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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2009
Check here if Amendment [X]; Amendment Number: 1
This Amendment (Check only one.):
[X] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: ING Groep N.V.
Address: Amstelveenseweg 500
1081 KL, Amsterdam,
The Netherlands
Form 13F File Number: 28-13263
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Fred Severin
Title: Compliance Officer
Phone: +31 20 576 65 39
Signature, Place, and Date of Signing:
/s/ Fred Severin, Amsterdam, June 23, 2009
Name: Maarten Edixhoven
Title: Head of Corporate Compliance
Phone: +31 20 576 51 17
Signature, Place, and Date of Signing:
/s/ Maarten Edixhoven, Amsterdam, June 23, 2009
----------------------
This amendment provides corrected values for the share holdings included in the
Information Table.
Report Type (Check only one.):
[ ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
-------------------- ---------------------------------------
28-13194 ING Investment Management, Inc.
28-11943 ING Investment Management (Europe) B.V.
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FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 1210
Form 13F Information Table Value Total: $11,826,448
(USD thousands)
List of Other Included Managers:
No. Form 13F File Number Name
--- -------------------- ----------------------------------------
01 Other wholly owned subsidiary of
ING Groep N.V.
02 ING Investment Management Advisors B.V.
Form 13F Information Table
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
---------------------------- -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF PUT/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (X1000) SHARES SH/PRN CALL DISCRETION MANAGERS SOLE SHARE NONE
---------------------------- -------------- --------- ---------- ---------- ------ ----- ---------- -------- --------- ------ ----
1ST SOURCE CORP COM 336901103 703 38,950 DEFINED 1
3COM CORP COM 885535104 1,993 644,970 DEFINED 1
3M CO COM 88579Y101 17,754 357,075 DEFINED 1
AAR CORP COM 000361105 1,189 94,790 DEFINED 1
AARON RENTS INC COM 002535201 3,356 125,870 DEFINED 1
ABAXIS INC COM 002567105 212 12,317 DEFINED 1
ABBOTT LABS COM 002824100 131,779 2,762,652 DEFINED 1
ABERCROMBIE & FITCH CO CL A 002896207 799 33,590 DEFINED 1
ACADIA RLTY TR COM SH BEN INT 004239109 771 72,697 DEFINED 1
ACTUANT CORP CL A NEW 00508X203 5,664 548,300 DEFINED 1
ACUITY BRANDS INC COM 00508Y102 4,671 207,226 DEFINED 1
ACXIOM CORP COM 005125109 1,035 139,930 DEFINED 1
ADAPTEC INC COM 00651F108 478 199,339 DEFINED 1
ADMINISTAFF INC COM 007094105 366 17,309 DEFINED 1
ADOBE SYS INC COM 00724F101 19,902 930,429 DEFINED 1
ADTRAN INC COM 00738A106 496 30,600 DEFINED 1
ADVANCED MICRO DEVICES INC COM 007903107 413 135,248 DEFINED 1
AEROPOSTALE COM 007865108 11,175 420,760 DEFINED 1
AES CORP COM 00130H105 15,113 2,601,246 DEFINED 1
AETNA INC NEW COM 00817Y108 20,483 841,891 DEFINED 1
AFFILIATED COMPUTER SERVICES CL A 008190100 5,335 111,394 DEFINED 1
AFFILIATED MANAGERS GROUP COM 008252108 749 17,950 DEFINED 1
AGCO CORP COM 001084102 1,950 99,466 DEFINED 1
AGILENT TECHNOLOGIES INC COM 00846U101 1,236 80,410 DEFINED 1
AGILYSYS INC COM 00847J105 70 16,350 DEFINED 1
AGL RESOURCES, INC. COM 001204106 848 31,952 SH DEFINED 2 31,952
AIR PRODS & CHEMS INC COM 009158106 18,104 321,853 DEFINED 1
AIR PRODUCTS & CHEMICALS,
INC. COM 009158106 493 8,756 SH DEFINED 2 8,756
AIRGAS INC COM 009363102 23,596 697,910 DEFINED 1
AKAMAI TECHNOLOGIES INC COM 00971T101 3,097 159,660 DEFINED 1
ALASKA AIR GROUP INC COM 011659109 812 46,190 DEFINED 1
ALASKA COMMUNICATIONS SYS GR COM 01167P101 6,643 991,484 DEFINED 1
ALBANY INTL CORP CL A 012348108 692 76,500 DEFINED 1
ALBANY MOLECULAR RESH INC COM 012423109 226 23,940 DEFINED 1
ALBEMARLE CORP COM 012653101 9,858 452,840 DEFINED 1
ALCOA INC COM 013817101 12,129 1,652,391 DEFINED 1
ALCON, INC. COM SHS H01301102 555 6,102 SH DEFINED 2 6,102
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,913 107,501 DEFINED 1
ALEXION PHARMACEUTICALS INC COM 015351109 4,346 115,400 DEFINED 1
ALIGN TECHNOLOGY INC COM 016255101 141 17,800 DEFINED 1
ALKERMES INC COM 01642T108 1,302 107,300 DEFINED 1
ALLEGHENY ENERGY INC COM 017361106 2,746 118,517 DEFINED 1
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,199 54,662 DEFINED 1
ALLERGAN INC COM 018490102 5,021 105,122 DEFINED 1
ALLETE INC COM NEW 018522300 508 19,040 DEFINED 1
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,056 245,099 DEFINED 1
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 524 18,000 DEFINED 1
ALLIANT ENERGY CORP COM 018802108 2,039 82,600 DEFINED 1
ALLIANT TECHSYSTEMS INC COM 018804104 4,401 65,700 DEFINED 1
ALLIED CAP CORP NEW COM 01903Q108 20 12,350 DEFINED 1
ALLSTATE CORP COM 020002101 5,364 280,112 DEFINED 1
ALTRIA GROUP INC COM 02209S103 81,296 5,074,663 DEFINED 1
ALTRIA GROUP, INC. COM 02209S103 6,028 376,253 SH DEFINED 2 376,253
AMAZON COM INC COM 023135106 31,147 424,114 DEFINED 1
AMB PROPERTY CORP COM 00163T109 5,697 395,595 DEFINED 1
AMBAC FINL GROUP INC COM 023139108 70 90,300 DEFINED 1
AMEREN CORP COM 023608102 28,595 1,233,063 DEFINED 1
AMEREN CORP. COM 023608102 10,820 466,580 SH DEFINED 2 466,580
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 20,772 767,066 DEFINED 1
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,484 54,819 SH DEFINED 2 54,819
AMERICAN AXLE & MFG
HLDGS IN COM 024061103 17 12,700 DEFINED 1
AMERICAN EAGLE
OUTFITTERS NE COM 02553E106 25,246 2,062,550 DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 10,237 405,277 DEFINED 1
AMERICAN FINL GROUP
INC OHIO COM 025932104 3,615 225,242 DEFINED 1
AMERICAN GREETINGS CORP CL A 026375105 345 68,240 DEFINED 1
AMERICAN INTL GROUP INC COM 026874107 1,139 1,139,396 DEFINED 1
AMERICAN MED SYS HLDGS INC COM 02744M108 1,500 134,500 DEFINED 1
AMERICAN SUPERCONDUCTOR CORP COM 030111108 306 17,700 DEFINED 1
AMERICREDIT CORP COM 03060R101 846 144,350 DEFINED 1
AMERIGROUP CORP COM 03073T102 3,581 130,028 DEFINED 1
AMERISOURCEBERGEN CORP COM 03073E105 36,366 1,113,462 DEFINED 1
AMGEN INC COM 031162100 69,759 1,408,696 DEFINED 1
AMKOR TECHNOLOGY INC COM 031652100 115 42,840 DEFINED 1
AMPHENOL CORP NEW CL A 032095101 36,389 1,277,239 DEFINED 1
AMR CORP COM 001765106 62 19,300 DEFINED 1
AMYLIN PHARMACEUTICALS INC COM 032346108 2,567 218,450 DEFINED 1
ANADARKO PETE CORP COM 032511107 35,920 923,643 DEFINED 1
ANADIGICS INC COM 032515108 28 13,550 DEFINED 1
ANALOG DEVICES INC COM 032654105 10,662 553,309 DEFINED 1
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 6,928 188,463 DEFINED 1
ANIXTER INTL INC COM 035290105 2,270 71,640 DEFINED 1
ANNALY CAP MGMT INC COM 035710409 2,482 178,953 DEFINED 1
ANWORTH MORTGAGE ASSET CP COM 037347101 298 48,640 DEFINED 1
APACHE CORP COM 037411105 77,081 1,202,699 DEFINED 1
APOLLO GROUP INC CL A 037604105 47,223 602,875 DEFINED 1
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,219 72,233 DEFINED 1
APPLIED MATLS INC COM 038222105 7,875 732,525 DEFINED 1
AQUA AMERICA INC COM 03836W103 5,122 256,091 DEFINED 1
ARBITRON INC COM 03875Q108 9,177 611,395 DEFINED 1
ARCH COAL INC COM 039380100 19,913 1,489,382 DEFINED 1
ARCHER DANIELS MIDLAND CO COM 039483102 29,226 1,052,040 DEFINED 1
ARIBA INC COM NEW 04033V203 312 35,708 DEFINED 1
ARRIS GROUP INC COM 04269Q100 1,614 219,026 DEFINED 1
ARROW ELECTRS INC COM 042735100 4,061 213,090 DEFINED 1
ART TECHNOLOGY GROUP INC COM 04289L107 103 40,300 DEFINED 1
ARTHUR J GALLAGHER & CO. COM 363576109 776 45,648 SH DEFINED 2 45,648
ARVINMERITOR INC COM 043353101 23 29,150 DEFINED 1
ASBURY AUTOMOTIVE GROUP INC COM 043436104 241 55,847 DEFINED 1
ASHLAND INC NEW COM 044209104 1,835 177,650 DEFINED 1
ASIAINFO HLDGS INC COM 04518A104 174 10,300 DEFINED 1
ASSOCIATED BANC CORP COM 045487105 4,284 277,250 DEFINED 1
ASTORIA FINL CORP COM 046265104 1,155 125,710 DEFINED 1
ASTRAZENECA PLC SPONSORED ADR 046353108 793 22,367 DEFINED 1
ASYST TECHNOLOGY CORP COM 04648X107 14 50,200 DEFINED 1
AT&T, INC. COM 00206R102 15,200 603,175 SH DEFINED 2 603,175
ATMEL CORP COM 049513104 865 238,400 DEFINED 1
ATMI INC COM 00207R101 268 17,350 DEFINED 1
ATMOS ENERGY CORP COM 049560105 4,243 183,538 DEFINED 1
ATWOOD OCEANICS INC COM 050095108 1,736 104,630 DEFINED 1
AU OPTRONICS CORP SPONSORED ADR 002255107 1,565 186,543 DEFINED 1
AUTODESK INC COM 052769106 3,426 203,804 DEFINED 1
AUTOLIV INC COM 052800109 26,286 1,415,525 DEFINED 1
AUTONATION INC COM 05329W102 327 23,585 DEFINED 1
AVALONBAY CMNTYS INC COM 053484101 7,854 166,900 DEFINED 1
AVERY DENNISON CORP COM 053611109 2,521 112,835 DEFINED 1
AVID TECHNOLOGY INC COM 05367P100 416 45,460 DEFINED 1
AVIS BUDGET GROUP COM 053774105 13 14,750 DEFINED 1
AVNET INC COM 053807103 3,613 206,366 DEFINED 1
AVOCENT CORP COM 053893103 8,944 736,712 DEFINED 1
AVON PRODS INC COM 054303102 26,390 1,372,337 DEFINED 1
AXCELIS TECHNOLOGIES INC COM 054540109 33 88,000 DEFINED 1
AXSYS TECHNOLOGIES INC COM 054615109 827 19,660 DEFINED 1
BAKER HUGHES INC COM 057224107 6,177 216,368 DEFINED 1
BALL CORP COM 058498106 4,905 113,008 DEFINED 1
BANCORPSOUTH INC COM 059692103 1,336 64,100 DEFINED 1
BANK HAWAII CORP COM 062540109 6,408 194,300 DEFINED 1
BANK MONTREAL QUE COM 063671101 11,258 431,186 DEFINED 1
BANK MUTUAL CORP NEW COM 063750103 7,171 791,454 DEFINED 1
BANK NOVA SCOTIA HALIFAX COM 064149107 73,726 3,006,753 DEFINED 1
BANK OF THE OZARKS INC COM 063904106 3,508 152,010 DEFINED 1
BANKRATE INC COM 06646V108 201 8,069 DEFINED 1
BARD C R INC COM 067383109 34,173 428,660 DEFINED 1
BARNES & NOBLE INC COM 067774109 344 16,100 DEFINED 1
BARNES GROUP INC COM 067806109 9,672 904,770 DEFINED 1
BARRICK GOLD CORP COM 67901108 50,190 1,548,124 DEFINED 1
BAXTER INTL INC COM 071813109 42,456 828,890 DEFINED 1
BB&T CORP COM 054937107 13,733 811,621 DEFINED 1
BE AEROSPACE INC COM 073302101 171 19,710 DEFINED 1
BEAZER HOMES USA INC COM 07556Q105 24 23,550 DEFINED 1
BEBE STORES INC COM 075571109 92 13,850 DEFINED 1
BECKMAN COULTER INC COM 075811109 625 12,250 DEFINED 1
BECTON DICKINSON & CO COM 075887109 12,036 179,003 DEFINED 1
BED BATH & BEYOND INC COM 075896100 4,344 175,514 DEFINED 1
BELO CORP COM SER A 080555105 24 38,950 DEFINED 1
BEMIS INC COM 081437105 6,248 297,956 DEFINED 1
BENCHMARK ELECTRS INC COM 08160H101 2,646 236,290 DEFINED 1
BEST BUY INC COM 086516101 6,021 158,619 DEFINED 1
BHP BILLITON LTD SPONSORED ADR 088606108 34,154 765,781 DEFINED 1
BIG LOTS INC COM 089302103 4,951 238,247 DEFINED 1
BIOGEN IDEC INC COM 09062X103 22,575 430,659 DEFINED 1
BIOVAIL CORP COM 09067J109 7,628 696,620 DEFINED 1
BJ SVCS CO COM 055482103 46,923 4,715,923 DEFINED 1
BJS WHOLESALE CLUB INC COM 05548J106 2,833 88,570 DEFINED 1
BLACK & DECKER CORP COM 091797100 2,887 91,462 DEFINED 1
BLACK BOX CORP DEL COM 091826107 2,037 86,290 DEFINED 1
BLACK HILLS CORP COM 092113109 6,635 370,860 DEFINED 1
BLACKROCK INC COM 09247X101 3,192 24,550 DEFINED 1
BLOCK H & R INC COM 093671105 9,640 529,955 DEFINED 1
BLOCKBUSTER INC CL A 093679108 31 43,650 DEFINED 1
BLOUNT INTL INC NEW COM 095180105 56 12,100 DEFINED 1
BLUE COAT SYSTEMS INC COM NEW 09534T508 2,402 199,960 DEFINED 1
BMC SOFTWARE INC COM 055921100 12,940 392,108 DEFINED 1
BOB EVANS FARMS INC COM 096761101 314 14,000 DEFINED 1
BORDERS GROUP INC COM 099709107 57 90,750 DEFINED 1
BORGWARNER INC COM 099724106 8,213 404,590 DEFINED 1
BOSTON PRIVATE FINL HLDGS IN COM 101119105 347 98,840 DEFINED 1
BOSTON PROPERTIES INC COM 101121101 6,332 180,749 DEFINED 1
BOSTON SCIENTIFIC CORP COM 101137107 6,393 804,109 DEFINED 1
BP PLC SPONSORED ADR 055622104 5,474 136,497 DEFINED 1
BRADY CORP CL A 104674106 5,983 339,350 DEFINED 1
BRE PROPERTIES INC CL A 05564E106 3,360 171,144 DEFINED 1
BRIGGS & STRATTON CORP COM 109043109 2,323 140,790 DEFINED 1
BRIGHAM EXPLORATION CO COM 109178103 46 23,950 DEFINED 1
BRIGHTPOINT INC COM NEW 109473405 665 155,410 DEFINED 1
BRINKER INTL INC COM 109641100 765 50,674 DEFINED 1
BRINKS CO COM 109696104 8,475 320,310 DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 65,637 2,994,398 DEFINED 1
BRISTOL-MYERS SQUIBB CO. COM 110122108 15,397 702,425 SH DEFINED 2 702,425
BROADCOM CORP CL A 111320107 25,886 1,295,596 DEFINED 1
BROOKFIELD PPTYS CORP COM 112900105 1,518 264,533 DEFINED 1
BROOKLINE BANCORP INC DEL COM 11373M107 728 76,618 DEFINED 1
BROWN FORMAN CORP CL B 115637209 1,109 28,562 DEFINED 1
BROWN FORMAN CORP CL A 115637100 52,920 1,319,700 DEFINED 1
BROWN SHOE INC NEW COM 115736100 246 65,470 DEFINED 1
BRUNSWICK CORP COM 117043109 296 85,840 DEFINED 1
BURLINGTON NORTHN SANTA FE C COM 12189T104 48,757 810,598 DEFINED 1
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,333 248,472 DEFINED 1
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 204 15,800 DEFINED 1
CABOT CORP COM 127055101 1,877 178,550 DEFINED 1
CABOT OIL & GAS CORP COM 127097103 1,811 76,840 DEFINED 1
CAL MAINE FOODS INC COM NEW 128030202 545 24,335 DEFINED 1
CALGON CARBON CORP COM 129603106 1,558 109,961 DEFINED 1
CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 1,071 1,755,683 DEFINED 1
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 3,483 266,320 DEFINED 1
CALLAWAY GOLF CO COM 131193104 217 30,200 DEFINED 1
CALLON PETE CO DEL COM 13123X102 21 19,350 DEFINED 1
CAMBREX CORP COM 132011107 39 16,950 DEFINED 1
CAMDEN PPTY TR SH BEN INT 133131102 1,058 49,050 DEFINED 1
CAMECO CORP COM 13321L108 556 32,400 DEFINED 1
CAMPBELL SOUP CO COM 134429109 2,644 96,626 DEFINED 1
CANADIAN NAT RES LTD COM 136385101 23,606 612,196 DEFINED 1
CANON INC ADR 138006309 11,174 384,900 DEFINED 1
CAPITAL ONE FINL CORP COM 14040H105 4,529 370,039 DEFINED 1
CARBO CERAMICS INC COM 140781105 1,051 36,940 DEFINED 1
CARDINAL HEALTH INC COM 14149Y108 4,032 128,087 DEFINED 1
CAREER EDUCATION CORP COM 141665109 3,411 142,360 DEFINED 1
CARMAX INC COM 143130102 947 76,150 DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 8,877 410,981 DEFINED 1
CASEYS GEN STORES INC COM 147528103 8,354 313,344 DEFINED 1
CASTLE A M & CO COM 148411101 231 25,910 DEFINED 1
CATHAY GENERAL BANCORP COM 149150104 397 38,050 DEFINED 1
CEC ENTMT INC COM 125137109 2,028 78,379 DEFINED 1
CELGENE CORP COM 151020104 16,128 363,251 DEFINED 1
CENTERPOINT ENERGY INC COM 15189T107 1,356 130,016 DEFINED 1
CENTEX CORP COM 152312104 677 90,301 DEFINED 1
CENTRAL EUROPEAN DIST CORP COM 153435102 4,180 388,511 DEFINED 1
CENTRAL VT PUB SVC CORP COM 155771108 429 24,800 DEFINED 1
CENTURYTEL INC COM 156700106 987 35,110 DEFINED 1
CEPHALON INC COM 156708109 8,139 119,510 DEFINED 1
CERADYNE INC COM 156710105 1,814 100,070 DEFINED 1
CERNER CORP COM 156782104 1,970 44,800 DEFINED 1
CHARLOTTE RUSSE HLDG INC COM 161048103 794 97,440 DEFINED 1
CHARMING SHOPPES INC COM 161133103 57 40,500 DEFINED 1
CHARTER COMMUNICATIONS INC D CL A 16117M107 3 128,600 DEFINED 1
CHATTEM INC COM 162456107 11,445 204,200 DEFINED 1
CHECKPOINT SYS INC COM 162825103 929 103,534 DEFINED 1
CHEESECAKE FACTORY INC COM 163072101 257 22,450 DEFINED 1
CHESAPEAKE ENERGY CORP COM 165167107 6,854 401,775 DEFINED 1
CHEVRON CORP. COM 166764100 11,568 172,039 SH DEFINED 2 172,039
CHICOS FAS INC COM 168615102 1,033 192,370 DEFINED 1
CHILDRENS PL RETAIL STORES I COM 168905107 1,914 87,460 DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 4,948 113,686 DEFINED 1
CHINA MOBILE LTD. SPONSORED ADR 16941M109 1,196 27,483 SH DEFINED 2 27,483
CHIQUITA BRANDS INTL INC COM 170032809 363 54,780 DEFINED 1
CHOICE HOTELS INTL INC COM 169905106 489 18,958 DEFINED 1
CHUBB CORP COM 171232101 11,527 272,367 DEFINED 1
CHURCH & DWIGHT INC COM 171340102 12,240 234,340 DEFINED 1
CIA DE BEBIDAS DAS AMERICAS SPON ADR PFD 20441W203 2,437 51,028 SH DEFINED 2 51,028
CIA VALE DO RIO DOCE SPON ADR PFD 204412100 10,030 889,168 SH DEFINED 2 889,168
CIA VALE DO RIO DOCE SPONSORED ADR 204412209 931 70,022 SH DEFINED 2 70,022
CIBER INC COM 17163B102 1,015 371,960 DEFINED 1
CIGNA CORP COM 125509109 7,207 409,700 DEFINED 1
CINTAS CORP COM 172908105 717 29,001 DEFINED 1
CIRCOR INTL INC COM 17273K109 215 9,550 DEFINED 1
CIRRUS LOGIC INC COM 172755100 89 23,750 DEFINED 1
CISCO SYS INC COM 17275R102 212,978 12,699,927 DEFINED 1
CIT GROUP INC COM 125581108 536 187,900 DEFINED 1
CITIGROUP INC COM 172967101 10,979 4,339,678 DEFINED 1
CITRIX SYS INC COM 177376100 3,349 147,931 DEFINED 1
CITY NATL CORP COM 178566105 312 9,250 DEFINED 1
CKE RESTAURANTS INC COM 12561E105 117 13,950 DEFINED 1
CLARCOR INC COM 179895107 1,395 55,390 DEFINED 1
CLECO CORP NEW COM 12561W105 9,908 456,811 DEFINED 1
CMS ENERGY CORP COM 125896100 8,568 723,674 DEFINED 1
COACH INC COM 189754104 39,690 2,376,664 DEFINED 1
COCA COLA CO COM 191216100 175,270 3,987,947 DEFINED 1
COCA COLA ENTERPRISES INC COM 191219104 6,468 490,388 DEFINED 1
COCA-COLA CO. COM 191216100 11,996 272,949 SH DEFINED 2 272,949
COEUR D ALENE MINES CORP IDA COM 192108108 307 327,100 DEFINED 1
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,837 88,370 DEFINED 1
COLDWATER CREEK INC COM 193068103 508 202,550 DEFINED 1
COLGATE PALMOLIVE CO COM 194162103 10,027 170,004 DEFINED 1
COLONIAL BANCGROUP INC COM 195493309 51 56,950 DEFINED 1
COLUMBIA BKG SYS INC COM 197236102 405 63,220 DEFINED 1
COMCAST CORP NEW CL A SPL 20030N200 354 27,500 DEFINED 1
COMCAST CORP NEW CL A 20030N101 40,644 2,979,772 DEFINED 1
COMERICA INC COM 200340107 11,904 650,150 DEFINED 1
COMFORT SYS USA INC COM 199908104 278 26,790 DEFINED 1
COMMERCE BANCSHARES INC COM 200525103 4,010 110,458 DEFINED 1
COMMERCIAL METALS CO COM 201723103 5,912 511,870 DEFINED 1
COMMSCOPE INC COM 203372107 2,614 230,073 DEFINED 1
COMMUNITY BK SYS INC COM 203607106 832 49,700 DEFINED 1
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,275 148,300 DEFINED 1
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1,247 119,600 DEFINED 1
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 186 12,500 DEFINED 1
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 14,345 1,078,600 DEFINED 1
COMPUTER SCIENCES CORP COM 205363104 12,983 352,403 DEFINED 1
COMPUWARE CORP COM 205638109 4,044 613,676 DEFINED 1
COMSTOCK RES INC COM NEW 205768203 4,194 140,738 DEFINED 1
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,774 112,000 DEFINED 1
CONAGRA FOODS INC COM 205887102 18,353 1,087,894 DEFINED 1
CONCUR TECHNOLOGIES INC COM 206708109 9,249 481,950 DEFINED 1
CONOCOPHILLIPS COM 20825C104 97,520 2,490,307 DEFINED 1
CONSECO INC COM NEW 208464883 17 18,650 DEFINED 1
CONSOL ENERGY INC COM 20854P109 6,226 246,669 DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 40,387 1,019,622 DEFINED 1
CONSOLIDATED EDISON, INC. COM 209115104 11,448 289,007 SH DEFINED 2 289,007
CONSOLIDATED GRAPHICS INC COM 209341106 666 52,345 DEFINED 1
CONSTELLATION ENERGY GROUP I COM 210371100 1,334 64,582 DEFINED 1
CONVERGYS CORP COM 212485106 225 27,887 DEFINED 1
COOPER COS INC COM NEW 216648402 832 31,460 DEFINED 1
COOPER TIRE & RUBR CO COM 216831107 2,979 737,313 DEFINED 1
CORINTHIAN COLLEGES INC COM 218868107 2,621 134,750 DEFINED 1
CORN PRODS INTL INC COM 219023108 9,560 450,948 DEFINED 1
CORNING INC COM 219350105 13,823 1,041,684 DEFINED 1
CORPORATE EXECUTIVE BRD CO COM 21988R102 834 57,500 DEFINED 1
CORUS BANKSHARES INC COM 220873103 9 33,550 DEFINED 1
COSTAR GROUP INC COM 22160N109 233 7,700 DEFINED 1
COSTCO WHSL CORP NEW COM 22160K105 12,101 261,252 DEFINED 1
COUSINS PPTYS INC COM 222795106 1,595 247,600 DEFINED 1
COVANCE INC COM 222816100 661 18,549 DEFINED 1
COVENTRY HEALTH CARE INC COM 222862104 651 50,282 DEFINED 1
CRANE CO COM 224399105 5,080 300,942 DEFINED 1
CREDICORP LTD. COM G2519Y108 1,333 28,462 SH DEFINED 2 28,462
CREE INC COM 225447101 1,326 56,338 DEFINED 1
CSG SYS INTL INC COM 126349109 1,336 93,530 DEFINED 1
CSX CORP COM 126408103 12,639 488,953 DEFINED 1
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DOW CHEM CO COM 260543103 32,117 3,809,803 DEFINED 1
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EDISON INTL COM 281020107 4,141 143,723 DEFINED 1
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EI DU PONT DE NEMOURS & CO. COM 263534109 12,193 546,036 SH DEFINED 2 546,036
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EMCORE CORP COM 290846104 29 38,750 DEFINED 1
EMERSON ELEC CO COM 291011104 34,624 1,211,474 DEFINED 1
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EMULEX CORP COM NEW 292475209 5,262 1,046,188 DEFINED 1
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EVERGREEN SOLAR INC COM 30033R108 98 46,150 DEFINED 1
EXELON CORP COM 30161N101 87,679 1,931,671 DEFINED 1
EXELON CORP. COM 30161N101 6,617 145,777 SH DEFINED 2 145,777
EXPEDITORS INTL WASH INC COM 302130109 1,865 65,933 DEFINED 1
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F M C CORP COM NEW 302491303 4,674 108,350 DEFINED 1
F5 NETWORKS INC COM 315616102 8,376 399,790 DEFINED 1
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FEI CO COM 30241L109 5,944 385,248 DEFINED 1
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FOOT LOCKER INC COM 344849104 5,404 515,671 DEFINED 1
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FORRESTER RESH INC COM 346563109 1,347 65,500 DEFINED 1
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FPL GROUP INC COM 302571104 17,500 344,968 DEFINED 1
FRANKLIN ELEC INC COM 353514102 1,808 81,700 DEFINED 1
FREDS INC CL A 356108100 1,049 93,000 DEFINED 1
FRONTIER FINL CORP WASH COM 35907K105 97 87,999 DEFINED 1
FRONTIER OIL CORP COM 35914P105 4,873 380,980 DEFINED 1
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FULLER H B CO COM 359694106 5,725 440,385 DEFINED 1
FX ENERGY INC COM 302695101 54 19,300 DEFINED 1
GALLAGHER ARTHUR J & CO COM 363576109 10,600 623,508 DEFINED 1
GANNETT INC COM 364730101 150 68,277 DEFINED 1
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GARTNER INC COM 366651107 2,094 190,210 DEFINED 1
GENCORP INC COM 368682100 50 23,350 DEFINED 1
GENERAL DYNAMICS CORP COM 369550108 29,235 702,938 DEFINED 1
GENERAL ELECTRIC CO COM 369604103 157,929 15,621,102 DEFINED 1
GENERAL GROWTH PPTYS INC COM 370021107 11 14,950 DEFINED 1
GENERAL MLS INC COM 370334104 24,556 492,292 DEFINED 1
GENERAL MTRS CORP COM 370442105 471 242,894 DEFINED 1
GENERAL ELECTRIC CO. COM 369604103 10,132 1,002,196 SH DEFINED 2 1,002,196
GENESCO INC COM 371532102 862 45,760 DEFINED 1
GENESEE & WYO INC CL A 371559105 2,869 135,012 DEFINED 1
GENTEX CORP COM 371901109 271 27,200 DEFINED 1
GENTIVA HEALTH SERVICES INC COM 37247A102 1,354 89,079 DEFINED 1
GENUINE PARTS CO COM 372460105 2,039 68,296 DEFINED 1
GENZYME CORP COM 372917104 10,296 173,358 DEFINED 1
GERDAU AMERISTEEL CORP COM 37373P105 1,718 559,700 DEFINED 1
GERON CORP COM 374163103 122 27,200 DEFINED 1
GEVITY HR INC COM 374393106 141 35,700 DEFINED 1
GILEAD SCIENCES INC COM 375558103 128,638 2,777,150 DEFINED 1
GLATFELTER COM 377316104 344 55,190 DEFINED 1
GLIMCHER RLTY TR SH BEN INT 379302102 20 14,150 DEFINED 1
GLOBAL PMTS INC COM 37940X102 10,253 306,885 DEFINED 1
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 2,973 262,172 DEFINED 1
GOLDCORP INC NEW COM 380956409 28,935 868,386 DEFINED 1
GOODRICH CORP COM 382388106 7,780 205,328 DEFINED 1
GOODYEAR TIRE & RUBR CO COM 382550101 1,441 230,210 DEFINED 1
GRACO INC COM 384109104 576 33,750 DEFINED 1
GRANITE CONSTR INC COM 387328107 3,344 89,220 DEFINED 1
GRAY TELEVISION INC COM 389375106 19 58,750 DEFINED 1
GREAT ATLANTIC & PAC TEA INC COM 390064103 61 11,450 DEFINED 1
GREAT PLAINS ENERGY INC COM 391164100 772 57,300 DEFINED 1
GREATBATCH INC COM 39153L106 3,810 196,881 DEFINED 1
GREIF INC CL A 397624107 2,100 63,092 DEFINED 1
GRIFFON CORP COM 398433102 863 115,004 DEFINED 1
GROUPE CGI INC CL A SUB VTG 39945C109 4,061 507,616 DEFINED 1
GRUPO TELEVISA SA SP ADR REP ORD 40049J206 441 32,311 SH DEFINED 2 32,311
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 267 19,598 DEFINED 1
GUESS INC COM 401617105 2,799 132,784 DEFINED 1
HAIN CELESTIAL GROUP INC COM 405217100 620 43,533 DEFINED 1
HALLIBURTON CO COM 406216101 21,895 1,415,325 DEFINED 1
HANOVER INS GROUP INC COM 410867105 3,654 126,772 DEFINED 1
HANSEN NAT CORP COM 411310105 3,004 83,450 DEFINED 1
HARMAN INTL INDS INC COM 413086109 296 21,845 DEFINED 1
HARRIS CORP DEL COM 413875105 4,790 165,517 DEFINED 1
HARSCO CORP COM 415864107 1,142 51,490 DEFINED 1
HARTE-HANKS INC COM 416196103 428 80,000 DEFINED 1
HARTFORD FINL SVCS GROUP INC COM 416515104 942 120,004 DEFINED 1
HARVEST NATURAL RESOURCES IN COM 41754V103 192 56,700 DEFINED 1
HASBRO INC COM 418056107 4,978 198,566 DEFINED 1
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,284 93,472 DEFINED 1
HCC INS HLDGS INC COM 404132102 2,416 95,929 DEFINED 1
HEALTH CARE REIT INC COM 42217K106 3,938 128,750 DEFINED 1
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,689 654,800 DEFINED 1
HEALTH NET INC COM 42222G108 3,520 243,108 DEFINED 1
HEALTHCARE SVCS GRP INC COM 421906108 204 13,650 DEFINED 1
HEARTLAND EXPRESS INC COM 422347104 7,820 528,038 DEFINED 1
HECLA MNG CO COM 422704106 75 37,400 DEFINED 1
HEICO CORP NEW COM 422806109 288 11,850 DEFINED 1
HEINZ H J CO COM 423074103 14,759 446,437 DEFINED 1
HERSHEY CO COM 427866108 2,703 77,789 DEFINED 1
HEWLETT PACKARD CO COM 428236103 173,076 5,398,518 DEFINED 1
HEXCEL CORP NEW COM 428291108 2,033 309,400 DEFINED 1
HIGHWOODS PPTYS INC COM 431284108 4,462 208,320 DEFINED 1
HNI CORP COM 404251100 602 57,888 DEFINED 1
HOLLY CORP COM PAR $0.01 435758305 3,133 147,788 DEFINED 1
HOLOGIC INC COM 436440101 4,582 350,024 DEFINED 1
HOME DEPOT INC COM 437076102 66,075 2,804,543 DEFINED 1
HOME DEPOT, INC. COM 437076102 8,214 348,646 SH DEFINED 2 348,646
HOME PROPERTIES INC COM 437306103 2,930 95,600 DEFINED 1
HONEYWELL INTERNATIONAL,
INC. COM 438516106 10,418 373,928 SH DEFINED 2 373,928
HORACE MANN EDUCATORS CORP N COM 440327104 2,488 297,300 DEFINED 1
HORMEL FOODS CORP COM 440452100 2,565 80,900 DEFINED 1
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,309 442,410 DEFINED 1
HOT TOPIC INC COM 441339108 1,135 101,400 DEFINED 1
HOVNANIAN ENTERPRISES INC CL A 442487203 34 21,750 DEFINED 1
HRPT PPTYS TR COM SH BEN INT 40426W101 55 17,300 DEFINED 1
HSBC HLDGS PLC SPON ADR NEW 404280406 508 18,000 DEFINED 1
HUBBELL INC CL B 443510201 4,632 171,820 DEFINED 1
HUMAN GENOME SCIENCES INC COM 444903108 1,264 1,523,448 DEFINED 1
HUMANA INC COM 444859102 3,431 131,573 DEFINED 1
HUNT J B TRANS SVCS INC COM 445658107 35,681 1,479,917 DEFINED 1
HUNTINGTON BANCSHARES INC COM 446150104 178 107,444 DEFINED 1
HUTCHINSON TECHNOLOGY INC COM 448407106 320 123,250 DEFINED 1
HYPERCOM CORP COM 44913M105 32 33,000 DEFINED 1
IAMGOLD CORP COM 450913108 4,986 583,200 DEFINED 1
IBERIABANK CORP COM 450828108 301 6,550 DEFINED 1
ICICI BANK LTD. ADR 45104G104 924 69,500 SH DEFINED 3 69,500
ICICI BK LTD ADR 45104G104 6,370 479,297 DEFINED 1
IDACORP INC COM 451107106 3,968 169,860 DEFINED 1
IDEX CORP COM 45167R104 4,617 211,110 DEFINED 1
II VI INC COM 902104108 329 19,170 DEFINED 1
ILLINOIS TOOL WKS INC COM 452308109 61,427 1,991,154 DEFINED 1
ILLUMINA INC COM 452327109 315 8,450 DEFINED 1
IMATION CORP COM 45245A107 1,457 190,520 DEFINED 1
IMS HEALTH INC COM 449934108 7,019 562,848 DEFINED 1
INCYTE CORP COM 45337C102 1,478 631,500 DEFINED 1
INFORMATICA CORP COM 45666Q102 1,848 139,335 DEFINED 1
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3,610 135,572 DEFINED 1
INGRAM MICRO INC CL A 457153104 5,260 416,134 DEFINED 1
INSIGHT ENTERPRISES INC COM 45765U103 514 167,870 DEFINED 1
INSPIRE PHARMACEUTICALS INC COM 457733103 41 10,100 DEFINED 1
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,115 684,600 DEFINED 1
INTEL CORP COM 458140100 166,729 11,093,054 DEFINED 1
INTEL CORP. COM 458140100 10,327 686,187 SH DEFINED 2 686,187
INTERMUNE INC COM 45884X103 4,565 277,700 DEFINED 1
INTERNATIONAL BANCSHARES COR COM 459044103 1,150 147,450 DEFINED 1
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,610 283,092 DEFINED 1
INTERNATIONAL RECTIFIER CORP COM 460254105 158 11,685 DEFINED 1
INTERPUBLIC GROUP COS INC COM 460690100 5,845 1,418,645 DEFINED 1
INTL PAPER CO COM 460146103 7,906 1,123,061 DEFINED 1
INTUITIVE SURGICAL INC COM NEW 46120E602 1,449 15,200 DEFINED 1
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 7,051 276,287 DEFINED 1
IRON MTN INC COM 462846106 938 42,300 DEFINED 1
ISHARES FTSE/XINHUA CHINA
25 INDEX FUND FTSE XNHUA IDX 464287184 2,104 73,762 SH DEFINED 2 73,762
ISHARES MSCI EAFE INDEX FUND MSCI EAFE IDX 464287465 2,742 72,943 SH DEFINED 2 72,943
ISHARES MSCI EMERGING
MARKETS INDEX FUND MSCI EMERG MKT 464287234 3,189 128,545 SH DEFINED 2 128,545
ISHARES MSCI SOUTH KOREA
INDEX FUND MSCI S KOREA 464286772 1,332 46,789 SH DEFINED 2 46,789
ISHARES MSCI TAIWAN
INDEX FUND MSCI TAIWAN 464286731 1,687 209,000 SH DEFINED 2 209,000
ISHARES S&P GLOBAL ENERGY
SECTOR INDEX FUND S&P GBL ENER 464287341 876 33,058 SH DEFINED 2 33,058
ISIS PHARMACEUTICALS INC COM 464330109 2,600 173,200 DEFINED 1
ITRON INC COM 465741106 2,610 55,130 DEFINED 1
ITT CORP NEW COM 450911102 17,960 466,857 DEFINED 1
J & J SNACK FOODS CORP COM 466032109 1,448 41,740 DEFINED 1
JABIL CIRCUIT INC COM 466313103 296 53,224 DEFINED 1
JACOBS ENGR GROUP INC DEL COM 469814107 10,170 263,050 DEFINED 1
JAKKS PAC INC COM 47012E106 900 72,857 DEFINED 1
JANUS CAP GROUP INC COM 47102X105 235 35,347 DEFINED 1
JEFFERIES GROUP INC NEW COM 472319102 1,260 91,300 DEFINED 1
JOHNSON & JOHNSON COM 478160104 193,849 3,685,344 DEFINED 1
JOHNSON & JOHNSON COM 478160104 983 18,686 SH DEFINED 2 18,686
JOHNSON CTLS INC COM 478366107 2,934 244,536 DEFINED 1
JONES APPAREL GROUP INC COM 480074103 66 15,650 DEFINED 1
JOY GLOBAL INC COM 481165108 4,373 205,299 DEFINED 1
JPMORGAN & CHASE & CO COM 46625H100 167,721 6,310,042 DEFINED 1
JUNIPER NETWORKS INC COM 48203R104 11,805 784,384 DEFINED 1
KB HOME COM 48666K109 286 21,731 DEFINED 1
KELLOGG CO COM 487836108 6,393 174,523 DEFINED 1
KELLY SVCS INC CL A 488152208 1,095 135,970 DEFINED 1
KENSEY NASH CORP COM 490057106 1,379 64,860 DEFINED 1
KEYCORP NEW COM 493267108 983 124,954 DEFINED 1
KILROY RLTY CORP COM 49427F108 2,016 117,253 DEFINED 1
KIMBERLY CLARK CORP COM 494368103 33,739 731,711 DEFINED 1
KIMBERLY-CLARK CORP. COM 494368103 10,296 223,287 SH DEFINED 2 223,287
KIMCO REALTY CORP COM 49446R109 2,503 328,486 DEFINED 1
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 12,244 262,064 DEFINED 1
KINDER MORGAN ENERGY
PARTNERS LP UT LTD PARTNER 494550106 494 10,581 SH DEFINED 2 10,581
KINETIC CONCEPTS INC COM NEW 49460W208 1,912 90,540 DEFINED 1
KING PHARMACEUTICALS INC COM 495582108 540 76,351 DEFINED 1
KINROSS GOLD CORP COM NO PAR 496902404 22,150 1,239,491 DEFINED 1
KIRBY CORP COM 497266106 6,565 246,435 DEFINED 1
KLA-TENCOR CORP COM 482480100 1,022 51,119 DEFINED 1
KOHLS CORP COM 500255104 10,328 244,049 DEFINED 1
KORN FERRY INTL COM NEW 500643200 1,410 155,650 DEFINED 1
KRAFT FOODS INC CL A 50075N104 49,801 2,234,239 DEFINED 1
KRAFT FOODS, INC. CL A 50075N104 10,455 469,046 SH DEFINED 2 469,046
KRISPY KREME DOUGHNUTS INC COM 501014104 26 16,050 DEFINED 1
KROGER CO COM 501044101 11,853 558,559 DEFINED 1
K-SWISS INC CL A 482686102 328 38,400 DEFINED 1
KT CORP SPONSORED ADR 48268K101 6,028 437,146 DEFINED 1
KT CORP. SPONSORED ADR 48268K101 703 51,015 SH DEFINED 2 51,015
KULICKE & SOFFA INDS INC COM 501242101 55 20,900 DEFINED 1
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11,650 171,833 DEFINED 1
LACLEDE GROUP INC COM 505597104 603 15,470 DEFINED 1
LAM RESEARCH CORP COM 512807108 3,809 167,276 DEFINED 1
LANDAUER INC COM 51476K103 1,232 24,300 DEFINED 1
LANDEC CORP COM 514766104 69 12,400 DEFINED 1
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,333 228,211 DEFINED 1
LATTICE SEMICONDUCTOR CORP COM 518415104 55 40,100 DEFINED 1
LAUDER ESTEE COS INC CL A 518439104 1,729 70,156 DEFINED 1
LAYNE CHRISTENSEN CO COM 521050104 175 10,860 DEFINED 1
LEAR CORP COM 521865105 114 152,250 DEFINED 1
LEE ENTERPRISES INC COM 523768109 12 43,933 DEFINED 1
LEGG MASON INC COM 524901105 487 30,615 DEFINED 1
LEGGETT & PLATT INC COM 524660107 18,534 1,426,777 DEFINED 1
LEGGETT & PLATT, INC. COM 524660107 11,246 865,734 SH DEFINED 2 865,734
LENNAR CORP CL A 526057104 482 64,145 DEFINED 1
LENNOX INTL INC COM 526107107 3,102 117,250 DEFINED 1
LEUCADIA NATL CORP COM 527288104 656 44,027 DEFINED 1
LEXINGTON REALTY TRUST COM 529043101 565 237,260 DEFINED 1
LIBBEY INC COM 529898108 9 10,300 DEFINED 1
LIBERTY PPTY TR SH BEN INT 531172104 5,013 264,700 DEFINED 1
LIFEPOINT HOSPITALS INC COM 53219L109 2,254 108,050 DEFINED 1
LILLY ELI & CO COM 532457108 37,992 1,137,142 DEFINED 1
LIMITED BRANDS INC COM 532716107 586 67,366 DEFINED 1
LINCARE HLDGS INC COM 532791100 2,516 115,428 DEFINED 1
LINCOLN NATL CORP IND COM 534187109 729 108,903 DEFINED 1
LOCKHEED MARTIN CORP COM 539830109 25,222 365,372 DEFINED 1
LORILLARD, INC. COM 544147101 9,971 161,498 SH DEFINED 2 161,498
LOUISIANA PAC CORP COM 546347105 120 53,800 DEFINED 1
LOWES COS INC COM 548661107 16,653 912,474 DEFINED 1
LSI CORPORATION COM 502161102 446 146,752 DEFINED 1
LSI INDS INC COM 50216C108 68 13,148 DEFINED 1
LTC PPTYS INC COM 502175102 226 12,900 DEFINED 1
LUBRIZOL CORP COM 549271104 289 8,500 DEFINED 1
LUFKIN INDS INC COM 549764108 719 18,972 DEFINED 1
LYDALL INC DEL COM 550819106 294 99,010 DEFINED 1
M & T BK CORP COM 55261F104 5,668 125,285 DEFINED 1
M D C HLDGS INC COM 552676108 2,646 84,980 DEFINED 1
M/I HOMES INC COM 55305B101 514 73,590 DEFINED 1
MACK CALI RLTY CORP COM 554489104 2,988 150,830 DEFINED 1
MACY'S, INC. COM 55616P104 496 55,720 SH DEFINED 2 55,720
MADDEN STEVEN LTD COM 556269108 260 13,850 DEFINED 1
MAGNA INTL INC CL A 559222401 2,304 86,117 DEFINED 1
MANHATTAN ASSOCS INC COM 562750109 1,600 92,400 DEFINED 1
MANITOWOC INC COM 563571108 98 30,040 DEFINED 1
MANPOWER INC COM 56418H100 4,728 149,960 DEFINED 1
MARATHON OIL CORP COM 565849106 100,724 3,831,251 DEFINED 1
MARRIOTT INTL INC NEW CL A 571903202 1,091 66,659 DEFINED 1
MARSH & MCLENNAN COS INC COM 571748102 8,109 400,443 DEFINED 1
MARTEK BIOSCIENCES CORP COM 572901106 1,111 60,880 DEFINED 1
MARTIN MARIETTA MATLS INC COM 573284106 1,701 21,450 DEFINED 1
MARVEL ENTERTAINMENT INC COM 57383T103 5,889 221,800 DEFINED 1
MASCO CORP COM 574599106 17,237 2,469,446 DEFINED 1
MASCO CORP. COM 574599106 12,436 1,781,706 SH DEFINED 2 1,781,706
MASSEY ENERGY CORP COM 576206106 1,093 107,960 DEFINED 1
MASTEC INC COM 576323109 160 13,200 DEFINED 1
MATRIX SVC CO COM 576853105 667 81,100 DEFINED 1
MATTEL INC COM 577081102 17,450 1,513,404 DEFINED 1
MATTEL, INC. COM 577081102 7,290 632,286 SH DEFINED 2 632,286
MATTHEWS INTL CORP CL A 577128101 3,382 117,380 DEFINED 1
MATTSON TECHNOLOGY INC COM 577223100 28 32,800 DEFINED 1
MAXIMUS INC COM 577933104 317 7,950 DEFINED 1
MBIA INC COM 55262C100 479 104,489 DEFINED 1
MCAFEE INC COM 579064106 13,967 416,920 DEFINED 1
MCDERMOTT INTL INC COM 580037109 13,577 1,013,950 DEFINED 1
MCDONALDS CORP COM 580135101 53,590 982,033 DEFINED 1
MCGRAW HILL COS INC COM 580645109 2,366 103,445 DEFINED 1
MCKESSON CORP COM 58155Q103 18,195 519,253 DEFINED 1
MCMORAN EXPLORATION CO COM 582411104 3,775 803,251 DEFINED 1
MDU RES GROUP INC COM 552690109 1,703 105,487 DEFINED 1
MEADOWBROOK INS GROUP INC COM 58319P108 896 146,925 DEFINED 1
MEADWESTVACO CORP COM 583334107 14,796 1,234,067 DEFINED 1
MEADWESTVACO CORP. COM 583334107 7,578 632,040 SH DEFINED 2 632,040
MECHEL OAO SPONSORED ADR 583840103 584 139,947 SH DEFINED 2 139,947
MEDAREX INC COM 583916101 190 37,050 DEFINED 1
MEDCATH CORP COM 58404W109 179 24,650 DEFINED 1
MEDIA GEN INC CL A 584404107 51 26,550 DEFINED 1
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 78 19,350 DEFINED 1
MEDICINES CO COM 584688105 3,769 347,654 DEFINED 1
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2,454 198,370 DEFINED 1
MEDIS TECHNOLOGIES LTD COM 58500P107 6 13,500 DEFINED 1
MEDTRONIC INC COM 585055106 31,327 1,063,025 DEFINED 1
MEMC ELECTR MATLS INC COM 552715104 1,693 102,668 DEFINED 1
MENS WEARHOUSE INC COM 587118100 1,003 66,221 DEFINED 1
MENTOR GRAPHICS CORP COM 587200106 6,793 1,530,041 DEFINED 1
MERCK & CO INC COM 589331107 86,937 3,249,991 DEFINED 1
MERCK & CO., INC. COM 589331107 14,860 555,504 SH DEFINED 2 555,504
MERCURY COMPUTER SYS COM 589378108 246 44,410 DEFINED 1
MEREDITH CORP COM 589433101 1,476 88,691 DEFINED 1
MERIDIAN BIOSCIENCE INC COM 589584101 8,803 485,801 DEFINED 1
MERIDIAN RESOURCE CORP COM 58977Q109 3 16,550 DEFINED 1
MERITAGE HOMES CORP COM 59001A102 904 79,180 DEFINED 1
METHANEX CORP COM 59151K108 130 16,700 DEFINED 1
METLIFE INC COM 59156R108 19,352 849,872 DEFINED 1
MGE ENERGY INC COM 55277P104 290 9,250 DEFINED 1
MICREL INC COM 594793101 4,243 602,728 DEFINED 1
MICROCHIP TECHNOLOGY INC COM 595017104 892 42,080 DEFINED 1
MICRON TECHNOLOGY INC COM 595112103 3,832 943,873 DEFINED 1
MICROS SYS INC COM 594901100 11,805 629,593 DEFINED 1
MICROSOFT CORP COM 594918104 227,982 12,410,538 DEFINED 1
MICROSOFT CORP. COM 594918104 1,572 85,569 SH DEFINED 2 85,569
MID-AMER APT CMNTYS INC COM 59522J103 7,176 232,770 DEFINED 1
MIDDLEBY CORP COM 596278101 349 10,776 DEFINED 1
MILLER HERMAN INC COM 600544100 2,050 192,292 DEFINED 1
MILLIPORE CORP COM 601073109 718 12,505 DEFINED 1
MINERALS TECHNOLOGIES INC COM 603158106 6,462 201,610 DEFINED 1
MIPS TECHNOLOGIES INC COM 604567107 63 21,350 DEFINED 1
MKS INSTRUMENT INC COM 55306N104 9,729 663,161 DEFINED 1
MOBILE TELESYSTEMS
FINANCE SA SPONSORED ADR 607409109 1,397 46,700 SH DEFINED 2 46,700
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,071 35,781 DEFINED 1
MODINE MFG CO COM 607828100 27 10,650 DEFINED 1
MOLEX INC COM 608554101 530 38,555 DEFINED 1
MOLSON COORS BREWING CO CL B 60871R209 4,871 142,108 DEFINED 1
MONSANTO CO NEW COM 61166W101 61,173 736,143 DEFINED 1
MOODYS CORP COM 615369105 1,611 70,292 DEFINED 1
MOOG INC CL A 615394202 11,575 506,121 DEFINED 1
MPS GROUP INC COM 553409103 2,132 358,315 DEFINED 1
MSC INDL DIRECT INC CL A 553530106 4,462 143,600 DEFINED 1
MURPHY OIL CORP COM 626717102 34,913 779,837 DEFINED 1
NACCO INDS INC CL A 629579103 344 12,640 DEFINED 1
NASH FINCH CO COM 631158102 752 26,780 DEFINED 1
NATIONAL FUEL GAS CO N J COM 636180101 2,658 86,680 DEFINED 1
NATIONAL HEALTH INVS INC COM 63633D104 245 9,107 DEFINED 1
NATIONAL SEMICONDUCTOR CORP COM 637640103 11,773 1,146,323 DEFINED 1
NATIONWIDE HEALTH PPTYS INC COM 638620104 7,071 318,650 DEFINED 1
NAUTILUS INC COM 63910B102 8 12,200 DEFINED 1
NBT BANCORP INC COM 628778102 1,199 55,400 DEFINED 1
NBTY INC COM 628782104 378 26,850 DEFINED 1
NCI BUILDING SYS INC COM 628852105 246 111,020 DEFINED 1
NCR CORP NEW COM 62886E108 3,555 447,130 DEFINED 1
NEKTAR THERAPEUTICS COM 640268108 2,207 409,474 DEFINED 1
NETFLIX INC COM 64110L106 3,108 72,410 DEFINED 1
NEW JERSEY RES COM 646025106 3,125 91,979 DEFINED 1
NEW YORK CMNTY BANCORP INC COM 649445103 11,072 991,200 DEFINED 1
NEW YORK TIMES CO CL A 650111107 126 27,816 DEFINED 1
NEWELL RUBBERMAID INC COM 651229106 16,922 2,652,377 DEFINED 1
NEWELL RUBBERMAID, INC. COM 651229106 7,742 1,213,448 SH DEFINED 2 1,213,448
NEWMARKET CORP COM 651587107 1,161 26,200 DEFINED 1
NEWMONT MINING CORP COM 651639106 50,490 1,128,013 DEFINED 1
NEWPORT CORP COM 651824104 297 67,250 DEFINED 1
NEXEN INC COM 65334H102 50,010 2,948,705 DEFINED 1
NICOR INC COM 654086107 1,030 30,986 DEFINED 1
NII HLDGS INC CL B NEW 62913F201 1,236 82,374 DEFINED 1
NIKE INC CL B 654106103 14,237 303,634 DEFINED 1
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 2,539 133,400 DEFINED 1
NISOURCE INC COM 65473P105 15,853 1,617,617 DEFINED 1
NISOURCE, INC. COM 65473P105 981 100,106 SH DEFINED 2 100,106
NOBLE ENERGY INC COM 655044105 4,972 92,271 DEFINED 1
NORDSON CORP COM 655663102 6,438 226,453 DEFINED 1
NORDSTROM INC COM 655664100 2,276 135,893 DEFINED 1
NORFOLK SOUTHERN CORP COM 655844108 9,174 271,831 DEFINED 1
NORTHEAST UTILS COM 664397106 2,888 133,743 DEFINED 1
NORTHERN TR CORP COM 665859104 23,916 399,807 DEFINED 1
NORTHGATE MINERALS CORP COM 666416102 279 208,500 DEFINED 1
NORTHROP GRUMMAN CORP COM 666807102 20,851 477,806 DEFINED 1
NOVARTIS A G SPONSORED ADR 66987V109 9,628 254,509 DEFINED 1
NOVARTIS AG SPONSORED ADR 66987V109 9,628 254,509 SH DEFINED 2 254,509
NOVATEL WIRELESS INC COM NEW 66987M604 583 103,680 DEFINED 1
NOVAVAX INC COM 670002104 14 14,050 DEFINED 1
NOVELL INC COM 670006105 350 82,190 DEFINED 1
NRG ENERGY INC COM NEW 629377508 1,925 109,402 DEFINED 1
NSTAR COM 67019E107 32,426 1,017,113 DEFINED 1
NU SKIN ENTERPRISES INC CL A 67018T105 212 20,250 DEFINED 1
NUCOR CORP COM 670346105 11,066 289,917 DEFINED 1
NVIDIA CORP COM 67066G104 2,615 265,231 DEFINED 1
NYSE EURONEXT COM 629491101 8,632 482,243 SH DEFINED 2 482,243
O REILLY AUTOMOTIVE INC COM 686091109 1,081 30,869 DEFINED 1
OCCIDENTAL PETE CORP DEL COM 674599105 102,991 1,850,695 DEFINED 1
OCEANEERING INTL INC COM 675232102 2,500 67,800 DEFINED 1
ODYSSEY RE HLDGS CORP COM 67612W108 639 16,850 DEFINED 1
OFFICE DEPOT INC COM 676220106 80 61,374 DEFINED 1
OGE ENERGY CORP COM 670837103 12,205 512,369 DEFINED 1
OGE ENERGY CORP. COM 670837103 9,615 403,671 SH DEFINED 2 403,671
OIL STS INTL INC COM 678026105 1,785 133,030 DEFINED 1
OLD DOMINION FGHT LINES INC COM 679580100 5,848 248,972 DEFINED 1
OLD NATL BANCORP IND COM 680033107 5,385 482,054 DEFINED 1
OLD REP INTL CORP COM 680223104 937 86,600 DEFINED 1
OLIN CORP COM PAR $1 680665205 2,810 196,890 DEFINED 1
OMEGA HEALTHCARE INVS INC COM 681936100 2,091 148,540 DEFINED 1
OMNICARE INC COM 681904108 11,074 452,185 DEFINED 1
OMNICOM GROUP INC COM 681919106 16,313 697,132 DEFINED 1
OMNIVISION TECHNOLOGIES INC COM 682128103 301 44,840 DEFINED 1
ON ASSIGNMENT INC COM 682159108 504 186,040 DEFINED 1
ONEOK INC NEW COM 682680103 2,697 119,180 DEFINED 1
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 3,252 80,000 DEFINED 1
ONLINE RES CORP COM 68273G101 62 14,700 DEFINED 1
OPEN TEXT CORP COM 683715106 792 23,000 DEFINED 1
ORACLE CORP COM 68389X105 113,849 6,300,463 DEFINED 1
ORASURE TECHNOLOGIES INC COM 68554V108 48 18,950 DEFINED 1
ORBITAL SCIENCES CORP COM 685564106 1,835 154,300 DEFINED 1
ORTHOVITA INC COM 68750U102 60 22,500 DEFINED 1
OSHKOSH CORP COM 688239201 404 59,900 DEFINED 1
OSI PHARMACEUTICALS INC COM 671040103 10,983 287,075 DEFINED 1
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,599 70,550 DEFINED 1
OWENS & MINOR INC NEW COM 690732102 10,185 307,414 DEFINED 1
OWENS ILL INC COM NEW 690768403 1,380 95,585 DEFINED 1
OXFORD INDS INC COM 691497309 80 13,000 DEFINED 1
P F CHANGS CHINA BISTRO INC COM 69333Y108 3,799 166,057 DEFINED 1
PACCAR INC COM 693718108 55,686 2,161,713 DEFINED 1
PACIFIC SUNWEAR CALIF INC COM 694873100 32 19,177 DEFINED 1
PACKAGING CORP AMER COM 695156109 1,127 86,550 DEFINED 1
PACTIV CORP COM 695257105 7,217 494,679 DEFINED 1
PAIN THERAPEUTICS INC COM 69562K100 55 13,200 DEFINED 1
PALL CORP COM 696429307 1,080 52,873 DEFINED 1
PALM INC NEW COM 696643105 1,186 138,050 DEFINED 1
PANERA BREAD CO CL A 69840W108 3,457 61,850 DEFINED 1
PANTRY INC COM 698657103 222 12,600 DEFINED 1
PAPA JOHNS INTL INC COM 698813102 6,546 286,224 DEFINED 1
PARALLEL PETE CORP DEL COM 699157103 22 17,000 DEFINED 1
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PARK ELECTROCHEMICAL CORP COM 700416209 199 11,500 DEFINED 1
PARKER DRILLING CO COM 701081101 215 116,980 DEFINED 1
PARKER HANNIFIN CORP COM 701094104 1,530 45,028 DEFINED 1
PARKWAY PPTYS INC COM 70159Q104 585 56,790 DEFINED 1
PATTERSON COMPANIES INC COM 703395103 576 30,555 DEFINED 1
PATTERSON UTI ENERGY INC COM 703481101 33,468 3,735,278 DEFINED 1
PAYCHEX INC COM 704326107 2,115 82,408 DEFINED 1
PEABODY ENERGY CORP COM 704549104 26,078 1,041,472 DEFINED 1
PEETS COFFEE & TEA INC COM 705560100 371 17,150 DEFINED 1
PENN VA CORP COM 707882106 1,732 157,730 DEFINED 1
PENNEY J C INC COM 708160106 3,355 167,175 DEFINED 1
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 378 106,400 DEFINED 1
PEOPLES BANCORP INC COM 709789101 199 15,350 DEFINED 1
PEP BOYS MANNY MOE & JACK COM 713278109 58 13,100 DEFINED 1
PEPCO HOLDINGS INC COM 713291102 659 52,830 DEFINED 1
PEPSI BOTTLING GROUP INC COM 713409100 14,390 649,947 DEFINED 1
PEPSIAMERICAS INC COM 71343P200 550 31,867 DEFINED 1
PERFICIENT INC COM 71375U101 741 137,160 DEFINED 1
PERINI CORP COM 713839108 284 23,050 DEFINED 1
PERKINELMER INC COM 714046109 5,991 469,163 DEFINED 1
PEROT SYS CORP CL A 714265105 564 43,800 DEFINED 1
PERRIGO CO COM 714290103 2,796 112,610 DEFINED 1
PETRO-CDA COM 71644E102 10,292 387,219 DEFINED 1
PETROCHINA CO LTD SPONSORED ADR 71646E100 8,647 108,500 DEFINED 1
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 8,370 341,613 SH DEFINED 2 341,613
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,997 131,167 DEFINED 1
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12,539 511,790 DEFINED 1
PETSMART INC COM 716768106 5,272 251,541 DEFINED 1
PFIZER INC COM 717081103 164,438 12,073,273 DEFINED 1
PFIZER, INC. COM 717081103 14,762 1,083,844 SH DEFINED 2 1,083,844
PG&E CORP COM 69331C108 41,309 1,080,820 DEFINED 1
PHILIP MORRIS INTERNATIONAL,
INC. COM 718172109 9,937 279,274 SH DEFINED 2 279,274
PHILLIPS VAN HEUSEN CORP COM 718592108 3,413 150,480 DEFINED 1
PIEDMONT NAT GAS INC COM 720186105 2,422 93,550 DEFINED 1
PINNACLE ENTMT INC COM 723456109 108 15,400 DEFINED 1
PINNACLE WEST CAP CORP COM 723484101 697 26,231 DEFINED 1
PIONEER NAT RES CO COM 723787107 1,724 104,700 DEFINED 1
PITNEY BOWES INC COM 724479100 44,931 1,924,256 DEFINED 1
PITNEY BOWES, INC. COM 724479100 10,929 468,039 SH DEFINED 2 468,039
PLANTRONICS INC NEW COM 727493108 302 24,997 DEFINED 1
PLAYBOY ENTERPRISES INC CL B 728117300 29 14,600 DEFINED 1
PLEXUS CORP COM 729132100 9,996 723,290 DEFINED 1
PLUG POWER INC COM 72919P103 30 34,350 DEFINED 1
PLUM CREEK TIMBER CO INC COM 729251108 5,461 187,843 DEFINED 1
PLX TECHNOLOGY INC COM 693417107 31 14,350 DEFINED 1
PMC-SIERRA INC COM 69344F106 663 104,110 DEFINED 1
PMI GROUP INC COM 69344M101 22 34,800 DEFINED 1
PNC FINL SVCS GROUP INC COM 693475105 25,887 883,810 DEFINED 1
PNM RES INC COM 69349H107 577 69,820 DEFINED 1
POLARIS INDS INC COM 731068102 3,436 160,284 DEFINED 1
POLO RALPH LAUREN CORP CL A 731572103 2,350 55,623 DEFINED 1
POPULAR INC COM 733174106 61 28,200 DEFINED 1
POSCO SPONSORED ADR 693483109 3,671 54,935 DEFINED 1
POST PPTYS INC COM 737464107 363 35,750 DEFINED 1
POTASH CORP SASK INC COM 73755L107 6,913 85,550 DEFINED 1
POWER-ONE INC COM 739308104 23 26,250 DEFINED 1
PPG INDS INC COM 693506107 19,690 533,612 DEFINED 1
PPL CORP COM 69351T106 5,193 180,884 DEFINED 1
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PRECISION CASTPARTS CORP COM 740189105 15,353 256,303 DEFINED 1
PREMIERE GLOBAL SVCS INC COM 740585104 239 27,050 DEFINED 1
PRESIDENTIAL LIFE CORP COM 740884101 452 58,050 DEFINED 1
PRIDE INTL INC DEL COM 74153Q102 5,513 306,600 DEFINED 1
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PROASSURANCE CORP COM 74267C106 6,643 142,501 DEFINED 1
PROCTER & GAMBLE CO COM 742718109 215,845 4,583,667 DEFINED 1
PROCTER & GAMBLE CO. COM 742718109 743 15,776 SH DEFINED 2 15,776
PROGRESS ENERGY INC COM 743263105 2,503 69,026 DEFINED 1
PROGRESS SOFTWARE CORP COM 743312100 6,209 357,661 DEFINED 1
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PROTECTIVE LIFE CORP COM 743674103 1,746 332,545 DEFINED 1
PRUDENTIAL FINL INC COM 744320102 4,878 256,478 DEFINED 1
PSS WORLD MED INC COM 69366A100 2,163 150,710 DEFINED 1
PSYCHIATRIC SOLUTIONS INC COM 74439H108 7,201 457,757 DEFINED 1
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PULTE HOMES INC COM 745867101 1,002 91,664 DEFINED 1
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QUALCOMM INC COM 747525103 129,709 3,333,568 DEFINED 1
QUANTA SVCS INC COM 74762E102 16,412 765,110 DEFINED 1
QUEST DIAGNOSTICS INC COM 74834L100 1,851 38,981 DEFINED 1
QUEST SOFTWARE INC COM 74834T103 550 43,380 DEFINED 1
QUESTAR CORP COM 748356102 1,440 48,942 DEFINED 1
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RADIAN GROUP INC COM 750236101 40 22,200 DEFINED 1
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RANGE RES CORP COM 75281A109 4,213 102,348 DEFINED 1
RAYMOND JAMES FINANCIAL INC COM 754730109 5,290 268,537 DEFINED 1
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RAYTHEON CO COM NEW 755111507 24,043 617,435 DEFINED 1
RC2 CORP COM 749388104 226 42,840 DEFINED 1
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REGIS CORP MINN COM 758932107 4,140 286,516 DEFINED 1
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RESEARCH IN MOTION LTD COM 760975102 533 12,356 DEFINED 1
RESMED INC COM 761152107 2,428 68,700 DEFINED 1
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REYNOLDS AMERICAN, INC. COM 761713106 1,007 28,086 SH DEFINED 2 28,086
RF MICRODEVICES INC COM 749941100 70 52,300 DEFINED 1
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RITE AID CORP COM 767754104 12 33,450 DEFINED 1
ROBBINS & MYERS INC COM 770196103 1,144 75,440 DEFINED 1
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ROCK-TENN CO CL A 772739207 2,609 96,455 DEFINED 1
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ROHM & HAAS CO COM 775371107 8,426 106,870 DEFINED 1
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ROPER INDS INC NEW COM 776696106 48,741 1,148,206 DEFINED 1
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RUDDICK CORP COM 781258108 3,739 166,540 DEFINED 1
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S & T BANCORP INC COM 783859101 1,316 62,050 DEFINED 1
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SAPIENT CORP COM 803062108 140 31,400 DEFINED 1
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SCHOLASTIC CORP COM 807066105 587 38,920 DEFINED 1
SCHOOL SPECIALTY INC COM 807863105 1,243 70,638 DEFINED 1
SCHULMAN A INC COM 808194104 1,580 116,590 DEFINED 1
SCIENTIFIC GAMES CORP CL A 80874P109 1,506 124,363 DEFINED 1
SEAGATE TECHNOLOGY, INC. SHS G7945J104 464 77,123 SH DEFINED 2 77,123
SEALED AIR CORP NEW COM 81211K100 4,159 301,402 DEFINED 1
SEATTLE GENETICS INC COM 812578102 2,911 295,225 DEFINED 1
SEI INVESTMENTS CO COM 784117103 174 14,250 DEFINED 1
SEMPRA ENERGY COM 816851109 9,886 213,791 DEFINED 1
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6,201 442,283 DEFINED 1
SHAW COMMUNICATIONS INC CL B CONV 82028K200 6,994 461,671 DEFINED 1
SHAW GROUP INC COM 820280105 4,182 152,560 DEFINED 1
SHERWIN WILLIAMS CO COM 824348106 7,242 139,346 DEFINED 1
SIGMA ALDRICH CORP COM 826552101 2,659 70,352 DEFINED 1
SILGAN HOLDINGS INC COM 827048109 14,647 278,783 DEFINED 1
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 543 93,619 DEFINED 1
SIMPSON MANUFACTURING CO INC COM 829073105 2,498 138,640 DEFINED 1
SKYWEST INC COM 830879102 2,547 204,742 DEFINED 1
SL GREEN RLTY CORP COM 78440X101 3,618 335,028 DEFINED 1
SLM CORP COM 78442P106 524 105,771 DEFINED 1
SMITH A O COM 831865209 1,374 54,564 DEFINED 1
SMITH INTL INC COM 832110100 21,390 995,823 DEFINED 1
SMITHFIELD FOODS INC COM 832248108 750 79,300 DEFINED 1
SMUCKER J M CO COM NEW 832696405 2,600 69,754 DEFINED 1
SNAP ON INC COM 833034101 1,759 70,072 DEFINED 1
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,806 67,995 DEFINED 1
SOCIEDAD QUIMICA Y MINERA
DE CHILE SA SPON ADR SER B 833635105 497 18,711 SH DEFINED 2 18,711
SONICWALL INC COM 835470105 250 55,970 DEFINED 1
SONOCO PRODS CO COM 835495102 2,176 103,712 DEFINED 1
SONOSITE INC COM 83568G104 1,298 72,600 DEFINED 1
SOUTH FINL GROUP INC COM 837841105 28 25,200 DEFINED 1
SOUTH JERSEY INDS INC COM 838518108 2,535 72,430 DEFINED 1
SOUTHERN CO COM 842587107 30,964 1,011,247 DEFINED 1
SOUTHERN CO. COM 842587107 11,068 361,479 SH DEFINED 2 361,479
SOUTHERN COPPER CORP COM 84265V105 1,206 69,250 DEFINED 1
SOUTHWEST AIRLS CO COM 844741108 1,114 175,986 DEFINED 1
SOUTHWESTERN ENERGY CO COM 845467109 17,814 600,000 DEFINED 1
SPECTRA ENERGY CORP. COM 847560109 7,509 531,022 SH DEFINED 2 531,022
SPSS INC COM 78462K102 3,930 138,229 DEFINED 1
SPX CORP COM 784635104 3,381 71,930 DEFINED 1
ST JUDE MED INC COM 790849103 88,562 2,437,718 DEFINED 1
ST MARY LD & EXPL CO COM 792228108 621 46,910 DEFINED 1
STANDARD MICROSYSTEMS CORP COM 853626109 1,298 69,799 DEFINED 1
STANDARD PAC CORP NEW COM 85375C101 124 140,550 DEFINED 1
STANDARD REGISTER CO COM 853887107 47 10,200 DEFINED 1
STANLEY WKS COM 854616109 681 23,374 DEFINED 1
STAPLES INC COM 855030102 11,555 638,040 DEFINED 1
STAR SCIENTIFIC INC COM 85517P101 93 21,650 DEFINED 1
STATE STR CORP COM 857477103 20,113 653,442 DEFINED 1
STATOILHYDRO ASA SPONSORED ADR 85771P102 3,696 211,900 DEFINED 1
STEEL DYNAMICS INC COM 858119100 1,203 136,554 DEFINED 1
STEELCASE INC CL A 858155203 104 20,800 DEFINED 1
STEINWAY MUSICAL INSTRS INC COM 858495104 128 10,700 DEFINED 1
STERICYCLE INC COM 858912108 1,126 23,585 DEFINED 1
STERIS CORP COM 859152100 4,247 182,450 DEFINED 1
STERLING BANCSHARES INC COM 858907108 1,920 293,560 DEFINED 1
STERLING FINL CORP WASH COM 859319105 251 121,100 DEFINED 1
STILLWATER MNG CO COM 86074Q102 57 15,400 DEFINED 1
STONE ENERGY CORP COM 861642106 70 20,881 DEFINED 1
STRATASYS INC COM 862685104 1,635 197,750 DEFINED 1
STRAYER ED INC COM 863236105 2,962 16,470 DEFINED 1
STRYKER CORP COM 863667101 4,171 122,538 DEFINED 1
STURM RUGER & CO INC COM 864159108 186 15,100 DEFINED 1
SUNCOR ENERGY INC COM 867229106 21,299 958,995 DEFINED 1
SUNOCO INC COM 86764P109 3,753 141,746 DEFINED 1
SUNTRUST BKS INC COM 867914103 1,885 160,592 DEFINED 1
SUPERIOR ENERGY SVCS INC COM 868157108 1,964 152,370 DEFINED 1
SUPERVALU INC COM 868536103 10,116 708,406 DEFINED 1
SUSQUEHANNA BANCSHARES INC P COM 869099101 2,444 261,960 DEFINED 1
SWIFT ENERGY CO COM 870738101 353 48,340 DEFINED 1
SYCAMORE NETWORKS INC COM 871206108 304 113,720 DEFINED 1
SYKES ENTERPRISES INC COM 871237103 3,367 202,450 DEFINED 1
SYMANTEC CORP COM 871503108 20,185 1,351,097 DEFINED 1
SYNAPTICS INC COM 87157D109 10,575 395,165 DEFINED 1
SYNOVUS FINL CORP COM 87161C105 83 25,450 DEFINED 1
SYSCO CORP COM 871829107 5,862 257,084 DEFINED 1
TAIWAN SEMICONDUCTOR
MANUFACTURING CO., LTD. SPONSORED ADR 874039100 10,312 1,152,150 SH DEFINED 2 1,152,150
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 55,624 6,214,997 DEFINED 1
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,152 137,930 DEFINED 1
TALISMAN ENERGY INC COM 87425E103 44,609 4,248,464 DEFINED 1
TANGER FACTORY OUTLET CTRS I COM 875465106 6,180 200,270 DEFINED 1
TARGET CORP COM 87612E106 79,292 2,305,656 DEFINED 1
TASER INTL INC COM 87651B104 99 21,250 DEFINED 1
TAUBMAN CTRS INC COM 876664103 4,932 289,433 DEFINED 1
TCF FINL CORP COM 872275102 876 74,480 DEFINED 1
TECH DATA CORP COM 878237106 4,697 215,660 DEFINED 1
TECHNE CORP COM 878377100 1,163 21,255 DEFINED 1
TECHNITROL INC COM 878555101 19 11,300 DEFINED 1
TECO ENERGY INC COM 872375100 524 47,031 DEFINED 1
TEKELEC COM 879101103 1,256 94,971 DEFINED 1
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 4,949 357,615 DEFINED 1
TELE NORTE LESTE
PARTICIPACOES SA SPON ADR PFD 879246106 636 45,947 SH DEFINED 2 45,947
TELEDYNE TECHNOLOGIES INC COM 879360105 9,669 362,419 DEFINED 1
TELEFLEX INC COM 879369106 2,093 53,550 DEFINED 1
TELETECH HOLDINGS INC COM 879939106 197 18,100 DEFINED 1
TEMPLE INLAND INC COM 879868107 927 172,694 DEFINED 1
TENET HEALTHCARE CORP COM 88033G100 112 96,851 DEFINED 1
TENNECO INC COM 880349105 33 20,400 DEFINED 1
TERADYNE INC COM 880770102 158 36,172 DEFINED 1
TEREX CORP NEW COM 880779103 1,122 121,300 DEFINED 1
TERRA INDS INC COM 880915103 4,601 163,780 DEFINED 1
TESORO CORP COM 881609101 5,447 404,359 DEFINED 1
TETRA TECH INC NEW COM 88162G103 971 47,650 DEFINED 1
TETRA TECHNOLOGIES INC DEL COM 88162F105 2,231 686,609 DEFINED 1
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 46,412 1,030,229 DEFINED 1
TEVA PHARMACEUTICAL
INDUSTRIES LTD. ADR 881624209 3,719 82,551 SH DEFINED 2 82,551
TEXAS INDS INC COM 882491103 1,914 76,560 DEFINED 1
TEXAS INSTRS INC COM 882508104 25,623 1,551,995 DEFINED 1
TEXTRON INC COM 883203101 331 57,751 DEFINED 1
THOMAS & BETTS CORP COM 884315102 2,706 108,164 DEFINED 1
THOR INDS INC COM 885160101 594 38,000 DEFINED 1
THORATEC CORP COM NEW 885175307 1,574 61,250 DEFINED 1
THQ INC COM NEW 872443403 1,693 557,002 DEFINED 1
TIDEWATER INC COM 886423102 11,661 314,046 DEFINED 1
TIFFANY & CO NEW COM 886547108 573 26,558 DEFINED 1
TIMBERLAND CO CL A 887100105 1,662 139,200 DEFINED 1
TITANIUM METALS CORP COM NEW 888339207 236 43,090 DEFINED 1
TIVO INC COM 888706108 219 31,050 DEFINED 1
TJX COS INC NEW COM 872540109 46,974 1,832,066 DEFINED 1
TOLL BROTHERS INC COM 889478103 4,060 223,550 DEFINED 1
TORO CO COM 891092108 6,331 261,839 DEFINED 1
TOTAL S A SPONSORED ADR 89151E109 3,281 66,869 DEFINED 1
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2,595 41,000 DEFINED 1
TRACTOR SUPPLY CO COM 892356106 2,914 80,820 DEFINED 1
TRADESTATION GROUP INC COM 89267P105 509 77,100 DEFINED 1
TRANSALTA CORP COM 89346D107 12,202 830,601 DEFINED 1
TRANSCANADA CORP COM 89353D107 39,020 1,649,889 DEFINED 1
TRAVELERS COMPANIES INC COM 89417E109 78,481 1,931,123 DEFINED 1
TRIDENT MICROSYSTEMS INC COM 895919108 34 23,550 DEFINED 1
TRIQUINT SEMICONDUCTOR INC COM 89674K103 664 268,879 DEFINED 1
TRIUMPH GROUP INC NEW COM 896818101 2,213 57,940 DEFINED 1
TTM TECHNOLOGIES INC COM 87305R109 1,174 202,451 DEFINED 1
TUPPERWARE BRANDS CORP COM 899896104 1,547 91,070 DEFINED 1
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 1,106 90,000 DEFINED 1
TYSON FOODS INC CL A 902494103 734 78,145 DEFINED 1
U S CONCRETE INC COM 90333L102 27 13,550 DEFINED 1
UCBH HOLDINGS INC COM 90262T308 254 168,469 DEFINED 1
UGI CORP NEW COM 902681105 5,350 226,578 DEFINED 1
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,213 128,200 DEFINED 1
UMB FINL CORP COM 902788108 8,426 198,295 DEFINED 1
UNION BANKSHARES CORP COM 905399101 162 11,670 DEFINED 1
UNISYS CORP COM 909214108 15 29,200 DEFINED 1
UNIT CORP COM 909218109 4,820 230,419 DEFINED 1
UNITED FIRE & CAS CO COM 910331107 411 18,730 DEFINED 1
UNITED NAT FOODS INC COM 911163103 754 39,724 DEFINED 1
UNITED ONLINE INC COM 911268100 709 158,979 DEFINED 1
UNITED PARCEL SERVICE INC CL B 911312106 55,774 1,133,161 DEFINED 1
UNITED STATES STL CORP NEW COM 912909108 26,860 1,271,183 DEFINED 1
UNITED STATIONERS INC COM 913004107 343 12,200 DEFINED 1
UNITED TECHNOLOGIES CORP COM 913017109 38,760 901,821 DEFINED 1
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,846 133,853 DEFINED 1
UNITEDHEALTH GROUP INC COM 91324P102 35,093 1,676,683 DEFINED 1
UNITRIN INC COM 913275103 3,267 233,670 DEFINED 1
UNIVERSAL CORP VA COM 913456109 2,950 98,580 DEFINED 1
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 262 8,970 DEFINED 1
UNIVERSAL HLTH SVCS INC CL B 913903100 12,273 320,121 DEFINED 1
UNUM GROUP COM 91529Y106 9,589 767,155 DEFINED 1
URBAN OUTFITTERS INC COM 917047102 3,575 218,406 DEFINED 1
URS CORP NEW COM 903236107 4,402 108,930 DEFINED 1
USEC INC COM 90333E108 368 76,580 DEFINED 1
V F CORP COM 918204108 1,972 34,524 DEFINED 1
VAALCO ENERGY INC COM NEW 91851C201 479 90,500 DEFINED 1
VAIL RESORTS INC COM 91879Q109 235 11,500 DEFINED 1
VALASSIS COMMUNICATIONS INC COM 918866104 51 32,550 DEFINED 1
VALEANT PHARMACEUTICALS INTL COM 91911X104 1,970 110,760 DEFINED 1
VALENCE TECHNOLOGY INC COM 918914102 40 18,750 DEFINED 1
VALERO ENERGY CORP NEW COM 91913Y100 26,058 1,455,729 DEFINED 1
VALSPAR CORP COM 920355104 5,563 278,550 DEFINED 1
VARIAN INC COM 922206107 9,158 385,766 DEFINED 1
VARIAN MED SYS INC COM 92220P105 6,237 204,898 DEFINED 1
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2,469 113,999 DEFINED 1
VASCO DATA SEC INTL INC COM 92230Y104 710 123,126 DEFINED 1
VCA ANTECH INC COM 918194101 2,158 95,682 DEFINED 1
VECTOR GROUP LTD COM 92240M108 94,631 7,284,930 DEFINED 1
VEECO INSTRS INC DEL COM 922417100 652 97,706 DEFINED 1
VENTAS INC COM 92276F100 7,652 338,442 DEFINED 1
VERISIGN INC COM 92343E102 2,447 129,687 DEFINED 1
VERTEX PHARMACEUTICALS INC COM 92532F100 9,774 340,185 DEFINED 1
VIAD CORP COM NEW 92552R406 1,321 93,550 DEFINED 1
VIVUS INC COM 928551100 76 17,700 DEFINED 1
VOLT INFORMATION SCIENCES IN COM 928703107 103 15,517 DEFINED 1
VORNADO RLTY TR SH BEN INT 929042109 12,094 363,842 DEFINED 1
VULCAN MATLS CO COM 929160109 2,170 48,995 DEFINED 1
WABTEC CORP COM 929740108 19,178 726,974 DEFINED 1
WADDELL & REED FINL INC CL A 930059100 1,241 68,650 DEFINED 1
WAL MART STORES INC COM 931142103 180,001 3,454,907 DEFINED 1
WALGREEN CO COM 931422109 18,804 724,330 DEFINED 1
WASHINGTON POST CO CL B 939640108 461 1,290 DEFINED 1
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 296 17,100 DEFINED 1
WASTE CONNECTIONS INC COM 941053100 17,979 699,562 DEFINED 1
WASTE MGMT INC DEL COM 94106L109 38,560 1,506,268 DEFINED 1
WATSON PHARMACEUTICALS INC COM 942683103 14,824 476,511 DEFINED 1
WATTS WATER TECHNOLOGIES INC CL A 942749102 7,972 407,550 DEFINED 1
WD-40 CO COM 929236107 210 8,700 DEFINED 1
WEBSENSE INC COM 947684106 4,026 335,469 DEFINED 1
WEIGHT WATCHERS INTL INC NEW COM 948626106 403 21,718 DEFINED 1
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,439 256,243 DEFINED 1
WELLS FARGO & CO NEW COM 949746101 81,763 5,741,782 DEFINED 1
WERNER ENTERPRISES INC COM 950755108 1,605 106,154 DEFINED 1
WESCO INTL INC COM 95082P105 682 37,650 DEFINED 1
WEST PHARMACEUTICAL SVSC INC COM 955306105 639 19,480 DEFINED 1
WESTAR ENERGY INC COM 95709T100 1,382 78,840 DEFINED 1
WESTERN DIGITAL CORP COM 958102105 7,276 376,237 DEFINED 1
WET SEAL INC CL A 961840105 3,240 964,382 DEFINED 1
WEYERHAEUSER CO COM 962166104 3,780 137,095 DEFINED 1
WGL HLDGS INC COM 92924F106 9,683 295,208 DEFINED 1
WHIRLPOOL CORP COM 963320106 565 19,089 DEFINED 1
WHITNEY HLDG CORP COM 966612103 2,124 185,504 DEFINED 1
WHOLE FOODS MKT INC COM 966837106 597 35,555 DEFINED 1
WILLIAMS COS INC DEL COM 969457100 16,489 1,448,938 DEFINED 1
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 2,899 91,145 DEFINED 1
WIMM-BILL-DANN FOODS OJSC SPONSORED ADR 97263M109 2,456 77,200 SH DEFINED 2 77,200
WIND RIVER SYSTEMS INC COM 973149107 1,395 217,950 DEFINED 1
WISCONSIN ENERGY CORP COM 976657106 1,379 33,490 DEFINED 1
WMS INDS INC COM 929297109 10,696 511,510 DEFINED 1
WOLVERINE WORLD WIDE INC COM 978097103 7,714 495,123 DEFINED 1
WOODWARD GOVERNOR CO COM 980745103 1,702 152,200 DEFINED 1
WORLD ACCEP CORP DEL COM 981419104 564 32,991 DEFINED 1
WYETH COM 983024100 114,579 2,662,155 DEFINED 1
WYETH COM 983024100 987 22,922 SH DEFINED 2 22,922
XCEL ENERGY INC COM 98389B100 2,714 145,691 DEFINED 1
XEROX CORP COM 984121103 6,150 1,351,549 DEFINED 1
XILINX INC COM 983919101 8,185 427,199 DEFINED 1
YAHOO INC COM 984332106 13,872 1,082,925 DEFINED 1
YAMANA GOLD INC COM 98462Y100 9,551 1,032,560 DEFINED 1
YRC WORLDWIDE INC COM 984249102 72 15,950 DEFINED 1
YUM BRANDS INC COM 988498101 6,247 227,316 DEFINED 1
ZALE CORP NEW COM 988858106 31 16,150 DEFINED 1
ZEBRA TECHNOLOGIES CORP CL A 989207105 215 11,330 DEFINED 1
ZENITH NATL INS CORP COM 989390109 990 41,045 DEFINED 1
ZIMMER HLDGS INC COM 98956P102 4,492 123,063 DEFINED 1
ZIONS BANCORPORATION COM 989701107 1,077 109,570 DEFINED 1
ZOLL MED CORP COM 989922109 197 13,700 DEFINED 1
ZORAN CORP COM 98975F101 444 50,440 DEFINED 1
11,826,448