| L&G | LGI.BER | GB0005603997 | |
| L'Oreal | LOR.ETR | FR0000120321 | |
| L-1 Identity Solutions Inc. | US50212A1060 | ||
| L-3 Communications | LLL.NYS | US5024241045 | |
| L.B. Foster Company | US3500601097 | ||
| La Fitness | LFS.ISE | GB0008514027 | |
| La Jolla Pharma | LJPC.NAS | US5034591090 | |
| La Jolla Pharmaceutical Co. | US5034593070 | ||
| La Quinta | LQI.NYS | US50419U2024 | |
| La Seda De Barcelona | SDY.STU | ES0175290115 | |
| LA-Z-Boy | LZB.NYS | US5053361078 | |
| LAB Research Inc. | CA50535R1091 | ||
| LaBarge, Inc | US5024701071 | ||
| LabCorp | LH.NYS | US50540R4092 | |
| LabOne | LABS.NAS | US50540L1052 | |
| Labopharm | DDS.TOR | CA5049051009 | |
| Labor Ready | LRW.NYS | US5054012084 | |
| Laboratorios Almirall S.A. Acc | ES0157097017 | ||
| LaBranche & Co | LAB.NYS | US5054471025 | |
| Labroy Marine Ltd. | SG1I43882493 | ||
| LACLEDE GROUP INC | US5055971049 | ||
| LaCrosse Footwear, Inc. | US5056881015 | ||
| Ladbrokes PLC | GB00B0ZSH635 | ||
| Ladish | LDSH.NAS | US5057542004 | |
| Lafarge | LAF.NYS | CA5058621023 | |
| Lafarge North America | LAF.NYS | US5058621021 | |
| LAFAYETTE MINING LTD. | AU000000LAF9 | ||
| Lagardere | LAG.ETR | FR0000130213 | |
| LAI FUNG HOLDINGS LTD. | KYG5342X1060 | ||
| Lai Sun Garment (Intl.) Ltd. | HK0191032033 | ||
| Laidlaw International | BUS.TOR | BUS.TOR | |
| LAIDLAW INTL INC | US50730R1023 | ||
| Laird Group | LGP.BER | GB0005005227 | |
| Lake Shore Gold Corp. | CA5107281084 | ||
| Lakeland Bancorp | LBAI.NAS | US5116371007 | |
| Lakeland Financial Corporation | US5116561003 | ||
| Lakeland Industries, Inc. | US5117951062 | ||
| Lakes Entertainment, Inc. | US51206P1093 | ||
| Lam Research Corp | LRCX.NAS | US5128071082 | |
| LAM SOON (HONG KONG) LTD. | HK0411006957 | ||
| Lamar Advertising | LAMR.NAS | US5128151017 | |
| Lamson & Sessions | LMS.NYS | US5136961043 | |
| Lancaster Colony Corporation | US5138471033 | ||
| Lance | LNCE.NAS | US5146061024 | |
| LanChile | LFL.NYS | US5017231003 | |
| Land and Houses PCL | TH0143010Z16 | ||
| LAND OF LEATHERS HOLDING PLC | GB00B099P682 | ||
| Land Securities | LSU1.BER | GB0031809436 | |
| LandAmerica Financial | LFG.NYS | US5149361033 | |
| Landauer | LDR.NYS | US51476K1034 | |
| Landec | LNDC.NAS | US5147661046 | |
| Landesbank Berlin Holding | DE0008023227 | ||
| Landry's Seafood Restaurants | LNY.NYS | US51508L1035 | |
| Landstar System | LSTR.NAS | US5150981018 | |
| Langer | GAIT.NAS | US5157071078 | |
| LANNETT CO. INC. | US5160121019 | ||
| Lantronix | LTRX.NAS | US5165481046 | |
| LANXESS AG | DE0005470405 | ||
| LARSEN AND TOUBRO LTD. | USY5217N1183 | ||
| Las Vegas Sands Corp. | US5178341070 | ||
| LaSalle Hotel Properties | LHO.NYS | US5179421087 | |
| LaserCard Corp. | US51807U1016 | ||
| Laserscope | LSCP.NAS | US5180811045 | |
| Lassila + Tikanoja | LT5.STU | FI0009010854 | |
| Lastminute.com | LMC.ISE | GB0001583078 | |
| Lateegra Gold Corp. | CA51818R1055 | ||
| Lattice Semiconductors | LSCC.NAS | US5184151042 | |
| Laureate Education | LAUR.NAS | US5186131042 | |
| Laurus | NL0000340776 | ||
| LAVENDON GROUP PLC | GB0005057541 | ||
| LAWSON INC. | JP3982100004 | ||
| Lawson Products, Inc. | US5207761058 | ||
| Lawson Software | LWSN.NAS | US5207801078 | |
| Lawson Software Inc. (new) | US52078P1021 | ||
| Layne Christensen | LAYN.NAS | US5210501046 | |
| Lazard Ltd. | BMG540501027 | ||
| LBI International AB Namn-Akti | SE0000495293 | ||
| LCA Vision | LCAV.NAS | US5018033085 | |
| LCC International | LCCI.NAS | US5018101056 | |
| LDK Solar Co. Ltd. | US50183L1070 | ||
| LE SAUNDA HOLDINGS LTD. | BMG5456B1063 | ||
| Leadcom Integrated Solutions L | IL0010924368 | ||
| Leading Brands | LBIX.NAS | CA52170U1084 | |
| Leadis Technology | LF4.ETR | US52171N1037 | |
| Leap Wireless Intl Inc. Regist | US5218633080 | ||
| Leapfrog | LEAA.ETR | US52186N1063 | |
| Lear | LEA.NYS | US5218651058 | |
| Learning Tree International | LTRE.NAS | US5220151063 | |
| LEASINVEST REAL ESTATE SICAFI | BE0003770840 | ||
| LECG | LEZ.ETR | US5232341025 | |
| LeCroy | LCRY.NAS | US52324W1099 | |
| Lectra | LET.STU | FR0000065484 | |
| Lee & Man Holding | KYG5427E1145 | ||
| Lee Enterprises | LEE.NYS | US5237681094 | |
| LEEDS GROUP PLC | GB0005100606 | ||
| Leesport Financial Corporation | US5244771060 | ||
| Legacy Bancorp, Inc. | US52463G1058 | ||
| Legacy Hotels REIT | LGY.UN.TOR | LGY.UN.TOR | |
| Legacy Reserves L.P. | US5247073043 | ||
| Legato Systems | LGTO.NAS | US5246511068 | |
| Legg Mason | LM.NYS | US5249011058 | |
| Leggett & Platt | LEG.NYS | US5246601075 | |
| Legrand S.A. Actions au Port. | FR0010307819 | ||
| Lehman Brothers | LEH.NYS | US5249081002 | |
| Lehman Brothers Holding | LEH-C.NYS | US5249087041 | |
| Leica Geosystems | LGZN.ETR | CH0010870480 | |
| LEIGHTON HOLDINGS LTD. | AU000000LEI5 | ||
| Leisure & Gaming PLC | GB00B071S784 | ||
| Leitch Technology | LVID.NAS | CA52543H1073 | |
| LeMaitre Vascular, Inc. | US5255582018 | ||
| LEMMINKAEINEN OYJ | FI0009900336 | ||
| LEND LEASE CORP. LTD. | AU000000LLC3 | ||
| Lennar Corp | LEN.B.NYS | US5260573028 | |
| Lennar Puryear | LEN.NYS | US5260571048 | |
| Lennox International | LII.NYS | US5261071071 | |
| Lenovo Group Ltd. | HK0992009065 | ||
| LENZING AG | AT0000644505 | ||
| Leoni | LEO.ETR | DE0005408884 | |
| LEOPALACE21 CORP. | JP3167500002 | ||
| LERADO GROUP HOLDING CO. LTD. | BMG5454H1051 | ||
| Lesco | LSCO.NAS | US5268721066 | |
| Leucadia | LUK.NYS | US5272881047 | |
| Lev Pharmaceuticals Inc. | US52730C1018 | ||
| Level 3 Communications | LVLT.NAS | US52729N1000 | |
| LEVITT CORP CL A | US52742P1084 | ||
| Levitt Corporation | LEV.NYS | LEV.NYS | |
| Lexar Media | LEXR.NAS | US52886P1049 | |
| Lexent | LXT.ETR | US52886Q1022 | |
| Lexicon Genetics | LEXG.NAS | US5288721047 | |
| Lexington Corporate Properties | LXP.NYS | US5290431015 | |
| Lexmark International | LXK.NYS | US5297711070 | |
| Leyshon Resources Ltd. | AU000000LRL1 | ||
| LG Chem | LGHD.ISE | US50185Q1040 | |
| LG Electronics Inc. [new] | US50186Q2021 | ||
| LG Philips LCD Co. Ltd. | US50186V1026 | ||
| LGL Group, Inc (The) | US50186A1088 | ||
| LHC Group Inc. | US50187A1079 | ||
| LI & FUNG LTD. | BMG5485F1445 | ||
| Lian Beng Group Ltd. | SG1G55870362 | ||
| LIBBEY INC SC | US5298981086 | ||
| Liberty Global Inc. | US5305551013 | ||
| Liberty Global, Inc. | US5305552003 | ||
| Liberty Group | LTX.BER | FR0000075087 | |
| Liberty Group Ltd. | ZAE000057360 | ||
| Liberty International | LII.ISE | GB0006834344 | |
| Liberty Media | LBTYB.NAS | US5307191032 | |
| Liberty Media Corp. | US53071M1045 | ||
| Liberty Media Corporation - Ca | US53071M4015 | ||
| Liberty PLC | GB0007742082 | ||
| Liberty Property Trust | LRY.NYS | US5311721048 | |
| LIDCO GROUP PLC | GB0030546849 | ||
| Life Partners Holding | LPHI.NAP | LPHI.NAP | |
| LIFE TIME Fitness | LTM.NYS | US53217R2076 | |
| LifeCell | LIFC.NAS | US5319271012 | |
| Lifecore Biomedics | LCBM.NAS | US5321871015 | |
| LifePoint Hospitals | LPO.FSE | US53219L1098 | |
| Lifetime Brands, Inc. | US53222Q1031 | ||
| Lifetime Hoan | LCUT.NAS | US5319261039 | |
| Lifeway Foods | LWAY.NAS | US5319141090 | |
| Ligand Pharma | LGND.NAS | US53220K2078 | |
| Lightbridge | LTBG.NAS | US5322261075 | |
| Lihir Gold Ltd. | PG0008974597 | ||
| Lihir Gold, Limited - American | US5323491077 | ||
| Limco -Piedmont Inc. | US53261T1097 | ||
| LIME ENERGY CO | US53261U1060 | ||
| Limelight Networks Inc. | US53261M1045 | ||
| Limited Brands | LTD.NYS | US4611561014 | |
| Lin TV | TVL.NYS | US5327741063 | |
| Linair Technologies Ltd. | SG1Q66923448 | ||
| Linamar | LNR.TOR | CA53278L1076 | |
| Lincare Holding | LNCR.NAS | US5327911005 | |
| Lincoln Educational Services C | US5335351004 | ||
| Lincoln Electric | LECO.NAS | US5339001068 | |
| Lincoln National | LNC-V.NYS | US5340422055 | |
| LINCOLN NATL CP PF 3 | US5341872084 | ||
| Linde | LIN.ETR | DE0006483001 | |
| Lindex | LDX.ETR | SE0000267056 | |
| Lindsay | LNN.NYS | US5355551061 | |
| Lindt & Sprüngli Chocoladefabr | LISP.ZRH | CH0010570767 | |
| Linear Gold Corp. | CA53566Q1072 | ||
| Linear Technology | LLTC.NAS | US5356781063 | |
| Linedata Services | LN4.FSE | FR0004156297 | |
| Linens 'n Things | LIN.NYS | US5356791047 | |
| Link REIT, The Registered Unit | HK0823032773 | ||
| Linktone | LTON.NAS | US5359251015 | |
| Linmark Group Ltd. | BMG549601026 | ||
| Linn Energy LLC | US5360201009 | ||
| Linos | LIA.FSE | DE0005256507 | |
| LION Bioscience | LIO.ETR | DE0005043509 | |
| LION CORP. | JP3965400009 | ||
| LION NATHAN LTD. | AU000000LNN6 | ||
| Lionbridge Technologies | LIOX.NAS | US5362521099 | |
| LionOre Mining | LMGGF.NAP | LMGGF.NAP | |
| LionOre Mining International | LM2.BER | AU000000LIM8 | |
| Lions Gate | LGF.TOR | CA5359192039 | |
| Liontrust | LIO.ISE | GB0007388407 | |
| Lipman Electronic Engineering | LPM.ETR | IL0004280116 | |
| LipoNova AG | DE000LNAG002 | ||
| LIQUIDATION WORLD INC. | CA53634D2032 | ||
| Liquidity Services Inc. | US53635B1070 | ||
| Liquidmetal | LQMT.NAS | US53634X1000 | |
| LISI | PFII.PSE | FR0000050353 | |
| Lithia Motors | LAD.NYS | US5367971034 | |
| Littelfuse | LFUS.NAS | US5370081045 | |
| LITTLEFIELD CORP | US5375901015 | ||
| Live Nation Inc. | US5380341090 | ||
| LivePerson | LPSN.NAS | US5381461012 | |
| Livermore Investments Gr.Ltd. | VGG3037J1021 | ||
| Livingston International | LIV.UN.TOR | CA5386721065 | |
| Liz Claiborne | LIZ.NYS | US5393201018 | |
| LJ International | LJI.BER | VGG553121051 | |
| LKQ Corporation | LKQX.NAS | US5018892084 | |
| LLB | LLB.ZRH | CH0000753266 | |
| Lloyds TSB Group | LLD.FSE | GB0008706128 | |
| Llyods TSB | LYG.NYS | US5394391099 | |
| LMI AEROSPACE INC. | US5020791068 | ||
| LMS Medical Systems Inc | CA5020891050 | ||
| LNR Property | LNR.NYS | US5019401000 | |
| Loblaw | L.TOR | CA5394811015 | |
| Local Financial | LFIN.NAS | US5395531073 | |
| Local Radio Company PLC | GB00B0108C60 | ||
| Local.com Corp. | US53954R1059 | ||
| Lockheed Martin | LMT.NYS | US5398301094 | |
| LodgeNet Entertainment | LNET.NAS | US5402111091 | |
| Lodgian | LGN.ASE | US54021P2056 | |
| Lodgian, Inc | US54021P4037 | ||
| Loewe | LOE.ETR | DE0006494107 | |
| Loews Corp | LTR.NYS | US5404241086 | |
| LogicaCMG | LOQ.ETR | GB0005227086 | |
| LogicVision | LGVN.NAS | US54140W1071 | |
| Logility, Inc. | US54140Y1038 | ||
| Logista | LOG.MC | ES0160973014 | |
| Logitech | LOGI.NAS | US5414191073 | |
| LOGITECH 12/2007 - Put Option | CH0021655334 | ||
| Logitech International S.A. Na | CH0025751329 | ||
| LoJack | LOJN.NAS | US5394511043 | |
| Lok´n Store Group PLC | GB0007276115 | ||
| London Asia Capital PLC | GB0008251513 | ||
| London Capital Group Hldgs PLC | GB00B0RHGY93 | ||
| London Merchant | LMSO.ISE | GB0000444512 | |
| LONDON SCOTTISH BANK PLC | GB0005316079 | ||
| London Stock Exchange | GB00B0SWJX34 | ||
| Lone Star Technologies | LSS.NYS | US5423121038 | |
| Longcheer Holding | BMG5635H1079 | ||
| Longs Drug | LDG.NYS | US5431621011 | |
| Longtop Financial Techn. Ltd. | US54318P1084 | ||
| Longview Fibre | LFB.NYS | US5432131028 | |
| Lonmin | LRH.ETR | GB0031192486 | |
| Lonza | LO3.FSE | CH0013841017 | |
| Lookers | LOOK.ISE | GB0005344469 | |
| Lookers PLC | GB00B17MMZ46 | ||
| LookSmart | LOOK.NAS | US5434421070 | |
| LookSmart Ltd. | US5434425030 | ||
| LoopNet, Inc. | US5435243002 | ||
| Lopro Corp. | JP3661000004 | ||
| Loral Space and Communications | US5438811060 | ||
| Lottomatica S.p.A. Azioni nom. | IT0003990402 | ||
| Loudeye | LOUD.NAS | US5457541036 | |
| Louisiana Pacific | LPX.NYS | US5463471053 | |
| LOW & BONAR PLC | GB0005363014 | ||
| Lowe's Companies | LOW.NYS | US5486611073 | |
| LPKF | LPK.FSE | DE0006450000 | |
| LS TELCOM AG | DE0005754402 | ||
| LSB INDUSTRIES INC. | US5021601043 | ||
| LSI Industries | LYTS.NAS | US50216C1080 | |
| LSI Logic | LSI.NYS | US5021611026 | |
| LTC Properties | LTC.NYS | US5021751020 | |
| LTX Corp | LTXX.NAS | US5023921035 | |
| Lubrizol | LZ.NYS | US5492711040 | |
| LUBY S INC | US5492821013 | ||
| LUCAS ENERGY INC | US5493331020 | ||
| Lucent | LU.NYS | US5494631071 | |
| Luen Thai Holding | KYG5697P1046 | ||
| LUFKIN INDUSTRIES INC. | US5497641085 | ||
| Lufthansa | LHA.ETR | DE0008232125 | |
| LUK FOOK HOLDINGS (INTL.) LTD. | BMG5695X1092 | ||
| Lukoil | LUK.FSE | US6778621044 | |
| LUKOIL OIL COMPANY | US6778625003 | ||
| lululemon athletica inc. | US5500211090 | ||
| Luminar | LMR.ISE | GB0005382444 | |
| Luminent Mortgage Capital | LUM.ISE | LUM.ISE | |
| Luminent Mortgage Capital Inc. | US5502783039 | ||
| Luminex | LMNX.NAS | US55027E1029 | |
| Luna Innovations Incorporated | US5503511009 | ||
| Lundbeck | LDB.ETR | DK0010287234 | |
| Lundin Mining Corp. | SE0001134529 | ||
| LUNDIN PETROLEUM AB Namn-Aktie | SE0000825820 | ||
| LUNG KEE BERMUDA HLDGS LTD. | BMG5697D1011 | ||
| Luxottica | LUXA.ETR | IT0001479374 | |
| LUXOTTICA GROUP S.P.A. Az. nom | US55068R2022 | ||
| LUZERNER KB N | CH0011693600 | ||
| LVMH | MOH.FSE | FR0000121014 | |
| LYCOS EUROPE | NL0000233195 | ||
| Lyondell Chemicals | LYO.NYS | US5520781072 | |
| Lyttelton Port Co. Ltd. | NZLPCE0001S6 |
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