC 14.860 12,651.20 13,374.00 .008 54.00 .404 722.80CL ACUSIP NO: 458665106

7,700.000 INTERNATIONAL BUSINESS MACHS 91.920 540,516.05 707,784.00 .426 9,240.00 1.305 167,267.95CUSIP NO: 459200101

7,400.000 INTL PAPER CO 33.100 253,436.32 244,940.00 .147 7,400.00 3.021 -8,496.32CUSIP NO: 460146103

933.000 INTEVAC INC 27.290 22,475.32 25,461.57 .015 2,986.25CUSIP NO: 461148108

18,500.000 INTUIT 31.520 572,380.80 583,120.00 .351 10,739.20CUSIP NO: 461202103

106-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

----------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- ----------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,400.000 INVACARE CORP 23.390 37,945.18 32,746.00 .020 70.00 .214 -5,199.18CUSIP NO: 461203101

1,400.000 INVESTMENT TECHNOLOGY GRP NEW 37.500 30,241.10 52,500.00 .032 280.00 .533 22,258.90CUSIP NO: 46145F105

1,000.000 IRWIN FINL CORP 22.030 19,504.94 22,030.00 .013 440.00 1.997 2,525.06CUSIP NO: 464119106

600.000 ITRON INC 47.990 29,797.68 28,794.00 .017 -1,003.68CUSIP NO: 465741106

400.000 J & J SNACK FOODS CORP 38.280 7,246.12 15,312.00 .009 136.00 .888 8,065.88CUSIP NO: 466032109

100.000 JDA SOFTWARE GROUP INC 14.300 1,435.35 1,430.00 .001 -5.35CUSIP NO: 46612K108

2,400.000 JLG INDS INC 27.910 21,025.31 66,984.00 .040 48.00 .072 45,958.69CUSIP NO: 466210101

38,550.000 J P MORGAN CHASE & CO 46.280 1,542,145.01 1,784,094.00 1.074 52,428.00 2.939 241,948.99CUSIP NO: 46625H100

1,900.000 J2 GLOBAL COMMUNICATONS INC 27.930 35,061.03 53,067.00 .032 18,005.97COM NEWCUSIP NO: 46626E205

1,000.000 JACK IN THE BOX INC 61.490 20,493.56 61,490.00 .037 40,996.44CUSIP NO: 466367109

400.000 JAKKS PAC INC 21.850 6,845.32 8,740.00 .005 1,894.68CUSIP NO: 47012E106

17,600.000 JOHNSON & JOHNSON 65.910 643,073.74 1,160,016.00 .698 26,400.00 2.276 516,942.26CUSIP NO: 478160104

5,600.000 JONES APPAREL GROUP INC 33.600 163,728.44 188,160.00 .113 3,136.00 1.667 24,431.56CUSIP NO: 480074103

' 06-339


AS OF 11/30/06


-----------------

UNITS

-------------------------------

DESCRIPTION

-------------------

MARKET PRICE

-----------------------------

FEDERAL

---------------

MARKET

---------

% OF

----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

----------------- ------------------------------- -------------------TAX COST

-----------------------------VALUE

---------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,200.000 K-SWISS INC 33.210 28,855.08 39,852.00 .024 240.00 .602 10,996.92CL ACUSIP NO: 482686102

100.000 KAMAN CORP 23.120 1,854.77 2,312.00 .001 50.00 2.163 457.23CL ACUSIP NO: 483548103

1,100.000 KANSAS CITY SOUTHERN 27.050 30,014.48 29,755.00 .018 352.00 1.183 -259.48NEW COMCUSIP NO: 485170302

200.000 KAYDON CORP 39.950 5,614.56 7,990.00 .005 96.00 1.202 2,375.44CUSIP NO: 486587108

3,421.000 KB HOME 51.690 205,622.95 176,831.49 .106 3,421.00 1.935 -28,791.46CUSIP NO: 48666K109

2,300.000 KELLOGG CO 49.780 113,777.86 114,494.00 .069 2,677.20 2.338 716.14CUSIP NO: 487836108

400.000 KELLWOOD CO 31.250 12,892.28 12,500.00 .008 256.00 2.048 -392.28CUSIP NO: 488044108

300.000 KENDLE INTL INC 35.030 8,075.17 10,509.00 .006 2,433.83CUSIP NO: 4888OL107

3,300.000 KEYCORP NEW 36.100 122,734.98 119,130.00 .072 4,554.00 3.823 -3,604.98CUSIP NO: 493267108

800.000 KEYSPAN CORP 41.030 32,716.48 32,824.00 .020 1,488.00 4.533 107.52CUSIP NO: 49337W100

2,200.000 KIMBERLY CLARK CORP 66.470 139,539.98 146,234.00 .088 4,312.00 2.949 6,694.02CUSIP NO: 494368103

1,100.000 KING PHARMACEUTICALS INC 16.530 16,378.78 18,183.00 .011 1,804.22CUSIP NO: 495582108

)6-339


AS OF 11/30/06

ACCOUNT PAGE 43


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

800.000 KIRBY CORP 36.040 11,611.00 28,832.00 .017 17,221.00

CUSIP NO: 497266106

1,000.000 KNIGHT TRANSN INC 17.620 12,976.79 17,620.00 .011 80.00 .454 4,643.21

CUSIP NO: 499064103

4,800.000 KOHLS CORP 69.600 290,800.23 334,080.00 .201 43,279.77

CUSIP NO: 500255104

2,000.000 KOMAG INC 39.460 69,834.52 78,920.00 .048 9,085.48


5,095.000 KRAFT FOODS INC 35.050 167,610.75 178,579.75 .108 5,095.00 2.853 10,969.00

CL A COMCUSIP NO: 50075N104

18,000.000 KROGER CO 21.460 404,621.27 386,280.00 .233 4,680.00 1.212 -18,341.27

CUSIP NO: 501044101

1,200.000 KRONOS INC 35.270 49,276.55 42,324.00 .025 -6,952.55CUSIP NO: 501052104

4,500.000 KULICKE 8 SOFFA INDS INC 8.190 41,813.92 36,855.00 .022 -4,958.92

CUSIP NO: 501242101

500.000 LCA-VISION INC 35.180 20,073.81 17,590.00 .011 360.00 2.047 -2,483.81

COM PAR $.001CUSIP NO: 501803308

1,140.000 L-3 COMMUNICATIONS HLDGS INC 82.250 91,306.31 93,765.00 .056 855.00 .912 2,458.69

CUSIP NO: 502424104

200.000 LA Z BOY INC 11.780 2,994.86 2,356.00 .001 96.00 4.075 -638.86CUSIP NO: 505336107

3,000.000 LABOR READY INC 18.920 49,880.10 56,760.00 .034 6,879.90COM NEWCUSIP NO: 505401208

mml mm

106-339


AS OF 11/30/06


------------------UNITS

-------------------------------DESCRIPTION

------------------MARKET PRICE

----------------------------FEDERAL

---------------MARKET

----------X OF

----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

------------------ ------------------------------- ------------------TAX COST

----------------------------VALUE

---------------ACCOUNT----------


YIELD----------

GAIN/LOSS----------------

1,200.000 LABRANCHE & CO INC 10.800 17,086.00 12,960.00 .008 384.00 2.963 -4,126.00CUSIP NO: 505447102

800.000 LACLEDE GROUP INC 36.580 25,845.70 29,264.00 .018 1,168.00 3.991 3,418.30CUSIP NO: 505597104

600.000 LANCE INC 19.073 11,185.78 11,444.34 .007 384.00 3.355 258.56CUSIP NO: 514606102

700.000 LANDAMERICA FINL GROUP INC 61.110 38,268.39 42,777.00 .026 616.00 1.440 4,508.61CUSIP NO: 514936103

1,000.000 LANDRYS RESTAURANTS INC 28.250 32,901.67 28,250.00 .017 200.00 .708 -4,651.67CUSIP NO: 51508L103

1,100.000 LANDSTAR SYS INC 45.040 35,094.37 49,544.00 .030 132.00 .266 14,449.63CUSIP NO: 515098101

6,823.000 LAS VEGAS SANDS CORP 91.560 385,434.55 624,713.88 .376 239,279.33CUSIP NO: 517834107

4,500.000 LAUDER ESTEE COS INC 41.290 179,421.79 185,805.00 .112 2,250.00 1.211 6,383.21CL ACUSIP NO: 518439104

18,787.000 LEHMAN BROS HLDGS INC 73.670 1,178,375.05 1,384,038.29 .833 9,017.76 .652 205,663.24CUSIP NO: 524908100

5,164.000 LENNAR CORP 52.500 272,213.03 271,110.00 .163 3,304.96 1.219 -1,103.03CUSIP NO: 526057104

400.000 LENNOX INTL INC 29.240 11,308.13 11,696.00 .007 176.00 1.505 387.87CUSIP NO: 526107107

200.000 LENOX GROUP INC 6.100 1,168.90 1,220.00 .001 51.10CUSIP NO: 526262100

mm - - 'ow T ^ - - m-m W" mm - - =

106-339


AS OF 11/30/06


-----------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


---------------- -------------------------------- -------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

4,100.000 LEXMARK INTL NEW 68.980 231,651.68 282,818.00 .170 51,166.32CL ACUSIP NO: 529771107

4,600.000 LINEAR TECHNOLOGY CORP 32.140 144,393.14 147,844.00 .089 2,760.00 1.867 3,450.86CUSIP NO: 535678106

800.000 LITTELFUSE INC 31.280 24,248.02 25,024.00 .015 775.98CUSIP NO: 537008104

900.000 LIVE NATION INC 21.440 17,331.99 19,296.00 .012 1,964.01CUSIP NO: 538034109

9,430.000 LOCKHEED MARTIN CORP 90.450 693,567.68 852,943.50 .514 13,202.00 1.548 159,375.82CUSIP NO: 539830109

3,200.000 LOEWS CORP 39.920 122,173.44 127,744.00 .077 800.00 .626 5,570.56CUSIP NO: 540424108

3,755.000 LOEWS CORP 62.370 184,762.76 234,199.35 .141 6,834.10 2.918 49,436.59CAROLINA GROUP STKCUSIP NO: 540424207

1,200.000 LONE STAR TECHNOLOGIES INC 52.460 48,802.78 62,952.00 .038 14,149.22CUSIP NO: 542312103

400.000 LONGS DRUG STORES CORP 41.090 14,403.76 16,436.00 .010 224.00 1.363 2,032.24CUSIP NO: 543162101

19,265.000 LOWES COS INC 30.160 505,528.12 581,032.40 .350 3,853.00 .663 75,504.28CUSIP NO: 548661107

500.000 LUFKIN INDS INC 58.490 27,031.50 29,245.00 .018 360.00 1.231 2,213.50CUSIP NO: 549764108

200.000 LYDALL INC DEL 10.500 2,086.90 2,100.00 .001 13.10CUSIP NO: 550819106

r00 no is i -- im, NOW am, m moo=

06-339


AS OF 11/30/06


-----------------UNITS

------------------------------DESCRIPTION

--------------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

--------% OF

-----------------ESTIMATED

----------CURRENT


----------------- ------------------------------ --------------------TAX COST

----------------------------VALUE

----------------ACCOUNT--------


YIELD-----------

GAIN/LOSS---------------

400.000 MAF BANCORP INC 43.990 16,986.57 17,596.00 .011 400.00 2.273 609.43CUSIP NO: 55261R108

100.000 MGIC INVT CORP WIS 57.960 5,852.94 5,796.00 .003 100.00 1.725 -56.94CUSIP NO: 552848103

6,614.000 MGM MIRAGE 53.770 243,778.81 355,634.78 .214 2,645.60 .744 111,855.97CUSIP NO: 552953101

1,200.000 MTS SYS CORP 38.340 38,801.14 46,008.00 .028 528.00 1.148 7,206.86CUSIP NO: 553777103

300.000 MACDERMID INC 32.650 9,949.82 9,795.00 .006 72.00 .735 -154.82CUSIP NO: 554273102

700.000 MANHATTAN ASSOCS INC 29.000 14,654.04 20,300.00 .012 5,645.96CUSIP NO: 562750109

1,100.000 MANITOWOC INC 60.240 41,562.99 66,264.00 .040 154.00 .232 24,701.01CUSIP NO: 563571108

500.000 MANTECH INTL CORP 36.280 14,021.03 18,140.00 .011 4,118.97CL A COMCUSIP NO: 564563104

1,000.000 MAPINFO CORP 13.250 10,234.35 13,250.00 .008 3,015.65CUSIP NO: 565105103

11,003.000 MARATHON OIL CORP 94.380 776,736.95 1,038,463.14 .625 17,604.80 1.695 261,726.19CUSIP NO: 565849106

1,600.000 MARSHALL & ILSLEY CORP 45.790 69,808.81 73,264.00 .044 1,728.00 2.359 3,455.19CUSIP NO: 571834100

10,010.000 MASCO CORP 28.690 277,668.80 287,186.90 .173 8,808.80 3.067 9,518.10CUSIP NO: 574599106

200.000 MASSEY ENERGY CORP 27.520 2,802.34 5,504.00 .003 32.00 .581 2,701.66CUSIP NO: 576206106

IMF 1W WE up m

106-339


AS OF 11/30/06

ACCOUNT PAGE 47


-----------------UNITS

------------------------------DESCRIPTION

--------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------ --------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

900.000 MATERIAL SCIENCES CORP 12.060 10,044.31 10,854.00 .007 809.69

CUSIP NO: 576674105

600.000 MAXIMUS INC 29.260 21,134.70 17,556.00 .011 240.00 1.367 -3,578.70

CUSIP NO: 577933104

9,605.000 MCDONALDS CORP 41.970 316,845.79 403,121.85 .243 9,605.00 2.383 86,276.06

CUSIP NO: 580135101

4,400.000 MCGRAW HILL COS INC 66.650 276,065.42 293,260.00 .177 3,194.40 1.089 17,194.58

CUSIP NO: 580645109

3,400.000 MCKESSON CORP 49.400 178,361.96 167,960.00 .101 816.00 .486 -10,401.96

CUSIP NO: 58155Q103

1,100.000 MEDTRONIC INC 52.130 50,774.14 57,343.00 .035 484.00 .844 6,568.86CUSIP NO: 585055106

400.000 MELLON FINL CORP 40.230 14,105.12 16,092.00 .010 352.00 2.187 1,986.88

CUSIP NO: 58551A108

1,400.000 HENS WEARHOUSE INC 38.300 36,162.29 53,620.00 .032 280.00 .522 17,457.71CUSIP NO: 587118100

1,800.000 MENTOR CORP MINN 49.950 70,123.96 89,910.00 .054 1,296.00 1.441 19,786.04CUSIP NO: 587188103

8,100.000 MERCK & CO INC 44.510 241,232.58 360,531.00 .217 12,312.00 3.415 119,298.42CUSIP NO: 589331107

500.000 MERITAGE HOMES CORP 48.560 20,773.03 24,280.00 .015 3,506.97

CUSIP NO: 59001A102

7,250.000 MERRILL LYNCH & CO INC 87.430 389,063.26 633,867.50 .382 7,250.00 1.144 244,804.24

CUSIP NO: 590188108

2,100.000 MESA AIR GROUP INC 8.170 14,852.38 17,157.00 .010 2,304.62

CUSIP NO: 590479101

06-339


AS OF 11/30/06


-----------------UNITS

-----------------------------DESCRIPTION

---------------------MARKET PRICE

----------------------------FEDERAL

---------------MARKET

---------% OF

-----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

----------------- ----------------------------- ---------------------TAX COST

----------------------------VALUE

---------------ACCOUNT----------


YIELD---------

GAIN/LOSS----------------

400.000 METHODE ELECTRON 11.250 4,635.10 4,500.00 .003 80.00 1.778 -135.10CUSIP NO: 591520200

1,800.000 METLIFE INC 58.730 89,293.10 105,714.00 .064 1,062.00 1.005 16,420.90CUSIP NO: 59156R108

1,400.000 MICROS SYS INC 50.920 42,028.34 71,288.00 .043 29,259.66CUSIP NO: 594901100

57,100.000 MICROSOFT CORP 29.360 796,493.87 1,676,456.00 1.009 22,840.00 1.362 879,962.13CUSIP NO: 594918104

1,300.000 MICROSEMI CORP 20.650 13,532.22 26,845.00 .016 1,664.00 6.199 13,312.78CUSIP NO: 595137100

500.000 MIDAS GROUP INC 21.990 8,249.65 10,995.00 .007 160.00 1.455 2,745.35CUSIP NO: 595626102

8,817.000 MONSANTO CO NEW 48.070 405,689.32 423,833.19 .255 3,526.80 .832 18,143.87CUSIP NO: 61166W101

300.000 MOOG INC 36.580 6,242.20 10,974.00 .007 4,731.80CL ACUSIP NO: 615394202

7,000.000 MORGAN STANLEY 76.160 342,033.41 533,120.00 .321 7,560.00 1.418 191,086.59CUSIP NO: 617446448

24,500.000 MOTOROLA INC 22.170 481,168.94 543,165.00 .327 4,900.00 .902 61,996.06CUSIP NO: 620076109

1,800.000 MUELLER INDS INC 34.100 52,442.59 61,380.00 .037 720.00 1.173 8,937.41CUSIP NO: 624756102

900.000 MULTIMEDIA GAMES INC 9.360 8,365.10 8,424.00 .005 58.90CUSIP NO: 625453105

1,600.000 MYERS INDS INC 16.160 24,478.00 25,856.00 .016 336.00 1.300 1,378.00CUSIP NO: 628464109

D6-339


AS OF 11/30/06

ACCOUNT PAGE 49


-----------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------------------- ------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

2,100.000 NBTY INC 36.350 55,491.92 76,335.00 .046 20,843.08CUSIP NO: 628782104

300.000 NCI BUILDING SYS INC 55.180 17,834.37 16,554.00 .010 -1,280.37CUSIP NO: 628852105

1,200. 000 NS GROUP INC 66.150 53,008.41 79,380.00 .048 144.00 .181 26,371.59CUSIP NO: 628916108

1,598.000 NRG ENERGY INC 56.920 87,404.05 90,958.16 .055 3,554.11NEW COMCUSIP NO: 629377508

200.000 NVR INC 595.000 121,518.00 119, 000.00 .072 -2,518.00CUSIP NO: 62944T105

200.000 NARA BANCORP INC 20.280 3,684.68 4,056.00 .002 22.00 .542 371.32CUSIP NO: 6308OP105

700.000 NASH FINCH CO 26.450 12,753.65 18,515.00 .011 504.00 2.722 5,761.35CUSIP NO: 631158102

7,500.000 NATIONAL CITY CORP 36.100 268,323.49 270,750.00 .163 11,700.00 4.321 2,426.51CUSIP NO: 635405103

10,422.000 NATIONAL SEMICONDUCTOR CORP 24.190 246,750.83 252,108.18 .152 1,667.52 .661 5,357.35CUSIP NO: 637640103

300.000 NEENAH PAPER INC 34.160 10,081.82 10,248.00 .006 120.00 1.171 166.18

CUSIP NO: 640079109

1,300.000 NETGEAR INC 26.000 24,326.87 33,800. 00 .020 9,473.13

CUSIP NO: 64111Q104

1,100. 000 NEW JERSEY RES 51.750 48,507.95 56,925.00 .034 1,672.00 2.937 8,417.05CUSIP NO: 646025106

8,130.000 NEWELL RUBBERMAID INC 26.490 216,102.71 231,623.70 .139 6,829.20 2.948 15,520.99CUSIP NO: 651229106

ma M^q

1 06-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

----------------MARKET PRICE

-----------------------------FEDERAL

--------------MARKET

----------% OF

----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

----------------- ---------------------------------- ----------------TAX COST

-----------------------------VALUE

--------------ACCOUNT----------


YIELD---------

GAIN/LOSS----------------

2,670.000 NEWS CORP 20.600 42,960.30 55,002.00 .033 320.40 .583 12,041.70CL ACUSIP NO: 65248E104

1,900.000 NORDSTROM INC 49.020 72,332.84 93,138.00 .056 798.00 .857 20,805.16CUSIP NO: 655664100

1,200.000 NORTH FORK BANCORPORATION NY 28.070 33,699.36 33,634.00 .020 1,200.00 3.563 -15.36CUSIP NO: 659424105

1,700.000 NORTHERN TR CORP 56.960 96,767.82 96,832.00 .058 1,700.00 1.756 64.18CUSIP NO: 665859104

1,800.000 NORTHROP GRUMMAN CORP 66.930 121,487.25 120,474.00 .073 2,160.00 1.793 -1,013.25CUSIP NO: 666807102

200.000 NORTHWEST NAT GAS CO 41.240 7,404.90 8,248.00 .005 284.00 3.443 843.10CUSIP NO: 667655104

3,700.000 NUCOR CORP 59.850 98,702.85 221,445.00 .133 1,480.00 .668 122,742.15CUSIP NO: 670346105

400.000 0 CHARLEYS INC 20.110 7,762.70 8,044.00 .005 281.30CUSIP NO: 670823103

900.000 OM GROUP INC 47.050 41,864.73 42,345.00 .025 504.00 1.190 480.27CUSIP NO: 670872100

16,639.000 OCCIDENTAL PETE CORP DEL 50.340 708,169.42 837,607.26 .504 14,642.32 1.748 129,437.84CUSIP NO: 674599105

600.000 OCEANEERING INTL INC 43.610 18,300.22 26,166.00 .016 7,865.78CUSIP NO: 675232102

1,900.000 ODYSSEY HEALTHCARE INC 12.380 22,128.76 23,522.00 .014 1,393.24CUSIP NO: 67611V101

7,100.000 OFFICE DEPOT INC 37.860 269,633.68 268,806.00 .162 -827.68CUSIP NO: 676220106

6-339


AS OF 11/30/06

ACCOUNT PAGE 51


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,000.000 OLD DOMINION FGHT LINE INC 26.810 19,440.26 26,810.00 .016 7,369.74

CUSIP NO: 679580100

5,400.000 OMNICOM GROUP INC 102.160 507,952.39 551,664.00 .332 5,400.00 .979 43,711.61CUSIP NO: 681919106

100.000 OPEN SOLUTIONS INC 37.200 2,829.44 3,720.00 .002 890.56

CUSIP NO: 68371P102

34,200.000 ORACLE CORP 19.050 475,137.08 651,510.00 .392 176,372.92

CUSIP NO: 68389X105

700.000 OWENS & MINOR INC NEW 31.030 15,088.50 21,721.00 .013 420.00 1.934 6,632.50CUSIP NO: 690732102

400.000 OXFORD INDS INC 50.820 17,235.12 20,328.00 .012 240.00 1.181 3,092.88CUSIP NO: 691497309

12,955.000 PG&E CORP 45.930 474,679.61 595,023.15 .358 17,100.60 2.874 120,343.54CUSIP NO: 69331C108

300.000 P F CHANGS CHINA BISTRO INC 36.100 11,575.68 10,830.00 .007 -745.68CUSIP NO: 69333Y108

7,075.000 PNC FINL SVCS GROUP INC 70.690 475,542.44 500,131.75 .301 15,565.00 3.112 24,589.31CUSIP NO: 693475105

2,900.000 PPG INDS INC 64.300 179,186.06 186,470.00 .112 5,568.00 2.986 7,283.94CUSIP NO: 693506107

8,985.000 PPL CORP 36.350 261,796.77 326,604.75 .197 9,883.50 3.026 64,807.98

i CUSIP NO: 69351T106t

3,000.000 PACTIV CORP 34.450 82,106.00 103,350.00 .062 21,244.00CUSIP NO: 695257105

900.000 PALOMAR MED TECHNOLOGIES INC 49.950 32,145.84 44,955.00 .027 12,809.16


06-339


AS OF 11/30/06


------------------UNITS

-------------------------------DESCRIPTION

-------------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------X OF

----------------ESTIMATED

----------CURRENT


------------------ ------------------------------- -------------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

500.000 PANERA BREAD CO 57.450 20,311.65 28,725.00 .017 8,413.35CL ACUSIP NO: 6984OW108

1,300 . 000 PAPA JOHNS INTL INC 31.000 37,792.90 40, 300.00 .024 2,507.10CUSIP NO: 698813102

500.000 PAREXEL INTL CORP 27.760 16,485.40 13,880. 00 .008 -2,605.40CUSIP NO: 699462107

200.000 PAXAR CORP 21.350 3,487.92 4 ,270.00 . 003 782.08CUSIP NO : 704227107

3,800 . 000 PAYCHEX INC 39.410 142,277.04 149, 758.00 . 090 3 , 192.00 2.131 7,480.96CUSIP NO : 704326107

725.000 PEABODY ENERGY CORP 46.010 30, 303.40 33,357.25 .020 174.00 .522 3,053.85CUSIP NO : 704549104

2,000 .000 PEDIATRIX MED GROUP 48.150 61,559.23 96, 300.00 . 058 34 ,740.77CUSIP NO: 705324101

100.000 PENN VA CORP 75.390 7,185.36 7, 539.00 . 005 45 .00 .597 353.64CUSIP NO : 707882106

700.000 PENNEY J C CO INC 77.340 31, 783.08 54,138 .00 .033 504 .00 .931 22,354.92CUSIP NO : 708160106

10,703. 000 PEPSICO INC 61.970 491,349.64 663,264.91 .399 12,843.60 1.936 171,915.27CUSIP NO : 713448108

1,400. 000 PERFORMANCE FOOD GROUP CO 27 .060 40 ,807.45 37, 884.00 . 023 -2 ,923.45CUSIP NO : 713755106

1,500 . 000 PETMED EXPRESS INC 12.840 16,266.15 19, 260.00 .012 2,993.85CUSIP NO : 716382106

200.000 PETROLEUM DEV CORP 42.230 4,640.12 8,446. 00 .005 3 , 805.88CUSIP NO: 716578109

- m m - a: _ - - - -. - r. - no = err m in

106-339


AS OF 11/30/06


-----------------UNITS

--------------------------------DESCRIPTION

-----------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- -------------------------------- -----------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

51,295.000 PFIZER INC 27.490 1,278,067.45 1,410,099.55 .849 49,243.20 3.492 132,032.10CUSIP NO: 717081103

400.000 PHARMANET DEV GROUP INC 22.760 6,157.56 9,104.00 .005 2,946.44CUSIP NO: 717148100

5,200.000 PHELPS DODGE CORP 123.000 497,198.86 639,600.00 .385 4,160.00 .650 142,401.14CUSIP NO: 717265102

1,500.000 PHILADELPHIA CONS HLDG CORP 44.550 41,548.30 66,825.00 .040 262.50 .393 25,276.70CUSIP NO: 717528103

1,700.000 PHILLIPS VAN HEUSEN CORP 49.330 58,436.26 83,861.00 .050 255.00 .304 25,424.74CUSIP NO: 718592108

900.000 PHOTRONICS INC 15.730 16,898.18 14,157.00 .009 -2,741.18CUSIP NO: 719405102

900.000 PIEDMONT NAT GAS INC 27.870 22,692.66 25,083.00 .015 864.00 3.445 2,390.34CUSIP NO: 720186105

400.000 PIPER JAFFRAY COS 65.070 19,310.00 26,028.00 .016 6,718.00CUSIP NO: 724078100

1,500.000 PLANAR SYS INC 10.020 15,897.09 15,030.00 .009 -867.09CUSIP NO: 726900103

800.000 POLARIS INDS INC 45.020 36,695.52 36,016.00 .022 992.00 2.754 -679.52CUSIP NO: 731068102

1,000.000 POLYMEDICA CORP 39.570 29,496.10 39,570.00 .024 600.00 1.516 10,073.90CUSIP NO: 731738100

1,600.000 POLYONE CORP 7.680 12,366.71 12,288.00 .007 400.00 3.255 -78.71CUSIP NO: 73179P106

600.000 POOL CORP 40.970 21,479.70 24,582.00 .015 252.00 1.025 3,102.30CUSIP NO: 73278L105

Mm Mtn m so _- W M i m---

06-339


AS OF 11/30/06


-----------------

UNITS

----------------------------------

DESCRIPTION

-----------------------

MARKET PRICE

---------------------

FEDERAL

----------------

MARKET

---------

% OF

---------------

ESTIMATED

-----------

CURRENT

---------------

UNREALIZED

----------------- ---------------------------------- -----------------------TAX COST---------------------

VALUE----------------

ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

300.000 POPE 8 TALBOT INC 5.010 1,635.00 1,503.00 .001 96.00 6.387 -132.00CUSIP NO: 732827100

600.000 PORTFOLIO RECOVERY ASSOCS INC 45.650 28,574.64 27,390.00 .016 -1,184.64CUSIP NO: 73640Q105

200.000 POSSIS MEDICAL INC 12.320 1,568.92 2,464.00 .001 895.08CUSIP NO: 737407106

1,400.000 PRAXAIR INC 62.400 87,919.63 87,360.00 .053 1,400.00 1.603 -559.63CUSIP NO: 74005P104

400.000 PRE PAID LEGAL SVCS INC 41.520 10,098.08 16,608.00 .010 480.00 2.890 6,509.92CUSIP NO: 740065107

1,100.000 PRESIDENTIAL LIFE CORP 22.302 18,247.56 24,532.20 .015 440.00 1.794 6,284.64CUSIP NO: 740884101

900.000 PROASSURANCE CORP 51.230 40,056.47 46,107.00 .028 6,050.53CUSIP NO: 74267C106

19,694.000 PROCTER 8 GAMBLE CO 62.790 991,551.30 1,236,586.26 .745 24,420.56 1.975 245,034.96CUSIP NO: 742718109

400.000 PRIVATEBANCORP INC 40.110 13,877.82 16,044.00 .010 96.00 .598 2,166.18CUSIP NO: 742962103

2,660.000 PROGRESS ENERGY INC 47.770 118,289.43 127,068.20 .077 6,437.20 5.066 8,778.77CUSIP NO: 743263105

1,000.000 PROGRESS SOFTWARE CORP 27.110 24,958.82 27,110.00 .016 2,151.18CUSIP NO: 743312100

3,641.000 PROGRESSIVE CORP OHIO 22.550 95,504.47 82,104.55 .049 127.44 .155 -13,399.92CUSIP NO: 743315103

1,000.000 PROVIDENT BANKSHARES CORP 36.870 33,622.00 36,870.00 .022 1,200.00 3.255 3,248.00CUSIP NO: 743859100

sir - a - - - - a r - - - - - -

)6-339

L I S T O F A C C O U N T A SSE T S

AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------/. OF

----------------ESTIMATED

----------CURRENT


---------------- ---------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

2,200.000 PRUDENTIAL FINL INC 81.480 130,413.56 179,256.00 .108 2,090.00 1.166 48,842.44CUSIP NO: 744320102

680.000 PUBLIC SVC ENTERPRISE GROUP 67.220 42,864.87 45,709.60 .028 1,550.40 3.392 2,844.73CUSIP NO: 744573106

2,300.000 PULTE HOMES INC 33.740 68,628.09 77,602.00 .047 368.00 .474 8,973.91CUSIP NO: 745867101

5,900.000 QUALCOMM INC 36.590 191,864.04 215,881.00 .130 2,832.00 1.312 24,016.96CUSIP NO: 747525103

300.000 QUALITY SYS INC 38.210 10,770.12 11,463.00 .007 692.88CUSIP NO: 747582104

2,200.000 QUANEX CORP 37.110 56,698.47 81,642.00 .049 1,232.00 1.509 24,943.53CUSIP NO: 747620102

5,653.000 QWEST COMMUNICATIONS INTL INC 7.690 49,893.84 43,471.57 .026 282.65 .650 -6,422.27CUSIP NO: 749121109

400.000 RC2 CORP 42.750 12,822.00 17,100.00 .010 4,278.00CUSIP NO: 749388104

300.000 RLI CORP 55.310 10,007.37 16,593.00 .010 240.00 1.446 6,585.63CUSIP NO: 749607107

1,200.000 RADIANT SYSTEMS INC 9.810 11,545.98 11,772.00 .007 226.02CUSIP NO: 75025N102

200.000 RADIO ONE INC 6.490 1,196.88 1,298.00 .001 101.12CL D NON VTGCUSIP NO: 7504OP405

800.000 RALCORP HLDGS INC NEW 50.650 26,592.50 40,520.00 .024 13,927.50CUSIP NO: 751028101

1,300.000 RARE HOSPITALITY INTL INC 32.370 32,180.67 42,081.00 .025 9,900.33CUSIP NO: 753820109

r mm, mw r = - - - - - - - - - - - -

06-339


AS OF 11/30/06


------------------UNITS

---------------------------------DESCRIPTION

----------------MARKET PRICE

-----------------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


------------------ --------------------------------- ----------------TAX COST

-----------------------------VALUE

---------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

6,000.000 RAYTHEON CO 51.040 298,142.40 306,240.00 .184 5,760.00 1.881 8,097.60COM NEWCUSIP NO: 755111507

400.000 RED ROBIN GOURMET BURGERS INC 34.370 13,884.00 13,748.00 .008 -136.00CUSIP NO: 75689M101

1,400.000 REGAL BELOIT CORP 51.130 57,289.67 71,582.00 .043 784.00 1.095 14,292.33CUSIP NO: 758750103

8,750.000 REGAL ENTMT GROUP 20.810 173,462.38 182,087.50 .110 10,500.00 5.766 8,625.12CL A COMCUSIP NO: 758766109

4,400.000 REGIONS FINL CORP 36.650 155,154.39 161,260.00 .097 6,160.00 3.820 6,105.61NEW COMCUSIP NO: 7591EP100

2,500.000 REPUBLIC BANCORP INC 13.680 29,970.27 34,200.00 .021 1,100.00 3.216 4,229.73CUSIP NO: 760282103

1,500.000 RESPIRONICS INC 36.060 31,122.30 54,090.00 .033 22,967.70CUSIP NO: 761230101

11,100.000 REYNOLDS AMERN INC 64.240 472,646.35 713,064.00 .429 33,300.00 4.670 240,417.65CUSIP NO: 761713106

3,200.000 ROBERT HALF INTL INC 38.590 118,623.46 123,488.00 .074 1,024.00 .829 4,864.54CUSIP NO: 770323103

700.000 ROCK-TENN CO 25.200 14,009.82 17,640.00 .011 252.00 1.429 3,630.18CL ACUSIP NO: 772739207

4,200.000 ROCKWELL AUTOMATION INC 65.080 239,303.82 273,336.00 .165 4,872.00 1.782 34,032.18CUSIP NO: 773903109

5,600.000 RYDER SYS INC 52.170 292,337.84 292,152.00 .176 4,032.00 1.380 -185.84CUSIP NO: 783549108

- i - - - - - - - - - = - r r

06-339


AS OF 11/30/06

ACCOUNT PAGE 57


-----------------

UNITS

--------------------------------

DESCRIPTION

------------------------

MARKET PRICE

--------------------

FEDERAL

-----------------

MARKET

---------

OF

----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

----------------- -------------------------------- ------------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

900.000 RYERSON INC 22.260 23,008.50 20,034.00 .012 180.00 .898 -2,974.50

NEW COMCUSIP NO: 78375P107

1,200.000 SCPIE HLDGS INC 26.350 21,435.90 31,620.00 .019 480.00 1.518 10,184.10

CUSIP NO: 78402P104

2,000.000 SLM CORP 45.840 93,047.20 91,680.00 .055 2,000.00 2.182 -1,367.20

CUSIP NO: 78442P106

400.000 SPSS INC 28.210 8,744.48 11,284.00 .007 2,539.52

CUSIP NO: 78462K102

600.000 SWS GROUP INC 32.370 13,173.52 19,422.00 .012 264.00 1.359 6,248.48

CUSIP NO: 78503N107

2,200.000 SAFECO CORP 60.570 127,239.44 133,254.00 .080 2,640.00 1.981 6,014.56

CUSIP NO: 786429100

300.000 SAFETY INS GROUP INC 52.380 15,684.30 15,714.00 .009 300.00 1.909 29.70

CUSIP NO: 786487100

1,500.000 ST MARY LD 9 EXPL CO 40.080 19,471.27 60,120.00 .036 150.00 .250 40,648.73

CUSIP NO: 792228108

3,318.000 ST PAUL TRAVELERS COS INC 51.810 143,902.18 171,905.58 .104 3,450.72 2.007 28,003.40

CUSIP NO: 792860108

4,100.000 SAVIENT PHARMACEUTICALS INC 11.670 22,956.88 47,847.00 .029 24,890.12

CUSIP NO: 80517Q100

1,100.000 SCANSOURCE INC 30.510 30,844.89 33,561.00 .020 2,716.11

CUSIP NO: 806037107

3,700.000 SCHWAB CHARLES CORP NEW 18.340 62,113.61 67,858.00 .041 740.00 1.091 5,744.39

CUSIP NO: 808513105

600.000 SCHWEITZER-MAUDUIT INTL INC 24.790 10,879.44 14,874.00 .009 360.00 2.420 3,994.56

CUSIP NO: 808541106

106-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------MARKET PRICE

-----------------------------FEDERAL

---------------MARKET

--------X OF

----------------ESTIMATED

----------CURRENT

----------------UNREALIZED

----------------- --------------------------------- -----------------TAX COST

-----------------------------VALUE

---------------ACCOUNT--------


YIELD----------

GAIN/LOSS----------------

3,100.000 SCIELE PHARMA INC 22.630 59,261.57 70,153.62 .042 10,892.05CUSIP NO: 808627103

200.000 SEACOR HLDGS INC 94.170 16,791.30 18,834.00 .011 2,042.70CUSIP NO: 811904101

2,000.000 SEARS HLDGS CORP 171.530 306,392.80 343,060.00 .207 36,667.20CUSIP NO: 812350106

2,800.000 SELECT COMFORT CORP 17.280 38,602.58 48,384.00 .029 9,781.42CUSIP NO: 81616X103

1,100.000 SELECTIVE INS GROUP INC 55.520 40,133.09 61,072.00 .037 968.00 1.585 20,938.91CUSIP NO: 816300107

3,650.000 SEMPRA ENERGY 54.500 144,876.89 198,925.00 .120 4,380.00 2.202 54,048.11CUSIP NO: 816851109

300.000 SHAW GROUP INC 29.890 4,909.08 8,967.00 .005 4,057.92CUSIP NO: 820280105

500.000 SHERWIN WILLIAMS CO 62.550 21,102.52 31,275.00 .019 500.00 1.599 10,172.48CUSIP NO: 824348106

1,900.000 SIERRA HEALTH SVCS INC 35.050 42,813.54 66,595.00 .040 23,781.46CUSIP NO: 826322109

200.000 SIMPSON MANUFACTURING CO INC 30.970 4,763.26 6,194.00 .004 64.00 1.033 1,430.74CUSIP NO: 829073105

2,600.000 SKYWORKS SOLUTIONS INC 7.240 17,516.51 18,824.00 .011 1,307.49CUSIP NO: 83088M102

900.000 SMITH A 0 35.790 28,634.09 32,211.00 .019 612.00 1.900 3,576.91CUSIP NO: 831865209

2,900.000 SONIC AUTOMOTIVE INC 28.540 63,009.25 82,766.00 .050 1,392.00 1.682 19,756.75CL ACUSIP NO: 83545G102

106-339


AS OF 11/30/06


-----------------UNITS

------------------------------DESCRIPTION

--------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------ --------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

2,200.000 SONIC CORP 23.470 34,022.62 51,634.00 .031 17,611.38CUSIP NO: 835451105

1,600.000 SONIC SOLUTIONS 15.740 26,179.84 25,184.00 .015 -995.84CUSIP NO: 835460106

1,600.000 SOUTH FINL GROUP INC 25.990 42,155.73 41,584.00 .025 1,088.00 2.616 -571.73CUSIP NO: 837841105

1,400.000 SOUTHERN UN CO NEW 28.030 33,980.94 39,242.00 .024 560.00 1.427 5,261.06CUSIP NO: 844030106

100.000 SOUTHWEST AIRLS CO 15.710 1,637.04 1,571.00 .001 1.80 .115 -66.04CUSIP NO: 844741108

200.000 SOUTHWEST GAS CORP 37.540 6,607.66 7,508.00 .005 164.00 2.184 900.34CUSIP NO: 844895102

5,900.000 SPHERION CORP 7.200 43,638.65 42,480.00 .026 -1,158.65CUSIP NO: 848420105

11,700.000 SPRINT NEXTEL CORP 19.510 190,804.35 228,267.00 .137 1,170.00 .513 37,462.65CUSIP NO: 852061100

100.000 STAGE STORES INC 33.040 2,589.27 3,304.00 .002 20.00 .605 714.73CUSIP NO: 85254C305

200.000 STANDARD MTR PRODS INC 13.780 2,506.06 2,756.00 .002 72.00 2.612 249.94CUSIP NO: 853666105

800.000 STANDARD PAC CORP NEW 25.660 21,030.56 20,528.00 .012 128.00 .624 -502.56

CUSIP NO: 85375C101

100.000 STANDEX INTL CORP 29.730 2,676.24 2,973.00 .002 84.00 2.825 296.76CUSIP NO: 854231107

4,955.000 STAPLES INC 25.470 105,618.88 126,203.85 .076 1,090.10 .864 20,584.97CUSIP NO: 855030102

r - - - r - - - - - - = - r

06-339


AS OF 11/30/06


-----------------

UNITS

----------------------------------

DESCRIPTION

----------------

MARKET PRICE

-----------------------------

FEDERAL

---------------

MARKET

--------

% OF

-----------------

ESTIMATED

----------

CURRENT

---------------

UNREALIZED

------------------ --------------------------------- ----------------TAX COST

-----------------------------VALUE

---------------ACCOUNT--------


YIELD----------

GAIN/LOSS---------------

8,852.000 STARBUCKS CORP 35.295 217,287.96 312,431.34 .188 95,143.38CUSIP NO: 855244109

3,273.000 STARTEK INC 13.700 43,628.55 44,840.10 .027 3,273.00 7.299 1,211.55CUSIP NO: 85569C107

1,020.000 STARWOOD HOTELS 8 RESORTS 64.170 55,280.62 65,453.40 .039 856.80 1.309 10,172.78WORLDWIDE INC CONCUSIP NO: 8559OA401

1,200.000 STATE STR CORP 62.170 74,821.16 74,604.00 .045 960.00 1.287 -217.16CUSIP NO: 857477103

900.000 STEAK N SHAKE CO 17.220 14,659.34 15,498.00 .009 838.66CUSIP NO: 857873103

900.000 STEIN MART INC 15.700 10,453.09 14,130.00 .009 225.00 1.592 3,676.91CUSIP NO: 858375108

1,400.000 STERLING BANCSHARES INC 18.420 17,952.48 25,788.00 .016 392.00 1.520 7,835.52CUSIP NO: 858907108

300.000 STERLING BANCORP 18.600 5,738.01 5 ,580.00 .003 228.00 4.086 -158.01CUSIP NO: 859158107

1,600.000 STERLING FINL CORP WASH 33.550 43,443.39 53, 680.00 .032 480.00 .894 10,236.61CUSIP NO: 859319105

900.000 STEWART INFORMATION SVCS CORP 39.060 34,722.33 35,154.00 .021 675.00 1.920 431.67CUSIP NO: 860372101

300.000 STONE ENERGY CORP 39.020 10,823.46 11,706.00 .007 882.54CUSIP NO: 861642106

100.000 STRIDE RITE CORP 15.630 1,439.20 1,563.00 .001 24.00 1.536 123.80CUSIP NO: 863314100

4,300.000 SUNOCO INC 68.160 279,124.18 293 ,088.00 .176 4,300.00 1.467 13,963.82CUSIP NO: 86764P109

it = - r - = r = - - = - = = w ^

06-339


AS OF 11/30/06


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

4,290.000 SUNTRUST BKS INC 81.650 327,137.15 350,278.50 .211 10,467.60 2.988 23,141.35CUSIP NO: 867914103

700.000 SUPERTEX INC 46.920 23,619.64 32,844.00 .020 9,224.36CUSIP NO: 868532102

900.000 SURMODICS INC 33.780 28,691.96 30,402.00 .018 1,710.04CUSIP NO: 868873100

900.000 SUSQUEHANNA BANCSHARES INC PA 27.660 21,993.25 24,894.00 .015 900.00 3.615 2,900.75CUSIP NO: 869099101

700.000 SWIFT ENERGY CO 51.110 13,884.19 35,777.00 .022 21,892.81CU3IP NO: 870738101

300.000 SYKES ENTERPRISES INC 17.230 5,794.70 5,169.00 .003 -625.70CUSIP NO: 871237103

113.000 SYMBOL TECHNOLOGIES INC 14.820 1,015.87 1,674.66 .001 2.26 .135 658.79CUSIP NO: 871508107

1,100.000 TJX COS INC NEW 27.420 31,396.86 30,162.00 .018 308.00 1.021 -1,234.86CUSIP NO: 872540109

9,100.000 TXU CORP 57.390 521,239.82 522,249.00 .314 15,743.00 3.014 1,009.18CUSIP NO: 873168108

5,903.000 TARGET CORP 58.090 295,962.46 342,905.27 .206 2,833.44 .826 46,942.81CUSIP NO: 87612E106

2,500.000 TECHNITROL INC 27.480 65,443.58 68,700.00 .041 875.00 1.274 3,256.42CUSIP NO: 878555101

600.000 TELEDYNE TECHNOLOGIES INC 40.200 11,458.13 24,120.00 .015 12,661.87CUSIP NO: 879360105

2,703.000 TEMPLE INLAND INC 39.100 93,615.51 105,687.30 .064 2,703.00 2.558 12,071.79CUSIP NO: 879868107

- - - - ^s is - - - -

106-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

-----------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ---------------------------------- -----------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,500 . 000 TETRA TECH INC NEW 17.450 26,285 . 85 26 , 175.00 . 016 -110.85CUSIP NO : 88162G103

15,500 . 000 TEXAS INSTRS INC 29.550 414, 084.34 458 , 025.00 .276 2, 480.00 .541 43 ,940.66CUSIP NO: 882508104

5,650 . 000 THERMO ELECTRON CORP 43 . 830 243 ,912.17 247, 639.50 .149 3,727.33CUSIP NO: 883556102

3,700 . 000 3M CO 81 . 460 224,198.35 301 , 402.00 . 181 6 , 808.00 2 .259 77, 203.65CUSIP NO: 88579Y101

16,820 . 000 TIME WARNER INC 20.140 250,574.16 338,754.80 . 204 3 , 700.40 1 . 092 88 , 180.64NEW COMCUSIP NO: 887317105

1,100 . 000 TOLLGRADE COMMUNICATIONS INC 8 .770 11, 146.48 9,647.00 . 006 -1 , 499.48CUSIP NO : 889542106

1,900 . 000 TORO CO 44.900 57 , 558.89 85,310.00 .051 684 . 00 .802 27 ,751.11CUSIP NO: 891092108

200.000 TRACTOR SUPPLY CO 47.600 10 , 178.32 9 , 520.00 . 006 -658.32CUSIP NO: 892356106

500.000 TRADESTATION GROUP INC 14.590 6 ,936.64 7, 295.00 . 004 358.36CUSIP NO : 89267P105

300.000 TRIARC COS INC 18 .740 4,744.65 5 ,622.00 . 003 108.00 1.921 877.35CL B SER 1 COMCUSIP NO: 895927309

1,000 . 000 TRIMBLE NAVIGATION LTD 47. 970 19 ,719.59 47, 970.00 . 029 28 ,250.41CUSIP NO : 896239100

1,500 . 000 TRUSTCO BK CORP N Y 11.240 17, 026.25 16 , 860.00 . 010 960 . 00 5.694 - 166.25CUSIP NO: 898349105

J6-339


AS OF 11/30/06

ACCOUNT PAGE 63


-----------------UNITS

-------------------------------DESCRIPTION

-------------------------MARKET PRICE

---------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------- -------------------------TAX COST---------------------

VALUE----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

200.000 TUESDAY MORNING CORP 17.560 4,446.10 3,512.00 .002 160.00 4.556 -934.10

COM NEWCUSIP NO: 899035505

800.000 TWEEN BRANDS INC 41.920 27,481.28 33,536.00 .020 6,054.72

CUSIP NO: 901166108

2,000.000 UCBH HOLDINGS INC 16.860 36,198.08 33,720.00 .020 240.00 .712 -2,478.08

CUSIP NO: 90262T308

2,600.000 UGI CORP NEW 28.180 59,346.36 73,268.00 .044 1,833.00 2.502 13,921.64

CUSIP NO: 902681105

900.000 UIL HLDG CORP 42.970 23,102.34 38,673.00 .023 1,555.20 4.021 15,570.66CUSIP NO: 902748102

32,065.000 US BANCORP DEL 33.640 869,509.20 1,078,666.60 .650 42,325.80 3.924 209,157.40COM NEWCUSIP NO: 902973304

1,400.000 URS CORP NEW 44.160 38,473.82 61,824.00 .037 23,350.18CUSIP NO: 903236107

600.000 USANA HEALTH SCIENCES INC 48.380 25,021.90 29,028.00 .017 4,006.10

CDT-SHS COMCUSIP NO: 90328M107

700.000 UMPQUA HLDGS CORP 30.020 18,210.61 21,014.00 .013 504.00 2.398 2,803.39

CUSIP NO: 904214103

5,288.000 UNION PAC CORP 90.520 449,071.92 478,669.76 .288 6,345.60 1.326 29,597.84CUSIP NO: 907818108

700.000 UNISOURCE ENERGY CORP 36.730 16,998.93 25,711.00 .015 588.00 2.287 8,712.07

CUSIP NO: 909205106

1,500.000 UNIT CORP 51.030 64,286.18 76,545.00 .046 12,258.82

CUSIP NO: 909218109

r - - - r

106-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

----------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------% OF

---------------ESTIMATED

-----------CURRENT


----------------- ---------------------------------- ----------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

900.000 UNITED BANKSHARES INC WEST VA 38.580 30,253.36 34,722.00 .021 1,008.00 2.903 4,468.64CUSIP NO: 909907107

200.000 UNITED NAT FOODS INC 35.438 6,740.50 7,087.60 .004 347.10CUSIP NO: 911163103

4,600.000 UNITED ONLINE INC 13.400 58,097.40 61,640.00 .037 3,680.00 5.970 3,542.60CUSIP NO: 911268100

6,400.000 UNITED PARCEL SVC INC 77.920 460,295.82 498,688.00 .300 9,728.00 1.951 38,392.18CL BCUSIP NO: 911312106

1,200.000 UNITED STATIONERS INC 46.380 57,153.04 55,656.00 .034 480.00 .862 -1,497.04CUSIP NO: 913004107

1,000.000 UNITED SURGICAL PARTNERS INTL 25.450 33,105.75 25,450.00 .015 -7,655.75INC COMCUSIP NO: 913016309

16,862.000 UNITED TECHNOLOGIES CORP 64.530 958,022.85 1,088,104.86 .655 17,873.72 1.643 130,082.01CUSIP NO: 913017109

25,753.000 UNITEDHEALTH GROUP INC 49.080 1,213,720.43 1,263,957.24 .761 772.59 .061 50,236.81CUSIP NO: 91324P102

1,000.000 UNIVERSAL FST PRODS INC 46.646 45,215.05 46,646.00 .028 110.00 .236 1,430.95CUSIP NO: 913543104

100.000 UNIVERSAL TECHNICAL INST INC 20.550 2,429.00 2,055.00 .001 -374.00CUSIP NO: 913915104

5,200.000 VALERO ENERGY CORP NEW 55.070 271,526.32 286,364.00 .172 1,664.00 .581 14,837.68CUSIP NO: 91913Y100

200.000 VALMONT INDS INC 59.250 5,046.40 11,850.00 .007 76.00 .641 6,803.60CUSIP NO: 920253101

06-339


AS OF 11/30/06

ACCOUNT PAGE 65


-----------------UNITS

---------------------------------DESCRIPTION

-----------------------MARKET PRICE

--------------------FEDERAL

-----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


----------------- --------------------------------- -----------------------TAX COST--------------------

VALUE-----------------

ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

1,500.000 VARIAN SEMICONDUCTOR EQUIPMNT 39.730 44,520.06 59,595.00 .036 15,074.94

CUSIP NO: 922207105

500.000 VEECO INSTRS INC DEL 18.780 8,623.00 9,390.00 .006 767.00

CUSIP NO: 922417100

1,200.000 VERITAS DGC INC 78.170 10,728.60 93,804.00 .056 83,075.40

CUSIP NO: 92343P107

26,255.000 VERIZON COMMUNICATIONS INC 34.940 819,543.75 917,349.70 .552 42,533.10 4.637 97,805.95

CUSIP NO: 92343V104

200.000 VERTRUE INC 38.310 8,080.04 7,662.00 .005 -418.04

CUSIP NO: 92534N101

600.000 VIAD CORP 39.310 18,574.23 23,586.00 .014 96.00 .407 5,011.77

COM NEWCUSIP NO: 92552R406

1,400.000 VIACOM INC 37.510 53,497.20 52,514.00 .032 -983.20

CL B COMCUSIP NO: 92553P201

560.000 VIASYS HEALTHCARE INC 28.210 14,605.44 15,797.60 .010 1,192.16

NEW COMCUSIP NO: 92553Q209

500.000 VITAL SIGNS INC 55.190 16,058.56 27,595.00 .017 180.00 .652 11,536.44

CUSIP NO: 928469105

300.000 VOLT INFORMATION SCIENCES INC 46.660 6,625.49 13,998.00 .008 7,372.51

CUSIP NO: 928703107

2,058.000 VULCAN MAILS CO 88.720 161,475.62 182,585.76 .110 3,045.84 1.668 21,110.14

CUSIP NO: 929160109

200.000 WD-40 CO 32.500 5,956.25 6,500.00 .004 176.00 2.708 543.75

CUSIP NO: 929236107

m = = i = - - i

106-339


AS OF 11/30/06


------------------UNITS

--------------------------------DESCRIPTION

------------------------MARKET PRICE

----------------------FEDERAL

---------------MARKET

---------/. OF

---------------ESTIMATED

-----------CURRENT


------------------ -------------------------------- ------------------------TAX COST----------------------

VALUE---------------

ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

1,000.000 W-H ENERGY SVCS INC 47.750 28,432.06 47,750.00 .029 19,317.94CUSIP NO: 92925E108

100.000 WMS INDS INC 34.780 2,568.00 3,478.00 .002 910.00CUSIP NO: 929297109

16,067.000 WACHOVIA CORP 54.190 811;992.58 870,670.73 .524 35,990.08 4.134 58,678.152ND NEW COMCUSIP NO: 929903102

7,600.000 WAL-MART STORES INC 46.100 213,551.64 350,360.00 .211 5,092.00 1.453 136,808.36CUSIP NO: 931142103

2,400.000 WASHINGTON MUT INC 43.680 102,117.60 104,832.00 .063 5,088.00 4.853 2,714.40CUSIP NO: 939322103

800.000 WASTE CONNECTIONS INC 40.350 23,586.19 32,280.00 .019 8,693.81CUSIP NO: 941053100

5,835.000 WASTE MGMT INC DEL 36.610 209,366.09 213,619.35 .129 5,134.80 2.404 4,253.26CUSIP NO: 94106L109

600.000 WATSCO INC 51.680 15,351.51 31,008.00 .019 600.00 1.935 15,656.49CUSIP NO: 942622200

500.000 WATSON WYATT WORLDWIDE INC 46.400 18,693.39 23,200.00 .014 150.00 .647 4,506.61CL ACUSIP NO: 942712100

1,200.000 WAUSAU-MOSINEE PAPER CORP 14.960 15,443.76 17,952.00 .011 408.00 2.273 2,508.24CUSIP NO: 943315101

500.000 WEBEX INC 35.890 15,986.76 17,945.00 .011 1,958.24CUSIP NO: 947671109

1,200.000 WEBSENSE INC 25.569 20,198.48 30,683.88 .018 10,485.40CUSIP NO: 947684106

- - i

1)6-339


AS OF 11/30/06


-----------------UNITS

-------------------------------DESCRIPTION

------------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

---------X OF

----------------ESTIMATED

----------CURRENT


----------------- ------------------------------- ------------------TAX COST

----------------------------VALUE

----------------ACCOUNT---------


YIELD----------

GAIN/LOSS---------------

5,800.000 WELLPOINT INC 75.670 431,408.14 438,886.00 .264 7,477.86CUSIP NO: 94973V107

51,362.000 WELLS FARGO & CO NEW 35.240 1,587,743.33 1,809,996.88 1.090 57,525.44 3.178 222,253.55CUSIP NO: 949746101

6,100.000 WESTERN UNION CO 22.800 120,512.82 139,080.00 .084 18,567.18CUSIP NO: 959802109

3,720.000 WEYERHAEUSER CO 64.680 230,888.26 240,609.60 .145 8,928.00 3.711 9,721.34CUSIP NO: 962166104

1,600.000 WHITNEY HLDG CORP 32.230 46,962.85 51,568.00 .031 1,728.00 3.351 4,605.15CUSIP NO: 966612103

4,050.000 WILLIAMS COS INC DEL 27.760 75,409.22 112,428.00 .068 1,458.00 1.297 37,018.78CUSIP NO: 969457100

7,700.000 WINDSTREAM CORP 13.940 102,656.67 107,338.00 .065 7,700.00 7.174 4,681.33CUSIP NO: 97381W104

1,700.000 WINNEBAGO INDS INC 34.800 52,696.92 59,160.00 .036 680.00 1.149 6,463.08CUSIP NO: 974637100

700.000 WINTRUST FINANCIAL CORP 47.620 33,554.14 33,334.00 .020 196.00 .588 -220.14CUSIP NO: 9765OW108

1,900.000 WOLVERINE WORLD WIDE INC 29.060 33,727.96 55,214.00 .033 570.00 1.032 21,486.04CUSIP NO: 978097103

200.000 WOODWARD GOVERNOR CO 38.048 3,039.67 7,609.60 .005 80.00 1.051 4,569.93CUSIP NO: 980745103

900.000 WORLD ACCEP CORP DEL 45.390 29,642.92 40,851.00 .025 11,208.08CUSIP NO: 981419104

200.000 WORLD FUEL SVCS CORP 48.500 9,737.82 9,700.00 .006 30.00 .309 -37.82CUSIP NO: 981475106

106-339


AS OF 11/30/06


------------------UNITS

------------------------------DESCRIPTION

-------------------MARKET PRICE

---------------------------FEDERAL

-----------------MARKET

--------% OF

-----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

------------------ ------------------------------ -------------------TAX COST

---------------------------VALUE

-----------------ACCOUNT--------


YIELD---------

GAIN/LOSS----------------

800.000 WYETH 48. 280 38 ,062.16 38,624.00 .023 832.00 2.154 561.84CUSIP NO: 983024100

3,000 . 000 WYNDHAM WORLDWIDE CORP 31.740 108,742.90 95 ,220.00 .057 -13,522.90CUSIP NO: 9831OW108

9,310. 000 YUM BRANDS INC 61.190 465,621.14 569,678.90 .343 11,172.00 1.961 104,057.76CUSIP NO: 988498101

900.000 ZALE CORP NEW 30 .770 22,812.33 27,693.00 .017 4, 880.67CUSIP NO: 988858106

800.000 ZENITH NAIL INS CORP 46.160 29,668.83 36, 928.00 .022 1, 120.00 3.033 7,259.17CUSIP NO: 989390109

TOTAL COMMON STOCK - DOMESTIC-------------77,682,535.98

-------------97,463,584.99

------58.680

------------1,630,477.35

-----1.673

-------------19,781,049.01

COMMON STOCK - FOREIGN

1,000 .000 ACE LTD 56.840 51,733.59 56, 840.00 . 034 980 .00 1.724 5,106.41CAYMANCUSIP NO: G0070K103

4,790. 000 COOPER INDS LTD 91.440 360,304.54 437,997.60 .264 7, 089.20 1 .619 77, 693.06NEW BERMUDA COMCUSIP NO: G24182100

11,700.000 INGERSOLL-RAND CO LTD 39.010 457,637.82 456,417.00 .275 7 ,956.00 1 .743 -1, 220.82COM CL ABERMUDACUSIP NO: G4776G101

1,600. 000 WEATHERFORD INTL LTD 44.910 66,779.87 71, 856.00 .043 5,076.13BERMUDACUSIP NO: G95089101

252.000 VERIGY LTD 17.840 4,067.82 4,495.68 .003 427.86SINGAPORECUSIP NO: Y93691106

06-339


AS OF 11/30/06


-----------------UNITS

----------------------------------DESCRIPTION

----------------------MARKET PRICE

----------------------FEDERAL

--------------MARKET

----------% OF

----------------ESTIMATED

---------CURRENT

----------------UNREALIZED

----------------- ---------------------------------- ----------------------TAX COST----------------------

VALUE--------------

ACCOUNT----------


YIELD----------

GAIN/LOSS---------------

4,625. 000 ABB LTD 16.280 59 ,488.54 75,295. 00 .045 370 . 00 .491 15 ,806.46SPONSORED ADRSWITZERLANDCUSIP NO: 000375204

7,029. 000 AMERICA MOVIL S A DE C V 44.470 234, 381.83 312,579.63 .188 1, 968.12 .630 78,197.80SPONSORED ADR REPSTG SER L SHSMEXICOCUSIP NO : 02364W105

4,369.000 ASTRAZENECA PLC 57. 890 182,857 .27 252,921.41 .152 6,160.29 2.436 70,064.14SPONSORED ADRUNITED KINGDOMCUSIP NO : 046353108

3,925. 000 BP P L C 68.080 239,071.75 267,214. 00 .161 9,043. 20 3.384 28 ,142.25SPONSORED ADRUNITED KINGDOMCUSIP NO : 055622104

6,446. 000 CADBURY SCHWEPPES PLC 41.510 253,141.36 267,573.46 .161 6,052.79 2.262 14,432.10ADRUNITED KINGDOMCUSIP NO: 127209302

4,281. 000 CHINA MOBILE LTD 42.200 176,571.13 180, 658.20 .109 3,274.97 1.813 4,087.07SPONSORED ADRHONG KONGCUSIP NO: 16941M109

5,370. 000 DIAGEO PLC 77.290 321,143.04 415,047.30 .250 12,195.27 2.938 93,904.26SPONSORED ADR NEWUNITED KINGDOMCUSIP NO: 25243Q205

2,310.000 GLAXOSMITHKLINE PLC 53.130 115,134.98 122,730.30 .074 4,012.47 3.269 7,595.32SPONSORED ADRUNITED KINGDOMCUSIP NO: 37733W105

06-339


AS OF 11/30/06


------------------UNITS

---------------------------------DESCRIPTION

----------------MARKET PRICE

----------------------------FEDERAL

----------------MARKET

--------% OF

----------------ESTIMATED

-----------CURRENT


------------------ --------------------------------- ----------------TAX COST

----------------------------VALUE

----------------ACCOUNT--------


YIELD-----------

GAIN/LOSS---------------

3,129.000 NOVARTIS A G 58.410 153,721.89 182,764.89 .110 2,340.50 1.281 29,043.00SPONSORED ADRSWITZERLANDCUSIP NO: 66987V109

13,115.000 SCHLUMBERGER LTD 68.480 720,188.69 898,115.20 .541 6,557.50 .730 177,926.51NETHERLANDS ANTILLESCUSIP NO: 806857108

18,839.000 TAIWAN SEMICONDUCTOR MFG LTD 10.750 168,005.22 202,519.25 .122 5,689.38 2.809 34,514.03SPONSORED ADRTAIWANCUSIP NO: 874039100

5,260.000 TOTAL S A 71.460 345,448.26 375,879.60 .226 4,949.67 1.317 30,431.34SPONSORED ADRFRANCECUSIP NO: 89151E109

4,562.000 TOYOTA MOTOR CORP 120.050 498,159.61 547,668.10 .330 7,641.35 1.395 49,508.49SP ADR REP2COMJAPANCUSIP NO: 892331307

11,700.000 TYCO INTL LTD 30.290 206,865.52 354,393.00 .213 4,680.00 1.321 147,527.48NEW COMBERMUDACUSIP NO: 902124106

TOTAL COMMON STOCK - FOREIGN------------

4,614,702.73

------------

5,482,965.62

-----

3.301

---------

90,960.71

-----

1.659

----------

868,262.89

CONVERTIBLE PREFERRED STOCK

7,025.000 XL CAP LTD 26.060 178,361.00 183,071.50 .110 12,293.75 6.715 4,710.50CONV PFD 7.000%CAYMAN ISLANDSCUSIP NO: G98255121

06-339


AS OF 11/30/06


----------------UNITS

------------------------------------DESCRIPTION


---------------------------FEDERAL

----------------MARKET

---------% OF

----------------ESTIMATED

----------CURRENT


---------------- ------------------------------------ ---------------TAX COST

---------------------------VALUE

---------------ACCOUNT----------


YIELD---------

GAIN/LOSS----------------

1,925.000 CITIGROUP FDG INC (SYNDECS) 31.000 60,878.13 59,675.00 .036 3,180.10 5.329 -1,203.13CONV PFD VAR EXCHG RT NTS DUE09/27/08 EXCHGABLE INTO SHS OFCOM STOCK OF GENWORTH FINL INCCUSIP NO: 17308C858

4,425.000 ENTERGY CORP 59.120 223,023.85 261,606.00 .158 16,872.53 6.450 38,582.15NEW CONV PRFD 7.625%CUSIP NO: 29364G202

6,475.000 GENWORTH FINL INC 35.280 210,408.37 228,438.00 .138 9,712.50 4.252 18,029.63CORP UNIT CONV PFD 6.000%CUSIP NO: 37247D304

9,505.000 LEHMAN BROS HLDGS INC / GENERAL 27.300 247,947.07 259,486.50 .156 14,856.32 5.725 11,539.43MLS CONV MANDATORY PFD 6.250%CUSIP NO: 524908563

7,925.000 METLIFE INC 30.340 233,792.85 240,444.50 .145 12,632.45 5.254 6,651.65CONY PFD SER B EQUITY UNITCUSIP NO: 59156R702

730.000 WILLIAMS COS INC 130.375 63,510.00 95,173.75 .057 2,007.50 2.109 31,663.75JR SUB DEB CONV PFD 5.500%CUSIP NO: 969457845

TOTAL CONVERTIBLE PREFERRED STOCK------------1,217,921.27

------------1,327,895.25

----.800

---------71,555.15

-----5.389

----------109,973.98

CONVERTIBLE BONDS

153,000.000 PRIDE INTL INC DELAWARE 133.625 185,774.13 204,446.25 .123 4,972.50 2.432 18,672.12CONV NT CALL 5/5/08 @100DTD 04/28/03 3.250X DUE 05/01/33CUSIP NO: 74153QAD4

TOTAL CONVERTIBLE BONDS

----------

185,774.13

----------

204,446.25

----

.123

--------

4,972 50

-----

2.432

---------

18,672.12

06-339


AS OF 11/30/06


UNITS DESCRIPTION MARKET PRICE FEDERAL MARKET- --

% OF---- --

ESTIMATED-----------CURRENT


--------------------------------------------------TAX COST

--------------------------------------------VALUE

-----------------ACCOUNT---------


YIELD-----------

GAIN/LOSS---------------

MUTUAL FUNDS-EQUITY

1,187,722.118 COLUMBIA MULTI-ADVISOR INTL 17.410 12,494,836.67 20,678,242.07 12.451 422,829.07 2.045 8,183,405.40EQUITY FUND CLASS Z SHARESCUSIP NO: 19765H677

1,367,884.514 COLUMBIA MID CAP INDEX FUND 12.470 12,420,391.38 17,057,519.89 10.271 248,954.98 1.460 4,637,128.51CLASS Z SHARESCUSIP NO: 19765J608

--------TOTAL MUTUAL FUNDS-EQUITY

-----24,915,228.05--------------

-------------37,735,761.96--------------

------22.722------

----------671,784.05

------------

-----1.780-----

-------------12,820,533.91-------------

TOTAL EQUITIES 108,616,162.16--------------

142,214,654.07--------------

85.626-------

2,469,749.76------------

1.737-----

33,598,491.91-------------

TOTAL INVESTMENTS 132,231,978.66 166,075,956.58 100 .000 3 ,754,469.60 2.261 33,843,977.92

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Dr. Ralph & Marian Falk Medical Research Trust

36-6975534

November 30, 2006

Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term700 3M CO COM 1/6/2006 12/15/2005 54,808.24 54,278.21 530.03200 3M CO COM 1/6/2006 10/20/2004 15,659.50 15,019.16 640.34300 3M CO COM 1/6/2006 9/14/2005 23,489.25 22,256.16 1,233.09 -

1900 3M CO COM 4/11/2006 3/20/2006 153,011.61 142,314.56 10,697.05 -

100 3M CO COM 4/11/2006 9/14/2005 8,053.24 7,418.72 634.52 -

800 3M CO COM 4/11/2006 1/31/2006 64,425.94 57,815.60 6,610.34

200 3M CO COM 4/11/2006 1017/2005 16,106.49 14,344.96 1,761.53 -

1500 3M CO COM 5/2/2006 101712005 125,932.38 107,587.20 18,345.18 -1000 3M CO COM 10/20/2006 6/2/2006 77,781.51 85,020.80 (7,239.29) -900 3M CO COM 10/20/2006 6/2612006 70,003.36 71,987.40 (1,984.04) -

146 3M CO COM 10/20/2006 10/7/2005 11,356.10 10,471.82 - 884.28154 3M CO COM 10/20/2006 10/7/2005 12,004.70 11,045.62 - 959.08300 4 KIDS ENTMT INC COM 5/5/2006 1/22/2004 4,950.53 8,475.75 - (3,525.22)100 4 KIDS ENTMT INC COM 5/5/2006 10/31/2003 1,650.18 2,452.38 - (802.20)100 4 KIDS ENTMT INC COM 6/6/2006 10/31/2003 1,691.20 2,452.38 - (761.18)100 4 KIDS ENTMT INC COM 6/6/2006 7/7/2004 1,691.20 2,310.00 - (618.80)400 4 KIDS ENTMT INC COM 6/6/2006 3/25/2004 6,764.78 8,136.00 (1,371.22)

300 4 KIDS ENTMT INC COM 8/9/2006 9/9/2004 5,127.71 5,478.42 - (350.71)300 4 KIDS ENTMT INC COM 9/812006 2128/2006 4,450.09 5,103.75 (653.66) -193 AAR CORP COM 819/2006 1/27/2006 4,323.06 4,632.42 (309.36) -

7 AAR CORP COM 8/9/2006 1/27/2006 156.72 168.02 (11.30)100 AAR CORP COM 8/9/2006 9/27/2005 2,238.87 1,716.59 522.28 -199 AAR CORP COM 10/1212006 5/19/2005 5,040.89 2,883.10 - 2,157.79

1 AAR CORP COM 10/1212006 5/18/2005 25.33 13.99 - 11.34700 AARON RENTS INC COM 819/2006 10/31/2003 16,854.01 10,267.46 - 6,586.55200 ABBOTT LABS COM 12/15/2005 11/3/2005 8,004.32 8,550.52 (546.20) -

2900 ABBOTT LABS COM 1/31/2006 11/3/2005 124,362.68 123,982.54 380.14 -500 ABBOTT LABS COM 1/31/2006 1/14/2004 21,441.84 20,745.18 - 696.66

1600 ABBOTT LABS COM 4/11/2006 3/20/2006 66,390.60 71,354.08 (4,963.48) -1000 ABBOTT LABS COM 5/2/2006 1/14/2004 42,533.89 41,490.36 1,043.53300 ABBOTT LABS COM 7124/2006 6/26/2006 14,078.56 12,528.03 1,550.53 -280 ABBOTT LABS COM 8/15/2006 6/26/2006 13,516.58 11,692.83 1,823.75 -1620 ABBOTT LABS COM 8115/2006 6126/2006 78,394.25 67,651.36 10,742.89 -900 ABBOTT LABS COM 8/15/2006 1/14/2004 43,552.36 37,341.32 - 6,211.041000 ABBOTT LABS COM 8/15/2006 1/6/2006 48,391.51 40,444.70 7,946.81816 ABBOTT LABS COM 10/6/2006 8/28/2006 37,746.51 40,169.40 (2,422.89) -1155 ABBOTT LABS COM 10/6/2006 8/23/2006 53,427.97 56,563.35 (3,135.38) -359 ABBOTT LABS COM 10/9/2006 8/23/2006 16,808.80 17,581.17 (772.37)

C

Page 1 of 125

W M '!E w' w" !' " M, - - - - mm Kamm = -


36-6975534

November 30, 2006

Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term

166 ABBOTT LABS COM 10/11/2006 8/23/2006 7,727.36 8,129.45 (402.09) -773 ABBOTT LABS COM 10/11/2006 8/22/2006 35,983.44 37,826.29 (1,842.85) -937 ABBOTT LABS COM 10/12/2006 8/22/2006 43,598.39 45,851.53 (2,253.14) -

796 ABBOTT LABS COM 10/12/2006 8/31/2006 37,037.70 38,793.06 (1,755.36)134 ABBOTT LABS COM 10/13/2006 8/31/2006 6,241.97 6,530.49 (288.52)698 ABBOTT LABS COM 10/20/2006 9/6/2006 33,576.25 33,216.08 360.17 -

702 ABBOTT LABS COM 10/20/2006 9/6/2006 33,880.07 33,406.43 473.64 -125 ABM INDS INC COM 5/5/2006 5/19/2005 2,188.51 2,405.31 (216.80) -

75 ABM INDS INC COM 5/5/2006 1/27/2006 1,313.10 1,437.38 (124.28) -

300 ACE LTD COM 12115/2005 11/3/2005 16,280.49 15,952.35 328.141500 ACE LTD COM 1/6/2006 11/312005 83,646.58 79,761.75 3,884.83100 ACE LTD COM 1/31/2006 11/3/2005 5,474.82 5,317.45 157.37 -246 ACE LTD COM 2/8/2006 9/19/2005 13,078.75 11,370.46 1,708.29 -488 ACE LTD COM 2/9/2006 9/19/2005 25,754.29 22,556.04 3,198.25 -

135 ACE LTD COM 2/10/2006 9/19/2005 7,105.32 6,239.89 865.43 -

129 ACE LTD COM 2/10/2006 9/19/2005 6,789.53 5,953.35 836.18 -

460 ACE LTD COM 2/10/2006 9/21/2005 24,210.71 20,524.28 3,686.43200 ACE LTD COM 5/2/2006 3/20/2006 10,836.48 11,343.04 (506.56)300 ACE LTD COM 6/26/2006 3120/2006 14,819.90 17,014.56 (2,194.66) -1300 ACE LTD COM 6/26/2006 11/3/2005 64,219.59 69,126.85 (4,907.26) -300 ACE LTD COM 7/2412006 11/3/2005 15,556.68 15,952.35 (395.67) -600 ACE LTD COM 7/24/2006 612/2006 31,113.36 30,893.04 220.32 -

300 ACE LTD COM 7/24/2006 5/20/2005 15,556.68 13,077.75 - 2,478.93

600 ACE LTD COM 7/24/2006 12/13/2004 31,113.37 24,694.92 - 6,418.45

696 ACE LTD COM 9/6/2006 8/15/2006 37,349.69 34,927.79 2,421.90704 ACE LTD COM 9/6/2006 8/15/2006 37,816.16 35,329.25 2,486.91 -100 ADMINISTAFF INC 6/6/2006 5/5/2006 3,847.95 4,616.00 (768.05)100 ADMINISTAFF INC 6/6/2006 10/31/2003 3,847.95 1,197.92 - 2,650.03100 ADMINISTAFF INC 7/6/2006 10/31/2003 3,784.38 1,197.92 - 2,586.46400 ADMINISTAFF INC 8/9/2006 10/31/2003 14,719.54 4,791.68 - 9,927.861000 ADOBE SYS INC COM 5/212006 3/20/2006 38,594.41 36,532.20 2,062.21 -0.988 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 6/19/2006 4/12/2006 48.49 65.15 (16.66) -0.128 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 6/19/2006 5/8/2006 6.28 9.19 (2.91) -

608.024 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 9/8/2006 4/1212006 17,205.76 20,046.55 (2,840.79) -5.976 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/8/2006 3/16/2006 169.11 196.46 (27.35) -819 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 9/8/2006 3/16/2006 23,189.03 26,923.85 (3,734.82) -

349.744 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 9/8/2006 5/8/2006 9,896.99 12,555.81 (2,658.82)59.256 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/8/2006 3/16/2006 1,676.82 1,947.99 (271.17) -

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546 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/8/2006 3/16/2006 15,459.35 17,949.23 (2,489.88)440 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 9/11/2006 3/16/2006 12,348.13 14,464.58 (2,116.45) -293 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/11/2006 3/16/2006 8,222.73 9,632.10 (1,409.37) -

665.024 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/12/2006 3/16/2006 18,856.51 21,862.03 (3,005.52) -71.976 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/1212006 6/7/2006 2,040.85 1,982.76 58.09 -11.744 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/12/2006 3/16/2006 333.00 386.07 (53.07) -

2 ADR CEMEX A DE C V NEW REP ORD PARTN CTF 9/12/2006 3/24/2006 56.71 65.09 (8.38) -6 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/12/2006 312812006 170.13 194.31 (24.18) -

432 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/12/2006 3127/2006 12,249.20 13,966.71 (1,717.51)

38.256 ADR CEMEX A DEC V NEW REP ORD PARTN CTF 9/12/2006 6/7/2006 1,084.73 1,053.86 30.87

35 ADVANCED ENERGY INDUSTRIES 5/5/2006 1/27/2006 603.91 531.86 72.05500 ADVANCED ENERGY INDUSTRIES 5/5/2006 2/28/2006 8,627.23 7,253.75 1,373.48 -

65 ADVANCED ENERGY INDUSTRIES 5/5/2006 11/28/2005 1,121.54 832.73 288.81 -

5300 ADVANCED MICRO DEVICES INC COM 4/11/2006 3/20/2006 181,863.38 181,433.31 430.07 -

599 ADVANCED MICRO DEVICES INC COM 7/24/2006 3/20/2006 10,221.62 20,505.39 (10,283.77) -

601 ADVANCED MICRO DEVICES INC COM 7/2412006 3/20/2006 10,387.78 20,573.85 (10,186.07) -

2000 ADVANCED MICRO DEVICES INC COM 8/15/2006 3/20/2006 41,400.32 68,465.40 (27,065.08) -200 ADVANCED MICRO DEVICES INC COM 9/6/2006 3/20/2006 5,135.64 6,846.54 (1,710.90) -

288 ADVANCED MICRO DEVICES INC COM 9/6/2006 5/212006 7,395.32 9,287.11 (1,891.79) -6712 ADVANCED MICRO DEVICES INC COM 9/6/2006 5/2/2006 169,566.75 216,441.19 (46,874.44)2400 ADVANCED MICRO DEVICES INC COM 9/6/2006 6/2612006 60,631.74 60,137.04 494.70100 ADVO INC COM FORMERLY ADVO SYS INC COM 7/6/2006 4/4/2006 3,572.93 3,135.00 437.93 -100 ADVO INC COM FORMERLY ADVO SYS INC COM 7/6/2006 6/6/2006 3,572.93 2,542.00 1,030.93 -

2000 AES CORP COM 8/15/2006 7/24/2006 41,201.93 40,871.60 330.33 -

246 AES CORP COM 9/27/2006 9/6/2006 5,049.68 5,095.89 (46.21) -154 AES CORP COM 9/27/2006 9/6/2006 3,161.18 3,189.65 (28.47) -

100 AES CORP COM 10/20/2006 9/6/2006 2,159.88 2,071.20 88.68 -

1200 AES CORP COM 10/20/2006 7/24/2006 25,918.60 24,522.96 1,395.64 -

100 AES CORP COM 10/20/2006 6/212006 2,159.88 1,849.75 310.13

700 AES CORP COM 10/20/2006 6/26/2006 15,119.19 12,124.84 2,994.35 -300 AES CORP COM 10/20/2006 1/31/2006 6,479.65 5,111.16 1,368.49 -400 AETNA INC NEW COM 12115/2005 8/2/2005 39,062.96 30,786.12 8,276.84 -

1400 AETNA INC NEW COM 1/31/2006 1/6/2006 132,297.19 130,754.54 1,542.65 -200 AETNA INC NEW COM 1/31/2006 1/6/2005 18,899.60 12,271.69 - 6,627.91

1200 AETNA INC NEW COM 2124/2006 1/6/2005 62,240.88 36,815.07 - 25,425.81

1000 AETNA INC NEW COM 6/2/2006 3/20/2006 40,415.06 51,645.80 (11,230.74) -

4500 AETNA INC NEW COM 6/2/2006 5/2/2006 181,867.76 176,082.75 5,785.01 -200 AETNA INC NEW COM 6/26/2006 5/2/2006 8,300.20 7,825.90 474.30 -

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3500 AETNA INC NEW COM 9/27/2006 7/2412006 135,857.43 140,380.45 (4,523.02) -900 AETNA INC NEW COM 9/27/2006 5/2/2006 34,934.76 35,216.55 (281.79) -1100 AETNA INC NEW COM 9/27/2006 9/6/2006 42,698.05 39,921.75 2,776.30 -2200 AETNA INC NEW COM 10/20/2006 9/6/2006 88,654.85 79,843.50 8,811.352000 AFLAC INC COM 12/15/2005 11/22/2005 95,184.42 96,619.60 (1,435.18) -400 AFLAC INC COM 1/31/2006 11/2212005 18,994.50 19,323.92 (329.42) -100 AFLAC INC COM 1/31/2006 1017/2005 4,748.62 4,494.50 254.12 -400 AFLAC INC COM 3/20/2006 2124/2006 18,828.86 18,773.28 55.58

1200 AFLAC INC COM 8/15/2006 212412006 51,755.37 56,319.84 (4,564.47) -600 AFLAC INC COM 9/612006 2124/2006 27,203.10 28,159.92 (956.82) -303 AFLAC INC COM 9/6/2006 7/24/2006 13,737.57 13,612.43 125.14 -897 AFLAC INC COM 9/612006 7/24/2006 40,686.67 40,298.17 388.50

3100 AGILENT TECHNOLOGIES INC 5/212006 4111/2006 120,374.57 114,305.37 6,069.20300 AGILENT TECHNOLOGIES INC 7/24/2006 6/212006 8,589.81 10,626.03 (2,036.22)300 AGILYSYS INC COM 6/6/2006 51512006 4,905.59 4,708.50 197.09 -200 AGILYSYS INC COM 6/6/2006 10/31/2003 3,270.40 2,053.66 - 1,216.74100 AGILYSYS INC COM 11/10/2006 10/31/2003 1,518.75 1,026.83 - 491.92200 ALBANY INTL CORP NEW CL A 5/5/2006 4/4/2006 8,276.01 7,462.74 813.27 -100 ALBANY INTL CORP NEW CL A 5/5/2006 1/27/2006 4,138.00 3,661.72 476.28 -800 ALBANY INTL CORP NEW CL A 5/5/2006 10/31/2003 33,104.02 24,925.28 - 8,178.74500 ALBERTO CULVER CO CL B COM 6/2/2006 5/212006 23,394.93 22,445.35 949.58 -

2500 ALBERTSONS INC COM 12/15/2005 11/2212005 59,674.50 61,851.25 (2,176.75)300 ALCOA INC 6/212006 5/2/2006 9,794.24 10,220.28 (426.04) -300 ALCOA INC 11/14/2006 7/24/2006 8,439.04 8,812.89 (373.85)1100 ALCOA INC 11/14/2006 9/6/2006 30,943.15 32,042.78 (1,099.63) -350 ALCOA INC 11/14/2006 8/15/2006 9,845.54 9,866.89 (21.35) -350 ALCOA INC 11/14/2006 8/15/2006 9,845.55 9,836.75 8.80 -883 ALLEGHENY ENERGY INC 9/6/2006 8115/2006 36,147.75 37,248.12 (1,100.37) -317 ALLEGHENY ENERGY INC 9/6/2006 8115/2006 12,939.54 13,372.20 (432.66) -800 ALLEGHENY ENERGY INC 10/20/2006 9/27/2006 33,739.04 32,180.72 1,558.32 -100 ALLSTATE CORP COM 121812005 6/17/2005 5,535.76 6,002.83 (467.07)100 ALLSTATE CORP COM 1/6/2006 6/14/2005 5,448.63 5,896.84 (448.21) -900 ALLSTATE CORP COM 1/31/2006 6/14/2005 46,765.62 53,071.56 (6,305.94) -300 ALLSTATE CORP COM 1/31/2006 5/20/2005 15,588.54 17,093.40 (1,504.86) -

2000 ALLSTATE CORP COM 1/31/2006 12/15/2005 103,923.61 109,591.60 (5,667.99) -950 ALLSTATE CORP COM 1/31/2006 1117/2005 49,407.98 52,827.41 (3,419.43) -752 ALLSTATE CORP COM 1/31/2006 10/4/2005 39,110.32 41,337.21 (2,226.89) -318 ALLSTATE CORP COM 1/31/2006 10/5/2005 16,538.67 17,184.12 (645.45) -

ME

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458 ALLSTATE CORP COM 4/12/2006 6/17/2005 23,184.81 27,492.96 (4,308.15) -20 ALLSTATE CORP COM 4/1212006 6/17/2005 1,012.66 1,200.57 (187.91)

112 ALLSTATE CORP COM 4/13/2006 6/17/2005 5,668.00 6,723.17 (1,055.17) -92 ALLSTATE CORP COM 4/13/2006 6/16/2005 4,655.86 5,485.71 (829.85)

317 ALLSTATE CORP COM 4/13/2006 6/16/2005 16,042.46 18,884.04 (2,841.58) -19 ALLSTATE CORP COM 4/13/2006 6/16/2005 958.21 1,131.85 (173.64)

192 ALLSTATE CORP COM 4/17/2006 6/16/2005 9,738.31 11,437.65 (1,699.34)2100 ALLSTATE CORP COM 5/2/2006 12/15/2005 119,280.95 115,071.18 4,209.77 -300 ALLSTATE CORP COM 5/2/2006 9/14/2005 17,040.14 16,074.60 965.54400 ALLSTATE CORP COM 5/2/2006 4/11/2006 22,720.18 20,210.12 2,510.06 -

1700 ALLSTATE CORP COM 7/24/2006 6/2/2006 97,118.69 93,515.81 3,602.88 -500 ALLSTATE CORP COM 8/15/2006 6/2/2006 28,577.52 27,504.65 1,072.87 -50 ALLSTATE CORP COM 8/15/2006 4/11/2006 2,857.75 2,526.27 331.48

550 ALLSTATE CORP COM 8/15/2006 4/11/2006 31,291.28 27,788.91 3,502.37400 ALLSTATE CORP COM 9/6/2006 4/11/2006 23,169.80 20,210.12 2,959.68 -

2000 ALLSTATE CORP COM 9/27/2006 4/11/2006 124,538.17 101,050.60 23,487.57 -300 ALLSTATE CORP COM 9/27/2006 11/10/2004 18,680.73 14,882.76 - 3,797,97

4000 ALLSTATE CORP COM 11/14/2006 10/20/2006 250,926.69 245,720.00 5,206.69250000 ALLSTATE CORP SR NT 11/8/2006 5/30/2001 264,235.00 258,810.00 - 5,425.00

45 ALPHARMA INC CL A 9/8/2006 1/27/2006 943.48 1,493.14 (549.66)255 ALPHARMA INC CL A 11/10/2006 1/27/2006 5,788.58 8,461.13 (2,672.55)100 ALPHARMA INC CL A 11/10/2006 2/28/2006 2,270.03 3,051.77 (781.74) -445 ALPHARMA INC CL A 11/10/2006 4/4/2006 10,101.63 12,010.46 (1,908.83)

6300 ALTERA CORP COM 2/24/2006 1/31/2006 123,607.24 121,162.86 2,444.382400 ALTERA CORP COM 4/11/2006 1/31/2006 49,618.71 46,157.28 3,461.43 -3800 ALTERA CORP COM 5/2/2006 1/31/2006 81,941.82 73,082.36 8,859.46

3 ALTERA CORP COM 7/24/2006 1/31/2006 48.46 57.70 (9.24)1197 ALTERA CORP COM 7/24/2006 1/31/2006 19,637.73 23,020.94 (3,383.21) -1124 ALTERA CORP COM 10/20/2006 9/6/2006 20,780.66 21,904.51 (1,123.85) -3376 ALTERA CORP COM 10/20/2006 9/6/2006 62,415.93 65,445.79 (3,029.86) -100 ALTRIA GROUP INC COM 12/8/2005 4/19/2005 7,234.69 6,425.00 809.69 -

1070 ALTRIA GROUP INC COM 12/15/2005 4/19/2005 82,662.71 68,726.10 13,936.61155 ALTRIA GROUP INC COM 12/15/2005 4/19/2005 11,974.50 9,958.75 2,015.75 -200 ALTRIA GROUP INC COM 1/6/2006 12/15/2005 15,115.84 15,658.50 (542.66)1700 ALTRIA GROUP INC COM 1/6/2006 11/3/2005 128,484.60 126,540.35 1,944.25 -100 ALTRIA GROUP INC COM 1/31/2006 11/3/2005 7,327.44 7,443.55 (116.11)500 ALTRIA GROUP INC COM 4/19/2006 4/19/2005 34,598.94 32,125.00 2,473.941100 ALTRIA GROUP INC COM 6/2/2006 11/3/2005 79,351.89 81,879.05 (2,527.16) -

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400 ALTRIA GROUP INC COM 6/26/2006 11/3/2005 28,748.56 29,774.20 (1,025.64)

1300 ALTRIA GROUP INC COM 6/2612006 3/20/2006 93,432.81 95,125.03 (1,692.22) -1200 ALTRIA GROUP INC COM 6/26/2006 5/2/2006 86,245.67 87,501.84 (1,256.17) -200 ALTRIA GROUP INC COM 8/15/2006 7/24/2006 16,168.80 15,859.22 309.58 -1552 ALTRIA GROUP INC COM 10/20/2006 9/612006 123,746.32 128,222.98 (4,476.66) -448 ALTRIA GROUP INC COM 10/20/2006 9/6/2006 35,726.90 37,012.82 (1,285.92)

1100 ALTRIA GROUP INC COM 10/20/2006 7/24/2006 87,722.30 87,225.71 496.59 -

500 AMBAC INC COM 3/20/2006 2/24/2006 40,651.00 37,886.20 2,764.80 -

200 AMBAC INC COM 5/2/2006 4/11/2006 16,228.96 15,456.30 772.66

400 AMBAC INC COM 5/2/2006 2/24/2006 32,457.92 30,308.96 2,148.96 -

100 AMBAC INC COM 6/26/2006 2/24/2006 8,044.45 7,577.24 467.21 -

200 AMBAC INC COM 9/27/2006 9/6/2006 16,542.19 17,030.00 (487.81) -

200 AMBAC INC COM 9/27/2006 9/6/2006 16,542.19 17,013.48 (471.29) -

500 AMBAC INC COM 9/27/2006 7/24/2006 41,355.48 41,130.35 225.13 -

500 AMEDISYS INC COM 5/5/2006 4/4/2006 18,776.92 16,937.15 1,839.771700 AMERICAN ELEC PWR INC COM 12/15/2005 11/3/2005 63,613.21 63,122.36 490.85

2300 AMERICAN ELEC PWR INC COM 12/15/2005 8/25/2005 86,064.92 85,253.87 811.05

1400 AMERICAN ELEC PWR INC COM 12/15/2005 11/22/2005 52,387.35 51,139.20 1,248.154800 AMERICAN ELEC PWR INC COM 1/31/2006 1/6/2006 178,324.60 180,129.12 (1,804.52) -100 AMERICAN ELEC PWR INC COM 3/20/2006 1/6/2006 3,528.74 3,752.69 (223.95) -

4000 AMERICAN ELEC PWR INC COM 3/20/2006 2/2412006 141,149.66 146,224.40 (5,074.74)500 AMERICAN ELEC PWR INC COM 4/11/2006 2/2412006 16,642.64 18,278.05 (1,635.41) -

4600 AMERICAN ELEC PWR INC COM 4/11/2006 11/2212005 153,112.27 168,028.80 (14,916.53) -

900 AMERICAN ELEC PWR INC COM 4/11/2006 2/24/2005 29,956.75 29,565.81 - 390.941300 AMERICAN ELEC PWR INC COM 6/212006 5/212006 44,956.12 43,410.77 1,545.35 -600 AMERICAN EXPRESS CO COM 1/6/2006 12115/2005 31,538.99 30,825.00 713.99 -

3200 AMERICAN EXPRESS CO COM 3/20/2006 2/24/2006 173,954.65 175,254.08 (1,299.43)1000 AMERICAN EXPRESS CO COM 3/20/2006 12/15/2005 54,360.83 51,375.00 2,985.83 -1200 AMERICAN EXPRESS CO COM 5/2/2006 4/11/2006 63,388.29 61,687.44 1,700.85700 AMERICAN EXPRESS CO COM 5/2/2006 12/15/2005 36,976.50 35,962.50 1,014.00 -100 AMERICAN EXPRESS CO COM 5/2/2006 5/20/2005 5,282.36 4,627.12 655.24 -

2500 AMERICAN EXPRESS CO COM 6/2/2006 5/20/2005 136,181.56 115,678.12 - 20,503.442100 AMERICAN EXPRESS CO COM 7/24/2006 6/26/2006 107,772.26 110,861.73 (3,089.47) -2000 AMERICAN EXPRESS CO COM 9/27/2006 6/26/2006 111,368.38 105,582.60 5,785.78 -400 AMERICAN EXPRESS CO COM 9/27/2006 9/6/2006 22,273.67 20,955.80 1,317.87 -1200 AMERICAN EXPRESS CO COM 10/20/2006 9/6/2006 69,476.42 62,867.40 6,609.022400 AMERICAN EXPRESS CO COM 11/14/2006 9/6/2006 141,178.78 125,734.80 15,443.98 -

300000 AMERICAN GEN FIN CORP MEDIUM TERM SR NT SER F 5/2212006 11/27/2002 300,000.00 317,229.00 - (17,229.00)

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400 AMERICAN INTL GROUP INC COM 1/6/2006 11/2212005 27,909.94 27,094.44 815.50 -

2700 AMERICAN INTL GROUP INC COM 1/6/2006 12/1512005 188,392.11 177,097.05 11,295.06 -1000 AMERICAN INTL GROUP INC COM 3/20/2006 1/31/2006 68,012.11 65,991.30 2,020.81 -

1000 AMERICAN INTL GROUP INC COM 6/212006 1/31/2006 61,005.62 65,991.30 (4,985.68) -600 AMERICAN INTL GROUP INC COM 8/15/2006 1/31/2006 37,482.41 39,594.78 (2,112.37) -700 AMERICAN INTL GROUP INC COM 8/15/2006 12/15/2005 43,729.48 45,914.05 (2,184.57) -600 AMERICAN INTL GROUP INC COM 8/15/2006 5/212006 37,482.41 39,011.52 (1,529.11) -

1300 AMERICAN INTL GROUP INC COM 8/15/2006 4/11/2006 81,211.88 82,478.63 (1,266.75) -135 AMERICAN ITALIAN PASTA CO CL A 12/27/2005 8/29/2005 992.61 1,531.37 (538.76) -265 AMERICAN ITALIAN PASTA CO CL A 12127/2005 8/26/2005 1,948.45 2,983.71 (1,035.26) -700 AMERICAN ITALIAN PASTA CO CL A 1/27/2006 8/26/2005 2,369.28 7,881.51 (5,512.23) -500 AMERICAN MED SYS HLDGS INC COM 1127/2006 8/26/2005 11,188.95 10,167.84 1,021.11 -

2300 AMERICAN STD COS INC DEL COM 12/15/2005 11/22/2005 93,707.74 90,176.56 3,531.18 -148 AMERICAN STD COS INC DEL COM 2/9/2006 4/19/2005 5,708.11 6,665.55 (957.44) -11 AMERICAN STD COS INC DEL COM 2/9/2006 4/19/2005 424.23 495.41 (71.18) -45 AMERICAN STD COS INC DEL COM 2/10/2006 4/19/2005 1,723.45 2,026.69 (303.24) -

29 AMERICAN STD COS INC DEL COM 2/13/2006 4/19/2005 1,108.38 1,306.09 (197.71)114 AMERICAN STD COS INC DEL COM 2/1312006 4/19/2005 4,354.18 5,134.28 (780.10) -258 AMERICAN STD COS INC DEL COM 2/14/2006 4/19/2005 10,059.24 11,619.67 (1,560.43)

283 AMERICAN STD COS INC DEL COM 2/14/2006 6/6/2005 11,033.97 12,252.80 (1,218.83) -2 AMERICAN STD COS INC DEL COM 2/14/2006 6/6/2005 77.78 86.59 (8.81)

1400 AMERICAN STD COS INC DEL COM 2/24/2006 1/6/2006 55,662.85 55,738.20 (75.35) -600 AMERICAN STD COS INC DEL COM 2/24/2006 11/22/2005 23,855.50 23,524.32 331.18 -300 AMERICAN STD COS INC DEL COM 3/20/2006 11/22/2005 12,558.42 11,762.16 796.26 -300 AMERIGROUP CORP COM 12/27/2005 7/26/2005 5,844.66 10,258.08 (4,413.42) -100 AMERIPRISE FINL INC COM 12/15/2005 11/3/2005 4,138.39 3,743.35 395.04700 AMERIPRISE FINL INC COM 3/20/2006 11/3/2005 31,912.30 26,203.45 5,708.85 -160 AMERIPRISE FINL INC COM 3/20/2006 8/25/2005 7,294.24 5,545.33 1,748.91 -120 AMERIPRISE FINL INC COM 3/20/2006 7/11/2005 5,470.68 4,043.94 1,426.74 -920 AMERIPRISE FINL INC COM 3/20/2006 5120/2005 41,941.88 30,323.44 11,618.44 -

1700 AMERIPRISE FINL INC COM 5/2/2006 4/11/2006 81,970.46 77,131.04 4,839.42 -600 AMERISOURCEBERGEN CORP COM 1/31/2006 1/6/2006 26,200.11 24,772.74 1,427.37 -

1200 AMERISOURCEBERGEN CORP COM 1/31/2006 12/15/2005 52,400.23 48,644.04 3,756.193200 AMERISOURCEBERGEN CORP COM 1/31/2006 11/22/2005 139,733.95 126,943.52 12,790.43 -1000 AMERISOURCEBERGEN CORP COM 2/2412006 11/2212005 45,835.59 39,669.85 6,165.74 -2800 AMERISOURCEBERGEN CORP COM 7/24/2006 5/2/2006 120,699.25 122,484.60 (1,785.35)100 AMERISOURCEBERGEN CORP COM 7/24/2006 6/2/2006 4,310.69 4,374.06 (63.37) -400 AMERISOURCEBERGEN CORP COM 9/6/2006 6/2/2006 17,898.37 17,496.24 402.13 -

so

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1000 AMERISOURCEBERGEN CORP COM 9/6/2006 11/22/2005 44,745.92 39,669.85 5,076.07


800 AMERISOURCEBERGEN CORP COM 10/20/2006 9/27/2006 37,254.85 35,559.12 1,695.73 -


420 AMGEN INC COM 1/11/2006 7/21/2005 32,797.13 34,321.60 (1,524.47) -

151 AMGEN INC COM 1/19/2006 7/21/2005 11,725.97 12,339.43 (613.46) -

482 AMGEN INC COM 1/19/2006 7/25/2005 37,429.91 39,104.66 (1,674.75)

499 AMGEN INC COM 1/23/2006 7/25/2005 36,866.38 40,483.87 (3,617.49) -

1007 AMGEN INC COM 1/30/2006 7/25/2005 73,392.44 81,697.91 (8,305.47) -

1473 AMGEN INC COM 1/30/2006 7/22/2005 107,355.57 119,192.36 (11,836.79) -

2114 AMGEN INC COM 1/30/2006 7/2212005 154,073.10 169,321.25 (15,248.15) -

300 AMGEN INC COM 6/26/2006 12/15/2005 19,407.69 23,920.38 (4,512.69) -

700 AMGEN INC COM 6/26/2006 1/6/2006 45,284.62 55,440.91 (10,156.29) -

1000 AMGEN INC COM 6/26/2006 10/7/2005 64,692.31 76,189.40 (11,497.09)

1000 AMGEN INC COM 7/24/2006 10/7/2005 66,986.34 76,189.40 (9,203.06) -

300 AMGEN INC COM 7/24/2006 1/31/2006 20,095.90 21,901.32 (1,805.42) -

1400 AMGEN INC COM 9/6/2006 1/31/2006 96,134.77 102,206.16 (6,071.39)

1400 AMGEN INC COM 9/6/2006 3/20/2006 96,134.77 101,933.30 (5,798.53) -

1400 AMGEN INC COM 9/6/2006 6/212006 96,134.76 96,038.74 96.02 -

3100 AMSOUTH BANCORPORATION 3/20/2006 2/24/2006 87,182.34 86,843.09 339.25 -

200 AMSURG CORP COM 5/5/2006 1/2212004 4,901.58 4,938.86 - (37.28)

900 ANADARKO PETE CORP COM 1/6/2006 8/2/2005 89,955.03 79,218.54 10,736.49 -



400 ANADARKO PETE CORP COM 8/15/2006 512/2006 18,293.43 21,594.56 (3,301.13) -

400 ANADARKO PETE CORP COM 8/15/2006 5/212006 18,148.80 21,594.56 (3,445.76) -

400 ANADARKO PETE CORP COM 9/6/2006 3/20/2006 19,771.47 19,710.66 60.81 -

4400 ANADARKO PETE CORP COM 9/6/2006 6/26/2006 217,486.20 189,031.04 28,455.16

7600 ANADARKO PETE CORP COM 10/20/2006 9/27/2006 346,550.87 325,409.96 21,140.91

2500 ANALOG DEVICES INC COM 1/6/2006 12/15/2005 95,268.07 95,197.00 71.07

300 ANALOG DEVICES INC COM 1/31/2006 12115/2005 11,924.54 11,423.64 500.90 -

700 ANALOG DEVICES INC COM 7/24/2006 612/2006 21,583.27 24,055.85 (2,472.58) -200 ANCHOR BANCORP WIS INC COM 9/8/2006 5/512006 5,713.08 5,860.52 (147.44) -

100 ANHEUSER BUSCH COS INC COM 12115/2005 8/2/2005 4,391.04 4,434.58 (43.54) -

700 ANHEUSER BUSCH COS INC COM 6/26/2006 6/2/2006 31,738.42 31,948.00 (209.58) -380 ANHEUSER BUSCH COS INC COM 8/28/2006 5/17/2006 18,797.03 17,722.98 1,074.05 -

145 ANHEUSER BUSCH COS INC COM 8/28/2006 5/17/2006 7,154.37 6,762.71 391.66 -210 ANHEUSER BUSCH COS INC COM 8/28/2006 5/5/2006 10,361.50 9,657.90 703.60 -

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328 ANHEUSER BUSCH COS INC COM 11/3/2006 5/5/2006 15,454.88 15,084.72 370.16 -620 ANHEUSER BUSCH COS INC COM 11/3/2006 6/1/2006 29,213.51 28,445.85 767.66 -

149 ANHEUSER BUSCH COS INC COM 11/3/2006 5/5/2006 7,020.66 6,835.94 184.72 -118 ANHEUSER BUSCH COS INC COM 11/3/2006 5/4/2006 5,559.99 5,391.45 168.54

10 ANHEUSER BUSCH COS INC COM 11/6/2006 5/4/2006 472.29 456.90 15.39 -115 ANHEUSER BUSCH COS INC COM 11/6/2006 5/4/2006 5,431.28 5,253.30 177.98 -86 ANHEUSER BUSCH COS INC COM 11/6/2006 5/5/2006 4,061.66 3,926.97 134.69 -

217 ANHEUSER BUSCH COS INC COM 11/6/2006 5/4/2006 10,248.59 9,895.29 353.30568 ANHEUSER BUSCH COS INC COM 11/6/2006 5/3/2006 26,825.81 25,882.91 942.90 -134 ANHEUSER BUSCH COS INC COM 11/6/2006 5/3/2006 6,328.63 6,094.94 233.69 -

13 ANIXTER INTL INC 8/9/2006 11/28/2005 730.90 477.73 253.17 -

87 ANIXTER INTL INC 8/9/2006 11/28/2005 4,874.54 3,197.11 1,677.43 -

100 ANSYS INC COM 1/27/2006 10/31/2003 4,426.20 1,799.51 - 2,626.69

100 ANSYS INC COM 8/2006 6/6/2006 5,142.56 4,728.27 414.29

200 ANSYS INC COM 8/9/2006 10/31/2003 10,285.12 3,599.02 - 6,686.10

100 ANSYS INC COM 11/10/2006 9/8/2006 4,914.75 4,444.31 470.44 -

100 AON CORP COM 12115/2005 11/3/2005 3,635.55 3,424.33 211.22 -

600 AON CORP COM 2124/2006 1/31/2006 23,773.66 21,001.20 2,772.46 -700 APACHE CORP COM 6/26/2006 1/31/2006 43,728.98 51,829.68 (8,100.70) -180 APACHE CORP COM 9/6/2006 1/31/2006 11,975.93 13,327.63 (1,351.70) -320 APACHE CORP COM 9/6/2006 1/31/2006 21,130.61 23,693.57 (2,562.96) -

2300 APACHE CORP COM 9/6/2006 12/15/2005 151,876.29 165,702.35 (13,826.06) -

400 APACHE CORP COM 9/6/2006 1/6/2006 26,413.27 28,400.40 (1,987.13) -

100 APACHE CORP COM 9/6/2006 7/24/2006 6,603.32 6,435.14 168.18 -

500 APACHE CORP COM 10/20/2006 7/2412006 32,997.58 32,175.70 821.88 -

1900 APPLE COMPUTER INC COM 2/24/2006 12/15/2005 137,495.36 136,815.01 680.35 -300 APPLE COMPUTER INC COM 2/24/2006 11/22/2005 21,709.79 19,724.19 1,985.60 -

1092 APPLE COMPUTER INC COM 3/15/2006 1/6/2006 72,343.43 83,472.92 (11,129.49) -415 APPLE COMPUTER INC COM 3/15/2006 2/16/2006 27,493.16 29,025.76 (1,532.60) -175 APPLE COMPUTER INC COM 3/17/2006 2116/2006 11,273.78 12,239.78 (966.00) -

1457 APPLE COMPUTER INC COM 3/17/2006 11/4/2005 93,862.31 88,420.96 5,441.35 -460 APPLE COMPUTER INC COM 3/22/2006 11/412005 28,479.75 27,916.02 563.73 -883 APPLE COMPUTER INC COM 3/27/2006 11/4/2005 52,640.73 53,586.62 (945.89) -

1157 APPLE COMPUTER INC COM 3/27/2006 11/2/2005 68,975.44 69,132.95 (157.51) -1223 APPLE COMPUTER INC COM 3/27/2006 10/26/2005 72,910.09 69,274.88 3,635.21 -969 APPLE COMPUTER INC COM 3/27/2006 9/30/2005 57,767.68 51,685.59 6,082.09 -2204 APPLE COMPUTER INC COM 3/28/2006 9/30/2005 131,128.46 117,559.37 13,569.09 -400 APPLE COMPUTER INC COM 4/11/2006 11/2212005 27,227.08 26,298.92 928.16 -

Page 9 of 125

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600 APPLE COMPUTER INC COM 9/6/2006 11/22/2005 42,802.92 39,448.38 3,354.54

900 APPLE COMPUTER INC COM 10/20/2006 3/20/2006 71,438.63 57,990.78 13,447.85 -1200 APPLE COMPUTER INC COM 11/14/2006 3/20/2006 100,939.10 77,321.04 23,618.06 -1000 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 1/31/2006 1/6/2006 28,338.82 26,796.60 1,542.222300 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 5/2/2006 1/6/2006 65,515.78 61,632.18 3,883.60 -1200 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 5/212006 4/11/2006 34,182.15 31,851.96 2,330.19 -1900 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 6/212006 4/11/2006 56,386.46 50,432.27 5,954.19588 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 11/14/2006 8/15/2006 21,952.30 18,431.27 3,521.03 -

1053 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 11/14/2006 8/15/2006 39,143.86 33,007.02 6,136.84 -159 APPLERA CORP COM APPLIED BIOSYSTEMS GROUP 11/14/2006 8/15/2006 5,910.61 4,973.52 937.09 -100 APPLIED INDL TECHNOLOGIES INC 12/27/2005 1/10/2005 3,445.89 2,450.47 995.42 -300 APPLIED INDL TECHNOLOGIES INC 2128/2006 1110/2005 12,868.52 7,351.41 - 5,517.11

2400 APPLIED MATERIALS INC 12115/2005 9/14/2005 45,547.69 43,063.20 2,484.49 -2600 APPLIED MATERIALS INC 12/15/2005 11/2212005 49,343.33 46,386.34 2,956.99 -1000 APPLIED MATERIALS INC 12/15/2005 10/7/2005 18,978.21 16,877.90 2,100.31 -1200 APPLIED MATERIALS INC 6/2/2006 2/24/2006 20,411.13 22,697.40 (2,286.27) -

91 APPLIED MATERIALS INC 7/24/2006 2/24/2006 1,367.68 1,721.22 (353.54)4309 APPLIED MATERIALS INC 7/24/2006 2/24/2006 65,393.96 81,502.58 (16,108.62) -100 APPLIED MATERIALS INC 8/15/2006 2/24/2006 1,565.38 1,891.45 (326.07) -

2900 APPLIED MATERIALS INC 9/27/2006 2/2412006 51,545.91 54,852.05 (3,306.14) -126 APPLIED MATERIALS INC 9/27/2006 3/20/2006 2,239.58 2,206.66 32.92 -

2774 APPLIED MATERIALS INC 9/27/2006 3/20/2006 49,667.77 48,581.62 1,086.15 -1074 APPLIED MATERIALS INC 9/27/2006 9/6/2006 19,229.70 17,823.03 1,406.67 -1726 APPLIED MATERIALS INC 9/27/2006 9/6/2006 30,903.60 28,604.65 2,298.95 -6700 APPLIED MATERIALS INC 11/14/2006 10/20/2006 122,070.92 116,017.87 6,053.05

49 APTARGROUP INC COM 6/6/2006 7/26/2005 2,569.24 2,472.32 96.92 -51 APTARGROUP INC COM 6/6/2006 7/26/2005 2,665.77 2,573.24 92.53

100 APTARGROUP INC COM 8/9/2006 1/10/2005 5,122.88 4,952.00 - 170.88200 APTARGROUP INC COM 8/9/2006 10/25/2005 10,245.76 9,729.88 515.88 -200 ARBITRON INC COM 5/5/2006 8/26/2005 7,062.32 8,303.48 (1,241.16) -400 ARBITRON INC COM 5/5/2006 1/27/2006 14,124.65 16,062.76 (1,938.11) -268 ARBITRON INC COM 5/5/2006 9/27/2005 9,463.51 10,676.53 (1,213.02) -132 ARBITRON INC COM 5/5/2006 9/28/2005 4,661.13 5,201.37 (540.24) -300 ARBITRON INC COM 5/5/2006 11/16/2004 10,593.49 11,281.50 - (688.01)600 ARCHER DANIELS MIDLAND CO COM 3/20/2006 2/24/2006 20,972.29 18,518.16 2,454.13 -373 ARCHER DANIELS MIDLAND CO COM 11/2212006 5/9/2006 12,682.36 16,773.85 (4,091.49) -993 ARCHER DANIELS MIDLAND CO COM 11/2212006 5110/2006 33,762.95 44,591.86 (10,828.91) -1250 ARCHER DANIELS MIDLAND CO COM 11/27/2006 5/10/2006 41,416.60 56,132.75 (14,716.15) -

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1372 ARCHER DANIELS MIDLAND CO COM 11/27/2006 316/2006 45,458.87 44,097.04 1,361.83 -200 ARKANSAS BEST CORP DEL COM' 7/6/2006 1/27/2006 10,043.91 8,573.04 1 ,470.87 -

100 ARTESYN TECHNOLOGIES INC 5/4/2006 717/2004 1,100.00 795.28 - 304.722900 ASHLAND INC NEW,COM 9/27/2006 8/15/2006 184,615.00 185,558.24 (943.24)

100 ASHWORTH INC 7/6/2006 6/6/2006 898.04 897.50 0.54 -

100 ASTEC INDS INC 1/27/2006 2116/2005 3,817.16 1,785.50 2,031.66 -

96 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 12/812005 6/21/2005 4,557.89 4,041.65 516.24 -

4 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 12/8/2005 6/21/2005 189.91 168.30 21.61 -

284 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 12/13/2005 9/1/2005 13,789.95 13,279.84 510.1196 ASTRAZENECA PLC-SPONS ADR (UKIUSD) ISIN #US0463531089 12113/2005 8/31/2005 4,661.39 4,416.64 244.75

557 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 12/13/2005 6/21/2005 27,045.79 23,449.98 3,595.81 -

223 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 12/13/2005 6/21/2005 10,832.89 9,388.41 1,444.48 -

1 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 11/7/2006 6/21/2005 61 .59 42.08 - 19.51

584 ASTRAZENECA PLC-SPONS ADR (UK/USD) ISIN #US0463531089 11/7/2006 6/22/2005 35,968.80 24,559.59 - 11,409.21

0.912 AT&T INC COM 12/15/2005 7/11/2005 22.62 22.37 0.25 -

900 AT&T INC COM 1/18/2006 4/19/2005 22,236.79 20,904.12 1,332.67 -

72.03 AT&T INC COM 3/20/2006 7/11/2005 1 , 934.11 1,767.16 166.95 -2227.97 AT&T INC COM 3/20/2006 9/14/2005 59,824.28 52,864.60 6,959.68 -

31 AT&T INC COM 9/6/2006 8/15/2006 981.89 937.27 44.62553 AT&T INC COM 9/6/2006 8/15/2006 17,495.94 16,719.62 776.32 -

116 AT&T INC COM 9/6/2006 8/15/2006 3,670.03 3,502.62 167.41

4100 AT&T INC COM 9/6/2006 9/14/2005 129,716.73 97,283.57 32,433.16 -

101 AT&T INC COM 9/27/2006 9/14/2005 3,362.75 2,396.50 - 966.25

99 AT&T INC COM 9/27/2006 9/14/2005 3,301.05 2,349.04 - 952.0172.03 AT&T INC COM 10/20/2006 9/14/2005 2 ,447.66 1,709.11 - 738.552100 AT&T INC COM 10/20/2006 11/3/2005 71,360.42 49,479.15 21,881.27 -

127.97 AT&T INC COM 10/20/2006 4/15/2003 4,348.57 2,285.42 2,063.15

100 ATMI INC 12/27/2005 3/16/2005 2,842.62 2,510.31 332.31 -

200 ATMI INC 1/27/2006 3/16/2005 6,578.74 5,020.62 1,558.12 -

200 ATMI INC 1/27/2006 11/16/2004 6,578.74 4,742.46 - 1,836.28300 ATMI INC 1/27/2006 1 /10/2005 9 ,868.10 6,341.13 - 3,526.97100 ATMOS ENERGY CORP COM 10/12/2006 10/5/2006 2,909.64 2,913.00 (3.36) -100 ATMOS ENERGY CORP COM 10/12/2006 6/6/2006 2,909.64 2,673.04 236.60 -600 ATMOS ENERGY CORP COM 11/10/2006 6/6/2006 19,007.65 16,038.24 2,969.41 -

100 ATWOOD OCEANICS INC 9/8/2006 8/9/2006 4,443.75 4,302.02 141.73 -100 AUDIOVOX CORP CL A 2/28/2006 7/26/2005 1 ,278.90 1,773.25 (494.35) -

300 AUDIOVOX CORP CL A 2/28/2006 1/27/2006 3,836.70 4,697.31 (860.61) -

400 AUDIOVOX CORP CL A 2128/2006 2/16/2005 5,115.60 6,228.88 - (1,113.28)

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100 AUDIOVOX CORP CL A 4/412006 2/16/2005 1,164.30 1,557.22 - (392.92)

100 AUDIOVOX CORP CL A 5/5/2006 2/16/2005 1,200.96 1,557.22 - (356.26)1500 AUTODESK, INC 4/11/2006 1/6/2006 63,528.59 64,990.05 (1,461.46) -

462 AUTODESK, INC 5/2/2006 1/6/2006 18,655.36 20,016.94 (1,361.58) -

238 AUTODESK, INC 5/2/2006 12/15/2005 9,610.33 10,229.24 (618.91) -

162 AUTODESK, INC 6/2/2006 12/15/2005 5,892.49 6,962.76 (1,070.27) -

1438 AUTODESK, INC 6/2/2006 11/22/2005 52,304.92 60,318.92 (8,014.00) -162 AUTODESK, INC 8/15/2006 11/22/2005 5,392.33 6,795.32 (1,402.99) -38 AUTODESK, INC 8/15/2006 1/31/2006 1,264.87 1,529.28 (264.41) -

2300 AUTODESK, INC 8/15/2006 3/20/2006 76,557.74 88,161.07 (11,603.33) -

100 AUTODESK, INC 9/6/2006 3/20/2006 3,332.17 3,833.09 (500.92) -1000 AUTODESK, INC 9/6/2006 6/26/2006 33,321.67 34,768.90 (1,447.23) -111 AUTODESK, INC 10/20/2006 9/27/2006 3,888.74 3,905.54 (16.80) -

289 AUTODESK, INC 10/20/2006 9/27/2006 10,124.74 10,102.37 22.37 -800 AUTOMATIC DATA PROCESSING INC 2/24/2006 1/31/2006 35,733.22 35,570.96 162.26 -

900 AUTOMATIC DATA PROCESSING INC 3/20/2006 1/31/2006 42,136.07 40,017.33 2,118.74 -1700 AUTONATION INC 12/15/2005 8/2/2005 37,564.52 37,009.00 555.52 -

3700 AUTONATION INC 12115/2005 7/11/2005 81,758.06 78,374.88 3,383.18 -

2700 AUTONATION INC 3/20/2006 1/31/2006 59,065.27 60,278.58 (1,213.31) -

400 AUTONATION INC 4/11/2006 7/11/2005 9,027.24 8,472.96 554.28 -

1800 AUTONATION INC 4/11/2006 9/14/2005 40,622.59 37,390.14 3,232.451900 AUTONATION INC 4/11/2006 8/25/2005 42,879.40 39,352.04 3,527.36 -2100 AUTONATION INC 4/11/2006 6/14/2005 47,393.03 42,621.39 4,771.64 -1900 AUTONATION INC 5/2/2006 6/1412005 42,696.81 38,562.21 4,134.60 -

200 AUTONATION INC 612/2006 6/14/2005 4,245.55 4,059.18 186.37 -

1400 AUTONATION INC 6/2/2006 10/7/2005 29,718.84 27,019.86 2,698.98 -

1000 AUTONATION INC 6/2/2006 12/1312004 21,227.75 18,515.80 - 2,711.95

1300 AUTONATION INC 8/15/2006 7/24/2006 25,367.03 26,662.35 (1,295.32) -

700 AUTOZONE INC COM 12115/2005 10/7/2005 65,197.44 57,930.11 7,267.33 -1000 AUTOZONE INC COM 6/212006 4/11/2006 91,233.49 96,164.50 (4,931.01) -

503 AUTOZONE INC COM 9/6/2006 8/15/2006 46,177.40 44,001.38 2,176.02 -297 AUTOZONE INC COM 9/6/2006 8/15/2006 27,265.78 25,893.95 1,371.83 -400 AVERY DENNISON CORP COM 4/11/2006 3/20/2006 23,262.72 23,845.96 (583.24) -

100 AVERY DENNISON CORP COM 5/2/2006 3/20/2006 6,267.64 5,961.49 306.15 -500 AVID TECHNOLOGY INC COM 12127/2005 10/31/2003 27,054.76 26,128.35 - 926.41100 AVID TECHNOLOGY INC COM 6/6/2006 9/9/2004 3,910.07 4,235.03 - (324.96)100 AVID TECHNOLOGY INC COM 6/6/2006 8/26/2005 3,910.06 3,595.72 314.34 -100 AVISTA CORP 11/10/2006 10/512006 2,640.92 2,426.00 214.92 -

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300 AVISTA CORP 11/10/2006 7/6/2006 7,922.75 6,978.51 944.24 -

100 AVISTA CORP 11/10/2006 8/9/2006 2,640.92 2,325.00 315.92 -3800 AVON PRODS INC COM 3/20/2006 2/24/2006 114,916.83 107,402.06 7,514.77 -

1503 AVON PRODS INC COM 7/24/2006 6/2/2006 48,414.65 47,352.02 1,062.63 -397 AVON PRODS INC COM 7/24/2006 6/2/2006 12,788.17 12,487.71 300.46 -

1900 AVON PRODS INC COM 7/24/2006 6/2/2006 60,836.13 59,764.88 1,071.25 -

500 AZTAR CORP COM 5/5/2006 1/27/2006 24,758.73 15,453.95 9,304.78 -

200 BAKER HUGHES INC COM 1/6/2006 10/7/2005 13,110.41 10,839.26 2,271.15

1800 BAKER HUGHES INC COM 4111/2006 3/20/2006 128,521.63 118,364.04 10,157.59

1300 BAKER HUGHES INC COM 7/24/2006 6/26/2006 101,009.10 98,891.00 2,118.10 -

200 BAKER HUGHES INC COM 9/6/2006 6/26/2006 14,609.39 15,214.00 (604.61)300 BAKER HUGHES INC COM 9/27/2006 6/26/2006 19,959.04 22,821.00 (2,861.96) -

300 BAKER HUGHES INC COM 9/27/2006 6/2612006 20,034.88 22,821.00 (2,786.12) -

100 BALDOR ELEC CO COM 1/27/2006 10/25/2005 2,809.23 2,419.11 390.12 -

1142 BALL CORP COM 1/6/2006 12/15/2005 47,889.67 45,627.01 2,262.66 -

400 BALL CORP COM 1/6/2006 11/3/2005 16,773.96 15,782.96 991.00 -1100 BALL CORP COM 2/24/2006 1/31/2006 48,007.58 44,664.07 3,343.511600 BALL CORP COM 6/212006 3/20/2006 58,605.40 71,454.24 (12,848.84) -1200 BALL CORP COM 61212006 4/11/2006 43,954.05 50,380.20 (6,426.15)800 BALL CORP COM 6/2/2006 1/31/2006 29,302.70 32,482.96 (3,180.26)500 BALL CORP COM 6/26/2006 1/31/2006 18,046.89 20,301.85 (2,254.96)300 BALL CORP COM 6/26/2006 1/31/2006 10,864.16 12,181.11 (1,316.95) -

200 BALL CORP COM 6/26/2006 11/3/2005 7,242.78 7,891.48 (648.70) -

400 BALLY TOTAL FITNESS HOLDING CORP 8/9/2006 2128/2006 1,546.83 3,294.08 (1,747.25)

100 BALLY TOTAL FITNESS HOLDING CORP 8/9/2006 11/28/2005 386.71 709.20 (322.49) -800 BANK NEW YORK INC COM 1/6/2006 12115/2005 26,446.95 25,801.60 645.35

2900 BANK NEW YORK INC COM 1/6/2006 9/14/2005 95,870.18 87,218.66 8,651.52 -

600 BANK NEW YORK INC COM 1/612006 7/11/2005 19,835.21 17,413.74 2,421.47900 BANK NEW YORK INC COM 1/6/2006 4/28/2005 29,752.82 24,642.00 5,110.82

2500 BANK NEW YORK INC COM 3/20/2006 1/31/2006 88,109.04 79,995.00 8,114.04 -1000 BANK NEW YORK INC COM 5/2/2006 4/11/2006 34,614.64 34,990.60 (375.96) -1300 BANK NEW YORK INC COM 5/2/2006 1/31/2006 44,999.02 41,597.40 3,401.62 -1400 BANK NEW YORK INC COM 5/2/2006 4/28/2005 48,460.49 38,332.00 - 10,128.49

52 BANK NEW YORK INC COM 6/26/2006 6/212006 1,658.18 1,749.28 (91.10) -

3648 BANK NEW YORK INC COM 6/26/2006 6/212006 116,327.49 122,143.80 (5,816.31) -

2700 BANK NEW YORK INC COM 7/24/2006 612/2006 90,677.79 90,402.48 275.31

1050 BANK NEW YORK INC COM 9/27/2006 8/15/2006 37,383.89 35,936.67 1,447.22 -

550 BANK NEW YORK INC COM 9/27/2006 8/15/2006 19,582.04 18,719.25 862.79 -

so

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500 BANK NEW YORK INC COM 11/1412006 8/15/2006 17,466.96 17,017.50 449.46 -

900 BANK NEW YORK INC COM 11/1412006 9/6/2006 31,440.53 30,478.95 961.58 -1400 BANK NEW YORK INC COM 11/14/2006 9/6/2006 48,945.43 47,411.70 1,533.73

300 BANKATLANTIC BANCORP INC A 5/5/2006 9/9/2004 4,664.04 5,626.38 - (962.34)

200 BANKRATE INC COM 11/10/2006 6/6/2006 6,342.80 8,220.28 (1,877.48) -

100 BANKRATE INC COM 11/10/2006 7/6/2006 3,171.40 3,763.00 (591.60) -

800 BANKUNITED FINANCIAL CORP CL A 5/5/2006 10/31/2003 25,483.21 17,889.76 - 7,593.45700 BARR LABS INC 4/11/2006 3/20/2006 42,086.34 44,069.55 (1,983.21) -400 BARR LABS INC 5/2/2006 3/20/2006 24,454.32 25,182.60 (728.28) -

2700 BARR LABS INC 8/15/2006 6/26/2006 149,019.22 131,672.25 17,346.971000 BARR LABS INC 9/27/2006 6/26/2006 52,138.09 48,767.50 3,370.59 -

1900 BARR LABS INC 10/20/2006 6/26/2006 100,505.20 92,658.25 7,846.95 -

500 BAUSCH LOMB INC 1/6/2006 12/15/2005 33,751.81 40,605.15 (6,853.34) -

200 BAUSCH LOMB INC 1/31/2006 12/15/2005 13,544.12 16,242.06 (2,697.94)

2000 BAXTER INTL INC COM 12/15/2005 10/7/2005 77,105.17 77,395.60 (290.43) -

1300 BAXTER INTL INC COM 2/24/2006 10/7/2005 49,929.65 50,307.14 (377.49)

200 BAXTER INTL INC COM 2/24/2006 1/31/2006 7,681.48 7,361.50 319.98 -



2 BAXTER INTL INC COM 5/11/2006 6/6/2005 75.82 73.66 2.16 -

15 BAXTER INTL INC COM 5/12/2006 6/6/2005 571.84 552.45 19.39 -52 BAXTER INTL INC COM 5/12/2006 6/6/2005 1,977.66 1,915.16 62.50 -

292 BAXTER INTL INC COM 5/12/2006 4/19/2005 11,105.32 9,843.32 - 1,262.00239 BAXTER INTL INC COM 5/15/2006 4/19/2005 9,160.40 8,056.69 - 1,103.71

5 BAXTER INTL INC COM 5/15/2006 4/19/2005 191.72 168.55 - 23.17

117 BAXTER INTL INC COM 5/16/2006 4/19/2005 4,450.40 3,944.07 - 506.33149 BAXTER INTL INC COM 5/17/2006 4/19/2005 5,545.37 5,022.79 - 522.58

98 BAXTER INTL INC COM 5/18/2006 4/19/2005 3,633.67 3,303.58 - 330.09

240 BAXTER INTL INC COM 5/19/2006 4/19/2005 8,784.33 8,090.40 - 693.93

1600 BAXTER INTL INC COM 7/24/2006 6/2/2006 66,605.95 61,323.36 5,282.59 -

1600 BAXTER INTL INC COM 7/24/2006 6/2/2006 66,608.51 61,323.36 5,285.15 -

600 BAXTER INTL INC COM 7/24/2006 5/2/2006 24,978.19 22,394.94 2,583.25 -400 BAXTER INTL INC COM 7/24/2006 1/31/2006 16,652.13 14,723.00 1,929.13

923 BAXTER INTL INC COM 11/14/2006 10/20/2006 41,501.42 41,997.42 (496.00) -2277 BAXTER INTL INC COM 11/1412006 10/20/2006 102,303.60 103,605.78 (1,302.16) -300 BB&T CORP 3/20/2006 11/22/2005 12,202.63 13,029.39 (826.76) -

1600 BB&T CORP 5/2/2006 11/22/2005 68,038.71 69,490.08 (1,451.37) -

1688 BB&T CORP 5/2/2006 12/15/2005 71,780.83 72,616.07 (835.24) -

Page 14 of 125



12 BB&T CORP 5/2/2006 1/6/2006 510.29 508.94 1.35 -

400 BB&T CORP 5/2/2006 2/24/2006 17,009.68 15,996.52 1,013.16 -

700 BB&T CORP 8/15/2006 2/24/2006 29,931.22 27,993.91 1,937.31

100 BB&T CORP 8/15/2006 6/14/2005 4,275.89 3,957.50 - 318.39

600 BB&T CORP 8/15/2006 1/31/2006 25,655.33 23,422.68 2,232.65 -800 BEAR STEARNS COS INC COM 4/11/2006 3/20/2006 113,083.48 107,190.48 5,893.00 -300 BEAR STEARNS COS INC COM 5/2/2006 3/20/2006 41,887.77 40,196.43 1,691.34 -200 BEAR STEARNS COS INC COM 6/26/2006 6/212006 27,038.16 27,478.96 (440.80) -585 BEAR STEARNS COS INC COM 9/6/2006 7/24/2006 75,618.52 80,590.54 (4,972.02) -100 BEAR STEARNS COS INC COM 9/6/2006 6/2/2006 12,926.24 13,739.48 (813.24) -715 BEAR STEARNS COS INC COM 9/6/2006 8/15/2006 92,422.64 98,047.59 (5,624.95) -300 BEAR STEARNS COS INC COM 10/20/2006 8/15/2006 45,126.83 41,138.85 3,987.98 -1000 BECTON DICKINSON & CO COM 4/11/2006 3120/2006 62,464.98 63,937.40 (1,472.42) -900 BECTON DICKINSON & CO COM 6/26/2006 3/20/2006 53,582.28 57,543.66 (3,961.38) -1100 BECTON DICKINSON & CO COM 7/24/2006 3/20/2006 68,764.27 70,331.14 (1,566.87) -600 BECTON DICKINSON & CO COM 7/24/2006 6/2/2006 37,507.79 36,470.76 1,037.03 -200 BECTON DICKINSON & CO COM 11/14/2006 6/2/2006 14,169.92 12,156.92 2,013.00 -600 BED BATH & BEYOND INC COM 6/2/2006 12115/2005 21,586.31 25,532.46 (3,946.15) -1300 BED BATH & BEYOND INC COM 7/24/2006 12/15/2005 42,757.90 55,320.33 (12,562.43) -5500 BED BATH & BEYOND INC COM 7/24/2006 6/26/2006 180,898.79 188,420.10 (7,521.31) -100 BEL FUSE INC CL B 1/27/2006 9/9/2004 3,613.45 3,765.83 - (152.38)

200 BEL FUSE INC CL B 11/10/2006 10/15/2004 7,267.77 6,263.16 - 1,004.61500 BELL MICROPRODUCTS INC 4/4/2006 3/16/2005 3,064.01 4,465.00 - (1,400.99)

300 BELL MICROPRODUCTS INC 4/4/2006 10/31/2003 1,838.40 2,551.50 - (713.10)361 BELL MICROPRODUCTS INC 4/4/2006 5/19/2005 2,212.21 3,037.42 (825.21) -164 BELL MICROPRODUCTS INC 4/4/2006 5/18/2005 1,005.00 1,322.59 (317.59) -

875 BELL MICROPRODUCTS INC 8/9/2006 5/18/2005 3,839.20 7,056.52 - (3,217.32)100 BELL MICROPRODUCTS INC 8/9/2006 3/25/2004 438.77 712.76 - (273.99)900 BELL MICROPRODUCTS INC 8/9/2006 10/25/2005 3,948.90 6,289.47 (2,340.57) -469 BELL MICROPRODUCTS INC 8/9/2006 2/28/2006 2,057.81 2,823.48 (765.67) -1256 BELL MICROPRODUCTS INC 9/8/2006 2/28/2006 6,023.71 7,561.37 (1,537.66)3800 BELLSOUTH CORP COM 1/31/2006 1/6/2006 108,865.13 105,908.28 2,956.85 -3300 BELLSOUTH CORP COM 1/31/2006 12/15/2005 94,540.78 91,240.71 3,300.07 -100 BELLSOUTH CORP COM 6/2/2006 3/2012006 3,471.19 3,423.58 47.61 -

300 BELLSOUTH CORP COM 7/24/2006 3/20/2006 10,726.17 10,270.74 455.431000 BELLSOUTH CORP COM 7/24/2006 4/11/2006 35,753.89 33,043.30 2,710.59 -

48 BELLSOUTH CORP COM 7/24/2006 12/15/2005 1,716.19 1,327.14 389.051352 BELLSOUTH CORP COM 7/24/2006 12/15/2005 48,700.11 37,381.04 11,319.07 -

Page 15 of 125

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1800 BELLSOUTH CORP COM 9/612006 8/15/2006 74,410.07 71,125.20 3,284.87 -

2300 BELLSOUTH CORP COM 9/27/2006 8/15/2006 100,077.51 90,882.20 9,195.31 -

800 BELLSOUTH CORP COM 9/27/2006 12/15/2005 34,809.57 22,118.96 12,690.61 -

200 BELLSOUTH CORP COM 10/20/2006 12/1512005 8,932.22 5,529.74 3,402.48 -

1500 BELLSOUTH CORP COM 10/20/2006 11/3/2005 66,991.69 38,565.75 28,425.94 -378 BENCHMARK ELECTRS INC 10/12/2006 8/9/2006 11,041.91 9,289.01 1,752.9022 BENCHMARK ELECTRS INC 11/10/2006 8/9/2006 586.68 540.63 46.05 -

148 BEST BUY INC 9/27/2006 8/15/2006 8,167.86 7,089.51 1,078.35152 BEST BUY INC 9/27/2006 8/15/2006 8,408.51 7,281.12 1,127.39

1100 BIOGEN IDEC INC COM 5/2/2006 3/20/2006 49,522.01 53,606.08 (4,084.07) -

500 BIOGEN IDEC INC COM 8/15/2006 6/212006 21,172.90 23,873.25 (2,700.35)

525 BIOGEN IDEC INC COM 8/15/2006 7/24/2006 22,231.54 21,549.52 682.02 -

175 BIOGEN IDEC INC COM 8/1512006 7/24/2006 7,392.65 7,183.17 209.48 -

1552 BIOGEN IDEC INC COM 11/14/2006 9/27/2006 74,550.67 69,313.71 5,236.96 -319 BIOGEN IDEC INC COM 11/14/2006 9/27/2006 15,322.69 14,246.83 1,075.86

229 BIOGEN IDEC INC COM 11/14/2006 9/27/2006 10,999.68 10,205.39 794.29 -

1000 BIOGEN IDEC INC COM 11/14/2006 7/24/2006 48,033.52 41,046.70 6,986.82300 BIOMET INC 1/31/2006 1/6/2006 11,270.05 10,896.39 373.661600 BIOMET INC 4/11/2006 2/2412006 60,639.73 58,288.48 2,351.25 -600 BIOMET INC 4/11/2006 1/6/2006 22,739.90 21,792.78 947.12 -

300 BIOMET INC 6/2/2006 5/2/2006 10,745.81 11,096.07 (350.26) -5000 BIOMET INC 10/20/2006 5/2/2006 175,143.12 184,934.50 (9,791.38)200 BIOMET INC 11/14/2006 5/2/2006 7,743.58 7,397.38 346.20 -

4300 BIOMET INC 11/14/2006 9/6/2006 166,487.01 141,201.25 25,285.76

100 BIOSITE DIAGNOSTICS INC 2/28/2006 11/16/2004 5,397.74 5,420.99 - (23.25)

100 BIOSITE DIAGNOSTICS INC 2/28/2006 1/27/2006 5,397.74 4,958.05 439.69 -

100 BJ SVCS CO COM 4/11/2006 1/31/2006 3,608.73 4,060.64 (451.91) -2200 BJ SVCS CO COM 5/2/2006 1/31/2006 88,143.37 89,334.08 (1,190.71)2400 BJ SVCS CO COM 8/15/2006 1/31/2006 85,134.51 97,455.36 (12,320.85) -700 BJ SVCS CO COM 8/15/2006 1/6/2006 24,830.90 27,393.52 (2,562.62)3600 BJ SVCS CO COM 8115/2006 7/24/2006 127,701.75 112,070.16 15,631.59 -

100 BJ SVCS CO COM 10/20/2006 7/24/2006 2,993.04 3,113.06 (120.02) -400 BJ SVCS CO COM 10/20/2006 8/25/2005 11,972.15 12,026.46 (54.31)

1644 BJ SVCS CO COM 11/14/2006 8/25/2005 52,943.39 49,428.75 - 3,514.64

956 BJ SVCS CO COM 11/14/2006 8/25/2005 30,938.75 28,743.24 - 2,195.514700 BJ SVCS CO COM 11/14/2006 9/27/2006 152,104.71 138,715.80 13,388.91

300 BLACK & DECKER CORP 1/6/2006 12/15/2005 26,601.35 25,512.96 1,088.39 -100 BLACK & DECKER CORP 2124/2006 1/31/2006 8,560.06 8,644.04 (83.98) -

Page 16 of 125


36-6975534November 30, 2006


300 BLACK & DECKER CORP 5/212006 113117006 27,546.38 25,932.12 1,614.26 -

700 BLACK & DECKER CORP 5/2/2006 4/11/2006 64,274.90 59,808.56 4,466.34 -

100 BLACK BOX CORP DEL COM 10/1212006 2/28/2006 4,221.37 4,819.82 (598.45) -100 BLACK BOX CORP DEL COM 10/1212006 10/31/1003 4,221.37 4,328.81 - (107.44)

3200 BLOCK H & R INC COM 12/15/2005 10/20/2004 76,994.54 73,583.04 - 3,411.50

400 BLUE COAT SYS INC COM 6/612006 2128/2006 6,268.72 8,559.64 (2,290.92) -

300 BLUE COAT SYS INC COM 7/6/2006 220006 5,038.34 6,419.73 (1,381.39) -

500 BOEING CO 21242006 12115/2005 36,803.42 35,775.15 1,028.27 -

600 BOEING CO 2/24/2006 1/8/2006 44,164.10 41 ,684.16 2,479.942500 BOEING CO 3/20/2006 1/612006 195,534.25 173,684.00 21,850.25 -

800 BOEING CO 3120/2006 11/3/2005 62,570.96 52,397.52 10,173.44

1100 BOEING CO 3/20/2006 911412005 86,035.06 71 ,126.99 14,908.07 -

900 BOEING CO 3012006 7/3012004 70,392.33 45,802.08 - 24,590.25

400 BOEING CO 4/11 /2006 7/3012004 31,934.85 20,356.48 - 11,578.37

300 BOEING CO 9/27/2006 6/212006 23,859.65 25,162.56 (1,302.91)

900 BOEING CO 9/27/2006 6126/2006 71,578.94 75,305.79 (3,726.85) -

3076 BOEING CO 9/27/2006 8/15/2006 244,640.91 234,634.20 10,006.71 -

1324 BOEING CO 9127/2006 8/15/2006 105,300.58 100,663.72 4,636.86 -

100 BOEING CO 11/14/2006 8/15/2006 8,505.03 7,603.00 902.03 -902 BOEING CO 11/14/2006 9/6/2006 76,715.36 67,423.69 9,291.67 -

998 BOEING CO 11/14/2006 9/6/2006 84,892.26 74,599.60 10,292.66 -

500 BOSTON PRIVATE FINL HLDGS INC COM 1/27/2006 5/19/2005 15,403.12 12,148.60 3,254.52 -

25 BOSTON PRIVATE FINL HLDGS INC COM 819/2006 5/19/2005 629.23 607.43 - 21.80

75 BOSTON PRIVATE FINL HLDGS INC COM 819/2006 5/18/2005 1,887.69 1,778.77 - 108.92800 BOSTON SCIENTIFIC CORP COM 1/6/2006 7/11/2005 20,915.60 22,309.52 (1,393.92) -

4300 BOSTON SCIENTIFIC CORP COM 1/6/2006 8/25/2005 112,421.33 114,413.11 (1,991.78)3900 BOSTON SCIENTIFIC CORP COM 1/6/2006 12115/2005 101,963.54 99,361 .47 2,602.07 -2100 BOSTON SCIENTIFIC CORP COM 2/2412006 12/15/2005 50 ,829.15 53,502.33 (2,673.18) -

1400 BOSTON SCIENTIFIC CORP COM 2/24/2006 9/142005 33,886.10 35,087.64 (1,201.54) -

5900 BOSTON SCIENTIFIC CORP COM 212412006 1/3112006 142,805.70 127,614 .64 15,191.06 -

11900 BOSTON SCIENTIFIC CORP COM 512/2006 3/2012006 263 ,689.94 276,521.49 (12,831.55) -14533 BOSTON SCIENTIFIC CORP COM 5/2/2006 1/31/2006 322,034.12 314,342.98 7,691.14 -

67 BOSTON SCIENTIFIC CORP COM 51212006 1/31/2006 1,510.13 1,449.18 60.95 -

1800 BOSTON SCIENTIFIC CORP COM 9/6/2006 612/2006 30,892.45 37,109.34 (6,216.89) -

1800 BOSTON SCIENTIFIC CORP COM 9/6/2006 6/26/2006 30,892 .45 31,185 .00 (292.55) -1800 BOSTON SCIENTIFIC CORP COM 9/0006 6/26/2006 30,892.45 31 ,062.60 (170.15) -6500 BOSTON SCIENTIFIC CORP COM 9/6/2006 8/15/2006 111 ,556.07 106,585.70 4,970.37 -1034 BOSTON SCIENTIFIC CORP COM 9127006 8/1512006 15,327.64 16,955 .33 (1,627.69) -

Page 17 of 125


36-6975534November 30, 2006


66 BOSTON SCIENTIFIC CORP COM 9/27/2006 811512006 978.41 1,082.25 (103.84) -

82 BP AMOCO PLC 1/3/2006 4119/2005 5,433.72 4,993.80 439.92 -

697 BP AMOCO PLC 1/312006 4/19/2005 46,020.80 42,447.30 3,573.50 -

136 BP AMOCO PLC 1/412006 4/19/2005 9,080.55 8,282 .40 798.15 -

625 BP AMOCO PLC 1/9/2006 4119/2005 42,716.06 38,062.50 4,653.56 -82 BRADLEY PHARMACEUTICALS INC COM 819/2006 6/6/2006 970.85 1,065.00 (94.15) -

418 BRADLEY PHARMACEUTICALS INC COM 8/9/2006 66/2006 5,002.30 5,428.90 (426.60) -100 BRADLEY PHARMACEUTICALS INC COM 9/812006 6/6/2006 1,546.23 1,298.78 247.45 -10 BRADLEY PHARMACEUTICALS INC COM 91812006 2/29/2006 154.62 117.60 37.02 -

390 BRADLEY PHARMACEUTICALS INC COM 9/812006 1/27/2006 6,030.31 4,493.27 1,537.04 -200 BRADY W H CO CL A COM 1/27/2006 3/16/2005 7,890.45 6,520.40 1,370.05 -

200 BRADY W H CO CL A COM 8/9/2006 4/4006 6,805.21 7,207.36 (402.15) -

200 BRADY W H CO CL A COM 91812006 414006 7,416.07 7,207.36 208.71 -

100 BRADY W H CO CL A COM 11/1012006 414006 3,792.55 3,603.68 188.87 -100 BRADY W H CO CL A COM 11/10/2006 06/2005 3,792.55 3,015.50 - 777.05400 BRIGGS & STRATTON CORP COM 1/2712006 10/31/2003 14,108.48 13,062.72 - 1,045.7650 BRIGHTPOINT INC NEW COM 1/2712006 12/27/2005 1,147.46 963.42 184.04 -

53 BRIGHTPOINT INC NEW COM 8/9/2006 6/6/2006 842.73 898.35 (55.62) -27 BRIGHTPOINT INC NEW COM 8/9/2006 6/612006 429.31 456.11 (26.80) -120 BRIGHTPOINT INC NEW COM 8/9/2006 12/27/2005 1 ,908.06 1 ,926.83 (18.77) -

700 BRIGHTPOINT INC NEW COM 815/2006 7/612006 11,130.36 9,145.50 1,984.86 -500 BRISTOL MYERS SQUIBB CO COM 1/31/2006 12/15/2005 11,343.85 10,965.50 378.35 -192 BRISTOW GROUP INC COM 8/9/2006 1/27/2006 6,913.70 6,771.97 141.73 -

8 BRISTOW GROUP INC COM 8/9/2006 1 /27/2006 290.18 282.17 8.01 -

100 BRISTOW GROUP INC COM 8/9/1006 1110/2005 3,627.22 3,065.46 - 561.76

200 BRISTOW GROUP INC COM 8/92006 2/28/2006 7,254.43 5,982.30 1,272.13 -100 BRISTOW GROUP INC COM 8/9/2006 1/22/2004 3,627.22 2,081.50 - 1,545.72

700 BROADCOM CORP CL A 12115/2005 7/11/2005 34,667.45 26,453.91 8,213.54

0.5 BROADCOM CORP CL A 3/6/2006 202006 23.30 22.61 0.69 -611.5 BROADCOM CORP CL A 3/14/2008 2/dP2006 27,170.92 27,652.23 (481.31) -

2239.5 BROADCOM CORP CL A 3/14006 1/192006 99,508.23 88,503.10 11,005.13 -300 BROOKLINE BANCORP INC DEL COM 12177/2005 10/31/2003 4,330.27 4,496.43 - (166.16)700 BROOKLINE BANCORP INC DEL COM 1/27/'!006 10/31/2003 10,453.40 10,491.67 - (38.27)200 BROOKLINE BANCORP INC DEL COM 819@006 414/2006 2,592.02 3,117.70 (525.68) -567 BROOKS AUTOMATION INC COM 1/27/2006 10/31/2003 9,549.12 14,444.32 - (4,895.20)

200 BROOKS AUTOMATION INC COM 1/27/2006 3/25/2004 3,368.29 3,964.00 - (595.71)133 BROOKS AUTOMATION INC COM 1/27/2006 8/26/2005 2,239.92 1,853.45 386.47 -

167 BROOKS AUTOMATION INC COM 5155/2006 8/26/2005 2,438.84 2,327.26 111.58 -

Page 18 of 125

Dr Ralph & Marian Falk Medical Research Trust

36-6975534

November 30, 2006


333 BROOKS AUTOMATION INC COM 5/5/2006 8/26/2005 4,863.08 4,607.91 255.17 -

100 BROOKS AUTOMATION INC COM 5/512006 10/25/2005 1,460.39 1,248.37 212.02

300 BROWN FORMAN INC CL B 1/31/2006 1/6/2006 21,363.57 20,826.27 537.30

311 BROWN FORMAN INC CL B 7/24/2006 5/2/2006 22,441.32 23,337.92 (896.60) -

500 BROWN FORMAN INC CL B 7/24/2006 6/212006 36,079.29 37,241.80 (1,162.51) -

89 BROWN FORMAN INC CL B 7/24/2006 4/11/2006 6,422.11 6,564.22 (142.11) -

200 BROWN FORMAN INC CL B 8/15/2006 4/11/2006 14,570.15 14,751.06 (180.91)

195 BROWN SHOE INC NEW COM 8/9/2006 4/4/2006 6,454.90 6,902.59 (447.69) -

5 BROWN SHOE INC NEW COM 8/912006 4142006 166.39 176.99 (10.60) -

100 BROWN SHOE INC NEW COM 818/2006 6/612006 3,327.90 3,467.87 (139.97) -

100 BUCKEYE TECHNOLOGIES INC 7/6/2006 1/2212004 801.16 1,043.45 - (242.29)

600 BUCKEYE TECHNOLOGIES INC 7/6/2006 10/31/2003 4,806.99 5,561.58 (754.59)

100 BUCKEYE TECHNOLOGIES INC 10112/2006 10/31/2003 1,006.73 926.93 - 79.80

224 BUCKEYE TECHNOLOGIES INC 10/12/2006 8126/2005 2,255.09 1,847.78 - 407.31

100 BURLINGTON COAT FACTORY COM 4/13/2006 3/16/2005 4,550.00 2,796.04 - 1,753.96

300 BURLINGTON COAT FACTORY COM 4/13/2006 10/31/2003 13,650.00 6,460.68 - 7,189.32

2300 BURLINGTON NORTHERN SANTA FE CORP COM 1/6/2006 11/22/2005 158,806.66 151,924.66 6,882.00 -

200 BURLINGTON NORTHERN SANTA FE CORP COM 1/6/2006 1/82005 13,809.28 9,010.14 4,799.14 -

380 BURLINGTON NORTHERN SANTA FE CORP COM 1/12/2006 4/19/2005 26,065.19 18,319.80 7,745.39 -

500 BURLINGTON NORTHERN SANTA FE CORP COM 4/11/2006 2/2412006 41,446.42 39,496.75 1,949.67 -

200 BURLINGTON NORTHERN SANTA FE CORP COM 5/17/2006 4/19/2005 15,600.80 9,642.00 - 5,958.80

2100 BURLINGTON NORTHERN SANTA FE CORP COM 612/2006 2124/2006 165,208.85 165,886.35 (677.50) -

1400 BURLINGTON NORTHERN SANTA FE CORP COM 9/6/2006 2/24/2006 93,958.12 110,590.90 (16,632.78) -

497 BURLINGTON NORTHERN SANTA FE CORP COM 9/6/2006 7/24/2006 33,355.13 34,320.88 (965.75) -

3027 BURLINGTON NORTHERN SANTA FE CORP COM 9/6/2006 7/24/2006 202,955.63 209,032.82 (6,077.19)

76 BURLINGTON NORTHERN SANTA FE CORP COM 9/6/2006 7/24/2006 5,095.68 5,212.08 (116.40) -

300 BURLINGTON NORTHERN SANTA FE CORP COM 91612006 1/6/2005 20,114.53 13,515.21 - 6,599.32



400 BURLINGTON RES INC COM 1/612006 9/1412005 18,600.00 11,830.78 6,769.22 -

800 BURLINGTON RES INC COM 1/6/2006 10/7/2005 37,200.00 20,537.41 16,662.59

400 BURLINGTON RES INC COM 1/6/2006 1/0/1900 (18,600.00) (11,830.78) (6,769.22) -

800 BURLINGTON RES INC COM 1/612006 1/0/1900 (37,200.00) (20,537.41) (16,662.59) -

500 BURLINGTON RES INC COM 1/31/2006 1/612006 45,707.64 43,853.75 1,853.89 -

100 BURLINGTON RES INC COM 2/24/2006 1/6/2006 9,121.75 8,770.75 351.00 -

300 BURLINGTON RES INC COM 3/20/2006 10/7/2005 13,950.00 7,701.53 6,248.47 -

300 BURLINGTON RES INC COM 312012006 1/0/1900 (13,950.00) (7,701.53) (6,248.47) -

300 BURLINGTON RES INC COM 3/31/2006 3/20/2006 13,950.00 13,335.08 614.92

Page 19 of 125

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1200 BURLINGTON RES INC COM 3131/2006 1/6/2006 55,800.00 50,317.28 5,482.72 -

700 BURLINGTON RES INC COM 3131/2006 9/14/2005 32,550.00 20,703.87 11,846.13 -

1100 BURLINGTON RES INC COM 3/31/2006 10/7/2005 51,150.00 28,238.94 22,911.06 -355 C&D TECHNOLOGIES INC 11/10/2006 2/28/2006 1,439.48 3,006.21 (1,566.73) -

2200 CA INC COM 5/2/2006 4/11/2006 55,625.07 58,459.06 (2,833.99) -1244 CA INC COM 7/2412006 4/11/2006 24,580.68 33,055.94 (8,475.26) -

2256 CA INC COM 7/24/2006 4/11/2006 45,026.34 59,947.11 (14,920.77) -100 CABOT OIL & GAS CORP CL A 12127/2005 11128/2005 4,569.54 4,249.65 319.89 -

100 CABOT OIL & GAS CORP CL A 8/9/2006 61612006 5,570.49 4,310.22 1,260.27

90 CABOT OIL & GAS CORP CL A 8/9/2006 11/28/2005 5,013.45 3,824.69 1,188.76 -

110 CABOT OIL & GAS CORP CL A 8/9/2006 11/28/2005 6,127.91 4,674.61 1,453.30 -

1220 CADBURY SCHWEPPES P L C ADR 4 ORD 10/1612006 3/23/2006 50,677.25 49,199.31 1,477.94 -

100 CADBURY SCHWEPPES P L C ADR 4 ORD 10/16/2006 6/8/2005 4,153.87 3,986.13 - 167.74200 CAMBREX CORP 1/27/2006 9/27/2005 4,417.20 3,799.04 618.16 -

516 CAMBREX CORP 5/5/2006 9/27/2005 10,871.78 9,801.52 1,070.26 -284 CAMBREX CORP 5/5/2006 9/28/2005 5,983.70 5,321.54 662.16 -600 CAPITAL ONE FINL CORP COM 2/24/2006 1/6/2006 52,780.49 51,864.72 915.77 -

500 CAPITAL ONE FINL CORP COM 2/24/2006 12/15/2005 43,983.75 42,499.05 1,484.70 -100 CAPITAL ONE FINL CORP COM 8/15/2006 7/24/2006 7,375.60 7,748.16 (372.56) -600 CAPITAL ONE FINL CORP COM 9/6/2006 7/24/2006 43,945.59 46,488.96 (2,543.37)

600 CAPITAL ONE FINL CORP COM 10/20/2006 7/24/2006 48,543.84 46,488.96 2,054.88 -100 CARBO CERAMICS INC COM 5/5/2006 10/25/2005 5,725.06 5,585.00 140.0658 CARBO CERAMICS INC COM 7/6/2006 2128/2006 2,862.67 3,204.23 (341.56) -

142 CARBO CERAMICS INC COM 7/612006 2/28/2006 7,029.49 7,844.85 (815.36)

3700 CARDINAL HEALTH INC COM 12/15/2005 11/3/2005 247,754.59 228,447.25 19,307.34 -

200 CARDINAL HEALTH INC COM 12115/2005 11/2212005 13,392.14 12,302.76 1,089.38 -

700 CARDINAL HEALTH INC COM 3120/2006 11/22/2005 52,519.59 43,059.66 9,459.93 -100 CARDINAL HEALTH INC COM 3/20/2006 8/25/2005 7,502.80 5,814.38 1,688.42 -698 CARDINAL HEALTH INC COM 7/24/2006 4/11/2006 46,761.07 48,890.22 (2,129.15) -702 CARDINAL HEALTH INC COM 7/24/2006 4/11/2006 47,203.84 49,170.40 (1,966.56) -

600 CARDINAL HEALTH INC COM 8/15/2006 4/11/2006 39,910.41 42,025.98 (2,115.57) -100 CARDINAL HEALTH INC COM 9/6/2006 4/11/2006 6,761.99 7,004.33 (242.34) -

100 CARDINAL HEALTH INC COM 11/14/2006 6/2/2006 6,238.77 6,736.63 (497.86) -

800 CAREMARK FIX INC 12/15/2005 11/22/2005 42,197.19 40,916.40 1,280.79 -1000 CAREMARK RX INC 12/15/2005 1017/2005 52,746.49 49,807.10 2,939.39 -

200 CAREMARK RX INC 12115/2005 8/2312004 10,549.30 5,636.98 - 4,912.32

1800 CAREMARK FIX INC 5/212006 1/6/2006 83,732.70 93,986.46 (10,253.76) -

1400 CAREMARK FIX INC 6/2/2006 1/612006 68,552.25 73,100.58 (4,548.33) -

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800 CAREMARK RX INC 8/2/2008 2124" 39,172.72 39,751.68 (578.96) -100 CAREMARK RX INC 9/272006 9!6/2006 5,569.75 5,859.10 (289.35) -100 CARNIVAL CORP COM 12115/2005 111222005 5,492.57 5,340.63 151.94 -

900 CARNIVAL CORP COM 4/11/2006 11/2212005 42,375.38 48,065.67 (5,690.29)1200 CARNIVAL CORP CON 4/11/2006 1131/2006 56,500.50 62,127.36 (5,626.86) -

2300 CARNIVAL CORP COM 0111006 2/24t2006 108,292.63 118,745.78 (10,453.15) -

370 CARNIVAL CORP COM 4119@006 812412005 17,724.57 18,922.61 (1,198.04) -

660 CARNIVAL CORP COM 4119/2006 41192005 31,616.79 32,412.60 (795.81) -

100 CARNIVAL CORP COM 9/27@006 2/241'2008 4,634.65 5,162.86 (528.21) -

100 CARPENTER TECHNOLOGY CORP 51512008 3P25/2004 13,441.57 3,030.40 - 10,411.17

100 CARPENTER TECHNOLOGY CORP 51512006 5/1211004 13,441.56 2,660.48 - 10,781.08

400 CARREKER CORP COM 5/512006 4/412006 2,344.60 2,541.32 (196.72) -

100 CARREKER CORP COM 7/612006 2128006 686.98 583.59 103.39 -

300 CASCADE NAT GAS CORP COM 85/2006 616/2006 7,733.76 6,317.82 1,415.94 -

325 CASEYS GEN STORES INC COM 5/5/2006 1/27/2006 7,469.90 8,287.34 (817.44) -

975 CASEYS GEN STORES INC COM 5/5/2006 1/77/2006 22,423.14 24,862.01 (2,438.87) -

200 CASEYS GEN STORES INC COM 5(5/2006 10/31/2003 4,599.62 3,076.06 - 1,523.56

300 CASEYS GEN STORES INC COM 7/6/2006 10/31/2003 7,650.87 4,614.09 - 3,036.78

200 CASEYS GEN STORES INC COM 10/1212006 9/812006 4,738.85 4,331.94 406.91 -

500 CASH AMERICA INTL INC COM FORMERLY CASH AMER INVTS INC COM 1/27/2006 10/31/2003 13,423.83 9,857.65 - 3,566.18

300 CASTLE A M & CO 515!2006 1/27/2006 12,585.33 8,519.70 4,065.63 -

200 CASTLE A M & CO 515006 10/2502005 8,390.23 3,664.00 4,726.23

4 CASTLE A M & CO 51512006 7/26/2005 167.80 60.62 107.18 -

96 CASTLE A M & CO 5/5/2006 7/2612005 4,092.83 1,454.86 2,637.97 -

100 CATAPULT COMMUNICATIONS CORP COM 1/27/2006 1/10/2005 1,515.28 2,094.53 - (579.25)

200 CATAPULT COMMUNICATIONS CORP COM 1/2712006 10/31/2003 3,030.57 2,710.26 - 320.31

586 CATERPILLAR INC CON 3/152006 7/13/2005 42,636.70 28,987.31 13,649.39 -

606 CATERPILLAR INC COM 3/17/2006 7/1312005 45,677.00 29,976.64 15,700.36

291 CATERPILLAR INC COM 3/17/2006 4120005 21,934.00 12,959.69 8,974.31 -

355 CATERPILLAR INC CON 412512006 111112005 26,988.26 19,080.68 7,907.58 -

240 CATERPILLAR INC COM 4115/2006 4/19(2005 18,245.58 10,220.40 - 8,025.18

475 CATERPILLAR INC COM 4125/2006 4/19/2005 36,111.05 20,224.72 - 15,886.33

246 CATERPILLAR INC COM 5/31/2006 4120/2005 17,918.09 10,955.61 - 6,962.48

1300 CATERPILLAR INC COM 6/2612006 61212006 93,737.91 94,286.92 (549.01)22 CATERPILLAR INC COM 6/30/2006 4/20/2005 1,635.03 979.77 - 655.26

615 CATERPILLAR INC COM 7/3/2006 41202005 45,974.14 27,389.02 - 18,585.12

330 CATERPILLAR INC CON 7/26/2006 4/19/2005 23,196.90 14,050.85 - 9,146.05

210 CATERPILLAR INC COM 7127/2006 4119/2005 15,097.09 8,941.45 - 6,155.64

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615 CATERPILLAR INC COM 9/5/2006 4/19/2005 42,589.84 26,185.69 - 16,404.15

1298 CATERPILLAR INC COM 9/6/2006 8/15/2006 91,298.51 86,887.99 4,410.52 -1302 CATERPILLAR INC COM 9162006 811512006 90,648.18 87,155.75 3,492.43 -780 CATERPILLAR INC COM 9/8/2006 4/20/2005 52,965.41 34,737.30 - 18,248.11953 CATERPILLAR INC COM 1016/2006 4/20/2005 64,012.67 42,441 .86 - 21,570.81

5081 CATERPILLAR INC CON 10/20/2006 40/2005 301 ,980.98 226,282.33 - 75 ,698.65100 CATO CORP NEW CL A 1/27/2006 1/10/2005 2,145.93 1,948.99 - 196.94100 CATO CORP NEW CL A 1127/2006 4/1512005 2,145.93 1,775.23 370.70 -350 CATO CORP NEW CL A 515/2006 4/1512005 8,473.55 6,213.29 - 2,260.26

150 CATO CORP NEW CL A 5/512006 10/31/2003 3,631.52 2,096.17 - 1,535.35150 CBS CORP NEW CL B CON 1/612006 5/2012005 4,015.93 4,131 .28 (115.35) -250 CBS CORP NEW CL B COM 1/6/2006 3/15/2005 6,693.22 6,811.26 (118.04) -

2200 CBS CORP NEW CL B COM 1/82006 12/15/2005 58,900.33 59,387.14 (486.81) -

0.5 CBS CORP NEW CL B COM 1/30/2006 4/19/2005 13.08 13.76 (0.68) -392 CBS CORP NEW CL B COM 417/2006 4/19/2005 9,858.34 10,789.55 (931.21) -300 CBS CORP NEW CL B COM 4/11/2006 12/1512005 7,389.16 8,098.25 (709.09) -3900 CBS CORP NEW CL B COM 4/11/2006 1/31/2006 96,059.12 104,349.18 (8,290.06) -

400 CBS CORP NEW CL B COM 4/11/2006 8/7/2005 9 ,852.22 10,638.78 (786.56) -300 CBS CORP NEW CL B COM 51212006 812/2005 7,705.32 7,979.08 (273.76) -800 CBS CORP NEW CL B COM V20M 7/11/2005 20,547.53 20,880.02 (332.49) -600 CBS CORP NEW CL B COM 5/2/2006 10/7/2005 15,410.64 15,168.20 242.44 -1700 CBS CORP NEW CL B COM 6/2/2006 10/7/2005 44,912.11 42,976 .55 1,935.56 -

5600 CBS CORP NEW CL B COM 6/2/2006 2/24@006 147,945.77 139,399.12 8,546.65 -

100 CBS CORP NEW CL B COM 7/2412006 2/24/2006 2,632.71 2,489.27 143.44 -

100 CBS CORP NEW CL B COM 7/2412006 2/24/2006 2,618.41 2,489.27 129.14 -1935 CBS CORP NEW CL B COM 8/15/2006 2124/2006 53,013 .11 48,167.37 4,845.74 -265 CBS CORP NEW CL B COM 8/15/2006 212412006 7,246.20 6,596.57 649.63 -730 CBS CORP NEW CL B COM 8/28/2006 819/2006 21,126.87 18,998.47 2,128.40 -25 CBS CORP NEW CL B COM 8/29/2006 8/3/2006 718.01 650.63 67.38 -

840 CBS CORP NEW CL B COM 8/29/2006 2/17/2006 24,125 .06 21,375.65 2,749.41 -5600 CBS CORP NEW CL B COM 11/14/2006 9/27/2006 165,467.07 160,476.40 4,990.67 -200 CEC ENTMT INC 5/5/2006 10/31/2003 7,021.16 6,497.43 - 523.73400 CEC ENTMT INC 11/10/2006 10/31/2003 15,777.79 12,994.85 - 2,782.94

2800 CENDANT CORP 1/6/2006 11/10/2004 48,468.19 60,716.25 - (12,248.06)2200 CENDANT CORP 61212006 11/10/2004 36,276.44 47,705.63 - (11,429.19)2100 CENDANT CORP 6/2/2006 9/1412005 34,627.52 42,792.96 (8,165.44) -

7300 CENDANT CORP 6/26/2006 9/14/2005 115,369.30 148,756.48 (33,387.18) -1300 CENDANT CORP 8115/2006 9/14/2005 2,268.43 3,701.27 (1,432.84) -

Page 22 of 125


Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term1300 CENDANT CORP 8/15/2006 11/3/2004 2,268.43 3,674.72 - (1,406.29)300 CENDANT CORP 8/15/2006 4/28/2005 523.48 830.22 - (306.74)

1600 CENDANT CORP 8/15/2006 11/3/2005 2,791.91 4,105.66 (1,313.75)4314 CENDANT CORP 8/15/2006 4/11/2006 7,527.70 9,993.85 (2,466.15) -10286 CENDANT CORP 8/15/2006 4111/2006 18,413.43 23,828.64 (5,415.21) -763 CENDANT CORP 8/15/2006 7/24/2006 1,365.88 1,625.21 (259.33) -3237 CENDANT CORP 8/15/2006 7/24/2006 5,794.70 6,894.64 (1,099.94) -100 CENTENE CORP DELAWARE COM 12/27/2005 10/31/2003 2,625.67 1,563.75 - 1,061.92200 CENTENE CORP DELAWARE COM 2/28/2006 10/31/2003 5,450.41 3,127.50 - 2,322.91200 CENTENE CORP DELAWARE COM 10/12/2006 10/31/2003 3,513.43 3,127.50 - 385.93

2400 CENTERPOINT ENERGY INC COM 1/6/2006 8/25/2005 31,349.03 33,091.68 (1,742.65) -1800 CENTERPOINT ENERGY INC COM 3/20/2006 7/11/2005 22,104.58 24,409.80 (2,305.22) -3672 CENTERPOINT ENERGY INC COM 3/20/2006 12/15/2005 45,093.34 49,130.99 (4,037.65) -2328 CENTERPOINT ENERGY INC COM 4/11/2006 12/15/2005 27,276.80 31,148.41 (3,871.61)800 CENTERPOINT ENERGY INC COM 4/11/2006 2/24/2006 9,373.47 10,589.36 (1,215.89) -100 CENTERPOINT ENERGY INC COM 4111/2006 1/31/2006 1,171.68 1,280.47 (108.79) -

4300 CENTERPOINT ENERGY INC COM 4/11/2006 4/11/2005 50,382.41 52,073.00 (1,690.59) -300 CENTERPOINT ENERGY INC COM 6/2/2006 4/11/2005 3,641.28 3,633.00 - 8.28

3700 CENTERPOINT ENERGY INC COM 7/24/2006 4/11/2005 49,625.09 44,807.00 4,818.09100 CENTERPOINT ENERGY INC COM 10/20/2006 4/11/2005 1,508.45 1,211.00 - 297.45100 CENTERPOINT ENERGY INC COM 10/20/2006 4/11/2005 1,510.85 1,211.00 - 299.85

4900 CENTERPOINT ENERGY INC COM 11/14/2006 4/11/2005 78,660.71 59,339.00 - 19,321.71400 CENTEX CORP COM 4/11/2006 3/20/2006 25,098.34 25,908.08 (809.74) -300 CENTEX CORP COM 6/26/2006 5/212006 15,376.74 15,989.73 (612.99) -400 CENTEX CORP COM 9/612006 5/2/2006 19,469.16 21,319.64 (1,850.48) -1000 CENTEX CORP COM 9/27/2006 5/212006 54,238.53 53,299.10 939.43 -5410 CENTEX CORP COM 11/14/2006 5/2/2006 279,651.08 288,348.13 (8,697.05) -890 CENTEX CORP COM 11/14/2006 10/20/2006 46,005.45 45,621.67 383.78 -51 CENTURY ALUM CO COM 2128/2006 9/27/2005 1,803.97 1,158.31 645.66 -39 CENTURY ALUM CO COM 2/28/2006 10/25/2005 1,379.51 882.96 496.55 -

110 CENTURY ALUM CO COM 2/28/2006 9/28/2005 3,890.92 2,480.10 1,410.82 -700 CENTURYTEL INC 12/1512005 11/3/2005 23,616.10 23,068.22 547.88500 CENTURYTEL INC 2124/2006 1/6/2006 18,232.74 16,816.65 1,416.09 -200 CENTURYTEL INC 2/24/2006 1/31/2006 7,293.09 6,677.98 615.11 -800 CENTURYTEL INC 4/11/2006 1/31/2006 31,868.22 26,711.92 5,156.30 -94 CENTURYTEL INC 8/15/2006 6/26/2006 3,728.01 3,388.23 339.78

606 CENTURYTEL INC 8115/2006 6/26/2006 24,033.77 21,833.94 2,199.83 -400 CENTURYTEL INC 8/15/2006 7/24/2006 15,863.87 14,312.24 1,551.63 -

Page 23 of 125


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800 CENTURYTEL INC 11/14/2006 9/2712006 32,397.96 31,921.52 476.44 -100 CERNER CORP 2128/2006 1/27/2006 4,252.08 4,492.19 (240.11) -100 CERNER CORP 618/2006 1/27/2006 3,632.33 4,492.19 (859.86) -300 CERNER CORP 7/6/2006 1/27/2006 11,548.92 13,476.57 (1,927.65) -200 CERNER CORP 7/6/2006 10/31/2003 7,699.28 4,244.46 - 3,454.82

500 CHAPARRAL STL CO DEL COM 1/27/2006 10/15/2004 20,728.76 6,190.31 - 14,538.45

3137.91 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 12/16!2005 7/212001 3,137.91 3,257.54 - (119.63)

73755.94 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 1/18/2006 7/2/2001 73,755.94 76,567.88 - (2,811.94)

2474.9 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 2/17/2006 7/2/2001 2,474.90 2,569.26 - (94.36)

4362.67 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 3/1512006 7/2/2001 4,362.67 4,529.00 - (166.33)


3162.19 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 5/15/2006 7/N2001 3,162.19 3,282.75 - (120.56)2562.3 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 6/16/2006 7/2/2001 2,562.30 2,659.99 - (97.69)



2620.61 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 8/31/2006 7/2/2001 2,620.61 2,720.52 - (99.91)40121.92 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 10/15/2006 7/912001 40,121.92 41,651.56 - (1,529.64)2627.09 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 11/15/2006 7/2/2001 2,627.09 2,727.25 - (100.16)3252.58 CHASE COML MTG SECS CORP 2000-3 COML MTG PASSTHRU CL A-1 11/3012006 7/2/2001 3,252.58 3,376.58 - (124.00)

100 CHEMED CORP COM 12127/2005 6/2212005 5,034.34 3,784.84 1,249.50 -100 CHEMED CORP CON 1/27/2006 612212005 5,295.82 3,784.84 1,510.98 -200 CHEMED CORP COM 2128/2006 6/22/2005 11,031.14 7,569.68 3,461.46 -72 CHESAPEAKE CORP 7/6/2006 5/18/2005 1,200.92 1,486.27 - (285.35)28 CHESAPEAKE CORP 7/6/2006 5/1912005 467.02 574.08 - (107.06)

100 CHESAPEAKE CORP 7/6/2006 9/27/2005 1,667.95 1,812.50 (144.55) -200 CHEVRONTEXACO CORP COM 1/6/2006 11/3/2005 11,825.78 11,863.68 (37.90) -1000 CHEVRONTEXACO CORP COM 1/6/2006 7/11/2005 59,128.88 57,211.10 1,917.78 -400 CHEVRONTEXACO CORP COM 2/24/2006 7/11/2005 23,111.37 22,884.44 226.93 -

1400 CHEVRONTEXACO CORP COM 2124/2006 4/28!2005 80,889.79 72,241.40 8,648.39 -900 CHEVRONTEXACO CORP COM 3/20/2006 4/28(2005 51,223.09 46,440.90 4,782.19 -700 CHEVRONTEXACO CORP COM 4/11/2006 7/1/2003 41,821.96 25,014.78 - 16,807.18

430 CHEVRONTEXACO CORP COM 5/23/2006 4/19/2005 25,282.79 22,858.80 - 2,423.99366 CHEVRONTEXACO CORP COM 5/23/2006 4/19/2005 21,626.68 19,456.56 - 2,170.12

349 CHEVRONTEXACO CORP COM 5/23/2006 4/192005 20,389.38 18,552.84 - 1,836.54940 CHEVRONTEXACO CORP COM 5/25/2006 4/10005 54,825.41 49,970.40 - 4,855.01

1700 CHEVRONTEXACO CORP COM 7/24/2006 6/2/2006 112,829.44 102,305.49 10,523.95 -

1400 CHEVRONTEXACO CORP COM 7/24/2006 6/26(2006 92,918.37 82,824.70 10,093.67 -

95 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 6/22!2006 4/2012005 44,743.63 16,256.40 - 28,487.23

Page 24 of 125

i = !


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November 30, 2006

Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term34 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 6/29/2006 4/20/2005 16,192.98 5,818.08 - 10,374.9071 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 7/10/2006 4/20/2005 34,860.45 12,149.52 - 22,710.93176 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 8/10/2006 4/20/2005 84,261.78 30,117.12 - 54,144.66246 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 8/11/2006 4/20/2005 115,569.34 42,095.52 - 73,473.82257 CHICAGO MERCANTILE EXCHANGE HLDGS INC CL A COM 8/23/2006 4/20/2005 114,615.40 43,977.84 - 70,637.56100 CHRISTOPHER & BANKS CORP COM 1/27/2006 1/22/2004 1,944.19 1,937.57 - 6.62288 CHRISTOPHER & BANKS CORP COM 5/5/2006 1/2212004 8,088.23 5,580.20 2,508.03312 CHRISTOPHER & BANKS CORP COM 5/5/2006 10/25/2005 8,762.25 4,153.97 4,608.28 -200 CHUBB CORP COM 12115/2005 11/22/2005 19,372.39 19,493.28 (120.89) -400 CHUBB CORP COM 12/15/2005 10/7/2005 38,744.78 34,463.64 4,281.14 -500 CHUBB CORP COM 2124/2006 1/31/2006 47,590.43 47,175.55 414.88 -500 CHUBB CORP COM 3/20/2006 1/31/2006 48,972.64 47,175.55 1,797.09 -100 CHUBB CORP COM 3/20/2006 10/7/2005 9,794.53 8,615.91 1,178.62 -200 CIGNA CORP COM 1/6/2006 9/14/2005 23,342.60 22,920.80 421.80400 CIGNA CORP COM 1/6/2006 8/25/2005 46,685.20 45,249.88 1,435.32600 CIGNA CORP COM 1/6/2006 11/22/2005 70,027.81 67,596.30 2,431.51 -200 CIGNA CORP COM 1/31/2006 11/22/2005 23,810.28 22,532.10 1,278.18400 CIGNA CORP COM 3/20/2006 2124/2006 52,892.30 49,480.12 3,412.18 -600 CIGNA CORP COM 3/20/2006 11/22/2005 79,338.44 67,596.30 11,742.14800 CIGNA CORP COM 6/212006 11/22/2005 77,716.57 90,128.40 (12,411.83) -300 CIGNA CORP COM 6/2/2006 12115/2005 29,143.72 33,759.60 (4,615.88) -600 CIGNA CORP COM 6/212006 11/3/2005 58,287.43 66,963.18 (8,675.75) -600 CIGNA CORP COM 6/2/2006 8/212005 58,287.43 65,047.08 (6,759.65)1700 CIGNA CORP COM 6/2/2006 5/2/2006 165,147.72 176,094.33 (10,946.61) -118 CIGNA CORP COM 6/212006 5/20/2005 11,463.19 11,461.05 - 2.14282 CIGNA CORP COM 6/2/2006 5/20/2005 27,512.48 27,389.95 - 122.53200 CIGNA CORP COM 6/2/2006 3/15/2005 19,512.40 17,510.74 - 2,001.6649 CIGNA CORP COM 7/27/2006 4/19/2006 4,678.27 6,150.72 (1,472.45) -108 CIGNA CORP COM 7/28/2006 4/19/2006 9,918.34 13,556.67 (3,638.33) -43 CIGNA CORP COM 7/28/2006 4/19/2006 3,952.40 5,397.57 (1,445.17) -20 CIGNA CORP COM 7/28/2006 2/24/2006 1,838.32 2,482.75 (644.43)

200 CIGNA CORP COM 8/15/2006 6/26/2006 21,112.95 18,761.50 2,351.45 -900 CIGNA CORP COM 9/6/2006 6/26/2006 100,185.01 84,426.75 15,758.26200 CIGNA CORP COM 9/27/2006 6/26/2006 23,382.00 18,761.50 4,620.50 -300 CIGNA CORP COM 9/27/2006 3/15/2005 35,073.00 26,266.11 - 8,806.89100 CIMAREX ENERGY CO COM 12/27/2005 9/9/2004 4,156.61 3,220.07 936.54100 CIMAREX ENERGY CO COM 2/28/2006 9/9/2004 4,254.81 3,220.07 - 1,034.74100 CIMAREX ENERGY CO COM 2/28/2006 1/22/2004 4,254.80 2,657.04 - 1,597.76

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100 CIMAREX ENERGY CO COM 11/10/2006 8/9/2006 3,652.68 4,027.55 (374.87) -900 CINCINNATI FINL CORP COM 12/15/2005 11/2212005 40,588.93 39,680.10 908.83

300 CINCINNATI FINL CORP COM 9/27/2006 7/24/2006 14,473.56 14,147.79 325.77 -

200 CINCINNATI FINL CORP COM 10/20/2006 7/24/2006 9,743.48 9,431.86 311.62

50 CINTAS CORP COM 9/27/2006 6/26/2006 2,028.43 1,998.84 29.59 -

50 CINTAS CORP COM 9/27/2006 6/26/2006 2,035.83 1,998.83 37.00122 CINTAS CORP COM 11/14/2006 10/20/2006 5,183.62 5,016.70 166.92878 CINTAS CORP COM 11/14/2006 10/20/2006 37,327.55 36,103.80 1,223.75700 CISCO SYS INC COM 1/31/2006 7/11/2005 12,979.28 13,605.76 (626.48)1700 CISCO SYS INC COM 1/31/2006 8/25/2005 31,521.11 29,905.21 1,615.902200 CISCO SYS INC COM 2/24/2006 8/25/2005 43,590.56 38,700.86 4,889.704100 CISCO SYS INC COM 2124/2006 4128/2005 81,236.95 70,810.69 10,426.26 -1000 CISCO SYS INC COM 3/20/2006 4/28/2005 21,506.53 17,270.90 4,235.63

500 CISCO SYS INC COM 6/2/2006 4/11/2006 10,276.13 10,527.65 (251.52) -

500 CISCO SYS INC COM 6/2/2006 4/28/2005 10,276.13 8,635.45 1,640.682800 CISCO SYS INC COM 6/26/2006 10/3/1997 54,860.11 24,286.70 30,573.418496 CISCO SYS INC COM 7/20/2006 3/3/2006 150,967.58 180,576.53 (29,608.95) -

702 CISCO SYS INC COM 8/15/2006 7/24/2006 14,522.53 12,616.14 1,906.39 -698 CISCO SYS INC COM 8/15/2006 7/24/2006 14,168.96 12,544.25 1,624.71750 CISCO SYS INC COM 9/6/2006 7/24/2006 16,483.81 13,478.77 3,005.04450 CISCO SYS INC COM 9/6/2006 7/24/2006 9,890.29 8,064.00 1,826.29 -65 CISCO SYS INC COM 11/14/2006 7/24/2006 1,724.07 1,164.80 559.27 -

1635 CISCO SYS INC COM 11/14/2006 7/24/2006 43,427.53 29,299.20 14,128.33 -

8100 CISCO SYSINC COM 11/1412006 10/3/1997 215,145.59 70,257.96 - 144,887.63

800 CIT GROUP INC NEW COM 3/20/2006 2/24/2006 43,627.22 43,021.84 605.38 -1300 CIT GROUP INC NEW COM 3/20/2006 1/6/2006 70,894.23 67,752.36 3,141.87 -800 CIT GROUP INC NEW COM 6/26/2006 5/2/2006 41,745.20 42,692.64 (947.44)300 CIT GROUP INC NEW COM 6/26/2006 1/6/2006 15,654.45 15,635.16 19.29 -

2200 CIT GROUP INC NEW COM 6/26/2006 9/14/2005 114,799.29 101,539.24 13,260.05100 CIT GROUP INC NEW COM 6/26/2006 8/25/2005 5,218.15 4,490.20 727.95

2097 CIT GROUP INC NEW COM 9/6/2006 7/24/2006 96,134.01 95,552.95 581.06703 CIT GROUP INC NEW COM 9/6/2006 7/24/2006 32,025.23 32,033.25 (8.02)2680 CIT GROUP INC NEW COM 9/27/2006 7/24/2006 129,756.79 122,118.22 7,638.571620 CIT GROUP INC NEW COM 9/27/2006 8/15/2006 78,435.07 69,849.86 8,585.211400 CITIGROUP INC 3/20/2006 1/6/2006 66,252.54 67,843.44 (1,590.90)1900 CITIGROUP INC 3/20/2006 11/3/2005 89,914.17 86,303.13 3,611.04200 CITIGROUP INC 6/2/2006 5/212006 10,011.77 9,893.98 117.791600 CITIGROUP INC 8/15/2006 5/2/2006 77,478.58 79,151.84 (1,673.26) -

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490 CITIGROUP INC 11/7/2006 4128/2006 24,662.41 24,199.14 463.27 -3600 CITIZEN COMMUNICATIONS CO CL B 12/15/2005 11 /22/2005 45,972.23 45,708.84 263.39 -3900 CITIZEN COMMUNICATIONS CO CL B 2124/2006 1 /612006 51 ,499.08 48,227.79 3,271.291600 CITIZEN COMMUNICATIONS CO CL B 4/11/2006 3/20/2006 20 ,864.31 21,802.24 (937.93)5100 CITIZEN COMMUNICATIONS CO CL B 8/15/2006 6/2612006 68,585.24 63,308.85 5,276.39 -200 CLARCOR INC 11/10/2006 10/31/2003 6,566.75 4,043.53 - 2,523.22

5100 CLEAR CHANNEL COMMUNICATIONS INC COM 5/2/2006 4/11/2006 146,434.86 146,065.53 369.33 -6621 CLEAR CHANNEL COMMUNICATIONS INC COM 10/20/2006 9/27/2006 207,051.50 193,068.36 13,983.14179 CLEAR CHANNEL COMMUNICATIONS INC COM 10/20/2006 9/27/2006 5,597.68 5,208.90 388.78 -500 CLECO CORP NEW 4/412006 11/28/2005 11,215.05 11,272.00 (56.95)264 CLECO CORP NEW 5/5/2006 11/28/2005 6,132.53 5,951.62 180.91

136 CLECO CORP NEW 5/5/2006 11/28/2005 3,153.31 3,065.98 87.33 -200 CLECO CORP NEW 5/5/2006 10/25/2005 4,637.21 4,338.08 299.13 -400 CLECO CORP NEW 5/5/2006 4/15/2005 9 , 274.43 8 ,310.48 - 963.951400 CLOROX CO COM 1/6/2006 12115/2005 81,833.64 77,204.82 4,628.82 -

700 CLOROX CO COM 1/6/2006 11/22/2005 40,916.82 38,218.39 2,698.43 -700 CLOROX CO COM 1/6/2006 10/7/2005 40,916.83 37,608.83 3,308.00 -1400 CLOROX CO COM 3/20/2006 2/24/2006 86,976.67 85,446.76 1,529.91 -500 CLOROX CO COM 3/20/2006 10/7/2005 31,063.09 26,863.45 4,199.64 -200 CLOROX CO COM 8/15/2006 7/24/2006 11 ,912.29 11,814.02 98.27 -400 CLOROX CO COM 9/27/2006 7/24/2006 25,455.61 23,628.04 1 ,827.57 -100 CNS INC COM 5/5/2006 11/28/2005 2,442.34 2,403.20 39.14 -400 CNS INC COM 7/6/2006 11/28/2005 9,716.54 9,612.80 103.74 -300 CNS INC COM 819/2006 11/28/2005 7,125.14 7,209.60 (84.46) -

500 CNS INC COM 10/1212006 11/28/2005 18 ,403.58 12,016.00 6,387.58 -

700 COACH INC COM 1/31/2006 12115/2005 25,075.11 23,912.28 1,162.83 -

200 COACH INC COM 4/11/2006 3/20/2006 6,840.78 7,124.84 (284.06) -2900 COACH INC COM 6/2/2006 3/20/2006 86,065.29 103,310.18 (17,244.89) -

1900 COACH INC COM 6/2/2006 12/15/2005 56,387.61 64,904.76 (8,517.15) -

500 COACH INC COM 6/2/2006 5/212006 14,838.84 16,293.70 (1,454.86) -

1118 COACH INC COM 6/16/2006 212/2006 33,475.47 40,614.70 (7,139.23) -

1059 COACH INC COM 6/16/2006 2/1/2006 31,708.87 38 ,371.70 (6,662.83) -

257 COACH INC COM 6/19/2006 2/1/2006 7,665.74 9,312.11 (1,646.37)767 COACH INC COM 6/19/2006 2/15/2006 22,877.91 27,307.19 (4,429.28) -

478 COACH INC COM 6/19/2006 2/15/2006 14,257.68 16,968.00 (2,710.32) -205 COACH INC COM 6/19/2006 4/10/2006 6,114.70 7,220.88 (1,106.18) -156 COACH INC COM 6/20/2006 4/10/2006 4,575.65 5,494.91 (919.26) -100 COCA COLA CO COM 1 /6/2006 5/20/2005 4,094.67 4,487.66 (392.99) -

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300 COCA COLA CO COM 1/31/2006 5/20/2005 12,435.79 13,462.98 (1,027.19)3500 COCA COLA CO COM 1/31/2006 6/1412005 145,084.19 153,232.45 (8,148.26)500 COCA COLA CO COM 7/24/2006 6/14/2005 22,010.27 21,890.35 - 119.92300 COCA COLA CO COM 7/24/2006 6114/2005 13,184.59 13,134.21 - 50.38200 COCA COLA CO COM 7/24/2006 9/14/2005 8,789.73 8,725.06 64.67 -1100 COCA COLA CO COM 8/15/2006 9/14/2005 48,665.47 47,987.83 677.64

1300 COCA COLA CO COM 8/15/2006 8125/2005 57,513.74 56,683.25 830.49

1000 COCA COLA ENTERPRISES INC COM 12/15/2005 11/3/2005 19,755.87 18,856.70 899.17 -

800 COCA COLA ENTERPRISES INC COM 3/20/2006 2124/2006 16,458.45 15,684.00 774.45 -

200 COHU INC 11/10/2006 12127/2005 3,999.13 4,661.36 (662.23)200 COLGATE PALMOLIVE CO COM 1/31/2006 1/612006 10,943.20 10,976.90 (33.70) -500 COLGATE PALMOLIVE CO COM 4/11/2006 1/6/2006 28,578.57 27,442.25 1,136.32300 COLGATE PALMOLIVE CO COM 4/11/2006 2/2412006 17,147.15 16,421.64 725.51100 COLGATE PALMOLIVE CO COM 4/11/2006 11/3/2005 5,715.71 5,200.20 515.51

1600 COLGATE PALMOLIVE CO COM 7/24/2006 6/26/2006 99,568.14 96,346.56 3,221.581000 COLGATE PALMOLIVE CO COM 7/24/2006 6/2/2006 62,230.09 60,010.10 2,219.99 -3000 COLGATE PALMOLIVE CO COM 11/14/2006 9/27/2006 193,369.56 186,652.50 6,717.06 -300 COLGATE PALMOLIVE CO COM 11/14/2006 10/20/2006 19,336.96 18,109.53 1,227.43 -

2550 COLGATE PALMOLIVE CO COM 11/14/2006 8/15/2006 164,364.12 153,479.91 10,884.21 -

50 COLGATE PALMOLIVE CO COM 11/1412006 8/15/2006 3,222.83 3,004.25 218.58 -

400 COMCAST CORP NEW CL A COM 1/6/2006 10/7/2005 10,570.87 11,387.00 (816.13)

200 COMCAST CORP NEW CL A COM 1/31/2006 10/7/2005 5,560.21 5,693.50 (133.29)

6400 COMCAST CORP NEW CL A COM 1/31/2006 12/15/2005 177,926.69 171,464.32 6,462.37 -

2000 COMCAST CORP NEW CL A COM 9/27/2006 9/6/2006 72,412.97 69,479.80 2,933.17

200 COMCAST CORP NEW CL A COM 9/27/2006 8/15/2006 7,241.30 6,921.76 319.54800 COMERICA INC COM 12/15/2005 11/2212005 45,963.91 46,518.24 (554.33) -900 COMERICA INC COM 6/2/2006 11/2212005 49,789.08 52,333.02 (2,543.94) -600 COMERICA INC COM 7/24/2006 11/2212005 33,205.26 34,888.68 (1,683.42)

1100 COMERICA INC COM 7/24/2006 1/31/2006 60,876.31 61,448.53 (572.22) -

1315 COMERICA INC COM 7/24/2006 5/212006 72,963.55 72,774.86 188.69

93 COMERICA INC COM 8/15/2006 5/212006 5,379.58 5,146.82 232.761300 COMERICA INC COM 8/15/2006 6/26/2006 75,198.39 66,934.40 8,263.99

72 COMERICA INC COM 9/6/2006 6/2612006 4,126.91 3,707.14 419.77

1128 COMERICA INC COM 9/6/2006 6/2612006 64,653.17 58,078.46 6,574.71 -

2800 COMERICA INC COM 10/20/2006 9/27/2006 164,014.48 161,666.96 2,347.52

1000 COMERICA INC COM 10/20/2006 6/26/2006 58,576.60 51,488.00 7,088.60 -

800 COMMERCIAL FED CORP COM 12/5/2005 5/18/2005 27,200.00 20,341.28 6,858.72 -

400 COMMERCIAL METALS CO 6/6/2006 4/15/2005 9,574.47 5,601.26 3,973.21

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400 COMMERCIAL METALS CO 6/612006 6/22/2005 9,574.47 5,144.36 4,430.11 -

1600 COMMERCIAL METALS CO 6/6/2006 3/25/2004 38,297.86 12,392.40 - 25,905.46

7 COMMERCIAL METALS CO 6/6/2006 1/22/2004 167.55 52.42 - 115.13793 COMMERCIAL METALS CO 6/6/2006 1/22/2004 19,130.54 5,938.58 - 13,191.96

3856 . 9 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 12/17/2005 7/2/2001 3,856.90 4,031.06 - (174.16)3346 . 2 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 1/17/2006 7/2/2001 3,346.20 3,497.30 - (151.10)

3368 .77 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 2117/2006 7/2/2001 3,368.77 3,520.89 - (152.12)4994.94 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 3/17/2006 7/2/2001 4,994.94 5,220.49 - (225.55)

20855 .02 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 4/17/2006 7/2/2001 20,855.02 21,796.76 - (941.74)

3936 .83 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 5/17/2006 7/2/2001 3,936.83 4,114 .60 - (177.77)

3437.36 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 6/17/2006 7/2/2001 3 ,437.36 3,592.58 - (155.22)3952 .59 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 7/10/2006 7/2/2001 3,952.59 4,131.07 - (178.48)3451.01 COMMERCIAL MTG ASSET TR 1999-C2 COML MTG PASSTHRU A-1 8/17/2006 7/2/2001 3,451.01 3,606.84 - (155.83)




100 COMMONWEALTH TEL ENTERPRISES INC NEW 4/4/2006 2/16/2005 3,405.41 4,699.00 - (1,293.59)100 COMMONWEALTH TEL ENTERPRISES INC NEW 4/4/2006 10/31/2003 3,405.40 4,118.46 - (713.06)100 COMMONWEALTH TEL ENTERPRISES INC NEW 9/8/2006 10/31/2003 3,558.52 4,118.46 - (559.94)100 COMMONWEALTH TEL ENTERPRISES INC NEW 9/8/2006 6/2212005 3,558.52 4,093.97 - (535.45)68 COMMONWEALTH TEL ENTERPRISES INC NEW 9/8/2006 8/9/2006 2,419.79 2,335.29 84.50 -

132 COMMONWEALTH TEL ENTERPRISES INC NEW 9/8/2006 8/9/2006 4,697.25 4,528.26 168.99 -300 COMMUNITY BK SYS INC COM 7/6/2006 5/18/2005 6,142.31 6,997.80 (855.49)300 COMMUNITY BK SYS INC COM 7/6/2006 12/27/2005 6,142.31 6,973.59 (831.28) -500 COMMUNITY BK SYS INC COM 7/6/2006 1/27/2006 10,237.18 11,459.60 (1,222.42) -400 COMMUNITY BK SYS INC COM 9/8/2006 1/27/2006 8,687.17 9,167.68 (480.51) -

1691 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 8/15/2006 1/31/2006 37,234.68 42,814.77 (5,580.09) -1845 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 8/17/2006 1/31/2006 41 ,746.64 46,713.92 (4,967.28) -

3666 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 8/17/2006 2/2/2006 82,950.23 89,680.44 (6,730.21) -

500 COMPASS BANCSHARES INC 12/15/2005 11/22/2005 24,764.46 24,481.20 283.26 -1000 COMPUTER SCIENCES CORP COM 7/24/2006 6/2/2006 51,420.82 56,985.90 (5,565.08) -500 COMPUTER SCIENCES CORP COM 9/27/2006 6/2/2006 24,068.71 28,492.95 (4,424.24) -1502 COMPUTER SCIENCES CORP COM 9/27/2006 8/15/2006 72 ,302.40 70,378.61 1,923.79 -

255 COMPUTER SCIENCES CORP COM 9/27/2006 9/6/2006 12,275.04 11,925.08 349.96 -845 COMPUTER SCIENCES CORP COM 9/27/2006 9/6/2006 40,676.12 39,471.22 1,204.90 -

398 COMPUTER SCIENCES CORP COM 9/27/2006 8/15/2006 19,158.70 18,534.86 623.84 -

200 COMPUTER SCIENCES CORP COM 11/14/2006 8/15/2006 10,129.04 9,314.00 815.04 -

3200 CONAGRA INC COM 4/11/2006 2/24/2006 68 ,962.68 66,833.28 2,129.40 -

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78 CONMED CORP COM 5/5/2006 9/27/2005 1,659.78 2,159.25 (499.47) -222 CONMED CORP COM 5/5/2006 9/27/2005 4,695.95 6,145.56 (1,449.61) -100 CONMED CORP COM 5/5/2006 3125/2004 2,115.30 2,702.00 - (586.70)100 CONMED CORP COM 5/5/2006 11/28/2005 2,115.29 2,343.30 (228.01)500 CONMED CORP COM 7/6/2006 11128/2005 10,445.98 11,716.50 (1,270.52) -

500 CONMED CORP COM 7/6/2006 10/31/2003 10,445.97 10,236.05 - 209.92800 CONOCOPHILLIPS COM 1/31/2006 11/2212005 51,982.08 51,769.60 212.48 -

2500 CONOCOPHILLIPS COM 2/24/2006 11/2212005 157,568.16 161,780.00 (4,211.84) -

500 CONOCOPHILLIPS COM 2/24/2006 12/15/2005 31,513.63 29,176.95 2,336.68 -504.98 CONOCOPHILLIPS COM 4/11/2006 9/1412005 34,183.97 32,043.51 2,140.46 -793.54 CONOCOPHILLIPS COM 4111/2006 10/7/2005 53,717.68 50,354.08 3,363.60 -

865.68 CONOCOPHILLIPS COM 4111/2006 1/6/2006 58,601.10 54,931.72 3,669.38216.42 CONOCOPHILLIPS COM 4/11/2006 3/20/2006 14,650.27 13,732.93 917.34 -

1899.38 CONOCOPHILLIPS COM 4111/2006 3/20/2006 128,576.10 115,482.11 13,093.99 -0.62 CONOCOPHILLIPS COM 4/20/2006 3120/2006 42.29 37.70 4.59 -1800 CONOCOPHILLIPS COM 6/212006 5/2/2006 115,141.92 123,155.46 (8,013.54) -550 CONOCOPHILLIPS COM 6/8/2006 8/31/2005 32,799.62 36,212.66 (3,413.04) -1995 CONOCOPHILLIPS COM 6/8/2006 8/31/2005 119,298.33 131,353.19 (12,054.86)960 CONOCOPHILLIPS COM 6/8/2006 2/17/2006 57,406.72 58,245.70 (838.98) -200 CONOCOPHILLIPS COM 8/15/2006 5/2/2006 13,376.41 13,683.94 (307.53)1600 CONOCOPHILLIPS COM 8/15/2006 3/20/2006 107,011.27 97,279.84 9,731.43 -200 CONOCOPHILLIPS COM 10/20/2006 3/20/2006 12,144.03 12,159.98 (15.95) -

1600 CONOCOPHILLIPS COM 10/20/2006 12/15/2005 97,152.21 93,366.24 3,785.97 -1600 CONOCOPHILLIPS COM 10/20/2006 8/23/2004 97,152.22 59,100.80 - 38,051.421000 CONOCOPHILLIPS COM 10/20/2006 3111/2004 60,720.13 34,366.30 26,353.83

45 CONOCOPHILLIPS COM 11/14/2006 3/11/2004 2,838.29 1,546.48 1,291.81455 CONOCOPHILLIPS COM 11/14/2006 3/11/2004 28,751.20 15,636.67 - 13,114.53200 CONSOLIDATED GRAPHICS INC 1/27/2006 7/7/2004 10,276.82 8,558.00 - 1,718.82800 CONSTELLATION ENERGY GROUP INC 12115/2005 1017/2005 48,757.00 45,814.96 2,942.04 -

1125 CONSTELLATION ENERGY GROUP INC 3/23/2006 4/19/2005 62,536.83 59,441.40 3,095.43 -1310 CONSTELLATION ENERGY GROUP INC 3131/2006 4/19/2005 71,627.95 69,216.21 2,411.74 -1266 CONSTELLATION ENERGY GROUP INC 4/6/2006 4/19/2005 68,599.27 66,891.39 1,707.88 -264 CONSTELLATION ENERGY GROUP INC 417/2006 4/19/2005 14,118.42 13,948.91 169.51 -700 CONSTELLATION ENERGY GROUP INC 6/26/2006 2/24/2006 37,752.01 41,180.86 (3,428.85) -1500 CONSTELLATION ENERGY GROUP INC 6/26/2006 3/20/2006 80,897.16 83,354.40 (2,457.24) -1700 CONSTELLATION ENERGY GROUP INC 9/6/2006 3/20/2006 101,440.64 94,468.32 6,972.32 -200 COOPER COMPANIES INC 12/27/2005 3/16/2005 10,306.36 16,115.98 (5,809.62) -100 COOPER COMPANIES INC 12127/2005 1/2212004 5,153.18 4,850.50 - 302.68

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100 COOPER COMPANIES INC 12/27/2005 10/31/2003 5,153.18 4,355.00 - 798.18300 COOPER COMPANIES INC 8/9/2006 5/5/2006 13,794.65 16,098.18 (2,303.53) -900 COOPER INDUSTRIES LTD NEW BERMUDA COM 1/6/2006 12/15/2005 68,448.47 64,831.77 3,616.70 -100 COOPER INDUSTRIES LTD NEW BERMUDA COM 1/31/2006 12115/2005 8,114.54 7,203.53 911.01 -500 COOPER INDUSTRIES LTD NEW BERMUDA COM 4/11/2006 3/20/2006 42,256.55 42,133.10 123.45 -700 COOPER INDUSTRIES LTD NEW BERMUDA COM 5/212006 3/20/2006 65,526.45 58,986.34 6,540.11 -400 COOPER INDUSTRIES LTD NEW BERMUDA COM 5/212006 10/7/2005 37,443.69 26,521.92 10,921.77 -

1200 COOPER INDUSTRIES LTD NEW BERMUDA COM 9/27/2006 8/15/2006 102,203.02 102,114.72 88.30 -1000 CORN PRODS INTL INC 12/27/2005 10/31/2003 24,156.45 16,944.35 - 7,212.10

100 CORN PRODS INTL INC 1/27/2006 10/31/2003 2,686.91 1,694.43 - 992.48

1200 CORNING INC COM 12/15/2005 11/22/2005 25,317.14 24,988.56 328.58 -

1400 CORNING INC COM 3/20/2006 2124/2006 38,864.48 34,462.82 4,401.66 -

200 CORNING INC COM 3120/2006 11/22/2005 5,552.07 4,164.76 1,387.31 -

300 COSTCO WHSL CORP NEW 5/2/2006 1/31/2006 16,240.15 14,886.75 1,353.40 -300 COSTCO WHSL CORP NEW 6/26/2006 1/31/2006 16,769.39 14,886.75 1,882.64 -

1150 COSTCO WHSL CORP NEW 9/27/2006 7/24/2006 58,589.32 61,206.57 (2,617.25) -

1150 COSTCO WHSL CORP NEW 9/27/2006 7/24/2006 58,589.32 60,955.75 (2,366.43) -

1954 COUNTYRWIDE CREDIT INDUSTRY 1/11/2006 4/20/2005 72,400.90 63,203.69 9,197.21 -1086 COUNTYRWIDE CREDIT INDUSTRY 1/12/2006 4/20/2005 39,422.76 35,127.54 4,295.22 -174 COUNTYRWIDE CREDIT INDUSTRY 1/13/2006 4/20/2005 6,330.10 5,628.17 701.93 -868 COUNTYRWIDE CREDIT INDUSTRY 1/25/2006 4/20/2005 29,700.83 28,076.15 1,624.68 -

2418 COUNTYRWIDE CREDIT INDUSTRY 1/30/2006 4/20/2005 82,816.62 78,212.15 4,604.47 -3851 COUNTYRWIDE CREDIT INDUSTRY 1/31/2006 4/20/2005 129,370.76 124,563.67 4,807.09 -

1327 COUNTYRWIDE CREDIT INDUSTRY 21212006 4/20/2005 43,297.49 42,922.88 374.61 -

1324 COUNTYRWIDE CREDIT INDUSTRY 2/3/2006 4/20/2005 42,563.84 42,825.84 (262.00) -2900 COUNTYRWIDE CREDIT INDUSTRY 2/24/2006 1/6/2006 102,410.93 103,342.08 (931.15) -500 COUNTYRWIDE CREDIT INDUSTRY 2/24/2006 12/15/2005 17,657.06 17,733.15 (76.09) -

4000 COUNTYRWIDE CREDIT INDUSTRY 2/24/2006 1/31/2006 141,256.46 134,193.20 7,063.26 -1000 COUNTYRWIDE CREDIT INDUSTRY 2/24/2006 10/7/2005 35,314.11 31,443.30 3,870.81 -600 COUNTYRWIDE CREDIT INDUSTRY 2/24/2006 11/10/2004 21,188.47 18,578.76 - 2,609.71600 COUNTYRWIDE CREDIT INDUSTRY 4/11/2006 11/10/2004 22,146.99 18,578.76 - 3,568.23

4670 COUNTYRWIDE CREDIT INDUSTRY 9/6/2006 8/15/2006 160,962.95 158,339.15 2,623.80 -

5430 COUNTYRWIDE CREDIT INDUSTRY 9/6/2006 8/15/2006 187,574.12 184,107.41 3,466.71 -147 COUNTYRWIDE CREDIT INDUSTRY 11/14/2006 9/27/2006 5,904.07 5,237.95 666.12 -




2300 COVENTRY HEALTH CARE INC 5/212006 4/11/2006 113,094.65 112,284.85 809.80 -

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1800 COVENTRY HEALTH CARE INC 10/20/2006 7/24/2006 91,359.25 101,714.40 (10,355.15) -

100 CPI CORP COM 12/27/2005 10/31/2003 1,884.74 1,986.75 - (102.01)

100 CPI CORP COM 616/2006 10/31/2003 2,926.89 1,986.75 - 940.14

100 CPI CORP COM 918/2006 8/9/2006 4,105.87 3,274.02 831.85

47 CROSS CTRY HEALTHCARE INC COM 1/27/2006 3/16/2005 921.28 751.76 169.52 -

253 CROSS CTRY HEALTHCARE INC COM 1/27/2006 2/16/2005 4,959.22 3,939.79 1,019.43

100 CROSS CTRY HEALTHCARE INC COM 1/27/2006 9/9/2004 1,960.17 1,531.00 - 429.17

200 CROSS CTRY HEALTHCARE INC COM 5/5/2006 10/31/2003 3,724.88 2,777.40 - 947.48

297 CROSS CTRY HEALTHCARE INC COM 10/12/2006 7/6/2006 5,471.10 5,333.53 137.57 -

3 CROSS CTRY HEALTHCARE INC COM 10/12/2006 7/6/2006 55.07 53.87 1.20100 CSX CORP COM 12/15/2005 10/7/2005 4,916.01 4,506.09 409.92 -500 CSX CORP COM 12/15/2005 9/14/2005 24,580.07 22,118.45 2,461.62 -800 CSX CORP COM 1/6/2006 9/14/2005 39,350.87 35,389.52 3,961.35 -

500 CSX CORP COM 2/24/2006 1/31/2006 27,487.16 26,611.50 875.66 -

2500 CSX CORP COM 2/24/2006 9/1412005 137,435.77 110,592.25 26,843.52 -

3 CTS CORP 2128/2006 1/27/2006 36.95 37.49 (0.54)

100 CTS CORP 11/10/2006 10/5/2006 1,488.09 1,399.00 89.09

600 CTS CORP 11/10/2006 1/27/2006 8,928.57 7,498.92 1,429.6539 CTS CORP 11/10/2006 10/25/2005 580.36 472.29 - 108.0761 CTS CORP 11/10/2006 9/28/2005 907.73 709.82 - 197.91

300 CUBIC CORP COM 7/6/2006 2/28/2006 5,935.31 6,383.91 (448.60) -159 CUBIC CORP COM 8/9/2006 2128/2006 3,245.82 3,383.47 (137.65) -41 CUBIC CORP COM 9/8/2006 2/28/2006 785.94 872.47 (86.53) -

400 CUMMINS ENGINE CO INC COM 12115/2005 11/22/2005 35,240.80 35,190.96 49.84 -200 CUMMINS ENGINE CO INC COM 1/6/2006 11/22/2005 18,943.43 17,595.48 1,347.95

500 CUMMINS ENGINE CO INC COM 4/11/2006 3/20/2006 53,524.75 53,986.90 (462.15)

400 CUMMINS ENGINE CO INC COM 6/26/2006 5/2/2006 44,602.07 43,014.16 1,587.91

200 CURTISS WRIGHT CORP COM 8/9/2006 6/6/2006 5,967.82 6,403.94 (436.12) -

288 CURTISS WRIGHT CORP COM 8/9/2006 7/6/2006 8,593.65 8,718.19 (124.54) -

12 CURTISS WRIGHT CORP COM 8/9/2006 7/6/2006 358.81 363.26 (4.45) -200 CURTISS WRIGHT CORP COM 8/9/2006 3/25/2004 5,980.13 4,571.29 - 1,408.841100 CVS CORP 4/11/2006 3/20/2006 33,547.54 32,738.86 808.68 -2500 CVS CORP 4/11/2006 2/24/2006 76,244.40 70,388.50 5,855.90 -127 CVS CORP 4121/2006 4/20/2005 3,722.26 3,276.60 - 445.66

2240 CVS CORP 4/24/2006 4120/2005 65,443.85 57,792.00 - 7,651.85

1503 CVS CORP 4/25/2006 4/20/2005 43,650.29 38,777.40 4,872.89

3086 CVS CORP 4/27/2006 4/20/2005 90,911.69 79,618.80 11,292.89100 CYMER INC 1/27/2006 12/27/2005 4,566.99 3,738.89 828.10 -

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100 CYMER INC 1/27/2006 8/26/2005 4,566.98 3,190.35 1,376.63 -100 CYMER INC 6/6/2006 8/26/2005 4,808.07 3,190.35 1,617.72 -300 CYMER INC 8/9/2006 8/26/2005 11,833.70 9,571.05 2,262.65 -

100 CYMER INC 8/9/2006 9/27/2005 3,944.57 3,049.02 895.55 -200 CYMER INC 9/8/2006 9/27/2005 8,432.82 6,098.04 2,334.78

100 CYMER INC 9/8/2006 4/15/2005 4,216.41 2,399.29 1,817.121400 D R HORTON INC 4/11/2006 1/31/2006 47,713.05 52,430.84 (4,717.79) -500 DANAHER CORP. 2/24/2006 12/15/2005 30,560.46 28,616.55 1,943.91 -200 DANAHER CORP. 2/24/2006 1/6/2006 12,224.18 11,407.94 816.24 -

3000 DANAHER CORP. 6/2/2006 5/2/2006 192,796.88 193,507.20 (710.32) -

2700 DANAHER CORP. 7/24/2006 5/2/2006 171,902.64 174,156.48 (2,253.84) -

2000 DANAHER CORP. 7/24/2006 3/20/2006 127,335.29 127,993.60 (658.31) -

3200 DARDEN RESTAURANTS INC COM 1/6/2006 12115/2005 128,207.90 111,751.04 16,456.86 -200 DARDEN RESTAURANTS INC COM 1/6/2006 8/25/2005 8,012.99 6,205.96 1,807.03300 DARDEN RESTAURANTS INC COM 1/6/2006 9/14/2005 12,019.49 9,162.60 2,856.89 -300 DARDEN RESTAURANTS INC COM 8/15/2006 3/20/2006 10,397.68 12,308.43 (1,910.75)

648 DARDEN RESTAURANTS INC COM 8/15/2006 4/11/2006 22,458.99 25,427.91 (2,968.92)952 DARDEN RESTAURANTS INC COM 8/15/2006 4/11/2006 33,272.89 37,357.05 (4,084.16) -

2200 DARDEN RESTAURANTS INC COM 9/27/2006 4/11/2006 94,458.49 86,329.32 8,129.17

464 DARDEN RESTAURANTS INC COM 9/27/2006 5/2/2006 19,922.16 17,989.14 1,933.02 -

1136 DARDEN RESTAURANTS INC COM 9/27/2006 5/2/2006 49,033.93 44,042.38 4,991.55 -

300 DATASCOPE CORP 9/8/2006 414/2006 9,826.73 11,613.90 (1,787.17) -

100 DATASCOPE CORP 9/8/2006 5/5/2006 3,275.58 3,838.50 (562.92) -800 DEAN FOODS CO NEW COM 6/2612006 5/2/2006 28,737.11 31,576.96 (2,839.85) -400 DEAN FOODS CO NEW COM 6/26/2006 4/11/2006 14,368.56 15,116.68 (748.12) -

2900 DEAN FOODS CO NEW COM 8/15/2006 4/11/2006 111,338.01 109,595.93 1,742.08800 DEAN FOODS CO NEW COM 9/6/2006 4/11/2006 31,257.44 30,233.36 1,024.08700 DEAN FOODS CO NEW COM 9/6/2006 6/2/2006 27,350.26 25,058.67 2,291.59

2500 DEAN FOODS CO NEW COM 10/20/2006 6/2/2006 103,753.56 89,495.25 14,258.31 -

228 DECKERS OUTDOOR CORP COM 8/9/2006 5/5/2006 9,875.51 9,805.60 69.91 -72 DECKERS OUTDOOR CORP COM 8/9/2006 5/5/2006 3,109.89 3,096.50 13.39 -200 DECKERS OUTDOOR CORP COM 11/10/2006 5/5/2006 10,455.63 8,601.40 1,854.23

517 DEERE & CO COM 8/15/2006 316/2006 34,942.44 40,283.09 (5,340.65)

613 DEERE & CO COM 8/16/2006 3/6/2006 44,261.41 47,763.12 (3,501.71)

669 DEERE & CO COM 8/16/2006 3/7/2006 48,304.86 51,020.48 (2,715.62)

484 DEERE & CO COM 8/16/2006 3/8/2006 34,947.02 36,856.84 (1,909.82) -

2200 DELL INC COM 12/15/2005 10/1/2005 71,847.89 70,450.16 1,397.73 -

3200 DELL INC COM 12/15/2005 11/3/2005 104,506.03 94,800.00 9,706.03 -

Page 33 of 125

= man= MM M" - - -. s - - - - "



2600 DELL INC COM 2/24/2006 1/6/2006 75,793.39 79,496.30 (3,702.91) -

2000 DELL INC COM 6/2/2006 1/6/2006 51,680.61 61,151.00 (9,470.39) -500 DELL INC COM 6/2/2006 11/3/2005 12,920.15 14,812.50 (1,892.35) -

3400 DELL INC COM 6/2/2006 4/11/2006 87,857.04 100,459.46 (12,602.42) -

2700 DELL INC COM 6/2/2006 1/14/2003 69,768.83 71,019.99 - (1,251.16)800 DELL INC COM 8/15/2006 1/14/2003 17,555.54 21,042.96 - (3,487.42)300 DELL INC COM 9/27/2006 1/14/2003 6,737.16 7,891.11 - (1,153.95)100 DELL INC COM 9/27/2006 3/30/2001 2,245.72 2,618.75 - (373.03)100 DELL INC COM 9/27/2006 3130/2001 2,245.72 2,618.75 - (373.03)100 DELL INC COM 9/27/2006 11/8/2001 2,245.72 2,613.00 - (367.28)300 DELL INC COM 9/27/2006 11/8/2001 6,737.16 7,839.00 - (1,101.84)100 DELL INC COM 9/27/2006 3/30/2001 2,245.72 2,599.34 (353.62)

1700 DELL INC COM 9/27/2006 3/30/2001 38,177.26 44,188.78 - (6,011.52)100 DELL INC COM 9/27/2006 11/6/2001 2,245.72 2,599.00 - (353.28)300 DELL INC COM 9/27/2006 11/6/2001 6,737.16 7,797.00 - (1,059.84)200 DELL INC COM 9/27/2006 10/26/2001 4,491.44 5,170.60 - (679.16)

600 DELL INC COM 9/27/2006 10/26/2001 13,474.33 15,511.80 - (2,037.47)

200 DELL INC COM 9/27/2006 6/19/2002 4,491.44 5,159.00 - (667.56)

100 DELL INC COM 9/27/2006 11/5/2001 2,245.72 2,486.00 - (240.28)

300 DELL INC COM 9/27/2006 11/5/2001 6,737.16 7,458.00 - (720.84)

200 DELL INC COM 9/27/2006 10/31/2001 4,491.44 4,927.04 - (435.60)700 DELL INC COM 9/27/2006 10/31/2001 15,720.05 17,244.64 - (1,524.59)

300 DELL INC COM 9/27/2006 11/1/2001 6,737.16 7,389.00 - (651.84)

100 DELL INC COM 9/27/2006 11/1/2001 2,245.72 2,463.00 - (217.28)100 DELL INC COM 9/27/2006 11/2/2001 2,245.72 2,442.00 - (196.28)

200 DELL INC COM 9/27/2006 11/2/2001 4,491.45 4,884.00 - (392.55)600 DELL INC COM 9/27/2006 6/26/2006 13,474.33 14,310.12 (835.79) -250 DELL INC COM 11/14/2006 6/26/2006 6,258.55 5,962.55 296.00 -250 DELL INC COM 11/14/2006 6/26/2006 6,277.70 5,962.55 315.15 -44 DELPHI FINL GROUP INC CL A 5/5/2006 1/27/2006 2,329.50 2,093.39 236.11 -

256 DELPHI FINL GROUP INC CL A 5/5/2006 1/27/2006 13,549.71 12,179.71 1,370.00 -

100 DELPHI FINL GROUP INC CL A 8/9/2006 12127/2005 3,785.36 3,104.23 681.13 -21 DELTA & PINE LD CO COM 12/27/2005 7/26/2005 493.86 576.71 (82.85) -

79 DELTA & PINE LD CO COM 1/27/2006 7/26/2005 1,840.38 2,169.54 (329.16) -

121 DELTA & PINE LD CO COM 1/27/2006 6/22/2005 2,818.81 3,100.79 (281.98) -100 DELTA & PINE LD CO COM 6/6/2006 6/22/2005 2,734.64 2,562.64 172.00 -100 DELTA & PINE LD CO COM 7/6/2006 6/22/2005 3,220.40 2,562.64 - 657.76200 DELTA & PINE LD CO COM 9/8/2006 6/22/2005 8,115.37 5,125.28 - 2,990.09

Page 34 of 125

1W A


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700 DENDRITE INTL INC 2/28/2006 10/31/2003 9,355.98 10,595.62 - (1,239.64)53 DENDRITE INTL INC 2128/2006 5/19/2005 708.38 797.08 (88.70) -

47 DENDRITE INTL INC 2/28/2006 5/18/2005 628.19 681.25 (53.06) -300 DENDRITE INTL INC 9/8/2006 4/4/2006 2,924.19 4,062.78 (1,138.59) -1300 DEVON ENERGY CORP NEW 3/20/2006 1/31/2006 76,610.15 87,909.64 (11,299.49)

400 DEVON ENERGY CORP NEW 6/26/2006 1/31/2006 22,183.96 27,049.12 (4,865.16) -

700 DEVON ENERGY CORP NEW 6/26/2006 12/15/2005 38,821.93 46,756.01 (7,934.08) -400 DEVON ENERGY CORP NEW 6/26/2006 1/6/2006 22,183.96 26,714.64 (4,530.68)500 DEVON ENERGY CORP NEW 6/26/2006 5/212006 27,729.94 31,077.35 (3,347.41) -

100 DEVON ENERGY CORP NEW 6/26/2006 5/2/2006 5,572.32 6,215.47 (643.15) -

100 DEVON ENERGY CORP NEW 8/15/2006 5/2/2006 6,154.77 6,215.47 (60.70) -

1600 DEVON ENERGY CORP NEW 8/15/2006 11/3/2005 98,476.33 98,291.20 185.13 -

100 DEVON ENERGY CORP NEW 9/6/2006 11/312005 7,130.21 6,143.20 987.01

300 DEVON ENERGY CORP NEW 9/6/2006 8/25/2005 21,390.63 17,608.98 - 3,781.65100 DEVON ENERGY CORP NEW 9/6/2006 8/212005 7,130.21 5,730.48 - 1,399.73

1500 DEVON ENERGY CORP NEW 10/20/2006 9/27/2006 100,730.45 91,587.00 9,143.45735 DIAGEO PLC SPONSORED ADR 12113/2005 4/19/2005 43,501.14 43,951.90 (450.76) -175 DIAGEO PLC SPONSORED ADR 12113/2005 4/19/2005 10,326.76 10,464.74 (137.98) -271 DIAGEO PLC SPONSORED ADR 1/4/2006 4/19/2005 16,215.33 16,209.57 5.76 -

439 DIAGEO PLC SPONSORED ADR 1/5/2006 4/19/2005 26,055.21 26,258.30 (203.09) -

1130 DIAGEO PLC SPONSORED ADR 10/16/2006 4/19/2005 80,611.72 67,572.30 - 13,039.42100 DIAGNOSTIC PRODS CORP 6/6/2006 8/26/2005 5,781.49 5,231.33 550.16 -

100 DIAGNOSTIC PRODS CORP 6/6/2006 9/27/2005 5,781.49 5,215.60 565.89 -300 DIAGNOSTIC PRODS CORP 7/27/2006 9/27/2005 17,550.00 15,646.80 1,903.20 -500 DIAGNOSTIC PRODS CORP 7/27/2006 10/31/2003 29,250.00 20,445.50 - 8,804.50

200 DIGI INTL INC COM 1/27/2006 10/31/2003 2,239.63 1,852.14 - 387.49

200 DILLARDS INC CL A 11/14/2006 10/20/2006 6,817.95 6,148.94 669.01 -200 DILLARDS INC CL A 11/14/2006 10/20/2006 6,734.79 6,148.94 585.85 -300 DIME COMMUNITY BANCORP INC COM 5/5/2006 10/31/2003 4,259.87 5,664.50 - (1,404.63)400 DIME COMMUNITY BANCORP INC COM 5/5/2006 5/18/2005 5,679.82 6,120.80 (440.98) -

100 DIME COMMUNITY BANCORP INC COM 8/9/2006 5/18/2005 1,390.24 1,530.20 - (139.96)81 DIME COMMUNITY BANCORP INC COM 8/9/2006 12127/2005 1,126.09 1,210.63 (84.54) -19 DIME COMMUNITY BANCORP INC COM 9/8/2006 12/27/2005 267.52 283.97 (16.45) -

800 DISNEY WALT CO COM 1/6/2006 7/11/2005 19,661.63 20,226.08 (564.45) -

2900 DISNEY WALT CO COM 1/31/2006 7/11/2005 73,327.43 73,319.54 7.89 -600 DISNEY WALT CO COM 1/31/2006 11/22/2005 15,171.20 14,981.70 189.50 -

100 DISNEY WALT CO COM 1/31/2006 7/30/2004 2,528.53 2,304.52 - 224.01

2000 DISNEY WALT CO COM 3/20/2006 7/30/2004 57,337.43 46,090.40 - 11,247.03

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600 DISNEY WALT CO COM 5/2/2006 7/30/2004 16,776.56 13,827.12 2,949.4441 DISNEY WALT CO COM 9/27/2006 6/2/2006 1,270.85 1,255.22 15.63 -

2359 DISNEY WALT CO COM 9127/2006 6/2/2006 73,120.62 72,159.92 960.70 -1100 DISNEY WALT CO COM 9/27/2006 7/24/2006 34,096.09 32,161.47 1,934.62

598 DISNEY WALT CO COM 10/20/2006 7/24/2006 18,947.04 17,484.14 1,462.90 -

602 DISNEY WALT CO COM 10/20/2006 7/24/2006 19,084.07 17,601.10 1,482.97

6 DITECH COMMUNICATIONS CORP 12/27/2005 5/18/2005 50.86 67.08 (16.22) -

100 DJO INC COM 2/28/2006 12/27/2005 3,490.13 2,809.87 680.26 -

200 DJO INC COM 5/5/2006 5/18/2005 8,390.18 5,510.12 2,880.06 -300 DJO INC COM 5/5/2006 6/22/2005 12,585.27 8,069.79 4,515.48 -300 DJO INC COM 8/9/2006 6/22/2005 12,422.77 8,069.79 - 4,352.98300 DJO INC COM 8/9/2006 4/15/2005 12,422.76 7,677.81 - 4,744.95

200 DJO INC COM 11/10/2006 9/9/2004 8,821.68 4,260.80 - 4,560.88

4900 DOLLAR GEN CORP COM 12115/2005 11/3/2005 96,396.60 94,038.84 2,357.761900 DOLLAR GEN CORP COM 12115/2005 11/22/2005 37,378.28 35,399.66 1,978.62

500 DOLLAR GEN CORP COM 2/24/2006 11/22/2005 8,661.48 9,315.70 (654.22)

4300 DOLLAR GEN CORP COM 3/20/2006 11/2212005 77,771.28 80,115.02 (2,343.74) -

600 DOLLAR GEN CORP COM 4/11/2006 11/2212005 10,735.05 11,178.84 (443.79) -

1100 DOLLAR GEN CORP COM 4/11/2006 1/6/2006 19,680.92 19,340.09 340.83 -

8200 (DOLLAR GEN CORP COM 4/11/2006 1/31/2006 146,712.35 138,048.64 8,663.71 -

300 DOLLAR GEN CORP COM 6/212006 5/2/2006 4,769.31 5,205.84 (436.53)3350 DOLLAR GEN CORP COM 6/26/2006 5/2/2006 48,067.00 58,131.88 (10,064.88)

1850 DOLLAR GEN CORP COM 6/26/2006 5/2/2006 26,544.46 31,921.75 (5,377.29)

1800 DOLLAR GEN CORP COM 7/24/2006 5/2/2006 23,691.59 31,059.00 (7,367.41)1900 DOLLAR GEN CORP COM 7/24/2006 1/31/2006 25,007.79 31,986.88 (6,979.09) -1076 DOLLAR GEN CORP COM 9/6/2006 1/31/2006 13,430.10 18,114.68 (4,684.58) -524 DOLLAR GEN CORP COM 9/6/2006 1/31/2006 6,573.38 8,821.64 (2,248.26)

2700 DOLLAR GEN CORP COM 9/6/2006 8/15/2006 33,870.45 36,813.96 (2,943.51) -

572 DOMINION RESOURCES INC 1/27/2006 4/19/2005 42,845.55 42,373.76 471.79 -138 DOMINION RESOURCES INC 1/30/2006 4/19/2005 10,464.15 10,223.04 241.11 -

1000 DOMINION RESOURCES INC 1/31/2006 1/6/2006 75,483.58 78,102.30 (2,618.72) -

1827 DONNELLEY R R & SONS CO COM 12115/2005 11/22/2005 63,337.43 61,742.55 1,594.88

800 DONNELLEY R R & SONS CO COM 1/31/2006 11/22/2005 26,053.35 27,035.60 (982.25) -173 DONNELLEY R R & SONS CO COM 4/11/2006 11/22/2005 5,703.08 5,846.45 (143.37) -

2327 DONNELLEY R R & SONS CO COM 4/11/2006 1/6/2006 76,711.38 77,584.04 (872.66)

100 DONNELLEY R R & SONS CO COM 4/11/2006 3/20/2006 3,296.58 3,301.52 (4.94) -

1000 DONNELLEY R R & SONS CO COM 6/26/2006 3/20/2006 30,513.46 33,015.20 (2,501.74) -

500 DONNELLEY R R & SONS CO COM 6/26/2006 3/20/2006 15,179.53 16,507.60 (1,328.07) -

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500 DONNELLEY R R & SONS CO COM 6/2612006 6/2/2006 15,179.53 16,011.50 (831.97) -500 DOVER CORP COM 5/212006 3/20/2006 25,001.63 23,897.40 1,104.23900 DOVER CORP COM 10/20/2006 6/212006 45 ,754.05 43,944.93 1,809.12 -296 DOVER CORP COM 10/20/2006 9/6/2006 15,048.00 14,262.76 785.24 -1804 DOVER CORP COM 10/20/2006 9/6/2006 91,711.46 86,818.94 4,892.52 -

351 DOVER CORP COM 10/20/2006 9/27/2006 17,844.08 16,870.25 973.83 -

349 DOVER CORP COM 10/20/2006 9/27/2006 17,702.48 16,774 .13 928.35 -1648 DOVER CORP COM 11 /14/2006 9/27/2006 81,927.80 79,208.49 2,719.31130 DOVER CORP COM 11/14/2006 9/27/2006 6,468.73 6,248.24 220.49 -422 DOVER CORP COM 11/14/2006 9/27/2006 20 ,998.50 20,142.06 856.44 -

1100 DOVER CORP COM 11/14/2006 8/15/2006 54,735.41 51 ,566.24 3,169.17 -200 DOW CHEM CO COM 12/15/2005 12/13/2004 8,966.34 9,824.20 (857.86)984 DOW CHEM CO COM 1/4/2006 4/19/2005 42,510.45 44,958.96 (2,448.51) -26 DOW CHEM CO COM 1/4/2006 4/19/2005 1,126.67 1,187.94 (61.27) -

545 DOW CHEM CO COM 2/24/2006 4/19/2005 23,488.78 24,901.05 (1,412.27) -

1480 DOW CHEM CO COM 2/24/2006 6/9/2005 63 ,786.04 67,020.47 (3,234.43) -

1000 DOW CHEM CO COM 4/11/2006 12/13/2004 39,226.89 49,121.00 - (9,894.11)

700 DOW CHEM CO COM 4/11/2006 8/2/2005 27,458.83 33,699.26 (6,240.43)

2300 DOW CHEM CO COM 5/2/2006 8/212005 95,861.05 110,726.14 (14,865.09) -98 DOW CHEM CO COM 7/24/2006 8/2/2005 3 ,615.10 4,717.90 (1,102.80) -

102 DOW CHEM CO COM 7/2412006 8/2/2005 3 ,751.80 4,910.46 (1,158.66) -

400 DOW CHEM CO COM 8/15/2006 8/2/2005 14,577 .59 19,256.72 (4,679.13)

1000 DOW CHEM CO COM 8/15/2006 5/20/2005 36,443.98 45,708.60 - (9,264.62)

100 DOW CHEM CO COM 8/15/2006 11/3/2005 3,644.40 4,557.45 (913.05) -

200 DOW CHEM CO COM 8/15/2006 2/24/2006 7,288.80 8,650.40 (1,361.60) -1900 DOW CHEM CO COM 8/15/2006 3/20/2006 69,243.56 82,045.04 (12,801.48) -100 DOW CHEM CO COM 9/27/2006 3/20/2006 3,898.82 4,318.16 (419.34) -

100 DOWNEY FINL CORP COM 4/4/2006 1/27/2006 6,849.22 6,584.56 264.66 -100 DOWNEY FINL CORP COM 7/6/2006 1/27/2006 6,979.28 6,584.56 394.7226 DREW INDS INC COM NEW 4/4/2006 1/27/2006 945 .79 928.72 17.07

274 DREW INDS INC COM NEW 4/4/2006 2/28/2006 9,967.12 8,985.42 981.70 -226 DREW INDS INC COM NEW 8/9/2006 2/28/2006 5,604.63 7,411.33 (1,806.70) -

374 DREW INDS INC COM NEW 8/9/2006 11/28/2005 9,274.91 10,875.10 (1,600.19) -

0.92 DRS TECHNOLOGIES INC COM 2/9/2006 2/1/2006 44.79 45.47 (0.68) -

367 DRS TECHNOLOGIES INC COM 2/28/2006 2/1/2006 19,482.18 18,138.98 1,343.20 -

200 DRS TECHNOLOGIES INC COM 2/28/2006 1/10/2005 10,616.99 7,793.76 - 2,823.23

300 DRS TECHNOLOGIES INC COM 2/28/2006 10/31/2003 15,925.49 7,253.49 - 8,672.00

200 DSP GROUP INC 1/27/2006 2/16/2005 5,856.54 5,088.46 768.08 -

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400 DSP GROUP INC 7/6/2006 2/1612005 9,873.33 10,176.92 - (303.59)100 DSP GROUP INC 10/12/2006 2/16/2005 2,381.03 2,544.23 - (163.20)200 DSP GROUP INC 10/1212006 10/31/2003 4,762.05 4,825.34 - (63.29)

1100 DTE ENERGY CO COM 9/6/2006 8/15/2006 44,738.26 45,327.48 (589.22)600 DTE ENERGY CO COM 9/27/2006 8115/2006 24,704.72 24,724.08 (19.36) -

1600 DTE ENERGY CO COM 9/27/2006 6/26/2006 65,879.25 63,750.24 2,129.01 -

1400 DTE ENERGY CO COM 10/20/2006 6/26/2006 63,219.25 55,781.46 7,437.79 -

1400 DTE ENERGY CO COM 10/20/2006 4/11/2006 63,219.26 55,496.00 7,723.26 -1310 DU PONT E I DE NEMOURS & CO 1/25/2006 11/30/2005 51,300.52 57,046.57 (5,746.05) -665 DU PONT E I DE NEMOURS & CO 1/25/2006 11/7/2005 26,041.86 28,587.95 (2,546.09) -670 DU PONT E I DE NEMOURS & CO 1/25/2006 10/26/2005 26,237.67 28,149.85 (1,912.18) -1265 DU PONT E I DE NEMOURS & CO 1/25/2006 11/29/2005 49,538.28 55,031.42 (5,493.14) -

100 DU PONT E I DE NEMOURS & CO 10/20/2006 9/27/2006 4,480.44 4,294.68 185.76 -

100 DU PONT E 1 DE NEMOURS & CO 10/20/2006 9/27/2006 4,480.44 4,281.50 198.94

900 DU PONT E I DE NEMOURS & CO 10/20/2006 8/15/2006 40,323.98 35,698.77 4,625.21

2439 DUKE ENERGY CORP NEW COM 4/11/2006 2/24/2006 69,532.04 69,808.81 (276.77) -

1252 DUKE ENERGY CORP NEW COM 6/2/2006 5/2/2006 35,723.84 36,269.06 (545.22) -

148 DUKE ENERGY CORP NEW COM 6/2/2006 5/2/2006 4,192.71 4,287.40 (94.69)900 DUKE ENERGY CORP NEW COM 6/2/2006 2124/2006 25,496.21 25,759.71 (263.50) -200 DUKE ENERGY CORP NEW COM 6/2/2006 12/15/2005 5,665.83 5,474.48 191.351700 DUKE ENERGY CORP NEW COM 7/24/2006 6/26/2006 51,277.39 48,641.76 2,635.63 -

1800 DUKE ENERGY CORP NEW COM 7/24/2006 12115/2005 54,293.71 49,270.32 5,023.39 -

2900 DUKE ENERGY CORP NEW COM 8/15/2006 12/15/2005 86,721.54 79,379.96 7,341.58 -360 DUKE PWR CO COM 12/1/2005 4/19/2005 9,726.18 10,263.60 (537.42) -

1700 DUKE PWR CO COM 1/31/2006 12/15/2005 48,197.93 46,533.08 1,664.85 -3861 DUKE PWR CO COM 3/20/2006 2/24/2006 112,056.67 110,509.16 1,547.51 -7200 E M C CORP MASS COM 12115/2005 11/2212005 100,014.61 101,224.08 (1,209.47) -200 E M C CORP MASS COM 2124/2006 11/22/2005 2,788.11 2,811.78 (23.67) -

4900 E M C CORP MASS COM 2/24/2006 1/31/2006 68,308.80 66,170.09 2,138.71 -

2700 E M C CORP MASS COM 6/2/2006 4/11/2006 34,398.29 35,989.38 (1,591.09) -300 EASTMAN CHEM CO COM 12/15/2005 4/28/2005 15,427.15 14,400.36 1,026.79 -

400 EASTMAN CHEM CO COM 1/6/2006 4/28/2005 21,190.50 19,200.48 1,990.02 -

303 EATON CORP COM 7/26/2006 4/19/2005 19,670.64 17,925.48 - 1,745.16

73 EATON CORP COM 7/26/2006 4/19/2005 4,728.18 4,318.68 - 409.50

2 EATON CORP COM 7/27/2006 4/19/2005 130.02 118.32 - 11.7063 EATON CORP COM 7/27/2006 4/19/2005 4,044.15 3,727.08 - 317.07

441 EATON CORP COM 7/28/2006 4/19/2005 28,561.11 26,089.56 - 2,471.5587 EATON CORP COM 7/31/2006 4/19/2005 5,596.49 5,146.92 - 449.57

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-183 EATON CORP COM 8/1/2006 4/1912005 11,620.07 10,826.28 - 793.7923 EATON CORP COM 8/2/2006 4/19/2005 1,480.21 1,360.68 - 119.53

400 EBAY INC 2124/2006 12115/2005 16,341.58 18,356.52 (2,014.94) -

1800 EBAY INC 2/24/2006 11/22/2005 73,537.10 82,535.58 (8,998.48) -

300 EBAY INC 2/24/2006 8/2/2005 12,256.18 13,412.61 (1,156.43)

600 EBAY INC 6/212006 10/7/2005 19 ,481.88 23,994.30 (4,512.42) -

4200 EBAY INC 6/2/2006 4/11/2006 136,373.17 160,584.06 (24,210.89) -500 EBAY INC 6/212006 3/15/2005 16,234.90 18,704.10 - (2,469.20)600 EBAY INC 7/24/2006 3/15/2005 14,755.89 22,444.92 (7,689.03)300 EBAY INC 7/24/2006 6/14/2005 7,377.94 11,169.60 - (3,791.66)

2200 EBAY INC 7/24/2006 6/26/2006 54,104.91 65,967.00 (11,862.09) -148 EBAY INC 9/6/2006 6/26/2006 4,228.48 4,437.78 (209.30) -

1726 EBAY INC 9/6/2006 6126/2006 49,313.24 51,557.18 (2,243.94) -626 EBAY INC 9/6/2006 6/26/2006 17,778.48 18,699.18 (920.70) -200 ECOLAB INC COM 12115/2005 11 /22/2005 7,039.38 6,633.32 406.06 -700 ECOLAB INC COM 12/15/2005 10/7/2005 24,637.85 21,910.56 2,727.29 -100 EDISON INTL COM 12/8/2005 7/28/2005 4,540.81 4,081.91 458.90 -200 EDISON INTL COM 12/15/2005 10/7/2005 9,314.51 9 ,057.88 256.63 -1000 EDISON INTL COM 1 /6/2006 10/7/2005 44,736.32 45,289.40 (553.08) -1000 EDISON INTL COM 2/24/2006 1/31/2006 45,073.81 43,910.50 1,163.31 -

310 EDISON INTL COM 3/2312006 7/21/2005 13,259.81 12,305.54 954.27143 EDISON INTL COM 3/31/2006 7/21/2005 5,878.51 5,676.43 202.08 -220 EDISON INTL COM 3/31/2006 7/21/2005 9,134.05 8,732.97 401.08 -272 EDISON INTL COM 4!3/2006 7/21/2005 11,258.49 10,797.12 461.37 -346 EDISON INTL COM 4/312006 4/19/2005 14,321.47 12,379.02 1,942.45 -199 EDISON INTL COM 4/4/2006 4/19/2005 8,251.24 7,119.72 1 ,131.52 -400 EDISON INTL COM 6/26/2006 1/31/2006 15,760.91 17,564.20 (1,803.29) -1282 EDISON INTL COM 6/26/2006 3120/2006 50,513.73 55,812.90 (5,299.17) -418 EDISON INTL COM 6/26/2006 6/2/2006 16 ,470.16 16,694.00 (223.84) -1584 EDISON INTL COM 7/2412006 6/2/2006 65,038.15 63,261.48 1 ,776.67 -1518 EDISON INTL COM 7/24/2006 4/11/2006 62,328.23 60,443.42 1,884.81 -1998 EDISON INTL COM 7/24/2006 6/2/2006 82,036.75 79,160.76 2,875.99 -1500 EDISON INTL COM 7/24/2006 5/2/2006 61 ,589.16 58,586.70 3,002.46 -200 EFUNDS CORP COM 2128/2006 11 /28/2005 5 ,350.47 4,134.40 1,216.07 -313 EFUNDS CORP COM 2128/2006 5/18/2005 8,373.49 6,026.25 2,347.24 -287 EFUNDS CORP COM 2128/2006 5/19/2005 7,677.93 5,519.18 2,158.75 -200 EFUNDS CORP COM 2/28/2006 10/31/2003 5,350.48 3,192.26 - 2,158.22300 EFUNDS CORP COM 7/6/2006 10/31/2003 6,590.91 4,788.39 - 1,802.52

Page 39 of 125


Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term300 EGL INC 5/5/2006 1/27/2006 15,908.33 11,794.68 4,113.65 -200 EL PASO ELECTRIC NEW WII 7/6/2006 1/27/2006 4,097.19 4,144.76 (47.57) -63 EL PASO ELECTRIC NEW W/I 8/9/2006 1/27/2006 1,414.93 1,305.60 109.33 -

237 EL PASO ELECTRIC NEW W/I 8/9/2006 1/27/2006 5,315.77 4,911.54 404.23 -400 EL PASO ELECTRIC NEW W/I 8/9/2006 5/19/2005 8,971.76 7,720.88 - 1,250.88300 EL PASO ELECTRIC NEW W/I 8/9/2006 10/31/2003 6,728.82 3,673.50 - 3,055.32200 ELKCORP COM 9/8/2006 5/5/2006 5,572.83 6,225.38 (652.55) -200 ELKCORP COM 9/8/2006 5/18/2005 5,572.82 5,678.04 - (105.22)15 EMBARO CORP COM 6/2/2006 4/11/2006 625.60 737.25 (111.65) -45 EMBARO CORP COM 8/15/2006 4/11/2006 1,997.12 2,211.73 (214.61) -

220 EMBARO CORP COM 8/15/2006 3/20/2006 9,763.72 10,501.29 (737.57) -50 EMBARO CORP COM 8/1512006 11/22/2005 2,219.03 2,327.92 (108.89) -

14.462 EMBARO CORP COM 8/15/2006 10/7/2005 641.83 626.92 14.91 -60 EMBARQ CORP COM 8/15/2006 1/31/2006 2,662.83 2,586.87 75.96 -

110.538 EMBARO CORP COM 8/15/2006 5/20/2005 4,905.73 4,693.42 - 212.3116.212 EMBARO CORP COM 9/27/2006 5/20/2005 793.44 688.36 - 105.0883.788 EMBARO CORP COM 9/27/2006 7/25/2003 4,100.70 2,267.80 - 1,832.90

100 EMBARQ CORP COM 9/27/2006 7/25/2003 4,901.84 2,706.59 - 2,195.25100 EMCOR GROUP INC COM 8/9/2006 5/5/2006 5,229.22 5,097.69 131.53 -200 EMERSON ELEC CO COM 12/15/2005 11/3/2005 15,263.80 14,129.60 1,134.20 -1000 EMERSON ELEC CO COM 2/24/2006 1/31/2006 82,744.15 76,997.30 5,746.85 -1100 EMERSON ELEC CO COM 5/2/2006 3/20/2006 95,340.56 94,118.31 1,222.25 -479 EMERSON ELEC CO COM 5/2/2006 4/11/2006 41,516.48 38,921.15 2,595.33 -

1821 EMERSON ELEC CO COM 6/2/2006 4/11/2006 150,316.93 147,965.35 2,351.58 -600 EMERSON ELEC CO COM 8/15/2006 4/11/2006 48,330.37 48,753.00 (422.63) -500 EMERSON ELEC CO COM 8/15/2006 1/31/2006 40,275.31 38,498.65 1,776.66 -

2600 EMERSON ELEC CO COM 8/15/2006 7/24/2006 209,431.63 199,639.70 9,791.93 -692 EMERSON ELEC CO COM 9/6/2006 11/3/2005 57,613.53 48,888.42 8,725.11 -108 EMERSON ELEC CO COM 9/6/2006 11/3/2005 9,001.52 7,629.98 1,371.54 -

2100 EMERSON ELEC CO COM 11/14/2006 10/20/2006 184,337.80 177,249.03 7,088.77 -2515 EMERSON ELEC CO COM 11/14/2006 9/27/2006 220,766.46 209,129.54 11,636.92 -

85 EMERSON ELEC CO COM - 11/14/2006 9/27/2006 7,492.09 7,068.00 424.09 -200 ENERGEN CORP COM 6/6/2006 1/27/2006 6,945.78 7,578.34 (632.56) -300 ENERGEN CORP COM 6/6/2006 1/27/2006 10,399.48 11,367.51 (968.03) -200 ENERGEN CORP COM 6/6/2006 12/27/2005 6,932.98 7,345.76 (412.78) -400 ENERGEN CORP COM 8/9/2006 12127/2005 17,013.59 14,691.52 2,322.07 -100 ENERGEN CORP COM 11/10/2006 10/512006 4,427.95 4,139.00 288.95 -100 ENERGEN CORP COM 11/10/2006 12/27/2005 4,427.95 3,672.88 755.07 -

Page 40 of 125



350 ENGINEERED SUPPORT SYS INC COM 1131/2006 211612005 15,081.11 14,003.55 1,077.56 -

300 ENGINEERED SUPPORT SYS INC COM 1/31/2006 5/18/2005 12,926.67 11,034.72 1,891.95 -

75 ENGINEERED SUPPORT SYS INC COM 1/31/2006 1/27/2004 3,231.67 2,568.75 - 662.92

675 ENGINEERED SUPPORT SYS INC COM 1/31/2006 10/31/2003 29,085.00 20,394.36 - 8,690.64

115 ENSCO INTL INC 6/812006 41191'2006 5,252.50 6,493.41 (1,240.91) -

415 ENSCO INTL INC 618/2006 4/1912006 18,813.86 23,432.72 (4,618.86) -

700 ENTERGY CORP NEW COM 1//2006 12115/2005 49,227.52 49,895.02 (667.50) -

500 ENTERGY CORP NEW COM 1/6/2006 11/22/2005 35,162.52 34,390.00 772.52 -800 ENTERGY CORP NEW COM 2124!!006 1/31/2006 57,839.58 55,464.32 2,375.26 -1000 ENTERGY CORP NEW COM 712412006 6/2612006 76,897.73 69,833.90 7,063.83 -600 EOG RESOURCES INC 3/20/2006 1/31/2006 42,023.25 50,188.44 (8,165.19) -200 EOG RESOURCES INC 3/2012006 1/6/2006 14,007.75 15,697.40 (1,689.65) -3700 EOG RESOURCES INC 3/20/2006 2/24/2006 259,143.37 262,310.76 (3,167.39) -

1400 EOG RESOURCES INC 6/25/1006 4/11/1006 89,891.65 102,342.66 (12,451.01) -

1400 EOG RESOURCES INC 9/6'2006 4/11/2006 90,742.13 102,342.66 (11,600.53) -200 EPIQ SYS INC CON 1/27/2006 11/28/2005 4,445.46 3,785.46 660.00100 EPIQ SYS INC COM 716/2006 11/28/2005 1,702.95 1,892.73 (189.78)

100 EPIQ SYS INC COM 7/612006 8126/1005 1,702.95 1,803.64 (100.69)

300 EPIQ SYS INC CON 7/6/2006 6/22/2005 5,108.84 4,995.90 - 112.94

100 EPIO SYS INC COM 7/6/2006 2116/2005 1,702.94 1,233.00 - 469.94

400 EQUIFAX INC COM 7/24/2006 1211512005 13,069.80 14,945.52 (1,875.72)

600 EQUIFAX INC COM 7/2412006 11/22/2005 19,604.70 22,305.06 (2,700.36) -

300 EQUIFAX INC COM 7/2412006 212412006 9,802.35 11,016.12 (1,213.77) -

1300 EQUIFAX INC COM 7/24/2006 4/11/2006 42,476.84 46,784.01 (4,307.17)

800 EQUIFAX INC COM 712412006 11/3/2005 26,139.59 27,869.44 (1,729.85)

1700 EQUIFAX INC COM 012006 11/3/2005 56,171.88 59,222.56 (3,050.68)142 ESTEE LAUDER COMPANIES CL A 9/27/2006 6/2612006 5,691.67 5,439.31 252.36 -1258 ESTEE LAUDER COMPANIES CL A 9/27/2006 612612006 50,423.37 48,066.17 2,357.20

2700 ESTEE LAUDER COMPANIES CL A 9127/1006 7/24/2006 108,221.85 98,672.85 9,549.00100 ESTERLINE TECHNOLOGIES CORP 5/5/2006 12/27/2005 4,612.68 3,788.35 824.33 -100 EXELON CORP COM 12/8/2005 4/19/2005 5,379.77 4,683.00 696.77 -

1005 EXELON CORP CON 3/23/2006 4/19/2005 55,428.07 47,070.28 8,357.79 -

564 EXELON CORP COM 3/31/2006 4/1912005 30,018.71 26,415.56 3,603.15 -65 EXELON CORP COM 3131/2006 4/19/2005 3,448.81 3,044.35 404.46 -

176 EXELON CORP COM 4/3/2006 4/19/2005 9,359.08 8,243.15 1,115.93 -2200 EXELON CORP COM 512/2006 3/2012006 119,933.49 123,367.86 (3,434.37) -346 EXELON CORP COM 8/15/2006 7/24/2006 20,473.92 20,502.99 (29.07) -1054 EXELON CORP COM 811512006 71242006 62,472.77 62,457.09 15.68 -

Page 41 of 125


36-6975534November 30, 2006


330 EXELON CORP COM 10/29/2006 411912005 20,606.22 15,453.90 - 5,152.32100 EXELON CORP COM 10124x2006 4/1912005 6,202.48 4,683.00 - 1,519.48845 EXELON CORP COM 11/27/2006 411912005 50,137.89 39,571.35 - 10,566.54196 EXELON CORP COM 11/21/2006 4119/2005 11,625.48 9,178.68 - 2,446.80

654 EXELON CORP COM 11/28t2006 4/1912005 39,023.83 30,626.82 - 8,397.01200 EXPRESS SCRIPTS INC CL A 1/6/2006 12115!2005 17,843.69 17,693.14 150.55 -

400 EXPRESS SCRIPTS INC CL A 1/02006 11/3/2005 35,687.38 31,429.16 4,258.22100 EXPRESS SCRIPTS INC CL A 6/1/2006 2/24/2006 7,350.12 8,772.20 (1,422.08) -

500 EXPRESS SCRIPTS INC CL A 6/2/2006 4/11/2006 36,750.62 41,852.45 (5,101.83) -900 EXPRESS SCRIPTS INC CL A 6/22006 51212006 66,151.12 67,086.09 (934.97) -

452 EXPRESS SCRIPTS INC CL A 6/26/2006 5/2/2006 30,524.20 33,692.13 (3,167.93) -

448 EXPRESS SCRIPTS INC CL A 6x2811006 5/7/2006 30,263.71 33,393.96 (3,130.25) -

800 EXPRESS SCRIPTS INC CL A 7/24/2006 5/2t2006 59,864.64 59,632.08 232.56 -470 EXXON MOBIL CORPORATION 1/912006 4/1912005 28,008.65 27,603.10 405.551300 EXXON MOBIL CORPORATION 1/31/2006 9/14/2005 81,708.73 81,474.51 234.22 -

300 EXXON MOBIL CORPORATION 1/31/2006 1112212005 18,855.86 17,816.97 1,038.89 -500 EXXON MOBIL CORPORATION 1/31/2006 1017/2005 31,426.44 29,600.25 1,826.19 -500 EXXON MOBIL CORPORATION 1/31/2006 1/62006 31,426.43 29,595.85 1,830.58 -800 EXXON MOBIL CORPORATION 3/23/2006 4/19/2005 48,801.78 46,984.00 1,817.78 -1055 EXXON MOBIL CORPORATION 3/2412006 4/19/2005 64,870.49 61,960.15 2,910.34 -

335 EXXON MOBIL CORPORATION 4612006 4/19/2005 20,722.80 19,674.55 1,048.25

450 EXXON MOBIL CORPORATION 4/19/2006 4119/2005 28,394.13 26,428.50 1,965.63

500 EXXON MOBIL CORPORATION 7/24/2006 612/2006 32,486.30 30,530.40 1,955.90 -

1000 EXXON MOBIL CORPORATION 6/15/2006 6/211006 68,744.98 61,060.80 7,684.18 -

2100 FED NATL MTG ASSN COM 60M 3/20/2006 107,759.24 114,161.25 (6,402.01) -

1600 FED NATL MTG ASSN COM 6/212006 512/2006 82,102.27 80,782.24 1,320.03

65 FED NATL MTG ASSN COM 8/15/2006 51212006 3,168.98 3,281.78 (112.80) -635 FED NATL MTG ASSN COM 8/15" 5/212006 31,045.21 32,060.45 (1,015.24) -700 FED NATL MTG ASSN COM 8/1512006 9/14/2005 34,223.07 33,459.51 763.56 -201 FED NAIL MTG ASSN COM 9/612006 9/1412005 10,425.54 9,607.66 817.88 -1299 FED NAIL MTG ASSN COM 9/6/2006 9/1412005 67,405.38 62,091.29 5,314.09 -1500 FED NAIL MTG ASSN COM 9/612006 612612006 77,835.31 69,833.55 8,001.76 -

290000 FEDERAL HOME LN BKS CONS BD 11/2/2006 7/2512005 282,280.20 285,367.25 - (3,087.05)400000 FEDERAL HOME LN BKS CONS BD SER D007 6/8/!006 7/102003 390,016.00 404,396.00 - (14,380.00)

700 FEDERAL HOME LN MTG CORP COM 12/15/2005 82005 45,687.65 44,566.48 1,121.17 -

2100 FEDERAL HOME LN MTG CORP COM 12115/2005 11/3/2005 137,062.94 127,233.54 9,829.40 -

300 FEDERAL HOME LN MTG CORP COM 8/15/2006 1/31%2006 17,957.33 20,344.38 (2,387.05) -

100 FEDERAL HOME LN MTG CORP COM 811512006 1/fir2006 5,985.77 6,647.85 (662.08)

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77

Dr. Ralph & Marian Falk Medical Research Trust36-6975534

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200 FEDERAL HOME LN MTG CORP COM 8/15/2006 1/6/2006 11,909.63 13,295.70 (1,386.07) -

200 FEDERAL HOME LN MTG CORP COM 8/15/2006 3/20/2006 11,909.63 12,984.94 (1,075.31) -

4259.48 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 1/17/2006 5/10/1999 4,259.48 4,018.55 - 240.9313351.75 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 1/31/2006 5/10/1999 13,351.75 12,596.54 - 755.21

15375.1 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 2/28/2006 5/10/1999 15,375.10 14,505.45 - 869.65



10813.5 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 5/31/2006 5/10/1999 10,813.50 10,203.17 - 610.339081.42 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 6/30/2006 5/10/1999 9,081.42 8,571.60 - 509.825625.22 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 7/31/2006 5/10/1999 5,625.22 5,311.19 - 314.03

15274.21 FEDERAL HOME LN MTG CORP PARTN GROUP #E0-0637 8/31/2006 5/10/1999 15,274.21 14,426.36 847.85




5337.4 FEDERAL HOME LN MTG CORP POOL #A12085 1/17/2006 8/21/2003 5,337.40 5,307.38 - 30.02

8723.39 FEDERAL HOME LN MTG CORP POOL #A12085 1/31/2006 8/21/2003 8,723.39 8,674.32 49.07



5973 FEDERAL HOME LN MTG CORP POOL #A12085 4/30/2006 8/21/2003 5,973.00 5,939.40 - 33.60


8296.09 FEDERAL HOME LN MTG CORP POOL #A12085 6/30/2006 8/21/2003 8,296.09 8,249.42 - 46.674129.52 FEDERAL HOME LN MTG CORP POOL #A12085 7/31/2006 8/21/2003 4,129.52 4,106.29 - 23.232329.28 FEDERAL HOME LN MTG CORP POOL #A12085 8/31/2006 8/21/2003 2,329.28 2,316.18 13.102222.22 FEDERAL HOME LN MTG CORP POOL #A12085 9/30/2006 8/21/2003 2,222.22 2,209.72 - 12.50



7453.1 FEDERAL HOME LN MTG CORP POOL #A29810 1/17/2006 2/3/2005 7,453.10 7,442.62 10.48 -

5616.53 FEDERAL HOME LN MTG CORP POOL #A29810 1/31/2006 2/3/2005 5,616.53 5,608.63 7.90 -15587.86 FEDERAL HOME LN MTG CORP POOL #A29810 2/28/2006 2/312005 15,587.86 15,565.94 - 21.929218.93 FEDERAL HOME LN MTG CORP POOL #A29810 3/31/2006 2/3/2005 9,218.93 9,205.97 - 12.96


756.09 FEDERAL HOME LN MTG CORP POOL #A29810 5/31/2006 213/2005 756.09 755.03 - 1.06

643.44 FEDERAL HOME LN MTG CORP POOL #A29810 6/30/2006 2/3/2005 643.44 642.54 - 0.90669.7 FEDERAL HOME LN MTG CORP POOL #A29810 7/31/2006 2/3/2005 669.70 668.76 0.94


654.28 FEDERAL HOME LN MTG CORP POOL #A29810 9/30/2006 2/3/2005 654.28 653.36 - 0.92


642.5 FEDERAL HOME LN MTG CORP POOL #A29810 11/30/2006 213/2005 642.50 641.60 - 0.90

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693.5 FEDERAL HOME LN MTG CORP POOL #A38588 2/28/2006 2/812006 693.50 668.01 25.49 -689.45 FEDERAL HOME LN MTG CORP POOL #A38588 3!31/2006 218/2006 689.45 664.11 25.34 -871.23 FEDERAL HOME LN MTG CORP POOL #A38588 4/30/2006 202006 871.23 839.21 32.02 -

699.64 FEDERAL HOME LN MTG CORP POOL #A38588 5/31/2006 2/8/2006 699.64 673.92 25.72 -748.19 FEDERAL HOME LN MTG CORP POOL #A38588 6/30/2006 202006 748.19 720.69 27.50709.17 FEDERAL HOME LN MTG CORP POOL #A38588 7/31/1006 218/2006 709.17 683.10 26.07 -

6803.3 FEDERAL HOME LN MTG CORP POOL #A38588 8/31/2006 24112006 6,803.30 6,553.23 250.07 -

5227.46 FEDERAL HOME LN MTG CORP POOL #A38588 9/30/2006 218P2006 5,227.46 5,035.31 192.15 -

7106.23 FEDERAL HOME LN MTG CORP POOL #A38588 10/31/2006 2/8/2006 7,106.23 6,845.02 261.21 -

746.15 FEDERAL HOME LN MTG CORP POOL #A38588 11/3012006 202006 746.15 718.72 27.43 -4091.2 FEDERAL HOME LN MTG CORP POOL #C01574 1/17/2006 612W2003 4,091.20 4,179.42 - (88.22)

3066.1 FEDERAL HOME LN MTG CORP POOL #C01574 1/31/2006 6/2012003 3,066.10 3,132.21 - (66.11)

3039.83 FEDERAL HOME LN MTG CORP POOL #C01574 212812006 6/20/2003 3,039.83 3,105.38 - (65.55)

3770.37 FEDERAL HOME LN MTG CORP POOL #C01574 3/31/2006 6/20/2003 3,770.37 3,851.67 - (81.30)

3276.02 FEDERAL HOME LN MTG CORP POOL #C01574 4/30/2006 612012003 3,276.02 3,346.66 - (70.64)

3312.5 FEDERAL HOME LN MTG CORP POOL #C01574 5/31/2006 6/20x2003 3,312.50 3,383.93 - (71.43)

3255.07 FEDERAL HOME LN MTG CORP POOL #C01574 6/30/2006 6/20/2003 3,255.07 3,325.26 - (70.19)2737.21 FEDERAL HOME LN MTG CORP POOL #C01574 7/31/2006 6/2012003 2,737.21 2,796.23 - (59.02)




2378.71 FEDERAL HOME LN MTG CORP POOL #C01574 11/30/2006 6/2012003 2,378.71 2,430.00 - (51.29)

586.65 FEDERAL HOME LN MTG CORP POOL #E20216 1/17/2006 912412002 586.65 615.98 - (29.33)

1066.42 FEDERAL HOME LN MTG CORP POOL #E20216 1/31/2006 9/2412002 1,066.42 1,119.74 - (53.32)

1100.42 FEDERAL HOME LN MTG CORP POOL #E20216 212812006 9/24/2002 1,100.42 1,155.44 - (55.02)

1061.24 FEDERAL HOME LN MTG CORP POOL #E20216 3131/2006 9/24x2002 1,061.24 1,114.30 - (53.06)

1350.99 FEDERAL HOME LN MTG CORP POOL #E20216 4/9012006 9/24x2002 1,350.99 1,418.54 - (67.55)

923.08 FEDERAL HOME LN MTG CORP POOL #E20216 5/31/2006 9/24/2002 923.08 969.23 - (46.15)


1247.78 FEDERAL HOME LN MTG CORP POOL #E20216 7/31/2006 9/24/2002 1,247.78 1,310.17 - (62.39)

888.69 FEDERAL HOME LN MTG CORP POOL #E20216 8/31/2006 9124/!002 888.69 933.12 - (44.43)

771.33 FEDERAL HOME LN MTG CORP POOL #E20216 9/3012006 9/24/2002 771.33 809.90 - (38.57)


655.1 FEDERAL HOME LN MTG CORP POOL #E20216 11/30/2006 9124/2002 655.10 687.86 - (32.76)

126.67 FEDERAL HOME LN MTG CORP POOL #E81813 1117/2006 9/24/2002 126.67 133.00 - (6.33)

79.85 FEDERAL HOME LN MTG CORP POOL #E81813 1/31/2006 9/24!2002 79.85 83.84 - (3.99)

5703.4 FEDERAL HOME LN MTG CORP POOL #E81813 2128/2006 9/2412002 5,703.40 5,988.58 - (285.18)


Page 44 of 125

mm W M - - = - - - MW - MM - - I=



40.76 FEDERAL HOME LN MTG CORP POOL #E81813 4/30/2006 9/24/2002 40.76 42.80 (2.04)42.8 FEDERAL HOME LN MTG CORP POOL #E81813 5/31/2006 9/24/2002 42.80 44.94 (2.14)

41.03 FEDERAL HOME LN MTG CORP POOL #E81813 6/30/2006 9/24/2002 41.03 43.08 (2.05)


64.87 FEDERAL HOME LN MTG CORP POOL #E81813 8/31/2006 9/24/2002 64.87 68.11 (3.24)21.83 FEDERAL HOME LN MTG CORP POOL #E81813 9/30/2006 9/24/2002 21.83 22.92 - (1.09)21.96 FEDERAL HOME LN MTG CORP POOL #E81813 10/31/2006 9/24/2002 21.96 23.06 - (1.10)22.09 FEDERAL HOME LN MTG CORP POOL #E81813 11/30/2006 9/24/2002 22.09 23.19 - (1.10)

3686.41 FEDERAL HOME LN MTG CORP POOL #G12334 10/31/2006 10/11/2006 3,686.41 3,603.47 82.94 -

3410.95 FEDERAL HOME LN MTG CORP POOL #G12334 11/30/2006 10/11/2006 3,410.95 3,334.20 76.754536.76 FEDERAL HOME LN MTG CORP POOL #G12394 10/31/2006 10/19/2006 4,536.76 4,439.29 97.47 -4082.81 FEDERAL HOME LN MTG CORP POOL #G12394 11/30/2006 10/19/2006 4,082.81 3,995.09 87.72 -

300000 FEDERAL NATL MTG ASSN MTN DTD 02-22-96 2/22/2006 9/18/1998 300,000.00 310,947.00 - (10,947.00)325000 FEDERAL NAIL MTG ASSN NT 10/19/2006 617/2006 329,405.70 325,867.10 3,538.60 -5934.75 FEDERAL NAIL MTG ASSN POOL #555417 1/25/2006 8/21/2003 5,934.75 6,032.12 - (97.37)

3078.06 FEDERAL NAIL MTG ASSN POOL #555417 1/31/2006 8/21/2003 3,078.06 3,128.56 - (50.50)




3805.08 FEDERAL NAIL MTG ASSN POOL #555417 5/31/2006 8/21/2003 3,805.08 3,867.51 - (62.43)3615.62 FEDERAL NAIL MTG ASSN POOL #555417 6/30/2006 8/21/2003 3,615.62 3,674.94 (59.32)2899.87 FEDERAL NAIL MTG ASSN POOL #555417 7/31/2006 8/21/2003 2,899.87 2,947.45 - (47.58)3102.68 FEDERAL NAIL MTG ASSN POOL #555417 8/31/2006 8/21/2003 3,102.68 3,153.58 - (50.90)2632.29 FEDERAL NAIL MTG ASSN POOL #555417 9/30/2006 8/21/2003 2,632.29 2,675.48 - (43.19)

3405.43 FEDERAL NATL MTG ASSN POOL #555417 10/31/2006 8/21/2003 3,405.43 3,461.30 - (55.87)3521.42 FEDERAL NAIL MTG ASSN POOL #555417 11/30/2006 8/21/2003 3,521.42 3,579.19 - (57.77)444.12 FEDERAL NAIL MTG ASSN POOL #580248 1/25/2006 6/28/2002 444.12 443.84 - 0.28275.44 FEDERAL NAIL MTG ASSN POOL #580248 1/31/2006 6128/2002 275.44 275.27 - 0.17

36.78 FEDERAL NAIL MTG ASSN POOL #580248 2/28/2006 6128/2002 36.78 36.76 - 0.02916.51 FEDERAL NATL MTG ASSN POOL #580248 3/31/2006 6/28/2002 916.51 915.94 - 0.57

311.86 FEDERAL NAIL MTG ASSN POOL #580248 5/25/2006 6/28/2002 311.86 311.67 - 0.19

1470.56 FEDERAL NAIL MTG ASSN POOL #580248 5/31/2006 6/28/2002 1,470.56 1,469.64 0.92

37.78 FEDERAL NAIL MTG ASSN POOL #580248 6/30/2006 6/28/2002 37.78 37.76 - 0.0236.05 FEDERAL NAIL MTG ASSN POOL #580248 7/31/2006 6128/2002 36.05 36.03 - 0.0235.03 FEDERAL NAIL MTG ASSN POOL #580248 8/31/2006 6/28/2002 35.03 35.01 - 0.02

34.21 FEDERAL NATL MTG ASSN POOL #580248 9/30/2006 6/28/2002 34.21 34.19 - 0.02

711.48 FEDERAL NAIL MTG ASSN POOL #580248 10/31/2006 6/28/2002 711.48 711.04 0.4432.58 FEDERAL NAIL MTG ASSN POOL #580248 11/30/2006 6/28/2002 32.58 32.56 - 0.02

Page 45 of 125


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1678.44 FEDERAL NATL MTG ASSN POOL #696823 1125/2006 8/21/2003 1,678.44 1,718.30 - (39.86)1720.67 FEDERAL NATL MTG ASSN POOL #696823 1/31/2006 8/21/2003 1,720.67 1,761.54 - (40.87)1694.7 FEDERAL NATL MTG ASSN POOL #696823 2/28/2006 8/21/2003 1,694.70 1,734.95 - (40.25)

8501.78 FEDERAL NATL MTG ASSN POOL #696823 3131/2006 8/21/2003 8,501.78 8,703.70 (201.92)1719.95 FEDERAL NATL MTG ASSN POOL #696823 5/25/2006 8/21/2003 1,719.95 1,760.80 (40.85)5813.32 FEDERAL NATL MTG ASSN POOL #696823 5131/2006 8/21/2003 5,813.32 5,951.39 - (138.07)

3700.1 FEDERAL NATL MTG ASSN POOL #696823 6/30/2006 8/21/2003 3,700.10 3,787.98 - (87.88)1695.52 FEDERAL NAIL MTG ASSN POOL #696823 7/31/2006 8/21/2003 1,695.52 1,735.79 - (40.27)14449.7 FEDERAL NATL MTG ASSN POOL #696823 8/31/2006 8/21/2003 14,449.70 14,792.88 (343.18)

14430.45 FEDERAL NATL MTG ASSN POOL #696823 9/30/2006 8/21/2003 14,430.45 14,773.17 (342.72)

1672.33 FEDERAL NATL MTG ASSN POOL #696823 10/31/2006 8/21/2003 1,672.33 1,712.05 - (39.72)16984.01 FEDERAL NATL MTG ASSN POOL #696823 11/30/2006 8/21/2003 16,984.01 17,387.38 (403.37)

5136.84 FEDERAL NATL MTG ASSN POOL #745087 10/31/2006 10/16/2006 5,136.84 5,038.12 98.724407.85 FEDERAL NATL MTG ASSN POOL #745087 11/30/2006 10/16/2006 4,407.85 4,323.14 84.716293.79 FEDERAL NATL MTG ASSN POOL #745257 10/31/2006 10/11/2006 6,293.79 6,308.05 (14.26)

6286.92 FEDERAL NAIL MTG ASSN POOL #745257 11/30/2006 10/11/2006 6,286.92 6,301.17 (14.25)13459.35 FEDERAL NATL MTG ASSN POOL #832870 1/25/2006 8/29/2005 13,459.35 13,558.19 (98.84) -8145.25 FEDERAL NAIL MTG ASSN POOL #832870 1/31/2006 8/29/2005 8,145.25 8,205.07 (59.82) -8738.67 FEDERAL NATL MTG ASSN POOL #832870 2128/2006 8/29/2005 8,738.67 8,802.84 (64.17) -

10593.45 FEDERAL NATL MTG ASSN POOL #832870 3/31/2006 8/29/2005 10,593.45 10,671.25 (77.80)11610.65 FEDERAL NATL MTG ASSN POOL #832870 5125/2006 8/29/2005 11,610.65 11,695.92 (85.27) -13849.11 FEDERAL NATL MTG ASSN POOL #832870 5/31/2006 8/29/2005 13,849.11 13,950.81 (101.70)3906.95 FEDERAL NAIL MTG ASSN POOL #832870 6/30/2006 8/29/2005 3,906.95 3,935.64 (28.69) -

11816.45 FEDERAL NAIL MTG ASSN POOL #832870 7/31/2006 8/29/2005 11,816.45 11,903.23 (86.78) -32329.95 FEDERAL NATL MTG ASSN POOL #832870 8/31/2006 8/29/2005 32,329.95 32,567.37 - (237.42)24202.3 FEDERAL NAIL MTG ASSN POOL #832870 9/30/2006 8/29/2005 24,202.30 24,380.04 (177.74)

7618.36 FEDERAL NATL MTG ASSN POOL #832870 10/31/2006 8/29/2005 7,618.36 7,674.31 (55.95)4384.56 FEDERAL NAIL MTG ASSN POOL #832870 11/30/2006 8/29/2005 4,384.56 4,416.76 - (32.20)216.15 FEDERAL NAIL MTG ASSN POOL #852458 2/28/2006 2/8/2006 216.15 213.31 2.84 -221.15 FEDERAL NATL MTG ASSN POOL #852458 3/31/2006 2/8/2006 221.15 218.25 2.90221.18 FEDERAL NATL MTG ASSN POOL #852458 5/25/2006 2/8/2006 221.18 218.28 2.90

1284.07 FEDERAL NATL MTG ASSN POOL #852458 5/31/2006 2/8/2006 1,284.07 1,267.22 16.85

241.48 FEDERAL NATL MTG ASSN POOL #852458 6/30/2006 2/8/2006 241.48 238.31 3.17

233.76 FEDERAL NAIL MTG ASSN POOL #852458 7/31/2006 2/8/2006 233.76 230.69 3.07

1425.84 FEDERAL NAIL MTG ASSN POOL #852458 8/31/2006 2/8/2006 1,425.84 1,407.13 18.71 -206.98 FEDERAL NATL MTG ASSN POOL #852458 9/30/2006 218/2006 206.98 204.26 2.72 -

229.87 FEDERAL NATL MTG ASSN POOL #852458 10/31/2006 218/2006 229.87 226.85 3.02 -

200.42 FEDERAL NATL MTG ASSN POOL #852458 11/30/2006 2/8/2006 200.42 197.79 2.63 -

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----- r MM ==am s mm M = r


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4716.44 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 1/25/2006 6120/2003 4,716.44 4,853.51 - (137.07)3583.82 FEDERAL NAIL MTG ASSN SER 2003-48 CL TJ 1/31/2006 6/20/2003 3,583.82 3,687.97 - (104.15)3559.48 FEDERAL NAIL MTG ASSN SER 2003-48 CL TJ 2/28/2006 6/20/2003 3,559.48 3,662.93 - (103.45)

4466.84 FEDERAL NAIL MTG ASSN SER 2003-48 CL TJ 3/31/2006 6/20/2003 4,466.84 4,596.66 - (129.82)

3530.61 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 5/25/2006 6/20/2003 3,530.61 3,633.22 - (102.61)4177.36 FEDERAL NAIL MTG ASSN SER 2003-48 CL TJ 5/31/2006 6/20/2003 4,177.36 4,298.76 - (121.40)

3732.11 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 6/30/2006 6/20/2003 3,732.11 3,840.57 - (108.46)3364.07 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 7/31/2006 6/20/2003 3,364.07 3,461.84 - (97.77)4205.04 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 8/31/2006 6/20/2003 4,205.04 4,327.25 - (122.21)3346.73 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 9/30/2006 6/20/2003 3,346.73 3,443.99 - (97.26)

3859.31 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 10/31/2006 6/20/2003 3,859.31 3,971.47 - (112.16)3824.58 FEDERAL NATL MTG ASSN SER 2003-48 CL TJ 11/30/2006 6/20/2003 3,824.58 3,935.73 - (111.15)

1100 FEDERATED DEPT STORES INC DEL COM 1/6/2006 9/14/2005 76,230.29 72,705.38 3,524.91 -

500 FEDERATED DEPT STORES INC DEL COM 1/6/2006 12/15/2005 34,650.14 32,600.55 2,049.59 -300 FEDERATED DEPT STORES INC DEL COM 1/6/2006 4/11/2005 20,790.08 19,374.00 1,416.08 -600 FEDERATED DEPT STORES INC DEL COM 1/6/2006 4/28/2005 41,580.16 36,251.52 5,328.64 -200 FEDEX CORP 12/15/2005 11/30/2004 19,999.02 19,068.76 - 930.26400 FEDEX CORP 1/31/2006 1/6/2006 40,701.15 40,965.24 (264.09) -

400 FEDEX CORP 2/2412006 1/6/2006 42,839.96 40,965.24 1,874.72 -100 FEDEX CORP 2/24/2006 11/30/2004 10,709.99 9,534.38 - 1,175.61400 FEDEX CORP 2/24/2006 4/11/2005 42,839.97 36,280.00 6,559.97 -300 FEDEX CORP 2/24/2006 4/28/2005 32,129.97 25,395.60 6,734.37 -

800 FEDEX CORP 6/2/2006 4/11/2006 88,649.91 93,886.88 (5,236.97) -153 FEDEX CORP 7/12/2006 00/2005 17,518.05 12,914.67 - 4,603.38206 FEDEX CORP 7/19/2006 00/2005 22,581.62 17,388.38 - 5,193.24

178 FEDEX CORP 8/16/2006 4/20/2005 17,984.60 15,024.91 - 2,959.69

361 FEDEX CORP 9/12/2006 4/20/2005 37,402.88 30,471.86 - 6,931.02900 FEDEX CORP 9/27/2006 4/11/2006 98,459.31 105,622.74 (7,163.43) -200 FEDEX CORP 10/20/2006 4/11/2006 23,057.21 23,471.72 (414.51)

300 FEDEX CORP 10/20/2006 8/15/2006 34,585.82 29,750.37 4,835.45 -200 FEI COMPANY 1/27/2006 10/31/2003 4,713.96 4,803.66 - (89.70)

300 FEI COMPANY 1/27/2006 4/15/2005 7,070.93 6,107.58 963.35 -

89 FEI COMPANY 1/27/2006 5/19/2005 2,097.71 1,786.55 311.16 -

200 FEI COMPANY 1/27/2006 9/27/2005 4,713.95 3,926.70 787.25

11 FEI COMPANY 1/27/2006 5/18/2005 259.27 211.96 47.31 -100 FEI COMPANY 5/5/2006 5/18/2005 2,546.36 1,926.93 619.43 -200 FEI COMPANY 5/5/2006 10/25/2005 5,092.72 3,802.00 1,290.72 -

65 FEI COMPANY 11/10/2006 8/9/2006 1,610.69 1,265.88 344.81 -

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35 FEI COMPANY 11/10/2006 8/9/2006 867.30 677.37 189.93 -

722.92 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 1/17/2006 5/17/1996 722.92 729.70 - (6.78)259.09 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 1/31/2006 5/17/1996 259.09 261.52 - (2.43)

332.36 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 2/28/2006 5/17/1996 332.36 335.48 - (3.12)

576.95 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 3/31/2006 5/17/1996 576.95 582.36 (5.41)238.94 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 4/30/2006 5/17/1996 238.94 241.18 (2.24)

246.2 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 5/31/2006 5/17/1996 246.20 248.51 - (2.31)354.06 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 6/30/2006 5/17/1996 354.06 357.38 (3.32)315.34 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 7/31/2006 5/17/1996 315.34 318.30 - (2.96)277.28 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 8/31/2006 5/17/1996 277.28 279.88 - (2.60)568.64 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 9/30/2006 5/17/1996 568.64 573.97 - (5.33)369.52 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 10/31/2006 5/17/1996 369.52 372.98 - (3.46)

280.96 FHLMC GOLD #E00379 RATE: 7.50% DUE: 06/01/2010 11/30/2006 5/17/1996 280.96 283.59 - (2.63)

300 FIDELITY BANKSHARES INC NEW COM 5/5/2006 4/4/2006 9,930.23 9,813.18 117.05

1100 FIFTH THIRD BANCORP COM 1/6/2006 11/2212005 42,579.14 45,141.47 (2,562.33)800 FIFTH THIRD BANCORP COM 1/6/2006 12/15/2005 30,966.65 31,512.40 (545.75)

800 FIFTH THIRD BANCORP COM 6/2/2006 5/2/2006 30,943.68 31,717.76 (774.08)50 FIFTH THIRD BANCORP COM 7/24/2006 5/212006 1,908.69 1,982.36 (73.67) -50 FIFTH THIRD BANCORP COM 7/24/2006 5/212006 1,914.84 1,982.36 (67.52) -

3700 FIFTH THIRD BANCORP COM 8/15/2006 5/2(2006 146,323.10 146,694.64 (371.54) -

650 FIFTH THIRD BANCORP COM 9/27/2006 9/6/2006 25,277.46 25,561.90 (284.44)650 FIFTH THIRD BANCORP COM 9/27/2006 9/6/2006 25,254.97 25,561.90 (306.93) -

28 FILENET CORP COM 1/27/2006 8/29/2005 798.29 740.95 57.34

672 FILENET CORP COM 1/27/2006 8/26/2005 19,159.00 17,696.52 1,462.48

50 FINANCIAL FEDERAL CORP 2/28/2006 5/18/2005 1,416.45 1,194.40 222.05 -

100 FINISH LINE INC CL A 10/12/2006 7/26/2005 1,273.48 1,792.88 - (519.40)

200 FINISH LINE INC CL A 10/12/2006 8/29/2005 2,546.96 3,214.92 - (667.96)29 FINISH LINE INC CL A 11/10/2006 8/29/2005 409.41 466.16 - (56.75)

1171 FINISH LINE INC CL A 11/10/2006 8/26/2005 16,531.90 18,727.21 - (2,195.31)

800 FIRST BANCORP P R COM 8/9/2006 3/16/2005 7,866.16 18,704.00 - (10,837.84)

475 FIRST BANCORP P R COM 8/9/2006 5/18/2005 4,670.53 9,862.26 - (5,191.73)225 FIRST BANCORP P R COM 8/9/2006 5/18/2005 2,192.56 4,671.60 - (2,479.04)

300 FIRST COMWLTH FINL CORP PA COM 10/12/2006 4/4/2006 3,908.27 4,320.00 (411.73) -300 FIRST COMWLTH FINL CORP PA COM 11/10/2006 5/5/2006 3,994.91 4,117.53 (122.62) -

441 FIRST DATA CORP COM 8/15/2006 7/24/2006 17,747.50 18,209.33 (461.83) -

2159 FIRST DATA CORP COM 8/15/2006 7/24/2006 87,712.29 89,147.27 (1,434.98) -

500 FIRST DATA CORP COM 9/6/2006 7/24/2006 21,296.99 20,645.50 651.49

1300 FIRST HORIZON NATL CORP COM 3/20/2006 2/24/2006 53,278.60 52,084.37 1,194.23 -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term100 FIRST HORIZON NATL CORP COM 3120/2006 9/14/2005 4,098.35 3,812.97 285.38 -

1500 FIRST HORIZON NATL CORP COM 6/212006 5/2/2006 60,445.74 61,760.85 (1,315.11) -2100 FIRST HORIZON NATL CORP COM 11/1412006 10/20/2006 82,846.02 80,551.59 2,294.43 -100 FIRST MIDWEST BANCORP INC DEL 5/5/2006 9/27/2005 3,672.83 3,690.16 (17.33) -200 FIRST MIDWEST BANCORP INC DEL 5/5/2006 1/27/2006 7,345.65 7,024.88 320.77 -73 FIRST REP BK SAN FRANCISCO CA 5/5/2006 10/31/2003 3,277.23 1,742.26 - 1,534.97227 FIRST REP BK SAN FRANCISCO CA 5/5/2006 10/31/2003 10,219.11 5,417.70 - 4,801.41

3900 FIRSTENERGY CORP 12115/2005 11/3/2005 193,443.61 180,072.36 13,371.25 -

500 FIRSTENERGY CORP 1/6/2006 11/3/2005 25,484.22 23,086.20 2,398.02 -

1400 FIRSTENERGY CORP 1/6/2006 9/29/2004 71,355.80 57,339.66 - 14,016.14900 FIRSTENERGY CORP 3/20/2006 1/31/2006 46,059.77 45,227.07 832.70 -1300 FIRSTENERGY CORP 5/212006 1/31/2006 66,706.02 65,327.99 1,378.03 -850 FIRSTENERGY CORP 6/26/2006 6/212006 45,095.19 44,655.01 440.18850 FIRSTENERGY CORP 6/26/2006 6/212006 45,095.20 44,620.75 474.45 -1600 FIRSTENERGY CORP 6/26/2006 1/31/2006 84,885.07 80,403.68 4,481.39 -2100 FIRSTENERGY CORP 6/26/2006 9/29/2004 111,411.66 86,009.49 - 25,402.17100 FIRSTFED FINL CORP DEL 12/27/2005 8/26/2005 5,688.70 5,657.47 31.23 -100 FIRSTFED FINL CORP DEL 7/6/2006 8/26/2005 5,816.32 5,657.47 158.85 -500 FISERV INC 1/6/2006 11/3/2005 22,318.81 22,399.95 (81.14) -1300 FISERV INC 1/6/2006 8/212005 58,028.92 57,182.32 846.60 -

1100 FISERV INC 1/31/2006 8/2/2005 48,399.72 48,385.04 14.68 -300 FISERV INC 2124/2006 8/2/2005 12,449.04 13,195.92 (746.88)

500 FISERV INC 4/11/2006 8/2/2005 20,739.81 21,993.20 (1,253.39)

500 FISERV INC 5/2/2006 8/2/2005 22,206.22 21,993.20 213.02 -1300 FISERV INC 5/212006 12/15/2005 57,736.16 56,328.35 1,407.81 -1400 FISERV INC 6/212006 12/15/2005 62,694.27 60,661.30 2,032.97 -1200 FISERV INC 6/2/2006 3/20/2006 53,737.95 50,869.56 2,868.39 -400 FISERV INC 9/27/2006 9/6/2006 19,131.53 17,378.80 1,752.73 -

1200 FISERV INC 10/20/2006 9/6/2006 58,255.33 52,136.40 6,118.93 -1400 FISERV INC 11/14/2006 9/612006 72,593.79 60,825.80 11,767.99 -1100 FISHER SCIENTIFIC INTL INC COM NEW 1/31/2006 12/15/2005 73,647.35 70,107.07 3,540.28 -700 FISHER SCIENTIFIC INTL INC COM NEW 8/15/2006 7/24/2006 54,796.41 49,320.53 5,475.88 -28 FISHER SCIENTIFIC INTL INC COM NEW 8/15/2006 6/26/2006 2,191.86 1,934.68 257.1872 FISHER SCIENTIFIC INTL INC COM NEW 8/15/2006 6/26/2006 5,595.30 4,974.90 620.40 -12 FISHER SCIENTIFIC INTL INC COM NEW 10/20/2006 9/6/2006 1,013.06 928.32 84.74 -

188 FISHER SCIENTIFIC INTL INC COM NEW 10/20/2006 9/6/2006 15,871.24 14,540.81 1,330.43 -100 FISHER SCIENTIFIC INTL INC COM NEW 10/20/2006 6/26/2006 8,442.15 6,909.58 1,532.57100 FLAGSTAR BANCORP INC 1/27/2006 10/31/2003 1,519.39 2,248.08 - (728.69)

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100 FLAGSTAR BANCORP INC 1/27/2006 5118/2005 1,519.39 1,948.20 (428.81)400 FLAGSTAR BANCORP INC 1/27/2006 6/22/2005 6,077.57 7,609.00 (1,531.43) -300 FLEETWOOD ENTERPRISES INC 8/9/2006 1/27/2006 2,004.53 3,586.32 (1,581.79)

116 FLEETWOOD ENTERPRISES INC 8/9/2006 6/6/2006 775.09 1,037.01 (261.92)284 FLEETWOOD ENTERPRISES INC 9/8/2006 6/6/2006 1,925.46 2,538.87 (613.41) -

1400 FLEETWOOD ENTERPRISES INC 10/12/2006 6/6/2006 10,904.68 12,515.58 (1,610.90) -

100 FLIR SYS INC COM 9/8/2006 12127/2005 2,725.12 2,264.91 460.21 -

100 FLIR SYS INC COM 11/10/2006 12/27/2005 3,166.88 2,264.91 901.97 -100 FLORIDA ROCK INDS INC COM 1/27/2006 10/31/2003 5,335.88 2,501.07 - 2,834.81

800 FLORIDA ROCK INDS INC COM 4/4/2006 10/31/2003 46,062.02 20,008.53 - 26,053.49

500 FLUOR CORP NEW COM 6/2/2006 12/15/2005 45,156.26 37,988.35 7,167.91400 FLUOR CORP NEW COM 6/2/2006 11/22/2005 36,125.01 29,549.40 6,575.61

1422.27 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 1/25/2006 10/17/1995 1,422.27 1,409.38 12.891686.69 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 1/31/2006 10/17/1995 1,686.69 1,671.40 15.292657.64 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 2/28/2006 10/17/1995 2,657.64 2,633.56 24.08

2760.15 FNMA #250386 RATE: 6.50% DUE: 10101/2010 3/31/2006 10/17/1995 2,760.15 2,735.14 25.01

2746.01 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 5/25/2006 10/17/1995 2,746.01 2,721.12 - 24.89

2892.77 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 5/31/2006 10/17/1995 2,892.77 2,866.55 26.22

1601.33 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 6/30/2006 10/17/1995 1,601.33 1,586.82 14.511003.26 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 7/31/2006 10/17/1995 1,003.26 994.17 - 9.093167.93 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 8/31/2006 10/17/1995 3,167.93 3,139.22 28.71

906 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 9/30/2006 10/17/1995 906.00 897.79 - 8.21

1148.82 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 10/31/2006 10/17/1995 1,148.82 1,138.41 - 10.41

1117.49 FNMA #250386 RATE: 6.50% DUE: 10/01/2010 11130/2006 10/17/1995 1,117.49 1,107.36 - 10.13

519.25 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 1/25/2006 12(7/1995 519.25 509.68 - 9.57497.05 FNMA #303700 RATE: 6.50% DUE: 12101/2025 1/31/2006 12/7/1995 497.05 487.89 - 9.16

6552.08 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 2128/2006 12/7/1995 6,552.08 6,431.28 - 120.80

687.08 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 3/31/2006 1217/1995 687.08 674.41 12.67946.85 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 5/25/2006 1217/1995 946.85 929.39 - 17.46

1114.85 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 5/31/2006 1217/1995 1,114.85 1,094.30 20.55

937.58 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 6/30/2006 1217/1995 937.58 920.29 17.29

2423.9 FNMA #303700 RATE: 6.50% DUE: 12101/2025 7/31/2006 12/7/1995 2,423.90 2,379.21 44.69

2271.68 FNMA #303700 RATE: 6.50% DUE: 12/01/2025 8/31/2006 1217/1995 2,271.68 2,229.80 - 41.88

427.35 FNMA #303700 RATE: 6.50% DUE: 12101/2025 9/30/2006 1217/1995 427.35 419.47 7.88

386.9 FNMA #303700 RATE: 6.50% DUE: 12101/2025 10/31/2006 1217/1995 386.90 379.77 - 7.13

2727.13 FNMA #303700 RATE: 6.50% DUE: 12101/2025 11/30/2006 12/7/1995 2,727.13 2,676.85 - 50.28

800 FOREST LABS INC COM 12/15/2005 10/7/2005 32,621.11 30,238.48 2,382.63 -

1400 FOREST LABS INC COM 1/31/2006 1/6/2006 64,503.72 56,613.20 7,890.52 -

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r - = = r r i - - = = = - =


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4000 FOREST LABS INC COM 1/31/2006 10/7/2005 184,296.33 151,192.40 33,103.93 -3500 FOREST LABS INC COM 4/11/2006 2/24/2006 149,094.02 163,902.20 (14,808.18) -544 FOREST LABS INC COM 7/24/2006 2124/2006 23,831.90 25,475.08 (1,643.18)

556 FOREST LABS INC COM 7/24/2006 2124/2006 24,650.56 26,037.04 (1,386.48) -1832 FOREST LABS INC COM 9/27/2006 9/6/2006 92,578.74 87,194.04 5,384.70 -1468 FOREST LABS INC COM 9/27/2006 9/6/2006 74,184.27 69,499.67 4,684.60355 FOREST LABS INC COM 11/14/2006 10/20/2006 16,792.76 18,207.17 (1,414.41) -

2945 FOREST LABS INC COM 11/14/2006 10/20/2006 139,825.48 151,042.57 (11,217.09)

100 FORWARD AIR CORPORATION 6/6/2006 5/5/2006 3,690.88 3,950.50 (259.62) -100 FORWARD AIR CORPORATION 7/6/2006 5/5/2006 4,237.87 3,950.50 287.37 -200 FORWARD AIR CORPORATION 7/6/2006 1/27/2006 8,475.74 7,438.70 1,037.04 -200 FORWARD AIR CORPORATION 7/6/2006 10/31/2003 8,475.73 3,862.67 - 4,613.06200 FORWARD AIR CORPORATION 9/8/2006 10/31/2003 6,475.30 3,862.66 - 2,612.64153 FPL GROUP INC COM 3/30/2006 10/11/2005 6,155.34 6,956.54 (801.20) -210 FPL GROUP INC COM 3/30/2006 10/12/2005 8,448.50 9,506.10 (1,057.60) -

9 FPL GROUP INC COM 3131/2006 10/12/2005 362.15 407.40 (45.25) -441 FPL GROUP INC COM 3131/2006 10/10/2005 17,745.16 19,941.31 (2,196.15)19 FPL GROUP INC COM 3/31/2006 10/12/2005 764.53 852.78 (88.25) -38 FPL GROUP INC COM 3/31/2006 10/13/2005 1,529.06 1,693.79 (164.73)

274 FPL GROUP INC COM 3131/2006 1/30/2006 11,025.34 11,450.73 (425.39) -591 FPL GROUP INC COM 3/31/2006 1/27/2006 23,780.93 24,682.82 (901.89) -200 FRANKLIN RES INC 3120/2006 6/1412005 20,253.19 14,555.68 5,697.51 -200 FRANKLIN RES INC 6/2/2006 4/11/2006 18,124.66 18,828.36 (703.70) -900 FRANKLIN RES INC 6/26/2006 4/11/2006 77,071.56 84,727.62 (7,656.06) -400 FRANKLIN RES INC 6/26/2006 5/2/2006 34,254.03 35,187.64 (933.61) -154 FRANKLIN RES INC 8/15/2006 7/24/2006 14,623.51 13,149.68 1,473.83 -146 FRANKLIN RES INC 8/15/2006 7/24/2006 13,863.85 12,401.97 1,461.88 -25 FREEPORT-MCMORAN COPPER & GOLD CL B 12/2/2005 4/2212005 1,339.49 925.00 414.49 -

295 FREEPORT-MCMORAN COPPER & GOLD CL B 12/2/2005 4/19/2005 15,806.03 10,678.67 5,127.36 -1800 FREEPORT-MCMORAN COPPER & GOLD CL B 1/6/2006 12/15/2005 106,753.99 96,695.28 10,058.71 -100 FREEPORT-MCMORAN COPPER & GOLD CL B 1/6/2006 11/22/2005 5,930.78 5,176.64 754.14 -

1200 FREEPORT-MCMORAN COPPER & GOLD CL B 4/11/2006 1/31/2006 75,952.62 76,695.36 (742.74) -1400 FREEPORT-MCMORAN COPPER & GOLD CL B 4/11/2006 2/24/2006 88,611.40 72,908.22 15,703.18 -330 FREEPORT-MCMORAN COPPER & GOLD CL B 4/20/2006 4/19/2005 22,525.11 11,949.30 - 10,575.81180 FREEPORT-MCMORAN COPPER & GOLD CL B 4/21/2006 4/19/2005 12,203.39 6,517.80 5,685.59

1100 FREEPORT-MCMORAN COPPER & GOLD CL B 6/26/2006 5/2/2006 55,121.94 70,517.92 (15,395.98) -2300 FREEPORT-MCMORAN COPPER & GOLD CL B 6/26/2006 2/24/2006 115,254.98 119,777.79 (4,522.81) -1100 FREEPORT-MCMORAN COPPER & GOLD CL B 8/15/2006 2124/2006 59,247.37 57,285.03 1,962.34

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300 FREEPORT-MCMORAN COPPER & GOLD CL B 8/15/2006 11/2212005 16,158.37 15,529.92 628.45 -1231 FREEPORT-MCMORAN COPPER & GOLD CL B 9/6/2006 11/2212005 75,172.40 63,724.44 11,447.96 -1269 FREEPORT-MCMORAN COPPER & GOLD CL B 9/6/2006 11/22/2005 77,511.57 65,691.56 11,820.01 -100 FREEPORT-MCMORAN COPPER & GOLD CL B 9/6/2006 8/25/2005 6,108.08 4,020.87 2,087.21300 FREEPORT-MCMORAN COPPER & GOLD CL B 11/14/2006 10/20/2006 17,214.82 17,185.50 29.32 -300 FREEPORT-MCMORAN COPPER & GOLD CL B 11/1412006 10/20/2006 17,139.97 17,185.50 (45.53) -25 FREEPORT-MCMORAN COPPER & GOLD CL B 11/27/2006 4119/2005 1,565.06 905.25 - 659.81

240 FREEPORT-MCMORAN COPPER & GOLD CL B 11/27/2006 5119/2006 15,024.62 12,894.29 2,130.33 -30 FREEPORT-MCMORAN COPPER & GOLD CL B 11/27/2006 4/19/2005 1,878.08 1,085.97 - 792.11

3600 FREESCALE SEMICONDUCTOR INC CL B COM 4/11/2006 2/24/2006 98,840.72 95,396.04 3,444.68 -700 FREESCALE SEMICONDUCTOR INC CL B COM 5/2/2006 2/2412006 22,609.79 18,549.23 4,060.56 -

4400 FREESCALE SEMICONDUCTOR INC CL B COM 5/2/2006 11/22/2005 142,118.71 114,973.76 27,144.95 -

700 FREESCALE SEMICONDUCTOR INC CL B COM 5/2/2006 1/31/2006 22,609.80 17,910.20 4,699.60

300 FREMONT GEN CORP 11/10/2006 11/28/2005 4,716.36 7,107.45 (2,391.09) -

97 FREMONT GEN CORP 11/10/2006 5/5/2006 1,524.95 2,162.62 (637.67) -300 FRONTIER OIL CORP COM 4/4/2006 3/16/2005 18,069.64 5,029.11 - 13,040.53

400 FRONTIER OIL CORP COM 7/612006 3/16/2005 12,789.64 3,352.74 - 9,436.9097 FRONTIER OIL CORP COM 8/9/2006 3/16/2005 3,588.88 813.04 - 2,775.84

503 FRONTIER OIL CORP COM 8/9/2006 3/16/2005 18,735.42 4,216.07 - 14,519.35

500 G&K SERVICES SERVICES CL A 9/8/2006 7/6/2006 17,073.32 17,207.50 (134.18) -246 GAMESTOP CORP NEW CL B COM 12/27/2005 11/1612004 6,758.57 5,613.18 1,145.3984 GAMESTOP CORP NEW CL B COM 12/27/2005 4/15/2005 2,307.80 1,771.36 536.44 -100 GAMESTOP CORP NEW CL B COM 12/27/2005 3/16/2005 2,747.39 2,087.49 659.90500 GAMESTOP CORP NEW CL B COM 12/27/2005 2/16/2005 13,736.92 10,028.90 3,708.02

300 GANNETT INC COM 12/15/2005 5/20/2005 18,307.30 22,556.52 (4,249.22) -1300 GANNETT INC COM 6/26/2006 8/212005 70,664.92 94,069.56 (23,404.64)

300 GANNETT INC COM 6/26/2006 11/22/2005 16,307.28 18,666.03 (2,358.75) -

52 GANNETT INC COM 6/26/2006 4/11/2006 2,826.60 3,058.46 (231.86) -1548 GANNETT INC COM 6/26/2006 4/11/2006 84,084.78 91,048.10 (6,963.32) -100 GANNETT INC COM 6/26/2006 5/2/2006 5,431.83 5,440.13 (8.30) -

2300 GANNETT INC COM 8/15/2006 5/2/2006 127,264.98 125,122.99 2,141.99 -76 GANNETT INC COM 8/15/2006 7/24/2006 4,205.28 4,014.15 191.13 -124 GANNETT INC COM 8/15/2006 7/24/2006 6,839.00 6,549.41 289.59280 GANNETT INC COM 11/14/2006 10/20/2006 16,722.59 15,898.40 824.19 -18 GANNETT INC COM 11/14/2006 10/20/2006 1,077.71 1,022.04 55.67 -2 GANNETT INC COM 11/14/2006 10/20/2006 119.75 113.51 6.24 -

1900 GAP INC COM 12/15/2005 5/20/2005 34,487.17 40,184.24 (5,697.07) -6000 GAP INC COM 12115/2005 11/22/2005 108,906.84 105,901.20 3,005.64 -

Page 52 of 125



1100 GAP INC COM 1/31/2006 1/6/2006 19,830.85 19,086.54 744.31 -

600 GAP INC COM 5/2/2006 2/24/2006 10,841.12 11,058.96 (217.84)

2700 GAP INC COM 6/26/2006 6/2/2006 46,979.09 47,752.47 (773.38) -

2000 GAP INC COM 7/24/2006 6/2/2006 33,854.56 35,372.20 (1,517.64) -773 GENENTECH INC 3/14/2006 4/20/2005 63,733.67 54,740.15 8,993.52540 GENENTECH INC 3/15/2006 4/20/2005 45,128.83 38,240.21 6,888.62

547 GENENTECH INC 3/16/2006 4/20/2005 45,416.23 38,735.91 6,680.32 -288 GENENTECH INC 6/8/2006 4/20/2005 22,206.68 20,394.78 - 1,811.90355 GENENTECH INC 6112/2006 4/20/2005 28,156.95 25,139.40 - 3,017.55432 GENENTECH INC 6/14/2006 4/20/2005 33,997.74 30,592.17 - 3,405.57273 GENENTECH INC 6116/2006 4/20/2005 21,295.91 19,332.55 1,963.36115 GENENTECH INC 6120/2006 4/20/2005 8,854.73 8,143.75 710.9899 GENENTECH INC 6/21/2006 4/20/2005 7,632.67 7,010.70 - 621.97

422 GENENTECH INC 6/23/2006 4/20/2005 32,576.22 29,884.01 2,692.21244 GENENTECH INC 6/28/2006 4/20/2005 18,951.80 17,278.91 - 1,672.89115 GENENTECH INC 7/5/2006 4/20/2005 9,605.75 8,143.75 1,462.00

358 GENENTECH INC 7/5/2006 4/20/2005 30,149.08 25,351.84 - 4,797.24100 GENERAL COMMUNICATION INC CL A 8/9/2006 7/6/2006 1,198.09 1,224.20 (26.11) -

100 GENERAL COMMUNICATION INC CL A 8/9/2006 5/5/2006 1,198.09 1,215.17 (17.08) -400 GENERAL COMMUNICATION INC CL A 8/9/2006 4/4/2006 4,792.37 4,764.68 27.69 -300 GENERAL DYNAMICS CORP COM 1/6/2006 11/22/2005 34,542.68 35,004.69 (462.01) -1000 GENERAL DYNAMICS CORP COM 1/6/2006 11/3/2005 115,142.26 116,383.00 (1,240.74) -

200 GENERAL DYNAMICS CORP COM 1/6/2006 12/15/2005 23,028.45 22,910.46 117.99

100 GENERAL DYNAMICS CORP COM 2/24/2006 12/15/2005 12,104.42 11,455.23 649.19 -1700 GENERAL DYNAMICS CORP COM 4/11/2006 12/15/2005 110,429.11 97,369.46 13,059.65 -

3100 GENERAL DYNAMICS CORP COM 6/2/2006 5/212006 198,188.38 207,678.30 (9,489.92)100 GENERAL DYNAMICS CORP COM 6/2/2006 12/15/2005 6,393.17 5,727.61 665.56 -

1100 GENERAL ELEC CO COM 12/15/2005 11/3/2005 39,645.09 37,440.15 2,204.94 -700 GENERAL ELEC CO COM 12/15/2005 10/7/2005 25,228.69 23,685.34 1,543.35 -

2938 GENERAL ELEC CO COM 1/25/2006 4/20/2005 96,418.09 104,730.89 (8,312.80) -

5187 GENERAL ELEC CO COM 1/30/2006 4120/2005 170,708.26 184,900.99 (14,192.73)8051 GENERAL ELEC CO COM 1/31/2006 4/20/2005 264,404.43 286,993.99 (22,589.56)

2500 GENERAL ELEC CO COM 3/20/2006 1/6/2006 86,269.35 88,253.50 (1,984.15) -2000 GENERAL ELEC CO COM 4/11/2006 1/6/2006 67,701.72 70,602.80 (2,901.08) -200 GENERAL ELEC CO COM 4/11/2006 10/7/2005 6,770.17 6,767.24 2.93400 GENERAL ELEC CO COM 4/11/2006 4/26/1991 13,540.34 2,386.56 - 11,153.78

2100 GENERAL ELEC CO COM 4/11/2006 3128/1991 71,086.81 12,310.67 - 58,776.142500 GENERAL ELEC CO COM 8/15/2006 6/26/2006 83,002.70 82,962.50 40.20

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400 GENERAL ELEC CO COM 9/612006 6/26/2006 13,561.18 13,274.00 287.18 -1500 GENERAL ELEC CO COM 9/6/2006 6/26/2006 50,854.44 49,569.00 1,285.44 -1400 GENERAL ELEC CO COM 9/27/2006 6/26/2006 49,690.63 46,264.40 3,426.231500 GENERAL ELEC CO COM 9/27/2006 3/28/1991 53,239.96 8,793.34 - 44,446.62

642 GENERAL ELEC CO COM 11/14/2006 10/20/2006 22,610.22 22,774.95 (164.73) -

3258 GENERAL ELEC CO COM 11/14/2006 10/20/2006 114,741.60 115,527.70 (786.10) -

2000 GENERAL ELEC CO COM 11/14/2006 3/28/1991 70,436.84 11,724.45 - 58,712.391000 GENERAL MLS INC COM 12115/2005 11/312005 49,867.31 48,341.20 1,526.11 -

2400 GENERAL MLS INC COM 12115/2005 11/22/2005 119,681.55 115,297.20 4,384.35 -1202 GENERAL MLS INC COM 4/11/2006 1/6/2006 60,093.58 59,895.30 198.28 -2098 GENERAL MLS INC COM 5/212006 1/6/2006 104,773.21 104,542.71 230.50 -300 GENERAL MLS INC COM 5/2/2006 3/20/2006 14,981.87 14,806.26 175.61 -

1300 GENERAL MLS INC COM 612/2006 3/20/2006 67,383.95 64,160.46 3,223.49 -

900 GENERAL MLS INC COM 6/212006 2124/2006 46,650.43 44,344.35 2,306.08 -400 GENERAL MLS INC COM 6/212006 1/31/2006 20,733.52 19,424.96 1,308.56 -100 GENERAL MLS INC COM 6/2/2006 11/22/2005 5,183.38 4,804.05 379.33 -

200 GENERAL MLS INC COM 61212006 7/11/2005 10,366.76 9,319.58 1,047.18 -671 GENERAL MLS INC COM 10/20/2006 9/6/2006 37,391.80 36,472.61 919.19 -

1240 GENERAL MLS INC COM 10/20/2006 9/6/2006 69,130.73 67,400.94 1,729.79 -189 GENERAL MLS INC COM 10/20/2006 9/6/2006 10,536.86 10,216.40 320.46 -

3227 GENERAL MLS INC COM 10/20/2006 8/15/2006 179,907.14 173,036.58 6,870.56 -373 GENERAL MLS INC COM 10/20/2006 8/15/2006 20,794.97 19,987.21 807.76 -100 GENESCO INC 10/12/2006 7/26/2005 3,618.92 3,859.91 - (240.99)200 GENUINE PARTS CO COM 12/15/2005 3/15/2005 8,731.23 8,759.42 (28.19)

600 GENUINE PARTS CO COM 3/20/2006 3/15/2005 27,045.06 26,278.26 - 766.805100 GENWORTH FINL INC CL A COM 4/11/2006 1/6/2006 171,392.98 175,409.40 (4,016.42) -

3400 GENWORTH FINL INC CL A COM 6/2/2006 5/2/2006 114,254.51 113,170.02 1,084.49 -448 GENWORTH FINL INC CL A COM 6/26/2006 51212006 15,085.93 14,911.81 174.12 -

2379 GENWORTH FINL INC CL A COM 6/26/2006 5/212006 80,761.95 79,185.73 1,576.22 -73 GENWORTH FINL INC CL A COM 6/26/2006 5/2/2006 2,478.19 2,429.81 48.38 -800 GENWORTH FINL INC CL A COM 9/6/2006 7124/2006 27,951.46 27,201.60 749.86 -400 GENWORTH FINL INC CL A COM 10/20/2006 9/27/2006 14,102.60 14,079.60 23.00 -1662 GENWORTH FINL INC CL A COM 11/7/2006 10/25/2006 52,683.78 59,548.46 (6,864.68) -797 GENWORTH FINL INC CL A COM 1117/2006 10/17/2006 25,264.13 28,519.37 (3,255.24) -1451 GENWORTH FINL INC CL A COM 11/7/2006 8/2/2006 45,995.29 50,221.72 (4,226.43) -575 GENWORTH FINL INC CL A COM 1117/2006 8/8/2006 18,226.94 19,709.39 (1,482.45) -945 GENWORTH FINL INC CL A COM 11/7/2006 8/1/2006 29,955.58 32,315.69 (2,360.11)553 GENWORTH FINL INC CL A COM 1117/2006 817/2006 17,529.56 18,845.25 (1,315.69) -

Page 54 of 125



121 GENWORTH FINL INC CL A COM 11/17/2006 8/7/2006 4,029.65 4,123.46 (93.81) -

300 GENZYME CORP COM 1/6/2006 12/15/2005 22,339.05 21,419.97 919.08 -

1200 GENZYME CORP COM 5/212006 2124/2006 70,035.84 84,108.72 (14,072.88) -

500 GENZYME CORP COM 6/2/2006 2/24/2006 31,169.89 35,045.30 (3,875.41) -

600 GENZYME CORP COM 6/2/2006 4/11/2006 37,403.87 37,683.60 (279.73) -

400 GEORGIA GULF CORP COM PAR $0.01 12/27/2005 9/9/2004 12,249.58 15,337.64 - (3,088.06)

100 GEORGIA GULF CORP COM PAR $0.01 5/5/2006 9/9/2004 3,095.58 3,834.41 - (738.83)300 GERBER SCIENTIFIC INC 9/8/2006 10/31/2003 4,687.03 2,445.75 - 2,241.28

96 GERBER SCIENTIFIC INC 9/8/2006 5/19/2005 1,499.85 724.83 - 775.024 GERBER SCIENTIFIC INC 9/8/2006 5/18/2005 62.49 29.64 32.85

200 GERBER SCIENTIFIC INC 9/8/2006 7/26/2005 3,124.68 1,217.54 - 1,907.141900 GILEAD SCIENCES INC COM 1/6/2006 11/22/2005 108,511.94 102,888.04 5,623.90 -

300 GILEAD SCIENCES INC COM 1/6/2006 12/15/2005 17,133.46 15,619.68 1,513.78 -1600 GILEAD SCIENCES INC COM 3/20/2006 2/24/2006 100,368.12 98,664.16 1,703.96 -1600 GILEAD SCIENCES INC COM 3/20/2006 1/31/2006 100,368.11 94,081.60 6,286.51

400 GILEAD SCIENCES INC COM 4/11/2006 1/31/2006 24,425.57 23,520.40 905.17 -

100 GILEAD SCIENCES INC COM 4/11/2006 12/15/2005 6,106.39 5,206.56 899.83 -400 GILEAD SCIENCES INC COM 7/24/2006 12/15/2005 23,942.62 20,826.24 3,116.38 -100 GILEAD SCIENCES INC COM 8/15/2006 12/15/2005 6,218.87 5,206.56 1,012.31 -

1400 GILEAD SCIENCES INC COM 8/15/2006 4/11/2005 87,064.16 51,688.00 - 35,376.161799 GILEAD SCIENCES INC COM 9/27/2006 9/6/2006 119,836.70 111,742.01 8,094.69 -

601 GILEAD SCIENCES INC COM 9/27/2006 9/6/2006 40,034.39 37,176.90 2,857.49 -

48 GILEAD SCIENCES INC COM 9/27/2006 4/11/2005 3,197.42 1,772.16 - 1,425.262452 GILEAD SCIENCES INC COM 9/27/2006 4/11/2005 163,397.24 90,527.84 - 72,869.40

100 GLOBAL IMAGING SYS INC 6/6/2006 1/27/2006 4,117.62 3,567.14 550.48

100 GLOBAL PMTS INC COM 12/27/2005 7/26/2005 4,711.91 3,307.71 1,404.20 -

300 GLOBAL PMTS INC COM 2128/2006 7/26/2005 15,638.48 9,923.11 5,715.37 -

100 GLOBAL PMTS INC COM 2128/2006 8/26/2005 5,212.83 3,256.72 1,956.11 -200 GLOBAL PMTS INC COM 9/8/2006 4/4/2006 7,605.89 10,294.22 (2,688.33) -

500 GLOBAL PMTS INC COM 9/8/2006 8/9/2006 19,014.71 19,541.60 (526.89) -

200 GLOBAL PMTS INC COM 10/12/2006 8/9/2006 8,391.74 7,816.64 575.10 -100 GLOBAL PMTS INC COM 10/12/2006 8/26/2005 4,195.87 3,256.71 - 939.16100 GLOBAL PMTS INC COM 10/12/2006 4/15/2005 4,195.87 3,125.18 - 1,070.69100 GLOBAL PMTS INC COM 11/10/2006 4/15/2005 4,267.74 3,125.17 - 1,142.57

510.06 GNMA GTD PASS THRU CTF #31095 1/17/2006 6/8/1992 510.06 519.62 - (9.56)


518.14 GNMA GTD PASS THRU CTF #31095 2128/2006 6/811992 518.14 527.86 - (9.72)


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526.41 GNMA GTD PASS THRU CTF #31095 4130/2006 6/8/1992 526.41 536.28 - (9.87)530.55 GNMA GTD PASS THRU CTF #31095 5/31/2006 6/8/1992 530.55 540.50 - (9.95)

9699.75 GNMA GTD PASS THRU CTF #31095 6/30/2006 6/8/1992 9,699.75 9,881.62 - (181.87)

260.84 GNMA GTD PASS THRU CTF #31095 7/31/2006 6/811992 260.84 265.73 (4.89)

3578.05 GNMA GTD PASS THRU CTF #31095 8/31/2006 6/8/1992 3,578.05 3,645.14 - (67.09)148.7 GNMA GTD PASS THRU CTF #31095 9/30/2006 6/8/1992 148.70 151.49 - (2.79)

149.86 GNMA GTD PASS THRU CTF #31095 10/31/2006 618/1992 149.86 152.67 (2.81)

151.05 GNMA GTD PASS THRU CTF #31095 11/30/2006 6/8/1992 151.05 153.88 - (2.83)191 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 1/17/2006 8/25/1999 191.00 188.02 - 2.98

194.2 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 1/31/2006 8/25/1999 194.20 191.17 3.03191.36 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 2128/2006 8/25/1999 191.36 188.37 - 2.99192.58 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 3/31/2006 8/25/1999 192.58 189.57 - 3.01

193.77 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 4130/2006 8/25/1999 193.77 190.74 - 3.03

197.01 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 5/31/2006 8/25/1999 197.01 193.93 - 3.08196.22 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 6/30/2006 8/25/1999 196.22 193.15 - 3.07

231.05 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 7/31/2006 8/25/1999 231.05 227.44 - 3.61

198.9 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 8/31/2006 8/2511999 198.90 195.79 - 3.11200.12 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 9/30/2006 8/25/1999 200.12 196.99 - 3.13

73590.79 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 10/31/2006 8/25/1999 73,590.79 72,440.93 - 1,149.8699.31 GNMA POOL #474741 DTD 09/01/99 7.000% DUE 09/15/29 11/30/2006 8/25/1999 99.31 97.76 - 1.55

3795.32 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 1/17/2006 8/25/1999 3,795.32 3,816.67 (21.35)29.58 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 1/31/2006 8/25/1999 29.58 29.75 - (0.17)

32.37 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 2/28/2006 8/25/1999 32.37 32.55 - (0.18)

32.58 GNMA POOL #513358 DTD 08101/99 7.500% DUE 08/15/29 3/31/2006 8/25/1999 32.58 32.76 - (0.18)

34.85 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 4/30/2006 8/25/1999 34.85 35.05 - (0.20)

35.14 GNMA POOL #513358 DTD 08101/99 7.500% DUE 08/15/29 5/31/2006 8/25/1999 35.14 35.34 - (0.20)

30.7 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 6/30/2006 8/25/1999 30.70 30.87 - (0.17)35.59 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 7/31/2006 8/25/1999 35.59 35.79 - (0.20)35.77 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 8/31/2006 8/25/1999 35.77 35.97 - (0.20)

36.07 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 9/30/2006 8/25/1999 36.07 36.27 - (0.20)34.02 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08/15/29 10/31/2006 8/25/1999 34.02 34.21 - (0.19)

36.48 GNMA POOL #513358 DTD 08/01/99 7.500% DUE 08115/29 11/30/2006 8/25/1999 36.48 36.69 - (0.21)

14594.45 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 1/17/2006 8/25/1999 14,594.45 13,996.99 - 597.46

166.52 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 1/31/2006 8/25/1999 166.52 159.70 - 6.82167.02 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 2/28/2006 8/2511999 167.02 160.18 6.84

170.46 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 3/31/2006 8/25/1999 170.46 163.48 - 6.98

13997.96 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 4/30/2006 8/25/1999 13,997.96 13,424.92 - 573.04

12807.48 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 5/31/2006 8/25/1999 12,807.48 12,283.17 - 524.31

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8844.45 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 6/30/2006 8/25/1999 8,844.45 8,482.38 - 362.07123.13 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 7/31/2006 8/25/1999 123.13 118.09 - 5.04

8255.05 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 8/31/2006 8/25/1999 8,255.05 7,917.11 - 337.9498.43 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 9/30/2006 8/2511999 98.43 94.40 - 4.03118.94 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 10/31/2006 8/25/1999 118.94 114.07 - 4.87

5270.09 GNMA POOL #516070 DTD 09/01/99 6.500% DUE 09/15/29 11/30/2006 8/25/1999 5,270.09 5,054.35 - 215.7412.04 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 1/17/2006 8125/1999 12.04 12.34 - (0.30)

12.13 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 1/31/2006 8/25/1999 12.13 12.43 - (0.30)

12.21 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 2/28/2006 8125/1999 12.21 12.52 - (0.31)

12.3 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 3/31/2006 8/25/1999 12.30 12.61 - (0.31)

17.65 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 4/30/2006 8/25/1999 17.65 18.09 - (0.44)

12.49 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 5131/2006 8/25/1999 12.49 12.80 - (0.31)

12.6 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 6/30/2006 8/25/1999 12.60 12.92 - (0.32)

18.02 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 7/31/2006 8/25/1999 18.02 18.47 - (0.45)12.79 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 8/31/2006 8/25/1999 12.79 13.11 - (0.32)

4733.78 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 9/30/2006 8/25/1999 4,733.78 4,852.13 - (118.35)7.28 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 10/31/2006 8/25/1999 7.28 7.46 - (0.18)7.34 GNMA POOL #518420 DTD 09/01/99 8.000% DUE 09/15/29 11/30/2006 8/25/1999 7.34 7.52 - (0.18)100 GOLD BANC CORP INC COM 4/1/2006 1/22/2004 278.00 - - 278.00

900 GOLD BANC CORP INC COM 411/2006 5/18/2005 2,502.00 - 2,502.00 -200 GOLD BANC CORP INC COM 411/2006 10/25/2005 556.00 - 556.00 -

3000 GOLDEN WEST FINL CORP DEL 9/27/2006 9/27/2006 55,938.30 52,328.60 3,609.70 -3000 GOLDEN WEST FINL CORP DEL 9/27/2006 1/0/1900 (55,938.30) (52,328.60) (3,609.70)3000 GOLDEN WEST FINL CORP DEL 10/1/2006 9/27/2006 55,938.30 52,328.60 3,609.70 -397 GOLDEN WEST FINL CORP DEL 10/1/2006 6/17/2005 7,402.50 3,123.31 - 4,279.19

108 GOLDEN WEST FINL CORP DEL 10/1/2006 6/17/2005 2,013.78 774.11 - 1,239.67

36 GOLDEN WEST FINL CORP DEL 10/1/2006 6/17/2005 671.26 257.98 - 413.28195 GOLDEN WEST FINL CORP DEL 10/1/2006 7/28/2005 3,635.99 1,346.08 - 2,289.91479 GOLDEN WEST FINL CORP DEL 10/1/2006 6/16/2005 8,931.48 2,588.07 - 6,343.41200 GOLDMAN SACHS GROUP INC 1/31/2006 11/22/2005 27,935.94 26,330.34 1,605.60

2300 GOLDMAN SACHS GROUP INC 1/31/2006 12/15/2005 321,263.34 296,171.46 25,091.88200 GOLDMAN SACHS GROUP INC 1131/2006 1/6/2005 27,935.94 20,885.10 - 7,050.84

1700 GOLDMAN SACHS GROUP INC 3/20/2006 2/24/2006 256,216.98 246,165.78 10,051.20 -

838 GOLDMAN SACHS GROUP INC 6113/2006 4/19/2005 117,281.87 89,774.94 - 27,506.93292 GOLDMAN SACHS GROUP INC 6/13/2006 4/19/2005 40,907.77 31,281.96 - 9,625.81

801 GOLDMAN SACHS GROUP INC 6/16/2006 4/19/2006 114,808.77 133,708.85 (18,900.08) -221 GOLDMAN SACHS GROUP INC 6/26/2006 5/2/2006 32,997.24 35,187.42 (2,190.18) -

79 GOLDMAN SACHS GROUP INC 6/26/2006 5/2/2006 11,811.32 12,578.31 (766.99) -

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600 GOLDMAN SACHS GROUP INC 8/15/2006 5/2/2006 91,414.51 95,531.46 (4,116.95) -

200 GOLDMAN SACHS GROUP INC 8115/2006 6/2/2006 30,471.50 31,009.54 (538.04) -

1000 GOLDMAN SACHS GROUP INC 9/27/2006 6/2/2006 168,865.11 155,047.70 13,817.41 -

300000 GOLDMAN SACHS GROUP INC SENIOR UNSUB 11/8/2006 10/7/1999 310,593.00 294,849.11 - 15,743.89600 GOODRICH B F CO COM 1/31/2006 1/6/2006 23,613.23 23,675.40 (62.17) -

1221 GOODRICH B F CO COM 2/24/2006 4/19/2005 51,492.51 45,997.27 5,495.24 -

1015 GOODRICH B F CO COM 2/24/2006 4/19/2005 42,804.99 38,244.39 4,560.60 -

434 GOODRICH B F CO COM 2/27/2006 4/19/2005 18,533.53 16,349.56 2,183.97 -360 GOODRICH B F CO COM 2/27/2006 4/19/2005 15,373.44 13,564.51 1,808.93300 GOODRICH B F CO COM 5/2/2006 4/11/2006 13,960.34 12,527.34 1,433.00 -

600 GOODYEAR TIRE & RUBR CO COM 1/6/2006 12/15/2005 10,999.28 10,454.82 544.46 -43 GOOGLE INC CL A COM 12/19/2005 5/19/2005 18,408.92 10,305.00 8,103.92 -

124 GOOGLE INC CL A COM 12/19/2005 5/16/2005 53,086.18 28,665.55 24,420.63 -92 GOOGLE INC CL A COM 1/18/2006 5/16/2005 41,464.68 21,267.99 20,196.69 -

431 GOOGLE INC CL A COM 1/18/2006 5/16/2005 194,253.02 99,130.09 95,122.93 -



400 GOOGLE INC CL A COM 6/2/2006 5/2/2006 152,206.84 158,908.80 (6,701.96) -

150 GOOGLE INC CL A COM 9/27/2006 9/6/2006 61,226.76 57,272.85 3,953.91 -150 GOOGLE INC CL A COM 9/27/2006 9/6/2006 61,323.36 57,272.85 4,050.51 -

313.07 GOVERNMENT NAIL MTG ASSN POOL #508481 1/17/2006 5/18/2001 313.07 304.26 - 8.81315.5 GOVERNMENT NAIL MTG ASSN POOL #508481 1/31/2006 5/18/2001 315.50 306.63 8.87

315.35 GOVERNMENT NAIL MTG ASSN POOL #508481 2/28/2006 5/18/2001 315.35 306.48 - 8.87403.07 GOVERNMENT NAIL MTG ASSN POOL #508481 3/31/2006 5/18/2001 403.07 391.73 11.34

336.32 GOVERNMENT NAIL MTG ASSN POOL #508481 4/30/2006 5/18/2001 336.32 326.86 - 9.46

372.11 GOVERNMENT NATL MTG ASSN POOL #508481 5/31/2006 5/18/2001 372.11 361.64 - 10.47326.31 GOVERNMENT NAIL MTG ASSN POOL #508481 6/30/2006 5/18/2001 326.31 317.13 9.18325.97 GOVERNMENT NAIL MTG ASSN POOL #508481 7/31/2006 5/18/2001 325.97 316.80 - 9.17413.27 GOVERNMENT NAIL MTG ASSN POOL #508481 8/31/2006 5/18/2001 413.27 401.65 - 11.62328.67 GOVERNMENT NATL MTG ASSN POOL #508481 9/30/2006 5/18/2001 328.67 319.43 - 9.24

331.11 GOVERNMENT NAIL MTG ASSN POOL #508481 10/31/2006 5/18/2001 331.11 321.80 - 9.3123905.17 GOVERNMENT NAIL MTG ASSN POOL #508481 11/30/2006 5/18/2001 23,905.17 23,232.84 - 672.33

200 GREATBATCH INC COM 10/1212006 12/27/2005 4,628.34 5,341.84 (713.50) -200 GREATBATCH INC COM 10/12/2006 1/27/2006 4,628.33 5,038.82 (410.49) -

200 GRIFFON CORP COM 2128/2006 2/16/2005 4,740.67 4,771.26 - (30.59)356 GRIFFON CORP COM 5/5/2006 2/16/2005 9,935.65 8,492.84 - 1,442.81

306 GRIFFON CORP COM 5/5/2006 2/16/2005 8,542.46 7,300.03 1,242.4338 GRIFFON CORP COM 5/5/2006 3/16/2005 1,060.83 855.95 - 204.88

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M - - - - - - -


36-6975534

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200 GRIFFON CORP COM 5/5/2006 3125/2004 5,583.31 4,267.58 - 1,315.73

200 GRIFFON CORP COM 5/5/2006 10/31/2003 5,583.31 3,922.56 - 1,660.75200 GROUP 1 AUTOMOTIVE INC 5/5/2006 1/27/2006 12,256.68 6,853.52 5,403.16 -

200 GROUP 1 AUTOMOTIVE INC 8/9/2006 1/27/2006 9,536.76 6,853.52 2,683.24100 GROUP I AUTOMOTIVE INC 8/9/2006 2116/2005 4,768.38 3,022.69 - 1,745.69

200 GROUP 1 AUTOMOTIVE INC 8/9/2006 8/26/2005 9,536.77 5,993.22 3,543.55 -12538.44 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 1/18/2006 7/2/2001 12,538.44 12,699.09 - (160.65)9312.32 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 1/31/2006 71212001 9,312.32 9,431.63 - (119.31)2618.22 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 2128/2006 7/212001 2,618.22 2,651.77 - (33.55)

2058.99 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 3/31/2006 7/2/2001 2,058.99 2,085.37 - (26.38)




15376.2 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 7/31/2006 7/212001 15,376.20 15,573.21 - (197.01)

4501.56 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 9/18/2006 7/2/2001 4,501.56 4,559.24 - (57.68)4457.97 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 9/30/2006 7/212001 4,457.97 4,515.09 - (57.12)

3935.83 GS MORTGAGE SECS CORP SER 1998-Cl CL A-2 10/31/2006 7/212001 3,935.83 3,986.26 - (50.43)100 HAEMONETICS CORP MASS COM 8/9/2006 1/27/2006 4,573.61 4,512.17 61.44 -100 HAEMONETICS CORP MASS COM 8/9/2006 717/2004 4,573.60 2,893.18 - 1,680.42200 HAIN CELESTIAL GROUP INC 10/1212006 12127/2005 5,308.71 4,153.02 1,155.69 -815 HALLIBURTON CO COM 6/13/2006 4/19/2005 56,586.32 34,890.15 - 21,696.17

4800 HALLIBURTON CO COM 8115/2006 7/24/2006 159,158.31 148,859.04 10,299.27 -

660 HALLIBURTON CO COM 8/24/2006 4111/2006 21,852.19 26,331.53 (4,479.34) -

764 HALLIBURTON CO COM 8/24/2006 4/10/2006 25,295.57 30,118.48 (4,822.91) -

652 HALLIBURTON CO COM 9/26/2006 4/10/2006 18,726.10 25,703.21 (6,977.11)




2202 HALLIBURTON CO COM 9/28/2006 9/29/2005 63,359.28 75,989.37 (12,630.09) -2186 HALLIBURTON CO COM 9/28/2006 9/26/2005 62,898.91 73,186.73 - (10,287.82)

32 HALLIBURTON CO COM 9/28/2006 9/26/2005 920.75 1,065.24 - (144.49)334 HALLIBURTON CO COM 9/28/2006 9/26/2005 9,610.36 11,114.84 - (1,504.48)

217 HALLIBURTON CO COM 10/20/2006 9/6/2006 6,229.64 7,027.55 (797.91) -



200 HALLIBURTON CO COM 10/20/2006 9/27/2006 5,741.60 5,750.00 (8.40) -

400 HANSEN NAT CORP COM 11/10/2006 1/27/2006 10,333.60 9,465.35 868.25 -1200 HANSEN NAT CORP COM 11/10/2006 10/25/2005 31,000.81 14,041.80 - 16,959.01

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M



100 HARLAND JOHN H CO COM 4/4/2006 1 /27/2006 3,946.35 3,796.61 149.74 -900 HARLEY DAVIDSON INC COM 12/15/2005 8/2/2005 47,801.05 47,563.92 237.13 -

300 HARLEY DAVIDSON INC COM 1/31/2006 8/2/2005 16,086.49 15,854.64 231.85 -

300 HARLEY DAVIDSON INC COM 2/24/2006 8/212005 15,674.52 15,854.64 (180.12) -

3300 HARLEY DAVIDSON INC COM 2/24/2006 1/6/2006 172,419.70 170,853.54 1,566.16

300 HARLEY DAVIDSON INC COM 4111/2006 1 /6/2006 15,680.91 15,532.14 148.77 -2100 HARLEY DAVIDSON INC COM 4/11/2006 6/14/2005 109,766.36 103,694.43 6,071.93 -2100 HARLEY DAVIDSON INC COM 4/11/2006 3120/2006 109,766.35 102,387.81 7,378.542000 HARLEY DAVIDSON INC COM 6/26/2006 5/2/2006 105,977.54 99,915.20 6,062.34500 HARLEY DAVIDSON INC COM 6/26/2006 3/20/2006 26,494.39 24,378.05 2,116.34300 HARLEY DAVIDSON INC COM 6/26/2006 4/28/2005 15,896.63 14,074.38 - 1,822.25300 HARLEY DAVIDSON INC COM 6/26/2006 10/7/2005 15,896.63 13,558.35 2,338.28 -800 HARLEY DAVIDSON INC COM 9/27/2006 8/15/2006 52,420.78 45,531.76 6,889.02

250 HARLEY DAVIDSON INC COM 9/27/2006 10/7/2005 16,381.50 11,298.63 5,082.871050 HARLEY DAVIDSON INC COM 9/27/2006 10/7/2005 68,583.89 47,454.22 21,129.67 -

457 HARRAHS ENTMT INC COM 1/4/2006 4/19/2005 32,739.89 31,655.70 1,084.19

1008 HARRAHS ENTMT INC COM 1/5/2006 4/19/2005 72,244.57 69,822.65 2,421.92

385 HARRAHS ENTMT INC COM 1/9/2006 4/19/2005 27,789.56 26,693.25 1,096.31 -

100 HARTFORD FINL SVCS GROUP INC 2/24/2006 11/22/2005 8,351.79 8,702.70 (350.91) -

1500 HARTFORD FINL SVCS GROUP INC 2/24/2006 1/31/2006 125,276.90 123,868.65 1,408.25 -

600 HARTFORD FINL SVCS GROUP INC 4/11/2006 3/20/2006 48,956.22 49,770.42 (814.20) -1900 HARTFORD FINL SVCS GROUP INC 4/11/2006 1/31/2006 155,028.01 156,900.29 (1,872.28) -

300 HARTFORD FINL SVCS GROUP INC 7/24/2006 5/2/2006 25,459.89 27,208.26 (1,748.37)800 HARTFORD FINL SVCS GROUP INC 7/24/2006 1/31/2006 67,893.03 66,063.28 1,829.75 -900 HARTFORD FINL SVCS GROUP INC 7/24/2006 11/3/2005 76,379.66 73,060.56 3,319.10 -

0.513 HARTFORD FINL SVCS GROUP INC 8/25/2006 8/17/2006 42 . 47 36.82 5.65 -3406 HARTFORD FINL SVCS GROUP INC 9/11/2006 8/17/2006 286,265.51 244,457.13 41 ,808.38100 HARTFORD FINL SVCS GROUP INC 9/27/2006 8/15/2006 8,812.52 8,245.20 567.32 -458 HARTFORD FINL SVCS GROUP INC CONV PFD 7.000% 12/7/2005 4/19/2005 35,275.70 28,847.72 6,427.98 -1022 HARTFORD FINL SVCS GROUP INC CONV PFD 7.000% 12/8/2005 4/19/2005 78,795.97 64,372.00 14,423.971200 HCA-HEALTHCARE CO 1/6/2006 10/7/2005 60,003.43 56,182.68 3,820.75 -

500 HCA-HEALTHCARE CO 4/11/2006 10/7/2005 22 ,263.07 23,409.45 (1,146.38)

3400 HCA-HEALTHCARE CO 4/11/2006 3/20/2006 151,388.84 155,839.00 (4,450.16)100 HEADWATERS INC COM 8/9/2006 12/27/2005 2,206.30 3,684.20 (1,477.90) -

500 HEADWATERS INC COM 8/9/2006 1/27/2006 11,031.51 17,661.70 (6,630.19) -

200 HEALTHCARE SVCS GROUP INC COM 9/8/2006 1/27/2006 4,439.86 3,796.94 642.92 -

100 HEALTHWAYS INC COM 8/9/2006 4/4/2006 5,365.85 5,113.65 252.20 -800 HEARTLAND EXPRESS INC COM 1/27/2006 10/25/2005 17,423.70 15,390.00 2,033.70 -

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100 HEARTLAND EXPRESS INC COM 1/27/2006 10/31/2003 2,177.96 1,663.18 - 514.780.667 HEARTLAND EXPRESS INC COM 5/26/2006 4/4/2006 11.42 10.95 0.47 -

34 HEARTLAND EXPRESS INC COM 10/1212006 6/6/2006 586.71 559.98 26.73 -266 HEARTLAND EXPRESS INC COM 10/12/2006 4/4/2006 4,590.11 4,367.73 222.38 -100 HEARTLAND EXPRESS INC COM 10/12/2006 8/9/2006 1,725.60 1,443.79 281.81 -

800 HEINZ H J CO COM 1/31/2006 11/3/2005 27,170.68 28,219.52 (1,048.84) -100 HEINZ H J CO COM 2124/2006 11/3/2005 3,715.99 3,527.44 188.55 -

100 HEINZ H J CO COM 2/24/2006 12/15/2005 3,715.99 3,476.60 239.39

700 HEINZ H J CO COM 2124/2006 1/6/2006 26,011.89 23,753.17 2,258.72 -

5200 HEINZ H J CO COM 7/24/2006 6/26/2006 217,924.78 208,182.52 9,742.2650 HEINZ H J CO COM 11/1412006 9/27/2006 2,157.93 2,108.94 48.99

50 HEINZ H J CO COM 11/1412006 9/27/2006 2,157.93 2,107.25 50.68

29 HEINZ H J CO COM 11/14/2006 8/15/2006 1,251.60 1,203.18 48.42 -5071 HEINZ H J CO COM 11/14/2006 8/15/2006 219,474.24 210,389.70 9,084.54 -

800 HEINZ H J CO COM 11/14/2006 10/20/2006 34,624.22 33,152.00 1,472.22 -

0.6 HELIX ENERGY SOLUTIONS GROUP INC COM 7/1412006 7/6/2006 23.18 24.96 (1.78) -38.4 HELIX ENERGY SOLUTIONS GROUP INC COM 9/8/2006 7/6/2006 1,448.60 1,597.52 (148.92) -

261.6 HELIX ENERGY SOLUTIONS GROUP INC COM 9/8/2006 10/31/2003 9,868.55 10,282.19 - (413.64)

200 HELIX ENERGY SOLUTIONS GROUP INC COM 9/8/2006 4/4/2006 7,544.77 7,612.30 (67.53) -961 HERCULES INC COM 10/20/2006 9/27/2006 15,807.67 15,332.27 475.40 -

339 HERCULES INC COM 10/20/2006 9/27/2006 5,576.28 5,381.63 194.65 -1900 HESS CORP COM 11/14/2006 7124/2006 86,690.54 101,089.50 (14,398.96) -700 HESS CORP COM 11/14/2006 6/2/2006 31,938.62 35,185.01 (3,246.39) -300 HESS CORP COM 11/1412006 5/2/2006 13,687.98 14,831.00 (1,143.02) -1557 HESS CORP COM 11/1412006 6126/2006 71,040.61 72,367.65 (1,327.04) -

43 HESS CORP COM 11/1412006 6/26/2006 1,966.75 1,998.59 (31.84) -200 HEWLETT PACKARD CO COM 1/31/2006 11/2212005 6,193.24 5,913.74 279.501200 HEWLETT PACKARD CO COM 6/26/2006 4/11/2006 38,950.56 39,400.44 (449.88)

500 HEWLETT PACKARD CO COM 6/26/2006 6/212006 16,229.40 16,101.25 128.15 -5400 HEWLETT PACKARD CO COM 6/26/2006 2124/2006 175,277.54 173,226.60 2,050.94 -425 HEWLETT PACKARD CO COM 7/14/2006 2/1612006 13,104.90 14,642.31 (1,537.41) -447 HEWLETT PACKARD CO COM 7/14/2006 1/9/2006 13,783.27 13,639.22 144.05 -

78 HEWLETT PACKARD CO COM 7/14/2006 1/10/2006 2,405.13 2,361.56 43.57

620 HEWLETT PACKARD CO COM 7/14/2006 7/20/2005 19,117.73 15,317.22 3,800.51

233 HEWLETT PACKARD CO COM 7/1412006 7/20/2005 7,194.63 5,756.31 1,438.32 -

100 HEWLETT PACKARD CO COM 8/15/2006 2/24/2006 3,393.01 3,207.90 185.11

4000 HEWLETT PACKARD CO COM 8/15/2006 7/2412006 135,720.22 124,866.80 10,853.42 -

4000 HEWLETT PACKARD CO COM 10/20/2006 9/6/2006 157,181.97 144,140.40 13,041.57 -

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1452 HEWLETT PACKARD CO COM 10/20/2006 9/27/2006 57,057.06 51,787.47 5,269.59 -

1448 HEWLETT PACKARD CO COM 10/20/2006 9/27/2006 56,899.87 51,469.16 5,430.711700 HEWLETT PACKARD CO COM 10/20/2006 7/24/2006 66,802.34 53,068.39 13,733.95 -

400 HIBBETT SPORTING GOODS INC 9/8/2006 1/27/2006 9,943.13 12,394.76 (2,451.63) -300 HIBBETT SPORTING GOODS INC 9/8/2006 616/2006 7,457.35 7,340.31 117.04 -200 HIBBETT SPORTING GOODS INC 9/8/2006 716/2006 4,971.57 4,665.00 306.57100 HILB ROGAL & HAMILTON CO COM 8/9/2006 6/612006 4,070.16 3,841.27 228.89 -

1000 HILTON HOTELS CORP COM 12115/2005 11/30/2004 23,139.33 20,777.40 - 2,361.93200 HOLOGIC INC COM 12127/2005 9/9/2004 7,768.24 1,985.52 - 5,782.72

200 HOLOGIC INC COM 10/1212006 1/22/2004 9,679.98 1,815.50 - 7,864.48

4000 HOME DEPOT INC COM 12/15/2005 11/2212005 169,236.92 168,481.20 755.72 -700 HOME DEPOT INC COM 12/15/2005 10/20/2004 29,616.46 27,681.92 - 1,934.542600 HOME DEPOT INC COM 2124/2006 1/6/2006 107,162.21 105,044.68 2,117.53 -

2000 HOME DEPOT INC COM 2124/2006 1/31/2006 82,432.46 80,674.00 1,758.46 -

1100 HOME DEPOT INC COM 2/24/2006 10/20/2004 45,337.86 43,500.16 - 1,837.70700 HOME DEPOT INC COM 2/2412006 2/24/2005 28,851.36 27,595.75 1,255.61 -700 HOME DEPOT INC COM 5/2/2006 3/20/2006 28,233.49 29,979.25 (1,745.76) -1310 HOME DEPOT INC COM 6/30/2006 316/2006 46,848.61 55,004.41 (8,155.80) -890 HOME DEPOT INC COM 7/17/2006 3/6/2006 30,059.36 37,369.41 (7,310.05) -1050 HOME DEPOT INC COM 7/17/2006 30/2006 35,463.29 43,575.52 (8,112.23)1368 HOME DEPOT INC COM 7/17/2006 11/4/2005 46,203.60 56,163.78 (9,960.18) -

742 HOME DEPOT INC COM 7/18/2006 11/4/2005 24,521.16 30,463.11 (5,941.95) -

4083 HOME DEPOT INC COM 7/18/2006 10/24/2005 134,932.47 165,114.48 (30,182.01) -900 HOME DEPOT INC COM 9/6/2006 3120/2006 30,782.47 38,544.75 (7,762.28) -

1567 HONEYWELL INTERNATIONAL INC 1/9/2006 4/19/2005 59,138.33 57,130.47 2,007.86 -



351 HONEYWELL INTERNATIONAL INC 1/10/2006 4/19/2005 13,102.57 12,796.93 305.64 -1100 HONEYWELL INTERNATIONAL INC 4/11/2006 3/20/2006 46,138.52 46,755.72 (617.20)

1142 HONEYWELL INTERNATIONAL INC 11/14/2006 9/6/2006 49,018.84 44,365.67 4,653.17 -3958 HONEYWELL INTERNATIONAL INC 11/1412006 9/6/2006 169,999.98 153,764.74 16,235.24 -900 HONEYWELL INTERNATIONAL INC 11/14/2006 7/2412006 38,655.88 33,059.52 5,596.36 -

100 HUB GROUP INC CL A 12/27/2005 10/25/2005 3,498.90 3,471.12 27.78 -500 HUB GROUP INC CL A 1/27/2006 10/25/2005 21,336.09 17,355.60 3,980.49124 HUB GROUP INC CL A 8/9/2006 5/5/2006 2,734.73 3,170.12 (435.39)76 HUB GROUP INC CL A 8/9/2006 5/5/2006 1,671.39 1,942.98 (271.59) -

200 HUB GROUP INC CL A 819/2006 10/25/2005 4,398.41 3,471.12 927.29 -

100 HUB GROUP INC CL A 10/12/2006 10/5/2006 2,596.65 2,470.00 126.65 -

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IMM us== mm =WNW,= MW



400 HUB GROUP INC CL A 10/12/2006 9/8/2006 10,386.60 8,557.08 1,829.52 -200 HUB GROUP INC CL A 10/12/2006 10/25/2005 5,193.30 3,471.12 1,722.18200 HUDSON UNITED BANCORP 1/31/2006 5118/2005 1,162.00 - 1,162.00 -200 HUDSON UNITED BANCORP 211/2006 1/27/2006 8,484.00 8,463.10 20.90 -

300 HUDSON UNITED BANCORP 2/1/2006 10/25/2005 12,726.00 12,475.50 250.50 -15 HUDSON UNITED BANCORP 211/2006 5/19/2005 636.30 517.21 119.09 -85 HUDSON UNITED BANCORP 2/1/2006 5/18/2005 3,605.70 2,924.59 681.11 -

300 HUGHES SUPPLY INC COM 3/31/2006 11/2812005 13,950.00 11,477.10 2,472.90

100 HUGHES SUPPLY INC COM 3/31/2006 5/12/2004 4,650.00 2,665.41 - 1,984.59

800 HUGHES SUPPLY INC COM 3/31/2006 10/31/2003 37,200.00 15,512.00 - 21,688.00

895 HUMANA INC COM 1/6/2006 12115/2005 51,001.71 43,317.37 7,684.34 -

800 HUMANA INC COM 3/20/2006 12/15/2005 41,315.13 38,719.44 2,595.69 -

2900 HUMANA INC COM 6/26/2006 6/2/2006 151,478.00 149,274.89 2,203.11 -200 HUMANA INC COM 9/6/2006 7/24/2006 12,233.26 11,157.10 1,076.16 -

1050 HUMANA INC COM 9/27/2006 7/24/2006 69,310.47 58,574.78 10,735.69 -

1050 HUMANA INC COM 9/27/2006 7124/2006 69,310.47 58,474.50 10,835.97 -2435 HUMANA INC COM 11/1412006 10/20/2006 130,835.84 161,253.74 (30,417.90) -

765 HUMANA INC COM 11/14/2006 10/20/2006 41,224.58 50,660.82 (9,436.24)

200 HUMANA INC COM 11/14/2006 7/24/2006 10,777.67 11,138.00 (360.33) -

100 HUMANA INC COM 11/14/2006 6/212006 5,388.83 5,147.41 241.42 -

100 HUTCHINSON TECHNOLOGY INC 12/27/2005 7/2612005 2,859.80 3,348.01 (488.21) -

100 HUTCHINSON TECHNOLOGY INC 12/27/2005 10/31/2003 2,859.80 3,342.10 - (482.30)

135 HUTCHINSON TECHNOLOGY INC 5/5/2006 10/31/2003 3,374.89 4,511.84 - (1,136.95)

165 HUTCHINSON TECHNOLOGY INC 5/5/2006 10/31/2003 4,142.84 5,514.46 - (1,371.62)

300 HUTCHINSON TECHNOLOGY INC 5/5/2006 11/1612004 7,532.44 9,311.73 - (1,779.29)100 HYDRIL CO COM 1/27/2006 8/26/2005 7,699.64 6,112.38 1,587.26 -100 HYDRIL CO COM 7/6/2006 3/16/2005 7,860.25 5,844.77 - 2,015.48

50 HYPERION SOLUTIONS CORP 12/27/2005 10/25/2005 1,831.34 1,606.09 225.25 -200 HYPERION SOLUTIONS CORP 10/12/2006 1/27/2006 7,528.79 6,947.36 581.43

100 HYPERION SOLUTIONS CORP 10/12/2006 10/25/2005 3,764.39 3,212.18 552.21 -

150000 IBM CORP DEB RATE: 7.00% DUE: 10/30/2025 6/26/2006 10/25/1995 161,152.50 149,310.00 - 11,842.50

200 IDEX CORP 1/27/2006 8/26/2005 9,140.97 8,589.70 551.27 -

100 IDEX CORP 1/27/2006 9/27/2005 4,570.49 4,207.09 363.40 -

6 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 8/9/2006 4/4/2006 530.62 495.23 35.39 -

94 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 8/9/2006 4/4/2006 8,336.62 7,758.52 578.10 -

100 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 9/8/2006 4/4/2006 9,357.60 8,253.75 1,103.85 -

40 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 9/8/2006 5/5/2006 3,743.04 3,157.42 585.62 -

160 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 9/812006 5/5/2006 14,972.16 12,591.20 2,380.96 -

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100 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 9/8/2006 7/612006 9,357.60 7,541.00 1,816.60300 IDEXX LABS INC COM FORMERLY IDEXX CORP COM 9/8/2006 9/27/2005 28,072.81 19,662.75 8,410.06200 IHOP CORP COM 7/6/2006 2/28/2006 9,432.53 10,093.24 (660.71)900 ILLINOIS TOOL WKS INC COM 12/15/2005 11/22/2005 80,679.02 78,000.84 2,678.18 -100 ILLINOIS TOOL WKS INC COM 12/15/2005 8/212005 8,964.33 8,632.83 331.50 -500 ILLINOIS TOOL WKS INC COM 3/20/2006 1/6/2006 48,238.92 45,000.00 3,238.921300 ILLINOIS TOOL WKS INC COM 3/20/2006 2124/2006 125,421.18 112,634.99 12,786.19 -

200 ILLINOIS TOOL WKS INC COM 5/212006 4/11/2006 20,601.86 19,081.44 1,520.42 -800 ILLINOIS TOOL WKS INC COM 7/2412006 4/11/2006 34,986.28 38,162.88 (3,176.60) -2000 ILLINOIS TOOL WKS INC COM 7/24/2006 2/2412006 87,465.71 86,642.30 823.41 -

100 ILLINOIS TOOL WKS INC COM 9/27/2006 8/15/2006 4,535.93 4,486.70 49.23 -

1577 ILLINOIS TOOL WKS INC COM 9/27/2006 9/6/2006 71,531.63 68,765.09 2,766.54 -

3223 ILLINOIS TOOL WKS INC COM 9/27/2006 9/6/2006 146,193.04 140,015.82 6,177.22 -400 IMS HEALTH INC 6/26/2006 6/2/2006 10,498.15 10,872.28 (374.13) -700 IMS HEALTH INC 9/612006 6/2/2006 18,854.48 19,026.49 (172.01) -82 INFINITY PPTY & CAS CORP COM 5/5/2006 5/18/2005 3,793.20 2,618.60 1,174.60 -118 INFINITY PPTY & CAS CORP COM 5/5/2006 5/18/2005 5,511.42 3,768.24 1,743.18 -

100 INFOSPACE INC NEW COM 8/9/2006 11/28/2005 2,148.93 2,638.47 (489.54) -

300 INFOSPACE INC NEW COM 10/12/2006 11/28/2005 6,232.69 7,915.41 (1,682.72) -

3600 INGERSOLL-RAND CO LTD COM CL A 12/15/2005 11/3/2005 146,191.68 137,675.16 8,516.52 -

1400 INGERSOLL-RAND CO LTD COM CL A 2/24/2006 1/31/2006 58,847.05 54,833.94 4,013.11 -1800 INGERSOLL-RAND CO LTD COM CL A 2124/2006 11/312005 75,660.50 68,273.10 7,387.40 -

2300 INGERSOLL-RAND CO LTD COM CL A 2124/2006 6/14/2005 96,677.30 84,914.51 11,762.79 -

1200 INGERSOLL-RAND CO LTD COM CL A 8/15/2006 6/2/2006 44,025.92 53,125.44 (9,099.52) -

98 INGERSOLL-RAND CO LTD COM CL A 9/21/2006 4/19/2005 3,645.12 3,745.83 - (100.71)

530 INGERSOLL-RAND CO LTD COM CL A 9/21/2006 4/19/2005 19,713.38 20,258.09 - (544.71)279 INGERSOLL-RAND CO LTD COM CL A 9/2212006 4/19/2005 10,259.97 10,664.16 - (404.19)

1043 INGERSOLL-RAND CO LTD COM CL A 9/26/2006 4/19/2005 39,231.24 39,866.38 - (635.14)

100 INSIGHT ENTERPRISES INC 11/10/2006 10/5/2006 2,140.41 2,191.00 (50.59) -

200 INSIGHT ENTERPRISES INC 11/10/2006 2/28/2006 4,280.83 4,341.40 (60.57) -200 INSIGHT ENTERPRISES INC 11/10/2006 11/28/2005 4,280.83 4,189.96 90.87 -300 INSIGHT ENTERPRISES INC 11/10/2006 5/5/2006 6,421.24 6,076.08 345.16 -

200 INSIGHT ENTERPRISES INC 11/10/2006 7/26/2005 4,280.83 4,031.82 - 249.01

100 INSIGHT ENTERPRISES INC 11/10/2006 12/27/2005 2,140.41 1,958.78 181.63 -

100 INTEGRA LIFESCIENCES HLDGS CORP COM NEW 11/10/2006 8/9/2006 3,958.58 3,612.90 345.68 -

3800 INTEL CORP COM 12/15/2005 8/2/2005 101,405.97 104,729.52 (3,323.55) -

3070 INTEL CORP COM 3/312006 618/2005 61,093.89 83,166.30 (22,072.41) -700 INTEL CORP COM 3/20/2006 8/2/2005 13,691.57 19,292.28 (5,600.71) -

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100 INTEL CORP COM 3/20/2006 7/11/2005 1,955.94 2,751.75 (795.81)

2100 INTEL CORP COM 5/212006 7/11/2005 41,111.70 57,786.75 (16,675.05) -

4700 INTEL CORP COM 5/2/2006 6/14/2005 92,011.89 126,552.67 (34,540.78)

3400 INTEL CORP COM 5/2/2006 1/6/2006 66,561.79 89,422.38 (22,860.59)500 INTEL CORP COM 5/2/2006 9/14/2005 9,788.50 12,484.35 (2,695.85) -

2000 INTEL CORP COM 6/26/2006 9/14/2005 36,397.68 49,937.40 (13,539.72)700 INTEL CORP COM 6/26/2006 10/7/2005 12,739.19 16,693.46 (3,954.27) -

94 INTEL CORP COM 6/26/2006 3/25/2003 1,710.69 1,703.62 - 7.0710800 INTEL CORP COM 6/26/2006 6/2/2006 196,547.48 195,451.92 1,095.56 -

762 INTEL CORP COM 6/26/2006 8/1/2002 13,867.52 13,737.11 - 130.41

7044 INTEL CORP COM 6/26/2006 3/25/2003 128,192.63 125,770.62 2,422.012504 INTEL CORP COM 6/26/2006 1/14/2003 45,569.90 44,120.48 - 1,449.421696 INTEL CORP COM 6/26/2006 1/14/2003 30,865.23 29,789.56 - 1,075.675000 INTEL CORP COM 7/24/2006 1/14/2003 87,334.31 87,823.00 (488.69)2000 INTEL CORP COM 7/24/2006 8/29/2002 34,933.73 34,509.20 - 424.53

3000 INTEL CORP COM 7/24/2006 12/18/2002 52,400.59 51,627.00 - 773.59

900 INTEL CORP COM 7/24/2006 12/26/2002 15,720.18 15,473.16 247.02100 INTEL CORP COM 7/24/2006 7/2/2002 1,746.69 1,695.49 - 51.20100 INTEL CORP COM 7/24/2006 2/19/2003 1,746.69 1,688.50 58.1998 INTEL CORP COM 7/24/2006 10/24/2002 1,711.75 1,617.25 94.50

2 INTEL CORP COM 7/24/2006 10/24/2002 34.93 32.79 - 2.14

400 INTEL CORP COM 7/24/2006 12/30/2002 6,986.74 6,378.04 608.70

1800 INTEL CORP COM 7/24/2006 12/31/2002 31,440.35 28,064.34 - 3,376.01

3 INTEL CORP COM 7/24/2006 9/20/2002 52.40 45.29 7.11

97 INTEL CORP COM 7/24/2006 9/20/2002 1,694.29 1,457.27 - 237.02

200 INTEL CORP COM 7/24/2006 10/10/2002 3,493.37 2,795.00 - 698.37

241 INTEL CORP COM 7/2412006 2/16/1995 4,209.51 1,205.66 - 3,003.851831 INTEL CORP COM 7/24/2006 2/16/1995 31,629.55 9,160.04 22,469.51

2028 INTEL CORP COM 7/24/2006 2/15/1995 35,032.63 10,124.16 - 24,908.47

75 INTER TEL INC 5/5/2006 5/19/2005 1,684.87 1,518.25 166.62 -

78 INTER TEL INC 5/5/2006 5/18/2005 1,752.26 1,534.95 217.31147 INTER TEL INC 5/5/2006 6/22/2005 3,302.34 2,652.60 649.74400 INTER TEL INC 6/6/2006 6/22/2005 8,418.82 7,217.96 1,200.86

100 INTER TEL INC 8/9/2006 6/22/2005 2,130.93 1,804.49 - 326.44100 INTERMAGNETICS GEN CORP COM 1/27/2006 10/25/2005 4,146.97 2,829.81 1,317.16 -

1400 INTERNATIONAL BUSINESS MACHS 1/6/2006 12/15/2005 117,637.41 116,494.42 1,142.99 -100 INTERNATIONAL BUSINESS MACHS 1/6/2006 8/25/2005 8,402.67 8,106.18 296.49 -

600 INTERNATIONAL BUSINESS MACHS 1/6/2006 10/10/2002 50,416.03 34,117.44 - 16,298.59

w

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1700 INTERNATIONAL BUSINESS MACHS 3/20/2006 1131/2006 141,979.81 138,817.41 3,162.40 -635 INTERNATIONAL BUSINESS MACHS 7/14/2006 4/19/2005 46,735.45 47,961.55 - (1,226.10)

100 INTERNATIONAL BUSINESS MACHS 7/24/2006 5/2/2006 7,522.74 8,248.18 (725.44) -

200 INTERNATIONAL BUSINESS MACHS 8/15/2006 5/2/2006 15,313.12 16,496.36 (1,183.24)

1300 INTERNATIONAL BUSINESS MACHS 10/20/2006 5/2/2006 117,454.38 107,226.34 10,228.04 -



765 INTERNATIONAL BUSINESS MACHS 10/20/2006 4/11/2006 68,974.11 62,300.91 6,673.20 -520 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 12/15/2005 10/7/2005 17,250.27 18,005.00 (754.73) -50 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 9/27/2006 10/7/2005 1,984.93 1,731.25 253.68 -30 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 9/27/2006 10/7/2005 1,194.97 1,038.75 156.22 -20 INTERNATIONAL FLAVORS & FRAGRANCES INC COM 9/27/2006 1/6/2006 796.65 675.04 121.61

2600 INTERNATIONAL GAME TECHNOLOGY COM 1/31/2006 1/6/2006 93,122.38 80,219.88 12,902.50 -


952 INTERNATIONAL GAME TECHNOLOGY COM 7/24/2006 12/15/2005 36,334.91 28,450.23 7,884.68 -948 INTERNATIONAL GAME TECHNOLOGY COM 7/24/2006 12/15/2005 35,928.09 28,330.70 7,597.39 -


2119 INTERNATIONAL GAME TECHNOLOGY COM 9/27/2006 9/6/2006 88,723.19 80,092.48 8,630.71 -1200 INTERNATIONAL GAME TECHNOLOGY COM 11/14/2006 10/20/2006 51,420.58 49,859.52 1,561.06 -

100 INTERNET SEC SYS INC COM 10/24/2006 4/4/2006 2,800.00 2,359.91 440.09 -400 INTERNET SEC SYS INC COM 10/24/2006 7/7/2004 11,200.00 5,342.80 - 5,857.20

75 INTERPUBLIC GROUP COS INC COM 9/27/2006 2/7/2006 755.82 739.50 16.32 -25 INTERPUBLIC GROUP COS INC COM 9/27/2006 6/2/2006 251.94 238.30 13.64 -

200 INTRADO INC COM 417/2006 1/22/2004 5,200.00 4,414.42 - 785.58600 INTRADO INC COM 4/7/2006 2/16/2005 15,600.00 8,058.42 - 7,541.58

200 INTUIT COM 12/15/2005 8/25/2005 10,813.14 8,879.80 1,933.34 -

2200 INTUIT COM 1/31/2006 1/6/2006 114,134.47 117,491.66 (3,357.19) -400 INTUIT COM 1/31/2006 8/25/2005 20,751.72 17,759.60 2,992.12 -100 INTUIT COM 2/24/2006 8/25/2005 4,837.30 4,439.90 397.40 -200 INTUIT COM 2/24/2006 1/6/2005 9,674.60 8,230.74 - 1,443.86200 INTUIT COM 2124/2006 4/28/2005 9,674.60 8,099.34 1,575.26 -600 INTUIT COM 3120/2006 4/28/2005 31,799.86 24,298.02 7,501.84 -

1900 INTUIT COM 9/6/2006 6/2/2006 60,339.29 52,630.86 7,708.43 -2500 INTUIT COM 10/20/2006 9/27/2006 88,260.28 81,641.75 6,618.53 -100 INVACARE CORP 1/27/2006 4/15/2005 3,410.33 4,353.00 (942.67) -100 INVACARE CORP 1/27/2006 10/31/2003 3,410.34 4,123.50 (713.16)100 INVACARE CORP 1/27/2006 1/22/2004 3,410.33 4,060.50 - (650.17)100 INVACARE CORP 8/9/2006 1/22/2004 2,160.43 4,060.50 - (1,900.07)

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300 INVACARE CORP 8/9/2006 2/28/2006 6,481.30 9,647.58 (3,166.28) -

100 INVACARE CORP 10/12/2006 2/28/2006 2,306.40 3,215.86 (909.46) -300 INVESTMENT TECHNOLOGY GROUP 5/5/2006 5/18/2005 16,551.48 5,688.87 10,862.61 -

58 IPAYMENT INC COM 1/27/2006 8/26/2005 2,406.95 2,218.98 187.97 -42 IPAYMENT INC COM 1/27/2006 10/25/2005 1,742.97 1,544.72 198.25 -

200 IPAYMENT INC COM 5/10/2006 4/4/2006 8,700.00 8,577.50 122.50 -

100 IPAYMENT INC COM 5/10/2006 10/25/2005 4,350.00 3,677.90 672.10

206 IRWIN FINL CORP 5/5/2006 10/31/2003 3,953.01 5,727.01 (1,774.00)

294 IRWIN FINL CORP 5/5/2006 10/31/2003 5,655.41 8,173.49 - (2,518.08)600 IRWIN FINL CORP 7/6/2006 2/16/2005 11,836.37 14,529.72 - (2,693.35)100 IRWIN FINL CORP 9/8/2006 2116/2005 1,861.95 2,421.62 - (559.67)100 IRWIN FINL CORP 9/8/2006 5/18/2005 1,861.95 2,143.20 - (281.25)300 IRWIN FINL CORP 9/8/2006 8/26/2005 5,585.86 6,111.75 - (525.89)700 ITRON INC 2/28/2006 8/26/2005 41,504.03 33,048.82 8,455.21100 ITRON INC 2/28/2006 11/28/2005 5,929.15 4,598.00 1,331.15 -

300 ITRON INC 5/5/2006 12/27/2005 21,654.56 12,413.79 9,240.77 -

2000 ITT INDUSTRIES INC COM 1/6/2006 12/15/2005 213,400.64 194,931.20 18,469.44 -

400 ITT INDUSTRIES INC COM 3/20/2006 1/31/2006 22,527.06 20,387.40 2,139.66 -

700 ITT INDUSTRIES INC COM 7/24/2006 6/26/2006 33,623.18 34,125.42 (502.24) -

200 ITT INDUSTRIES INC COM 9/27/2006 9/6/2006 10,118.54 9,718.40 400.14 -

200 J & J SNACK FOODS CORP COM 10/1212006 8/9/2006 6,596.45 6,007.14 589.31 -200 J & J SNACK FOODS CORP COM 11/10/2006 10/31/2003 7,133.60 3,623.06 - 3,510.54

6400 J P MORGAN CHASE & CO COM 12/15/2005 11/22/2005 252,965.42 242,340.48 10,624.94 -

7400 J P MORGAN CHASE & CO COM 4/11/2006 3/20/2006 309,111.44 306,755.16 2,356.28

400 J2 GLOBAL COMMUNICATONS INC COM NEW 7/6/2006 5/18/2005 12,712.32 7,208.46 - 5,503.86200 JACK IN THE BOX INC 12/27/2005 8/26/2005 7,046.46 7,029.76 16.70 -300 JACK IN THE BOX INC 12/27/2005 9/9/2004 10,569.69 8,704.50 - 1,865.19100 JAKKS PAC INC COM 1/27/2006 9/9/2004 2,238.13 2,100.75 - 137.38300 JAKKS PAC INC COM 1/27/2006 1/10/2005 6,714.39 6,247.71 466.68

300 JAKKS PAC INC COM 1/27/2006 6/22/2005 6,714.40 5,969.61 744.79 -

100 JAKKS PAC INC COM 1/27/2006 11/16/2004 2,238.13 1,851.00 387.13

400 JAKKS PAC INC COM 11/10/2006 7/26/2005 8,766.57 6,845.32 - 1,921.25

2300 JANUS CAP GROUP INC COM 2/24/2006 1/31/2006 51,172.27 48,066.32 3,105.95 -

1700 JANUS CAP GROUP INC COM 3/20/2006 1/31/2006 37,141.13 35,527.28 1,613.85 -3300 JANUS CAP GROUP INC COM 6/26/2006 1/31/2006 56,051.74 68,964.72 (12,912.98) -

1300 JANUS CAP GROUP INC COM 6/26/2006 5/2/2006 22,080.99 25,359.62 (3,278.63) -

400 JANUS CAP GROUP INC COM 8/15/2006 6/2/2006 6,764.43 7,270.00 (505.57) -100 JANUS CAP GROUP INC COM 9/27/2006 6/2/2006 1,985.08 1,817.50 167.58 -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term700 JDA SOFTWARE GROUP INC 5/5/2006 4/4/2006 10,041.19 10,047.45 (6.26)100 JLG INDUSTRIES INC COM 12/27/2005 8/26/2005 4,825.07 3,021.41 1,803.66 -100 JLG INDUSTRIES INC COM 1/27/2006 8/26/2005 5,398.51 3,021.41 2,377.10200 JLG INDUSTRIES INC COM 1/27/2006 2116/2005 10,797.03 3,489.78 7,307.25 -100 JLG INDUSTRIES INC COM 1/27/2006 3/25/2004 5,398.51 1,336.07 - 4,062.44800 JLG INDUSTRIES INC COM 11/10/2006 5/5/2006 22,240.43 23,682.40 (1,441.97) -

3000 JOHNSON & JOHNSON 1/6/2006 10/7/2005 187,219.15 184,023.90 3,195.25400 JOHNSON & JOHNSON 1/6/2006 12/15/2005 24,962.55 24,032.80 929.75 -200 JOHNSON & JOHNSON 1/6/2006 7/2211993 12,481.28 1,890.50 - 10,590.78

3000 JOHNSON & JOHNSON 3/20/2006 1/31/2006 181,326.13 173,478.60 7,847.53 -2700 JOHNSON & JOHNSON 3120/2006 7/22/1993 163,193.52 25,521.75 - 137,671.772300 JOHNSON & JOHNSON 6/2/2006 5/2/2006 139,766.24 135,196.30 4,569.94800 JOHNSON & JOHNSON 6/2/2006 4/11/2006 48,614.35 45,978.40 2,635.95 -600 JOHNSON & JOHNSON 6/2/2006 7/22/1993 36,460.76 5,671.50 - 30,789.261200 JOHNSON CTLS INC COM 1/31/2006 1/6/2006 82,834.29 90,080.88 (7,246.59) -

40 JOHNSON CTLS INC COM 9/5/2006 6/14/2005 2,855.31 2,292.76 - 562.55109 JOHNSON CTLS INC COM 9/5/2006 6/15/2005 7,780.73 6,214.05 - 1,566.68200 JOHNSON CTLS INC COM 9/5/2006 6/10/2005 14,276.56 11,287.32 2,989.2425 JOHNSON CTLS INC COM 9/5/2006 6/13/2005 1,784.57 1,410.06 - 374.5161 JOHNSON CTLS INC COM 9/5/2006 6/9/2005 4,354.35 3,392.08 - 962.27

125 JOHNSON CTLS INC COM 9/6/2006 10/17/2005 8,812.11 8,268.88 543.23 -18 JOHNSON CTLS INC COM 9/6/2006 6/14/2005 1,268.94 1,031.74 - 237.2048 JOHNSON CTLS INC COM 9/6/2006 6/15/2005 3,383.85 2,736.46 - 647.3991 JOHNSON CTLS INC COM 9/6/2006 6/10/2005 6,415.21 5,135.73 - 1,279.4812 JOHNSON CTLS INC COM 9/6/2006 6/13/2005 845.96 676.83 - 169.131 JOHNSON CTLS INC COM 9/6/2006 6/9/2005 70.50 55.61 - 14.89

245 JOHNSON CTLS INC COM 9/7/2006 6/9/2005 17,004.71 13,623.91 - 3,380.80120 JOHNSON CTLS INC COM 9/7/2006 6/9/2005 8,328.84 6,672.94 - 1,655.90335 JOHNSON CTLS INC COM 9/8/2006 6/9/2005 23,450.45 18,628.61 - 4,821.84170 JOHNSON CTLS INC COM 9/8/2006 6/9/2005 11,900.23 9,453.32 - 2,446.91

1800 JONES APPAREL GROUP INC 12/15/2005 11/22/2005 54,045.98 51,621.30 2,424.68 -79 JONES APPAREL GROUP INC 12/15/2005 1017/2005 2,372.02 2,182.79 189.23 -

521 JONES APPAREL GROUP INC 1/6/2006 10/7/2005 16,099.60 14,395.39 1,704.21 -1800 JONES APPAREL GROUP INC 3/20/2006 2124/2006 55,428.21 52,522.20 2,906.01 -447 KAMAN CORP CL A 8/9/2006 5/5/2006 8,003.11 10,820.93 (2,817.82) -53 KAMAN CORP CL A 8/9/2006 5/5/2006 948.91 1,271.21 (322.30) -

200 KANSAS CITY SOUTHN INDS INC 8/9/2006 7/6/2006 4,983.76 5,410.16 (426.40) -300 KELLOGG CO COM 2/24/2006 12/15/2005 13,504.62 13,337.40 167.22 -

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500 KELLOGG CO COM 5/2/2006 3120/2006 23,031.14 22,687.25 343.89 -200 KELLOGG CO COM 5/2/2006 12/15/2005 9,212.45 8,891.60 320.85 -100 KELLWOOD CO 8/9/2006 5/5/2006 2,650.47 3,223.07 (572.60)700 KELLWOOD CO 9/8/2006 5/5/2006 18,927.62 22,561.49 (3,633.87) -285 KELLWOOD CO 10/1212006 5/5/2006 8,726.46 9,185.75 (459.29) -15 KELLWOOD CO 11/10/2006 5/5/2006 439.90 483.46 (43.56) -

800 KERR MCGEE CORP COM 12/15/2005 11/312005 75,705.71 70,616.80 5,088.91 -300 KERR MCGEE CORP COM 1/31/2006 1/6/2006 32,623.90 28,439.28 4,184.62 -800 KERR MCGEE CORP COM 4/11/2006 2/24/2006 81,330.06 77,922.11 3,407.95 -600 KERR MCGEE CORP COM 4/11/2006 1/6/2006 60,997.55 54,836.62 6,160.93 -200 KERR MCGEE CORP COM 4/11/2006 11/3/2005 20,332.51 17,020.42 3,312.09 -600 KERR MCGEE CORP COM 5/212006 11/3/2005 62,087.23 51,061.24 11,025.99 -

2000 KERR MCGEE CORP COM 6/2612006 6/212006 138,304.55 109,402.80 28,901.75 -1000 KEYCORP NEW COM 1/6/2006 9/14/2005 33,793.26 32,991.20 802.06700 KEYCORP NEW COM 1/6/2006 4/28/2005 23,655.28 23,032.38 622.90 -

400 KEYCORP NEW COM 1/31/2006 4/28/2005 14,150.04 13,161.36 988.68

1600 KEYCORP NEW COM 4/11/2006 3120/2006 59,297.05 59,972.48 (675.43)

900 KEYCORP NEW COM 10/20/2006 9/27/2006 33,651.67 33,802.02 (150.35)700 KIMBERLY CLARK CORP COM 1/6/2006 7/11/2005 42,090.54 43,244.25 (1,153.71) -

855 KIMBERLY CLARK CORP COM 2/8/2006 4/19/2005 48,794.46 54,837.14 (6,042.68) -

1000 KIMBERLY CLARK CORP COM 2/24/2006 7/11/2005 59,448.17 61,777.50 (2,329.33) -

1200 KIMBERLY CLARK CORP COM 2/24/2006 3/31/2004 71,337.81 74,090.32 - (2,752.51)

200 KIMBERLY CLARK CORP COM 2124/2006 10/20/2004 11,889.63 12,337.54 - (447.91)

300 KIMBERLY CLARK CORP COM 8/15/2006 10/20/2004 18,388.83 18,506.32 - (117.49)800 KIMBERLY CLARK CORP COM 8/15/2006 8/25/2005 49,036.89 49,234.80 (197.91) -

600 KIMBERLY CLARK CORP COM 9/6/2006 8/25/2005 38,061.51 36,926.10 - 1,135.41200 KIMBERLY CLARK CORP COM 9/6/2006 11/10/2004 12,687.17 12,277.17 - 410.00757 KIMBERLY CLARK CORP COM 9/6/2006 7/24/2006 48,020.94 45,259.29 2,761.65 -

143 KIMBERLY CLARK CORP COM 9/6/2006 7/24/2006 9,071.33 8,529.24 542.09 -400 KIMBERLY CLARK CORP COM 9/6/2006 11/3/2004 25,374.34 23,818.83 - 1,555.51400 KIMBERLY CLARK CORP COM 9/6/2006 5/2/2006 25,374.34 23,675.64 1,698.70 -400 KIMBERLY CLARK CORP COM 9/6/2006 4/11/2006 25,374.34 23,021.76 2,352.58 -624 KIMBERLY CLARK CORP COM 11/2/2006 4/19/2005 41,023.74 40,010.88 - 1,012.86

371 KIMBERLY CLARK CORP COM 11/312006 4/19/2005 24,444.66 23,788.52 - 656.14

614 KIMBERLY CLARK CORP COM 11/6/2006 4/19/2005 40,536.88 39,369.68 1,167.20556 KIMBERLY CLARK CORP COM 11/7/2006 4/19/2005 36,896.14 35,650.72 - 1,245.4250 KNIGHT TRANSN INC COM 12127/2005 10/31/2003 1,075.36 568.81 - 506.55

200 KNIGHT TRANSN INC COM 11/10/2006 5/5/2006 3,667.99 4,239.88 (571.89) -

Page 69 of 125



100 KNIGHT TRANSN INC COM 11/10/2006 8/9/2006 1,833.99 1,679.00 154.99 -3900 KOHLS CORP COM 6/26/2006 612/2006 227,159.44 209,809.47 17,349.97 -

1400 KOHLS CORP COM 10/20/2006 9/27/2006 99,469.18 92,111.60 7,357.58 -100 KOMAG INC NEW COM 1/27/2006 12/27/2005 4,967.84 3,446.99 1,520.85

400 KOMAG INC NEW COM 11/10/2006 4/4/2006 15,398.85 18,857.76 (3,458.91) -

200 KOMAG INC NEW COM 11/10/2006 6/6/2006 7,699.42 8,013.04 (313.62)

1100 KOPIN CORP COM 2/28/2006 11/28/2005 5,005.83 7,271.88 (2,266.05) -

600 KOPIN CORP COM 2/28/2006 12/27/2005 2,730.45 3,331.50 (601.05) -1800 KOPIN CORP COM 2/28/2006 1/27/2006 8,191.37 9,316.98 (1,125.61)

5500 KROGER CO COM 1/6/2006 10/7/2005 103,051.43 109,821.25 (6,769.82) -

3300 KROGER CO COM 2/24/2006 10/7/2005 66,020.41 65,892.75 127.66 -

4900 KROGER CO COM 2/24/2006 11/22/2005 98,030.31 94,638.60 3,391.71 -

2400 KROGER CO COM 2/24/2006 12/15/2005 48,014.84 45,770.64 2,244.20 -500 KROGER CO COM 5/2/2006 12/15/2005 10,017.20 9,535.55 481.65 -83 KROGER CO COM 5/2/2006 1/31/2006 1,662.85 1,528.30 134.55 -

4217 KROGER CO COM 5/2/2006 1/31/2006 84,315.06 77,648.46 6,666.60793 KROGER CO COM 7/24/2006 1/31/2006 18,308.13 14,601.67 3,706.46 -707 KROGER CO COM 7/24/2006 1/31/2006 16,391.29 13,018.13 3,373.16 -2100 KROGER CO COM 8/15/2006 1/31/2006 48,398.68 38,667.72 9,730.96 -

4 K-SWISS INC CL A 12/27/2005 11/28/2005 131.92 124.25 7.67 -100 K-SWISS INC CL A 8/9/2006 11/28/2005 2,755.20 3,106.36 (351.16) -300 K-SWISS INC CL A 8/9/2006 8/26/2005 8,265.58 9,194.28 (928.70) -

200 K-SWISS INC CL A 11/10/2006 8/26/2005 7,185.41 6,129.52 - 1,055.89200 KULICKE & SOFFA INDUSTRIES INC 12/27/2005 8/26/2005 1,807.34 1,620.06 187.28 -500 LA Z BOY CHAIR CO COM 11/10/2006 10/1212006 6,304.80 7,487.15 (1,182.35) -100 LABOR READY INC NEW 10/12/2006 7/26/2005 1,776.41 2,258.53 - (482.12)200 LABOR READY INC NEW 10/12/2006 7/6/2006 3,552.83 4,364.96 (812.13) -48 LABOR READY INC NEW 11/10/2006 7/6/2006 860.37 1,047.59 (187.22) -

152 LABOR READY INC NEW 11/10/2006 716/2006 2,735.48 3,317.37 (581.89) -1400 LABORATORY CORP AMER HLDGS NEW 1/31/2006 1/6/2006 81,552.53 76,763.26 4,789.27 -700 LABORATORY CORP AMER HLDGS NEW 2/2412006 1/6/2006 40,870.62 38,381.63 2,488.9985 LABORATORY CORP AMER HLDGS NEW 8/15/2006 612/2006 5,708.85 5,095.12 613.73 -

715 LABORATORY CORP AMER HLDGS NEW 8/15/2006 6/2/2006 48,305.98 42,858.96 5,447.02700 LABORATORY CORP AMER HLDGS NEW 10/20/2006 6/2/2006 47,338.21 41,959.82 5,378.39 -200 LABRANCHE & CO INC COM 11/10/2006 414/2006 1,815.88 3,192.00 (1,376.12)1700 LABRANCHE & CO INC COM 11/10/2006 5/5/2006 15,435.01 25,517.00 (10,081.99) -216 LACLEDE GROUP INC COM 1/27/2006 9/28/2005 7,080.43 6,932.93 147.50 -84 LACLEDE GROUP INC COM 1/27/2006 9/27/2005 2,753.50 2,692.19 61.31 -

M

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200 LANDRYS SEAFOOD RESTAURANTS INC 7/612006 5/5/2006 6,377.02 6,892.48 (515.46) -98 LANDSTAR SYS INC 6/6/2006 5/5/2006 4,322.64 4,392.36 (69.72) -2 LANDSTAR SYS INC 6/6/2006 5/5/2006 88.22 89.64 (1.42)

300 LANDSTAR SYS INC 8/9/2006 2/16/2005 12,787.91 10,729.32 - 2,058.59

100 LAWSON PRODS INC COM 1/27/2006 717/2004 4,292.88 3,799.98 - 492.90300 LCA-VISION INC COM PAR $.001 1/27/2006 8/26/2005 16,414.14 11,741.01 4,673.13 -153 LCA-VISION INC COM PAR $.001 5/5/2006 9/27/2005 8,711.76 5,717.93 2,993.83 -

47 LCA-VISION INC COM PAR $.001 5/5/2006 9/27/2005 2,689.02 1,756.49 932.53 -

100 LCA-VISION INC COM PAR $.001 7/6/2006 1/10/2005 5,439.83 2,351.75 - 3,088.081700 LEHMAN BROTHERS HLDG INC COM 1/31/2006 12115/2005 236,929.54 220,969.23 15,960.31 -1500 LEHMAN BROTHERS HLDG INC COM 4/11/2006 3/20/2006 224,146.81 216,960.75 7,186.06 -

96 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/20/2005 5,755.46 5,506.31 249.15 -

48 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/20/2005 2,877.73 2,751.29 126.44 -390 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/23/2005 23,381.53 22,155.72 1,225.81 -

97 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/19/2005 5,815.41 5,501.32 314.09 -199 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/19/2005 11,874.11 11,286.22 587.89 -74 LEHMAN BROTHERS HLDG INC COM 6/13/2006 9/19/2005 4,415.49 4,195.70 219.79 -


2100 LEHMAN BROTHERS HLDG INC COM 8/15/2006 5/2/2006 137,881.13 153,157.62 (15,276.49) -

100 LEHMAN BROTHERS HLDG INC COM 8/15/2006 612/2006 6,565.77 6,771.01 (205.24) -400 LEHMAN BROTHERS HLDG INC COM 9/6/2006 6/2/2006 26,237.27 27,084.04 (846.77) -


1800 LEHMAN BROTHERS HLDG INC COM 9/6/2006 1/6/2006 118,067.74 116,528.04 1,539.70 -

900 LEHMAN BROTHERS HLDG INC COM 9/6/2006 6/26/2006 59,033.86 56,737.26 2,296.60 -200 LEHMAN BROTHERS HLDG INC COM 9/612006 7/24/2006 13,118.64 12,594.18 524.46 -700 LEHMAN BROTHERS HLDG INC COM 10/20/2006 9/27/2006 53,735.46 51,797.97 1,937.49 -700 LENNAR CORP 12/15/2005 11/2212005 43,571.49 40,154.38 3,417.1132 LENNOX INTERNATIONAL INC 1/27/2006 11/28/2005 1,023.32 930.62 92.70 -

113 LENNOX INTERNATIONAL INC 5/5/2006 2/28/2006 3,814.20 3,628.34 185.86 -487 LENNOX INTERNATIONAL INC 5/5/2006 2/28/2006 16,546.00 15,637.18 908.82 -200 LENNOX INTERNATIONAL INC 5/5/2006 11/28/2005 6,795.07 5,816.40 978.67 -68 LENNOX INTERNATIONAL INC 7/6/2006 11/28/2005 1,795.29 1,977.58 (182.29) -

732 LENNOX INTERNATIONAL INC 7/6/2006 12/27/2005 19,325.74 20,781.41 (1,455.67) -

100 LENNOX INTERNATIONAL INC 7/6/2006 6/22/2005 2,640.13 2,087.76 - 552.37

200 LENNOX INTERNATIONAL INC 7/6/2006 4/15/2005 5,280.26 4,000.86 - 1,279.40

200 LENNOX INTERNATIONAL INC 7/6/2006 10/31/2003 5,280.25 3,325.96 - 1,954.29

100 LENOX GROUP INC COM 12127/2005 10/31/2003 1,295.05 1,412.50 - (117.45)

500 LEXMARK INTL GROUP INC CL A 1/31/2006 11/3/2005 24,373.00 20,881.45 3,491.55 -

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3400 LILLY ELI & CO COM 6/212006 4/11/2006 176,951.30 180,702.52 (3,751.22) -100 LILLY ELI & CO COM 61212006 5/2/2006 5,204.45 5,215.34 (10.89) -

2000 LILLY ELI & CO COM 6/26/2006 5/2/2006 107,915.48 104,306.80 3,608.68 -

2253 LILLY ELI & CO COM 8/15/2006 7/2412006 124,437.47 125,824.87 (1,387.40) -

547 LILLY ELI & CO COM 8/15/2006 7/24/2006 30,103.22 30,548.69 (445.47) -

100 LILLY ELI & CO COM 9/6/2006 7/24/2006 5,521.67 5,584.77 (63.10) -

700 LILLY ELI & CO COM 9/27/2006 7/24/2006 39,682.27 39,093.39 588.88 -1100 LIMITED INC COM 12/15/2005 9/14/2005 25,385.28 22,726.44 2,658.84 -

200 LIMITED INC COM 11/14/2006 6/26/2006 6,331.40 5,100.26 1,231.14 -1600 LINCOLN NATL CORP IND COM 12115/2005 10/7/2005 83,413.63 80,847.04 2,566.59 -

600 LINCOLN NATL CORP IND COM 1/31/2006 1/6/2006 32,212.53 32,369.52 (156.99) -3000 LINCOLN NATL CORP IND COM 4/1112006 3/20/2006 167,447.35 168,766.20 (1,318.85) -900 LINCOLN NATL CORP IND COM 6/2/2006 3/20/2006 51,506.58 50,629.86 876.72 -

1200 LINCOLN NATL CORP IND COM 6/212006 1/612006 68,675.45 64,739.04 3,936.41 -400 LINEAR TECHNOLOGY CORP COM 12115/2005 4/28/2005 15,030.77 14,197.04 833.73

700 LINEAR TECHNOLOGY CORP COM 2124/2006 4/28/2005 25,695.51 24,844.82 850.69 -

17 LITTELFUSE INC COM 5/5/2006 4/4/2006 589.02 563.28 25.74 -

183 LITTELFUSE INC COM 5/5/2006 4/412006 6,314.22 6,063.56 250.66 -1200 LIZ CLAIBORNE INC COM 12115/2005 11/22/2005 42,382.94 42,623.16 (240.22) -1600 LOCKHEED MARTIN CORP 1/6/2006 3/15/2005 103,731.53 96,185.60 7,545.93 -500 LOCKHEED MARTIN CORP 1/6/2006 211/2005 32,416.11 29,317.15 3,098.96 -

500 LOCKHEED MARTIN CORP 1/6/2006 1/6/2005 32,416.10 27,382.15 5,033.95 -2200 LOCKHEED MARTIN CORP 2/24/2006 1/31/2006 163,158.43 149,152.96 14,005.47 -

200 LOCKHEED MARTIN CORP 6/212006 3/20/2006 14,602.91 15,295.78 (692.87) -

400 LOCKHEED MARTIN CORP 6/26/2006 3120/2006 28,424.57 30,591.56 (2,166.99) -

800 LOCKHEED MARTIN CORP 6/26/2006 4/11/2006 56,849.13 58,372.48 (1,523.35) -700 LOCKHEED MARTIN CORP 7/24/2006 4/11/2006 53,626.19 51,075.92 2,550.27 -

200 LOCKHEED MARTIN CORP 9/27/2006 9/6/2006 17,100.23 16,727.92 372.31 -

300 LOEWS CORP 1/6/2006 10/7/2005 29,507.39 27,027.51 2,479.88

700 LOEWS CORP 1/6/2006 8/25/2005 68,850.58 61,690.23 7,160.35 -

200 LOEWS CORP 1/6/2006 4/28/2005 19,671.60 14,073.64 5,597.96 -2100 LOEWS CORP 3/20/2006 2124/2006 208,465.84 196,670.88 11,794.96 -

4100 LOEWS CORP 6/26/2006 6/2/2006 140,722.02 141,839.50 (1,117.48) -

42 LOEWS CORP 11/1412006 9/6/2006 1,652.01 1,609.62 42.39 -627 LOEWS CORP 11/1412006 9/6/2006 24,611.63 24,029.34 582.29 -931 LOEWS CORP 11/14/2006 9/6/2006 36,544.53 35,544.84 999.69 -

500 LONE STAR STEAKHOUSE SALOON COM 1/27/2006 10/31/2003 13,306.14 10,834.00 - 2,472.14

100 LONE STAR STEAKHOUSE SALOON COM 5/5/2006 10/31/2003 2,805.34 2,166.80 - 638.54

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6 LONE STAR STEAKHOUSE SALOON COM 8/9/2006 10/31/2003 140.84 130.01 - 10.8394 LONE STAR STEAKHOUSE SALOON COM 8/9/2006 10/31/2003 2,198.91 2,036.79 - 162.12

100 LONE STAR TECHNOLOGIES INC COM 12/27/2005 10/25/2005 5 ,023.56 4,731.02 292.54 -200 LONE STAR TECHNOLOGIES INC COM 12/27/2005 2/16/2005 10,047.13 8,762.50 1,284.63 -100 LONGS DRUG STORES INC COMMON 5/5/2006 7/26/2005 4,803.75 4,465.06 338.69 -

200 LONGS DRUG STORES INC COMMON 5/5/2006 6/22/2005 9,607.50 8,890.28 717.22 -

123 LONGS DRUG STORES INC COMMON 819/2006 6/22/2005 5,065.60 5,467.52 - (401.92)

77 LONGS DRUG STORES INC COMMON 8/9/2006 6/22/2005 3 , 168.61 3,422.76 - (254.15)

100 LONGS DRUG STORES INC COMMON 8/9/2006 8/26/2005 4 , 115.08 4,259.37 (144.29) -

100 LOUISIANA PAC CORP COM 12/15/2005 11/3/2005 2,633.68 2,551.04 82.64 -

800 LOWES COS INC COM 2/24/2006 1 /6/2006 51 ,934.32 51,763.84 170.48 -500 LOWES COS INC COM 4/11/2006 1/6/2006 32,261.55 32,352.40 (90.85) -

1103 LOWES COS INC COM 4/28/2006 8/16/2005 69 ,414.40 71,807.51 (2,393.11) -

446 LOWES COS INC COM 4/28/2006 5/19/2005 28,067.84 25,658.11 2,409.73 -500 LOWES COS INC COM 5/2/2006 1 /6/2006 31 ,508.23 32,352.40 (844.17) -

300 LOWES COS INC COM 5/2/2006 1/31/2006 18,904.94 19,071.84 (166.90) -

759 LOWES COS INC COM 5/2/2006 5/19/2005 47,596.64 43,664.81 3,931.83 -

400 LOWES COS INC COM 6/2/2006 1/31/2006 25,195.15 25,429.12 (233.97) -1000 LOWES COS INC COM 6/2/2006 10/7/2005 62,987.86 62,631.90 355.96 -700 LOWES COS INC COM 6/212006 11 /3/2005 44,091.50 42,911.05 1,180.45 -

100 LOWES COS INC COM 6/2/2006 7/11/2005 6,298.79 5,976.15 322.64 -

984 LOWES COS INC COM 8/24/2006 5/19/2005 26 , 141.62 28 ,304.47 - (2,162.85)

537 LOWES COS INC COM 8/2412006 4/20/2005 14,266.31 13,879.41 - 386.90

300 LOWES COS INC COM 10/20/2006 7/24/2006 9,079.37 8,646.12 433.25 -

8100 LOWES COS INC COM 10/20/2006 9/27/2006 245,143.02 229,803.48 15,339.54 -

1000 LOWES COS INC COM 10/20/2006 8/15/2006 30 ,264.57 28,328.70 1,935.87 -

1000 LOWES COS INC COM 10/20/2006 8/15/2006 30,264.57 28,295.00 1,969.57 -351 LOWES COS INC COM 10/20/2006 9/6/2006 10,622.86 9,668.30 954.56 -

149 LOWES COS INC COM 10/20/2006 9/6/2006 4,509.42 4,094.19 415.23 -4599 LSI LOGIC CORP COM 12/15/2005 11/22/2005 38,376.13 37,170.96 1,205.17 -4108 LSI LOGIC CORP COM 1/6/2006 11/22/2005 37,076.02 33,202.50 3,873.52 -2192 LSI LOGIC CORP COM 1/31/2006 11/22/2005 20,182.43 17,716.62 2,465.81 -

51 LUBRIZOL CORP COM 6/1/2006 4/19/2005 2,051.79 1,942.16 - 109.63450 LUBRIZOL CORP COM 6/2/2006 4/19/2005 18,271.46 17,136.67 - 1,134.79

108 LUBRIZOL CORP COM 6/5/2006 4/19/2005 4 ,411.52 4,112.80 - 298.72

207 LUBRIZOL CORP COM 6/6/2006 4/19/2005 8,371.46 7,882.87 - 488.59

102 LUBRIZOL CORP COM 617/2006 4/19/2005 4,095.43 3,884.31 - 211.12

90 LUBRIZOL CORP COM 6/8/2006 4/19/2005 3,546.85 3 ,427.34 - 119.51

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140 LUBRIZOL CORP COM 6/912006 4119/2005 5,565.33 5,331.41 - 233.92





132 LUBRIZOL CORP COM 6/16/'1006 4/19/2005 5,178.16 5,026.76 - 151.40



224 LUBRIZOL CORP COM 01/1006 4/19/2005 8,782.28 8,530.25 - 252.03


97 LUBRIZOL CORP COM 6/23/2006 4/19/2005 3,801.14 3,693.91 - 107.23526 M D C HLDGS INC 1/18/2006 4/20/2005 33,871.89 34,732.73 (860.84) -

690 M D C HLDGS INC 1/19/2006 4/292005 44,765.27 45,561.94 (796.67) -685 M D C HLDGS INC 1/2012006 4/20/2005 44,504.18 45,231.78 (727.60) -

676 M D C HLDGS INC 1/27/2006 4/20/2005 43,547.06 44,637.50 (1,090.44) -

457 M D C HLDGS INC 2/2812006 10/3VZ003 28,016.03 21,584.81 6,431.22

143 M D C HLDGS INC 2128/2006 1/22/2004 8,766.50 6,658.53 - 2,107.97

100 WI HOMES INC COM 7/6/2006 8126/2005 3,489.39 5,434.96 (1,945.57) -

200 MA HOMES INC COM 7/612006 1/27/2006 6,978.78 7,887.80 (909.02) -100 MAF BANCORP INC COM 10/1212006 6/2212005 4,209.50 4,387.29 (177.79)

200 MAF BANCORP INC COM 1011212006 8/26/2005 8,419.00 8,565.74 (146.74)500 MANHATTAN ASSOCS INC 10/1212006 10/31/2003 13,037.65 14,006.30 (968.65)

100 MANHATTAN ASSOCS INC 10/1212006 10/5/2006 2,607.53 2,495.00 112.53 -

100 MANHATTAN ASSOCS INC 10/1212006 12/27/2005 2,607.53 2,141.15 466.38489 MANHATTAN ASSOCS INC 10/1212006 5/5/2006 12,750.81 10,286.46 2,464.35 -

11 MANHATTAN ASSOCS INC 11/10/2006 515/2006 313.80 231.39 82.41 -

100 MANTECH INTL CORP CL A COM 51512006 5/18/2005 3,826.88 2,824.63 1,002.25 -

300 MAPINFO CORP 12/27/2005 7/262005 4,131.86 3,360.90 770.96 -

142 MAPINFO CORP 12/27/2005 8/29/2005 1,955.75 1,544.69 411.06

89 MAPINFO CORP 12127/2005 8/26/2005 1,225.78 874.00 351.78 -31 MAPINFO CORP 4142006 1/27/2006 424.37 473.68 (49.31) -

8 MAPINFO CORP 4/412006 2128/2006 109.52 108.18 1.34 -

100 MARATHON OIL CORP COM 1/31/2006 12/15/2005 7,583.86 6,317.34 1,266.52 -

700 MARATHON OIL CORP COM 2/24/2006 12/1512005 50,653.59 44,221.38 6,432.21 -

500 MARATHON OIL CORP COM 2124/2006 11/2212005 36,181.14 30,455.60 5,725.54 -

500 MARATHON OIL CORP COM 9/27/2006 8/15006 37,284.25 43,677.40 (6,393.15) -95 MARINEMAX INC COM 5/512006 1/27/2006 3,101.45 3,007.30 94.15 -5 MARINEMAX INC COM 5/5/2006 1/27/2006 163.07 158.28 4.79 -

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100 MARINEMAX INC COM 5/5/2006 11/28/2005 3,261.40 2,700.20 561.2071.52 MARSHALL & ILSLEY CORP COM 4/4/2006 10/25/2005 3,140.59 2,952.80 187.7935.76 MARSHALL & ILSLEY CORP COM 414/2006 1/22/2004 1,570.29 1,434.50 135.79

321.72 MARSHALL & ILSLEY CORP COM 4/4/2006 5/18/2005 14,127.39 12,586.13 1,541.260.12 MARSHALL & ILSLEY CORP COM 4/20/2006 5/18/2005 5.59 4.69 0.902000 MASCO CORP COM 1/6/2006 12/15/2005 60,378.74 61,076.80 (698.06)1200 MASCO CORP COM 1/6/2006 11/3/2005 36,227.25 34,094.28 2,132.97

1500 MASCO CORP COM 4111/2006 3/20/2006 48,032.27 48,276.75 (244.48)

200 MASCO CORP COM 9/6/2006 5/2/2006 5,490.13 6,415.64 (925.51) -

1500 MASCO CORP COM 9/6/2006 6/2/2006 41,175.98 46,969.80 (5,793.82)

2650 MASCO CORP COM 9/6/2006 6/26/2006 72,744.24 76,134.50 (3,390.26) -150 MASCO CORP COM 9/6/2006 6/26/2006 4,117.60 4,309.35 (191.75) -

2100 MASCO CORP COM 9/27/2006 6/26/2006 57,701.60 60,330.90 (2,629.30) -

400 MASSEY ENERGY CORP COM 5/5/2006 8/26/2005 17,100.75 18,882.32 (1,781.57)

100 MASSEY ENERGY CORP COM 5/5/2006 7/26/2005 4,275.19 4,370.65 (95.46) -100 MASSEY ENERGY CORP COM 5/5/2006 6122/2005 4,275.19 4,072.49 202.70 -

100 MASSEY ENERGY CORP COM 10/1212006 6/2212005 2,341.03 4,072.49 - (1,731.46)

200 MASSEY ENERGY CORP COM 10/12/2006 11/28/2005 4,682.05 7,781.94 (3,099.89) -300 MASSEY ENERGY CORP COM 10/12/2006 6/6/2006 7,023.08 10,671.24 (3,648.16) -100 MASSEY ENERGY CORP COM 10/12/2006 10/31/2003 2,341.03 1,401.17 - 939.86100 MATERIAL SCIENCES CORP 10/12/2006 3/16/2005 1,010.51 1,378.80 - (368.29)

1000 MATTEL INC COM 6/2/2006 2/24/2006 16,689.28 17,136.10 (446.82) -

2300 MATTEL INC COM 6/212006 5/212006 38,385.36 37,841.67 543.69 -

100 MAVERICK TUBE CORP COM 1/27/2006 8/26/2005 4,797.50 3,177.06 1,620.44 -

100 MAVERICK TUBE CORP COM 8/9/2006 5/5/2006 6,415.21 5,732.54 682.67700 MAVERICK TUBE CORP COM 10/5/2006 5/5/2006 45,500.00 40,127.78 5,372.22 -500 MAVERICK TUBE CORP COM 10/5/2006 9/27/2005 32,500.00 14,894.75 17,605.25

700 MAVERICK TUBE CORP COM 10/5/2006 10/15/2004 45,500.00 19,190.08 26,309.92100 MAVERICK TUBE CORP COM 10/5/2006 10/5/2006 6,500.00 6,498.00 2.00 -200 MAXIM INTEGRATED PROD INC COM 1/31/2006 1/6/2006 8,315.34 7,610.40 704.94

1200 MAXIM INTEGRATED PROD INC COM 5/212006 4/11/2006 41,973.75 43,862.88 (1,889.13)200 MAXIMUS INC 1/27/2006 8/26/2005 7,826.39 7,267.90 558.49100 MAXIMUS INC 1/27/2006 10/31/2003 3,913.20 3,506.72 - 406.48

900 MBIA INC COM 1/612006 9/14/2005 55,370.52 51,106.32 4,264.20 -

900 MBIA INC COM 1/31/2006 9/14/2005 55,599.48 51,106.32 4,493.16

400 MBIA INC COM 6/2612006 2124/2006 22,925.34 23,579.72 (654.38) -

900 MBIA INC COM 6/26/2006 9/14/2005 51,582.00 51,106.32 475.68

300 MCCORMICK & CO INC COM NON VTG 7/24/2006 5/212006 10,395.94 10,439.01 (43.07) -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term2600 MCDONALDS CORP COM 12/15/2005 11/3/2005 90,973.06 85,568.34 5,404.722000 MCDONALDS CORP COM 12/15/2005 11/2212005 69,979.27 65,809.40 4,169.87 -300 MCDONALDS CORP COM 12/15/2005 9/14/2005 10,496.89 9,857.73 639.16 -

2100 MCDONALDS CORP COM 3/20/2006 2/24/2006 73,412.69 74,230.17 (817.48) -3700 MCDONALDS CORP COM 4/11/2006 2124/2006 130,772.48 130,786.49 (14.01)300 MCDONALDS CORP COM 4/11/2006 1/31/2006 10,603.17 10,504.53 98.64 -

2800 MCDONALDS CORP COM 4/11/2006 1/6/2006 98,962.97 95,378.36 3,584.61 -200 MCDONALDS CORP COM - 4/11/2006 9/14/2005 7,068.78 6,571.82 496.96400 MCDONALDS CORP COM 7/24/2006 5/2/2006 13,937.57 13,762.88 174.691200 MCDONALDS CORP COM 7/24/2006 9/14/2005 41,812.71 39,430.92 2,381.79 -470 MCDONALDS CORP COM 7/24/2006 6/26/2006 16,376.65 15,304.09 1,072.56 -5530 MCDONALDS CORP COM 7/24/2006 6/26/2006 191,994.04 180,067.31 11,926.73 -1000 MCDONALDS CORP COM 7/2412006 10/7/2005 34,718.63 32,282.50 2,436.13 -200 MCDONALDS CORP COM 9/27/2006 9/6/2006 7,943.07 7,295.60 647.47

2600 MCGRAW HILL INC COM 1/31/2006 12/15/2005 132,429.79 136,768.84 (4,339.05)2000 MCGRAW HILL INC COM 1/31/2006 11/22/2005 101,869.07 103,161.20 (1,292.13)1300 MCGRAW HILL INC COM 8/15/2006 4/11/2006 73,820.44 74,913.02 (1,092.58) -519 MCGRAW HILL INC COM 8/15/2006 3/20/2006 29,471.39 29,783.39 (312.00) -481 MCGRAW HILL INC COM 8/15/2006 3/20/2006 27,502.73 27,602.71 (99.98) -

1610 MCGRAW HILL INC COM 8/15/2006 5/2/2006 92,056.97 88,023.21 4,033.76 -3590 MCGRAW HILL INC COM 9/6/2006 5/212006 201,159.11 196,275.35 4,883.76 -300 MCGRAW HILL INC COM 9/27/2006 5/2/2006 17,311.57 16,401.84 909.73400 MCGRAW HILL INC COM 9/27/2006 11/22/2005 23,082.09 20,632.24 2,449.85

2800 MCGRAW HILL INC COM 9/27/2006 61212006 161,574.63 144,144.28 17,430.35800 MCGRAW HILL INC COM 9/27/2006 7/24/2006 46,164.18 40,066.64 6,097.54200 MCGRAW HILL INC COM 9/27/2006 6/26/2006 11,541.05 10,002.10 1,538.95550 MCGRAW HILL INC COM 10/20/2006 6/26/2006 34,290.73 27,505.78 6,784.95550 MCGRAW HILL INC COM 10/20/2006 6/26/2006 34,332.69 27,505.77 6,826.92 -500 MCKESSON HBOC INC 12/15/2005 8/25/2005 26,072.25 22,741.75 3,330.50 -600 MCKESSON HBOC INC 1131/2006 8/25/2005 31,764.40 27,290.10 4,474.30 -900 MCKESSON HBOC INC 1/31/2006 6/14/2005 47,646.61 38,897.01 8,749.60 -1200 MCKESSON HBOC INC 1/31/2006 1/6/2005 63,528.81 37,098.36 - 26,430.45214 MCKESSON HBOC INC 11/14/2006 9/27/2006 10,752.09 11,226.31 (474.22)

1486 MCKESSON HBOC INC 11/14/2006 9/27/2006 74,187.90 77,954.67 (3,766.77) -977 MEADWESTVACO CORP COM 12/15/2005 9/14/2005 27,644.03 28,850.81 (1,206.78)223 MEADWESTVACO CORP COM 2124/2006 9/14/2005 6,250.41 6,585.19 (334.78)2577 MEADWESTVACO CORP COM 2/24/2006 1/6/2006 72,230.06 72,868.29 (638.23) -400 MEADWESTVACO CORP COM 2124/2006 11/22/2005 11,211.49 10,918.28 293.21 -

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300 MEADWESTVACO CORP COM 4/11/2006 11/22/2005 8,908.34 8,188.71 719.63

500 MEDICIS PHARMACEUTICAL CORP CL A NEW 4/4/2006 12/27/2005 16,107.30 16,513.45 (406.15)

300 MEDICIS PHARMACEUTICAL CORP CL A NEW 4/4/2006 10/31/2003 9,664.38 9,447.75 216.63

100 MEDICIS PHARMACEUTICAL CORP CL A NEW 4/4/2006 1/27/2006 3,221.46 3,050.95 170.51 -

200 MEDICIS PHARMACEUTICAL CORP CL A NEW 4/4/2006 10/25/2005 6,442.93 5,939.24 503.69

200 MEDICIS PHARMACEUTICAL CORP CL A NEW 4/4/2006 2/28/2006 6,442.92 5,690.42 752.50 -

1000 MEDTRONIC INC COM 12/15/2005 8/25/2005 56,658.63 56,861.60 (202.97) -

400 MEDTRONIC INC COM 2/24/2006 8/25/2005 21,597.78 22,744.64 (1,146.86) -

100 MEDTRONIC INC COM 2/24/2006 1/31/2006 5,399.44 5,637.02 (237.58)




1600 MEDTRONIC INC COM 6/2/2006 1/31/2006 81,893.16 90,192.32 (8,299.16)


200 MEDTRONIC INC COM 6/2/2006 10/7/2005 10,236.65 10,769.52 (532.87) -


200 MEDTRONIC INC COM 6/2/2006 6/1412005 10,236.65 10,468.46 (231.81)

1414 MEDTRONIC INC COM 6/2/2006 8/1/2002 72,373.08 55,915.36 - 16,457.72

86 MEDTRONIC INC COM 6/2/2006 8/1/2002 4,401.76 3,332.07 - 1,069.69



692 MEDTRONIC INC COM 6/29/2006 6/6/2005 32,580.71 36,770.59 - (4,189.88)

834 MEDTRONIC INC COM 6/29/2006 5/19/2005 39,266.35 44,274.81 - (5,008.46)

102 MEDTRONIC INC COM 6/29/2006 4/20/2005 4,802.36 5,129.58 - (327.22)

3508 MEDTRONIC INC COM 7/5/2006 4120/2005 164,748.51 176,417.32 - (11,668.81)

453 MEDTRONIC INC COM 9/6/2006 8/15/2006 21,122.29 19,492.59 1,629.70 -

904 MEDTRONIC INC COM 9/6/2006 8/15/2006 42,206.37 38,899.12 3,307.25

4043 MEDTRONIC INC COM 9/6/2006 8/15/2006 188,761.47 173,295.51 15,465.96 -

1200 MELLON FINANCIAL CORP 12/15/2005 9/14/2005 40,809.93 38,232.72 2,577.21 -

1600 MELLON FINANCIAL CORP 1/6/2006 9/14/2005 56,714.73 50,976.96 5,737.77

2800 MELLON FINANCIAL CORP 2/24/2006 1/31/2006 103,447.58 99,981.28 3,466.30

300 MELLON FINANCIAL CORP 5/212006 4/11/2006 11,142.53 10,601.22 541.31 -

2000 MELLON FINANCIAL CORP 5/2/2006 3/20/2006 74,283.51 70,525.60 3,757.91 -

300 MELLON FINANCIAL CORP 8/15/2006 6/2/2006 11,079.44 11,046.60 32.84 -

500 MELLON FINANCIAL CORP 8/15/2006 3/20/2006 18,465.73 17,631.40 834.33 -200 MELLON FINANCIAL CORP 10/20/2006 9/27/2006 7,851.52 7,828.40 23.12 -

200 MELLON FINANCIAL CORP 10/20/2006 3/20/2006 7,851.51 7,052.56 798.95

100 MENTOR CORP MINN COM 6/6/2006 9/27/2005 4,162.91 5,218.11 (1,055.20) -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term100 MENTOR CORP MINN COM 61612006 7/26/2005 4,162.91 4,266.56 (103.65) -100 MENTOR CORP MINN COM 6/6/2006 10/3112003 4,162.91 2,034.83 - 2,128.0888 MENTOR CORP MINN COM 8/912006 10/31/2003 4,126.77 1,790.65 - 2,336.1212 MENTOR CORP MINN COM 8/9/2006 10/31/2003 563.26 244.18 - 319.08

600 MERCK & CO COM 1/612006 12115/2005 19,888.48 17,884.74 2,003.74 -1500 MERCK & CO COM 1/31/2006 12/1512005 51,736.71 44,711.85 7,024.86 -1000 MERCK & CO COM 1/31/2006 81211995 34,491.14 24,632.90 - 9,858.241500 MERCK & CO COM 3t20/2006 21240006 53,331.46 52,774.65 556.81 -1400 MERCK & CO COM 6126x1006 2242006 49,453.20 49,256.34 196 .86 -1993 MERCK & CO COM 8/21/2006 7/28/2006 79,047.93 82,674.62 (3,626.69) -1136 MERCK & CO COM 10/20/2006 8/15/2006 51,415.60 46,759.58 4,656.02 -64 MERCK & CO COM 10/2012006 8/1512006 2,896 .65 2,633 .92 262 .73

800 MERCK & CO COM 10/20/2006 2/2412006 36,208.17 28,146.48 8,061.69100 MERCK & CO COM 10/2012006 512/2006 4,526.02 3,438.24 1,087.78 -200 MERCURY COMPUTER SYS INC 5!5/2006 10/31@003 3,645.99 4,363 60 - (717 61)368 MERCURY COMPUTER SYS INC 5/5/2006 11128x2005 6,708.61 6,919.87 (211.26) -132 MERCURY COMPUTER SYS INC 5/512006 11/28/2005 2,406.94 2,482.13 (75.19) -1400 MERRILL LYNCH & CO INC COM 1/31/2006 1N6r2006 104,086.52 96,031.18 8,055.34 -700 MERRILL LYNCH & CO INC COM 1/31/2006 12/15/2005 52,043.26 47,638.01 4,405.25 -1100 MERRILL LYNCH & CO INC COM 6120006 3P10r2006 75,225.48 85,184.22 (9,958.74) -600 MERRILL LYNCH & CO INC COM 7/24@006 3/2012006 42,572.17 46,464.12 (3,891.95) -

2200 MERRILL LYNCH & CO INC COM 7/2412006 5/2/2006 156,097.96 164,789.68 (8,691.72) -100 MERRILL LYNCH & CO INC COM 9127/2006 5/2/2006 7,885.05 7,490.44 394.61100 MERRILL LYNCH & CO INC COM 9/27/2006 8/15"06 7,885.04 7,406.36 478.68 -150 MERRILL LYNCH & CO INC COM 10/20/2006 8/15/2006 12,605.82 11,109.54 1,496.28250 MERRILL LYNCH & CO INC COM 10/20/2006 8115/2006 21,009.71 18,366 25 2,643.46 -200 MERRILL LYNCH & CO INC COM 10/2012006 12/15/2005 16,807.76 13,610.86 3,196.90 -300 MESA AIR GROUP INC COM 8/922006 2/28/2006 2,377.64 3,392.58 (1,014.94) -700 MESA AIR GROUP INC COM 8/9/2006 3/16/2005 5,547.81 5,048.19 - 499.62100 MESA AIR GROUP INC COM 10/1212006 1015)2006 814.84 811.00 3.84 -1000 MESA AIR GROUP INC COM 10/12/2006 3/16/2005 8,148.45 7,211.70 - 936.75100 METHODE ELECTRS INC CL A 7/6/2006 10131/2003 1,025.11 1,23177 - (206 .66)300 METHODE ELECTRS INC CL A 10/1212006 10/31/2003 2,951.51 3,695.31 - (743.80)700 METHODE ELECTRS INC CL A 11/1012006 10131/2003 7,689.26 8,622.39 - (933.13)200 METHODE ELECTRS INC CL A 11/1012006 1/1012005 2,196.93 2,413.22 - (216.29)

2400 METLIFE INC 1/6/2006 11/22/2005 121,942.17 122,533.92 (591.75) -1300 METLIFE INC 1/6x2006 9/14/2005 66,052.01 63,608.22 2,443.79 -600 METLIFE INC 1/31/2006 9/14/2005 30,281.49 29,357 .64 923.85 -

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200 METLIFE INC 30/2006 911412005 10,245.68 9,785.88 459.80 -

2500 METLIFE INC 6/2/2006 5/2/2006 129,851.01 127,984.75 1,866.26 -

1900 METLIFE INC 7/2412006 5/212006 99,597.22 97,268.41 2,328.81 -

1100 METLIFE INC 7/24/2006 5126/2006 57,661.55 54,449.34 3,212.21 -

300 METLIFE INC 7/2412006 911412005 15,725.88 14,678.82 1,047.06 -

400 METLIFE INC 7/24/2006 6/14!2005 20,967.84 17,204.72 3,763.12

2100 METLIFE INC 7/24W06 11/3012004 110,081.13 81,806.34 - 28,274.79

1800 MGIC INVT CORP WIS COM 1/612006 8125/2005 124,960.80 116,546.94 8,413.86 -

1000 MGIC INVT CORP WIS COM 3/2012006 2124/2006 67,512.92 64,368.80 3,144.12

200 MGIC INVT CORP WIS COM 6121'2006 0/2006 13,392.42 14,091.20 (698.78)

1700 MICRON TECHNOLOGY INC COM 5/211006 3/2012006 28,538.89 25,273.39 3,265.50 -

300 MICROS SYS INC 7/6/2006 9127005 13,340.59 12,494.10 846.49 -

100 MICROS SYS INC 7/612006 5/5/2006 4,446.86 4,092.60 354.26 -

100 MICROS SYS INC 11110/2006 515/2006 5,111.75 4,092.60 1,019.15 -

4 MICROSEMI CORP COM 11/1012006 5/512006 79.55 106.80 (27.25)

96 MICROSEMI CORP COM 11/1012006 51512006 1,908.08 2,563.20 (655.12)

100 MICROSEMI CORP COM 11/1012006 10/31/2003 1,987.59 1,040.94 946.65

1700 MICROSOFT CORP 3/2012006 1/31/2006 47,421.23 47,618.02 (196.79) -

1800 MICROSOFT CORP 7/24/2006 1/31/2006 43,221.89 50,419.08 (7,197.19) -

1400 MICROSOFT CORP 7/2412006 1/31/2006 33,605.97 39,214.84 (5,608.87) -

400 MICROSOFT CORP 7/24/2006 11/2212005 9,601.70 11,202.72 (1,601.02) -

1200 MICROSOFT CORP 9127/2006 11/2212005 32,782.03 33,608.16 (826.13) -

800 MICROSOFT CORP 9/2712006 4111/2006 21,854.69 21,759.36 95.33

2400 MICROSOFT CORP 11/14006 4/11/2006 70,152.48 65,278.08 4,874.40 -

500 MOODYS CORP COM 6126(2006 4/1112006 26,438.43 34,985.30 (8,546.87) -

100 MOODYS CORP COM 6/26(2006 6122006 5,287.69 5,333.50 (45.81) -

600 MOODYS CORP COM 6/26/2006 612/2006 31,916.01 32,001.00 (84.99) -

50 MOOG INC CL-A 10112/2006 4/15/2005 1,815.29 1,446.00 - 369.29

150 MOOG INC CL-A 10/12/2006 3125/2004 5,445.88 3,121.10 - 2,324.78

700 MORGAN ST DEAN WITTER DISCOVER & CO 1/31/2006 7/11//005 42,748.80 37,216.97 5,531.83 -

1600 MORGAN ST DEAN WITTER DISCOVER & CO 7/24/2006 4/11/2006 102,796.20 100,667.20 2,129.00 -

200 MORGAN ST DEAN WITTER DISCOVER & CO 7(24/2006 2/24/2006 12,849.52 12,214.22 635.30 -


648 MORGAN ST DEAN WITTER DISCOVER & CO 10/2012006 9/27006 49,437.64 47,090.94 2,346.70 -

200 MORGAN ST DEAN WITTER DISCOVER & CO 10120/2006 2/24/2006 15,258.53 12,214.22 3,044.31


7 MORGAN ST DEAN WITTER DISCOVER & CO 11/14/2006 6/7/2006 536.78 426.15 110.63 -


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4398.07 MORGAN STANLEY CAP I INC SER 1998-CFI CL A-2 1/15/2006 4/3012001 4,398.07 4,436.55 - (38.48)4626.5 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 1/31/2006 4/30/2001 4,626.50 4,666.98 - (40.48)

2498.38 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 2/28/2006 4/3012001 2,498.38 2,520.24 - (21.86)16924.84 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 3/31/2006 413012001 16,924.84 17,072.93 - (148.09)26920.38 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 00/2006 4/3012001 26,920.38 27,155.93 - (235.55)4921.98 MORGAN STANLEY CAP I INC SER 1998-CFI CL A-2 5/31/2006 4130/2001 4,921.98 4,965.05 (43.07)2395.99 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 6/30/2006 4/30/2001 2,395.99 2,416.95 - (20.96)

45274.13 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 7/31/2006 4/30/!001 45,274.13 45,670.28 - (396.15)11547.4 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 9/1512006 4/30/2001 11,547.40 11,648.44 - (101.04)4316.29 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 9/30/2006 4/3012001 4,316.29 4,354.06 - (37.77)20471.14 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 11/15/2006 4/30V2001 20,471.14 20,650.26 - (179.12)10312.44 MORGAN STANLEY CAP I INC SER 1998-CF1 CL A-2 11130/2006 4/3012001 10,312.44 10,402.67 - (90.23)

3900 MOTOROLA INC COM 1/6/2006 11/22x2005 93,333.10 93,125.76 207.34 -1900 MOTOROLA INC COM 1/6/2006 12/15/1005 45,469.97 44,050.93 1,419.04 -4300 MOTOROLA INC COM 312012006 12/1512005 94,341.25 99,694.21 (5,352.96) -1500 MOTOROLA INC COM 3/20/2006 11/312005 32,909.74 34,759.05 (1,849.31) -4300 MOTOROLA INC COM 3/20/2006 1/31/2006 94,341.25 97,666.33 (3,325.08) -1000 MOTOROLA INC COM 3/0/2006 1017/2005 21,939.83 21,471.60 468.23 -2300 MOTOROLA INC COM 3120/2006 10/31/2003 50,461.60 28,251.28 - 22,210.32

600 MOTOROLA INC COM 4/11/2006 10/31/2003 13,940.09 7,369.90 - 6,570.195602 MOTOROLA INC COM 6/2/2006 5/2/2006 122,497.97 120,622.82 1,875.15 -5598 MOTOROLA INC COM 6/2/2006 51212006 122,676.40 120,536.70 2,139.701147 MOTOROLA INC COM 6/162006 102006 22,935.39 27,439.22 (4,503.83)319 MOTOROLA INC COM 6/16/2006 12/2312005 6,378.72 7,502.53 (1,123.81)1759 MOTOROLA INC COM 6122/2006 12/23/2005 34,666.71 41,369.74 (6,703.03) -300 MOTOROLA INC COM 6/26/2006 5/2/2006 5,971.56 6,459.63 (488.07) -1300 MOTOROLA INC COM 6/2612006 10/31/2003 25,876.74 15,968.12 - 9,908.62600 MOTOROLA INC COM 6/20006 12/2312003 11,943.11 7,309.05 - 4,634.06366 MOTOROLA INC COM 6/27/2006 12x23/2005 7,320.98 8,607.92 (1,286.94)471 MOTOROLA INC COM 6/270M 11/8/2005 9,421.27 10,855.14 (1,433.87) -1222 MOTOROLA INC COM 6/2812006 11/8/2005 23,532.31 28,163.43 (4,631.12)2212 MOTOROLA INC COM 7/1212006 11/8/2005 42,974.08 50,979.97 (8,005.89)1110 MOTOROLA INC COM 7/1412006 1/10/2006 20,837.17 26,923.27 (6,086.10)1200 MOTOROLA INC COM 7/1412006 9/7/2005 22,526.67 26,938.44 (4,411.77)

532 MOTOROLA INC COM 7/18/'1006 11/8/2005 10,248.45 12,261.00 (2,012.55)3291 MOTOROLA INC COM 7/18/2006 814/2005 63,397.85 72,204.21 (8,806.36)2697 MOTOROLA INC COM 11/8/2006 8/4/2005 57,983.72 59,171.91 - (1,188.19)3791 MOTOROLA INC COM 11/811006 7/29i"2005 81,504.00 79,629.96 - 1,874.04

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3952 MOTOROLA INC COM 11/8/2006 7/25/2005 84,965.39 81,627.38 - 3,338.01

213 MOTOROLA INC COM 11/1712006 7/2512005 4,766.79 4,399.45 - 367.34

700 MOVIE GALLERY INC COM 2128/2006 2/16/2005 2,260.92 15,283.52 - (13,022.60)

117 MOVIE GALLERY INC COM 2/28/2006 10/31/2003 377.90 2,428.92 - (2,051.02)

683 MOVIE GALLERY INC COM 3/'1/2006 10/3112003 2,214.56 14,179.08 - (11,964.52)

700 MOVIE GALLERY INC COM 3/212006 812612005 2,269.68 13,289.50 (11,019.82) -

900 MOVIE GALLERY INC COM 3/212006 11/16/2004 2,918.16 16,096.41 - (13,178.25)

1533 MOVIE GALLERY INC COM 312/2006 10/2512005 4,970.59 11,659.08 (6,688.49) -

3767 MOVIE GALLERY INC COM 3/6/2006 1012511005 12,190.76 28,649.54 (16,458.78) -

200 MRO SOFTWARE INC COM 56l006 10131/2003 4,018.87 2,548.64 1,470.23

100 MRO SOFTWARE INC COM 10/6/2006 81912006 2,580.00 2,547.78 32.22 -

200 MRO SOFTWARE INC COM 10/6006 7116/2006 5,160.00 4,050.46 1,109.54 -

128 MTS SYSTEMS CORP COM 5/5/2006 2128/2006 6,057.18 5,045.61 1,011.57 -

72 MTS SYSTEMS CORP COM 5/5/2006 228/2006 3,430.69 2,838.15 592.54 -

200 MTS SYSTEMS CORP COM 11/10/2006 2/28/2006 6,735.19 7,883.76 (1,148.57) -

100 MTS SYSTEMS CORP COM 11/10/2006 2116/2005 3,367.59 3,338.40 - 29.19

25 MUELLER INDS INC 12/27/2005 1/10/2005 705.43 779.15 (73.72) -

75 MUELLER INDS INC 12127/2005 11/28/2005 2,116.28 2,006.86 109.42 -

700 MULTIMEDIA GAMES INC COM 515/2006 511212004 9,780.37 15,961.33 - (6,180.96)

200 MULTIMEDIA GAMES INC COM 9/8/2006 5112/2004 1,902.26 4,560.38 - (2,658.12)

100 MULTIMEDIA GAMES INC COM 9/8/2006 10/15/2004 951.13 1,195.42 - (244.29)

200 MULTIMEDIA GAMES INC COM 9/8x2006 9/27/2005 1,902.26 1,978.30 (76.04) -

200 MULTIMEDIA GAMES INC COM 9/812006 10/25/2005 1,902.26 1,916.46 (14.20)

451 MURPHY OIL CORP 5/22/2006 4/19/2005 22,174.40 20,486.18 - 1,688.22

89 MURPHY OIL CORP 5/22/2006 4/19/2005 4,375.03 4,042.73 - 332.30

58 MURPHY OIL CORP 5/23/2006 4/1902005 2,952.34 2,634.59 - 317.75

222 MURPHY OIL CORP 5/23/2006 4119/2005 11,280.74 10,084.10 - 1,196.64

500 MYLAN LABS COM 2/24/2006 1/31/2006 11,552.79 9,756.55 1,796.24 -

700 MYLAN LABS COM 3120/2006 1/31006 16,999.25 13,659.17 3,340.08 -

300 MYLAN LABS COM 9/6/2006 6%2/2006 6,008.21 6,225.60 (217.39) -

1600 NABORS INDUSTRIES INC COM 1/31/2006 1/6(2006 130,316.79 125,896.48 4,420.31

200 NABORS INDUSTRIES INC COM 312012006 1/6/2006 12,992.08 15,737.06 (2,744.98) -

1400 NABORS INDUSTRIES INC COM 3x20/2006 2/24/2006 90,944.56 96,397.28 (5,452.72) -

400 NABORS INDUSTRIES INC COM 502006 4/11/2006 15,611.16 14,376.58 1,234.58 -

1600 NABORS INDUSTRIES INC COM 5/2/2006 2124/2006 62,444.64 55,084.16 7,360.48 -

70 NABORS INDUSTRIES INC COM 618/2006 1/412006 2,243.86 2,747.45 (503.59) -

34 NABORS INDUSTRIES INC COM 618/2006 114006 1,100.59 1,334.48 (233.89) -

370 NABORS INDUSTRIES INC COM 616/2006 1/9/2006 11,977.05 14,505.70 (2,528.65) -

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r 4w Im an UK no as


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396 NABORS INDUSTRIES INC COM 618/2006 1/3/2006 12,818.68 15,478.04 (2,659.36) -

210 NABORS INDUSTRIES INC COM 6/8/2006 1/3/2006 6,797.79 8,170.27 (1,372.48) -

2600 NABORS INDUSTRIES INC COM 8/15/2006 6/212006 85,265.94 92,701.18 (7,435.24) -100 NARA BANCORP INC COM 1/27/2006 3/16/2005 1,772.12 1,813.15 (41.03) -100 NARA BANCORP INC COM 5/512006 3/16/2005 1,918.48 1,813.15 - 105.33341 NARA BANCORP INC COM 5/512006 5/19/2005 6,542.02 4,800.19 1,741.83159 NARA BANCORP INC COM 5/5/2006 5/18/2005 3,050.38 2,232.83 817.55 -100 NARA BANCORP INC COM 5/5/2006 8/26/2005 1,918.48 1,374.50 543.98 -100 NASH FINCH CO COM 1/27/2006 3/16/2005 3,049.90 3,616.55 (566.65) -300 NASH FINCH CO COM 1/27/2006 10/25/2005 9,149.69 9,152.79 (3.10) -100 NASH FINCH CO COM 1/27/2006 3/25/2004 3,049.89 2,366.76 - 683.13

29 NASH FINCH CO COM 8/9/2006 3/25/2004 613.53 686.36 - (72.83)

71 NASH FINCH CO COM 9/8/2006 3/25/2004 1,678.58 1,680.40 (1.82)

100 NASH FINCH CO COM 9/8/2006 5/5/2006 2,364.19 2,271.00 93.19 -

600 NATIONAL CITY CORP COM 1/31/2006 1/6/2006 20,447.79 20,561.52 (113.73) -

1100 NATIONAL CITY CORP COM 1/31/2006 11/312005 37,487.62 35,761.22 1,726.40

1000 NATIONAL CITY CORP COM 4111/2006 2124/2006 34,700.63 35,392.00 (691.37)2200 NATIONAL CITY CORP COM 4/11/2006 11/3/2005 76,341.39 71,522.44 4,818.952900 NATIONAL CITY CORP COM 9/27/2006 7/24/2006 107,096.32 105,981.66 1,114.66 -4000 NATIONAL CITY CORP COM 9/27/2006 11/3/2005 147,719.06 130,040.80 17,678.26 -396 NATIONAL CITY CORP COM 11/14/2006 10/20/2006 14,613.93 14,464.34 149.59 -1904 NATIONAL CITY CORP COM 11/14/2006 10/20/2006 70,199.46 69,545.69 653.77 -7000 NATIONAL SEMICONDUCTOR CORP COM 1/31/2006 1/6/2006 197,254.64 194,276.60 2,978.04 -2200 NATIONAL SEMICONDUCTOR CORP COM 5/2/2006 1/6/2006 65,063.00 61,058.36 4,004.64 -

1900 NATIONAL SEMICONDUCTOR CORP COM 5/2/2006 12/15/2005 56,190.77 52,630.57 3,560.20 -900 NATIONAL SEMICONDUCTOR CORP COM 9/6/2006 12115/2005 21,755.84 24,930.27 (3,174.43) -1300 NATIONAL SEMICONDUCTOR CORP COM 9/6/2006 2/24/2006 31,425.10 35,556.30 (4,131.20) -100 NATIONAL SEMICONDUCTOR CORP COM 9/6/2006 9/14/2005 2,417.32 2,633.84 (216.52) -

900 NATIONAL SEMICONDUCTOR CORP COM 9/6/2006 10/7/2005 21,755.84 22,283.73 (527.89) -6200 NATIONAL SEMICONDUCTOR CORP COM 9/6/2006 6/26/2006 149,873.58 144,620.58 5,253.00100 NATURES SUNSHINE PRODUCTS INC COM 12/27/2005 10/25/2005 1,802.96 1,850.00 (47.04) -100 NATURES SUNSHINE PRODUCTS INC COM 12/27/2005 9/9/2004 1,802.96 1,577.33 - 225.63

100 NATURES SUNSHINE PRODUCTS INC COM 5/5/2006 2/28/2006 1,048.89 1,714.39 (665.50) -200 NATURES SUNSHINE PRODUCTS INC COM 5/5/2006 10/15/2004 2,097.77 2,951.50 - (853.73)600 NATURES SUNSHINE PRODUCTS INC COM 5/5/2006 4/4/2006 6,293.32 6,692.34 (399.02) -200 NAUTILUS INC COM 2/28/2006 10/31/2003 3,262.75 3,127.66 - 135.09100 NAUTILUS INC COM 4/4/2006 10/31/2003 1,492.95 1,563.83 - (70.88)700 NAVISTAR INTL CORP NEW COM 12/15/2005 10/7/2005 20,033.09 21,244.51 (1,211.42) -

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400 NAVISTAR INTL CORP NEW COM 1/31/2006 10/7/2005 10,863.51 12,139.72 (1,276.21) -

1300 NAVISTAR INTL CORP NEW COM 1/31/2006 1/6/2006 35,306.39 37,581.31 (2,274.92) -

600 NAVISTAR INTL CORP NEW COM 6/212006 5/2/2006 16,483.11 15,544.26 938.85 -

100 NBTY INC COM 1/27/2006 10/31/2003 1,953.08 2,728.90 - (775.82)

5 NCO GROUP INC 12/27/2005 10/31/2003 85.74 122.05 - (36.31)

138 NCO GROUP INC 6/6/2006 10/31/2003 3,587.56 3,368.72 - 218.84

100 NCO GROUP INC 6/6/2006 1/2212004 2,599.68 2,406.53 - 193.15

300 NCO GROUP INC 6/6/2006 1/10/2005 7,799.04 6,975.51 - 823.53

100 NCO GROUP INC 6/6/2006 5/512006 2,599.68 2,034.18 565.50 -

562 NCO GROUP INC 6/6/2006 3116/2005 14,610.20 10,895.66 - 3,714.54

200 NCO GROUP INC 11/16/2006 10/1212006 5,500.00 5,342.16 157.84 -

38 NCO GROUP INC 11/16/2006 3/16/2005 1,045.00 736.72 - 308.28

357 NCO GROUP INC 11/16/2006 4/15/2005 9,817.50 6,156.36 - 3,661.14

5 NCO GROUP INC 11/16/2006 1/27/2006 137.50 86.15 51.35 -

66 NDCHEALTH CORP COM 1/6/2006 10/31/2003 1,293.77 1,749.42 - (455.65)

249 NDCHEALTH CORP COM 1/6/2006 8/29/2005 4,881.03 4,710.80 170.23 -



100 NEENAH PAPER INC COM 4/4/2006 1/10/2005 3,226.60 3,202.28 - 24.32

300 NETGEAR INC COM 4/4/2006 8/26/2005 5,827.08 6,418.41 (591.33) -

400 NETGEAR INC COM 10/1212006 8/26/2005 8,865.72 8,557.88 - 307.84

200 NEW JERSEY RES COM 9/8/2006 8/26/2005 9,762.88 9,059.84 - 703.04

1900 NEWELL RUBBERMAID INC 2/24/2006 1/31/2006 46,172.38 44,807.89 1,364.49 -

1100 NEWS CORP CL A 9/6/2006 7/24/2006 20,777.92 20,380.80 397.12 -

2700 NEWS CORP CL A 9/27/2006 7/24/2006 53,230.21 50,025.60 3,204.61 -

5100 NEWS CORP CL A 10/20/2006 7/24/2006 107,676.56 94,492.80 13,183.76 -

1000 NIKE INC CL B COM 2124/2006 1/6/2006 86,920.23 85,976.90 943.33 -

1200 NIKE INC CL B COM 2/24/2006 1/31/2006 104,304.27 97,483.44 6,820.83 -

53 NIKE INC CL B COM 11/14/2006 10/20/2006 4,970.45 4,696.85 273.60 -

847 NIKE INC CL B COM 11/14/2006 10/20/2006 79,428.12 75,061.06 4,367.06 -

100 NISOURCE INC 12/15/2005 5/20/2005 2,151.71 2,380.07 (228.36) -

1 NOBLE ENERGY INC COM 12/27/2005 10/31/2003 40.55 18.14 - 22.41

920 NOKIA CORP SPONSORED ADR 8/29/2006 3/30/2006 19,301.01 19,637.31 (336.30)

1525 NOKIA CORP SPONSORED ADR 8/29/2006 6/9/2006 31,993.51 30,516.01 1,477.50 -

310 NOKIA CORP SPONSORED ADR 8/29/2006 1/9/2006 6,503.60 6,070.23 433.37 -

2780 NOKIA CORP SPONSORED ADR 9/5/2006 1/9/2006 55,967.47 54,436.30 1,531.17 -

1000 NORDSTROM INC COM 1/6/2006 11/22/2005 39,307.29 37,625.60 1,681.69

5000 NORDSTROM INC COM 1/6/2006 12/15/2005 196,536.46 184,552.00 11,984.46

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900 NORDSTROM INC COM 1/6/2006 10/7/2005 35,376.56 29,695.77 5,680.79 -

500 NORDSTROM INC COM 5/212006 2124/2006 19,056.51 19,013.40 43.11 -

200 NORDSTROM INC COM 6/2/2006 2/24/2006 7,305.01 7,605.36 (300.35) -

1400 NORDSTROM INC COM 6/26/2006 2/24/2006 51,158.07 53,237.52 (2,079.45) -

800 NORDSTROM INC COM 6/26/2006 1017/2005 29,233.18 26,396.24 2,836.94 -

1100 NORDSTROM INC COM 6/2612006 3/11/2004 40,195.62 20,715.64 19,479.98

1400 NORFOLK SOUTHN CORP COM 1/31/2006 12115/2005 69,333.85 61,107.76 8,226.09

3200 NORFOLK SOUTHN CORP COM 1/31/2006 1/6/2006 158,477.37 132,893.12 25,584.25 -

400 NORFOLK SOUTHN CORP COM 3/20/2006 1/6/2006 21,465.66 16,611.64 4,854.02

600 NORFOLK SOUTHN CORP COM 51212006 4/11/2006 32,657.47 32,348.82 308.65 -

300 NORFOLK SOUTHN CORP COM 6/2/2006 4/11/2006 16,030.30 16,174.41 (144.11) -

300 NORFOLK SOUTHN CORP COM 8/15/2006 4/11/2006 12,737.31 16,174.41 (3,437.10) -


18 NORFOLK SOUTHN CORP COM 8/15/2006 7/2412006 764.24 845.01 (80.77) -


400 NORFOLK SOUTHN CORP COM 8/15/2006 1/6/2006 16,983.08 16,611.64 371.44 -



34 NORTH FORK BANCORPORATION INC NY 1218/2005 7/13/2005 928.16 1,010.48 (82.32)

66 NORTH FORK BANCORPORATION INC NY 12/8/2005 7/14/2005 1,801.72 1,954.66 (152.94) -

900 NORTH FORK BANCORPORATION INC NY 212412006 1/612006 23,486.39 24,454.71 (968.32) -

1400 NORTH FORK BANCORPORATION INC NY 3/20/2006 1/6/2006 40,329.12 38,040.66 2,288.46

73 NORTH FORK BANCORPORATION INC NY 3120/2006 7/13/2005 2,099.74 2,169.56 (69.82) -




95 NORTH FORK BANCORPORATION INC NY 3/23/2006 7/15/2005 2,759.05 2,809.83 (50.78)


774 NORTH FORK BANCORPORATION INC NY 3123/2006 7/19/2005 22,478.98 22,774.95 (295.97) -


32 NORTH FORK BANCORPORATION INC NY 3/23/2006 1/5/2006 929.36 871.19 58.17 -






1618 NORTH FORK BANCORPORATION INC NY 3124/2006 1/5/2006 46,933.66 44,049.40 2,884.26 -


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115 NORTH FORK BANCORPORATION INC NY 3/24/2006 7/19/2005 3,335.83 3,377.55 (41.72)1085 NORTH FORK BANCORPORATION INC NY 3/24/2006 7/28/2005 31,472.82 30,119.60 1,353.22 -

563 NORTH FORK BANCORPORATION INC NY 9/6/2006 8/15/2006 15,511.69 15,516.28 (4.59) -1337 NORTH FORK BANCORPORATION INC NY 9/6/2006 8/15/2006 36,698.72 36,847.72 (149.00) -


700 NORTHERN TR CORP COM 12/15/2005 11/3/2005 38,187.04 36,214.36 1,972.68 -900 NORTHERN TR CORP COM 12/15/2005 9/14/2005 49,097.63 44,045.28 5,052.35 -

3400 NORTHERN TR CORP COM 1/31/2006 1/6/2006 178,233.40 179,363.94 (1,130.54) -

900 NORTHERN TR CORP COM 5/2/2006 3/20/2006 52,522.38 48,012.93 4,509.45 -

500 NORTHROP GRUMMAN CORP 2/2412006 12/15/2005 32,819.49 29,761.80 3,057.69 -2000 NORTHROP GRUMMAN CORP 2/2412006 2/1/2005 131,277.97 104,117.20 - 27,160.77500 NORTHROP GRUMMAN CORP 7/24/2006 5/212006 32,949.09 33,728.40 (779.31) -

2500 NORTHROP GRUMMAN CORP 7/24/2006 6/2/2006 164,745.44 162,204.75 2,540.69

300 NORTHROP GRUMMAN CORP 7/24/2006 6/26/2006 19,769.45 18,675.54 1,093.91 -

600 NORTHROP GRUMMAN CORP 10/20/2006 9/27/2006 41,229.35 41,017.62 211.73 -

100 NORTHWEST NAT GAS CO COM 12/27/2005 5/19/2005 3,495.69 3,744.77 (249.08) -

200 NORTHWEST NAT GAS CO COM 1/27/2006 5/19/2005 7,199.77 7,489.54 (289.77) -

6909 NOVELLUS SYS INC COM 11/14/2006 10/20/2006 210,005.04 185,282.11 24,722.93 -

691 NOVELLUS SYS INC COM 11/1412006 10/20/2006 20,781.19 18,530.89 2,250.30 -

300 NUCOR CORP COM 12/15/2005 11/22/2005 19,949.97 19,245.84 704.13 -

1800 NUCOR CORP COM 1/31/2006 11/2212005 151,989.31 115,475.04 36,514.27 -

800 NUCOR CORP COM 2/24/2006 11/22/2005 69,152.84 51,322.24 17,830.60 -700 NUCOR CORP COM 2/24/2006 9/14/2005 60,508.73 41,468.56 19,040.17 -

500 NUCOR CORP COM 2/24/2006 10/7/2005 43,220.52 28,126.15 15,094.37 -500 NUCOR CORP COM 3/20/2006 10/7/2005 49,266.43 28,126.15 21,140.28 -

120 NUCOR CORP COM 5/23/2006 7/21/2005 12,464.17 6,554.75 5,909.42 -

75 NUCOR CORP COM 5/23/2006 7/21/2005 7,750.76 4,096.72 3,654.04 -

545 NUCOR CORP COM 9/5/2006 7/21/2005 28,165.44 14,884.74 - 13,280.70

535 NUCOR CORP COM 9/6/2006 7/21/2005 27,125.17 14,611.62 - 12,513.55

1000 NUCOR CORP COM 9/27/2006 4/11/2006 48,641.90 53,886.40 (5,244.50) -

2200 NUCOR CORP COM 11/14/2006 4/11/2006 127,712.90 118,550.08 9,162.82 -

700 NUCOR CORP COM 11/14/2006 10/20/2006 40,635.92 37,467.15 3,168.77 -2000 NUCOR CORP COM 11/14/2006 9/6/2006 116,102.63 100,671.60 15,431.03 -666 NUCOR CORP COM 11/14/2006 8/15/2006 38,662.18 33,338.76 5,323.42 -

134 NUCOR CORP COM 11/14/2006 8/15/2006 7,778.88 6,608.88 1,170.00 -

100 NUCOR CORP COM 11/14/2006 10/7/2005 5,805.13 2,812.62 - 2,992.51

3900 NVIDIA CORP 1/31/2006 11/22/2005 175,500.85 146,478.15 29,022.70 -

100 NVIDIA CORP 5/2/2006 11/22/2005 3,103.70 1,877.93 1,225.77 -

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1548 NVIDIA CORP 7/2412006 6/212006 29,248.56 36,807.57 (7,559.01)652 NVIDIA CORP 7/24/2006 6/2/2006 12,611.31 15,502.93 (2,891.62) -700 NVIDIA CORP 7/24/2006 11/22/2005 13,539.75 13,145.47 394.28

200 NVIDIA CORP 7/24/2006 12115/2005 3,868.50 3,659.85 208.65 -

50 NVR INC COM 1/27/2006 8/26/2005 39,365.75 41 ,650.25 (2,284.50) -

11 NVR INC COM 1/27/2006 10/31/2003 8,660.47 5,374.22 - 3,286.25

39 NVR INC COM 2/28/2006 10/31/2003 29 ,937.96 19,054.03 - 10,883.93

6 NVR INC COM 10/12/2006 5/5/2006 3,406.32 4,432.32 (1,026.00)

18 0 CHARLEYS INC 12/27/2005 4/15/2005 279.22 388.09 (108.87) -

82 0 CHARLEYS INC 1/27/2006 4/15/2005 1,430.33 1,767.97 (337.64) -400 0 CHARLEYS INC 1/27/2006 10/31/2003 6,977.23 6,717.80 - 259.43200 0 CHARLEYS INC 1/27/2006 8/2612005 3,488.61 3,219.04 269.57 -200 OCCIDENTAL PETE CORP COM 1/6/2006 11/22/2005 17,394.28 15,643.64 1,750.64300 OCCIDENTAL PETE CORP COM 1/31/2006 11 /2212005 28,533.68 23,465.46 5,068.22800 OCCIDENTAL PETE CORP COM 2124/2006 11 /22/2005 74,368.60 62 ,574.56 11,794.04100 OCCIDENTAL PETE CORP COM 212412006 10/7/2005 9,296.07 7,782.80 1,513.2784 OCCIDENTAL PETE CORP COM 2128/2006 3/16/2005 7,714.12 6,092.30 1,621.82 -

126 OCCIDENTAL PETE CORP COM 2128/2006 4/15/2005 11,571.18 8,742.21 2,828.97 -

168 OCCIDENTAL PETE CORP COM 2128/2006 6/2212005 15,428.24 11,650 .28 3,777.96 -

84 OCCIDENTAL PETE CORP COM 2/28/2006 5/18/2005 7,714.12 5,344.36 2,369.76 -

575 OCCIDENTAL PETE CORP COM 4/28/2006 4/19/2005 58 , 824.66 40,063.13 - 18,761.53

50 OCCIDENTAL PETE CORP COM 4/28/2006 1 /10/2006 5,115.19 4,494.06 621.13215 OCCIDENTAL PETE CORP COM 4/28/2006 1/9/2006 21 ,995.31 19,084.33 2,910.98 -

270 OCCIDENTAL PETE CORP COM 5/3/2006 4119/2005 28,619.18 18 ,812.25 - 9,806.931100 OCCIDENTAL PETE CORP COM 61212006 4/11/2006 110,086.49 106,612.88 3,473.61 -

800 OCCIDENTAL PETE CORP COM 6/212006 10/7/2005 80 ,062.90 62,262.40 17,800.50 -

200 OCCIDENTAL PETE CORP COM 6/212006 9/29/2004 20,015.72 11 ,044.60 - 8,971.12200 OCCIDENTAL PETE CORP COM 7/2412006 6126/2006 20,600.85 19,457.38 1,143.47 -

1100 OCCIDENTAL PETE CORP COM 7/24/2006 9/29/2004 113,304.65 60,745.30 - 52,559.355874 OCCIDENTAL PETE CORP COM 9/27/2006 8/15/2006 274,570.52 303,197.38 .(28,626.86) -

626 OCCIDENTAL PETE CORP COM 9/27/2006 8/15/2006 29,417.96 32,312.15 (2,894.19) -800 OCCIDENTAL PETE CORP COM 11/14/2006 8/15/2006 38 ,534.41 41 ,293.48 (2,759.07) -100 OCEANEERING INTL INC 7/6/2006 4/4/2006 4,472.68 2,834.85 1 ,637.83 -200 OCEANEERING INTL INC 11/10/2006 819/2006 8,268.34 8,478.82 (210.48)

100 ODYSSEY HEALTHCARE INC COM 8/9/2006 4/4/2006 1,632.84 1,673.71 (40.87)

100 ODYSSEY HEALTHCARE INC COM 8/9/2006 7/2612005 1 ,632.83 1,445.62 - 187.21

300 OFFICEMAX INC DELAWARE COM 1/31/2006 11/3/2005 8,436.52 8,264.79 171.73

383 OFFICEMAX INC DELAWARE COM 10/20/2006 9/27/2006 17,304.71 15,419.58 1,885.13 -

Page 86 of 125



517 OFFICEMAX INC DELAWARE COM 10/20/2006 9/27/2006 23,359.10 20,784.28 2,574.82 -53 OLD DOMINION FGHT LINE INC COM 12/27/2005 8126/2005 1,450.90 1,098.43 352.47 -

900 OMNICOM GROUP COM 12/15/2005 11/2212005 78,599.65 72,957.42 5,642.23 -

200 OMNICOM GROUP COM 3/20/2006 1/31/2006 16,337.73 16,463.70 (125.97) -1100 OMNICOM GROUP COM 7/24/2006 6/26/2006 97,026.48 96,561.52 464.96

100 OPEN SOLUTIONS INC COM 10/1212006 8/9/2006 3,001.40 2,829.44 171.962800 ORACLE CORP COM 12/15/2005 9/14/2005 35,556.55 38,078.04 (2,521.49)6300 ORACLE CORP COM 12/15/2005 8/212005 80,002.24 85,468.95 (5,466.71) -

3500 ORACLE CORP COM 12/15/2005 11/22/2005 44,445.70 43,482.25 963.45 -

500 ORACLE CORP COM 12/15/2005 11/3/2005 6,349.38 6,108.20 241.18 -2600 ORACLE CORP COM 1/6/2006 11/3/2005 33,356.72 31,762.64 1,594.08 -4500 ORACLE CORP COM 1/6/2006 5/16/2002 57,732.77 42,997.50 - 14,735.27

6700 ORACLE CORP COM 1/6/2006 7/28/1999 85,957.69 63,811.81 - 22,145.88

7700 ORACLE CORP COM 3/20/2006 1/31/2006 105,611.49 96,047.49 9,564.00 -900 ORACLE CORP COM 3/20/2006 7/28/1999 12,344.20 8,571.73 - 3,772.47

6000 ORACLE CORP COM 3/20/2006 11/1212002 82,294.67 56,965.80 - 25,328.87

1600 ORACLE CORP COM 6/26/2006 4/11/2006 23,362.48 22,195.20 1,167.28 -3678 ORACLE CORP COM 6/26/2006 11/12/2002 53,704.51 34,920.04 - 18,784.473622 ORACLE CORP COM 6/26/2006 11/1212002 53,386.63 34,388.35 - 18,998.28100 OSHKOSH TRUCK CORP 2/28/2006 8/26/2005 5,675.05 4,025.98 1,649.07 -200 OSHKOSH TRUCK CORP 4/4/2006 8/26/2005 12,596.63 8,051.95 4,544.68 -500 OSHKOSH TRUCK CORP 5/5/2006 8/26/2005 27,276.46 20,129.87 7,146.59 -200 OSHKOSH TRUCK CORP 5/5/2006 5/18/2005 10,910.58 7,840.96 3,069.62 -

200 OSHKOSH TRUCK CORP 5/5/2006 4115/2005 10,910.59 7,667.60 - 3,242.99

1000 OSHKOSH TRUCK CORP 5/5/2006 10/31/2003 54,552.92 23,028.50 31,524.42

100 OWENS & MINOR INC NEW COM 1/27/2006 8/26/2005 3,131.11 2,792.66 338.45 -200 OWENS & MINOR INC NEW COM 1/27/2006 10/31/2003 6,262.23 4,079.50 - 2,182.73500 OXFORD INDS INC COM 7/6/2006 1/27/2006 19,751.64 22,746.30 (2,994.66) -

2300 PACCAR INC COM 3/20/2006 2/24/2006 163,838.22 158,911.14 4,927.08 -

700 PACCAR INC COM 4/11/2006 2124/2006 49,553.71 48,364.26 1,189.45 -

400 PACTIV CORPORATION 2/24/2006 1/31/2006 9,291.59 8,929.44 362.15 -

2300 PACTIV CORPORATION 5/2/2006 3/20/2006 56,822.28 55,599.74 1,222.54 -

1500 PACTIV CORPORATION 5/2/2006 4/11/2006 37,058.01 35,233.05 1,824.96 -400 PACTIV CORPORATION 6/2/2006 4/11/2006 10,017.21 9,395.48 621.73 -




4200 PACTIV CORPORATION 11/14/2006 10/20/2006 139,094.26 120,358.56 18,735.70

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100 PANERA BREAD CO CL A 5/5/2006 7/26/2005 7,388.94 6,072.06 1,316.88 -

200 PANERA BREAD CO CL A 10/1212006 7/26/2005 13,333.19 12,144.12 - 1,189.07

55 PAPA JOHNS INTL INC 7/6/2006 1/27/2006 1,820.24 1,913.11 (92.87) -45 PAPA JOHNS INTL INC 7/6/2006 1/27/2006 1,500.03 1,565.28 (65.25) -

200 PAPA JOHNS INTL INC 8/9/2006 1/27/2006 6,536.43 6,956.78 (420.35) -200 PAREXEL INTL CORP COM 12/27/2005 10/31/2003 4,076.23 3,356.64 - 719.59

200 PARKER HANNIFIN CORP COM 1/31/2006 12/15/2005 15,143.61 13,688.58 1,455.03

4400 PAYCHEX INC 10/20/2006 9/27/2006 169,016.40 161,657.32 7,359.08 -952 PEABODY ENERGY CORP COM 9/12/2006 4/19/2006 34,156.33 58,272.40 (24,116.07) -1386 PEABODY ENERGY CORP COM 9/12/2006 7/10/2006 49,727.60 80,200.61 (30,473.01)

28 PEABODY ENERGY CORP COM 9/12/2006 2/2/2006 1,004.60 1,426.94 (422.34) -416 PEABODY ENERGY CORP COM 10/24/2006 2/2/2006 17,659.74 21,200.21 (3,540.47)

2016 PEABODY ENERGY CORP COM 10/24/2006 2/1/2006 85,581.81 100,590.74 (15,008.93)1098 PEABODY ENERGY CORP COM 10/25/2006 2/1/2006 47,609.79 54,786.03 (7,176.24) -1016 PEABODY ENERGY CORP COM 10/25/2006 7/26/2006 44,054.24 47,238.01 (3,183.77) -167 PEDIATRIX MED GROUP 8/9/2006 3/16/2005 7,274.29 5,632.19 - 1,642.10

133 PEDIATRIX MED GROUP 8/9/2006 3/16/2005 5,820.42 4,485.52 - 1,334.90

500 PEGASUS SYS INC 1/27/2006 11/16/2004 4,474.16 5,520.70 - (1,046.54)

300 PEGASUS SYS INC 1/27/2006 7/26/2005 2,684.49 3,227.52 (543.03) -200 PEGASUS SYS INC 5/5/2006 7/26/2005 1,900.00 2,151.68 (251.68) -

300 PEGASUS SYS INC 5/5/2006 2/28/2006 2,850.00 2,787.00 63.00 -100 PENFORD CORP COM 1/27/2006 10/31/2003 1,465.83 1,395.00 - 70.83100 PENFORD CORP COM 5/5/2006 10/31/2003 1,664.71 1,395.00 - 269.71600 PENNEY J C INC COM COMMON 2/16/2006 10/6/2005 34,707.49 27,388.44 7,319.05 -25 PENNEY J C INC COM COMMON 2/16/2006 10/6/2005 1,451.21 1,141.18 310.03 -

295 PENNEY J C INC COM COMMON 2/16/2006 7/21/2005 17,064.51 16,832.52 231.99 -99 PENNEY J C INC COM COMMON 2116/2006 8/16/2005 5,726.74 4,917.20 809.5416 PENNEY J C INC COM COMMON 2/16/2006 8/16/2005 928.77 794.70 134.07

340 PENNEY J C INC COM COMMON 3/23/2006 10/6/2005 20,950.36 15,520.12 5,430.24 -820 PENNEY J C INC COM COMMON 3/23/2006 4/19/2005 50,527.34 37,367.40 13,159.94560 PENNEY J C INC COM COMMON 5/2/2006 4/11/2006 36,759.17 32,471.32 4,287.85 -

500 PENNEY J C INC COM COMMON 5/2/2006 1/31/2006 32,820.69 27,724.35 5,096.34

1900 PENNEY J C INC COM COMMON 5/2/2006 12/1512005 124,718.63 103,307.56 21,411.07 -

93 PENNEY J C INC COM COMMON 6/2/2006 8/16/2005 5,941.60 4,619.19 1,322.41

32 PENNEY J C INC COM COMMON 6/2/2006 8/16/2005 2,056.55 1,589.40 467.15 -

88 PENNEY J C INC COM COMMON 6/212006 4/19/2005 5,655.52 4,006.64 - 1,648.88

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2 PENNEY J C INC COM COMMON 6/212006 4/19/2005 127.62 91.06 - 36.56

200 PENNEY J C INC COM COMMON 6/2612006 8/25/2005 13,685.41 10,158.98 3,526.43 -

295 PENNEY J C INC COM COMMON 8/1512006 4/19/2005 19,901.12 13,443.15 - 6,457.97

165 PENNEY J C INC COM COMMON 8/15/2006 4/19/2005 11,131.14 7,512.45 3,618.69255 PENNEY J C INC COM COMMON 8/16/2006 4/19/2005 17,136.59 11,620.35 - 5,516.24

135 PENNEY J C INC COM COMMON 8/16/2006 4/19/2005 9,072.31 6,146.55 - 2,925.76

1280 PENNEY J C INC COM COMMON 9/25/2006 4/19/2005 87,358.34 58,329.60 - 29,028.74

690 PENNEY J C INC COM COMMON 10/3/2006 4/19/2005 48,119.33 31,415.70 - 16,703.631200 PENNEY J C INC COM COMMON 10/20/2006 9/6/2006 88,926.38 77,375.16 11,551.22 -

66 PENNEY J C INC COM COMMON 11/14/2006 9/6/2006 5,282.80 4,255.63 1,027.17 -

534 PENNEY J C INC COM COMMON 11/14/2006 9/6/2006 42,697.22 34,431.95 8,265.27 -400 PENNEY J C INC COM COMMON 11/14/2006 8/25/2005 31,982.94 20,317.96 11,664.98

400 PENNEY J C INC COM COMMON 11/14/2006 100/2005 31,982.93 18,161.76 - 13,821.17

100 PEPSI BOTTLING GROUP INC 1/6/2006 11/22/2005 2,918.28 2,962.57 (44.29)100 PEPSI BOTTLING GROUP INC 1/6/2006 9/14/2005 2,918.28 2,845.09 73.19 -400 PEPSICO INC COM 12115/2005 11/312005 23,704.57 23,625.56 79.01 -

200 PEPSICO INC COM 12/15/2005 10/7/2005 11,852.28 11,492.94 359.34 -

1000 PEPSICO INC COM 2/24/2006 10/7/2005 59,369.57 57,464.70 1,904.87 -

500 PEPSICO INC COM 4/11/2006 10/7/2005 28,829.26 28,732.35 96.91 -

1800 PEPSICO INC COM 4/11/2006 1/31/2006 103,785.35 103,111.20 674.15 -2191 PEPSICO INC COM 4/24/2006 4/20/2005 124,246.04 118,752.20 - 5,493.84200 PEPSICO INC COM 6/2/2006 5/2/2006 12,095.51 11,612.40 483.11500 PEPSICO INC COM 6/212006 1/31/2006 30,238.77 28,642.00 1,596.77 -100 PEPSICO INC COM 6/212006 5/20/2005 6,047.75 5,700.33 - 347.42

1000 PEPSICO INC COM 6/212006 6/14/2005 60,477.54 55,568.70 4,908.84 -

300 PEPSICO INC COM 6/212006 9/14/2005 18,143.27 16,659.39 1,483.88 -

100 PEPSICO INC COM 6/212006 8/12/2003 6,047.75 4,541.43 - 1,506.32

1500 PEPSICO INC COM 9/6/2006 6/26/2006 97,303.81 89,161.65 8,142.16 -

700 PERFORMANCE FOOD GROUP 8/9/2006 5/5/2006 18,605.84 21,363.37 (2,757.53) -500 PERFORMANCE FOOD GROUP 9/8/2006 5/5/2006 12,744.40 15,259.55 (2,515.15) -

2100 PERKINELMER INC 12115/2005 11/2212005 49,555.19 47,285.07 2,270.12 -

100 PERKINELMER INC 12/15/2005 8/2/2005 2,359.77 2,076.98 282.79

800 PERKINELMER INC 4/11/2006 1/6/2006 17,795.45 19,005.36 (1,209.91) -

1700 PERKINELMER INC 4/11/2006 3/20/2006 37,815.34 39,699.08 (1,883.74) -200 PERKINELMER INC 4/11/2006 1/31/2006 4,448.86 4,506.50 (57.64) -

400 PERKINELMER INC 6/2/2006 1/31/2006 8,384.46 9,013.00 (628.54)

2300 PERKINELMER INC 6/2/2006 5/2/2006 48,210.66 49,823.06 (1,612.40) -

67 PERKINELMER INC 8/15/2006 5/2/2006 1,263.25 1,451.37 (188.12) -

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533 PERKINELMER INC 8/15/2006 5/212006 10,115.71 11,545.95 (1,430.24) -800 PERKINELMER INC 8/15/2006 8/212005 15,183.05 16,615.84 - (1,432.79)500 PERKINELMER INC 8/15/2006 4/28/2005 9,489.41 9,706.65 - (217.24)

0.95 PER-SE TECHNOLOGIES INC COM NEW 1/23/2006 1/7/2006 25.32 23.41 1.91 -37 PER-SE TECHNOLOGIES INC COM NEW 1/27/2006 l f7/2006 946.06 911.87 34.19 -

200 PER-SE TECHNOLOGIES INC COM NEW 819/2006 1/7/2006 4,472.86 4,929.00 (456.14) -

100 PER-SE TECHNOLOGIES INC COM NEW 11/10/2006 1/7/2006 2,755.34 2,464.50 290.84 -

100 PETMED EXPRESS INC COM 11/10/2006 10/5/2006 1,318.83 1,130.00 188.83 -55 PETMED EXPRESS INC COM 11/10/2006 7/6/2006 725.36 604.73 120.63 -

645 PETMED EXPRESS INC COM 11/10/2006 7/6/2006 8,506.44 6,994.44 1,512.00 -400 PETROLEUM DEV CORP COM 1/27/2006 10/15/2004 15,932.47 15,483.32 - 449.15100 PETROLEUM DEV CORP COM 8/9/2006 10/15/2004 4,369.30 3,870.83 - 498.47

100 PETROLEUM DEV CORP COM 9/8/2006 10/15/2004 4,160.93 3,870.83 - 290.10

2700 PFIZER INC COM 12/15/2005 7/11/2005 61,498.03 72,933.75 (11,435.72) -

100 PFIZER INC COM 12115/2005 4/28/2005 2,277.70 2,694.20 (416.50) -

1000 PFIZER INC COM 1/31/2006 4/28/2005 25,840.30 26,942.00 (1,101.70) -

200 PFIZER INC COM 1/31/2006 10/7/2005 5,168.06 4,918.04 250.02 -

600 PFIZER INC COM 2/24/2006 10/7/2005 15,724.31 14,754.12 970.19 -

1600 PFIZER INC COM 7/24/2006 10/7/2005 38,854.80 39,344.32 (489.52) -

1100 PFIZER INC COM 7/24/2006 10/7/2005 27,000.87 27,049.22 (48.35) -

500 PFIZER INC COM 7/24/2006 10/30/1997 12,273.12 12,187.12 - 86.008500 PFIZER INC COM 9/6/2006 10/30/1997 236,249.39 207,180.98 - 29,068.413602 PFIZER INC COM 11/14/2006 9/27/2006 92,803.75 102,462.13 (9,658.38) -

2450 PFIZER INC COM 11/14/2006 9/27/2006 62,950.81 69,692.46 (6,741.65) -

948 PFIZER INC COM 11/14/2006 9/27/2006 24,358.11 26,795.22 (2,437.11) -

200 PFIZER INC COM 11/14/2006 10/20/2006 5,138.84 5,490.56 (351.72) -

125 PG&E CORP 12/8/2005 4/19/2005 4,629.80 4,350.89 278.91 -

600 PG&E CORP 3/20/2006 2/24/2006 23,846.09 22,820.04 1,026.05 -

1500 PG&E CORP 3/20/2006 12/15/2005 59,615.21 56,452.65 3,162.56 -200 PG&E CORP 4/11/2006 11/3/2005 7,859.35 7,175.80 683.55 -

100 PG&E CORP 8/15/2006 6/2/2006 4,172.37 4,022.20 150.17 -

1650 PG&E CORP 8/15/2006 5/2/2006 68,844.13 64,985.42 3,858.71 -650 PG&E CORP 8/15/2006 5/2/2006 27,194.25 25,600.31 1,593.94 -1100 PG&E CORP 8/15/2006 6/26/2006 46,021.05 42,952.36 3,068.69 -350 PG&E CORP 9/27/2006 9/612006 14,749.60 14,339.29 410.31 -

350 PG&E CORP 9/27/2006 9/612006 14,749.59 14,332.50 417.09 -

100 PG&E CORP 9/27/2006 6/2612006 4,214.17 3,904.76 309.41 -

600 PHARMACEUTICAL PROD DEV INC COM 1/27/2006 10/31/2003 40,533.85 18,189.72 - 22,344.13

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100 PHELPS DODGE CORP COM 1/31/2006 1/612006 15,493.60 15,201.26 292.34 -

100 PHELPS DODGE CORP COM 1/31/2006 12115/2005 15,493.60 13,904.13 1,589.47 -

200 PHELPS DODGE CORP COM 2124/2006 12115/2005 28,832.97 27,808.26 1,024.71 -

300 PHELPS DODGE CORP COM 2124/2006 11/3/2005 43,249.46 37,768.62 5,480.84 -

1500 PHELPS DODGE CORP COM 3120/2006 11/3/2005 113,242.32 94,421.55 18,820.77

100 PHELPS DODGE CORP COM 5/212006 11/3/2005 8,865.99 6,294.77 2,571.22 -600 PHELPS DODGE CORP COM 5/212006 7/11/2005 53,195.92 29,854.74 23,341.181700 PHELPS DODGE CORP COM 7/24/2006 6/2/2006 129,088.42 146,263.41 (17,174.99) -700 PHELPS DODGE CORP COM 7/24/2006 6/26/2006 53,154.06 53,389.07 (235.01) -600 PHELPS DODGE CORP COM 7/24/2006 7/30/2004 45,560.62 23,514.87 - 22,045.75200 PHILLIPS VAN HEUSEN CORP COM 7/6/2006 1/27/2006 7,509.76 7,016.76 493.00 -

287 PHOENIX TECHNOLOGIES LTD 12127/2005 7/26/2005 1,798.51 1,952.92 (154.41) -

510 PHOENIX TECHNOLOGIES LTD 1/27/2006 7/26/2005 3,476.56 3,470.35 6.21 -

1500 PHOENIX TECHNOLOGIES LTD 7/6/2006 7/26/2005 7,160.03 10,206.90 (3,046.87) -

600 PHOENIX TECHNOLOGIES LTD 7/6/2006 10/25/2005 2,864.01 3,460.80 (596.79) -800 PHOTRONICS INC 12/27/2005 10/31/2003 12,546.65 17,335.52 - (4,788.87)

200 PINNACLE WEST CAP CORP COM 6/2/2006 5/212006 7,973.79 7,949.12 24.67 -

200 PIPER JAFFRAY COS COM 9/8/2006 6/6/2006 11,651.60 12,145.74 (494.14) -

100 PIPER JAFFRAY COS COM 9/8/2006 2128/2006 5,825.80 4,957.22 868.58 -100 PIPER JAFFRAY COS COM 9/8/2006 6/1/2004 5,825.80 4,827.50 - 998.30

2000 PITNEY BOWES INC COM 12115/2005 8/25/2005 84,018.88 85,596.60 (1,577.72) -193 PITNEY BOWES INC COM 12/15/2005 10/7/2005 8,107.82 8,021.93 85.89 -407 PITNEY BOWES INC COM 1/6/2006 10/7/2005 17,821.62 16,916.71 904.91 -

1000 PITNEY BOWES INC COM 3/20/2006 1/31/2006 41,712.31 42,709.00 (996.69) -

200 PITNEY BOWES INC COM 4/11/2006 1/31/2006 8,548.55 8,541.80 6.75 -

100 PLANAR SYS INC COM 4/4/2006 1/27/2006 1,747.53 1,300.01 447.52 -

300 PLAYTEX PRODS INC 5/5/2006 1/27/2006 3,572.89 4,113.75 (540.86) -

385 PLAYTEX PRODS INC 7/612006 1/27/2006 4,072.28 5,279.31 (1,207.03) -415 PLAYTEX PRODS INC 7/6/2006 1/27/2006 4,436.21 5,690.69 (1,254.48) -

300 PLAYTEX PRODS INC 7/6/2006 2128/2006 3,206.90 3,111.75 95.15 -

100 PNC BK CORP COM 12/8/2005 7/28/2005 6,335.73 5,509.89 825.84 -600 PNC BK CORP COM 1/6/2006 11/2212005 38,489.48 38,427.24 62.24 -200 PNC BK CORP COM 1/6/2006 12115/2005 12,829.82 12,698.82 131.00 -

100 PNC BK CORP COM 2/24/2006 12115/2005 7,104.98 6,349.41 755.57 -2500 PNC BK CORP COM 5/2/2006 4/11/2006 176,375.58 165,677.00 10,698.58 -

700 PNC BK CORP COM 6/26/2006 4111/2006 47,728.31 46,389.56 1,338.75 -

1112 PNC BK CORP COM 8/15/2006 7/24/2006 79,238.58 76,611.24 2,627.34 -

1388 PNC BK CORP COM 8/15/2006 7/24/2006 98,905.70 95,354.77 3,550.93 -

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= = = = = = -


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96 PNC BK CORP COM 9/612006 7/2412006 6,835.47 6,595.14 240.33504 PNC BK CORP COM 9/6/2006 7/24/2006 35,806.13 34,624.50 1,181.63 -

200 POLARIS INDS INC 1/27/2006 4/15/2005 10,533.30 11,955.12 (1,421.82) -

200 POLARIS INDS INC 1/27/2006 1/22/2004 10,533.29 8,592.50 - 1,940.79

100 POLARIS INDS INC 1/27/2006 10/31/2003 5,266.65 4,265.75 1,000.90

50 POLARIS INDS INC 11/10/2006 4/4/2006 2,137.83 2,670.68 (532.85) -

200 POLYONE CORP COM 1/27/2006 4115/2005 1,454.39 1,622.94 (168.55)

100 POSSIS MED INC 12/27/2005 11/28/2005 1,035.00 1,080.20 (45.20)100 POSSIS MED INC 12127/2005 5/18/2005 1,034.99 837.91 197.08

12 POSSIS MED INC 7/6/2006 4/412006 102.44 121.44 (19.00) -

188 POSSIS MED INC 7/6/2006 2/28/2006 1,604.96 1,744.09 (139.13)200 POSSIS MED INC 8/9/2006 2/28/2006 1,756.82 1,855.42 (98.60)

200 POSSIS MED INC 10/12/2006 6/6/2006 2,072.83 1,568.92 503.91 -

400 POWER INTEGRATIONS INC 819/2006 1/27/2006 5,809.82 10,641.44 (4,831.62)

40 POWER INTEGRATIONS INC 8/9/2006 12/27/2005 580.98 934.48 (353.50)400 POWER INTEGRATIONS INC 8/9/2006 7/26/2005 5,809.82 9,146.04 (3,336.22)

260 POWER INTEGRATIONS INC 8/9/2006 11/28/2005 3,776.38 5,535.32 (1,758.94)

200 POWER INTEGRATIONS INC 8/9/2006 8/26/2005 2,904.91 4,239.58 (1,334.67)600 PPG INDS INC COM 1/6/2006 9/14/2005 35,568.58 37,180.62 (1,612.04) -400 PPG INDS INC COM 4111/2006 9/14/2005 25,105.26 24,787.08 318.18 -

300 PPG INDS INC COM 5/212006 1/31/2006 20,223.96 17,790.93 2,433.03300 PPG INDS INC COM 6/26/2006 6/2/2006 19,446.81 19,472.13 (25.32) -200 PPG INDS INC COM 8/15/2006 612/2006 12,540.13 12,981.42 (441.29)500 PPG INDS INC COM 9/6/2006 6/212006 31,890.97 32,453.55 (562.58) -

500 PPG INDS INC COM 9/6/2006 6/2/2006 31,896.52 32,453.55 (557.03) -900 PPL CORPORATION 12/15/2005 8/25/2005 27,103.54 28,030.68 (927.14) -500 PPL CORPORATION 12/15/2005 11/3/2005 15,057.52 14,906.75 150.77900 PPL CORPORATION 12/15/2005 11/22/2005 27,103.53 26,631.00 472.53800 PPL CORPORATION 1/6/2006 11/22/2005 23,952.14 23,672.00 280.14 -

2500 PPL CORPORATION 2/24/2006 1/31/2006 78,409.84 74,380.50 4,029.34 -

52 PPL CORPORATION 6/26/2006 1/31/2006 1,629.36 1,547.11 82.25848 PPL CORPORATION 6/26/2006 1/31/2006 26,636.30 25,229.87 1,406.43

100 PPL CORPORATION 6/26/2006 11/22/2005 3,141.07 2,959.00 182.07 -

2500 PPL CORPORATION 6/2612006 5/212006 78,526.84 72,278.50 6,248.34

200 PPL CORPORATION 10/20/2006 8/15/2006 6,823.13 6,984.00 (160.87) -900 PPL CORPORATION 11/14/2006 8/15/2006 30,621.02 31,428.00 (806.98) -

1100 PPL CORPORATION 11/14/2006 8/15/2006 37,425.69 38,403.97 (978.28) -

2000 PPL CORPORATION 11/14/2006 9/27/2006 68,046.71 66,220.00 1,826.71 -

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1546 PPL CORPORATION 11/1412006 9/27/2006 52,600.10 51,186.82 1,413.28

354 PPL CORPORATION 11/14/2006 9/27/2006 12,065.71 11,720.66 345.05 -163 PRE PAID LEGAL SVCS INC 12127/2005 7/2612005 6,168.14 7,782.73 (1,614.59) -200 PRE PAID LEGAL SVCS INC 5/5/2006 8/26/2005 6,990.84 7,982.60 (991.76) -

127 PRE PAID LEGAL SVCS INC 8/9/2006 5/19/2005 4,512.70 4,742.62 - (229.92)59 PRE PAID LEGAL SVCS INC 9/8/2006 5/19/2005 2,183.30 2,203.27 - (19.97)14 PRE PAID LEGAL SVCS INC 9/8/2006 5/18/2005 518.07 518.58 - (0.51)

100 PRE PAID LEGAL SVCS INC 9/8/2006 2116/2005 3,700.52 3,536.02 - 164.50

200 PRE PAID LEGAL SVCS INC 11/10/2006 2/16/2005 8,600.79 7,072.04 - 1,528.75

1300 PRICE T ROWE GROUP INC COM 3/20/2006 1/31/2006 100,092.89 99,647.34 445.55 -

127000 PRIDE INTL INC DELAWARE CONV NT CALL 5/5/08 @100 6/14/2006 4/312006 157,618.30 172,167.17 (14,548.87)

400 PRINCIPAL FINL GROUP INC COM 1/31/2006 12/15/2005 18,902.38 19,877.24 (974.86) -800 PRINCIPAL FINL GROUP INC COM 1/31/2006 11/2212005 37,804.76 39,727.92 (1,923.16)

1900 PRINCIPAL FINL GROUP INC COM 1/31/2006 9/14/2005 89,786.29 90,282.68 (496.39) -600 PRINCIPAL FINL GROUP INC COM 1/31/2006 1/6/2006 28,353.57 28,450.80 (97.23) -1200 PRINCIPAL FINL GROUP INC COM 2/24/2006 1/6/2006 59,155.78 56,901.60 2,254.18 -200 PRINCIPAL FINL GROUP INC COM 2/24/2006 8/2/2005 9,859.30 8,882.68 976.62 -

1200 PRINCIPAL FINL GROUP INC COM 2124/2006 4/11/2005 59,155.78 45,876.00 13,279.78 -800 PRINCIPAL FINL GROUP INC COM 8/15/2006 4/11/2005 43,098.11 30,584.00 - 12,514.11

2500 PRINCIPAL FINL GROUP INC COM 9/27/2006 9/6/2006 135,425.84 133,196.75 2,229.09

200 PRINCIPAL FINL GROUP INC COM 10120/2006 9/6/2006 11,129.64 10,655.74 473.90 -

800 PRINCIPAL FINL GROUP INC COM 10/20/2006 4/11/2005 44,518.55 30,584.00 - 13,934.55

100 PRIVATEBANCORP INC COM 1/27/2006 5/18/2005 3,806.06 3,282.20 523.86 -100 PROASSURANCE CORP COM 1/27/2006 9/27/2005 5,169.09 4,577.00 592.09 -

100 PROASSURANCE CORP COM 1/27/2006 10/25/2005 5,169.09 4,475.15 693.94 -

61 PROASSURANCE CORP COM 1/27/2006 4/15/2005 3,153.14 2,300.33 852.81 -

39 PROASSURANCE CORP COM 2/28/2006 4/15/2005 1,986.14 1,470.70 515.44 -10 PROCTER & GAMBLE CO COM 12115/2005 10/7/2005 582.66 562.41 20.25 -

97.5 PROCTER & GAMBLE CO COM 12/1512005 7/11/2005 5,680.96 5,169.20 511.76 -

492.5 PROCTER & GAMBLE CO COM 12115/2005 2/1/2005 28,696.13 26,055.66 2,640.47 -

807.5 PROCTER & GAMBLE CO COM 1/31/2006 211/2005 47,667.76 42,720.71 4,947.05 -

92.5 PROCTER & GAMBLE CO COM 1/31/2006 2/24/2005 5,460.39 4,834.19 626.20 -980 PROCTER & GAMBLE CO COM 2/2412006 2/24/2005 60,034.03 51,216.31 8,817.72 -500 PROCTER & GAMBLE CO COM 2/2412006 215/2004 30,629.61 25,792.35 - 4,837.26

3120 PROCTER & GAMBLE CO COM 2/24/2006 215/2004 191,128.76 118,561.60 - 72,567.16

700 PROCTER & GAMBLE CO COM 2/24/2006 5/18/2001 42,881.45 23,277.26 - 19,604.19

1057 PROCTER & GAMBLE CO COM 3/15/2006 10/4/2005 63,386.87 61,758.82 1,628.05 -

552 PROCTER & GAMBLE CO COM 3/17/2006 10/4/2005 32,631.36 32,252.48 378.88 -

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3100 PROCTER & GAMBLE CO COM 6/26/2006 3/20/2006 172,082.23 183,299.28 (11,217.05) -

200 PROCTER & GAMBLE CO COM 6/26/2006 5/2/2006 11,102.08 11,618.58 (516.50) -3300 PROCTER & GAMBLE CO COM 6/26/2006 5/18/2001 183,184.30 109,735.64 73,448.66

800 PROCTER & GAMBLE CO COM 9/27/2006 9/6/2006 49,990.86 49,006.24 984.62 -

800 PROCTER & GAMBLE CO COM 10/20/2006 9/6/2006 49,996.22 49,006.24 989.98 -100 PROCTER & GAMBLE CO COM 10/20/2006 8/15/2006 6,249.53 6,051.11 198.42 - -

2900 PROGRESS ENERGY INC COM 1/31/2006 12/15/2005 126,251.39 129,937.69 (3,686.30) -300 PROGRESS ENERGY INC COM 3/20/2006 12/15/2005 13,480.42 13,441.83 38.59 -

1400 PROGRESS ENERGY INC COM 3/20/2006 1/6/2006 62,908.60 60,563.30 2,345.30 -100 PROGRESS ENERGY INC COM 3/20/2006 4/28/2005 4,493.47 4,173.22 320.25

2940 PROGRESS ENERGY INC COM 6/2/2006 4/11/2006 124,790.63 123,577.61 1,213.02 -960 PROGRESS ENERGY INC COM 6/2/2006 4111/2006 40,601.95 40,351.87 250.08 -

700 PROGRESS ENERGY INC COM 9/6/2006 8/15/2006 30,521.58 30,773.47 (251.89) -1800 PROGRESS ENERGY INC COM 9/27/2006 8/15/2006 79,887.85 79,131.78 756.07 -

100 PROGRESS ENERGY INC COM 9/27/2006 6/26/2006 4,438.21 4,212.95 225.26 -

200 PROGRESS SOFTWARE CORP 2128/2006 9/27/2005 5,922.25 6,346.00 (423.75) -

100 PROGRESS SOFTWARE CORP 5/5/2006 10/31/2003 2,761.04 2,226.53 - 534.51

100 PROGRESS SOFTWARE CORP 7/6/2006 10/31/2003 2,322.42 2,226.53 - 95.89

200 PROGRESSIVE CORP OHIO COM 1/6/2006 12/15/2005 23,176.71 24,052.82 (876.11) -100 PROGRESSIVE CORP OHIO COM 1/6/2006 7/11/2005 11,588.35 10,009.06 1,579.29 -

100 PROGRESSIVE CORP OHIO COM 1/31/2006 7/11/2005 10,533.93 10,009.06 524.87 -

800 PROGRESSIVE CORP OHIO COM 1/31/2006 4/11/2005 84,271.40 72,008.00 12,263.401800 PROGRESSIVE CORP OHIO COM 6/212006 4/11/2006 49,966.46 45,961.02 4,005.44 -1800 PROGRESSIVE CORP OHIO COM 6/2/2006 4/11/2006 49,787.91 45,961.02 3,826.89 -4050 PROGRESSIVE CORP OHIO COM 9/27/2006 6126/2006 100,354.29 104,583.15 (4,228.86) -

148 PROGRESSIVE CORP OHIO COM 9/27/2006 6/26/2006 3,667.27 3,821.36 (154.09) -

3002 PROGRESSIVE CORP OHIO COM 9/27/2006 6126/2006 74,972.64 77,511.64 (2,539.00) -

887 PROGRESSIVE CORP OHIO COM 10/17/2006 9/28/2005 21,698.10 23,417.84 - (1,719.74)

900 PROGRESSIVE CORP OHIO COM 10/20/2006 6/26/2006 21,984.52 23,238.00 (1,253.48) -

1732 PROGRESSIVE CORP OHIO COM 10/25/2006 9/28/2005 41,619.89 45,726.84 - (4,106.95)

300 PROSPERITY BANCSHARES INC COM 8/9/2006 2128/2006 10,490.49 8,650.77 1,839.72 -

1200 PRUDENTIAL FINL INC COM 1/31/2006 11/22/2005 90,863.48 92,208.12 (1,344.64) -

500 PRUDENTIAL FINL INC COM 1/31/2006 12/15/2005 37,859.79 38,090.85 (231.06) -

400 PRUDENTIAL FINL INC COM 2/24/2006 12/15/2005 30,798.57 30,472.68 325.89 -

400 PRUDENTIAL FINL INC COM 7/24/2006 3/20/2006 31,366.44 30,772.44 594.00400 PRUDENTIAL FINL INC COM 7/24/2006 12/15/2005 31,366.43 30,472.68 893.75 -



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500 PRUDENTIAL FINL INC COM 9/27/2006 9/6/2006 37,692.74 36,402.50 1,290.24 -

1400 PRUDENTIAL FINL INC COM 10/20/2006 9/6/2006 108,188.68 101,927.00 6,261.68

1200 PRUDENTIAL FINL INC COM 10/20/2006 9/6/2006 92,733.15 86,700.60 6,032.55 -

602 PUBLIC SVC ENTERPRISE GROUP INC 11/14/2006 9/6/2006 38,923.10 41,068.44 (2,145.34)598 PUBLIC SVC ENTERPRISE GROUP INC 11/14/2006 9/6/2006 38,644.56 40,795.56 (2,151.00) -

2000 PULTE CORP COM 1211512005 10/7/2005 85,689.61 75,473.60 10,216.01

2400 PULTE CORP COM 2/2412006 1/6/2006 95,824.97 98,940.00 (3,115.03) -700 PULTE CORP COM 212412006 10/7/2005 27,948.95 26,415.76 1,533.19 -700 PULTE CORP COM 4/11/2006 10/7/2005 28,444.75 26,415.76 2,028.99 -200 PULTE CORP COM 4/11/2006 5/20/2005 8,127.07 7,350.91 776.16 -

700 PULTE CORP COM 4/11/2006 11/30/2004 28,444.74 19,424.69 - 9,020.05

2000 PULTE CORP COM 6/26/2006 5/2/2006 58,229.61 71,092.40 (12,862.79)

1729 PULTE CORP COM 6/2612006 612/2006 50,339.50 55,163.75 (4,824.25) -

2071 PULTE CORP COM 6/26/2006 6/2/2006 60,296.76 65,491.85 (5,195.09) -

604 PULTE CORP COM 8/15/2006 6/2/2006 16,743.63 19,100.47 (2,356.84) -96 PULTE CORP COM 8/15/2006 6/2/2006 2,676.39 3,035.84 (359.45) -

300 PULTE CORP COM 9/6/2006 6/2/2006 8,564.74 9,486.99 (922.25) -708 PULTE CORP COM 9/6/2006 11/30/2004 20,212.77 19,646.68 - 566.091492 PULTE CORP COM 9/6/2006 11/30/2004 42,194.25 41,402.33 - 791.922100 PULTE CORP COM 9/27/2006 11/30/2004 68,462.51 58,274.05 - 10,188.46200 OLOGIC CORP 1/31/2006 12115/2005 7,795.36 6,510.40 1,284.96 -

400 QUALCOMM INC 1/6/2006 11/2212005 18,609.11 18,306.32 302.79 -

1800 QUALCOMM INC 1/6/2006 10/7/2005 83,740.98 79,505.28 4,235.70 -

1071 QUALCOMM INC 6/9/2006 11/3/2005 47,197.19 46,261.52 935.67

69 QUALCOMM INC 6/9/2006 4/20/2005 3,040.72 2,288.73 - 751.99504 QUALCOMM INC 6/2212006 4/20/2005 21,104.65 16,717.68 - 4,386.97720 QUALCOMM INC 6/29/2006 4/20/2005 28,439.85 23,882.40 - 4,557.451090 QUALCOMM INC 7/26/2006 4/20/2005 37,529.95 36,155.30 1,374.65

1100 QUALCOMM INC 9/6/2006 5/212006 42,692.66 56,119.47 (13,426.81)1000 QUALCOMM INC 9/6/2006 1/31/2006 38,811.51 48,088.80 (9,277.29) -2900 QUALCOMM INC 9/6/2006 2/24/2006 112,553.37 136,043.35 (23,489.98) -100 QUALCOMM INC 9/6/2006 10/7/2005 3,881.15 4,416.96 (535.81) -300 QUALCOMM INC 9/6/2006 8/25/2005 11,643.45 12,003.60 - (360.15)

1600 QUALCOMM INC 9/6/2006 7/24/2006 62,098.41 56,208.32 5,890.09 -

3403 OUALCOMM INC 9/8/2006 4/20/2005 124,237.67 112,877.51 - 11,360.16

2184 QUALCOMM INC 9/14/2006 4/20/2005 81,236.19 72,443.28 - 8,792.91

3346 QUALCOMM INC 9/15/2006 4/20/2005 124,608.57 110,986.82 - 13,621.75

100 QUALITY SYS INC COM 5/5/2006 1/27/2006 3,534.39 4,083.06 (548.67) -

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43 QUALITY SYS INC COM 8/9/2006 1/27/2006 1,628.57 1,755.72 (127.15)

57 QUALITY SYS INC COM 8/9/2006 1/27/2006 2,147.38 2,327.34 (179.96)

50 QUANEX CORP 41412006 10/25/2005 2,246.43 1,958.94 287.49 -

200 QUANEX CORP 6/6/2006 5/5/2006 7,723.90 8,711.22 (987.32) -

300 QUANEX CORP 7/6/2006 5/5/2006 12,819.47 13,066.83 (247.36) -

100 QUANEX CORP 8/9/2006 5/5/2006 3,608.68 4,355.61 (746.93) -

100 QUANEX CORP 11/10/2006 10/25/2005 3,373.69 3,917.88 - (544.19)

300 QUEST DIAGNOSTICS INC 12115/2005 6/29/2004 15,626.49 12,625.90 - 3,000.59

1000 QUEST DIAGNOSTICS INC 6/26/2006 6/2/2006 58,092.81 57,004.20 1,088.61 -

1600 QUEST DIAGNOSTICS INC 10/20/2006 9/6/2006 82,403.38 100,321.92 (17,918.54) -

10300 QWEST COMMUNICATIONS INTL INC 3/20/2006 2/24/2006 69,700.01 65,433.84 4,266.17 -

668 QWEST COMMUNICATIONS INTL INC 11/14/2006 9/6/2006 5,387.25 6,001.11 (613.86) -4466 QWEST COMMUNICATIONS INTL INC 11/1412006 9/6/2006 36,113.64 40,121.21 (4,007.57) -

2235 QWEST COMMUNICATIONS INTL INC 11/14/2006 9/27/2006 18,073.00 19,790.93 (1,717.93) -3878 QWEST COMMUNICATIONS INTL INC 11/14/2006 9/27/2006 31,358.87 34,326.50 (2,967.63) -

100 RADIANT SYSTEMS INC COM 1/27/2006 8/26/2005 1,421.75 1,131.45 290.30 -265 RADIANT SYSTEMS INC COM 1/27/2006 9/27/2005 3,767.62 2,671.09 1,096.53 -

480 RADIANT SYSTEMS INC COM 1/27/2006 10/25/2005 6,824.38 4,658.45 2,165.93 -

55 RADIANT SYSTEMS INC COM 1/27/2006 9/28/2005 781.96 529.50 252.46 -

2600 RADIO ONE INC CL D 9/8/2006 8/9/2006 16,212.06 15,559.44 652.62 -400 RADIO ONE INC CL D 11/10/2006 819/2006 2,780.51 2,393.76 386.75 -

7900 RADIOSHACK CORP 5/2/2006 2/24/2006 135,057.40 154,440.26 (19,382.86)900 RADIOSHACK CORP 5/2/2006 3/20/2006 15,386.29 17,096.76 (1,710.47) -200 RADIOSHACK CORP 9/27/2006 3/20/2006 3,904.36 3,799.28 105.08 -

100 RALCORP HLDGS INC NEW 1/27/2006 9/27/2005 4,011.87 4,158.00 (146.13) -

100 RALCORP HLDGS INC NEW 2/28/2006 10/31/2003 3,930.70 2,759.10 - 1,171.60200 RARE HOSPITALITY INTL INC COM 819/2006 5/5/2006 5,264.49 6,361.26 (1,096.77) -100 RARE HOSPITALITY INTL INC COM 8/9/2006 10/31/2003 2,632.25 2,477.01 - 155.24

700 RAYTHEON CO COM NEW 12/15/2005 9/14/2005 27,831.60 26,891.41 940.19 -

700 RAYTHEON CO COM NEW 1/6/2006 9/14/2005 28,147.88 26,891.41 1,256.47 -

2200 RAYTHEON CO COM NEW 1/6/2006 11/22/2005 88,464.78 83,413.88 5,050.90

1600 RAYTHEON CO COM NEW 5/212006 4/11/2006 73,396.30 70,957.12 2,439.18

1100 RAYTHEON CO COM NEW 5/2/2006 2/24/2006 50,459.96 47,475.67 2,984.29



300 RAYTHEON CO COM NEW 7/24/2006 1/612005 13,482.39 11,028.54 - 2,453.85



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1000 RAYTHEON CO COM NEW 10/20/2006 1/6/2005 50,231.95 36,761.80 - 13,470.15

325 REALOGY CORP COM 9/6/2006 9/14/2005 6,657.62 10,952.70 (4,295.08)

325 REALOGY CORP COM 9/6/2006 11/3/2004 6,657.61 10,874.16 - (4,216.55)

75 REALOGY CORP COM 9/612006 4128/2005 1,536.37 2,456.76 - (920.39)

400 REALOGY CORP COM 9/6/2006 11/3/2005 8,193.99 12,149.40 (3,955.41)

3175 REALOGY CORP COM 9/6/2006 4/11/2006 65,039.78 87,062.08 (22,022.30) -

475 REALOGY CORP COM 9/27/2006 4/11/2006 10,888.47 13,025.04 (2,136.57) -

190.75 REALOGY CORP COM 9/27/2006 7/24/2006 4,372.58 4,809.24 (436.66) -

809.25 REALOGY CORP COM 9/27/2006 7/24/2006 18,550.51 20,402.52 (1,852.01) -

25 REALOGY CORP COM 9/27/2006 8/15/2006 573.08 533.30 39.78 -

2680 REGAL ENTMT GROUP CL A COM 1/11/2006 4/19/2005 48,266.12 54,407.00 (6,140.88) -

2000 REGIONS FINL CORP NEW COM 12115/2005 10/7/2005 68,570.33 60,368.20 8,202.13 -

700 REGIONS FINL CORP NEW COM 3/20/2006 2124/2006 25,271.74 24,555.02 716.72 -

300 REGIONS FINL CORP NEW COM 3/20/2006 1/31/2006 10,830.75 10,022.88 807.87 -

800 REGIONS FINL CORP NEW COM 3/20/2006 10/7/2005 28,881.99 24,147.28 4,734.71

400 REGIONS FINL CORP NEW COM 9/27/2006 8/15/2006 14,814.74 14,690.72 124.02 -

64 REHABCARE GROUP INC 12/27/2005 717/2004 1,340.81 1,642.20 - (301.39)

36 REHABCARE GROUP INC 1/27/2006 7/7/2004 698.73 923.74 - (225.01)

100 REHABCARE GROUP INC 7/6/2006 7/7/2004 1,832.04 2,565.94 - (733.90)

200 REHABCARE GROUP INC 7/6/2006 9/9/2004 3,664.09 4,720.92 - (1,056.83)

200 REHABCARE GROUP INC 7/6/2006 3/25/2004 3,664.08 3,939.18 - (275.10)

100 REHABCARE GROUP INC 10/12/2006 4/4/2006 1,339.69 1,821.18 (481.49) -

100 REHABCARE GROUP INC 11/10/2006 4/4/2006 1,236.46 1,821.18 (584.72) -

700 REHABCARE GROUP INC 11/10/2006 5/512006 8,655.23 11,135.60 (2,480.37) -

400 RELIANCE STL & ALUM CO 1/27/2006 11/16/2004 32,056.37 15,510.92 - 16,545.45

200 RELIANCE STL & ALUM CO 6/6/2006 5/5/2006 15,659.86 19,018.24 (3,358.38) -

500 RELIANCE STL & ALUM CO 6/6/2006 1/2212004 39,149.64 15,981.95 - 23,167.69

100 RELIANCE STL & ALUM CO 6/6/2006 3/25/2004 7,829.93 3,174.46 - 4,655.47

100 REMINGTON OIL & GAS CORP COM 12127/2005 1/10/2005 3,652.59 2,599.47 1,053.12 -

200 REMINGTON OIL & GAS CORP COM 1/27/2006 1/10/2005 8,841.87 5,198.94 - 3,642.93


100 REMINGTON OIL & GAS CORP COM 1/27/2006 1/2212004 4,420.94 1,891.38 - 2,529.56


600 REMINGTON OIL & GAS CORP COM 7/1/2006 10/31/2003 16,200.00 422.17 - 15,777.83

600 REMINGTON OIL & GAS CORP COM 7/7/2006 10/31/2003 16,200.00 422.17 - 15,777.83

600 REMINGTON OIL & GAS CORP COM 7/7/2006 9/15/2005 (16,200.00) (422.17) - (15,777.83)

225 REPUBLIC BANCORP INC 8/9/2006 8/29/2005 2,961.83 2,969.27 (7.44)

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358 REPUBLIC BANCORP INC 8/9/2006 8126/2005 4,712.60 4,691.85 20.7517 REPUBLIC BANCORP INC 9/8/2006 8/26/2005 217.94 222.80 - (4.86)

436 RESMED INC COM 10/12/2006 6/6/2006 17,425.68 19,265.66 (1,839.98) -

164 RESMED INC COM 10/1212006 6/6/2006 6,554.62 7,202.88 (648.26)200 RESMED INC COM 10/12/2006 1/22/2004 7,993.43 4,159.50 - 3,833.93

300 REWARDS NETWORK INC COM 8/9/2006 2/28/2006 1,375.46 2,354.01 (978.55) -

500 REWARDS NETWORK INC COM 8/9/2006 4/4/2006 2,292.42 3,903.25 (1,610.83)700 REYNOLDS AMERN INC COM 1/31/2006 9/14/2005 70,954.65 57,650.53 13,304.12

200 REYNOLDS AMERN INC COM 2/24/2006 9/14/2005 21,087.11 16,471.58 4,615.53 -

600 REYNOLDS AMERN INC COM 5/212006 4/11/2006 67,272.99 62,740.62 4,532.37 -

200 REYNOLDS AMERN INC COM 6/26/2006 6/2/2006 22,440.43 22,262.86 177.57600 REYNOLDS AMERN INC COM 7/24/2006 4/11/2006 75,297.68 62,740.62 12,557.06200 REYNOLDS AMERN INC COM 8/15/2006 4111/2006 12,729.46 10,456.77 2,272.69 -

268 REYNOLDS AMERN INC COM 11/14/2006 10/20/2006 17,218.20 16,563.20 655.00 -

32 REYNOLDS AMERN INC COM 11/14/2006 10/20/2006 2,063.77 1,977.70 86.07 -71 RIO TINTO PLC 6/1/2006 1/25/2006 15,161.02 14,972.54 188.48

169 RIO TINTO PLC 6/1/2006 1/26/2006 36,087.49 35,364.94 722.55 -

100 RIO TINTO PLC 6/1/2006 1/5/2006 21,353.54 18,834.02 2,519.52 -

200 RIO TINTO PLC 6/13/2006 1/5/2006 37,127.28 37,668.04 (540.76)

72 RIO TINTO PLC 6/13/2006 12/29/2005 13,365.82 13,219.75 146.07 -205 RIO TINTO PLC 6/13/2006 1/25/2006 37,972.81 43,050.70 (5,077.89)

131 RIO TINTO PLC 6/14/2006 12/29/2005 24,629.86 24,052.59 577.27

1 RIO TINTO PLC 6/1412006 12/28/2005 188.01 182.24 5.77

119 RIO TINTO PLC 6/1412006 12/28/2005 22,373.70 21,684.25 689.452 RIO TINTO PLC 6/14/2006 12/28/2005 376.03 364.35 11.68 -

100 RLI CORP COM 12/27/2005 10/31/2003 5,158.89 3,335.79 - 1,823.10

100 RLI CORP COM 9/8/2006 1/27/2006 4,979.55 5,482.71 (503.16)100 RLI CORP COM 9/8/2006 5/5/2006 4,979.54 5,003.42 (23.88) -

1417 ROBERT HALF INTL INC 12/15/2005 11/22/2005 55,651.90 53,402.90 2,249.00

1900 ROBERT HALF INTL INC 3/20/2006 1/6/2006 72,892.02 72,383.15 508.87517 ROBERT HALF INTL INC 5/2/2006 1/6/2006 21,404.38 19,695.84 1,708.54

83 ROBERT HALF INTL INC 5/2/2006 11/22/2005 3,436.29 3,128.05 308.24

400 ROBERT HALF INTL INC 6/212006 11/22/2005 16,536.01 15,074.92 1,461.09 -

2400 ROBERT HALF INTL INC 6/2/2006 1017/2005 99,216.07 82,859.28 16,356.79 -

300 ROBERT HALF INTL INC 9/6/2006 8/15/2006 9,290.62 9,586.53 (295.91) -

998 ROBERT HALF INTL INC 9/27/2006 8/15/2006 32,429.01 31,891.19 537.82 -



Page 98 of 125



1340 ROBERT HALF INTL INC 10/20/2006 8/1512006 47,517.62 42,819.83 4,697.79 -

900 ROCKWELL COLLINS COM 1/6/2006 12/15/2005 42,406.87 43,365.24 (958.37) -

900 ROCKWELL INTL CORP NEW 1/31/2006 1/6/2006 59,331.39 55,695.69 3,635.70 -


1300 ROCKWELL INTL CORP NEW 7/2412006 5/2/2006 86,505.06 95,827.03 (9,321.97) -

300 ROCKWELL INTL CORP NEW 7/2412006 1/6/2006 19,962.71 18,565.23 1,397.48

500 ROCKWELL INTL CORP NEW 10/20/2006 116/2006 30,105.13 30,942.05 (836.92) -

2500 ROCKWELL INTL CORP NEW 10/20/2006 8/15/2006 150,525.62 153,276.50 (2,750.88) -


100 ROGERS CORP COM 10/12/2006 8/9/2006 6,950.75 5,761.50 1,189.25 -

600 ROHM & HAAS CO COM 12/15/2005 11/2212005 29,344.83 26,631.24 2,713.59 -

1300 ROHM & HAAS CO COM 4/11/2006 3/20/2006 64,489.71 64,561.38 (71.67) -

2632 ROHM & HAAS CO COM 6/2/2006 5/2/2006 132,568.18 132,682.28 (114.10)

168 ROHM & HAAS CO COM 6/2/2006 5/2/2006 8,461.80 8,467.20 (5.40)

576 ROHM & HAAS CO COM 6/13/2006 2/3/2006 26,162.84 27,987.38 (1,824.54) -

94 ROHM & HAAS CO COM 6/14/2006 2/3/2006 4,283.56 4,567.38 (283.82) -

955 ROHM & HAAS CO COM 6/14/2006 4119/2005 43,519.16 41,960.98 - 1,558.18

575 ROHM & HAAS CO COM 8/3/2006 4119/2005 26,260.42 25,264.46 995.96

630 ROHM & HAAS CO COM 8/4/2006 4/19/2005 28,675.90 27,681.07 - 994.83

400 ROHM & HAAS CO COM 10/20/2006 6/26/2006 20,625.09 19,420.00 1,205.09 -

2400 ROHM & HAAS CO COM 10/20/2006 8/15/2006 123,750.51 108,111.12 15,639.39 -

359 ROHM & HAAS CO COM 10/24/2006 12/212005 18,325.35 16,776.22 1,549.13

6 ROHM & HAAS CO COM 10/25/2006 1212/2005 309.05 280.38 28.67 -

560 ROHM & HAAS CO COM 10/25/2006 4/19/2005 28,844.26 24,598.78 - 4,245.48

282 ROHM & HAAS CO COM 10/26/2006 4/19/2005 14,607.24 12,387.25 - 2,219.99

288 ROHM & HAAS CO COM 10/27/2006 4119/2005 14,977.56 12,650.80 2,326.76

200000 ROLLINS TRUCK LEASING CORP COLL TR DEB SER T 4/5/2006 12/18/2002 200,000.00 219,720.00 - (19,720.00)

300 ROPER INDS INC NEW COM 4/4/2006 1/27/2006 14,815.76 11,950.80 2,864.96 -

500 ROPER INDS INC NEW COM 4/4/2006 12/27/2005 24,692.94 19,688.90 5,004.04 -

200 ROPER INDS INC NEW COM 4/4/2006 1/22/2004 9,877.18 5,189.50 - 4,687.68



300 RUDOLPH TECHNOLOGIES INC COM 5/5/2006 7/26/2005 5,648.82 4,788.12 860.70 -200 RUSSELL CORP COM 1/27/2006 10/25/2005 2,954.22 2,522.00 432.22 -

54 RUSSELL CORP COM 5/5/2006 2128/2006 987.89 771.31 216.58446 RUSSELL CORP COM 5/5/2006 2128/2006 8,155.88 6,370.49 1,785.39

600 RYAN'S RESTAURANT GROUP INC COM 11/2/2006 10/12/2006 9,750.00 9,673.26 76.74

2300 RYDER SYS INC 6/26/2006 6/2/2006 129,565.83 126,818.78 2,747.05 -

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. - MM MI M mm = MM ww= Mw - -


Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term200 RYDER SYS INC 6/26/2006 5/212006 11,266.59 9 ,999.52 1,267.07 -200 RYDER SYS INC 7124/2006 5/212006 10,408.70 9,999.52 409.18700 RYERSON TULL INC NEW 8/9/2006 7/6/2006 14,678.68 19,435.99 (4,757.31)400 RYERSON TULL INC NEW 11/10/2006 7/6/2006 9,039.52 11,106.28 (2,066.76)59 RYERSON TULL INC NEW 11 /10/2006 616/2006 1,333.33 1,509.96 (176.63) -

141 RYERSON TULL INC NEW 11 /10/2006 6/612006 3 , 186.43 3,604.67 (418.24) -700 SAFECO CORP COM 12115/2005 11/3/2005 40 , 268.83 39 ,250.82 1,018.01 -1000 SAFECO CORP COM 12115/2005 11 /2212005 57,526.89 55,472.40 2,054.49 -300 SAFECO CORP COM 3/20/2006 11/22/2005 15 ,852.86 16,641.72 (788.86)300 SAFECO CORP COM 3/20/2006 5/20/2005 15 ,852.86 15,916.23 (63.37) -900 SAFECO CORP COM 3/2012006 8125/2005 47,558.59 47,563.38 (4.79) -100 SAFECO CORP COM 3/20/2006 9/29/2004 5 ,284.29 4,494.74 - 789.55

2500 SAFECO CORP COM 5/212006 4/11/2006 135,093.34 124,035.75 11,057.59 -200 SAFECO CORP COM 5/212006 9/29/2004 10,807.47 8,989.48 - 1,817.99500 SAFECO CORP COM 7/24/2006 6/212006 26,994.72 27,635.60 (640.88)109 SAFECO CORP COM 8/15/2006 6/2/2006 6,057.49 6,024.56 32.93

2291 SAFECO CORP COM 8/15/2006 612/2006 126,941.10 126,626.32 314.7864 SAFETY INS GROUP INC COM 8/9/2006 6/6/2006 3,576.53 2,996.35 580.18 -236 SAFETY INS GROUP INC COM 8/9/2006 6/612006 13,161.22 11,049.05 2,112.17 -

2900 SAFEWAY INC COM NEW 12115/2005 11/22/2005 69,686.98 67,459.80 2,227.18 -1400 SAFEWAY INC COM NEW 2124/2006 1/6/2006 33,702.98 33,350.66 352.32 -3800 SAFEWAY INC COM NEW 2124/2006 1 /31/2006 91,479.53 89,548.90 1,930.63600 SAFEWAY INC COM NEW 2124/2006 11 /22/2005 14 ,444.14 13,957.20 486.941400 SAFEWAY INC COM NEW 2/24/2006 8/25/2005 33,702.98 32,202.38 1,500.60 -5600 SAFEWAY INC COM NEW 6/212006 4/11/2006 134 ,213.87 138,036.64 (3,822.77)3076 SAFEWAY INC COM NEW 11 /1412006 10/20/2006 94,443.21 89,204.62 5,238.59224 SAFEWAY INC COM NEW 11/1412006 10/20/2006 6 ,910.18 6,496.04 414.14 -500 SANDERSON FARMS INC 1/27/2006 7/7/2004 13 ,402.08 24,950.60 - (11,548.52)400 SANDERSON FARMS INC 4/4/2006 7/2612005 8 , 998.48 17,282.00 (8,283.52) -500 SANDERSON FARMS INC 5/5/2006 9/9/2004 13,753.73 17,459.85 - (3,706.12)100 SANDERSON FARMS INC 5/5/2006 10/15/2004 2,750.74 3,331.35 - (580.61)250 SANOFI-AVENTIS SPONSORED ADR 7/28/2006 1211312005 11,852.19 10,745.35 1,106.84690 SANOFI-AVENTIS SPONSORED ADR 7/28/2006 12/13/2005 32,712.03 29,435.05 3,276.98 -530 SANOFI-AVENTIS SPONSORED ADR 7/28/2006 1/9/2006 25,126.64 25,276.50 (149.86) -165 SANOFI-AVENTIS SPONSORED ADR 7/28/2006 4/20/2006 7,822.44 7,725.99 96.45 -64 SANOFI-AVENTIS SPONSORED ADR 10/18/2006 12113/2005 2 ,806.97 2,730.21 76.76 -32 SANOFI -AVENTIS SPONSORED ADR 10/18/2006 4120/2006 1,403.49 1,498.37 (94.88) -

301 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 1211312005 13,113.96 12,840.51 273.45 -

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1455 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 11/30/2005 63,391.38 59,025.86 4,365.52

182 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 4/20/2006 7,929.37 8,522.01 (592.64)46 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 4/19/2006 2,004.13 2,119.68 (115.55) -

120 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 12/2212005 5,228.15 5,395.64 (167.49) -461 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 12119/2005 20,084.83 20,486.66 (401.83) -64 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 12121/2005 2,788.35 2,839.87 (51.52) -

5 SANOFI-AVENTIS SPONSORED ADR 10/19/2006 12120/2005 217.84 221.55 (3.71) -

1900 SARA LEE CORP COM 3/20/2006 2/24/2006 34,246.06 33,877.95 368.11 -1706 SARA LEE CORP COM 7/24/2006 5/2/2006 28,310.19 30,666.89 (2,356.70) -

844 SARA LEE CORP COM 7/24/2006 5/2/2006 13,976.89 15,171.66 (1,194.77) -

2550 SARA LEE CORP COM 7/24/2006 5/212006 42,228.74 45,326.25 (3,097.51)

100 SBS TECHNOLOGIES INC COM 5/5/2006 2/28/2006 1,638.12 1,110.65 527.47 -

300 SCANSOURCE INC 11/10/2006 1/27/2006 8,840.87 8,431.19 409.68

700 SCHLUMBERGER LTD COM 12115/2005 11/22/2005 71,036.32 67,619.09 3,417.23

300 SCHLUMBERGER LTD COM 1/6/2006 11/22/2005 31,994.11 28,979.61 3,014.50 -700 SCHLUMBERGER LTD COM 1/6/2006 8/2/2005 74,652.91 60,248.58 14,404.33 -

400 SCHLUMBERGER LTD COM 1/6/2006 8/25/2005 42,658.81 32,703.76 9,955.05 -

200 SCHLUMBERGER LTD COM 3/20/2006 1/31/2006 24,780.71 25,462.40 (681.69) -2000 SCHLUMBERGER LTD COM 5/2/2006 4/11/2006 143,024.60 127,299.60 15,725.00 -

76 SCHLUMBERGER LTD COM 6/13/2006 1/4/2006 4,213.77 3,926.20 287.57 -444 SCHLUMBERGER LTD COM 6/13/2006 1/3/2006 24,617.32 22,586.10 2,031.22 -

2200 SCHLUMBERGER LTD COM 6/26/2006 6/212006 129,032.19 143,988.02 (14,955.83) -

2100 SCHLUMBERGER LTD COM 6/26/2006 4/11/2006 123,167.10 133,664.58 (10,497.48) -

1900 SCHLUMBERGER LTD COM 9/27/2006 4/11/2006 112,672.80 120,934.62 (8,261.82)500 SCHLUMBERGER LTD COM 9/27/2006 8/15/2006 29,650.74 31,599.90 (1,949.16) -100 SCHOOL SPECIALTY INC 2/28/2006 1/27/2006 3,480.58 3,730.85 (250.27)100 SCHOOL SPECIALTY INC 5/5/2006 1/27/2006 3,599.88 3,730.85 (130.97) -

64 SCHOOL SPECIALTY INC 5/5/2006 11/28/2005 2,303.93 2,323.69 (19.76)

136 SCHOOL SPECIALTY INC 5/5/2006 11/28/2005 4,937.70 4,937.85 (0.15)244 SCHOOL SPECIALTY INC 7/6/2006 11/28/2005 7,643.31 8,859.08 (1,215.77)

456 SCHOOL SPECIALTY INC 7/6/2006 12127/2005 14,284.21 16,499.72 (2,215.51) -

200 SCHULMAN A INC 8/9/2006 1/27/2006 4,431.86 4,902.72 (470.86) -

500 SCHULMAN A INC 8/9/2006 212812006 11,079.66 11,747.50 (667.84)

3300 SCHWAB CHARLES CORP NEW COM 12/15/2005 11/22/2005 50,391.86 49,841.22 550.64

3400 SCHWAB CHARLES CORP NEW COM 12115/2005 1017/2005 51,918.89 47,674.12 4,244.77 -

10700 SCHWAB CHARLES CORP NEW COM 1/6/2006 1017/2005 170,272.42 150,033.26 20,239.16 -

16100 SCHWAB CHARLES CORP NEW COM 212412006 1/31/2006 268,439.93 238,299.32 30,140.61600 SCHWAB CHARLES CORP NEW COM 4/11/2006 3/20/2006 10,792.46 10,757.58 34.88 -

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700 SCHWAB CHARLES CORP NEW COM 6126/2006 3120/2006 10,746.48 12,550.51 (1,804.03) -

50 SCHWAB CHARLES CORP NEW COM 7/24/2006 3120/2006 744.72 896.47 (151.75) -

50 SCHWAB CHARLES CORP NEW COM 7/24/2006 3120/2006 750.10 896.46 (146.36)

2000 SCHWAB CHARLES CORP NEW COM 8/15/2006 3/20/2006 32,848.19 35,858.60 (3,010.41) - -

14 SCP POOL CORP 2/28/2006 1/27/2006 609.70 559.16 50.54

100 SCP POOL CORP 2128/2006 11/28/2005 4,355.00 3,947.88 407.12

124 SCP POOL CORP 2/28/2006 12127/2005 5,400.21 4,709.48 690.73

262 SCP POOL CORP 4/4/2006 12/27/2005 12,668.10 9,950.68 2,717.42

100 SCP POOL CORP 4/4/2006 10/25/2005 4,835.15 3,532.85 • 1,302.30

100 SCP POOL CORP 4/4/2006 8/26/2005 4,835.15 3,494.19 1,340.96 -

200 SCP POOL CORP 4/4/2006 2/16/2005 9,670.30 6,324.46 - 3,345.84

624 SEALED AIR CORP NEW 12/15/2005 11/22/2005 33,830.55 32,160.77 1,669.78

1500 SEALED AIR CORP NEW 1/31/2006 1/6/2006 83,485.03 84,222.60 (737.57) -

124 SEALED AIR CORP NEW 2124/2006 1/6/2006 7,005.20 6,962.40 42.80 -

76 SEALED AIR CORP NEW 2124/2006 11/22/2005 4,293.51 3,917.02 376.49

1049 SEALED AIR CORP NEW 8/15/2006 6126/2006 52,867.97 54,100.71 (1,232.74)

51 SEALED AIR CORP NEW 8/15/2006 6126/2006 2,563.69 2,630.25 (66.56) -100 SEARS HLDGS CORP COM 9/6/2006 6/26/2006 14,995.14 15,319.64 (324.50)

300 SEARS HLDGS CORP COM 11/14/2006 6/2612006 53,725.80 45,958.92 7,766.88 -

100 SECURE COMPUTING CORP 6/6/2006 2128/2006 858.35 1,218.47 (360.12) -

1000 SECURE COMPUTING CORP 8/9/2006 2/28/2006 6,154.81 12,184.70 (6,029.89)

130 SECURE COMPUTING CORP 8/9/2006 4/4/2006 800.12 1,470.81 (670.69)

670 SECURE COMPUTING CORP 8/9/2006 4/4/2006 4,144.16 7,580.31 (3,436.15) -

400 SECURE COMPUTING CORP 8/9/2006 5/5/2006 2,474.12 4,248.00 (1,773.88) -200 SELECT COMFORT CORP COM 12/27/2005 3/25/2004 5,700.12 5,367.14 - 332.98

100 SELECT COMFORT CORP COM 2/28/2006 1127/2006 3,629.90 2,721.27 908.63

100 SELECT COMFORT CORP COM 4/4/2006 1/27/2006 3,986.01 2,721.27 1,264.74 -

100 SELECT COMFORT CORP COM 4/4/2006 3/25/2004 3,986.01 2,683.57 - 1,302.44

100 SELECT COMFORT CORP COM 4/4/2006 6/2212005 3,986.00 2,139.35 1,846.65

50 SELECT COMFORT CORP COM 7/6/2006 6/2212005 1,155.86 713.12 - 442.74

200 SELECT COMFORT CORP COM 9/8/2006 6/22/2005 3,984.33 2,852.47 - 1,131.86

100 SELECT COMFORT CORP COM 10/1212006 10/5/2006 2,435.42 2,295.00 140.42600 SELECT COMFORT CORP COM 10/1212006 6/22/2005 14,612.55 8,557.40 - 6,055.15

100 SELECTIVE INS GROUP INC COM 12/27/2005 7/26/2005' 5,449.97 4,841.51 608.46200 SELECTIVE INS GROUP INC COM 1/27/2006 7/26/2005 11,510.94 9,683.02 1,827.92 -

520 SEMPRA ENERGY 3/23/2006 4119/2005 24,075.26 20,640.00 3,435.26 -

95 SEMPRA ENERGY 9/6/2006 8115/2006 4,648.68 4,482.29 166.39

105 SEMPRA ENERGY 9/612006 8/15/2006 5,146.92 4,954.11 192.81 -

Page 102 of 125

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1000 SERENA SOFTWARE INC 3/10/2006 1/27/2006 24,000.00 23,597.00 403.00 -100 SERENA SOFTWARE INC 3/10/2006 10/25/2005 2,400.00 2,008.55 391.45 -200 SERENA SOFTWARE INC 3/10/2006 8/26/2005 4,800.00 3,780.20 1,019.80 -500 SERENA SOFTWARE INC 3110/2006 7/7/2004 12,000.00 8,915.70 - 3,084.30600 SERENA SOFTWARE INC 3/10/2006 10/31/2003 14,400.00 10,583.70 - 3,816.30700 SFBC INTL INC COM 8/9/2006 5/5/2006 11,679.21 16,348.92 (4,669.71) -

200 SHAW GROUP INC 1/27/2006 4/15/2005 7,002.28 3,799.66 3,202.62 -

400 SHAW GROUP INC 9/8/2006 7/6/2006 10,016.69 10,548.24 (531.55) -

163 SHAW GROUP INC 9/8/2006 4/15/2005 4,081.80 3,096.73 - '985.07

37 SHAW GROUP INC 9/8/2006 4/15/2005 926.54 697.56 - 228.98

100 SHAW GROUP INC 10/12/2006 8/26/2005 2,735.63 1,636.36 - 1,099.27

300 SHERWIN WILLIAMS CO COM 1/31/2006 8/25/2005 15,731.76 13,643.61 2,088.15 -

2400 SHERWIN WILLIAMS CO COM 1/31/2006 12115/2005 125,854.05 105,821.04 20,033.01 -

700 SHERWIN WILLIAMS CO COM 2124/2006 5/20/2005 29,784.50 30,531.76 (747.26) -1000 SHERWIN WILLIAMS CO COM 2/24/2006 11/3/2005 42,549.29 42,287.30 261.99 -100 SHOPKO STORES INC 12/29/2005 612212005 2,907.00 2,437.99 469.01 -

3 SHOPKO STORES INC 12129/2005 3/16/2005 87.21 65.20 22.01 -

197 SHOPKO STORES INC 12/29/2005 2/16/2005 5,726.79 3,521.32 2,205.47 -

600 SHOPKO STORES INC 12/29/2005 10/31/2003 17,442.00 9,435.00 - 8,007.00

100 SHOPKO STORES INC 12/29/2005 1/2212004 2,907.00 1,471.50 - 1,435.50

200 SHUFFLE MASTER INC COM 2/28/2006 10/31/2003 5,276.59 2,683.00 - 2,593.59

300 SHUFFLE MASTER INC COM 5/5/2006 10/31/2003 11,796.68 4,024.49 - 7,772.19

200 SIMPSON MANUFACTURING CO INC COM 8/9/2006 5/5/2006 5,672.14 8,249.70 (2,577.56) -

600 SIMPSON MANUFACTURING CO INC COM 10/12/2006 5/5/2006 16,928.66 24,749.10 (7,820.44) -

100 SIMPSON MANUFACTURING CO INC COM 10/1212006 9/8/2006 2,821.44 2,533.26 288.18 -

100 SKYWEST INC 1/27/2006 10/31/2003 2,682.14 1,846.88 - 835.2667 SKYWEST INC 616/2006 10/31/2003 1,497.10 1,237.41 - 259.6933 SKYWEST INC 6/612006 10/31/2003 743.79 609.47 - 134.32

400 SKYWEST INC 7/6/2006 10/31/2003 10,009.69 7,387.52 - 2,622.17100 SKYWEST INC 8/9/2006 10/31/2003 2,270.65 1,846.88 - 423.7789 SKYWEST INC 8/9/2006 5/18/2005 2,020.88 1,631.41 - 389.47

111 SKYWEST INC 8/9/2006 5/19/2005 2,520.42 2,024.61 - 495.81300 SKYWEST INC 9/8/2006 5/19/2005 7,056.08 5,471.90 - 1,584.18

100 SKYWEST INC 10/1212006 5/19/2005 2,597.15 1,823.97 - 773.18

100 SKYWEST INC 11/10/2006 5/19/2005 2,702.87 1,823.97 - 878.90

600 SKYWORKS SOLUTIONS INC COM 8/9/2006 10/31/2003 2,667.94 5,207.64 - (2,539.70)

100 SKYWORKS SOLUTIONS INC COM 8/9/2006 9/9/2004 444.66 858.00 - (413.34)

2000 SKYWORKS SOLUTIONS INC COM 8/9/2006 2116/2005 8,893.12 15,125.20 - (6,232.08)

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1900 SKYWORKS SOLUTIONS INC COM 8/9/2006 1/27/2006 8,448.47 10,197.68 (1,749.21) -2000 SLM CORP COM 12/15/2005 11/22/2005 108,194.67 105,455.00 2,739.67 -

2800 SLM CORP COM 12/15/2005 10/7/2005 151,472.54 145,722.64 5,749.90

34 SLM CORP COM 3/15/2006 4/20/2005 1,878.53 1,671.10 207.43 -

192 SLM CORP COM 3/15/2006 4/20/2005 10,589.93 9,436.80 1,153.13 -

191 SLM CORP COM 3/20/2006 4/20/2005 10,603.99 9,387.65 1,216.34 -

140 SLM CORP COM 3/20/2006 4120/2005 7,723.27 6,881.00 842.27 -342 SLM CORP COM 3/22/2006 4120/2005 18,667.36 16,809.30 1,858.06 -553 SLM CORP COM 4/5/2006 4/20/2005 29,488.10 27,179.95 2,308.15 -

142 SLM CORP COM 5/31/2006 4/20/2005 7,598.34 6,979.30 - 619.04

700 SLM CORP COM 6/26/2006 5/212006 36,672.85 36,526.35 146.50 -

1600 SLM CORP COM 6/26/2006 4/11/2006 83,823.66 81,946.72 1,876.94 -

65 SLM CORP COM 7/27/2006 4/20/2005 3,298.86 3,194.75 - 104.11

249 SLM CORP COM 7/31/2006 4/20/2005 12,477.28 12,238.35 238.93

297 SLM CORP COM 8/4/2006 4/20/2005 15,191.50 14,597.55 - 593.95

47 SLM CORP COM 8/7/2006 4/20/2005 2,372.45 2,310.05 - 62.40

344 SLM CORP COM 8/14/2006 4/20/2005 16,655.69 16,907.60 - (251.91)

5573 SLM CORP COM 8/23/2006 4120/2005 256,015.76 273,912.95 - (17,897.19)

300 SLM CORP COM 9/6/2006 4/11/2006 14,892.83 15,365.01 (472.18) -

252 SLM CORP COM 9/6/2006 8/15/2006 12,509.97 12,105.65 404.32 -

698 SLM CORP COM 9/6/2006 8/15/2006 34,625.53 33,530.74 1,094.79 -

950 SLM CORP COM 9/6/2006 8/15/2006 47,126.43 45,514.50 1,611.93 -

300 SMITH A 0 CORP COM FORMERLY CL B 11/10/2006 5/5/2006 10,517.67 13,851.00 (3,333.33) -

500 SONIC AUTOMOTIVE INC CL A 2/28/2006 2/16/2005 13,233.19 12,053.50 - 1,179.69200 SONIC AUTOMOTIVE INC CL A 2/28/2006 8/26/2005 5,293.27 4,673.12 620.15 -

100 SONIC AUTOMOTIVE INC CL A 2/28/2006 9/27/2005 2,646.64 2,239.51 407.13 -100 SONIC AUTOMOTIVE INC CL A 11/10/2006 10/5/2006 2,683.11 2,316.00 367.11 -

100 SONIC AUTOMOTIVE INC CL A 11/10/2006 6/612006 2,683.10 2,267.00 416.10 -

300 SONIC CORP COM 6/6/2006 5/5/2006 6,595.29 6,458.37 136.92 -

100 SONIC CORP COM 10/12/2006 10/512006 2,265.90 2,276.00 (10.10) -100 SONIC CORP COM 10/1212006 5/5/2006 2,265.90 2,152.79 113.11 -

350 SONIC CORP COM 11/10/2006 5/512006 7,994.69 7,534.77 459.92 -

300 SONIC CORP COM 11/10/2006 7/6/2006 6,852.60 6,177.00 675.60 -

50 SONIC CORP COM 11/10/2006 1/27/2006 1,142.10 955.29 186.81 -

200 SOURCECORP INC COM 6/6/2006 5/5/2006 4,980.47 4,963.62 16.85 -100 SOURCECORP INC COM 6/6/2006 4/4/2006 2,490.23 2,440.10 50.13 -

100 SOURCECORP INC COM 6/6/2006 10/31/2003 2,490.23 2,374.20 - 116.03300 SOUTH FINANCIAL GROUP INC 5/5/2006 10/31/2003 8,485.23 7,881.09 - 604.14

Page 104 of 125

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100 SOUTH FINANCIAL GROUP INC 11/10/2006 8/9/2006 2,638.41 2,685.00 (46.59) -

100 SOUTHERN UN CO NEW COM 1/27/2006 12/27/2005 2,424.61 2,351.53 73.08 -

80 SOUTHERN UN CO NEW COM 1/27/2006 5118/2005 1,939.69 1,855.86 83.83 -

120 SOUTHERN UN CO NEW COM 1/27/2006 9/9/2004 2,909.54 2,162.01 747.53

100 SOUTHERN UN CO NEW COM 8/9/2006 5/512006 2,709.80 2,597.81 111.99100 SOUTHERN UN CO NEW COM 9/8/2006 5/5/2006 2,718.91 2,597.81 121.10 -

100 SOUTHWEST AIRLS CO COM 7/24/2006 1/31/2006 1 ,745.44 1,637.04 108.40

100 SOUTHWEST AIRLS CO COM 7/24/2006 1/31/2006 1 ,747.74 1 ,637.04 110.70

100 SOUTHWEST GAS CORP 1/2712006 5/18/2005 2,815.04 2,490.03 325.01 -

400 SOUTHWEST GAS CORP 1/27/2006 10/31/2003 11,260.17 8,960.92 - 2,299.25

300 SOUTHWEST GAS CORP 5/5/2006 414/2006 8 ,749.23 8,484.39 264.84 -

500 SOUTHWEST GAS CORP 5/5/2006 10/31/2003 14,582.05 11,201.15 3,380.90

200 SOUTHWEST GAS CORP 7/612006 10/31/2003 6,379.90 4,480.46 1,899.44

2400 SOUTHWESTERN ENERGY CO COM 12/27/2005 10/31/2003 86,496.94 11 ,738.28 - 74,758.66

1100 SOVEREIGN BANCORP INC COM 1/6/2006 11/2212005 24,627.36 25,062.62 (435.26)

900 SOVEREIGN BANCORP INC COM 3/20/2006 2/2412006 19 ,814.87 18,911.88 902.99 -

200 SPINNAKER EXPL CO COM 12113/2005 10/31/2003 13 , 100.00 5,091.20 - 8,008.80

10800 SPRINT CORP COM 12/15/2005 11/22/2005 268 ,962.75 269,889.84 (927.09) -

1200 SPRINT CORP COM 8/15/2006 4/11/2006 19,686.47 28 ,707.74 (9,021.27)

200 SPRINT CORP COM 8/15/2006 3/20/2006 3,281.08 4,646.73 (1,365.65) -

1400 SPRINT CORP COM 8/15/2006 3/20/2006 22,868.29 32,527.10 (9,658.81) -

2800 SPRINT CORP COM 9/6/2006 3/20/2006 46,924.04 65,054.20 (18,130.16) -

1000 SPRINT CORP COM 9/6/2006 11/2212005 16,758.58 22,661.88 (5,903.30) -

289.24 SPRINT CORP COM 9/6/2006 10/7/2005 4,847.25 6,103.03 (1,255.78) -

1200 SPRINT CORP COM 9/6/2006 1 /31/2006 20,110.30 25,182.69 (5,072.39)

156.76 SPRINT CORP COM 9/6/2006 5/20/2005 2,627.08 3,239.74 - (612.66)

54 SPRINT CORP COM 9/6/2006 5/20/2005 915.00 1,116.01 - (201.01)

1653 SPRINT CORP COM 11 /14/2006 5/20/2005 33,094.52 34,162.35 - (1,067.83)

671.244 SPRINT CORP COM 11/14/2006 5/20/2005 13,441.25 13,872.52 (431.27)

549 SPRINT CORP COM 11 /14/2006 6/26/2006 10,993.39 10,760.40 232.99

426.756 SPRINT CORP COM 11 /14/2006 6/26/2006 8,545.52 8,353.19 192.33

62 SPSS INC COM 10/12/2006 2/28/2006 1,623.42 1,997.52 (374.10)

100 SPSS INC COM 10/12/2006 1/27/2006 2,618.41 3,209.98 (591.57)

38 SPSS INC COM 10/12/2006 4/4/2006 995.00 1,212.96 (217.96) -

600 ST JUDE MED INC 3120/2006 2/24/2006 26 ,756.17 28,079.16 (1,322.99)

2300 ST JUDE MED INC 4111/2006 2/2412006 85,136.71 107, 636.78 (22,500.07) -

3900 ST JUDE MED INC 6/2612006 6/2/2006 127 ,558.84 134,021.94 (6,463.10) -

100 ST MARY LD & EXPL CO COM 8/9/2006 10/31/2003 4,307.03 1,298.09 - 3,008.94

Page 105 of 125


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800 ST PAUL COS INC COM 116/2006 12115/2005 37,885.63 35,927.28 1,958.35 -2000 ST PAUL COS INC COM 1/6/2006 9/1412005 94,714.09 85,293.80 9,420.29 -

800 ST PAUL COS INC COM 5/212006 9/14/2005 36,509.19 34,117.52 2,391.67 -

703 ST PAUL COS INC COM 6/26/2006 6/212006 31,237.06 30,816.01 421.05 -1397 ST PAUL COS INC COM 6/26/2006 6/212006 62,074.20 61,126.71 947.492200 ST PAUL COS INC COM 6/26/2006 9/1412005 97,754.65 93,823.18 3,931.47

2000 ST PAUL COS INC COM 6/26/2006 2124/2006 88,867.87 84,895.40 3,972.47 -200 ST PAUL COS INC COM 6/26/2006 10/7/2005 8,886.79 8,435.26 451.53900 ST PAUL COS INC COM 6/2612006 7/11/2005 39,990.54 36,538.65 3,451.89436 ST PAUL COS INC COM 9/5/2006 4/19/2005 19,339.49 14,867.60 - 4,471.89679 ST PAUL COS INC COM 9/6/2006 4119/2005 29,793.27 23,153.90 - 6,639.37

535 ST PAUL COS INC COM 9/6/2006 4/19/2005 23,720.05 18,243.50 - 5,476.55

85 ST PAUL COS INC COM 11/14/2006 8/15/2006 4,434.31 3,738.47 695.84 -

1997 ST PAUL COS INC COM 11/14/2006 8/15/2006 104,008.55 87,832.05 16,176.50 -

412 STAGE STORES INC COM 5/5/2006 3/16/2005 13,808.57 10,685.36 - 3,123.21

288 STAGE STORES INC COM 5/5/2006 3/16/2005 9,652.60 7,418.88 - 2,233.72700 STANDARD MICROSYSTEMS CORP COM 9/8/2006 12127/2005 20,080.00 20,833.89 (753.89) -100 STANDARD PAC CORP NEW COM 1/27/2006 8/26/2005 4,022.38 4,160.44 (138.06) -100 STANDARD PAC CORP NEW COM 5/5/2006 8/26/2005 3,177.15 4,160.43 (983.28)100 STANDARD PAC CORP NEW COM 5/5/2006 9/27/2005 3,177.15 3,904.45 (727.30) -300 STANDARD PAC CORP NEW COM 5/5/2006 2116/2005 9,531.46 11,295.48 - (1,764.02)100 STANDARD PAC CORP NEW COM 7/612006 2116/2005 2,537.62 3,765.16 - (1,227.54)200 STANDARD PAC CORP NEW COM 7/6/2006 3116/2005 5,075.24 7,423.87 - (2,348.63)100 STANDARD PAC CORP NEW COM 7/6/2006 4/15/2005 2,537.62 3,297.54 - (759.92)71 STANDARD PAC CORP NEW COM 10/12/2006 4/15/2005 1,915.17 2,341.25 (426.08)

229 STANDARD PAC CORP NEW COM 10/1212006 4/15/2005 6,182.31 7,551.35 - (1,369.04)31 STANDARD REGISTER CO COM 12/27/2005 9/28/2005 502.86 459.71 43.15 -

134 STANDARD REGISTER CO COM 12/27/2005 9/27/2005 2,173.64 1,981.79 191.85 -35 STANDARD REGISTER CO COM 12/27/2005 10/25/2005 567.74 513.10 54.64 -

100 STANDEX INTL CORP 7/6/2006 3/16/2005 2,979.63 2,842.20 - 137.43

600 STANLEY WKS COM 1/31/2006 1/6/2006 29,319.59 29,070.48 249.11 -100 STAPLES INC COM 12/812005 4/19/2005 2,251.90 1,930.00 321.90 -

1900 STAPLES INC COM 12/15/2005 11/22/2005 43,625.78 44,330.23 (704.45) -

3300 STAPLES INC COM 1/31/2006 11/22/2005 77,702.05 76,994.61 707.44 -4000 STAPLES INC COM 6/26/2006 11/22/2005 97,839.79 93,326.80 4,512.99 -1900 STAPLES INC COM 6/26/2006 2124/2006 46,473.90 42,860.96 3,612.94 -200 STAPLES INC COM 6/2612006 1/6/2006 4,891.99 4,507.88 384.11 -4800 STAPLES INC COM 8/15/2006 7/24/2006 111,954.16 108,421.92 3,532.24

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560 STAPLES INC COM 11/7/2006 4/19/2005 14,588.73 10,808.00 - 3,780.732900 STARBUCKS CORP COM 6/26/2006 5/212006 106,056.99 109,761.81 (3,704.82) -

1600 STARBUCKS CORP COM 6/26/2006 6/2/2006 58,514.20 57,498.88 1 ,015.32 -

100 STARBUCKS CORP COM 6/26/2006 1/31/2006 3 ,657.14 3,150.96 506.18 -550 STARBUCKS CORP COM 9/6/2006 7/24/2006 17,500.30 18,889.42 (1,389.12) -

550 STARBUCKS CORP COM 9/6/2006 7/24/2006 17,500.30 18,818.25 (1,317.95) -

9200 STARBUCKS CORP COM 9/6/2006 8/15/2006 292,732.24 277,909.00 14,823.24 -

100 STARBUCKS CORP COM 11/14/2006 9/27/2006 3,823.68 3 ,470.89 352.79 -

227 STARTEK INC 11/10/2006 5/5/2006 3,363.76 4,203.90 (840.14) -

520 STARWOOD HOTELS & RESORTS WORLDWIDE INC 417/2006 11/30/2005 35,016.30 32,630.21 2,386.09 -

3190 STARWOOD HOTELS & RESORTS WORLDWIDE INC 417/2006 4/19/2005 214,811.51 176,407.00 38,404.51 -

13 STARWOOD HOTELS & RESORTS WORLDWIDE INC 417/2006 1/9/2006 875.41 838.50 36.91 -

182 STARWOOD HOTELS & RESORTS WORLDWIDE INC 4/7/2006 1/10/2006 12,255.70 11 ,692.19 563.51 -

761 STARWOOD HOTELS & RESORTS WORLDWIDE INC 417/2006 11/30/2005 51,245.00 47,753.05 3,491.95 -354 STARWOOD HOTELS & RESORTS WORLDWIDE INC 417/2006 11/29/2005 23,838.02 21 ,904.42 1 ,933.60 -32 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/11/2006 5/11/2006 1,882.65 1,960.00 (77.35)

169 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/11/2006 5/11/2006 9,942.76 10,344.61 (401.85)

12 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/11/2006 5/11/2006 704.81 734.53 (29.72) -

37 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/12/2006 5/11/2006 2,182.15 2,264.79 (82.64) -

25 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/12/2006 4/12/2006 1,474.42 1,354.92 119.50 -

22 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/12/2006 4/12/2006 1,296.28 1,192.33 103.95 -

16 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/12/2006 4/12/2006 940.29 867.15 73.14 -

243 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/1312006 4/12/2006 14,506.70 13,169.80 1,336.90 -9 STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 10/13/2006 4/12/2006 538.64 487.77 50.87 -

300 STATE STR CORP 1 /6/2006 12/15/2005 17,238.28 17,560.02 (321.74) -

200 STATE STR CORP 1/6/2006 9/14/2005 11 ,492.18 9,768.68 1 ,723.50 -500 STATE STR CORP 1/31/2006 9/14/2005 30,169.37 24,421.70 5,747.67 -

500 STATE STR CORP 3/20/2006 9/14/2005 31,383.88 24,421.70 6,962.18 -

200 STATE STR CORP 5/2/2006 9/14/2005 12 ,880.30 9,768.68 3,111.62 -600 STATE STR CORP 5/212006 4/28/2005 38,640.91 27,481 .20 - 11,159.71

500 STATE STR CORP 10/20/2006 6/2/2006 31,557.83 31,603.35 (45.52) -1100 STATE STR CORP 10/20/2006 9/27/2006 69 ,427.22 68,886.62 540.60 -100 STEEL TECHNOLOGIES INC COM 8/9/2006 2128/2006 2,281.01 2,775.87 (494.86) -

100 STEEL TECHNOLOGIES INC COM 8/9/2006 11/28/2005 2,281.01 2,616.85 (335.84) -200 STEEL TECHNOLOGIES INC COM 8/9/2006 4/4/2006 4,562.01 5,087.54 (525.53) -

500 STEIN MART INC 5/5/2006 9/27/2005 7,943.65 10,198.05 (2,254.40) -200 STEIN MART INC 5/5/2006 9/9/2004 3,177.46 3 ,169.56 - 7.90

100 STEIN MART INC 10/12/2006 10/5/2006 1 , 618.21 1,601 .00 17.21 -

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300 STEIN MART INC 10/12/2006 9/9/2004 4,854.63 4,754.34 - 100.29

700 STEIN MART INC 10/12/2006 6/612006 11,327.47 10,566.64 760.83 -

100 STEIN MART INC 10/12/2006 8/9/2006 1,618.21 1,162.00 456.21

363 STEWART & STEVENSON SERVICES INC 1/27/2006 5/18/2005 9,310.01 8,959.23 350.78

437 STEWART & STEVENSON SERVICES INC 1/27/2006 5/19/2005 11,207.91 10,755.48 452.43 -100 STEWART & STEVENSON SERVICES INC 4/4/2006 5/19/2005 3,643.76 2,461.21 1,182.55 -

300 STEWART & STEVENSON SERVICES INC 5/26/2006 612212005 10,950.00 6,638.46 4,311.54

500 STEWART & STEVENSON SERVICES INC 5/26/2006 11/28/2005 18,250.00 11,008.00 7,242.00 -

49 STEWART & STEVENSON SERVICES INC 5/26/2006 3/1612005 1,788.50 1,065.50 - 723.00

451 STEWART & STEVENSON SERVICES INC 5/26/2006 2/16/2005 16,461.50 9,186.46 7,275.04

100 STEWART & STEVENSON SERVICES INC 5/26/2006 10/31/2003 3,650.00 1,672.00 - 1,978.00

200 STEWART INFORMATION SVCS CORP 9/8/2006 11/28/2005 6,863.48 10,019.66 (3,156.18) -119 STEWART INFORMATION SVCS CORP 11/10/2006 2128/2006 4,401.22 5,606.59 (1,205.37) -

181 STEWART INFORMATION SVCS CORP 11/10/2006 2128/2006 6,691.36 8,527.67 (1,836.31) -

100 STONE ENERGY CORP 6/6/2006 2128/2006 4,881.15 4,140.58 740.57 -

300 STONE ENERGY CORP 6/6/2006 10/31/2003 14,643.45 10,823.46 - 3,819.99

100 STONE ENERGY CORP 8/9/2006 7/6/2006 4,700.87 4,635.28 65.59 -100 STONE ENERGY CORP 8/9/2006 10/31/2003 4,700.86 3,607.82 - 1,093.04283 STRIDE RITE CORP 1/27/2006 11/28/2005 4,092.67 3,829.75 262.92 -

17 STRIDE RITE CORP 1/27/2006 12/27/2005 245.85 230.04 15.81 -

300 STRIDE RITE CORP 9/8/2006 7/6/2006 4,114.88 3,816.00 298.88 -

159 STRYKER CORP 7/24/2006 6/2/2006 7,049.84 7,072.22 (22.38) -

341 STRYKER CORP 7124/2006 6/212006 15,122.37 15,167.48 (45.11) -

500 SUNOCO INC 1/6/2006 12115/2005 42,702.88 41,459.35 1,243.53 -800 SUNOCO INC 1/31/2006 12115/2005 75,845.59 66,334.96 9,510.63

800 SUNOCO INC 5/212006 11/3/2005 66,791.46 61,688.64 5,102.82200 SUNOCO INC 5/212006 3120/2006 16,697.87 15,388.28 1,309.59 -

2000 SUNOCO INC 6/212006 3/20/2006 140,914.67 153,882.80 (12,968.13) -

300 SUNOCO INC 6/2/2006 2124/2005 21,137.20 14,477.16 - 6,660.04

200 SUNOCO INC 6/2/2006 1/6/2005 14,091.47 7,876.97 6,214.50

300 SUNOCO INC 8/15/2006 6/26/2006 23,057.29 18,956.04 4,101.25 -448 SUNOCO INC 8/15/2006 1/6/2005 34,432.22 17,644.41 - 16,787.81752 SUNOCO INC 8/15/2006 1/612005 58,065.62 29,617.41 - 28,448.211702 SUNOCO INC 9/27/2006 9/612006 106,195.41 117,397.83 (11,202.42) -

798 SUNOCO INC 9/27/2006 9/6/2006 49,790.80 54,778.71 (4,987.91) -

700 SUNTRUST BKS INC COM 2124/2006 1/6/2006 51,010.30 52,126.62 (1,116.32) -

1200 SUNTRUST BKS INC COM 2/2412006 1/31/2006 87,446.23 85,877.04 1,569.19 -

100 SUNTRUST BKS INC COM 3/20/2006 1/31/2006 7,592.30 7,156.42 435.88

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- M o ow so - / - - t_ IA AM An -' an _\ . -



500 SUNTRUST BKS INC COM 8/15/2006 7/24/2006 38,311.67 38,856.55 (544.88)

1300 SUPERVALU INC COM 1/6/2006 12/15/2005 42,274.18 41,861.43 412.75 -

1000 SUPERVALU INC COM 8115/2006 12/15/2005 26,897.67 32,201.10 (5,303.43) -

2800 SUPERVALU INC COM 8/15/2006 1/31/2006 75,313.49 89,099.92 (13,786.43)

300 SUPERVALU INC COM 8/15/2006 4111/2006 8,069.30 8,920.26 (850.96) -

700 SUSQUEHANNA BANCSHARES INC PA COM 8/9/2006 10/31/2003 16,823.98 17,598.49 - (774.51)

100 SUSQUEHANNA BANCSHARES INC PA COM 8/9/2006 1/27/2006 2,403.42 2,451.06 (47.64)

100 SWIFT ENERGY CO COM 11/10/2006 1/27/2006 4,953.88 4,748.91 204.97 -

100 SWIFT ENERGY CO COM 11/10/2006 2128/2006 4,953.87 3,870.99 1,082.88 -

100 SWIFT ENERGY CO COM 11/10/2006 9/21/2006 (4,953.88) (4,748.91) (204.97) -

100 SWIFT ENERGY CO COM 11/10/2006 10/412006 (4,953.87) (3,870.99) (1,082.88)

100 SWIFT ENERGY CO COM 11/10/2006 1/27/2006 4,953.88 4,748.91 204.97 -

100 SWIFT ENERGY CO COM 11/10/2006 8/26/2005 4 ,953.87 4,417.34 - 536.53

179 SWS GROUP INC COM 8/9/2006 10/31/2003 4,618.57 3,926.85 - 691.72

134 SWS GROUP INC COM 8/9/2006 10/31/2003 3,453.07 2,939.65 - 513.42

100 SYBRON DENTAL SPECIALTIES INC COM 1/2712006 8/26/2005 4,350.86 3,785.85 565.01

100 SYBRON DENTAL SPECIALTIES INC COM 4/4/2006 8/2612005 4,101.45 3,785.85 315.60 -

100 SYBRON DENTAL SPECIALTIES INC COM 6/15/2006 8/26/2005 4,700.00 3,785.85 914.15 -

400 SYBRON DENTAL SPECIALTIES INC COM 6/15/2006 6/2212005 18,800.00 13,784.40 5,015.60 -

700 SYBRON DENTAL SPECIALTIES INC COM 6/15/2006 10/31/2003 32,900.00 16,307.20 - 16,592.80

100 SYMMETRICOM INC COM 1/27/2006 1/10/2005 956.01 899.60 - 56.41

300 SYNAPTICS INC COM 5/5/2006 1 /27/2006 7,926.65 8,685.57 (758.92) -

300 SYNAPTICS INC COM 5/5/2006 1/10/2005 7,926.66 8,601.18 - (674.52)

400 SYNAPTICS INC COM 5/5/2006 2/28/2006 10,568.87 9,537.28 1,031.59 -

100 SYNAPTICS INC COM 5/5/2006 4/4/2006 2,642.22 2,212.92 429.30 -

500 SYNAPTICS INC COM 8/9/2006 4/4/2006 10,615.87 11,064.60 (448.73) -

100 SYNAPTICS INC COM 8/9/2006 5/18/2005 2,123.17 1,966.53 - 156.64

200 SYNAPTICS INC COM 8/9/2006 9/9/2004 4,246.35 3,606.26 - 640.09

200 SYNOVUS FINL CORP 12/15/2005 11/22/2005 5,620.36 5,604.40 15.96 -

1500 SYNOVUS FINL CORP 6/26/2006 2/24/2006 38,974.65 42,861.45 (3,886.80) -

3500 SYSCO CORP COM 1 /31/2006 12/1512005 108,690.91 114,179.45 (5,488.54) -

3100 SYSCO CORP COM 1/31/2006 1/6/2006 96 , 269.09 96,787.89 (518.80) -1200 SYSCO CORP COM 3120/2006 2/24/2006 37,581.28 36,390.96 1,190.32 -

4900 SYSCO CORP COM 4/11/2006 2/24/2006 153,897.90 148,596.42 5,301.48 -1800 SYSCO CORP COM 8/15/2006 2/24/2006 51,096.11 54,586.44 (3,490.33) -

400 SYSCO CORP COM 8/15/2006 7/24/2006 11,354.69 11,744.76 (390.07) -

2900 SYSCO CORP COM 9/6/2006 7/24/2006 91,689.67 85,149.51 6,540.16 -

0.56 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 7/25/2006 6/212006 4 .72 5.33 (0.61) -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term600 TAKE-TWO INTERACTIVE SOFTWARE INC 41412006 10/31/2003 10,593.93 15,853.96 - (5,260.03)500 TAKE-TWO INTERACTIVE SOFTWARE INC 414/2006 4/15/2005 8,828.28 12,730.05 (3,901.77) -50 TALX CORP COM 1/27/2006 8/26/2005 1,599.45 1,142.46 456.99 -

100 TALX CORP COM 9/8/2006 8/26/2005 2,343.18 2,284.92 - 58.261600 TARGET CORP 12/15/2005 11/22/2005 87,019.72 88,387.68 (1,367.96) -600 TARGET CORP 12/15/2005 9/14/2005 32,632.39 32,023.86 608.53 -400 TARGET CORP 12/15/2005 6/9/2004 21,754.93 18,424.68 3,330.25200 TARGET CORP 1131/2006 6/9/2004 10,866.46 9,212.34 - 1,654.121288 TARGET CORP 3/7/2006 2/6/2006 67,875.00 70,937.50 (3,062.50) -214 TARGET CORP 3/8/2006 216/2006 11,473.37 11,786.20 (312.83) -457 TARGET CORP 3/8/2006 5/24/2005 24,501.53 24,105.52 396.01195 TARGET CORP 3/8/2006 5/24/2005 10,454.70 10,255.44 199.26 -941 TARGET CORP 3/15/2006 5/24/2005 50,204.67 49,489.07 715.60 -455 TARGET CORP 4/3/2006 5/24/2005 23,446.88 23,929.36 (482.48) -146 TARGET CORP 4/3/2006 5/19/2005 7,523.62 7,662.84 (139.22) -400 TARGET CORP 5/2/2006 2124/2006 21,398.62 21,646.36 (247.74) -1559 TARGET CORP 7/17/2006 5119/2005 74,311.04 81,824.43 - (7,513.39)

10 TARGET CORP 7/17/2006 6/23/2006 476.66 495.84 (19.18) -612 TARGET CORP 7/1812006 6/23/2006 27,548.82 30,345.59 (2,796.77) -1500 TARGET CORP 8/15/2006 7/24/2006 72,363.32 69,637.80 2,725.52 -1500 TARGET CORP 9/27/2006 7/24/2006 84,055.01 69,292.50 14,762.51 -960 TARGET CORP 11/14/2006 10/20/2006 55,831.40 55,841.76 (10.36) -340 TARGET CORP 11/1412006 10/20/2006 19,773.62 19,703.00 70.62248 TO BANKNORTH INC COM 2/28/2006 5/18/2005 7,574.00 6,866.98 707.02 -0.52 TD BANKNORTH INC COM 317/2006 5/18/2005 15.78 14.40 1.38 -200 TECHNITROL INC 5/5/2006 7/2612005 5,399.03 2,572.78 2,826.25 -100 TELEDYNE TECHNOLOGIES INC COM 8/9/2006 9/27/2005 3,784.50 3,257.63 526.87 -

1012 TELLABS INC 9/6/2006 6/26/2006 10,189.92 13,717.66 (3,527.74) -1188 TELLABS INC 9/6/2006 6/26/2006 11,962.07 15,966.60 (4,004.53) -

8 TETRA TECH INC NEW 4/4/2006 2128/2006 150.63 143.16 7.47 -400 TETRA TECH INC NEW 7/6/2006 5/5/2006 7,082.02 7,750.00 (667.98) -371 TETRA TECH INC NEW 8/9/2006 2128/2006 6,260.43 6,638.86 (378.43) -229 TETRA TECH INC NEW 8/9/2006 2/28/2006 3,835.29 4,097.84 (262.55) -100 TETRA TECH INC NEW 8/9/2006 1127/2006 1,674.80 1,693.89 (19.09) -200 TETRA TECHNOLOGIES INC DEL COM 7/612006 1/27/2006 6,043.81 3,913.60 2,130.21 -100 TEXAS INDS INC COM 10/1212006 5/5/2006 5,352.47 5,683.75 (331.28)300 TEXAS INDS INC COM 10/12/2006 12/27/2005 16,057.40 15,050.97 1,006.43 -600 TEXAS INDS INC COM 10/12/2006 11128/2005 32,114.79 29,598.84 2,515.95

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100 TEXAS INDS INC COM 10/12/2006 10/15/2004 5,352.46 3,693.38 - 1,659.08100 TEXAS INDS INC COM 11/10/2006 10/15/2004 6,216.91 3,693.38 - 2,523.53900 TEXAS INSTRS INC COM 12/15/2005 9/14/2005 29,960.37 30,841.83 (881.46) -500 TEXAS INSTRS INC COM 1/6/2006 9/14/2005 16,958.82 17,134.35 (175.53) -100 TEXAS INSTRS INC COM 2/24/2006 9/14/2005 2,998.15 3,426.87 (428.72) -

3700 TEXAS INSTRS INC COM 4/11/2006 9/14/2005 121,575.67 126,794.19 (5,218.52) -

1000 TEXAS INSTRS INC COM 4/11/2006 11/22/2005 32,858.29 32,579.20 279.09 -

6900 TEXAS INSTRS INC COM 4/11/2006 1017/2005 226,722.21 212,521.38 14,200.83 -1038 TEXAS INSTRS INC COM 6/22/2006 4/25/2006 30,763.40 36,824.19 (6,060.79) -

298 TEXAS INSTRS INC COM 6/30/2006 4/25/2006 8,945.06 10,571.88 (1,626.82) -282 TEXAS INSTRS INC COM 6/30/2006 4/28/2006 8,464.79 9,872.82 (1,408.03) -5900 TEXAS INSTRS INC COM 8/15/2006 5/2/2006 186,743.42 202,937.58 (16,194.16) -

600 TEXAS INSTRS INC COM 9/27/2006 5/2/2006 - 20,015.99 20,637.72 (621.73) -

9500 TEXAS INSTRS INC COM 9/27/2006 9/6/2006 316,919.76 298,354.15 18,565.61 -






203 TEXAS INSTRS INC COM 11/13/2006 4/10/2006 5,873.56 6,650.28 (776.72) -

100 THE CHILDREN'S PLACE RETAIL STORES, INC 2/28/2006 8/26/2005 4,603.98 3,946.86 657.12 -300 THERMO ELECTRON CORP COM 7/24/2006 6/2/2006 10,531.60 11,059.26 (527.66) -

1300 THERMO ELECTRON CORP COM 7/24/2006 6/26/2006 45,636.91 44,373.68 1,263.23100 THQ INC COM NEW 12/27/2005 9/27/2005 2,313.89 2,169.22 144.67 -

296 THO INC COM NEW 1/27/2006 9/27/2005 8,090.53 6,420.89 1,669.64 -

604 THQ INC COM NEW 1/27/2006 9/28/2005 16,509.04 12,887.91 3,621.13 -600 THQ INC COM NEW 8/9/2006 5/5/2006 14,760.62 15,100.38 (339.76) -

150 THO INC COM NEW 8/9/2006 9/28/2005 3,690.15 3,200.64 489.51 -

150 THO INC COM NEW 8/9/2006 10/31/2003 3,690.16 1,791.30 - 1,898.86

4100 TIME WARNER INC NEW COM 1/31/2006 12/15/2005 70,989.72 73,353.10 (2,363.38) -

2400 TIME WARNER INC NEW COM 5/2/2006 12/15/2005 41,488.96 42,938.40 (1,449.44) -1100 TIME WARNER INC NEW COM 5/2/2006 8/25/2005 19,015.78 19,459.33 (443.55) -

491 TIME WARNER INC NEW COM 9/6/2006 8/25/2005 8,192.08 8,685.94 - (493.86)

5009 TIME WARNER INC NEW COM 9/6/2006 8/25/2005 83,749.40 88,610.71 - (4,861.31)

2000 TIME WARNER INC NEW COM 10/20/2006 8/25/2005 39,398.78 35,380.60 - 4,018.18247 TIME WARNER INC NEW COM 11/14/2006 8/25/2005 4,908.97 4,369.50 - 539.47

3353 TIME WARNER INC NEW COM 11/14/2006 8/25/2005 66,701.52 59,315.58 - 7,385.94

300 TIME WARNER INC NEW COM 11/14/2006 2/24/2006 5,967.93 5,157.27 810.66 -

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900 TJX COS INC NEW COM 3/20006 1/6/2006 23,039.74 21,882.42 1,157.32 -2100 TJX COS INC NEW COM 3/20/2006 212412006 53,759.40 50,578.08 3,181.32 -900 TJX COS INC NEW COM 3120006 11/3/2005 23,039.74 19,811.97 3,227.77700 TJX COS INC NEW COM 6/26/2006 4/11/2006 15,926.89 16,988.72 (1,061.83) -

5400 TJX COS INC NEW COM 7/2412006 4111/2006 132,723.06 131,055.84 1,667.22200 TJX COS INC NEW COM 8/1512006 4/11/2006 5,365.43 4,853.92 511.51 -100 TOO INC 1/27/2006 4/15/2005 2,880.64 2,310.00 570.64 -200 TOO INC 1/27/2006 5/18/2005 5,761.28 3,863.64 1,897.64 -500 TORCHMARK CORP COM 12/1512005 11/312005 27,707.39 26,623.25 1,084.14244 TORCHMARK CORP COM 12/15/2005 9/1412005 13,521.20 12,877.44 643.76 -44 TORCHMARK CORP COM 1/31/2006 1/6/2006 2,424.12 2,448.69 (24.57) -156 TORCHMARK CORP COM 1/31/2006 9/14/2005 8,594.62 8,233.12 361.50 -

1000 TORCHMARK CORP COM 9/27006 7/24/2006 63,332.35 61,640.10 1,692.25 -100 TRACTOR SUPPLY CO COM 7/6/2006 12127/2005 5,462.33 5,386.44 75.89 -128 TRACTOR SUPPLY CO COM 7/6/2006 1/27/2006 6,991.78 6,599.76 392.02 -72 TRACTOR SUPPLY CO COM 7/6/2006 1/27/2006 3,940.71 3,712.36 228.35 -100 TRADESTATION GROUP INC COM 9/812006 5/5/2006 1,416.62 1,543.52 (126.90) -

1104 TRANSOCEAN SEDCO FOREX INC 2/17)2006 1/23/2006 78,828.70 86,944.20 (8,115.50) -1150 TRANSOCEAN SEDCO FOREX INC 2/17/2006 1/2612006 82,113.23 88,778.74 (6,665.51) -

43 TRANSOCEAN SEDCO FOREX INC 9/612006 8/15/2006 3,172.44 2,839.38 333.06 -57 TRANSOCEAN SEDCO FOREX INC 9/612006 8/15/2006 4,213.77 3,763.82 449.95

273 TRAVELERS PPTY CAS CORP PFD CONV 4.500% 9/11/2006 10/6/2005 6,633.70 6,562.73 70.97 -227 TRAVELERS PPTY CAS CORP PFD CONV 4.500% 9/11/2006 10/412005 5,515.93 5,452.54 63.39 -455 TRAVELERS PPTY CAS CORP PFD CONV 4.500% 9/11/2006 10/5/2005 11,056.16 10,915.45 140.71 -1052 TRAVELERS PPTY CAS CORP PFD CONV 4.500% 9/11/2006 10/17/2005 25,562.81 25,142.80 420.01 -458 TRAVELERS PPTY CAS CORP PFD CONV 4.500% 9111/2006 10/12/2005 11,129.06 10,882.08 246.98 -100 TREEHOUSE FOODS INC COM 2/28/2006 7/2612005 2,237.61 3,081.20 (843.59)200 TREEHOUSE FOODS INC COM 2/28/2006 12127/2005 4,475.22 3,755.58 719.64 -200 TRIARC COS INC CL B SER 1 COM 1/27/2006 11/28/2005 3,296.21 3,002.32 293.89 -800 TRIBUNE CO NEW 1/31/2006 12/1612005 23,118.08 24,939.84 (1,821.76) -300 TRIMBLE NAV LTD COM 1/27/2006 8/26x2005 11,957.75 10,298.31 1,659.44 -300 TRIMBLE NAV LTD COM 1/27/2006 9/27/2005 11,957.75 9,768.21 2,189.54 -100 TRIMBLE NAV LTD COM 1/27/2006 10/25/2005 3,985.92 2,957.75 1,028.17 -100 TRIUMPH GROUP INC NEW 1/27006 812612005 4,305.07 3,816.82 488.25100 TRIUMPH GROUP INC NEW 4/4/2006 6/22/2005 4,523.66 3,611.83 911.83 -200 TRIUMPH GROUP INC NEW 5/5/2006 6122(2005 10,222.38 7,223.66 2,998.72 -100 TRIUMPH GROUP INC NEW 5/5/2006 4/15/2005 5,111.19 3,255.70 1,855.49

160.704 TRONOX INC COM CL B 4/11/2006 2/24/2006 2,852.70 2,890.63 (37.93) -

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120.984 TRONOX INC COM CL B 4/11/2006 1/6/2006 2,147.61 2,041.94 105.67

161.312 TRONOX INC COM CL B 4/11/2006 11/3/2005 2,863.49 2,535.14 328.35

0.608 TRONOX INC COM CL B 4/12/2006 2/24/2006 11.08 10.94 0.14 -

200 TUESDAY MORNING CORP 10/12/2006 4/4/2006 3,174.60 4,446.10 (1,271.50) -

200 TXU CORP COM 1/612006 10/7/2005 9,995.05 10,436.79 (441.74)

1290 TXU CORP COM 2/9/2006 11/7/2005 65,070.25 63,451.62 1,618.63 -

1680 TXU CORP COM 2/9/2006 4/19/2005 84,742.64 70,009.80 14,732.84

400 TXU CORP COM 212412006 10/7/2005 20,104.78 20,873.58 (768.80) -

300 TXU CORP COM 2124/2006 1/31/2006 15,078.59 15,224.01 (145.42) -

200 TXU CORP COM 2/2412006 5/20x2005 10,052.39 7,890.74 2,161.65 -

4400 TXU CORP COM 2/24/2006 12113/2004 221,152.60 131,670.22 - 89,482.38

3780 TXU CORP COM 5/2/2006 3/20/2006 203,551.28 185,178.04 18,373.24 -

520 TXU CORP COM 5/2/2006 4/11/2006 28,001.76 23,391.26 4,610.50 -

102 TXU CORP COM 9/6/2006 7/24/2006 6,691.94 6,204.01 487.93 -

98 TXU CORP COM 9/6/2006 7/24/2006 6,429.51 5,958.89 470.62 -

302 TXU CORP COM 9/612006 612/2006 19,813.40 17,658.39 2,155.01 -

398 TXU CORP COM 9/6/2006 6/2/2006 26,137.84 23,271.66 2,866.18 -

100 TXU CORP COM 9/612006 6/26/2006 6,567.30 5,649.05 918.25 -

500 TYCO INTL LTD NEW 1/6/2006 1211512005 14,952.69 14,107.35 845.34 -

3000 TYCO INTL LTD NEW 1/6/2006 10/7/2005 89,716.14 81,655.80 8,060.34 -

1500 TYCO INTL LTD NEW 1/6/2006 12123/2003 44,858.07 39,412.05 - 5,446.02

2300 TYCO INTL LTD NEW 6/2/2006 3/20/2006 63,151.69 62,437.87 713.82 -

1600 TYCO INTL LTD NEW 8/1512006 3/20/2006 41,227.53 43,435.04 (2,207.51) -

2450 TYCO INTL LTD NEW 9/6/2006 3/20/2006 64,347.27 66,509.91 (2,162.64)350 TYCO INTL LTD NEW 916/2006 3/20006 9,223.79 9,501.41 (277.62) -200 TYCO INTL LTD NEW 9/6/2006 1212312003 5,270.74 5,254.94 - 15.80

1900 TYCO INTL LTD NEW 916/2006 1/31/2006 50,072.01 49,737.82 334.19 -4000 TYSON FOODS INC COM 212412006 10/7/2005 56,219.87 72,162.80 (15,942.93) -700 TYSON FOODS INC COM 2124%06 8/25/2005 9,838.48 12,484.64 (2,646.16) -2100 TYSON FOODS INC COM 2124/2006 9/14/2005 29,515.43 37,103.22 (7,587.79) -

2200 TYSON FOODS INC COM 3/20/2006 9/14/2005 29,710.31 38,870.04 (9,159.73) -

4800 TYSON FOODS INC COM 3/20/2006 1/31/2006 64,822.48 68,638.08 (3,815.60) -

6200 TYSON FOODS INC COM 5/2/2006 1/31/2006 90,662.91 88,657.52 2,005.39 -

100 UGI CORP NEW COM 12/27/2005 5/18/2005 2,108.73 2,675.71 (566.98) -

100 UGI CORP NEW COM 1/27/2006 5/18/2005 2,164.81 2,675.71 (510.90) -

700 UGI CORP NEW COM 2/28/2006 5/18/2005 15,548.69 18,729.97 (3,181.28) -

1100 UGI CORP NEW COM 5/5/2006 5/18/2005 25,486.87 29,432.81 (3,945.94) -

500 UICI COM 414/2006 1/10/2005 18,484.83 16,126.10 - 2,358.73

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46 UICI COM 414/2006 5/1912005 1,700.60 1,145.05 555.55 -154 UICI COM 4/4/2006 5/18/2005 5,693.33 3,771.51 1,921.82600 UICI COM 4/412006 10/31/2003 22,181.80 8,920.98 - 13,260.82

0.667 UIL HLDG CORP 7/14/2006 7/6/2006 23.13 22.75 0.38 -100 UMPQUA HLDGS CORP COM 8/9/2006 1/2712006 2,634.67 2,879.48 (244.81)300 UMPQUA HLDGS CORP COM 9/8/2006 1127/2006 8,103.20 8,638.44 (535.24) -500 UMPQUA HLDGS CORP COM 9/8/2006 11/28/2005 13,505.33 13,424.35 80.98 -300 UNISOURCE ENERGY CORP 1/27/2006 7/7/2004 9,747.30 7,453.08 - 2,294.22300 UNIT CORP COM 11/10/2006 1/27/2006 15,043.75 17,698.32 (2,654.57)200 UNITED FIRE & CAS CO COM 10/12/2006 2/28/2006 6,423.66 7,184.36 (760.70) -100 UNITED NAT FOODS INC COM 1/27/2006 8/2611005 3,102.39 3,063.50 38.89 -600 UNITED PARCEL SERVICE CL B 4/11/2006 3120/2006 48,758.28 46,907.46 1,850.82 -2000 UNITED PARCEL SERVICE CL B 4/11/2006 1211512005 162,527.61 152,266.80 10,260.81 -100 UNITED PARCEL SERVICE CL B 4/11/2006 1/31/2006 8,126.38 7,495.37 631.01 -200 UNITED PARCEL SERVICE CL B 4/11/2006 6/14/2005 16,252.76 14,024.60 2,228.16 -

2200 UNITED PARCEL SERVICE CL B 8/15/2006 0/2006 150,425.66 178,285.58 (27,859.92) -700 UNITED PARCEL SERVICE CL B 11/14/2006 02006 53,794.46 56,727.23 (2,932.77) -

105000 UNITED STATES TREAS BD DTD 02/151015.375% DUE 02/15131 11/8/2006 12/212005 113,859.38 115,085.74 (1,226.36) -95000 UNITED STATES TREAS BD DTD 02115/01 5.375% DUE 02115/31 11/8/2006 2/15/2006 103,015.62 104,091.80 (1,076.18) -

250000 UNITED STATES TREAS BDS DTD 08-15-96 9/28/2006 8/1/2003 310,693.36 292,333.98 - 18,359.3870000 UNITED STATES TREAS BDS RATE: 6.25% DUE: 08/15/2023 10/11/2006 9/24/2002 80,242.97 83,773.05 - (3,530.08)150000 UNITED STATES TREAS BDS RATE: 6.25% DUE: 08/15/2023 10/11/2006 6/2612006 171,949.22 163,623.05 8,326.17 -325000 UNITED STATES TREAS NT DTD 01/03106 4.375% DUE 12/31/07 10/11/2006 9/18/2006 322,867.19 322,618.38 248.81 -250000 UNITED STATES TREAS NT DTD 02/15/00 6.50% DUE 02115/10 2/15/2006 9/21/2005 266,376.95 274,814.45 (8,437.50)250000 UNITED STATES TREAS NT DTD 02/28/06 4.500% DUE 02128/11 10/11006 9/28/2006 248,007.81 249,384.77 (1,376.96)100000 UNITED STATES TREAS NT DTD 02/28/06 4.500% DUE 02/28/11 10/1612006 9/28/2006 99,011.72 99,753.90 (742.18) -150000 UNITED STATES TREAS NT DID 03/15105 4.000% DUE 02/15/15 8/14/2006 7/2712005 139,962.89 147,392.58 - (7,429.69)250000 UNITED STATES TREAS NT DTD 03/15/05 4.000% DUE 02/15/15 10116/2006 7/2212005 236,660.16 245,654.30 - (8,994.14)115000 UNITED STATES TREAS NT DTD 07/15/05 3.875% DUE 07/15/10 1212/2005 7/22/2005 112,255.28 114,240.82 (1,985.54) -300000 UNITED STATES TREAS NT DTD 07/15/05 3.875% DUE 07/15/10 219/2006 7/22/2005 291,632.81 298,019.54 (6,386.73) -30000 UNITED STATES TREAS NT DTD 07/15/05 3.875% DUE 07/15/10 10/30006 7/22/2005 29,224.22 29,801.95 - (577.73)

210000 UNITED STATES TREAS NT DTD 08/15/05 4.125% DUE 08/15/08 5110/2006 4/612006 206,497.27 207,046.88 (549.61) -450000 UNITED STATES TREAS NT DTD 08/15/05 4.250% DUE 08/15115 2/9/2006 9/28/2005 438,064.46 449,753.91 (11,689.45) -100000 UNITED STATES TREAS NT DTD 08/15/05 4.250% DUE 08/15/15 10/30/2006 11/812005 96,972.66 97,566.41 (593.75)230000 UNITED STATES TREAS NTS DTD 11/15/02 4.000% DUE 11/15/12 811412006 7/18/2006 218,517.97 216,390.90 2,127.07

150 UNITED STS STL CORP NEW COM 9/6/2006 7/24/2006 9,121.96 8,887.10 234.86 -150 UNITED STS STL CORP NEW COM 9/6/2006 7/24/2006 9,181.11 8,887.09 294.02 -

2200 UNITED STS STL CORP NEW COM 10120006 7/24/2006 145,580.52 130,344.06 15,236.46 -

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600 UNITED SURGICAL PARTNERS INTL INC COM 1/27/2006 1/2212004 23,136.25 15,610.72 - 7,525.53200 UNITED SURGICAL PARTNERS INTL INC COM 1/27/2006 3/25W04 7,712.08 4,356.15 - 3,355.93

500 UNITED TECHNOLOGIES CORP COM 12115/2005 9/29/2004 28,760.75 23,164.82 - 5,595.93

1700 UNITED TECHNOLOGIES CORP COM 1211512005 10/20/2004 97,786.53 75,999.01 - 21,787.52

475 UNITED TECHNOLOGIES CORP COIN 1/9/2006 4119/2005 26,759.25 23,301.12 3,458.13 -

2100 UNITED TECHNOLOGIES CORP COM 1/31/2006 1/0006 122,249.42 118,715.73 3,533.69

1800 UNITED TECHNOLOGIES CORP COY 5/2/2006 212412006 113,963.68 105,901.20 8,062.48 -2500 UNITED TECHNOLOGIES CORP COM 8/1511006 7/2412006 152,501.56 153,624.00 (1,122.44) -

1300 UNITED TECHNOLOGIES CORP COM 9/62006 2/2412006 82,221.82 76,484.20 5,737.62 -592 UNITEDHEALTH GROUP INC 12121/2005 4/20/2005 37,769.38 27,470.78 10,298.60 -

4556 UNITEDHEALTH GROUP INC 12121/2005 4/20/2005 290,581.38 211,413.66 79,167.72

900 UNITEDHEALTH GROUP INC 2124W06 1/6/2006 52,780.04 56,196.18 (3,416.14) -

400 UNITEDHEALTH GROUP INC 3120/2006 1/6/2006 22,558.14 24,976.08 (2,417.94) -

400 UNITEDHEALTH GROUP INC 4111/2006 1/512006 20,485.05 24,976.08 (4,491.03) -1100 UNITEDHEALTH GROUP INC 4/11/2006 11/2212005 56,333.89 66,783.53 (10,449.64)

100 UNITEDHEALTH GROUP INC 4/11/2006 8/2/2005 5,121.26 5,278.84 (157.58) -

1468 UNITEDHEALTH GROUP INC 4/19/2006 3/14/2006 70,214.19 82,100.39 (11,886.20)

1200 UNITEDHEALTH GROUP INC 5//2006 8/25/2005 58,658.27 60,801.84 (2,143.57) -

1100 UNITEDHEALTH GROUP INC 10/20/2006 8/25/2005 56,336.31 55,735.02 - 601.29

500 UNITEDHEALTH GROUP INC 10/20/2006 7/2412006 25,607.41 25,284.85 322.56 -

587 UNITEDHEALTH GROUP INC 10012006 6/2/2006 30,063.11 27,541.51 2,521.60213 UNITEDHEALTH GROUP INC 10/2012006 6/212006 10,912.72 9,993.77 918.95 -400 UNITEDHEALTH GROUP INC 10/20/2006 6/26/2006 20,493.37 18,018.68 2,474.69400 UNITEDHEALTH GROUP INC 10/2012006 12/13/2004 20,493.37 17,246.08 - 3,247.29

48 UN(TEDHEALTH GROUP INC 11/1412006 12/13/2004 2,265.77 2,069.53 - 196.24

1352 UNITEDHEALTH GROUP INC 11/14/2006 12/13/2004 63,491.08 58,291.75 5,199.33

1600 UNUMPROVIDENT CORP 1/31/2006 1/6/2006 32,785.55 36,743.84 (3,958.29)

1583 UNUMPROVIDENT CORP 5/17/2006 5/16!2006 28,000.19 33,397.87 (5,397.68) -

526 UNUMPROVIDENT CORP 5/10006 5116/2006 9,214.82 11,097.46 (1,882.64) -1257 UNUMPROVIDENT CORP 5/19/'1006 5/1612006 21,739.78 26,519.97 (4,780.19) -1220 UNUMPROVIDENT CORP 5/2212006 5/16/2006 20,995.80 25,739.36 (4,743.56) -

30 UNUMPROVIDENT CORP 5/2412006 5/16/2006 520.48 632.93 (112.45) -

0.535 UNUMPROVIDENT CORP 5/26/2006 5/16/2006 9.36 11.29 (1.93) -2100 UNUMPROVIDENT CORP 6/2/2006 1/612006 38,031.09 48,226.29 (10,195.20) -

200 UNUMPROVIDENT CORP 6/2/2006 11/2212005 3,622.01 4,434.42 (812.41) -

3600 UNUMPROVIDENT CORP 6/212006 1211512005 65,196.16 78,670.44 (13,474.28) -

1000 UNUMPROVIDENT CORP 6/2/2006 11/3012004 18,110.04 15,637.90 - 2,472.14

200 URS CORP NEW COM 515/2006 6/22/2005 9,224.42 7,287.22 1,937.20

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200 URS CORP NEW COM 5/5/2006 3125/1004 9,224.41 5,893.64 - 3,330.77

100 URS CORP NEW COM 5/5/2006 11/10004 4,612.21 2,877.73 - 1,734.48

150 US BANCORP DEL COM NEW 12/8/2005 4/19/2005 4,495.31 4,196.43 298.88 -

700 US BANCORP DEL COM NEW 12/1512005 11/912005 21,510.94 20,376.79 1,134.15 -

2400 US BANCORP DEL COM NEW 1/6/2006 11/8/2005 73,440.38 69,863.28 3,577.10 -

800 US BANCORP DEL COM NEW 1/612006 412812005 24,480.12 22,233.60 2,246.52 -100 US BANCORP DEL COM NEW 1/6/2006 7/25/!003 3,060.02 2,461.40 - 598.62

435 US BANCORP DEL COM NEW 4/19/2006 411912005 13,223.59 12,169.65 1,053.94 -

580 US BANCORP DEL COM NEW 6/2612006 3/20/2006 17,970.74 18,076.11 (105.37) -2120 US BANCORP DEL COM NEW 6/26/2006 3/20/2006 65,974.91 66,071.28 (96.37) -

800 US BANCORP DEL COM NEW 10120006 7/24/2006 26,780.13 25,562.48 1,217.65

400 US BANCORP DEL COM NEW 10/20/2006 3/20/2006 13,390.07 12,466.28 923.79 -

100 USANA HEALTH SCIENCES INC CDT-SHS COM 918/2006 8/2612005 4,462.86 4,960.89 - (498.03)100 V F CORP COM 1/612006 12115/2005 5,517.05 5,656.49 (139.44) -

100 V F CORP COM 1/31/2006 12115/2005 5,551.58 5,656.49 (104.91)

1500 VALERO REFNG & MARKETING CO 12/15@005 11/2212005 159,498.08 152,280.90 7,217.18 -

1400 VALERO REFNG & MARKETING CO 12115/2005 9/8/2004 148,864.87 47,057.85 - 101,807.02

1800 VALERO REFNG & MARKETING CO 1/6/2006 9/812004 101,027.11 30,251.47 - 70,775.64

1700 VALERO REFNG & MARKETING CO 2/24/2006 1/31/2006 95,837.95 107,006.84 (11,168.89) -

220 VALERO REFNG & MARKETING CO 5115/2006 1/18/2006 13,328.47 13,081.90 246.57 -

25 VALERO REFNG & MARKETING CO 5/15/2006 3/242006 1,514.60 1,482.01 32.59 -

21 VALERO REFNG & MARKETING CO 5/15/2006 3/23/2006 1,272.26 1,241.94 30.32 -





202 VALERO REFNG & MARKETING CO 5/162006 1/12/2006 12,251.04 11,886.61 364.43 -43 VALERO REFNG & MARKETING CO 5/1&2006 3/23/2006 2,607.90 2,530.04 77.86 -

220 VALERO REFNG & MARKETING CO 5/22/2006 3/23/2006 12,403.40 12,944.41 (541.01) -

505 VALERO REFNG & MARKETING CO 5/22/2006 1/9/2006 28,471.43 28,441.95 29.48 -100 VALERO REFNG & MARKETING CO 6/2/2006 5/2/2006 6,272.05 6,656.59 (384.54) -

500 VALERO REFNG & MARKETING CO 9/27/2006 5/2/2006 25,263.57 33,282.95 (8,019.38) -

1000 VALERO REFNG & MARKETING CO 9/27/2006 8/15/2006 50,527.15 63,147.10 (12,619.95) -6 VALERO REFNG & MARKETING CO 11/142006 10/20/2006 320.72 313.30 7.42 -

594 VALERO REFNG & MARKETING CO 11/1412006 10/20/2006 31,770.47 31,016.66 753.81 -

50 VARIAN SEMICONDUCTION EQUIPMENT ASSOCS INC 4/4/2006 1/27/2006 1,400.45 1,708.45 (308.00) -

600 VEECO INSTRUMENTS INC COM 7/6/2006 12/27/2005 14,448.69 10,347.60 4,101.09

0.831 VERIGY LTD COM 11/15/2006 5/11/2006 12.88 14.81 (1.93) -

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Units Name Trade Date Date Acq Proceeds Cost Basis Short Term Long Term125 VERITAS DGC INC 1/2712006 10/25/2005 5,680.51 3,902.13 1,778.38 -75 VERITAS DGC INC 2128/2006 10/25/2005 3,152.08 2,341.27 810.81 -100 VERITAS DGC INC 8/9/2006 10/25/2005 5,723.39 3,121.70 2,601.69300 VERITAS DGC INC 8/9/2006 7/2612005 17,170.19 8,977.17 - 8,193.02100 VERITAS DGC INC 8/8/2006 6/2212005 5,723.39 2,699.20 - 3,024.19

2300 VERIZON COMMUNICATIONS 1/612006 6114/2005 72,399.24 80,562.79 (8,163.55) -687 VERIZON COMMUNICATIONS 1/6/2006 4/22/2003 21,625.34 23,037.79 - (1,412.45)1013 VERIZON COMMUNICATIONS 1/6/2006 4/22/2003 31,887.15 33,727.84 - (1,840.69)400 VERIZON COMMUNICATIONS 1MV2006 8125/2005 12,591.17 13,120.32 (529.15)1000 VERIZON COMMUNICATIONS 1/6/2006 10/1/2003 31,477.93 32,669.50 - (1,191.57)300 VERIZON COMMUNICATIONS 1/6/2006 10/312002 9,443.38 9,758.55 - (315.17)300 VERIZON COMMUNICATIONS 4/11/2006 2124/2006 9,864.71 10,190.13 (325.42) -300 VERIZON COMMUNICATIONS 4/11/2006 10/3/2002 9,864.72 9,758.55 - 106.17100 VERIZON COMMUNICATIONS 5/211006 10/3/2002 3,309.69 3,252.85 - 56.84100 VERIZON COMMUNICATIONS 6/26/2006 10/9/2002 3,283.44 3,252.85 - 30.59

1185 VERIZON COMMUNICATIONS 6/2611006 10/101!002 38,908.75 38,168.50 - 740.25109 VERIZON COMMUNICATIONS 6/28/2006 8/111002 3,578.95 3,497.81 - 81.14

1506 VERIZON COMMUNICATIONS 6/26/2006 8/1/2002 49,448.59 48,083.87 - 1,364.72150 VIACOM INC CL B COM 1/6/2006 5/20/2005 6,414.48 6,294.34 120.14 -250 VIACOM INC CL B COM 1/6/2006 3/15/2005 10,690.80 10,377.53 313.27 -1100 VIACOM INC CL B COM 1/612006 12115/2005 47,039.50 45,240.62 1,798.88 -0.5 VIACOM INC CL B COM 1/3012006 4/19/'2005 21.55 20.97 0.58

2100 VIACOM INC CL B COM 3/20(2006 1/31/2006 82,158.92 88,629.24 (6,470.32) -1000 VIACOM INC CL B COM 3/20/2006 12/15/2005 39,123.30 41,127.84 (2,004.54) -392 VIACOM INC CL B COM 4/7/2006 4/19/2005 15,286.20 16,438.76 (1,152.56) -400 VIACOM INC CL B COM 5/TJ2006 12115/2005 15,604.24 16,451.14 (846.90) -700 VIACOM INC CL B COM 51212006 8/212005 27,307.42 28,365.85 (1,058.43) -1500 VIACOM INC CL B COM 512/2006 2124/2006 58,515.90 60,684.15 (2,168.25)600 VIACOM INC CL B COM 5/1/2006 7/11/2005 23,406.36 23,859.34 (452.98) -200 VIACOM INC CL B COM 6/2/2006 7/11/2005 7,592.51 7,953.11 (360.60) -1200 VIACOM INC CL B COM 6/2/2006 10/7/2005 45,555.03 46,220.00 (664.97) -1100 VIACOM INC CL B COM 6/26/2006 1017/2005 39,976.73 42,368.34 (2,391.61) -100 VIACOM INC CL B COM 6/2612006 4/11/2006 3,634.25 3,838.69 (204.44) -

3700 VIACOM INC CL B COM 8/15/2006 4/11/2006 135,231.21 142,031.53 (6,800.32) -58 VIAD CORP COM NEW 12/27/2005 8/29/2005 1,741.63 1,643.07 98.56 -142 VIAD CORP COM NEW 12/27/2005 8/26/2005 4,264.00 3,983.28 280.72 -77 VIAD CORP COM NEW 7/6/2006 8/26/2005 2,358.03 2,159.95 198.08 -43 VIAD CORP COM NEW 7/612006 9/27/2005 1,316.82 1,178.66 138.16 -

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80 VIAD CORP COM NEW 7/6/2006 9128/2005 2,449.90 2,147.12 302.78 -200 VIAD CORP COM NEW 11/10/2006 10/12/2006 7,196.25 7,103.00 93.25 -100 VINTAGE PETE INC 1212712005 8/2612005 5,312.58 3,601.95 1,710.63 -

100 VINTAGE PETE INC 12127/2005 3/16/2005 5,312.57 3,046.15 2,266.42 -

200 VINTAGE PETE INC 1/30/2006 3/16/2005 4,000.00 - 4,000.00300 VINTAGE PETE INC 1/30/2006 4/15/2005 6,000.00 - 6,000.00 -

200 VINTAGE PETE INC 1/30/2006 5/18/2005 4,000.00 - 4,000.00 -400 VINTAGE PETE INC 1/30/2006 0212005 8,000.00 - 8,000.00 -100 VITAL SIGNS INC 10/12/2006 21162005 5,501.24 3,875.56 - 1,625.68

100 VOLT INFORMATION SCIENCES INC CON 1/27/2006 211612005 2,447.27 2,985.68 (538.41) -100 VOLT INFORMATION SCIENCES INC COM 1/27/2006 7/26@005 2,447.28 2,549.31 (102.03) -100 VOLT INFORMATION SCIENCES INC COM 1/27/2006 4/15/2005 2,447.27 2,297.97 149.30 -

200 VULCAN MATLS CO 1/31/2006 8/2/2005 14,245.82 14,620.66 (374.84) -400 VULCAN MAILS CO 1/31/2006 7/11/2005 28,491.64 26,938.44 1,553.20 -200 VULCAN MATLS CO 8/15/2006 7/1112005 14,636.75 13,469.22 - 1,167.53400 VULCAN MAILS CO 8/151!006 8/25/2005 29,273.50 26,575.92 2,697.58 -200 VULCAN MAILS CO 9/27/2006 8/2512005 15,477.64 13,287.96 - 2,189.6830 VULCAN MAILS CO 11/28/2006 2127/2006 2,594.16 2,402.07 192.09 -86 VULCAN MAILS CO 11x2812006 2127/2006 7,452.34 6,885.92 566.42 -2 VULCAN MAILS CO 11/28/2006 2/2712006 173.31 159.78 13.53 -4 VULCAN MAILS CO 11/2812006 3!1/2006 346.62 318.51 28.11 -

10 VULCAN MAILS CO 11/28/2006 2/27/2006 864.72 800.69 64.03 -

17 VULCAN MAILS CO 11/28/2006 2/27/2006 1,473.14 1,361.17 111.97 -1 VULCAN MAILS CO 11/2812006 2127/2006 86.65 79.89 6.76 -

12 VULCAN MAILS CO 11/2812006 3/112006 1,039.86 955.53 84.33 -62 VULCAN MAILS CO 11/29/2006 3/1/2006 5,415.89 4,936.92 478.97 -58 VULCAN MAILS CO 11/29/2006 31212006 5,066.48 4,615.34 451.14 -48 VULCAN MATLS CO 11/2912006 31312006 4,192.95 3,819.01 373.94 -42 VULCAN MAILS CO 11/2912006 2/28/2006 3,668.83 3,336.30 332.53 -4 VULCAN MAILS CO 11/29/2006 2/'!8/2006 350.05 317.74 32.31 -

24 VULCAN MAILS CO 11/291'1006 2124/2006 2,100.30 1,905.74 194.56 -4 VULCAN MATLS CO 11/29/2006 311/2006 349.41 318.51 30.90 -

14 VULCAN MAILS CO 11/292006 31212006 1,222.94 1,114.05 108.89 -12 VULCAN MAILS CO 11/19/2006 3/3/2006 1,048.24 954.75 93.49 -11 VULCAN MATLS CO 11/2912008 2/2812006 960.88 873.79 87.09 -

6 VULCAN MATLS CO 11/29/2006 2/24x2006 524.12 476.26 47.86 -21 VULCAN MAILS CO 11/29/2006 212812006 1,834.42 1,662.00 172.42 -9 VULCAN MATLS CO 11/9/2006 2/290106 787.61 712.28 75.33 -

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2 VULCAN MATLS CO 11/30/2006 2124/2006 177.25 158.81 18.44 -

79 VULCAN MATLS CO 11/30/2006 2/2812006 7,001.32 6,252.27 749.05 -26 VULCAN MATLS CO 11/30/2006 2/28/2006 2,304.23 2,057.71 246.52 -

100 WABASH NATL CORP COM 9/8/2006 3126/1004 1,339.32 2,305.44 - (966.12)

500 WABASH NATL CORP COM 918t2006 1/27/2006 6,696.59 10,569.05 (3,872.46) -600 WABASH NATL CORP COM 9/8/!006 5/5/2006 8,035.91 10,876.26 (2,840.35)100 WACHOVIA CORP 2ND NEW 12115/2005 2/4/2003 5,354.57 3,526.50 1,828.07

1000 WACHOVIA CORP 2ND NEW 2/24/2006 1131/2006 57,254.24 54,561.20 2,693.04 -

1970 WACHOVIA CORP 2ND NEW 4/5/2006 4/19/2005 111,464.30 98,792.94 12,671.36 -

1800 WACHOVIA CORP 2ND NEW 5/212006 3/20/2006 106,358.73 102,051.18 4,307.55 -200 WACHOVIA CORP 2ND NEW 5/2/2006 4/11/2006 11,817.64 11,246.14 571.50 -

2698 WACHOVIA CORP 2ND NEW 5/9/2006 4/19/2005 147,552.60 135,301.19 - 12,251.41

510 WACHOVIA CORP 2ND NEW 5/9/2006 1/512006 27,891.70 27,538.11 353.59 -

116 WACHOVIA CORP 2ND NEW 5/9/2006 4/10005 6,344.00 5,821.23 - 522.773252 WACHOVIA CORP 2ND NEW 5/10/2006 4/19/2005 179,534.81 163,083.58 16,451.23

754 WACHOVIA CORP 2ND NEW 5/10V2006 4/19/2005 41,626.46 37,837.98 - 3,788.48

200 WACHOVIA CORP 2ND NEW 6/2/2006 4/11/2006 11,053.42 11,246.14 (192.72) -1040 WACHOVIA CORP 2ND NEW 612/2006 1/31/2006 57,477.79 56,743.65 734.14 -562 WACHOVIA CORP 2ND NEW 6/2/2006 11611006 31,060.11 30,199.80 860.31 -1798 WACHOVIA CORP 2ND NEW 61212006 1/6/2006 99,093.72 96,617.87 2,475.85 -1702 WACHOVIA CORP 2ND NEW 8/1512006 7/24/2006 93,855.94 91,599.09 2,256.85 -1698 WACHOVIA CORP 2ND NEW 8/15/2006 7/24W06 93,684.27 91,383.81 2,300.46 -

453 WACHOVIA CORP 2ND NEW 10/20/2006 9/27/2006 24,926.64 25,275.13 (348.49) -0.15 WACHOVIA CORP 2ND NEW 10/23(2006 9/27/2006 8.27 8.37 (0.10)

0.026 WACHOVIA CORP 2ND NEW 10/23/2006 6/17/2005 1.43 1.45 - (0.02)113.487 WACHOVIA CORP 2ND NEW 10/2312006 6/17/2005 6,327.67 6,332.03 - (4.36)

471.513 WACHOVIA CORP 2ND NEW 10/2312006 6/16/2005 26,290.05 26,308.07 - (18.02)

674 WACHOVIA CORP 2ND NEW 11/14/2006 9/27/2006 37,362.04 37,605.83 (243.79)

2026 WACHOVIA CORP 2ND NEW 11/14/2006 9/27/2006 112,386.87 113,040.67 (653.80) -

2080 WACHOVIA CORP 2ND NEW 11/14/2006 9127/2006 115,382.37 114,784.80 597.57 -820 WACHOVIA CORP 2ND NEW 11/14/2006 9/27/2006 45,487.28 45,223.33 263.95

200 WAL MART STORES INC COM 3/20/2006 2/2412006 9,501.38 9,080.90 420.48 -4200 WAL MART STORES INC COM 5/2/2006 4/11/2006 193,359.95 190,988.70 2,371.25 -

200 WAL MART STORES INC COM 5(2/2006 2/24/2006 9,207.62 9,060.90 126.72 -3533 WAL MART STORES INC COM 7/17/2006 5/30/2006 151,648.66 171,323.65 (19,674.99) -2800 WAL MART STORES INC COM 9/6/2006 6/2(2006 127,019.77 133,578.76 (6,558.99) -450 WAL MART STORES INC COM 9/27/2006 6/2/2006 22,130.32 21,468.02 662.30 -450 WAL MART STORES INC COM 9/27/2006 6/2/2006 22,222.02 21,468.01 754.01 -

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698 WAL MART STORES INC COM 10/20/2006 6/2/2006 34,071.82 33,299.28 772.54 -

402 WAL MART STORES INC COM 10/20/2006 6/2/2006 19,862.89 19,178.09 684.80 -

1600 WAL MART STORES INC COM 10/20/2006 2/24/2006 79,056.29 72,647.20 6,409.09 -400 WAL MART STORES INC COM 10/20/2006 1/6/2006 19,764.07 18,153.52 1,610.55 -

300 WAL MART STORES INC COM 10/20/2006 8/15/2006 14,823.05 13,304.46 1,518.59 -

300 WAL MART STORES INC COM 10/20/2006 8/15/2006 14,823.06 13,255.50 1,567.56 -

600 WAL MART STORES INC COM 10/20/2006 10/8/1998 29,646.11 16,859.34 - 12,786.77

1400 WALGREEN CO COM 1/31/2006 1/6/2006 60,969.66 60,837.84 131.82 -

1400 WALGREEN CO COM 4/11/2006 3/20/2006 60,231.33 63,177.38 (2,946.05) -

800 WALGREEN CO COM 6/2/2006 5/2/2006 33,882.23 33,372.64 509.59 -

500 WALGREEN CO COM 6/26/2006 5/2/2006 21,919.82 20,857.90 1,061.92 -

1539 WALGREEN CO COM 9/28/2006 4/20/2005 69,041.27 65,352.25 - 3,689.02

1873 WALGREEN CO COM 9/29/2006 4/20/2005 83,688.50 79,535.25 - 4,153.25

200 WASHINGTON MUT INC 12/15/2005 11/22/2005 8,793.41 8,412.76 380.65 -

2500 WASHINGTON MUT INC 12/1512005 10/7/2005 109,917.65 95,246.50 14,671.15

2200 WASHINGTON MUT INC 1/31/2006 1/6/2006 92,893.02 98,907.82 (6,014.80) -

100 WASHINGTON MUT INC 2/24/2006 1/6/2006 4,384.11 4,495.81 (111.70) -200 WASHINGTON MUT INC 2/24/2006 1017/2005 8,768.23 7,619.72 1,148.51 -

100 WASHINGTON MUT INC 4/11/2006 10/7/2005 4,417.34 3,809.86 607.48 -

600 WASHINGTON MUT INC 4/11/2006 3/4/2003 26,504.07 20,598.06 - 5,906.01

1600 WASHINGTON MUT INC 9/27/2006 8/15/2006 69,317.87 70,407.20 (1,089.33)

352 WASHINGTON MUT INC 9/27/2006 9/6/2006 15,249.93 14,977.25 272.68 -2348 WASHINGTON MUT INC 9/27/2006 9/6/2006 101,928.47 99,905.05 2,023.42 -

200 WASTE CONNECTIONS INC 8/9/2006 10/15/2004 7,356.05 5,906.98 - 1,449.07

200 WASTE CONNECTIONS INC 10/12/2006 10/15/2004 8,112.53 5,906.98 2,205.55

100 WASTE CONNECTIONS INC 10/12/2006 10/31/2003 4,056.26 2,312.33 - 1,743.93

430 WASTE MANAGEMENT INC 10/16/2006 4127/2006 16,429.28 16,168.00 261.28 -

735 WASTE MANAGEMENT INC 10/17/2006 4/27/2006 27,671.97 27,636.00 35.97 -

600 WATERS CORP COM 1/31/2006 12/15/2005 24,868.45 23,596.14 1,272.31 -

500 WATERS CORP COM 1/31/2006 11/3/2005 20,723.71 19,370.30 1,353.41 -

400 WATERS CORP COM 2/24/2006 11/3/2005 17,416.74 15,496.24 1,920.50 -1500 WATERS CORP COM 2/24/2006 1/6/2006 65,312.79 56,095.05 9,217.74 -

450 WATERS CORP COM 8/15/2006 7/24/2006 18,532.45 19,068.21 (535.76) -

450 WATERS CORP COM 8/15/2006 7/24/2006 18,532.46 18,996.75 (464.29) -

100 WATSCO INC COM 10/12/2006 1/27/2006 4,732.35 7,054.29 (2,321.94) -

400 WATSON PHARMACEUTICALS INC COM 1/31/2006 1/6/2006 13,218.55 13,316.40 (97.85)

304 WATSON PHARMACEUTICALS INC COM 2/24/2006 1/6/2006 9,165.89 10,120.46 (954.57) -

400 WATSON PHARMACEUTICALS INC COM 2/24/2006 11/22/2005 12,060.39 13,304.08 (1,243.69) -

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1996 WATSON PHARMACEUTICALS INC COM 2124W06 12/15/2005 60,181.34 65,162.21 (4,980.87) -

1700 WATSON PHARMACEUTICALS INC COM 512/2006 4/11/2006 49,766.14 46,595.13 3,171.01200 WATSON WYATT & CO HLDGS CL A 12t27/2005 8/26/2005 5,664.50 5,403.22 261.28 -

500 WATSON WYATT & CO HLDGS CL A 1/27/2006 8/26/2005 14,984.53 13,508.05 1,476.48 -

23 WATTS INDS INC CL A 5/5/2006 1/27/2006 863.62 760.67 102.95 -

77 WATTS INDS INC CL A 51512006 1/27/2006 2,884.72 2,546.61 338.11 -

200 WATTS INDS INC CL A 515/2006 9/27/2005 7,492.77 5,733.18 1,759.59 -

100 WATTS INDS INC CL A 5/5/2006 10/31/2003 3,746.38 1,784.17 - 1,962.21

40 WD 40 CO COM 7/6/2006 4/4/2006 1,341.61 1,246.00 95.61 -

60 WD 40 CO COM 7/5/2006 201/1006 2,012.41 1,817.70 194.71 -

100 WEBEX INC COM 5/5/2006 12127/2005 3,500.85 2,175.00 1,325.85 -

207 WEBEX INC COM 562006 10/31/2003 7,246.76 4,501.38 2,745.38

193 WEBEX INC COM 5/5/2006 10/31/2003 6,861.90 4,196.94 - 2,664.96

200 WEBEX INC COM 71612006 1(W31/2003 7,186.43 4,349.16 - 2,837.27

193 WEBSENSE INC COM 12/27/2005 5/1912005 13,317.00 9,978.96 3,338.04

107 WEBSENSE INC COM 12127/2005 511812005 7,382.99 5,480.41 1,902.58 -

100 WEBSENSE INC COM 12/2712005 8/2612005 6,900.00 4,684.14 2,215.86

600 WEBSENSE INC COM 8/9/2006 1/27/2006 11,265.07 19,094.85 (7,829.78)

342 WEBSENSE INC COM 8192006 4/4" 6,421.09 9,283.38 (2,862.29)

358 WEBSENSE INC COM 10/12!2006 4/4/2006 8,304.66 9,717.70 (1,413.04) -

379 WEBSENSE INC COM 10/1212006 5/5/2006 8,791.81 9,387.91 (596.10) -

63WEBSENSEIN000M 10/12006 5/5/2006 1,461.44 1,559.88 (98.44) -

200 WEBSENSE INC COM 11/10/2006 5/512006 5,368.89 4,952.00 416.89 -

337 WELLMAN INC COM 6/6/2006 6122/2005 1,383.34 3,572.94 (2,189.60) -

763 WELLMAN INC COM 60W06 6/22/2005 3,100.81 8,089.48 (4,988.67) -

700 WELLMAN INC COM 6/612006 8012005 2,844.78 5,255.67 (2,410.89) -

2000 WELLPOINT INC COM 3/2012006 1/62006 159,656.89 157,847.00 1,809.89

500 WELLPOINT INC COM 5/212006 1/612006 35,713.15 39,461.75 (3,748.60) -

200 WELLPOINT INC COM 5/2/2006 2124/2006 14,285.26 15,486.76 (1,201.50) -

1900 WELLPOINT INC COM 5/112006 4111/2006 135,709.98 137,086.14 (1,376.16) -

100 WELLS FARGO & CO NEW 12/8/2005 4/19/2005 6,236.73 5,910.11 326.62

1900 WELLS FARGO & CO NEW 12/15/2005 1113!2005 121,059.32 113,540.20 7,519.12 -

200 WELLS FARGO & CO NEW 12/15/2005 10/20/2004 12,743.09 11,731.74 - 1,011.35

600 WELLS FARGO & CO NEW 12115/2005 1/14/2004 38,229.26 33,884.28 - 4,344.98

1000 WELLS FARGO & CO NEW 2124N06 1/612006 64,419.32 63,219.10 1,200.22 -

500 WELLS FARGO & CO NEW 4/11/2006 3/2012006 32,219.31 32,556.75 (337.44) -

400 WELLS FARGO & CO NEW 5/212006 3/20/2006 27,110.69 26,045.40 1,065.29

1100 WELLS FARGO & CO NEW 5/212006 1/6/2006 74,554.39 69,541.01 5,013.38 -

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2200 WELLS FARGO & CO NEW 5/2/2006 1/14/2004 149,108.78 124,242.36 24,866.42

300 WELLS FARGO & CO NEW 5/212006 10/31/2003 20,333.01 16,758.33 - 3,574,68

400 WELLS FARGO & CO NEW 7/24/2006 6/212006 28,445.73 27,206.80 1,238.932700 WELLS FARGO & CO NEW 7/24/2006 6/2612006 192,008.65 177,596.01 14,412.641402 WELLS FARGO & CO NEW 10/20/2006 8/15/2006 51,241.39 49,224.22 2,017.17 -4100 WELLS FARGO & CO NEW 10/20/2006 9/6/2006 149,849.98 143,634.07 6,215.91 -

1398 WELLS FARGO & CO NEW 10/20/2006 8/15/2006 51,095.19 48,964.95 2,130.24 -

500 WELLS FARGO & CO NEW 10/20/2006 6/26/2006 18,274.39 16,444.08 1,830.31

2700 WEYERHAEUSER CO COM 3/20/2006 2/24/2006 195,925.15 186,520.32 9,404.83 -

600 WEYERHAEUSER CO COM 6/2/2006 5/2/2006 38,621.53 41,387.34 (2,765.81) -

252 WEYERHAEUSER CO COM 9/6/2006 7/24/2006 15,810.45 14,089.09 1,721.36 -

248 WEYERHAEUSER CO COM 9/6/2006 7/24/2006 15,585.08 13,865.46 1,719.62 -2400 WHIRLPOOL CORP COM (INCLUDES SPECIAL STOCK PURCHASE 5/2/2006 3/20/2006 212,835.06 208,439.04 4,396.02 -344 WILLIAMS COS INC 11/30/2006 416/2006 9,547.49 7,645.02 1,902.47204 WILLIAMS COS INC 11/30/2006 4/5/2006 5,661.89 4,475.60 1,186.29 -147 WILLIAMS COS INC 11/30/2006 415/2006 4,061.94 3,225.06 836.88 -

81 WILLIAMS COS INC JR SUB DEB CONV PFD 5.500% 11/6/2006 4/20/2005 9,364.17 7,047.00 - 2,317.17

404 WILLIAMS COS INC JR SUB DEB CONV PFD 5.500% 11/7/2006 4/20/2005 46,770.73 35,148.00 - 11,622.73

280 WILLIAMS COS INC JR SUB DEB CONV PFD 5.500% 11/20/2006 4/20/2005 34,205.04 24,360.00 - 9,845.04376 WINDSTREAM CORP COM 8/15/2006 7/24/2006 4,930.11 4,320.24 609.87 -

2224 WINDSTREAM CORP COM 8/15/2006 7/24/2006 29,161.08 25,496.16 3,664.92

1300 WINDSTREAM CORP COM 9/27/2006 9/6/2006 17,167.14 17,337.06 (169.92) -4152 WINDSTREAM CORP COM 11/14/2006 10/20/2006 56,675.54 56,191.51 484.03 -

948 WINDSTREAM CORP COM 11/14/2006 10/20/2006 12,916.10 12,829.85 86.25 -

3200 WINDSTREAM CORP COM 11/14/2006 9/6/2006 43,598.66 42,675.84 922.82 -

200 WINNEBAGO INDUSTRIES INC 7/6/2006 2/1612005 6,160.81 7,105.70 (944.89)

338 WOLVERINE TUBE INC 12/27/2005 11/1612004 1,719.65 3,513.44 - (1,793.79)

62 WOLVERINE TUBE INC 1/27/2006 11/16/2004 345.50 644.48 - (298.98)300 WOLVERINE TUBE INC 1/27/2006 7/26/2005 1,671.78 2,014.92 (343.14) -

100 WOODWARD GOVERNOR CO 12/27/2005 4/15/2005 8,679.06 6,415.00 2,264.06 -100 WOODWARD GOVERNOR CO 1/27/2006 10/31/2003 9,113.11 4,559.50 - 4,553.61100 WOODWARD GOVERNOR CO 8/9/2006 2/28/2006 2,990.57 3,271.67 (281.10)83 WOODWARD GOVERNOR CO 10/12/2006 10/31/2003 3,026.16 1,261.46 - 1,764.7017 WOODWARD GOVERNOR CO 10/12/2006 10/31/2003 614.96 258.37 - 356.59

500 WORLD ACCEP CORP S C NEW COM 8/9/2006 7/6/2006 20,904.75 17,774.25 3,130.50 -100 WORLD ACCEP CORP S C NEW COM 8/9/2006 2116/2005 4,180.95 2,944.53 1,236.42300 WORLD FUEL SVCS CORP COM 1/27/2006 8/26/2005 10,287.91 9,382.20 905.71 -

1400 WYETH COM 12115/2005 9/14/2005 62,398.47 63,434.98 (1,036.51) -

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1700 WYETH COM 1/6/2006 9/14/2005 80,423.68 77,028.19 3,395.492600 WYETH COM 2/24/2006 1/31/2006 127,549.48 119,259.14 8,290.34 -

100 WYETH COM 2124/2006 9/1412005 4,905.75 4,531.07 374.68 -

700 WYETH COM 2/24/2006 11/3/2005 34,340.25 31,303.02 3,037.23 -700 WYETH COM 2124/2006 11/2212005 34,340.24 30,117.08 4,223.16 -

1900 WYETH COM 2124/2006 2/1/2005 93,209.24 74,779.63 - 18,429.61

1000 WYETH COM 5/2/2006 2/1/2005 48,656.20 39,357.70 - 9,298.50

1400 WYETH COM 7/24/2006 2/1/2005 65,982.21 55,100.78 - 10,881.43

100 WYETH COM 7/2412006 3111/2004 4,713.01 3,820.37 - 892.641300 WYETH COM 9/6/2006 8/15/2006 62,574.74 61,851.01 723.73 -

200 WYETH COM 9/27/2006 8/15/2006 10,046.99 9,515.54 531.4520 WYNDHAM WORLDWIDE CORP COM 8/15/2006 9/1412005 569.34 910.53 (341.19) -

240 WYNDHAM WORLDWIDE CORP COM 9/6/2006 9/1412005 6,968.45 10,926.38 (3,957.93) -

160 WYNDHAM WORLDWIDE CORP COM 9/6/2006 11/3/2004 4,645.63 7,232.02 - (2,586.39)

100 WYNDHAM WORLDWIDE CORP COM 9/27/2006 11/3/2004 2,808.08 4,520.02 (1,711.94)

60 WYNDHAM WORLDWIDE CORP COM 9/27/2006 4/28/2005 1,684.85 2,655.09 - (970.24)

240 WYNDHAM WORLDWIDE CORP COM 9/27/2006 11/3/2005 6,739.40 9,847.67 (3,108.27) -80 WYNDHAM WORLDWIDE CORP COM 10/20/2006 11/3/2005 2,391.10 3,282.55 (891.45) -620 WYNDHAM WORLDWIDE CORP COM 10/20/2006 4/11/2006 18,531.04 22,967.00 (4,435.96) -100 WYNDHAM WORLDWIDE CORP COM 11/14/2006 4/11/2006 2,981.32 3,704.35 (723.03) -

4300 XCEL ENERGY INC COM 9/27/2006 9/6/2006 89,611.82 87,546.28 2,065.54 -

1900 XILINX INC COM 6/26/2006 6/212006 44,486.37 50,243.41 (5,757.04) -

350 XILINX INC COM 7/24/2006 6/2/2006 7,140.69 9,255.37 (2,114.68)

350 XILINX INC COM 7/24/2006 612/2006 7,055.78 9,255.36 (2,199.58)

100 XL CAP LTD CL A 12115/2005 1017/2005 6,648.52 6,559.63 88.89 -800 XL CAP LTD CL A 1/6/2006 1017/2005 55,609.09 52,477.04 3,132.05 -400 XL CAP LTD CL A 2124/2006 1/31/2006 26,863.73 27,332.36 (468.63) -800 XL CAP LTD CL A 3/20/2006 1/31/2006 53,777.78 54,664.72 (886.94) -300 XL CAP LTD CL A 3/20/2006 1017/2005 20,166.67 19,678.89 487.78

377 XL CAP LTD CL A 6/29/2006 2/9/2006 23,098.12 25,147.00 (2,048.88)43 XL CAP LTD CL A 6/30/2006 219/2006 2,634.71 2,868.22 (233.51) -

500 XL CAP LTD CL A 7/24/2006 1017/2005 32,646.29 32,798.15 (151.86) -1400 YAHOO! INC COM 1/31/2006 11/22/2005 48,881.59 58,519.44 (9,637.85) -400 YAHOO! INC COM 3/20/2006 11/2212005 12,257.46 16,719.84 (4,462.38)

100 YAHOO! INC COM 3/20/2006 12/15/2005 3,064.36 4,147.79 (1,083.43) -

2400 YUM BRANDS INC COM 1/6/2006 11/3/2005 117,869.50 123,916.32 (6,046.82) -

2000 YUM BRANDS INC COM 1/6/2006 11/22/2005 98,224.58 98,125.20 99.38

600 YUM BRANDS INC COM 3/20/2006 2/24/2006 30,055.53 29,784.72 270.81 -

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100 YUM BRANDS INC COM 3/20/2006 1/31/2006 5,009.26 4,943.12 66.14 -2100 YUM BRANDS INC COM 5/212006 1/31/2006 107,458.10 103,805.52 3,652.58 -

13 YUM BRANDS INC COM 5/2/2006 11/22/2005 665.22 637.81 27.41

13 YUM BRANDS INC COM 8/15/2006 6/2/2006 617.35 664.59 (47.24)2187 YUM BRANDS INC COM 8115/2006 11/22/2005 103,857.88 107,299.91 (3,442.03) -100 YUM BRANDS INC COM 8/15/2006 12/15/2005 4,748.87 4,811.20 (62.33)

900 YUM BRANDS INC COM 8/1512006 4111/2006 42,739.87 42,984.81 (244.94) -600 YUM BRANDS INC COM 9/6/2006 4/11/2006 29,517.17 28,656.54 860.63 -502 YUM BRANDS INC COM 10/20/2006 9/2712006 29,024.30 26,803.09 2,221.21 -

498 YUM BRANDS INC COM 10/20/2006 9/27/2006 28,793.02 26,366.61 2,426.41

400 YUM BRANDS INC COM 10/20/2006 4/11/2006 23,126.93 19,104.36 4,022.57 -

200 ZALE CORP NEW COM 11/10/2006 10/31/2003 5,701.58 5,163.25 - 538.33

150 ZENITH NATL INS CORP 1/27/2006 8126/2005 7,683.36 6,243.00 1,440.36150 ZENITH NATL INS CORP 1/27/2006 10/15/2004 7,683.36 3,948.27 - 3,735.09

200 ZENITH NATL INS CORP 1/27/2006 10/31/2003 10,244.49 3,997.28 6,247.21

100 ZENITH NATL INS CORP 10/12/2006 2/28/2006 4,222.51 5,198.94 (976.43) -300 ZENITH NATL INS CORP 10/1212006 5/5/2006 12,667.53 12,378.15 289.38 -

188 ZIMMER HLDGS INC COM 3/15/2006 4/20/2005 12,903.15 14,639.75 (1,736.60) -


244 ZIMMER HLDGS INC COM 3120/2006 4/20/2005 16,976.12 19,000.52 (2,024.40)506 ZIMMER HLDGS INC COM 4121/2006 4/20/2005 33,744.86 39,402.73 - (5,657.87)639 ZIMMER HLDGS INC COM 4/26/2006 4/20/2005 41,945.55 49,759.57 (7,814.02)1209 ZIMMER HLDGS INC COM 5/1/2006 4/20/2005 76,564.10 94,146.04 (17,581.94)

236 ZIMMER HLDGS INC COM 5/212006 4/20/2005 14,642.08 18,377.56 - (3,735.48)439 ZIMMER HLDGS INC COM 5/3/2006 4/20/2005 27,070.06 34,185.37 (7,115.31)665 ZIMMER HLDGS INC COM 5/8/2006 4/20/2005 41,210.78 51,784.21 (10,573.43)

753 ZIMMER HLDGS INC COM 519/2006 4/20/2005 46,323.14 58,636.86 (12,313.72)502 ZIMMER HLDGS INC COM 5/10/2006 4/20/2005 31,246.03 39,091.24 - (7,845.21)225 ZIMMER HLDGS INC COM 5/11/2006 4/20/2005 14,039.52 17,520.97 - (3,481.45)


800 ZIMMER HLDGS INC COM 7/24/2006 612/2006 44,169.68 48,860.96 (4,691.28) -

149 ZIMMER HLDGS INC COM 8/15/2006 6/2/2006 10,001.32 9,100.35 900.97

551 ZIMMER HLDGS INC COM 8/15/2006 6/212006 36,983.69 33,652.99 3,330.70 -3700 ZIMMER HLDGS INC COM 8/15/2006 6/26/2006 248,347.84 215,165.73 33,182.11 -869 ZIMMER HLDGS INC COM 9/27/2006 9/6/2006 58,959.83 59,002.41 (42.58) -

1031 ZIMMER HLDGS INC COM 9/27/2006 9/6/2006 70,150.28 70,001.70 148.58

1100 ZIMMER HLDGS INC COM 11/14/2006 9/6/2006 81,205.99 74,686.59 6,519.40 -

344 ZIONS BANCORPORATION COM 12127/2005 10/31/2003 26,668.16 19,869.12 - 6,799.04

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0.96 ZIONS BANCORPORATION COM 12/30/2005 10/31/2003 73.63 55.45 18.18

1500 ZIONS BANCORPORATION COM 1/6/2006 12115/2005 117,207.75 112,241.55 4,966.20 -

600 ZIONS BANCORPORATION COM 1/31/2006 12/15/2005 47,363.74 44,896.62 2,467.12 -

LONG TERM CAPITAL GAIN DIVIDENDS 1,370,357.44 1,370,357.44

155,652,837.35 147 ,964,369.69 2,528,561.44 5 ,159,906.22

TOTAL FEDERAL GAIN(LOSS) 7,688,467.66

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