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

                                    Form 13F

                               Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2008

Check here if Amendment [ ]; Amendment Number:

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

Institutional Investment Manager Filing this Report:

Name:    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:  J.A.M. Emke-Petrelluzi Bojanic
Title: Compliance Officer
Phone: +31 20 576 65 41

Signature, Place, and Date of Signing:

/s/ J.A.M. Emke-Petrelluzi Bojanic, Amsterdam, February 17, 2009

Name:  R.M. Fischmann
Title: Manager Compliance Netherlands
Phone: +31 20 576 51 18

Signature, Place, and Date of Signing:

/s/ R.M. Fischmann, Amsterdam, February 17, 2009

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.
28-13198              ING Canada Inc.
28-11943              ING Investment Management (Europe) B.V.



                              FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:

Form 13F Information Table Entry Total: 1813

Form 13F Information Table Value Total: $12,523,641
                                        ---------------
                                        (USD thousands)

List of Other Included Managers:

      No.      Form 13F File Number     Name

      01                                Other wholly owned subsidiary of
                                        ING Groep N.V.

      02       28-7796                  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
----------------------------- --------------- --------- ----------- ---------------- ---------- -------- ----------------------
                                                                                                           VOTING AUTHORITY
                                                          VALUE     SHRS OR SH/ PUT/ INVESTMENT  OTHER   ----------------------
     NAME OF ISSUER           TITLE OF CLASS    CUSIP    (x1000)    PRN AMT PRN CALL DISCRETION   MGRS    SOLE    SHARED   NONE
----------------------------- --------------- --------- ----------- ------- --- ---- ---------- -------- ------- --------- ----
                                                                                          
1ST SOURCE CORP                     COM       336901103        216     9600 SH        DEFINED       1
3COM CORP                           COM       885535104      1,269   564110 SH        DEFINED       1
3M CO                               COM       88579Y101     16,217   283665 SH        DEFINED       1
99 CENTS ONLY STORES                COM       65440K106        149    14200 SH        DEFINED       1
AAR CORP                            COM       000361105      1,417    80090 SH        DEFINED       1
AARON RENTS INC                     COM       002535201      3,096   118620 SH        DEFINED       1
ABBOTT LABS                         COM       002824100     84,644  1592245 SH        DEFINED       1
ABERCROMBIE & FITCH CO             CL A       002896207        591    26590 SH        DEFINED       1
ABINGTON BANCORP INC                COM       00350L109        386    40570 SH        DEFINED       1
ABM INDS INC                        COM       000957100        276    15100 SH        DEFINED       1
ACADIA PHARMACEUTICALS INC          COM       004225108         15    17700 SH        DEFINED       1
ACADIA RLTY TR                COM SH BEN INT  004239109        465    33700 SH        DEFINED       1
ACCELRYS INC                        COM       00430U103         28    16100 SH        DEFINED       1
ACCO BRANDS CORP                    COM       00081T108         27    10600 SH        DEFINED       1
ACI WORLDWIDE INC                   COM       004498101      4,593   140850 SH        DEFINED       1
ACTIVISION BLIZZARD INC             COM       00507V109     64,304  2138478 SH        DEFINED       1
ACTUANT CORP                     CL A NEW     00508X203      7,243   398200 SH        DEFINED       1
ACTUATE CORP                        COM       00508B102        103    35800 SH        DEFINED       1
ACUITY BRANDS INC                   COM       00508Y102      5,730   169376 SH        DEFINED       1
ACXIOM CORP                         COM       005125109      1,098   140280 SH        DEFINED       1
ADAPTEC INC                         COM       00651F108        859   257100 SH        DEFINED       1
ADMINISTAFF INC                     COM       007094105        399    18959 SH        DEFINED       1
ADOBE SYS INC                       COM       00724F101      7,983   368687 SH        DEFINED       1
ADOLOR CORP                         COM       00724X102         18    11200 SH        DEFINED       1
ADTRAN INC                          COM       00738A106      5,880   405820 SH        DEFINED       1
ADVANCE AMER CASH ADVANCE CT        COM       00739W107         25    13700 SH        DEFINED       1
ADVANCE AUTO PARTS INC              COM       00751Y106     13,122   397503 SH        DEFINED       1
ADVANCED ANALOGIC TECHNOLOGI        COM       00752J108         50    18200 SH        DEFINED       1
ADVANCED ENERGY INDS                COM       007973100      4,609   456308 SH        DEFINED       1
ADVANCED MICRO DEVICES INC          COM       007903107        299   135446 SH        DEFINED       1
ADVANTA CORP                       CL B       007942204         25    10700 SH        DEFINED       1
AEROPOSTALE                         COM       007865108      5,669   347595 SH        DEFINED       1
AES CORP                            COM       00130H105     14,849  1830967 SH        DEFINED       1
AETNA INC NEW                       COM       00817Y108     17,475   595195 SH        DEFINED       1
AFFILIATED COMPUTER SERVICES       CL A       008190100      9,156   202469 SH        DEFINED       1
AFFILIATED MANAGERS GROUP           COM       008252108        686    16980 SH        DEFINED       1
AFFYMETRIX INC                      COM       00826T108        850   297270 SH        DEFINED       1
AFLAC INC                           COM       001055102     32,671   716473 SH        DEFINED       1
AGCO CORP                           COM       001084102      5,113   215818 SH        DEFINED       1
AGILENT TECHNOLOGIES INC            COM       00846U101     10,890   731828 SH        DEFINED       1
AGILYSYS INC                        COM       00847J105         62    14500 SH        DEFINED       1
AGL RES INC                         COM       001204106     24,647   812618 SH        DEFINED       1
AGL Resources, Inc.                 COM       001204106      1,451    46268 SH        DEFINED       2      46268
AGNICO EAGLE MINES LTD              COM       008474108      7,341   146110 SH        DEFINED       1
AIR PRODS & CHEMS INC               COM       009158106      2,552    51883 SH        DEFINED       1
AIRGAS INC                          COM       009363102      6,599   166310 SH        DEFINED       1
AIRTRAN HLDGS INC                   COM       00949P108        135    30100 SH        DEFINED       1
AIRVANA INC                         COM       00950V101         70    11800 SH        DEFINED       1
AKAMAI TECHNOLOGIES INC             COM       00971T101      1,450   100260 SH        DEFINED       1
AKORN INC                           COM       009728106      8,194  1377096 SH        DEFINED       1
ALAMO GROUP INC                     COM       011311107        164    12030 SH        DEFINED       1
ALASKA AIR GROUP INC                COM       011659109      1,218    42290 SH        DEFINED       1
ALASKA COMMUNICATIONS SYS GR        COM       01167P101      9,637  1072009 SH        DEFINED       1
ALBANY MOLECULAR RESH INC           COM       012423109        212    21510 SH        DEFINED       1
ALBEMARLE CORP                      COM       012653101      9,000   435399 SH        DEFINED       1
ALBERTO CULVER CO NEW               COM       013078100      1,013    42050 SH        DEFINED       1
ALCATEL-LUCENT                 SPONSORED ADR  013904305         41    19200 SH        DEFINED       1





                                                                                          
ALEXANDER & BALDWIN INC             COM       014482103      6,805   156950 SH        DEFINED       1
ALEXANDRIA REAL ESTATE EQ IN        COM       015271109      3,830    65500 SH        DEFINED       1
ALEXION PHARMACEUTICALS INC         COM       015351109      3,683   106900 SH        DEFINED       1
ALIGN TECHNOLOGY INC                COM       016255101        127    15400 SH        DEFINED       1
ALKERMES INC                        COM       01642T108        255    24500 SH        DEFINED       1
ALLEGHENY ENERGY INC                COM       017361106      1,439    44021 SH        DEFINED       1
ALLEGHENY TECHNOLOGIES INC          COM       01741R102      1,048    43412 SH        DEFINED       1
ALLERGAN INC                        COM       018490102      2,442    62352 SH        DEFINED       1
ALLETE INC                        COM NEW     018522300        211     6600 SH        DEFINED       1
ALLIANCE DATA SYSTEMS CORP          COM       018581108      8,291   180229 SH        DEFINED       1
ALLIANCE ONE INTL INC               COM       018772103        403   144560 SH        DEFINED       1
ALLIANCE RES PARTNER L P        UT LTD PART   01877R108        628    24000 SH        DEFINED       1
ALLIANT ENERGY CORP                 COM       018802108      5,251   183155 SH        DEFINED       1
ALLIANT TECHSYSTEMS INC             COM       018804104      3,471    41390 SH        DEFINED       1
ALLIED CAP CORP NEW                 COM       01903Q108         53    20900 SH        DEFINED       1
ALLIS CHALMERS ENERGY INC     COM PAR $.01NW  019645506        156    39010 SH        DEFINED       1
ALLOS THERAPEUTICS INC              COM       019777101         81    14600 SH        DEFINED       1
ALLSCRIPT MISYS HEALTCAR SOL        COM       01988P108        188    35200 SH        DEFINED       1
ALLSTATE CORP                       COM       020002101      5,710   178947 SH        DEFINED       1
ALPHA NATURAL RESOURCES INC         COM       02076X102        168    10750 SH        DEFINED       1
ALTERA CORP                         COM       021441100     33,906  1864060 SH        DEFINED       1
Altria Group, Inc.                  COM       02209S103      7,862   522014 SH        DEFINED       2     522014
ALUMINUM CORP CHINA LTD       SPON ADR H SHS  022276109      3,180   240719 SH        DEFINED       1
AMAZON COM INC                      COM       023135106      6,078   119739 SH        DEFINED       1
AMB PROPERTY CORP                   COM       00163T109      6,890   307581 SH        DEFINED       1
AMBAC FINL GROUP INC                COM       023139108         91    78200 SH        DEFINED       1
AMCOL INTL CORP                     COM       02341W103        643    30010 SH        DEFINED       1
AMEREN CORP                         COM       023608102     24,193   745537 SH        DEFINED       1
Ameren Corp.                        COM       023608102     12,427   373627 SH        DEFINED       2     373627
AMERICA MOVIL SAB DE CV       SPON ADR L SHS  02364W105      3,863   127959 SH        DEFINED       1
America Movil SAB de CV       SPON ADR L SHS  02364W105      1,954    63066 SH        DEFINED       2      63066
AMERICAN  AXLE & MFG HLDGS IN       COM       024061103         26    11000 SH        DEFINED       1
AMERICAN  CAP LTD                   COM       02503Y103         63    21349 SH        DEFINED       1
AMERICAN  COMMERCIAL LINES        COM NEW     025195207         60    12800 SH        DEFINED       1
AMERICAN  EAGLE OUTFITTERS NE       COM       02553E106        560    18788 SH        DEFINED       1
AMERICAN  ELEC PWR INC              COM       025537101      4,781   149181 SH        DEFINED       1
AMERICAN  FINL GROUP INC OHIO       COM       025932104      4,857   214542 SH        DEFINED       1
AMERICAN  GREETINGS CORP           CL A       026375105        763   109950 SH        DEFINED       1
AMERICAN  INTL GROUP INC            COM       026874107      1,764  1130619 SH        DEFINED       1
AMERICAN  MED SYS HLDGS INC         COM       02744M108      1,433   165800 SH        DEFINED       1
AMERICAN  ORIENTAL BIOENGR IN       COM       028731107        151    23900 SH        DEFINED       1
AMERICAN  SOFTWARE INC             CL A       029683109         59    14100 SH        DEFINED       1
AMERICAN SUPERCONDUCTOR CORP        COM       030111108        166    10700 SH        DEFINED       1
AMERIGROUP CORP                     COM       03073T102      3,615   127968 SH        DEFINED       1
AMERIS BANCORP                      COM       03076K108        167    15500 SH        DEFINED       1
AMERISOURCEBERGEN CORP              COM       03073E105     11,950   337674 SH        DEFINED       1
AMERON INTL INC                     COM       030710107        327     5245 SH        DEFINED       1
AMETEK INC NEW                      COM       031100100      3,821   128959 SH        DEFINED       1
AMKOR TECHNOLOGY INC                COM       031652100         67    32000 SH        DEFINED       1
AMN HEALTHCARE SERVICES INC         COM       001744101        470    56780 SH        DEFINED       1
AMPHENOL CORP NEW                  CL A       032095101     31,228  1321534 SH        DEFINED       1
AMR CORP                            COM       001765106        166    15950 SH        DEFINED       1
AMSURG CORP                         COM       03232P405        863    37246 SH        DEFINED       1
ANADARKO PETE CORP                  COM       032511107     31,574   831993 SH        DEFINED       1
ANADIGICS INC                       COM       032515108         16    11700 SH        DEFINED       1
ANALOG DEVICES INC                  COM       032654105     13,127   696759 SH        DEFINED       1
ANCHOR BANCORP WIS INC              COM       032839102        247   109749 SH        DEFINED       1





                                                                                          
ANGLOGOLD ASHANTI LTD          SPONSORED ADR  035128206      4,284   161223 SH        DEFINED       1
ANIXTER INTL INC                    COM       035290105      1,886    66560 SH        DEFINED       1
ANNALY CAP MGMT INC                 COM       035710409      1,309    85585 SH        DEFINED       1
ANSYS INC                           COM       03662Q105     20,042   706204 SH        DEFINED       1
ANTHRACITE CAP INC                  COM       037023108        235   104070 SH        DEFINED       1
ANWORTH MORTGAGE ASSET CP           COM       037347101        149    23200 SH        DEFINED       1
AON CORP                            COM       037389103     48,369  1052866 SH        DEFINED       1
APOGEE ENTERPRISES INC              COM       037598109        773    75940 SH        DEFINED       1
APOLLO GROUP INC                   CL A       037604105     46,794   604109 SH        DEFINED       1
APOLLO INVT CORP                    COM       03761U106      4,992   562177 SH        DEFINED       1
APPLIED INDL TECHNOLOGIES IN        COM       03820C105      1,709    89193 SH        DEFINED       1
APPLIED MATLS INC                   COM       038222105     30,490  3003923 SH        DEFINED       1
APPLIED SIGNAL TECHNOLOGY IN        COM       038237103        482    28100 SH        DEFINED       1
APTARGROUP INC                      COM       038336103      5,599   160831 SH        DEFINED       1
AQUA AMERICA INC                    COM       03836W103      2,210   116319 SH        DEFINED       1
ARBITRON INC                        COM       03875Q108      6,284   528945 SH        DEFINED       1
ARBOR RLTY TR INC                   COM       038923108         42    15600 SH        DEFINED       1
ARCH CHEMICALS INC                  COM       03937R102        378    15200 SH        DEFINED       1
ARCH COAL INC                       COM       039380100      8,383   526898 SH        DEFINED       1
ARCHER DANIELS MIDLAND CO           COM       039483102     34,122  1188106 SH        DEFINED       1
ARENA PHARMACEUTICALS INC           COM       040047102         43    10800 SH        DEFINED       1
ARENA RESOURCES INC                 COM       040049108        312    11500 SH        DEFINED       1
ARIBA INC                         COM NEW     04033V203        229    31800 SH        DEFINED       1
ARKANSAS BEST CORP DEL              COM       040790107      2,627    90490 SH        DEFINED       1
ARRIS GROUP INC                     COM       04269Q100      1,513   195776 SH        DEFINED       1
ARROW ELECTRS INC                   COM       042735100      5,552   302206 SH        DEFINED       1
ART TECHNOLOGY GROUP INC            COM       04289L107         61    34900 SH        DEFINED       1
ARTHROCARE CORP                     COM       043136100        375    77970 SH        DEFINED       1
Arthur J Gallagher & Co.            COM       363576109        719    27732 SH        DEFINED       2      27732
ARVINMERITOR INC                    COM       043353101      2,186   853984 SH        DEFINED       1
ASBURY AUTOMOTIVE GROUP INC         COM       043436104        223    49497 SH        DEFINED       1
ASHFORD HOSPITALITY TR INC        COM SHS     044103109        160   151300 SH        DEFINED       1
ASHLAND INC NEW                     COM       044209104      1,352   140543 SH        DEFINED       1
ASSOCIATED BANC CORP                COM       045487105      7,633   379350 SH        DEFINED       1
ASSURANT INC                        COM       04621X108      5,026   173910 SH        DEFINED       1
ASTEC INDS INC                      COM       046224101        338    11539 SH        DEFINED       1
ASTORIA FINL CORP                   COM       046265104      7,432   464233 SH        DEFINED       1
ASYST TECHNOLOGY CORP               COM       04648X107         11    51800 SH        DEFINED       1
AT&T, Inc.                          COM       00206R102     20,323   713075 SH        DEFINED       2     713075
ATLAS AIR WORLDWIDE HLDGS IN      COM NEW     049164205      4,365   252182 SH        DEFINED       1
ATMEL CORP                          COM       049513104         85    28350 SH        DEFINED       1
ATMI INC                            COM       00207R101        239    15830 SH        DEFINED       1
ATMOS ENERGY CORP                   COM       049560105      4,968   209338 SH        DEFINED       1
AU OPTRONICS CORP              SPONSORED ADR  002255107        468    63543 SH        DEFINED       1
AUTODESK INC                        COM       052769106      7,888   415812 SH        DEFINED       1
AUTOLIV INC                         COM       052800109     21,491  1022420 SH        DEFINED       1
AUTOMATIC DATA PROCESSING IN        COM       053015103     15,920   471419 SH        DEFINED       1
AUTONATION INC                      COM       05329W102        206    21785 SH        DEFINED       1
AUXILIUM PHARMACEUTICALS INC        COM       05334D107        402    14500 SH        DEFINED       1
AVALONBAY CMNTYS INC                COM       053484101      8,671   148397 SH        DEFINED       1
AVERY DENNISON CORP                 COM       053611109     10,834   338994 SH        DEFINED       1
AVID TECHNOLOGY INC                 COM       05367P100        631    60370 SH        DEFINED       1
AVISTA CORP                         COM       05379B107      2,032   106760 SH        DEFINED       1
AVNET INC                           COM       053807103      3,553   199166 SH        DEFINED       1
AVOCENT CORP                        COM       053893103      3,452   200320 SH        DEFINED       1
AVON PRODS INC                      COM       054303102     12,203   520843 SH        DEFINED       1
AXA                            SPONSORED ADR  054536107      9,752   437715 SH        DEFINED       1





                                                                                          
AXCELIS TECHNOLOGIES INC            COM       054540109         46    76200 SH        DEFINED       1
AXSYS TECHNOLOGIES INC              COM       054615109        304     5960 SH        DEFINED       1
BADGER METER INC                    COM       056525108      2,181    44070 SH        DEFINED       1
BALCHEM CORP                        COM       057665200        588    23800 SH        DEFINED       1
BALDOR ELEC CO                      COM       057741100      1,450    85830 SH        DEFINED       1
BALL CORP                           COM       058498106     11,305   276271 SH        DEFINED       1
BALLY TECHNOLOGIES INC              COM       05874B107      3,227   139100 SH        DEFINED       1
BANCFIRST CORP                      COM       05945F103        269     5300 SH        DEFINED       1
BANCO BRADESCO S A            SP ADR PFD NEW  059460303        453    46041 SH        DEFINED       1
BANCO ITAU HLDG FINANCIERA S  SP ADR 500 PFD  059602201        596    52000 SH        DEFINED       1
BANCO SANTANDER SA                  ADR       05964H105      3,515   367670 SH        DEFINED       1
BANCORPSOUTH INC                    COM       059692103      2,182    97450 SH        DEFINED       1
BANK  HAWAII CORP                   COM       062540109      5,683   131250 SH        DEFINED       1
BANK  MONTREAL QUE                  COM       063671101      3,664   144812 SH        DEFINED       1
BANK  MUTUAL CORP NEW               COM       063750103      8,243   726929 SH        DEFINED       1
BANK  NOVA SCOTIA HALIFAX           COM       064149107      1,277    48209 SH        DEFINED       1
BANK  OF AMERICA CORPORATION        COM       060505104     69,133  5221500 SH        DEFINED       1
BANK  OF NEW YORK MELLON CORP       COM       064058100     58,613  2132935 SH        DEFINED       1
Bank of America Corp.               COM       060505104     12,267   871263 SH        DEFINED       2     871263
BANKFINANCIAL CORP                  COM       06643P104        165    17120 SH        DEFINED       1
BANKRATE INC                        COM       06646V108      8,239   213329 SH        DEFINED       1
BARD C R INC                        COM       067383109     15,837   191829 SH        DEFINED       1
BARNES & NOBLE INC                  COM       067774109        166    11900 SH        DEFINED       1
BARNES GROUP INC                    COM       067806109      8,457   625520 SH        DEFINED       1
BARRETT BILL CORP                   COM       06846N104      5,389   259959 SH        DEFINED       1
BASIC ENERGY SVCS INC NEW           COM       06985P100      3,307   108990 SH        DEFINED       1
BAXTER INTL INC                     COM       071813109     37,514   711429 SH        DEFINED       1
BB&T CORP                           COM       054937107     21,420   805264 SH        DEFINED       1
BE AEROSPACE INC                    COM       073302101        730   106940 SH        DEFINED       1
BEACON ROOFING SUPPLY INC           COM       073685109        148    10700 SH        DEFINED       1
BEAZER HOMES USA INC                COM       07556Q105         28    20400 SH        DEFINED       1
BEBE STORES INC                     COM       075571109        119    15700 SH        DEFINED       1
BECKMAN COULTER INC                 COM       075811109        606    13750 SH        DEFINED       1
BECTON DICKINSON & CO               COM       075887109      5,575    82332 SH        DEFINED       1
BED BATH & BEYOND INC               COM       075896100      1,489    58770 SH        DEFINED       1
BEL FUSE INC                       CL B       077347300        326    15080 SH        DEFINED       1
BELDEN INC                          COM       077454106      1,442    72672 SH        DEFINED       1
BELO CORP                        COM SER A    080555105        213   135650 SH        DEFINED       1
BEMIS INC                           COM       081437105     10,346   436538 SH        DEFINED       1
BENCHMARK ELECTRS INC               COM       08160H101      3,218   260590 SH        DEFINED       1
BERKLEY W R CORP                    COM       084423102      4,587   163635 SH        DEFINED       1
BERRY PETE CO                      CL A       085789105        204    29000 SH        DEFINED       1
BEST BUY INC                        COM       086516101      2,933   105696 SH        DEFINED       1
BGC PARTNERS INC                   CL A       05541T101        163    13900 SH        DEFINED       1
BHP BILLITON LTD               SPONSORED ADR  088606108      9,798   233624 SH        DEFINED       1
BIG LOTS INC                        COM       089302103      5,351   377909 SH        DEFINED       1
BIO RAD LABS INC                   CL A       090572207     14,765   182018 SH        DEFINED       1
BIOMARIN PHARMACEUTICAL INC         COM       09061G101      1,384    82606 SH        DEFINED       1
BIOMED REALTY TRUST INC             COM       09063H107      3,306   320981 SH        DEFINED       1
BIOVAIL CORP                        COM       09067J109      3,619   392100 SH        DEFINED       1
BJ SVCS CO                          COM       055482103     67,332  5916683 SH        DEFINED       1
BJS WHOLESALE CLUB INC              COM       05548J106      4,777   143570 SH        DEFINED       1
BLACK & DECKER CORP                 COM       091797100      7,638   179042 SH        DEFINED       1
BLACK BOX CORP DEL                  COM       091826107      2,126    86900 SH        DEFINED       1
BLACK HILLS CORP                    COM       092113109      4,467   167610 SH        DEFINED       1
BLACKBOARD INC                      COM       091935502        241     9300 SH        DEFINED       1
BLACKROCK INC                       COM       09247X101        389     3000 SH        DEFINED       1





                                                                                          
BLOCK H & R INC                     COM       093671105     14,722   659294 SH        DEFINED       1
BLOCKBUSTER INC                    CL A       093679108         42    37700 SH        DEFINED       1
BLOUNT INTL INC NEW                 COM       095180105         97    10500 SH        DEFINED       1
BLUE COAT SYSTEMS INC             COM NEW     09534T508        541    64910 SH        DEFINED       1
BLUE NILE INC                       COM       09578R103        456    19280 SH        DEFINED       1
BMC SOFTWARE INC                    COM       055921100     42,075  1546305 SH        DEFINED       1
BOB EVANS FARMS INC                 COM       096761101        413    20720 SH        DEFINED       1
BOOKHAM INC                         COM       09856E105         14    35400 SH        DEFINED       1
BORDERS GROUP INC                   COM       099709107         29    79100 SH        DEFINED       1
BORGWARNER INC                      COM       099724106      8,254   389518 SH        DEFINED       1
BOSTON PRIVATE FINL HLDGS IN        COM       101119105      3,060   488861 SH        DEFINED       1
BOSTON PROPERTIES INC               COM       101121101      9,514   179814 SH        DEFINED       1
BOSTON SCIENTIFIC CORP              COM       101137107      7,471  1010902 SH        DEFINED       1
BOWNE & CO INC                      COM       103043105         79    14400 SH        DEFINED       1
BP PLC                         SPONSORED ADR  055622104     14,999   327345 SH        DEFINED       1
BPZ RESOURCES INC                   COM       055639108        230    19200 SH        DEFINED       1
BRADY CORP                         CL A       104674106      3,282   141000 SH        DEFINED       1
BRE PROPERTIES INC                 CL A       05564E106      3,981   150343 SH        DEFINED       1
BRIGGS & STRATTON CORP              COM       109043109        728    43440 SH        DEFINED       1
BRIGHAM EXPLORATION CO              COM       109178103         65    20800 SH        DEFINED       1
BRIGHTPOINT INC                   COM NEW     109473405        620   153860 SH        DEFINED       1
BRINKER INTL INC                    COM       109641100        304    30850 SH        DEFINED       1
BRINKS CO                           COM       109696104      3,271   124600 SH        DEFINED       1
BRISTOL MYERS SQUIBB CO             COM       110122108     71,708  3135471 SH        DEFINED       1
Bristol-Myers Squibb Co.            COM       110122108     20,588   885514 SH        DEFINED       2     885514
BRISTOW GROUP INC                   COM       110394103        206     8400 SH        DEFINED       1
BROADCOM CORP                      CL A       111320107     10,207   595186 SH        DEFINED       1
BROADRIDGE FINL SOLUTIONS IN        COM       11133T103      2,714   215730 SH        DEFINED       1
BROCADE COMMUNICATIONS SYS I      COM NEW     111621306        643    82162 SH        DEFINED       1
BROOKFIELD PPTYS CORP               COM       112900105      1,809   249848 SH        DEFINED       1
BROOKLINE BANCORP INC DEL           COM       11373M107      1,365   137500 SH        DEFINED       1
BROOKS AUTOMATION INC               COM       114340102        150    26300 SH        DEFINED       1
BROWN & BROWN INC                   COM       115236101      7,147   342466 SH        DEFINED       1
BROWN FORMAN CORP                  CL B       115637209      1,102    21766 SH        DEFINED       1
BRUNSWICK CORP                      COM       117043109        472   124000 SH        DEFINED       1
BUCKEYE TECHNOLOGIES INC            COM       118255108        621   171169 SH        DEFINED       1
BUCKLE INC                          COM       118440106      1,418    66975 SH        DEFINED       1
BUCYRUS INTL INC NEW                COM       118759109      2,383   133950 SH        DEFINED       1
C H ROBINSON WORLDWIDE INC        COM NEW     12541W209     36,577   686120 SH        DEFINED       1
CA INC                              COM       12673P105      4,676   205099 SH        DEFINED       1
CABELAS INC                         COM       126804301        439    82700 SH        DEFINED       1
CABLEVISION SYS CORP          CL A NY CABLVS  12686C109      3,793   233400 SH        DEFINED       1
CABOT MICROELECTRONICS CORP         COM       12709P103      1,751    68630 SH        DEFINED       1
CABOT OIL & GAS CORP                COM       127097103        890    34690 SH        DEFINED       1
CADBURY PLC                      SPONS ADR    12721E102     25,308   356300 SH        DEFINED       1
CADENCE DESIGN SYSTEM INC           COM       127387108      1,884   554200 SH        DEFINED       1
CAL MAINE FOODS INC               COM NEW     128030202        696    23835 SH        DEFINED       1
CALAMOS ASSET MGMT INC             CL A       12811R104        121    19223 SH        DEFINED       1
CALGON CARBON CORP                  COM       129603106      1,554   107439 SH        DEFINED       1
CALIFORNIA WTR SVC GROUP            COM       130788102        230     5000 SH        DEFINED       1
CALLAWAY GOLF CO                    COM       131193104        478    53389 SH        DEFINED       1
CALLON PETE CO DEL                  COM       13123X102         38    16800 SH        DEFINED       1
CAMBREX CORP                        COM       132011107         70    14800 SH        DEFINED       1
CAMDEN PPTY TR                  SH BEN INT    133131102      1,487    49350 SH        DEFINED       1
CAMERON INTERNATIONAL CORP          COM       13342B105     14,022   686031 SH        DEFINED       1
CAMPBELL SOUP CO                    COM       134429109      2,569    87085 SH        DEFINED       1
CANADIAN NAT RES LTD                COM       136385101     10,437   268147 SH        DEFINED       1





                                                                                          
CANON INC                           ADR       138006309     11,120   358140 SH        DEFINED       1
CAPELLA EDUCATION COMPANY           COM       139594105      4,047    68987 SH        DEFINED       1
CAPITAL ONE FINL CORP               COM       14040H105     25,702   832851 SH        DEFINED       1
CAPITALSOURCE INC                   COM       14055X102        206    49215 SH        DEFINED       1
CAPSTEAD MTG CORP               COM NO PAR    14067E506        177    17100 SH        DEFINED       1
CAPSTONE TURBINE CORP               COM       14067D102         28    32800 SH        DEFINED       1
CARBO CERAMICS INC                  COM       140781105        207     6000 SH        DEFINED       1
CARDINAL HEALTH INC                 COM       14149Y108      3,682   107725 SH        DEFINED       1
CAREER EDUCATION CORP               COM       141665109      2,568   142750 SH        DEFINED       1
CARLISLE COS INC                    COM       142339100        472    23550 SH        DEFINED       1
CARMAX INC                          COM       143130102        105    13300 SH        DEFINED       1
CARNIVAL CORP                   PAIRED CTF    143658300      2,699   111687 SH        DEFINED       1
CARPENTER TECHNOLOGY CORP           COM       144285103      2,041   100306 SH        DEFINED       1
CARRIZO OIL & CO INC                COM       144577103      7,494   486915 SH        DEFINED       1
CARTER INC                          COM       146229109      2,151   112948 SH        DEFINED       1
CASCADE BANCORP                     COM       147154108        967   156430 SH        DEFINED       1
CASCADE CORP                        COM       147195101        294    10700 SH        DEFINED       1
CASEYS GEN STORES INC               COM       147528103      2,362   108934 SH        DEFINED       1
CASTLE A M & CO                     COM       148411101        258    22860 SH        DEFINED       1
CATALYST HEALTH SOLUTIONS IN        COM       14888B103      1,048    40130 SH        DEFINED       1
CATERPILLAR INC DEL                 COM       149123101     11,291   258608 SH        DEFINED       1
CATHAY GENERAL BANCORP              COM       149150104      2,184    96222 SH        DEFINED       1
CATO CORP NEW                      CL A       149205106      1,803   122894 SH        DEFINED       1
CB RICHARD ELLIS GROUP INC         CL A       12497T101        132    34675 SH        DEFINED       1
CBL & ASSOC PPTYS INC               COM       124830100        182    29750 SH        DEFINED       1
CBS CORP NEW                       CL B       124857202      4,180   524504 SH        DEFINED       1
CEC ENTMT INC                       COM       125137109      2,008    85619 SH        DEFINED       1
CEDAR SHOPPING CTRS INC           COM NEW     150602209        694   101700 SH        DEFINED       1
CELGENE CORP                        COM       151020104     12,221   223745 SH        DEFINED       1
CENTENE CORP DEL                    COM       15135B101      1,768    87997 SH        DEFINED       1
CENTENNIAL COMMUNCTNS CORP N     CL A NEW     15133V208        210    26100 SH        DEFINED       1
CENTERPOINT ENERGY INC              COM       15189T107     18,166  1467337 SH        DEFINED       1
CENTEX CORP                         COM       152312104        544    52079 SH        DEFINED       1
CENTRAL EUROPEAN DIST CORP          COM       153435102        926    47961 SH        DEFINED       1
CENTRAL GARDEN & PET CO        CL A NON-VTG   153527205        562    94840 SH        DEFINED       1
CENTRAL PAC FINL CORP               COM       154760102        856    88495 SH        DEFINED       1
CENTRAL VT PUB SVC CORP             COM       155771108        597    26450 SH        DEFINED       1
CENTURY ALUM CO                     COM       156431108        226    23940 SH        DEFINED       1
CENTURYTEL INC                      COM       156700106        888    33066 SH        DEFINED       1
CEPHALON INC                        COM       156708109      8,751   113160 SH        DEFINED       1
CEPHEID                             COM       15670R107        157    14800 SH        DEFINED       1
CERADYNE INC                        COM       156710105      1,839    89250 SH        DEFINED       1
CERNER CORP                         COM       156782104      3,496    91400 SH        DEFINED       1
CF INDS HLDGS INC                   COM       125269100      1,608    33758 SH        DEFINED       1
CH ENERGY GROUP INC                 COM       12541M102        868    17050 SH        DEFINED       1
CHAMPION ENTERPRISES INC            COM       158496109         14    21300 SH        DEFINED       1
CHARLES RIV LABS INTL INC           COM       159864107        652    25300 SH        DEFINED       1
CHARLOTTE RUSSE HLDG INC            COM       161048103        602    97490 SH        DEFINED       1
CHARMING SHOPPES INC                COM       161133103         82    35100 SH        DEFINED       1
CHARTER COMMUNICATIONS INC D       CL A       16117M107         10   111300 SH        DEFINED       1
CHATTEM INC                         COM       162456107     13,043   185560 SH        DEFINED       1
CHECKPOINT SYS INC                  COM       162825103        773    79544 SH        DEFINED       1
CHEESECAKE FACTORY INC              COM       163072101      1,157   121900 SH        DEFINED       1
CHEMED CORP NEW                     COM       16359R103      1,311    34165 SH        DEFINED       1
CHEMTURA CORP                       COM       163893100         20    13950 SH        DEFINED       1
CHEROKEE INC DEL NEW                COM       16444H102        226    13800 SH        DEFINED       1
CHESAPEAKE ENERGY CORP              COM       165167107      4,072   260207 SH        DEFINED       1





                                                                                          
Chevron Corp.                       COM       166764100     12,119   163842 SH        DEFINED       2     163842
CHICOS FAS INC                      COM       168615102        352    88070 SH        DEFINED       1
CHILDRENS PL RETAIL STORES I        COM       168905107      1,602    76250 SH        DEFINED       1
CHINA  MOBILE LIMITED          SPONSORED ADR  16941M109        545    10900 SH        DEFINED       1
CHIPOTLE MEXICAN GRILL INC         CL A       169656105      1,747    28840 SH        DEFINED       1
CHIQUITA BRANDS INTL INC            COM       170032809      1,033    73190 SH        DEFINED       1
CHRISTOPHER & BANKS CORP            COM       171046105        929   182180 SH        DEFINED       1
CHUBB CORP                          COM       171232101     10,600   210450 SH        DEFINED       1
CHURCH & DWIGHT INC                 COM       171340102      2,899    52800 SH        DEFINED       1
Cia de Bebidas das Americas    SPON ADR PFD   20441W203      2,233    50396 SH        DEFINED       2      50396
Cia Vale do Rio Doce           SPON ADR PFD   204412100        346    32497 SH        DEFINED       2      32497
Cia Vale do Rio Doce           SPON ADR PFD   204412209      1,170    96622 SH        DEFINED       2      96622
CIBER INC                           COM       17163B102      1,279   279810 SH        DEFINED       1
CIENA CORP                        COM NEW     171779309        234    37010 SH        DEFINED       1
CIGNA CORP                          COM       125509109      7,070   428756 SH        DEFINED       1
CINCINNATI BELL INC NEW             COM       171871106        107    57400 SH        DEFINED       1
CINEMARK HOLDINGS INC               COM       17243V102        119    16630 SH        DEFINED       1
CINTAS CORP                         COM       172908105        690    30151 SH        DEFINED       1
CIRCOR INTL INC                     COM       17273K109        763    29300 SH        DEFINED       1
CIRRUS LOGIC INC                    COM       172755100         51    20600 SH        DEFINED       1
CIT GROUP INC                       COM       125581108        248    58575 SH        DEFINED       1
CITIZENS REPUBLIC BANCORP IN        COM       174420109     29,172  1100846 SH        DEFINED       1
CITRIX SYS INC                      COM       177376100      2,492   106231 SH        DEFINED       1
CITY NATL CORP                      COM       178566105      1,870    39800 SH        DEFINED       1
CKE RESTAURANTS INC                 COM       12561E105        101    12100 SH        DEFINED       1
CLARCOR INC                         COM       179895107      1,355    42490 SH        DEFINED       1
CLEAN HARBORS INC                   COM       184496107      6,776   113134 SH        DEFINED       1
CLECO CORP NEW                      COM       12561W105     11,546   510671 SH        DEFINED       1
CLIFFS NATURAL RESOURCES INC        COM       18683K101     44,147  1756029 SH        DEFINED       1
CLOROX CO DEL                       COM       189054109      2,154    39061 SH        DEFINED       1
CMS ENERGY CORP                     COM       125896100      9,720  1007237 SH        DEFINED       1
COACH INC                           COM       189754104     54,294  2666706 SH        DEFINED       1
COCA COLA ENTERPRISES INC           COM       191219104      6,460   539687 SH        DEFINED       1
Coca-Cola Co.                       COM       191216100      1,618    35739 SH        DEFINED       2      35739
COEUR D ALENE MINES CORP IDA        COM       192108108        102   118100 SH        DEFINED       1
COGNEX CORP                         COM       192422103      3,373   232270 SH        DEFINED       1
COGNIZANT TECHNOLOGY SOLUTIO       CL A       192446102      1,724    97470 SH        DEFINED       1
COHERENT INC                        COM       192479103        218    10300 SH        DEFINED       1
COHU INC                            COM       192576106        477    39842 SH        DEFINED       1
COLDWATER CREEK INC                 COM       193068103         64    24300 SH        DEFINED       1
COLGATE PALMOLIVE CO                COM       194162103      7,025   103285 SH        DEFINED       1
COLLECTIVE BRANDS INC               COM       19421W100      1,809   173600 SH        DEFINED       1
COLONIAL BANCGROUP INC              COM       195493309        240   124600 SH        DEFINED       1
COLONIAL PPTYS TR             COM SH BEN INT  195872106      1,258   165100 SH        DEFINED       1
COLUMBIA BKG SYS INC                COM       197236102        851    75960 SH        DEFINED       1
COLUMBUS MCKINNON CORP N Y          COM       199333105        602    45050 SH        DEFINED       1
COMCAST CORP NEW                   CL A       20030N101     35,131  2134303 SH        DEFINED       1
COMERICA INC                        COM       200340107     20,303  1047111 SH        DEFINED       1
COMFORT SYS USA INC                 COM       199908104        205    20000 SH        DEFINED       1
COMMERCE BANCSHARES INC             COM       200525103      3,758    87021 SH        DEFINED       1
COMMERCIAL METALS CO                COM       201723103      6,744   584945 SH        DEFINED       1
COMMSCOPE INC                       COM       203372107      3,495   233773 SH        DEFINED       1
COMMUNITY BK SYS INC                COM       203607106      1,152    48600 SH        DEFINED       1
COMMVAULT SYSTEMS INC               COM       204166102        142    11000 SH        DEFINED       1
COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD   20441W203      2,391    54496 SH        DEFINED       1
COMPANHIA SIDERURGICA NACION   SPONSORED ADR  20440W105        200    16000 SH        DEFINED       1
COMPANHIA VALE DO RIO DOCE     SPONSORED ADR  204412209      7,380   623797 SH        DEFINED       1





                                                                                          
COMPASS MINERALS INTL INC           COM       20451N101      1,253    21600 SH        DEFINED       1
COMPLETE PRODUCTION SERVICES        COM       20453E109         99    12900 SH        DEFINED       1
COMPUTER SCIENCES CORP              COM       205363104     15,534   458222 SH        DEFINED       1
COMPUWARE CORP                      COM       205638109      3,803   565098 SH        DEFINED       1
COMSTOCK RES INC                  COM NEW     205768203      6,097   130872 SH        DEFINED       1
COMTECH TELECOMMUNICATIONS C      COM NEW     205826209        989    21860 SH        DEFINED       1
CONAGRA FOODS INC                   COM       205887102     32,408  1983348 SH        DEFINED       1
CONCHO RES INC                      COM       20605P101        394    14400 SH        DEFINED       1
CONCUR TECHNOLOGIES INC             COM       206708109      1,085    33700 SH        DEFINED       1
CONOCOPHILLIPS                      COM       20825C104    156,119  3034380 SH        DEFINED       1
CONSECO INC                       COM NEW     208464883         69    16600 SH        DEFINED       1
CONSOL ENERGY INC                   COM       20854P109      5,983   212304 SH        DEFINED       1
CONSOLIDATED EDISON INC             COM       209115104     24,716   641637 SH        DEFINED       1
Consolidated Edison, Inc.           COM       209115104     11,918   306145 SH        DEFINED       2     306145
CONSOLIDATED GRAPHICS INC           COM       209341106      1,065    51195 SH        DEFINED       1
CONSTELLATION BRANDS INC           CL A       21036P108        956    41460 SH        DEFINED       1
CONTINENTAL AIRLS INC              CL B       210795308        641    36450 SH        DEFINED       1
CONVERGYS CORP                      COM       212485106        161    25737 SH        DEFINED       1
COOPER COS INC                    COM NEW     216648402        286    17360 SH        DEFINED       1
COOPER TIRE & RUBR CO               COM       216831107      3,850   660376 SH        DEFINED       1
COPART INC                          COM       217204106        687    25940 SH        DEFINED       1
CORINTHIAN COLLEGES INC             COM       218868107        424    26500 SH        DEFINED       1
CORN PRODS INTL INC                 COM       219023108      9,531   340398 SH        DEFINED       1
CORNING INC                         COM       219350105      8,047   893171 SH        DEFINED       1
CORPORATE EXECUTIVE BRD CO          COM       21988R102        870    40250 SH        DEFINED       1
CORPORATE OFFICE PPTYS TR       SH BEN INT    22002T108      7,273   256188 SH        DEFINED       1
CORUS BANKSHARES INC                COM       220873103         31    28800 SH        DEFINED       1
COSTAR GROUP INC                    COM       22160N109        230     7100 SH        DEFINED       1
COSTCO WHSL CORP NEW                COM       22160K105      6,912   135178 SH        DEFINED       1
COVANCE INC                         COM       222816100        912    20150 SH        DEFINED       1
COVENTRY HEALTH CARE INC            COM       222862104        590    39832 SH        DEFINED       1
COX RADIO INC                      CL A       224051102        189    31060 SH        DEFINED       1
CRACKER BARREL OLD CTRY STOR        COM       22410J106        266    13400 SH        DEFINED       1
CRANE CO                            COM       224399105      3,023   186592 SH        DEFINED       1
Credicorp Ltd.                      COM       G2519Y108      1,005    20118 SH        DEFINED       2      20118
CREE INC                            COM       225447101        980    64188 SH        DEFINED       1
CROSSTEX ENERGY INC                 COM       22765Y104         42    16300 SH        DEFINED       1
CROWN HOLDINGS INC                  COM       228368106      5,508   292200 SH        DEFINED       1
CSG  SYS INTL INC                   COM       126349109        694    40672 SH        DEFINED       1
CSS INDS INC                        COM       125906107        254    15736 SH        DEFINED       1
CSX  CORP                           COM       126408103      4,305   136504 SH        DEFINED       1
CTS  CORP                           COM       126501105        543    96536 SH        DEFINED       1
CUBIC CORP                          COM       229669106      1,698    60615 SH        DEFINED       1
CUBIST PHARMACEUTICALS INC          COM       229678107      2,170    91240 SH        DEFINED       1
CULLEN FROST BANKERS INC            COM       229899109      8,816   177250 SH        DEFINED       1
CUMMINS INC                         COM       231021106      8,642   338516 SH        DEFINED       1
CUMULUS MEDIA INC                  CL A       231082108         80    31400 SH        DEFINED       1
CURTISS WRIGHT CORP                 COM       231561101      4,935   155688 SH        DEFINED       1
CV THERAPEUTICS INC                 COM       126667104        142    15800 SH        DEFINED       1
CVB  FINL CORP                      COM       126600105        177    15400 SH        DEFINED       1
CVS  CAREMARK CORPORATION           COM       126650100     78,897  2784912 SH        DEFINED       1
CYBERONICS INC                      COM       23251P102      1,224    75670 SH        DEFINED       1
CYBERSOURCE CORP                    COM       23251J106        611    52721 SH        DEFINED       1
CYMER INC                           COM       232572107        648    30199 SH        DEFINED       1
CYNOSURE INC                       CL A       232577205        259    30550 SH        DEFINED       1
CYPRESS BIOSCIENCES INC        COM PAR $.02   232674507         88    13100 SH        DEFINED       1
CYPRESS SEMICONDUCTOR CORP          COM       232806109      1,299   320000 SH        DEFINED       1





                                                                                          
CYTEC INDS INC                      COM       232820100      5,181   256628 SH        DEFINED       1
D R  HORTON INC                     COM       23331A109        412    58880 SH        DEFINED       1
DAKTRONICS INC                      COM       234264109        311    34400 SH        DEFINED       1
DANAHER CORP DEL                    COM       235851102      6,027   108375 SH        DEFINED       1
DARDEN RESTAURANTS INC              COM       237194105      8,420   300491 SH        DEFINED       1
DAVITA INC                          COM       23918K108      4,217    85910 SH        DEFINED       1
DCP MIDSTREAM PARTNERS LP     COM UT LTD PTN  23311P100      1,769   202127 SH        DEFINED       1
DCT INDUSTRIAL TRUST INC            COM       233153105        379    83470 SH        DEFINED       1
DEAN FOODS CO NEW                   COM       242370104        540    29985 SH        DEFINED       1
DEERE & CO                          COM       244199105      7,875   209176 SH        DEFINED       1
DEL MONTE FOODS CO                  COM       24522P103        789   111151 SH        DEFINED       1
DELPHI FINL GROUP INC              CL A       247131105      2,449   139729 SH        DEFINED       1
DELTA PETE CORP                   COM NEW     247907207         91    19400 SH        DEFINED       1
DELUXE CORP                         COM       248019101      1,007    68500 SH        DEFINED       1
DENBURY RES INC                   COM NEW     247916208      1,952   185180 SH        DEFINED       1
DENDREON CORP                       COM       24823Q107         94    20800 SH        DEFINED       1
DENTSPLY INTL INC NEW               COM       249030107      1,220    44250 SH        DEFINED       1
DEPOMED INC                         COM       249908104         40    24100 SH        DEFINED       1
DEVON ENERGY CORP NEW               COM       25179M103     45,634   696811 SH        DEFINED       1
DEVRY INC DEL                       COM       251893103      3,706    64090 SH        DEFINED       1
DIAGEO P L C                   SPON ADR NEW   25243Q205     10,601   190500 SH        DEFINED       1
DIAMOND MGMT & TECHNOLOGY CO        COM       25269L106      1,243   285749 SH        DEFINED       1
DIAMONDROCK HOSPITALITY CO          COM       252784301      1,732   380686 SH        DEFINED       1
DIAMONDS TR                     UNIT SER 1    252787106      2,690    31000 SH        DEFINED       1
DIEBOLD INC                         COM       253651103      4,021   151808 SH        DEFINED       1
DIGI INTL INC                       COM       253798102        351    43880 SH        DEFINED       1
DIGITAL RIV INC                     COM       25388B104      2,506   105480 SH        DEFINED       1
DIGITAL RLTY TR INC                 COM       253868103      7,001   220850 SH        DEFINED       1
DILLARDS INC                       CL A       254067101         62    16300 SH        DEFINED       1
DIME CMNTY BANCSHARES               COM       253922108      1,515   120990 SH        DEFINED       1
DIODES INC                          COM       254543101        199    35170 SH        DEFINED       1
DIONEX CORP                         COM       254546104      4,207    96456 SH        DEFINED       1
DIRECTV GROUP INC                   COM       25459L106     29,952  1336564 SH        DEFINED       1
DISCOVER FINL SVCS                  COM       254709108      4,341   483413 SH        DEFINED       1
DISCOVERY LABORATORIES INC N        COM       254668106         32    28600 SH        DEFINED       1
DISNEY WALT CO                  COM DISNEY    254687106     15,410   685514 SH        DEFINED       1
DOLBY LABORATORIES INC              COM       25659T107      8,756   271343 SH        DEFINED       1
DOLLAR TREE INC                     COM       256746108      7,718   189036 SH        DEFINED       1
DOMINION RES INC VA NEW             COM       25746U109      6,853   194526 SH        DEFINED       1
DOMINOS PIZZA INC                   COM       25754A201         53    11300 SH        DEFINED       1
DONALDSON INC                       COM       257651109      1,382    41710 SH        DEFINED       1
DONNELLEY R R & SONS CO             COM       257867101      9,440   700283 SH        DEFINED       1
DOUBLE-TAKE SOFTWARE INC            COM       258598101      2,126   256495 SH        DEFINED       1
DOVER CORP                          COM       260003108     28,943   902764 SH        DEFINED       1
DOVER MOTORSPORTS INC               COM       260174107         21    18800 SH        DEFINED       1
DOW CHEM CO                         COM       260543103     81,177  1819289 SH        DEFINED       1
Dow Chemical Co.                    COM       260543103     12,134   804123 SH        DEFINED       2     804123
DPL  INC                            COM       233293109      3,516   157680 SH        DEFINED       1
DRESS BARN INC                      COM       261570105      1,336   128850 SH        DEFINED       1
DRESSER-RAND GROUP INC              COM       261608103        234    13750 SH        DEFINED       1
DRIL-QUIP INC                       COM       262037104      5,729   293172 SH        DEFINED       1
DRUGSTORE COM INC                   COM       262241102         42    40700 SH        DEFINED       1
DSP  GROUP INC                      COM       23332B106      1,874   234011 SH        DEFINED       1
DST  SYS INC DEL                    COM       233326107        760    20018 SH        DEFINED       1
DTE  ENERGY CO                      COM       233331107     24,752   691578 SH        DEFINED       1
DU PONT E I DE NEMOURS & CO         COM       263534109     62,820  1346622 SH        DEFINED       1
DUFF & PHELPS CORP NEW             CL A       26433B107      1,290    69674 SH        DEFINED       1





                                                                                          
DUKE ENERGY CORP NEW                COM       26441C105     23,401  1566309 SH        DEFINED       1
Duke Energy Corp.              Common Stock   26441C105     12,129   808035 SH        DEFINED       2     808035
DUKE REALTY CORP                  COM NEW     264411505      1,004    96971 SH        DEFINED       1
DURECT CORP                         COM       266605104         69    22100 SH        DEFINED       1
DYAX CORP                           COM       26746E103         49    15300 SH        DEFINED       1
DYCOM INDS INC                      COM       267475101      1,004   130000 SH        DEFINED       1
DYNEGY INC DEL                     CL A       26817G102        146    76198 SH        DEFINED       1
E M C CORP MASS                     COM       268648102     24,431  2349178 SH        DEFINED       1
E TRADE FINANCIAL CORP              COM       269246104      2,240    98977 SH        DEFINED       1
EAGLE MATERIALS INC                 COM       26969P108        964    55900 SH        DEFINED       1
EARTHLINK INC                       COM       270321102        162    24300 SH        DEFINED       1
EAST WEST BANCORP INC               COM       27579R104        740    50114 SH        DEFINED       1
EASTGROUP PPTY INC                  COM       277276101        703    20220 SH        DEFINED       1
EASTMAN CHEM CO                     COM       277432100      3,059   100253 SH        DEFINED       1
EASTMAN KODAK CO                    COM       277461109        403    63662 SH        DEFINED       1
ECLIPSYS CORP                       COM       278856109      1,022    72550 SH        DEFINED       1
ECOLAB INC                          COM       278865100     36,990  1075930 SH        DEFINED       1
EDISON INTL                         COM       281020107      9,001   285928 SH        DEFINED       1
EDWARDS LIFESCIENCES CORP           COM       28176E108        760    13871 SH        DEFINED       1
EI Du Pont de Nemours & Co.         COM       263534109     15,254   602926 SH        DEFINED       2     602926
EINSTEIN NOAH REST GROUP INC        COM       28257U104        119    22200 SH        DEFINED       1
EL PASO CORP                        COM       28336L109      2,178   292727 SH        DEFINED       1
EL PASO ELEC CO                   COM NEW     283677854      1,599    89950 SH        DEFINED       1
ELAN PLC                            ADR       284131208      1,691   293000 SH        DEFINED       1
ELDORADO GOLD CORP NEW              COM       284902103     17,426  2231287 SH        DEFINED       1
ELECTRONICS FOR IMAGING INC         COM       286082102        202    22800 SH        DEFINED       1
EMCOR GROUP INC                     COM       29084Q100      6,136   283956 SH        DEFINED       1
EMCORE CORP                         COM       290846104         26    33600 SH        DEFINED       1
EMERSON ELEC CO                     COM       291011104     26,050   725421 SH        DEFINED       1
Emerson Electric Co.           Common Stock   291011104      9,036   246831 SH        DEFINED       2     246831
EMPLOYERS HOLDINGS INC              COM       292218104        347    21200 SH        DEFINED       1
EMPRESA NACIONAL DE ELCTRCID   SPONSORED ADR  29244T101      1,193    35672 SH        DEFINED       1
Empresa Nacional de
 Electricidad  SA/Chile        SPONSORED ADR  29244T101      1,231    36769 SH        DEFINED       2      36769
EMULEX CORP                       COM NEW     292475209      7,487  1137788 SH        DEFINED       1
ENBRIDGE INC                        COM       29250N105     29,594   918206 SH        DEFINED       1
ENCANA CORP                         COM       292505104     36,690   795007 SH        DEFINED       1
ENCORE ACQUISITION CO               COM       29255W100      3,990   162610 SH        DEFINED       1
ENCORE WIRE CORP                    COM       292562105        333    18430 SH        DEFINED       1
ENDO PHARMACEUTICALS HLDGS I        COM       29264F205      8,359   326150 SH        DEFINED       1
ENERGIZER HLDGS INC                 COM       29266R108      6,031   113900 SH        DEFINED       1
ENERGY CONVERSION DEVICES IN        COM       292659109      4,087   164552 SH        DEFINED       1
ENERGY TRANSFER EQUITY L P    COM UT LTD PTN  29273V100      9,901   607400 SH        DEFINED       1
ENERGYSOLUTIONS INC            DEPOSITARY SH  292756202         59    11000 SH        DEFINED       1
ENERPLUS RES FD                UNIT TR G NEW  29274D604      9,120   481793 SH        DEFINED       1
Enerplus Resources Fund        UNIT TR G NEW  29274D604      8,573   437827 SH        DEFINED       2     437827
ENERSIS S A                    SPONSORED ADR  29274F104      1,638   130316 SH        DEFINED       1
Enersis SA                     SPONSORED ADR  29274F104      1,721   135091 SH        DEFINED       2     135091
ENI S P A                      SPONSORED ADR  26874R108     10,375   217830 SH        DEFINED       1
ENPRO INDS INC                      COM       29355X107      4,130   206174 SH        DEFINED       1
ENSCO INTL INC                      COM       26874Q100      1,166    42331 SH        DEFINED       1
ENTEGRIS INC                        COM       29362U104      3,823  1921079 SH        DEFINED       1
ENTERCOM COMMUNICATIONS CORP       CL A       293639100        590   457120 SH        DEFINED       1
ENTERPRISE PRODS PARTNERS L         COM       293792107     12,324   616198 SH        DEFINED       1
ENTERTAINMENT PPTYS TR        COM SH BEN INT  29380T105      2,022    69980 SH        DEFINED       1
ENTRAVISION COMMUNICATIONS C       CL A       29382R107         45    29861 SH        DEFINED       1
ENZO BIOCHEM INC                    COM       294100102        167    35470 SH        DEFINED       1





                                                                                          
EPICOR SOFTWARE CORP                COM       29426L108      3,350   764886 SH        DEFINED       1
EPIQ SYS INC                        COM       26882D109        187    11900 SH        DEFINED       1
EQUIFAX INC                         COM       294429105        992    38091 SH        DEFINED       1
EQUITY RESIDENTIAL              SH BEN INT    29476L107     22,382   795365 SH        DEFINED       1
ERESEARCHTECHNOLOGY INC             COM       29481V108         77    11900 SH        DEFINED       1
ESCO TECHNOLOGIES INC               COM       296315104        289     7300 SH        DEFINED       1
ESSEX PPTY TR INC                   COM       297178105      4,463    60400 SH        DEFINED       1
ESTERLINE TECHNOLOGIES CORP         COM       297425100      2,809    78490 SH        DEFINED       1
ETHAN ALLEN INTERIORS INC           COM       297602104        165    11370 SH        DEFINED       1
EURONET WORLDWIDE INC               COM       298736109        154    13800 SH        DEFINED       1
EV3 INC                             COM       26928A200         94    16100 SH        DEFINED       1
EVERGREEN SOLAR INC                 COM       30033R108        120    39900 SH        DEFINED       1
EXACTECH INC                        COM       30064E109        456    27900 SH        DEFINED       1
EXAR CORP                           COM       300645108        279    41700 SH        DEFINED       1
EXCO RESOURCES INC                  COM       269279402      6,640   799012 SH        DEFINED       1
EXELIXIS INC                        COM       30161Q104        145    29400 SH        DEFINED       1
EXELON CORP                         COM       30161N101     67,013  1230719 SH        DEFINED       1
Exelon Corp.                        COM       30161N101      8,183   147147 SH        DEFINED       2     147147
EXPEDIA INC DEL                     COM       30212P105        366    46868 SH        DEFINED       1
EXPEDITORS INTL WASH INC            COM       302130109      1,555    48380 SH        DEFINED       1
EXPONENT INC                        COM       30214U102      1,089    35950 SH        DEFINED       1
EXPRESS SCRIPTS INC                 COM       302182100     32,522   566984 SH        DEFINED       1
EXTRA SPACE STORAGE INC             COM       30225T102      3,071   321941 SH        DEFINED       1
EXTREME NETWORKS INC                COM       30226D106         34    15483 SH        DEFINED       1
EZCORP INC                     CL A NON VTG   302301106        173    11700 SH        DEFINED       1
F M C CORP                        COM NEW     302491303      1,486    33293 SH        DEFINED       1
F5 NETWORKS INC                     COM       315616102      4,128   183310 SH        DEFINED       1
FACTSET RESH SYS INC                COM       303075105        492    11300 SH        DEFINED       1
FAIR ISAAC CORP                     COM       303250104      2,662   172050 SH        DEFINED       1
FAIRPOINT COMMUNICATIONS INC        COM       305560104        312    99843 SH        DEFINED       1
FALCONSTOR SOFTWARE INC             COM       306137100         34    12900 SH        DEFINED       1
FAMILY DLR STORES INC               COM       307000109     13,828   542050 SH        DEFINED       1
FARO TECHNOLOGIES INC               COM       311642102        646    39100 SH        DEFINED       1
FASTENAL CO                         COM       311900104      1,425    42450 SH        DEFINED       1
FBL FINL GROUP INC                 CL A       30239F106        199    14334 SH        DEFINED       1
FCSTONE GROUP INC                   COM       31308T100         47    13397 SH        DEFINED       1
FEDERAL HOME LN MTG CORP            COM       313400301        221   302550 SH        DEFINED       1
FEDERAL NATL MTG ASSN               COM       313586109        122   177150 SH        DEFINED       1
FEDERAL REALTY INVT TR        SH BEN INT NEW  313747206     12,537   211628 SH        DEFINED       1
FEDERAL SIGNAL CORP                 COM       313855108      2,150   277450 SH        DEFINED       1
FEDERATED INVS INC PA              CL B       314211103      3,475   206584 SH        DEFINED       1
FEDEX CORP                          COM       31428X106      6,002    96467 SH        DEFINED       1
FEI CO                              COM       30241L109      5,146   285554 SH        DEFINED       1
FELCOR LODGING TR INC               COM       31430F101         46    28200 SH        DEFINED       1
FERRO CORP                          COM       315405100        100    15300 SH        DEFINED       1
FIDELITY NATL INFORMATION SV        COM       31620M106      7,673   483813 SH        DEFINED       1
FIFTH THIRD BANCORP                 COM       316773100      1,893   237572 SH        DEFINED       1
FINANCIAL FED CORP                  COM       317492106        999    44060 SH        DEFINED       1
FINISAR                             COM       31787A101         44   115862 SH        DEFINED       1
FINISH LINE INC                    CL A       317923100        432    79799 SH        DEFINED       1
FIRST  HORIZON NATL CORP            COM       320517105        409    40481 SH        DEFINED       1
FIRST  MARBLEHEAD CORP              COM       320771108         36    30100 SH        DEFINED       1
FIRST  MIDWEST BANCORP DEL          COM       320867104      8,497   435769 SH        DEFINED       1
FIRST  NIAGARA FINL GP INC          COM       33582V108      6,912   430951 SH        DEFINED       1
FIRST ACCEPTANCE CORP               COM       318457108         40    14700 SH        DEFINED       1
FIRST AMERN CORP CALIF              COM       318522307      3,581   126950 SH        DEFINED       1
FIRST CASH FINL SVCS INC            COM       31942D107      1,304    72470 SH        DEFINED       1





                                                                                          
FIRST COMWLTH FINL CORP PA          COM       319829107      4,277   348330 SH        DEFINED       1
FIRST FINL BANKSHARES               COM       32020R109      2,967    53950 SH        DEFINED       1
FIRST PL FINL CORP                  COM       33610T109        115    33030 SH        DEFINED       1
FIRST SOLAR INC                     COM       336433107      1,391    10257 SH        DEFINED       1
FIRSTENERGY CORP                    COM       337932107     13,481   283746 SH        DEFINED       1
FIRSTMERIT CORP                     COM       337915102      8,162   411794 SH        DEFINED       1
FISERV INC                          COM       337738108     50,069  1405252 SH        DEFINED       1
FLIR SYS INC                        COM       302445101     11,313   379744 SH        DEFINED       1
FLOWERS FOODS INC                   COM       343498101     10,507   436715 SH        DEFINED       1
FLOWSERVE CORP                      COM       34354P105     10,324   201123 SH        DEFINED       1
FNB CORP PA                         COM       302520101        684    53524 SH        DEFINED       1
Fomento Economico Mexicano
 SA de CV                     SPON ADR UNITS  344419106      1,262    41886 SH        DEFINED       2      41886
FOOT LOCKER INC                     COM       344849104     14,605  1929323 SH        DEFINED       1
Foot Locker, Inc.                   COM       344849104      6,484   883329 SH        DEFINED       2     883329
FORCE PROTECTION INC              COM NEW     345203202        106    18000 SH        DEFINED       1
FOREST CITY ENTERPRISES INC        CL A       345550107         76    12300 SH        DEFINED       1
FOREST LABS INC                     COM       345838106     34,003  1349314 SH        DEFINED       1
FOREST OIL CORP                COM PAR $0.01  346091705      1,668   103916 SH        DEFINED       1
FORRESTER RESH INC                  COM       346563109        655    23800 SH        DEFINED       1
FORTUNE BRANDS INC                  COM       349631101      1,844    26904 SH        DEFINED       1
FOSSIL INC                          COM       349882100      7,595   460305 SH        DEFINED       1
FOSTER L B CO                       COM       350060109        218     7259 SH        DEFINED       1
FPL GROUP INC                       COM       302571104      8,412   169672 SH        DEFINED       1
FRANKLIN ELEC INC                   COM       353514102      2,228    79400 SH        DEFINED       1
FRANKLIN STREET PPTYS CORP          COM       35471R106        193    13500 SH        DEFINED       1
FREDS INC                          CL A       356108100        828    80600 SH        DEFINED       1
FREEPORT-MCMORAN COPPER & GO        COM       35671D857     37,650  1586619 SH        DEFINED       1
FRONTIER COMMUNICATIONS CORP        COM       35906A108        923    80057 SH        DEFINED       1
FRONTIER FINL CORP WASH             COM       35907K105        348    87149 SH        DEFINED       1
FRONTIER OIL CORP                   COM       35914P105      4,909   399080 SH        DEFINED       1
FTI CONSULTING INC                  COM       302941109      7,997   182950 SH        DEFINED       1
FUELCELL ENERGY INC                 COM       35952H106         75    20702 SH        DEFINED       1
FULLER H B CO                       COM       359694106      6,880   441585 SH        DEFINED       1
FULTON FINL CORP PA                 COM       360271100      1,059   114400 SH        DEFINED       1
FURMANITE CORPORATION               COM       361086101         60    13300 SH        DEFINED       1
FURNITURE BRANDS INTL INC           COM       360921100        525   243020 SH        DEFINED       1
FX ENERGY INC                       COM       302695101         38    14700 SH        DEFINED       1
G & K SVCS INC                     CL A       361268105      4,496   115701 SH        DEFINED       1
GALLAGHER ARTHUR J & CO             COM       363576109     12,945   509660 SH        DEFINED       1
GAMESTOP CORP NEW                  CL A       36467W109     22,955  1036809 SH        DEFINED       1
GANNETT INC                         COM       364730101        512    64277 SH        DEFINED       1
GAP INC DEL                         COM       364760108     63,377  4815893 SH        DEFINED       1
GARDNER DENVER INC                  COM       365558105      7,125   312630 SH        DEFINED       1
GARTNER INC                         COM       366651107      1,668    96960 SH        DEFINED       1
GATX CORP                           COM       361448103        265     8850 SH        DEFINED       1
GENCORP INC                         COM       368682100         70    20200 SH        DEFINED       1
GENENTECH INC                     COM NEW     368710406     54,945   667776 SH        DEFINED       1
GENERAL  COMMUNICATION INC         CL A       369385109        357    45300 SH        DEFINED       1
GENERAL  DYNAMICS CORP              COM       369550108     28,256   500905 SH        DEFINED       1
GENERAL  ELECTRIC CO                COM       369604103    200,013 12643073 SH        DEFINED       1
GENERAL  GROWTH PPTYS INC           COM       370021107         16    13000 SH        DEFINED       1
GENERAL  MLS INC                    COM       370334104     24,442   409343 SH        DEFINED       1
GENERAL  MOLY INC                   COM       370373102         27    22900 SH        DEFINED       1
GENERAL  MTRS CORP                  COM       370442105     10,361   291860 SH        DEFINED       1
General Electric Co.                COM       369604103     17,614  1087293 SH        DEFINED       2    1087293
GENESCO INC                         COM       371532102        762    45060 SH        DEFINED       1





                                                                                          
GENESEE & WYO INC                  CL A       371559105      3,073   106500 SH        DEFINED       1
GENESIS ENERGY L P            UNIT LTD PARTN  371927104      5,849   710632 SH        DEFINED       1
GENTEX CORP                         COM       371901109        227    26650 SH        DEFINED       1
GENUINE PARTS CO                    COM       372460105      9,371   250287 SH        DEFINED       1
GENWORTH FINL INC                COM CL A     37247D106        472   166185 SH        DEFINED       1
GENZYME CORP                        COM       372917104      8,570   128829 SH        DEFINED       1
GERDAU AMERISTEEL CORP              COM       37373P105      2,770   475304 SH        DEFINED       1
GERON CORP                          COM       374163103        103    23500 SH        DEFINED       1
GETTY RLTY CORP NEW                 COM       374297109        280    12952 SH        DEFINED       1
GEVITY HR INC                       COM       374393106         45    31600 SH        DEFINED       1
GFI GROUP INC                       COM       361652209         56    17200 SH        DEFINED       1
GIBRALTAR INDS INC                  COM       374689107      1,786   160173 SH        DEFINED       1
GILDAN ACTIVEWEAR INC               COM       375916103        731    68305 SH        DEFINED       1
GILEAD SCIENCES INC                 COM       375558103    111,467  2171569 SH        DEFINED       1
GLACIER BANCORP INC NEW             COM       37637Q105      3,026   163630 SH        DEFINED       1
GLATFELTER                          COM       377316104        436    49790 SH        DEFINED       1
GLIMCHER RLTY TR                SH BEN INT    379302102         34    12300 SH        DEFINED       1
GLOBAL CASH ACCESS HLDGS INC        COM       378967103         24    10800 SH        DEFINED       1
GLOBAL INDS LTD                     COM       379336100        771   233709 SH        DEFINED       1
GLOBAL PMTS INC                     COM       37940X102      1,510    45760 SH        DEFINED       1
GOLDCORP INC NEW                    COM       380956409     14,611   475621 SH        DEFINED       1
GOODRICH CORP                       COM       382388106     15,226   416345 SH        DEFINED       1
GRACE W R & CO DEL NEW              COM       38388F108        112    20800 SH        DEFINED       1
GRACO INC                           COM       384109104        700    30250 SH        DEFINED       1
GRAFTECH INTL LTD                   COM       384313102        240    31400 SH        DEFINED       1
GRAMERCY CAP CORP                   COM       384871109         36    28035 SH        DEFINED       1
GRAN TIERRA ENERGY INC              COM       38500T101        160    63400 SH        DEFINED       1
GRANITE CONSTR INC                  COM       387328107      4,230    99290 SH        DEFINED       1
GRAPHIC PACKAGING HLDG CO           COM       388689101         31    30300 SH        DEFINED       1
GRAY TELEVISION INC                 COM       389375106         19    50900 SH        DEFINED       1
GREAT ATLANTIC & PAC TEA INC        COM       390064103         58    10200 SH        DEFINED       1
GREAT BASIN GOLD LTD                COM       390124105        704   533600 SH        DEFINED       1
GREAT PLAINS ENERGY INC             COM       391164100      1,034    54290 SH        DEFINED       1
GREATBATCH INC                      COM       39153L106      5,633   217924 SH        DEFINED       1
GREEN MTN COFFEE ROASTERS IN        COM       393122106      1,037    26650 SH        DEFINED       1
GREIF INC                          CL A       397624107      2,742    85442 SH        DEFINED       1
GRIFFON CORP                        COM       398433102      2,038   226454 SH        DEFINED       1
GROUPE CGI INC                 CL A SUB VTG   39945C109      3,660   479666 SH        DEFINED       1
Grupo Televisa SA             SP ADR REP ORD  40049J206      1,297    86800 SH        DEFINED       2      86800
GRUPO TELEVISA SA DE CV       SP ADR REP ORD  40049J206      1,088    74287 SH        DEFINED       1
GUARANTY BANCORP DEL                COM       40075T102         51    26400 SH        DEFINED       1
GUARANTY FINL GROUP INC             COM       40108N106        223    88680 SH        DEFINED       1
GUESS INC                           COM       401617105      1,572   104192 SH        DEFINED       1
GULF ISLAND FABRICATION INC         COM       402307102        338    25240 SH        DEFINED       1
GULFMARK OFFSHORE INC               COM       402629109        456     8300 SH        DEFINED       1
GYMBOREE CORP                       COM       403777105     12,033   490962 SH        DEFINED       1
HACKETT GROUP INC                   COM       404609109        469   115850 SH        DEFINED       1
HAEMONETICS CORP                    COM       405024100      5,104    90900 SH        DEFINED       1
HAIN CELESTIAL GROUP INC            COM       405217100      1,031    56104 SH        DEFINED       1
HALLIBURTON CO                      COM       406216101     21,751  1226770 SH        DEFINED       1
HANCOCK HLDG CO                     COM       410120109      6,265   143803 SH        DEFINED       1
HANGER ORTHOPEDIC GROUP INC       COM NEW     41043F208        815    56300 SH        DEFINED       1
HANMI FINL CORP                     COM       410495105        512   269301 SH        DEFINED       1
HANOVER INS GROUP INC               COM       410867105      2,439    58222 SH        DEFINED       1
HARLEYSVILLE NATL CORP PA           COM       412850109        143    10100 SH        DEFINED       1
HARMAN INTL INDS INC                COM       413086109        346    21095 SH        DEFINED       1
HARMONIC INC                        COM       413160102      1,061   199744 SH        DEFINED       1





                                                                                          
HARRIS CORP DEL                     COM       413875105     12,198   326240 SH        DEFINED       1
HARRY WINSTON DIAMOND CORP          COM       41587B100      1,668    42975 SH        DEFINED       1
HARSCO CORP                         COM       415864107      1,463    55965 SH        DEFINED       1
HARTE-HANKS INC                     COM       416196103        467    80000 SH        DEFINED       1
HARTFORD FINL SVCS GROUP INC        COM       416515104      2,733   167482 SH        DEFINED       1
HARVEST NATURAL RESOURCES IN        COM       41754V103        162    41240 SH        DEFINED       1
HASBRO INC                          COM       418056107     18,594   640738 SH        DEFINED       1
HAVERTY FURNITURE INC               COM       419596101        553    58180 SH        DEFINED       1
HAWAIIAN ELEC INDUSTRIES            COM       419870100      5,065   231712 SH        DEFINED       1
HAYES LEMMERZ INTL INC            COM NEW     420781304         10    26800 SH        DEFINED       1
HCC INS HLDGS INC                   COM       404132102      6,912   260729 SH        DEFINED       1
HCP INC                             COM       40414L109     24,432   915752 SH        DEFINED       1
HEADWATERS INC                      COM       42210P102        540    84540 SH        DEFINED       1
HEALTH CARE REIT INC                COM       42217K106     10,052   247400 SH        DEFINED       1
HEALTH MGMT ASSOC INC NEW          CL A       421933102        697   402650 SH        DEFINED       1
HEALTH NET INC                      COM       42222G108      1,717   156134 SH        DEFINED       1
HEALTHCARE RLTY TR                  COM       421946104        612    27230 SH        DEFINED       1
HEALTHCARE SVCS GRP INC             COM       421906108        185    11800 SH        DEFINED       1
HEALTHSPRING INC                    COM       42224N101      2,197   112650 SH        DEFINED       1
HEARTLAND EXPRESS INC               COM       422347104      8,376   554732 SH        DEFINED       1
HEARTLAND PMT SYS INC               COM       42235N108      1,285    77650 SH        DEFINED       1
HECLA MNG CO                        COM       422704106         87    32400 SH        DEFINED       1
HEICO CORP NEW                      COM       422806109        223     5800 SH        DEFINED       1
HEIDRICK & STRUGGLES INTL IN        COM       422819102      1,022    50138 SH        DEFINED       1
HEINZ H J CO                        COM       423074103     21,103   555627 SH        DEFINED       1
HELMERICH & PAYNE INC               COM       423452101      2,470   113162 SH        DEFINED       1
HENRY JACK & ASSOC INC              COM       426281101        594    31430 SH        DEFINED       1
HERITAGE COMMERCE CORP              COM       426927109        278    25500 SH        DEFINED       1
HERSHEY CO                          COM       427866108      2,963    83839 SH        DEFINED       1
HERTZ GLOBAL HOLDINGS INC           COM       42805T105         87    19750 SH        DEFINED       1
HEWITT ASSOCS INC                   COM       42822Q100        704    25650 SH        DEFINED       1
HEWLETT PACKARD CO                  COM       428236103    188,268  5202217 SH        DEFINED       1
HEXCEL CORP NEW                     COM       428291108      2,046   298700 SH        DEFINED       1
HIBBETT SPORTS INC                  COM       428567101        657    43250 SH        DEFINED       1
HIGHWOODS PPTYS INC                 COM       431284108      5,363   211400 SH        DEFINED       1
HILL ROM HLDGS INC                  COM       431475102     13,316   278571 SH        DEFINED       1
HILLTOP HOLDINGS INC                COM       432748101        116    12200 SH        DEFINED       1
HITTITE MICROWAVE CORP              COM       43365Y104        639    21690 SH        DEFINED       1
HNI CORP                            COM       404251100      2,715   179810 SH        DEFINED       1
HOLLY CORP                     COM PAR $0.01  435758305      6,406   354688 SH        DEFINED       1
HOLOGIC INC                         COM       436440101      3,307   266274 SH        DEFINED       1
HOME DEPOT INC                      COM       437076102     56,070  2426211 SH        DEFINED       1
Home Depot, Inc.                    COM       437076102      8,106   352108 SH        DEFINED       2     352108
HOME PROPERTIES INC                 COM       437306103     13,623   353946 SH        DEFINED       1
HONEYWELL INTL INC                  COM       438516106     80,590  2472831 SH        DEFINED       1
HORACE MANN EDUCATORS CORP N        COM       440327104      2,718   300290 SH        DEFINED       1
HORMEL FOODS CORP                   COM       440452100      3,920   126534 SH        DEFINED       1
HORNBECK OFFSHORE SVCS INC N        COM       440543106        967    62370 SH        DEFINED       1
HOSPIRA INC                         COM       441060100        962    36550 SH        DEFINED       1
HOST HOTELS & RESORTS INC           COM       44107P104     11,341  1606350 SH        DEFINED       1
HOT TOPIC INC                       COM       441339108        747    82950 SH        DEFINED       1
HOVNANIAN ENTERPRISES INC          CL A       442487203        220   133910 SH        DEFINED       1
HRPT PPTYS TR                 COM SH BEN INT  40426W101         46    14600 SH        DEFINED       1
HUB GROUP INC                      CL A       443320106      5,987   242480 SH        DEFINED       1
HUBBELL INC                        CL B       443510201      6,925   214070 SH        DEFINED       1
HUDSON CITY BANCORP                 COM       443683107     31,360  2056372 SH        DEFINED       1
HUMAN GENOME SCIENCES INC           COM       444903108      1,635   856260 SH        DEFINED       1





                                                                                          
HUMANA INC                          COM       444859102     10,450   276538 SH        DEFINED       1
HUNTINGTON BANCSHARES INC           COM       446150104      3,527   494619 SH        DEFINED       1
HURON CONSULTING GROUP INC          COM       447462102        325     5700 SH        DEFINED       1
HUTCHINSON TECHNOLOGY INC           COM       448407106        423   122350 SH        DEFINED       1
HYPERCOM CORP                       COM       44913M105         29    29600 SH        DEFINED       1
ICICI Bank Ltd.                     ADR       45104G104      1,338    69500 SH        DEFINED       3      69500
ICICI BK LTD                        ADR       45104G104     11,855   618074 SH        DEFINED       1
ICU MED INC                         COM       44930G107      1,515    47165 SH        DEFINED       1
IDACORP INC                         COM       451107106      7,011   241760 SH        DEFINED       1
IDEX CORP                           COM       45167R104      6,071   235760 SH        DEFINED       1
IGATE CORP                          COM       45169U105         84    13600 SH        DEFINED       1
II VI INC                           COM       902104108        337    18120 SH        DEFINED       1
ILLINOIS TOOL WKS INC               COM       452308109     12,361   353062 SH        DEFINED       1
IMATION CORP                        COM       45245A107      2,617   199620 SH        DEFINED       1
IMMERSION CORP                      COM       452521107         65    11000 SH        DEFINED       1
IMMUCOR INC                         COM       452526106     15,159   589159 SH        DEFINED       1
IMS HEALTH INC                      COM       449934108      8,184   553325 SH        DEFINED       1
INCYTE CORP                         COM       45337C102        302    82200 SH        DEFINED       1
INDEVUS PHARMACEUTICALS INC         COM       454072109         76    26500 SH        DEFINED       1
INFINERA CORPORATION                COM       45667G103        765    88100 SH        DEFINED       1
INFINITY PPTY & CAS CORP            COM       45665Q103      1,753    37850 SH        DEFINED       1
INFOGROUP INC                       COM       45670G108         64    13100 SH        DEFINED       1
INFORMATICA CORP                    COM       45666Q102     11,470   833610 SH        DEFINED       1
INFOSYS TECHNOLOGIES LTD       SPONSORED ADR  456788108      1,173    47992 SH        DEFINED       1
INGRAM MICRO INC                   CL A       457153104      4,830   369834 SH        DEFINED       1
INLAND REAL ESTATE CORP           COM NEW     457461200        434    34720 SH        DEFINED       1
INSIGHT ENTERPRISES INC             COM       45765U103      1,615   244300 SH        DEFINED       1
INTEGRATED DEVICE TECHNOLOGY        COM       458118106      2,994   536550 SH        DEFINED       1
INTEGRYS ENERGY GROUP INC           COM       45822P105        760    18016 SH        DEFINED       1
INTEL CORP                          COM       458140100    152,095  9669095 SH        DEFINED       1
Intel Corp.                         COM       458140100     13,938   950781 SH        DEFINED       2     950781
INTER PARFUMS INC                   COM       458334109         69    10900 SH        DEFINED       1
INTERACTIVE DATA CORP               COM       45840J107        249    10400 SH        DEFINED       1
INTERCONTINENTALEXCHANGE INC        COM       45865V100      1,199    14970 SH        DEFINED       1
INTERDIGITAL INC                    COM       45867G101          9    18200 SH        DEFINED       1
INTERFACE INC                      CL A       458665106         96    20100 SH        DEFINED       1
INTERLINE BRANDS INC                COM       458743101        250    25200 SH        DEFINED       1
INTERMEC INC                        COM       458786100        264    19800 SH        DEFINED       1
INTERMUNE INC                       COM       45884X103        295    28600 SH        DEFINED       1
INTERNATIONAL BANCSHARES COR        COM       459044103        517    24500 SH        DEFINED       1
INTERNATIONAL BUSINESS MACHS        COM       459200101    185,818  1852255 SH        DEFINED       1
INTERNATIONAL FLAVORS&FRAGRA        COM       459506101      3,162   110031 SH        DEFINED       1
INTERNATIONAL GAME TECHNOLOG        COM       459902102        495    43967 SH        DEFINED       1
INTERNATIONAL RECTIFIER CORP        COM       460254105        140    10835 SH        DEFINED       1
INTERNATIONAL SPEEDWAY CORP        CL A       460335201        559    19830 SH        DEFINED       1
INTERPUBLIC GROUP COS INC           COM       460690100      5,567  1512857 SH        DEFINED       1
INTERSIL CORP                      CL A       46069S109        998   110050 SH        DEFINED       1
INTERVAL LEISURE GROUP INC          COM       46113M108        242    46400 SH        DEFINED       1
INTERWOVEN INC                    COM NEW     46114T508      4,750   395840 SH        DEFINED       1
INTUITIVE SURGICAL INC            COM NEW     46120E602      1,829    14710 SH        DEFINED       1
INVACARE CORP                       COM       461203101        602    40350 SH        DEFINED       1
INVENTIV HEALTH INC                 COM       46122E105      6,470   583930 SH        DEFINED       1
INVESTMENT TECHNOLOGY GRP NE        COM       46145F105      2,722   123262 SH        DEFINED       1
INVESTORS BANCORP INC               COM       46146P102        199    14900 SH        DEFINED       1
INVESTORS REAL ESTATE TR        SH BEN INT    461730103        165    17100 SH        DEFINED       1
ION GEOPHYSICAL CORP                COM       462044108        393   133380 SH        DEFINED       1
IOWA TELECOMM SERVICES INC          COM       462594201        236    16900 SH        DEFINED       1





                                                                                          
IRON MTN INC                        COM       462846106        362    16100 SH        DEFINED       1
ISHARES  INC                    MSCI GERMAN   464286806        220    14710 SH        DEFINED       1
ISHARES  INC                    MSCI TAIWAN   464286731      1,296   146979 SH        DEFINED       1
ISHARES  INC                    MSCI JAPAN    464286848      5,186   637100 SH        DEFINED       1
ISHARES  TR                   S&P SMLCP VALU  464287879        210     4000 SH        DEFINED       1
ISHARES  TR                   DJ US REAL EST  464287739        824    12000 SH        DEFINED       1
ISHARES  TR                   DJ US TECH SEC  464287721        596    15217 SH        DEFINED       1
ISHARES  TR                   RUSSELL1000GRW  464287614        821    20100 SH        DEFINED       1
ISHARES  TR                    S&P 500 VALUE  464287408      1,071    21120 SH        DEFINED       1
ISHARES  TR                   RUSL 2000 GROW  464287648      4,738    85743 SH        DEFINED       1
ISHARES  TR                   S&P 100 IDX FD  464287101      4,930   105871 SH        DEFINED       1
ISHARES  TR                   RUSL 2000 VALU  464287630      6,781   127470 SH        DEFINED       1
ISHARES  TR                    MSCI EAFE IDX  464287465     22,331   267347 SH        DEFINED       1
ISHARES  TR                    RUSSELL 2000   464287655     20,948   388363 SH        DEFINED       1
iShares FTSE/Xinhua China
 25 Index Fund                FTSE XNHUA IDX  464287184      3,119   106900 SH        DEFINED       2     106900
iShares MSCI EAFE Index
 Fund                          MSCI EAFE IDX  464287465      3,502    78057 SH        DEFINED       2      78057
iShares MSCI Emerging
 Markets Index Fund           MSCI EMERG MKT  464287234      2,224    89082 SH        DEFINED       2      89082
iShares MSCI South Korea
 Index Fund                    MSCI S KOREA   464286772      1,927    69100 SH        DEFINED       2      69100
iShares MSCI Taiwan
 Index Fund                     MSCI TAIWAN   464286731      3,262   429800 SH        DEFINED       2     429800
iShares S&P Global Energy
 Sector Index Fund             S&P GBL ENER   464287341        651    22233 SH        DEFINED       2      22233
ISILON SYS INC                      COM       46432L104         37    12000 SH        DEFINED       1
ISIS PHARMACEUTICALS INC            COM       464330109      1,827   133100 SH        DEFINED       1
ITC HLDGS CORP                      COM       465685105      1,829    43600 SH        DEFINED       1
ITRON INC                           COM       465741106      2,800    44888 SH        DEFINED       1
ITT CORP NEW                        COM       450911102     34,102   756138 SH        DEFINED       1
ITT EDUCATIONAL SERVICES INC        COM       45068B109      4,938    52641 SH        DEFINED       1
IVANHOE MINES LTD                   COM       46579N103        813   315237 SH        DEFINED       1
IXYS CORP                           COM       46600W106        125    16044 SH        DEFINED       1
J & J SNACK FOODS CORP              COM       466032109      1,575    45090 SH        DEFINED       1
J CREW GROUP INC                    COM       46612H402        121    10500 SH        DEFINED       1
J2 GLOBAL COMMUNICATIONS INC      COM NEW     46626E205      2,328   122510 SH        DEFINED       1
JABIL CIRCUIT INC                   COM       466313103      3,706   571030 SH        DEFINED       1
JACK IN THE BOX INC                 COM       466367109      7,484   373473 SH        DEFINED       1
JACOBS ENGR GROUP INC DEL           COM       469814107      1,249    26750 SH        DEFINED       1
JAKKS PAC INC                       COM       47012E106      1,546    74167 SH        DEFINED       1
JANUS CAP GROUP INC                 COM       47102X105        250    32747 SH        DEFINED       1
JDA SOFTWARE GROUP INC              COM       46612K108      1,569   124796 SH        DEFINED       1
JEFFERIES GROUP INC NEW             COM       472319102        147    10650 SH        DEFINED       1
JETBLUE AIRWAYS CORP                COM       477143101        509    74590 SH        DEFINED       1
JOHNSON & JOHNSON                   COM       478160104    172,645  2917778 SH        DEFINED       1
JOHNSON CTLS INC                    COM       478366107      4,621   258184 SH        DEFINED       1
JONES APPAREL GROUP INC             COM       480074103        143    26401 SH        DEFINED       1
JONES LANG LASALLE INC              COM       48020Q107      1,059    39820 SH        DEFINED       1
JOS A BANK CLOTHIERS INC            COM       480838101      1,365    55120 SH        DEFINED       1
JOY GLOBAL INC                      COM       481165108      5,544   252100 SH        DEFINED       1
JPMORGAN & CHASE & CO               COM       46625H100    181,891  5865563 SH        DEFINED       1
JUNIPER NETWORKS INC                COM       48203R104      6,462   371365 SH        DEFINED       1
K V PHARMACEUTICAL CO              CL A       482740206      1,294   484576 SH        DEFINED       1
KADANT INC                          COM       48282T104        549    44840 SH        DEFINED       1
KAYDON CORP                         COM       486587108      2,185    65100 SH        DEFINED       1
KB HOME                             COM       48666K109      3,083   229395 SH        DEFINED       1





                                                                                          
KBR INC                             COM       48242W106      3,433   225431 SH        DEFINED       1
KELLOGG CO                          COM       487836108      6,182   143144 SH        DEFINED       1
KELLY SVCS INC                     CL A       488152208      1,642   131970 SH        DEFINED       1
KENDLE INTERNATIONAL INC            COM       48880L107      1,182    49806 SH        DEFINED       1
KENSEY NASH CORP                    COM       490057106      1,185    64810 SH        DEFINED       1
KEY ENERGY SVCS INC                 COM       492914106     26,468  1559702 SH        DEFINED       1
KEYCORP NEW                         COM       493267108        948   116404 SH        DEFINED       1
KFORCE INC                          COM       493732101         76    10600 SH        DEFINED       1
KILROY RLTY CORP                    COM       49427F108      2,472    76733 SH        DEFINED       1
KIMBALL INTL INC                   CL B       494274103        373    48800 SH        DEFINED       1
KIMBERLY CLARK CORP                 COM       494368103     30,024   569724 SH        DEFINED       1
KIMCO REALTY CORP                   COM       49446R109      6,895   388022 SH        DEFINED       1
KINDER MORGAN ENERGY PARTNER  UT LTD PARTNER  494550106     17,387   382392 SH        DEFINED       1
Kinder Morgan Energy
 Partners LP                  UT LTD PARTNER  494550106        578    12628 SH        DEFINED       2      12628
KINDRED HEALTHCARE INC              COM       494580103        433    35515 SH        DEFINED       1
KINETIC CONCEPTS INC              COM NEW     49460W208      1,643    88390 SH        DEFINED       1
KING PHARMACEUTICALS INC            COM       495582108      2,495   239927 SH        DEFINED       1
KINROSS GOLD CORP               COM NO PAR    496902404     23,657  1300575 SH        DEFINED       1
KIRBY CORP                          COM       497266106      6,869   261585 SH        DEFINED       1
KITE RLTY GROUP TR                  COM       49803T102        279    55200 SH        DEFINED       1
KLA-TENCOR CORP                     COM       482480100      2,621   119639 SH        DEFINED       1
KNIGHT CAPITAL GROUP INC           CL A       499005106      5,552   353199 SH        DEFINED       1
KNIGHT TRANSN INC                   COM       499064103      3,390   219250 SH        DEFINED       1
KNOLL INC                         COM NEW     498904200        133    15400 SH        DEFINED       1
KOHLS CORP                          COM       500255104     21,510   618090 SH        DEFINED       1
KOPIN CORP                          COM       500600101         43    22400 SH        DEFINED       1
KOPPERS HOLDINGS INC                COM       50060P106      1,004    52850 SH        DEFINED       1
KORN FERRY INTL                   COM NEW     500643200      1,640   148250 SH        DEFINED       1
Kraft Foods, Inc.                  CL A       50075N104     12,934   481731 SH        DEFINED       2     481731
KRISPY KREME DOUGHNUTS INC          COM       501014104         23    13900 SH        DEFINED       1
KROGER CO                           COM       501044101      8,599   330233 SH        DEFINED       1
K-SWISS INC                        CL A       482686102        435    37100 SH        DEFINED       1
KT CORP                        SPONSORED ADR  48268K101      7,130   493054 SH        DEFINED       1
KT Corp.                       SPONSORED ADR  48268K101      1,117    76122 SH        DEFINED       2      76122
KULICKE & SOFFA INDS INC            COM       501242101         30    18000 SH        DEFINED       1
L-1  IDENTITY SOLUTIONS INC         COM       50212A106         89    14100 SH        DEFINED       1
L-3 COMMUNICATIONS HLDGS INC        COM       502424104      7,189    99494 SH        DEFINED       1
LABORATORY CORP AMER HLDGS        COM NEW     50540R409     19,259   300117 SH        DEFINED       1
LABRANCHE & CO INC                  COM       505447102        664   150484 SH        DEFINED       1
LACLEDE GROUP INC                   COM       505597104        727    15820 SH        DEFINED       1
LADENBURG THALMAN FIN SVCS I        COM       50575Q102         22    29700 SH        DEFINED       1
LAM RESEARCH CORP                   COM       512807108      5,182   238157 SH        DEFINED       1
LAMAR ADVERTISING CO               CL A       512815101        157    12750 SH        DEFINED       1
LANCASTER COLONY CORP               COM       513847103        376    11202 SH        DEFINED       1
LANDAUER INC                        COM       51476K103        923    12850 SH        DEFINED       1
LANDEC CORP                         COM       514766104         66    10800 SH        DEFINED       1
LANDRYS RESTAURANTS INC             COM       51508L103        244    20323 SH        DEFINED       1
LANDSTAR SYS INC                    COM       515098101      1,266    34250 SH        DEFINED       1
LAS VEGAS SANDS CORP                COM       517834107        100    17100 SH        DEFINED       1
LASALLE HOTEL PPTYS           COM SH BEN INT  517942108      1,671   164103 SH        DEFINED       1
LATTICE SEMICONDUCTOR CORP          COM       518415104         50    34700 SH        DEFINED       1
LAWSON PRODS INC                    COM       520776105        307    13798 SH        DEFINED       1
LAWSON SOFTWARE INC NEW             COM       52078P102        191    41800 SH        DEFINED       1
LAYNE CHRISTENSEN CO                COM       521050104      1,000    45300 SH        DEFINED       1
LEAR CORP                           COM       521865105         22    18700 SH        DEFINED       1
LEE ENTERPRISES INC                 COM       523768109         15    37983 SH        DEFINED       1





                                                                                          
LEGG MASON INC                      COM       524901105      1,132    53184 SH        DEFINED       1
LEGGETT & PLATT INC                 COM       524660107     26,389  1791535 SH        DEFINED       1
Leggett & Platt, Inc.               COM       524660107     12,749   839324 SH        DEFINED       2     839324
LENNAR CORP                        CL A       526057104        718    82858 SH        DEFINED       1
LENNOX INTL INC                     COM       526107107      2,562    81864 SH        DEFINED       1
LEUCADIA NATL CORP                  COM       527288104     15,819   836100 SH        DEFINED       1
LEVEL 3 COMMUNICATIONS INC          COM       52729N100         62    97930 SH        DEFINED       1
LEXINGTON REALTY TRUST              COM       529043101      1,111   235910 SH        DEFINED       1
LIBERTY  MEDIA CORP NEW        ENT COM SER A  53071M500     52,373  3091648 SH        DEFINED       1
LIBERTY PPTY TR                 SH BEN INT    531172104      7,067   336670 SH        DEFINED       1
LIFEPOINT HOSPITALS INC             COM       53219L109      1,950    88150 SH        DEFINED       1
LIGAND PHARMACEUTICALS INC         CL B       53220K207         69    24200 SH        DEFINED       1
LILLY ELI & CO                      COM       532457108     52,425  1321528 SH        DEFINED       1
LIMITED BRANDS INC                  COM       532716107      2,890   291873 SH        DEFINED       1
LINCARE HLDGS INC                   COM       532791100      7,365   278988 SH        DEFINED       1
LINCOLN ELEC HLDGS INC              COM       533900106      5,329   108980 SH        DEFINED       1
LINCOLN NATL CORP IND               COM       534187109      2,877   156868 SH        DEFINED       1
LIVE NATION INC                     COM       538034109        274    55365 SH        DEFINED       1
LKQ CORP                            COM       501889208      7,858   690476 SH        DEFINED       1
LLOYDS TSB GROUP PLC           SPONSORED ADR  539439109        488    65870 SH        DEFINED       1
LMI  AEROSPACE INC                  COM       502079106        256    24850 SH        DEFINED       1
LOCKHEED MARTIN CORP                COM       539830109     78,286   928766 SH        DEFINED       1
LO-JACK CORP                        COM       539451104        320    76820 SH        DEFINED       1
Lorillard, Inc.                     COM       544147101     13,430   238334 SH        DEFINED       2     238334
LOUISIANA PAC CORP                  COM       546347105         69    47800 SH        DEFINED       1
LOWES COS INC                       COM       548661107     12,189   566397 SH        DEFINED       1
LSI  INDS INC                       COM       50216C108         81    11505 SH        DEFINED       1
LTX-CREDENCE CORP                   COM       502403108         75    38500 SH        DEFINED       1
LUBRIZOL CORP                       COM       549271104      5,250   149501 SH        DEFINED       1
LUFKIN INDS INC                     COM       549764108      1,407    42212 SH        DEFINED       1
LUMBER LIQUIDATORS INC              COM       55003Q103      1,326   121500 SH        DEFINED       1
LUXOTTICA GROUP S P A          SPONSORED ADR  55068R202      1,217    67800 SH        DEFINED       1
LYDALL INC DEL                      COM       550819106        508    98660 SH        DEFINED       1
M & T BK CORP                       COM       55261F104     11,617   210371 SH        DEFINED       1
M D C HLDGS INC                     COM       552676108      3,965   134630 SH        DEFINED       1
M/I HOMES INC                       COM       55305B101        793    81180 SH        DEFINED       1
MACERICH CO                         COM       554382101     12,865   729743 SH        DEFINED       1
MACK CALI RLTY CORP                 COM       554489104      3,475   149990 SH        DEFINED       1
MACQUARIE INFRASTR CO LLC     MEMBERSHIP INT  55608B105        235    76250 SH        DEFINED       1
MACROVISION SOLUTIONS CORP          COM       55611C108        463    27794 SH        DEFINED       1
MACYS INC                           COM       55616P104     47,955  5096222 SH        DEFINED       1
Macy's, Inc.                        COM       55616P104     10,100   975803 SH        DEFINED       2     975803
MADDEN STEVEN LTD                   COM       556269108        263    13000 SH        DEFINED       1
MAGELLAN HEALTH SVCS INC          COM NEW     559079207      2,475    63650 SH        DEFINED       1
MAGNA INTL INC                     CL A       559222401        216     7566 SH        DEFINED       1
Magyar Telekom
 Telecommunications PLC        SPONSORED ADR  559776109        188    13362 SH        DEFINED       2      13362
MAGYAR TELEKOM TELECOMMUNS P   SPONSORED ADR  559776109      2,198   160425 SH        DEFINED       1
MANHATTAN ASSOCS INC                COM       562750109      1,419    91850 SH        DEFINED       1
MANITOWOC INC                       COM       563571108        247    30020 SH        DEFINED       1
MANNKIND CORP                       COM       56400P201         38    11400 SH        DEFINED       1
MANPOWER INC                        COM       56418H100      4,998   152519 SH        DEFINED       1
MANTECH INTL CORP                  CL A       564563104      1,539    28800 SH        DEFINED       1
MARATHON OIL CORP                   COM       565849106     76,003  2851911 SH        DEFINED       1
MARINEMAX INC                       COM       567908108         32    10400 SH        DEFINED       1
MARKET  VECTORS  ETF  TR      GOLD MINER ETF  57060U100        234    12580 SH        DEFINED       1
MARKETAXESS HLDGS INC               COM       57060D108         86    10700 SH        DEFINED       1





                                                                                          
MARRIOTT INTL INC NEW              CL A       571903202      1,147    62359 SH        DEFINED       1
MARSH & MCLENNAN COS INC            COM       571748102      2,440   103173 SH        DEFINED       1
MARSHALL & ILSLEY CORP NEW          COM       571837103        772    58995 SH        DEFINED       1
MARTEK BIOSCIENCES CORP             COM       572901106      1,654    55180 SH        DEFINED       1
MARTIN MARIETTA MATLS INC           COM       573284106      1,088    11300 SH        DEFINED       1
MARVEL ENTERTAINMENT INC            COM       57383T103      6,254   204700 SH        DEFINED       1
MASCO CORP                          COM       574599106     18,863  1744943 SH        DEFINED       1
Masco Corp.                         COM       574599106      8,213   737872 SH        DEFINED       2     737872
MASSEY ENERGY CORP                  COM       576206106        495    36365 SH        DEFINED       1
MASTEC INC                          COM       576323109        202    18700 SH        DEFINED       1
MASTERCARD INC                     CL A       57636Q104      3,576    25710 SH        DEFINED       1
MATRIX SVC CO                       COM       576853105        100    14300 SH        DEFINED       1
MATTEL INC                          COM       577081102     13,242   828668 SH        DEFINED       1
Mattel, Inc.                        COM       577081102      8,617   538593 SH        DEFINED       2     538593
MATTHEWS INTL CORP                 CL A       577128101      4,232   118880 SH        DEFINED       1
MATTSON TECHNOLOGY INC              COM       577223100         91    76051 SH        DEFINED       1
MAXIMUS INC                         COM       577933104        448    12830 SH        DEFINED       1
MAXYGEN INC                         COM       577776107         90    10400 SH        DEFINED       1
MB FINANCIAL INC NEW                COM       55264U108        512    18680 SH        DEFINED       1
MBIA INC                            COM       55262C100        164    39691 SH        DEFINED       1
MCAFEE INC                          COM       579064106     38,508  1144720 SH        DEFINED       1
MCCLATCHY CO                       CL A       579489105          8    10400 SH        DEFINED       1
MCCORMICK & CO INC              COM NON VTG   579780206        828    26023 SH        DEFINED       1
MCDERMOTT INTL INC                  COM       580037109        154    16200 SH        DEFINED       1
MCDONALDS CORP                      COM       580135101     80,312  1300806 SH        DEFINED       1
MCGRAW HILL COS INC                 COM       580645109      1,800    78787 SH        DEFINED       1
MCMORAN EXPLORATION CO              COM       582411104      5,249   550751 SH        DEFINED       1
MDU RES GROUP INC                   COM       552690109      2,212   103594 SH        DEFINED       1
MEADOWBROOK INS GROUP INC           COM       58319P108        104    16400 SH        DEFINED       1
MEADWESTVACO CORP                   COM       583334107     14,147  1323415 SH        DEFINED       1
MeadWestvaco Corp.                  COM       583334107      7,964   711739 SH        DEFINED       2     711739
Mechel OAO                     SPONSORED ADR  583840103        560   139947 SH        DEFINED       2     139947
MEDAREX INC                         COM       583916101        177    32100 SH        DEFINED       1
MEDCATH CORP                        COM       58404W109        207    21750 SH        DEFINED       1
MEDIA GEN INC                      CL A       584404107         42    23000 SH        DEFINED       1
MEDIACOM COMMUNICATIONS CORP       CL A       58446K105         68    17000 SH        DEFINED       1
MEDICAL PPTYS TRUST INC             COM       58463J304      1,002   162180 SH        DEFINED       1
MEDICINES CO                        COM       584688105      1,210    85200 SH        DEFINED       1
MEDICIS PHARMACEUTICAL CORP      CL A NEW     584690309      3,226   242380 SH        DEFINED       1
MEDTRONIC INC                       COM       585055106     18,455   604300 SH        DEFINED       1
MEMC ELECTR MATLS INC               COM       552715104        958    69756 SH        DEFINED       1
MENS WEARHOUSE INC                  COM       587118100        417    32000 SH        DEFINED       1
MENTOR GRAPHICS CORP                COM       587200106      7,163  1527378 SH        DEFINED       1
Merck & Co., Inc.                   COM       589331107     21,848   718700 SH        DEFINED       2     718700
MEREDITH CORP                       COM       589433101        304    18491 SH        DEFINED       1
MERIDIAN BIOSCIENCE INC             COM       589584101     10,233   405926 SH        DEFINED       1
MERIDIAN RESOURCE CORP              COM       58977Q109          8    14300 SH        DEFINED       1
MERIT MED SYS INC                   COM       589889104        806    46480 SH        DEFINED       1
MERITAGE HOMES CORP                 COM       59001A102        859    76780 SH        DEFINED       1
METALICO INC                        COM       591176102         97    60900 SH        DEFINED       1
METAVANTE TECHNOLOGIES INC          COM       591407101      1,111    69410 SH        DEFINED       1
METHANEX CORP                       COM       59151K108      1,891   169000 SH        DEFINED       1
METHODE ELECTRS INC                 COM       591520200      3,107   196761 SH        DEFINED       1
METROPCS COMMUNICATIONS INC         COM       591708102        217    15250 SH        DEFINED       1
MFA MTG INVTS INC                   COM       55272X102        476    83500 SH        DEFINED       1
MGE ENERGY INC                      COM       55277P104        267     8300 SH        DEFINED       1
MICREL INC                          COM       594793101      4,498   625528 SH        DEFINED       1





                                                                                          
MICROCHIP TECHNOLOGY INC            COM       595017104      1,429    74330 SH        DEFINED       1
MICRON TECHNOLOGY INC               COM       595112103        404   165603 SH        DEFINED       1
MICROS SYS INC                      COM       594901100     13,230   832576 SH        DEFINED       1
MICROSEMI CORP                      COM       595137100      1,907   157890 SH        DEFINED       1
MICROSOFT CORP                      COM       594918104    242,552  8005014 SH        DEFINED       1
MICROTUNE INC DEL                   COM       59514P109         46    22500 SH        DEFINED       1
MICROVISION INC DEL                 COM       594960106         33    20300 SH        DEFINED       1
MID-AMER APT CMNTYS INC             COM       59522J103        914    25720 SH        DEFINED       1
MIDDLEBY CORP                       COM       596278101        288    10200 SH        DEFINED       1
MIDWEST BANC HOLDINGS INC           COM       598251106         28    18500 SH        DEFINED       1
MILLER HERMAN INC                   COM       600544100      2,331   187642 SH        DEFINED       1
MILLIPORE CORP                      COM       601073109        584    11455 SH        DEFINED       1
MINE SAFETY APPLIANCES CO           COM       602720104        215     9100 SH        DEFINED       1
MINEFINDERS LTD                     COM       602900102        717   148300 SH        DEFINED       1
MINERALS TECHNOLOGIES INC           COM       603158106      6,222   156210 SH        DEFINED       1
MIPS TECHNOLOGIES INC               COM       604567107         19    18500 SH        DEFINED       1
MIRANT CORP NEW                     COM       60467R100        216    11700 SH        DEFINED       1
MISSION WEST PPTYS INC              COM       605203108        176    17700 SH        DEFINED       1
MITCHAM INDS INC                    COM       606501104         81    21450 SH        DEFINED       1
MKS INSTRUMENT INC                  COM       55306N104      9,578   663280 SH        DEFINED       1
MOBILE MINI INC                     COM       60740F105        708    49700 SH        DEFINED       1
Mobile Telesystems Finance SA  SPONSORED ADR  607409109      3,394   127200 SH        DEFINED       2     127200
MOBILE TELESYSTEMS OJSC        SPONSORED ADR  607409109      9,319   170681 SH        DEFINED       1
MOHAWK INDS INC                     COM       608190104     26,406   631414 SH        DEFINED       1
MOLEX INC                           COM       608554101        511    36705 SH        DEFINED       1
MOLINA HEALTHCARE INC               COM       60855R100        616    35823 SH        DEFINED       1
MOLSON COORS BREWING CO            CL B       60871R209      6,962   144793 SH        DEFINED       1
MONSANTO CO NEW                     COM       61166W101     19,028   273711 SH        DEFINED       1
MOODYS CORP                         COM       615369105      1,462    72858 SH        DEFINED       1
MOOG INC                           CL A       615394202     12,204   363531 SH        DEFINED       1
MORGAN  STANLEY                   COM NEW     617446448     12,730   838077 SH        DEFINED       1
MOSAIC CO                           COM       61945A107      1,126    32938 SH        DEFINED       1
MOTOROLA INC                        COM       620076109      3,992   959549 SH        DEFINED       1
MOVADO GROUP INC                    COM       624580106        323    34910 SH        DEFINED       1
MOVE INC COM                        COM       62458M108         54    35100 SH        DEFINED       1
MPS GROUP INC                       COM       553409103      2,724   372625 SH        DEFINED       1
MRV COMMUNICATIONS INC              COM       553477100         21    33600 SH        DEFINED       1
MSC INDL DIRECT INC                CL A       553530106      4,718   133650 SH        DEFINED       1
MTS SYS CORP                        COM       553777103      1,001    39270 SH        DEFINED       1
MUELLER INDS INC                    COM       624756102      3,072   131350 SH        DEFINED       1
MURPHY OIL CORP                     COM       626717102     39,167   897704 SH        DEFINED       1
MYERS INDS INC                      COM       628464109        283    34982 SH        DEFINED       1
MYLAN INC                           COM       628530107      8,214   853885 SH        DEFINED       1
MYRIAD GENETICS INC                 COM       62855J104     10,924   165739 SH        DEFINED       1
NABI BIOPHARMACEUTICALS             COM       629519109         57    18000 SH        DEFINED       1
NACCO INDS INC                     CL A       629579103        285     8300 SH        DEFINED       1
NAM TAI ELECTRS INC            COM PAR $0.02  629865205        789   139100 SH        DEFINED       1
NASH FINCH CO                       COM       631158102      1,175    26480 SH        DEFINED       1
NATCO GROUP INC                    CL A       63227W203        654    45900 SH        DEFINED       1
NATIONAL  CINEMEDIA INC             COM       635309107         93    10300 SH        DEFINED       1
NATIONAL  FINL PARTNERS CORP        COM       63607P208        687   228960 SH        DEFINED       1
NATIONAL  FUEL GAS CO N J           COM       636180101      3,487   114380 SH        DEFINED       1
NATIONAL  HEALTH INVS INC           COM       63633D104        206     7600 SH        DEFINED       1
NATIONAL  INSTRS CORP               COM       636518102        925    38450 SH        DEFINED       1
NATIONAL  PENN BANCSHARES INC       COM       637138108      2,387   158710 SH        DEFINED       1
NATIONAL  RETAIL PROPERTIES I       COM       637417106      6,584   392580 SH        DEFINED       1
NATIONAL  SEMICONDUCTOR CORP        COM       637640103      7,639   769255 SH        DEFINED       1





                                                                                          
NATIONAL  WESTN LIFE INS CO        CL A       638522102      1,352     5560 SH        DEFINED       1
NATIONWIDE HEALTH PPTYS INC         COM       638620104      9,578   350450 SH        DEFINED       1
NAUTILUS INC                        COM       63910B102         22    10600 SH        DEFINED       1
NAVIGANT CONSULTING INC             COM       63935N107      1,658   106550 SH        DEFINED       1
NAVIGATORS GROUP INC                COM       638904102        273     4900 SH        DEFINED       1
NBTY INC                            COM       628782104        664    43390 SH        DEFINED       1
NCI BUILDING SYS INC                COM       628852105      1,907   115972 SH        DEFINED       1
NCR CORP NEW                        COM       62886E108      3,806   282780 SH        DEFINED       1
NETAPP INC                          COM       64110D104     11,012   822371 SH        DEFINED       1
NETFLIX INC                         COM       64110L106      1,910    66660 SH        DEFINED       1
NETLOGIC MICROSYSTEMS INC           COM       64118B100      1,096    51200 SH        DEFINED       1
NETSCOUT SYS INC                    COM       64115T104        639    78350 SH        DEFINED       1
NEUSTAR INC                        CL A       64126X201      4,128   219570 SH        DEFINED       1
NEW JERSEY RES                      COM       646025106      5,350   137819 SH        DEFINED       1
NEW YORK CMNTY BANCORP INC          COM       649445103      7,098   596950 SH        DEFINED       1
NEW YORK TIMES CO                  CL A       650111107        180    25666 SH        DEFINED       1
NEWCASTLE INVT CORP                 COM       65105M108         12    16500 SH        DEFINED       1
NEWELL RUBBERMAID INC               COM       651229106     18,184  1836761 SH        DEFINED       1
Newell Rubbermaid, Inc.             COM       651229106      9,154   935968 SH        DEFINED       2     935968
NEWFIELD EXPL CO                    COM       651290108      2,237   116030 SH        DEFINED       1
NEWMARKET CORP                      COM       651587107      1,209    34530 SH        DEFINED       1
NEWMONT MINING CORP                 COM       651639106     27,837   695579 SH        DEFINED       1
NEWPARK RES INC               COM PAR $.01NEW 651718504         86    28900 SH        DEFINED       1
NEWPORT CORP                        COM       651824104        504    83940 SH        DEFINED       1
NEWSTAR FINANCIAL INC               COM       65251F105         41    10300 SH        DEFINED       1
NEXEN INC                           COM       65334H102      8,560   501446 SH        DEFINED       1
NIC INC                             COM       62914B100        606   134100 SH        DEFINED       1
NICE SYS LTD                   SPONSORED ADR  653656108      1,560    71896 SH        DEFINED       1
NICOR INC                           COM       654086107      1,454    42617 SH        DEFINED       1
NIGHTHAWK RADIOLOGY HLDGS IN        COM       65411N105      2,012   457221 SH        DEFINED       1
NIKE INC                           CL B       654106103     23,320   469319 SH        DEFINED       1
NIPPON TELEG & TEL CORP        SPONSORED ADR  654624105      6,157   226100 SH        DEFINED       1
NISOURCE INC                        COM       65473P105     18,862  1724095 SH        DEFINED       1
NiSource, Inc.                      COM       65473P105      1,259   114770 SH        DEFINED       2     114770
NOBLE ENERGY INC                    COM       655044105      2,886    59387 SH        DEFINED       1
NORDSON CORP                        COM       655663102      7,034   218503 SH        DEFINED       1
NORDSTROM INC                       COM       655664100        518    42143 SH        DEFINED       1
NORFOLK SOUTHERN CORP               COM       655844108      5,266   115742 SH        DEFINED       1
NORTHEAST UTILS                     COM       664397106      6,758   283351 SH        DEFINED       1
NORTHERN TR CORP                    COM       665859104     20,357   404462 SH        DEFINED       1
NORTHGATE MINERALS CORP             COM       666416102        171   208500 SH        DEFINED       1
NORTHROP GRUMMAN CORP               COM       666807102     28,840   648372 SH        DEFINED       1
NORTHSTAR RLTY FIN CORP             COM       66704R100        455   124370 SH        DEFINED       1
NORTHWEST NAT GAS CO                COM       667655104        820    19000 SH        DEFINED       1
NORTHWESTERN CORP                 COM NEW     668074305        505    20130 SH        DEFINED       1
NOVA CHEMICALS CORP                 COM       66977W109        110    24100 SH        DEFINED       1
Novartis AG                    SPONSORED ADR  66987V109     12,186   244900 SH        DEFINED       2     244900
NOVATEL WIRELESS INC              COM NEW     66987M604        729   173530 SH        DEFINED       1
NOVAVAX INC                         COM       670002104         23    12200 SH        DEFINED       1
NOVELL INC                          COM       670006105        286    75440 SH        DEFINED       1
NPS PHARMACEUTICALS INC             COM       62936P103         79    13300 SH        DEFINED       1
NRG ENERGY INC                    COM NEW     629377508      3,271   152867 SH        DEFINED       1
NSTAR                               COM       67019E107     49,167  1364247 SH        DEFINED       1
NTELOS HLDGS CORP                   COM       67020Q107      5,021   205180 SH        DEFINED       1
NU SKIN ENTERPRISES INC            CL A       67018T105        994   102813 SH        DEFINED       1
NUCOR CORP                          COM       670346105     16,612   360510 SH        DEFINED       1
NUTRI SYS INC NEW                   COM       67069D108        822    57252 SH        DEFINED       1





                                                                                          
NUVASIVE INC                        COM       670704105      1,211    35200 SH        DEFINED       1
NV ENERGY INC                       COM       67073Y106      2,210   246707 SH        DEFINED       1
NVIDIA CORP                         COM       67066G104      1,136   141645 SH        DEFINED       1
NVR INC                             COM       62944T105      5,995    11640 SH        DEFINED       1
NYSE EURONEXT                       COM       629491101     31,247  1203669 SH        DEFINED       1
NYSE Euronext                       COM       629491101      9,023   329561 SH        DEFINED       2     329561
O REILLY AUTOMOTIVE INC             COM       686091109        234     7754 SH        DEFINED       1
OCEANEERING INTL INC                COM       675232102      3,050   105867 SH        DEFINED       1
OCEANFIRST FINL CORP                COM       675234108        185    11800 SH        DEFINED       1
OCWEN FINL CORP                   COM NEW     675746309        543    61800 SH        DEFINED       1
ODYSSEY MARINE EXPLORATION I        COM       676118102         43    14700 SH        DEFINED       1
ODYSSEY RE HLDGS CORP               COM       67612W108        947    18330 SH        DEFINED       1
OFFICE DEPOT INC                    COM       676220106        161    56674 SH        DEFINED       1
OGE ENERGY CORP                     COM       670837103     13,819   542568 SH        DEFINED       1
OGE Energy Corp.                    COM       670837103     11,161   432920 SH        DEFINED       2     432920
OIL STS INTL INC                    COM       678026105      2,441   133530 SH        DEFINED       1
OILSANDS QUEST INC                  COM       678046103         32    45100 SH        DEFINED       1
OLD DOMINION FGHT LINES INC         COM       679580100      5,884   217672 SH        DEFINED       1
OLD NATL BANCORP IND                COM       680033107      5,025   281329 SH        DEFINED       1
OLIN CORP                       COM PAR $1    680665205        717    42330 SH        DEFINED       1
OLYMPIC STEEL INC                   COM       68162K106        501    26400 SH        DEFINED       1
OM GROUP INC                        COM       670872100      1,455    72000 SH        DEFINED       1
OMEGA HEALTHCARE INVS INC           COM       681936100      2,539   174240 SH        DEFINED       1
OMNICARE INC                        COM       681904108     17,479   628525 SH        DEFINED       1
OMNICELL INC                        COM       68213N109      1,084    87598 SH        DEFINED       1
OMNICOM GROUP INC                   COM       681919106     23,639   898120 SH        DEFINED       1
OMNITURE INC                        COM       68212S109        173    17600 SH        DEFINED       1
OMNIVISION TECHNOLOGIES INC         COM       682128103        239    48810 SH        DEFINED       1
ON ASSIGNMENT INC                   COM       682159108        767   143040 SH        DEFINED       1
ON SEMICONDUCTOR CORP               COM       682189105      5,616  1712296 SH        DEFINED       1
ONEOK INC NEW                       COM       682680103      3,516   123530 SH        DEFINED       1
ONLINE RES CORP                     COM       68273G101        123    25900 SH        DEFINED       1
ONYX PHARMACEUTICALS INC            COM       683399109      9,075   270987 SH        DEFINED       1
OPEN TEXT CORP                      COM       683715106        239     7800 SH        DEFINED       1
OPTIONSXPRESS HLDGS INC             COM       684010101        864    68370 SH        DEFINED       1
ORACLE CORP                         COM       68389X105     70,309  3943305 SH        DEFINED       1
ORASURE TECHNOLOGIES INC            COM       68554V108         55    16400 SH        DEFINED       1
ORBITAL SCIENCES CORP               COM       685564106      8,887   466240 SH        DEFINED       1
ORBITZ WORLDWIDE INC                COM       68557K109        155    42600 SH        DEFINED       1
ORMAT TECHNOLOGIES INC              COM       686688102        759    25658 SH        DEFINED       1
ORTHOVITA INC                       COM       68750U102         66    19400 SH        DEFINED       1
OSHKOSH CORP                        COM       688239201      1,090   131431 SH        DEFINED       1
OSI PHARMACEUTICALS INC             COM       671040103      3,930   102710 SH        DEFINED       1
OVERSEAS SHIPHOLDING GROUP I        COM       690368105      2,038    49750 SH        DEFINED       1
OWENS & MINOR INC NEW               COM       690732102     11,731   311664 SH        DEFINED       1
OWENS ILL INC                     COM NEW     690768403     41,245  1547671 SH        DEFINED       1
OXFORD INDS INC                     COM       691497309        111    12500 SH        DEFINED       1
P F CHANGS CHINA BISTRO INC         COM       69333Y108      4,431   218270 SH        DEFINED       1
PACER INTL INC TENN                 COM       69373H106        106    10900 SH        DEFINED       1
PACIFIC SUNWEAR CALIF INC           COM       694873100         33    20900 SH        DEFINED       1
PACKAGING CORP AMER                 COM       695156109      1,017    78560 SH        DEFINED       1
PACTIV CORP                         COM       695257105     11,981   490008 SH        DEFINED       1
PACWEST BANCORP DEL                 COM       695263103        690    31660 SH        DEFINED       1
PAETEC HOLDING CORP                 COM       695459107         49    38100 SH        DEFINED       1
PAIN THERAPEUTICS INC               COM       69562K100         67    11400 SH        DEFINED       1
PALL CORP                           COM       696429307        682    26223 SH        DEFINED       1
PALM INC NEW                        COM       696643105         89    28100 SH        DEFINED       1





                                                                                          
PALOMAR MED TECHNOLOGIES INC      COM NEW     697529303        113    10000 SH        DEFINED       1
PANERA BREAD CO                    CL A       69840W108      7,034   140073 SH        DEFINED       1
PAPA JOHNS INTL INC                 COM       698813102      6,284   352834 SH        DEFINED       1
PAR PHARMACEUTICAL COS INC          COM       69888P106      1,000    76550 SH        DEFINED       1
PARALLEL PETE CORP DEL              COM       699157103         26    14700 SH        DEFINED       1
PARAMETRIC TECHNOLOGY CORP        COM NEW     699173209     14,001  1145770 SH        DEFINED       1
PAREXEL INTL CORP                   COM       699462107        235    26550 SH        DEFINED       1
PARK OHIO HLDGS CORP                COM       700666100        166    28100 SH        DEFINED       1
PARKER DRILLING CO                  COM       701081101        233    85620 SH        DEFINED       1
PARKER HANNIFIN CORP                COM       701094104     13,713   327680 SH        DEFINED       1
PATRIOT CAPITAL FUNDING INC         COM       70335Y104         55    17815 SH        DEFINED       1
PATRIOT COAL CORP                   COM       70336T104        492    76740 SH        DEFINED       1
PATTERSON COMPANIES INC             COM       703395103        361    19805 SH        DEFINED       1
PDL BIOPHARMA INC                   COM       69329Y104        291    47200 SH        DEFINED       1
PEABODY ENERGY CORP                 COM       704549104     11,379   505735 SH        DEFINED       1
PEETS COFFEE & TEA INC              COM       705560100        380    16350 SH        DEFINED       1
PENFORD CORP                        COM       707051108        249    24600 SH        DEFINED       1
PENN VA CORP                        COM       707882106      2,485    99080 SH        DEFINED       1
PENNEY J C INC                      COM       708160106        839    44875 SH        DEFINED       1
PENNSYLVANIA RL ESTATE INVT     SH BEN INT    709102107        781   106000 SH        DEFINED       1
PENSKE AUTOMOTIVE GRP INC           COM       70959W103        398    18700 SH        DEFINED       1
PENTAIR INC                         COM       709631105      2,988   128063 SH        DEFINED       1
PEOPLES BANCORP INC                 COM       709789101        265    14700 SH        DEFINED       1
PEOPLES UNITED FINANCIAL INC        COM       712704105      4,714   268124 SH        DEFINED       1
PEP BOYS MANNY MOE & JACK           COM       713278109         46    11300 SH        DEFINED       1
PEPCO HOLDINGS INC                  COM       713291102        748    42780 SH        DEFINED       1
PEPSI BOTTLING GROUP INC            COM       713409100     17,411   787094 SH        DEFINED       1
PEPSIAMERICAS INC                   COM       71343P200      2,517   123467 SH        DEFINED       1
PERFICIENT INC                      COM       71375U101        565   131810 SH        DEFINED       1
PERICOM SEMICONDUCTOR CORP          COM       713831105        305    57900 SH        DEFINED       1
PERINI CORP                         COM       713839108        288    12400 SH        DEFINED       1
PEROT SYS CORP                     CL A       714265105        595    45250 SH        DEFINED       1
PERRIGO CO                          COM       714290103     21,240   667094 SH        DEFINED       1
PETROCHINA CO LTD              SPONSORED ADR  71646E100      6,617    75300 SH        DEFINED       1
PETROHAWK ENERGY CORP               COM       716495106        168    10893 SH        DEFINED       1
Petroleo Brasileiro SA        SP ADR NON VTG  71654V101      1,143    55993 SH        DEFINED       2      55993
PETROLEO BRASILEIRO SA PETRO  SP ADR NON VTG  71654V101        975    48996 SH        DEFINED       1
PETROLEUM DEV CORP                  COM       716578109        231    10120 SH        DEFINED       1
PETROQUEST ENERGY INC               COM       716748108      2,397   387790 SH        DEFINED       1
PETSMART INC                        COM       716768106      4,557   253450 SH        DEFINED       1
PFIZER INC                          COM       717081103    209,907 11825774 SH        DEFINED       1
Pfizer, Inc.                        COM       717081103     21,139  1193645 SH        DEFINED       2    1193645
PG&E CORP                           COM       69331C108     56,858  1493895 SH        DEFINED       1
PHARMACEUTICAL PROD DEV INC         COM       717124101      7,285   260171 SH        DEFINED       1
PHASE FORWARD INC                   COM       71721R406      2,124   172810 SH        DEFINED       1
PHH CORP                          COM NEW     693320202        433    38840 SH        DEFINED       1
Philip Morris International,
 Inc.                               COM       718172109     12,723   292415 SH        DEFINED       2     292415
PHILIP MORRIS INTL INC              COM       718172109    131,700  2999316 SH        DEFINED       1
PHILLIPS VAN HEUSEN CORP            COM       718592108      2,932   151860 SH        DEFINED       1
PHOENIX COS INC NEW                 COM       71902E109        377   166230 SH        DEFINED       1
PHOENIX TECHNOLOGY LTD              COM       719153108        163    52640 SH        DEFINED       1
PICO HLDGS INC                    COM NEW     693366205        236     8930 SH        DEFINED       1
PIEDMONT NAT GAS INC                COM       720186105      3,553   113150 SH        DEFINED       1
PINNACLE ENTMT INC                  COM       723456109         96    13700 SH        DEFINED       1
PINNACLE WEST CAP CORP              COM       723484101     11,462   358642 SH        DEFINED       1
PIONEER DRILLING CO                 COM       723655106      1,058    88130 SH        DEFINED       1





                                                                                          
PIONEER NAT RES CO                  COM       723787107        597    37648 SH        DEFINED       1
PIPER JAFFRAY COS                   COM       724078100        890    22581 SH        DEFINED       1
PITNEY BOWES INC                    COM       724479100     21,773   870566 SH        DEFINED       1
PLAINS ALL AMERN PIPELINE L   UNIT LTD PARTN  726503105     13,191   405745 SH        DEFINED       1
PLAINS EXPL& PRODTN CO              COM       726505100      5,269   233266 SH        DEFINED       1
PLANTRONICS INC NEW                 COM       727493108      1,342   103620 SH        DEFINED       1
PLAYBOY ENTERPRISES INC            CL B       728117300         26    12600 SH        DEFINED       1
PLEXUS CORP                         COM       729132100      9,183   565790 SH        DEFINED       1
PLUG POWER INC                      COM       72919P103         27    29700 SH        DEFINED       1
PLUM CREEK TIMBER CO INC            COM       729251108      1,377    40690 SH        DEFINED       1
PLX TECHNOLOGY INC                  COM       693417107         19    12500 SH        DEFINED       1
PMA CAP CORP                       CL A       693419202        335    49804 SH        DEFINED       1
PMC-SIERRA INC                      COM       69344F106        299    61800 SH        DEFINED       1
PMI GROUP INC                       COM       69344M101         55    30100 SH        DEFINED       1
PNC FINL SVCS GROUP INC             COM       693475105     47,456  1027632 SH        DEFINED       1
PNM RES INC                         COM       69349H107      1,033   104850 SH        DEFINED       1
POLARIS INDS INC                    COM       731068102      3,680   127034 SH        DEFINED       1
POLO RALPH LAUREN CORP             CL A       731572103      4,644   104101 SH        DEFINED       1
POLYCOM INC                         COM       73172K104      9,858   750791 SH        DEFINED       1
POLYONE CORP                        COM       73179P106        243    83630 SH        DEFINED       1
POOL CORPORATION                    COM       73278L105      3,484   203600 SH        DEFINED       1
POPULAR INC                         COM       733174106         81    16150 SH        DEFINED       1
PORTLAND GEN ELEC CO              COM NEW     736508847      9,575   508512 SH        DEFINED       1
POST PPTYS INC                      COM       737464107        782    51047 SH        DEFINED       1
POTLATCH CORP NEW                   COM       737630103        285    11200 SH        DEFINED       1
POWER INTEGRATIONS INC              COM       739276103      3,970   145405 SH        DEFINED       1
POWER-ONE INC                       COM       739308104        125   132760 SH        DEFINED       1
POWERWAVE TECHNOLOGIES INC          COM       739363109         35    76200 SH        DEFINED       1
PPG INDS INC                        COM       693506107     21,046   520029 SH        DEFINED       1
PPL CORP                            COM       69351T106      4,896   161652 SH        DEFINED       1
PRE PAID LEGAL SVCS INC             COM       740065107        833    22728 SH        DEFINED       1
PRECISION CASTPARTS CORP            COM       740189105     23,455   403416 SH        DEFINED       1
PRECISION DRILLING TR             TR UNIT     740215108      2,740   315641 SH        DEFINED       1
PREMIERE GLOBAL SVCS INC            COM       740585104         31    24300 SH        DEFINED       1
PRESIDENTIAL LIFE CORP              COM       740884101        494    51350 SH        DEFINED       1
PRESTIGE BRANDS HLDGS INC           COM       74112D101        366    35890 SH        DEFINED       1
PRICE T ROWE GROUP INC              COM       74144T108      1,777    53170 SH        DEFINED       1
PRIDE INTL INC DEL                  COM       74153Q102      1,901   121075 SH        DEFINED       1
PRINCIPAL FINANCIAL GROUP IN        COM       74251V102      1,908    88781 SH        DEFINED       1
PRIVATEBANCORP INC                  COM       742962103      6,267   197141 SH        DEFINED       1
PROASSURANCE CORP                   COM       74267C106     16,253   305621 SH        DEFINED       1
PROGRESS ENERGY INC                 COM       743263105      2,426    61876 SH        DEFINED       1
PROGRESS SOFTWARE CORP              COM       743312100      7,104   373511 SH        DEFINED       1
PROGRESSIVE CORP OHIO               COM       743315103      1,937   134822 SH        DEFINED       1
PROLOGIS                        SH BEN INT    743410102      5,232   414889 SH        DEFINED       1
PROSPERITY BANCSHARES INC           COM       743606105     11,336   400008 SH        DEFINED       1
PROTECTIVE LIFE CORP                COM       743674103      3,899   287145 SH        DEFINED       1
PROVIDENT BANKSHARES CORP           COM       743859100        203    22490 SH        DEFINED       1
PROVIDENT FINL SVCS INC             COM       74386T105      5,729   382975 SH        DEFINED       1
PRUDENTIAL FINL INC                 COM       744320102      5,665   193666 SH        DEFINED       1
PSS WORLD MED INC                   COM       69366A100      2,125   114160 SH        DEFINED       1
PSYCHIATRIC SOLUTIONS INC           COM       74439H108      7,930   286991 SH        DEFINED       1
PUBLIC STORAGE                      COM       74460D109     17,551   233801 SH        DEFINED       1
PUBLIC SVC ENTERPRISE GROUP         COM       744573106      4,766   169132 SH        DEFINED       1
PUGET ENERGY INC NEW                COM       745310102      3,763   162395 SH        DEFINED       1
PULTE HOMES INC                     COM       745867101      3,014   284354 SH        DEFINED       1
QLOGIC CORP                         COM       747277101      3,888   295193 SH        DEFINED       1





                                                                                          
QUAKER CHEM CORP                    COM       747316107        612    43425 SH        DEFINED       1
QUALCOMM INC                        COM       747525103     94,553  2706148 SH        DEFINED       1
QUALITY SYS INC                     COM       747582104      1,584    36300 SH        DEFINED       1
QUANEX BUILDING PRODUCTS COR        COM       747619104      2,049    37070 SH        DEFINED       1
QUANTA SVCS INC                     COM       74762E102     64,404  3338747 SH        DEFINED       1
QUEST DIAGNOSTICS INC               COM       74834L100        325     6281 SH        DEFINED       1
QUEST SOFTWARE INC                  COM       74834T103        259    20500 SH        DEFINED       1
QUESTAR CORP                        COM       748356102      1,163    35890 SH        DEFINED       1
QUESTCOR PHARMACEUTICALS INC        COM       74835Y101         72    15300 SH        DEFINED       1
QUICKSILVER RESOURCES INC           COM       74837R104      2,346   438490 SH        DEFINED       1
QUIKSILVER INC                      COM       74838C106         58    34300 SH        DEFINED       1
RACKABLE SYS INC                    COM       750077109        184    48070 SH        DEFINED       1
RADIAN GROUP INC                    COM       750236101         62    19200 SH        DEFINED       1
RADIANT SYSTEMS INC                 COM       75025N102        236    77500 SH        DEFINED       1
RADIOSHACK CORP                     COM       750438103      2,554   222467 SH        DEFINED       1
RADISYS CORP                        COM       750459109        900   177920 SH        DEFINED       1
RAIT FINANCIAL TRUST                COM       749227104         28    10800 SH        DEFINED       1
RAM ENERGY RESOURCES INC            COM       75130P109         16    19100 SH        DEFINED       1
RANDGOLD RES LTD                    ADR       752344309      2,448    57484 SH        DEFINED       1
RANGE RES CORP                      COM       75281A109      1,922    56760 SH        DEFINED       1
RAYMOND JAMES FINANCIAL INC         COM       754730109      2,762   167379 SH        DEFINED       1
RAYONIER INC                        COM       754907103     15,671   509453 SH        DEFINED       1
Rayonier, Inc.                      COM       754907103      8,825   281496 SH        DEFINED       2     281496
RAYTHEON CO                       COM NEW     755111507     19,279   380476 SH        DEFINED       1
RC2 CORP                            COM       749388104        397    40930 SH        DEFINED       1
REALNETWORKS INC                    COM       75605L104        400   112720 SH        DEFINED       1
RED HAT INC                         COM       756577102        144    10900 SH        DEFINED       1
REGAL BELOIT CORP                   COM       758750103     10,974   305946 SH        DEFINED       1
REGAL ENTMT GROUP                  CL A       758766109      2,694   278011 SH        DEFINED       1
REGENCY CTRS CORP                   COM       758849103      6,656   152525 SH        DEFINED       1
REGENERON PHARMACEUTICALS           COM       75886F107      1,799   101933 SH        DEFINED       1
REGIS CORP MINN                     COM       758932107      8,822   654432 SH        DEFINED       1
REHABCARE GROUP INC                 COM       759148109        628    41270 SH        DEFINED       1
REINSURANCE GROUP AMER INC        COM NEW     759351604     52,739  1060075 SH        DEFINED       1
RELIANCE STEEL & ALUMINUM CO        COM       759509102      1,463    74250 SH        DEFINED       1
RELIANT ENERGY INC                  COM       75952B105        114    20900 SH        DEFINED       1
RENT A CTR INC NEW                  COM       76009N100      4,376   259560 SH        DEFINED       1
RENTECH INC                         COM       760112102         50    71900 SH        DEFINED       1
REPLIGEN CORP                       COM       759916109         56    15500 SH        DEFINED       1
REPUBLIC AWYS HLDGS INC             COM       760276105        172    17302 SH        DEFINED       1
REPUBLIC BANCORP KY                CL A       760281204        224     8657 SH        DEFINED       1
REPUBLIC SVCS INC                   COM       760759100      2,951   124111 SH        DEFINED       1
RES-CARE INC                        COM       760943100      1,040    70340 SH        DEFINED       1
RESOURCES CONNECTION INC            COM       76122Q105        291    18600 SH        DEFINED       1
REYNOLDS AMERICAN INC               COM       761713106     40,081   982847 SH        DEFINED       1
Reynolds American, Inc.             COM       761713106      1,243    30835 SH        DEFINED       2      30835
RF MICRODEVICES INC                 COM       749941100         34    45300 SH        DEFINED       1
RIO TINTO PLC                  SPONSORED ADR  767204100      4,494    51560 SH        DEFINED       1
RITE AID CORP                       COM       767754104         10    29150 SH        DEFINED       1
RIVERBED TECHNOLOGY INC             COM       768573107      2,826   261700 SH        DEFINED       1
RLI CORP                            COM       749607107      1,681    27945 SH        DEFINED       1
ROBBINS & MYERS INC                 COM       770196103      1,190    72140 SH        DEFINED       1
ROBERT HALF INTL INC                COM       770323103      1,370    68514 SH        DEFINED       1
ROCK-TENN CO                       CL A       772739207      3,308    95455 SH        DEFINED       1
ROCKWELL AUTOMATION INC             COM       773903109      9,233   294709 SH        DEFINED       1
ROCKWELL COLLINS INC                COM       774341101      1,245    32723 SH        DEFINED       1
ROFIN SINAR TECHNOLOGIES INC        COM       775043102        210    10300 SH        DEFINED       1





                                                                                          
ROPER INDS INC NEW                  COM       776696106     12,276   290566 SH        DEFINED       1
ROSETTA RESOURCES INC               COM       777779307        378    55970 SH        DEFINED       1
ROWAN COS INC                       COM       779382100        996    63366 SH        DEFINED       1
ROYAL BK CDA MONTREAL QUE           COM       780087102        495    17042 SH        DEFINED       1
ROYAL DUTCH SHELL PLC           SPONS ADR A   780259206     57,580  1087442 SH        DEFINED       1
ROYAL GOLD INC                      COM       780287108        614    12600 SH        DEFINED       1
RPM INTL INC                        COM       749685103      5,047   380868 SH        DEFINED       1
RTI BIOLOGICS INC                   COM       74975N105      2,791   939588 SH        DEFINED       1
RTI INTL METALS INC                 COM       74973W107        340    25280 SH        DEFINED       1
RUBY TUESDAY INC                    COM       781182100        251     8900 SH        DEFINED       1
RUDDICK CORP                        COM       781258108      5,323   195930 SH        DEFINED       1
RYDER SYS INC                       COM       783549108      5,713   154702 SH        DEFINED       1
RYLAND GROUP INC                    COM       783764103      5,914   353710 SH        DEFINED       1
S & T BANCORP INC                   COM       783859101      1,003    28900 SH        DEFINED       1
S1 CORPORATION                      COM       78463B101         89    12100 SH        DEFINED       1
SAFETY INS GROUP INC                COM       78648T100      2,155    56504 SH        DEFINED       1
SAFEWAY INC                       COM NEW     786514208     14,833   636082 SH        DEFINED       1
SAIC INC                            COM       78390X101      4,354   225250 SH        DEFINED       1
SALIX PHARMACEUTICALS INC           COM       795435106      1,190   140610 SH        DEFINED       1
SALLY BEAUTY HLDGS INC              COM       79546E104        261    47916 SH        DEFINED       1
SANDERSON FARMS INC                 COM       800013104        229     6810 SH        DEFINED       1
SANDISK CORP                        COM       80004C101        555    60550 SH        DEFINED       1
SANGAMO BIOSCIENCES INC             COM       800677106         59    18600 SH        DEFINED       1
SAPIENT CORP                        COM       803062108        103    24300 SH        DEFINED       1
SARA LEE CORP                       COM       803111103     41,199  4296000 SH        DEFINED       1
Sara Lee Corp.                      COM       803111103     12,923  1320065 SH        DEFINED       2    1320065
SBA COMMUNICATIONS CORP             COM       78388J106      1,929   123750 SH        DEFINED       1
SCANA CORP NEW                      COM       80589M102      8,253   225920 SH        DEFINED       1
SCANSOURCE INC                      COM       806037107      1,094    59830 SH        DEFINED       1
SCHEIN HENRY INC                    COM       806407102      5,166   142659 SH        DEFINED       1
SCHERING PLOUGH CORP                COM       806605101     21,493  1261305 SH        DEFINED       1
SCHNITZER STL INDS                 CL A       806882106        343     9230 SH        DEFINED       1
SCHOLASTIC CORP                     COM       807066105      1,898   148720 SH        DEFINED       1
SCHOOL SPECIALTY INC                COM       807863105      1,276    70338 SH        DEFINED       1
SCHULMAN A INC                      COM       808194104      1,857   111540 SH        DEFINED       1
SCHWAB CHARLES CORP NEW             COM       808513105     13,523   872449 SH        DEFINED       1
SCHWEITZER-MAUDUIT INTL INC         COM       808541106        382    19410 SH        DEFINED       1
SCIENTIFIC GAMES CORP              CL A       80874P109      1,872   108070 SH        DEFINED       1
SEACOR HOLDINGS INC                 COM       811904101      2,447    37593 SH        DEFINED       1
Seagate Technology, Inc.            COM       G7945J104      5,367  1211421 SH        DEFINED       2    1211421
SEALED AIR CORP NEW                 COM       81211K100        993    67481 SH        DEFINED       1
SEALY CORP                          COM       812139301         38    15900 SH        DEFINED       1
SEATTLE GENETICS INC                COM       812578102        152    17200 SH        DEFINED       1
SEI INVESTMENTS CO                  COM       784117103      2,828   185100 SH        DEFINED       1
SELECT SECTOR SPDR TR         SBI HEALTHCARE  81369Y209        284    10800 SH        DEFINED       1
SELECT SECTOR SPDR TR         SBI INT-ENERGY  81369Y506      3,385    71600 SH        DEFINED       1
SELECT SECTOR SPDR TR          SBI INT-FINL   81369Y605      2,304   189000 SH        DEFINED       1
SELECTIVE INS GROUP INC             COM       816300107      6,841   311649 SH        DEFINED       1
SEMPRA ENERGY                       COM       816851109      2,169    52040 SH        DEFINED       1
SEMTECH CORP                        COM       816850101      3,467   307400 SH        DEFINED       1
SENIOR HSG PPTYS TR             SH BEN INT    81721M109      8,754   521406 SH        DEFINED       1
SENSIENT TECHNOLOGIES CORP          COM       81725T100      1,040    45199 SH        DEFINED       1
SEQUENOM INC                      COM NEW     817337405        293    14700 SH        DEFINED       1
SHAW COMMUNICATIONS INC          CL B CONV    82028K200      8,967   506600 SH        DEFINED       1
SHAW GROUP INC                      COM       820280105      3,162   159960 SH        DEFINED       1
SHENANDOAH TELECOMMUNICATION        COM       82312B106      1,527    54850 SH        DEFINED       1
SHERWIN WILLIAMS CO                 COM       824348106     19,659   335415 SH        DEFINED       1





                                                                                          
SHORETEL INC                        COM       825211105         53    12500 SH        DEFINED       1
SHUFFLE MASTER INC                  COM       825549108      1,107   229250 SH        DEFINED       1
SIGMA ALDRICH CORP                  COM       826552101      1,941    46861 SH        DEFINED       1
SILGAN HOLDINGS INC                 COM       827048109     12,890   268648 SH        DEFINED       1
SILICON LABORATORIES INC            COM       826919102        834    33900 SH        DEFINED       1
SILICONWARE PRECISION INDS L  SPONSD ADR SPL  827084864        202    45919 SH        DEFINED       1
SIMMONS 1ST NATL CORP           CL A $1 PAR   828730200        204     7100 SH        DEFINED       1
SIMON PPTY GROUP INC NEW            COM       828806109     28,373   553621 SH        DEFINED       1
SIMPSON MANUFACTURING CO INC        COM       829073105      3,100   110870 SH        DEFINED       1
SINCLAIR BROADCAST GROUP INC       CL A       829226109         50    16500 SH        DEFINED       1
SIRIUS XM RADIO INC                 COM       82967N108         21   170170 SH        DEFINED       1
SKECHERS U S A INC                 CL A       830566105        616    49910 SH        DEFINED       1
SKYWEST INC                         COM       830879102      3,717   200142 SH        DEFINED       1
SKYWORKS SOLUTIONS INC              COM       83088M102      1,334   255465 SH        DEFINED       1
SL GREEN RLTY CORP                  COM       78440X101      5,753   230311 SH        DEFINED       1
SLM CORP                            COM       78442P106        868    99708 SH        DEFINED       1
SMITH A O                           COM       831865209      1,858    64964 SH        DEFINED       1
SMITH MICRO SOFTWARE INC            COM       832154108        255    46380 SH        DEFINED       1
SMITHFIELD FOODS INC                COM       832248108        637    47450 SH        DEFINED       1
SMURFIT-STONE CONTAINER CORP        COM       832727101          4    14750 SH        DEFINED       1
SNAP ON INC                         COM       833034101      6,031   156724 SH        DEFINED       1
SONIC CORP                          COM       835451105      1,080    92628 SH        DEFINED       1
SONIC INNOVATIONS INC               COM       83545M109         64    58300 SH        DEFINED       1
SONICWALL INC                       COM       835470105        193    49270 SH        DEFINED       1
SONOCO PRODS CO                     COM       835495102      7,065   314575 SH        DEFINED       1
SONOSITE INC                        COM       83568G104      1,818   100700 SH        DEFINED       1
SONUS NETWORKS INC                  COM       835916107         67    47300 SH        DEFINED       1
SOTHEBYS                            COM       835898107      1,729   204422 SH        DEFINED       1
SOUTH FINL GROUP INC                COM       837841105         93    21500 SH        DEFINED       1
SOUTH JERSEY INDS INC               COM       838518108      2,780    70980 SH        DEFINED       1
SOUTHERN CO                         COM       842587107     33,506   917218 SH        DEFINED       1
Southern Co.                        COM       842587107     12,538   338862 SH        DEFINED       2     338862
SOUTHERN COPPER CORP                COM       84265V105      2,449   155700 SH        DEFINED       1
SOUTHERN UN CO NEW                  COM       844030106      1,867   144850 SH        DEFINED       1
SOUTHWEST AIRLS CO                  COM       844741108     13,479  1608456 SH        DEFINED       1
SOUTHWEST BANCORP INC OKLA          COM       844767103        370    30140 SH        DEFINED       1
SOUTHWEST GAS CORP                  COM       844895102      4,534   182385 SH        DEFINED       1
SOUTHWESTERN ENERGY CO              COM       845467109     27,188   916352 SH        DEFINED       1
SOVEREIGN BANCORP INC               COM       845905108        304   101352 SH        DEFINED       1
SOVRAN SELF STORAGE INC             COM       84610H108        434    12800 SH        DEFINED       1
SPARTAN STORES INC                  COM       846822104      5,295   229205 SH        DEFINED       1
SPARTECH CORP                     COM NEW     847220209        327    56910 SH        DEFINED       1
SPDR TR                         UNIT SER 1    78462F103     85,680   951044 SH        DEFINED       1
Spectra Energy Corp.                COM       847560109      8,454   537107 SH        DEFINED       2     537107
SPECTRANETICS CORP                  COM       84760C107      2,556   932923 SH        DEFINED       1
SPECTRUM CTL INC                    COM       847615101        165    29000 SH        DEFINED       1
SPEEDWAY MOTORSPORTS INC            COM       847788106        175    11200 SH        DEFINED       1
SPHERION CORP                       COM       848420105         23    12500 SH        DEFINED       1
SPIRIT AEROSYSTEMS HLDGS INC     COM CL A     848574109        436    48300 SH        DEFINED       1
SPRINT NEXTEL CORP               COM SER 1    852061100     32,039 16774283 SH        DEFINED       1
SPSS INC                            COM       78462K102      2,861   110079 SH        DEFINED       1
SPX CORP                            COM       784635104      3,554    90150 SH        DEFINED       1
SRA INTL INC                       CL A       78464R105      1,205    74116 SH        DEFINED       1
ST JUDE MED INC                     COM       790849103     96,491  2978126 SH        DEFINED       1
ST MARY LD & EXPL CO                COM       792228108      1,516    76860 SH        DEFINED       1
STANCORP FINL GROUP INC             COM       852891100      7,380   183589 SH        DEFINED       1
STANDARD MICROSYSTEMS CORP          COM       853626109      1,420    86730 SH        DEFINED       1





                                                                                          
STANDARD PAC CORP NEW               COM       85375C101        356   215770 SH        DEFINED       1
STANLEY WKS                         COM       854616109      8,470   256739 SH        DEFINED       1
STAPLES INC                         COM       855030102      9,795   553058 SH        DEFINED       1
STAR SCIENTIFIC INC                 COM       85517P101         70    18800 SH        DEFINED       1
STATE STR CORP                      COM       857477103     27,951   744177 SH        DEFINED       1
STEEL DYNAMICS INC                  COM       858119100        803    72996 SH        DEFINED       1
STEELCASE INC                      CL A       858155203        109    20050 SH        DEFINED       1
STEINWAY MUSICAL INSTRS INC         COM       858495104        166    10100 SH        DEFINED       1
STEPAN CO                           COM       858586100        272     6000 SH        DEFINED       1
STERIS CORP                         COM       859152100      2,020    87200 SH        DEFINED       1
STERLING BANCORP                    COM       859158107        621    45500 SH        DEFINED       1
STERLING BANCSHARES INC             COM       858907108      1,649   287360 SH        DEFINED       1
STERLING FINL CORP WASH             COM       859319105        649    82400 SH        DEFINED       1
STEWART ENTERPRISES INC            CL A       860370105         34    11200 SH        DEFINED       1
STEWART INFORMATION SVCS COR        COM       860372101      2,301   106675 SH        DEFINED       1
STIFEL FINL CORP                    COM       860630102      5,673   124947 SH        DEFINED       1
STILLWATER MNG CO                   COM       86074Q102         61    13300 SH        DEFINED       1
STONE ENERGY CORP                   COM       861642106      3,174   307274 SH        DEFINED       1
STRATASYS INC                       COM       862685104      1,036    99500 SH        DEFINED       1
STRATEGIC HOTELS & RESORTS I        COM       86272T106        282   190520 SH        DEFINED       1
STRAYER ED INC                      COM       863236105      3,029    14270 SH        DEFINED       1
STRYKER CORP                        COM       863667101      3,330    84518 SH        DEFINED       1
SULPHCO INC                         COM       865378103         17    18800 SH        DEFINED       1
SUN MICROSYSTEMS INC              COM NEW     866810203        783   158838 SH        DEFINED       1
SUNOCO INC                          COM       86764P109     35,320   820446 SH        DEFINED       1
Sunoco, Inc.                        COM       86764P109      3,279    75456 SH        DEFINED       2      75456
SUNOPTA INC                         COM       8676EP108        206   137400 SH        DEFINED       1
SUNPOWER CORP                    COM CL A     867652109      3,573    42964 SH        DEFINED       1
SUNRISE SENIOR LIVING INC           COM       86768K106         32    20700 SH        DEFINED       1
SUNTECH PWR HLDGS CO LTD            ADR       86800C104        476    40000 SH        DEFINED       1
SUNTRUST BKS INC                    COM       867914103      5,729   198496 SH        DEFINED       1
SUPERIOR ENERGY SVCS INC            COM       868157108      2,647   174520 SH        DEFINED       1
SUPERIOR INDS INTL INC              COM       868168105      1,072   108770 SH        DEFINED       1
SUPERTEX INC                        COM       868532102        355    14810 SH        DEFINED       1
SUPERVALU INC                       COM       868536103      9,455   698823 SH        DEFINED       1
SURMODICS INC                       COM       868873100      1,301    50300 SH        DEFINED       1
SUSQUEHANNA BANCSHARES INC P        COM       869099101      2,205   143950 SH        DEFINED       1
SWIFT ENERGY CO                     COM       870738101      1,302    78940 SH        DEFINED       1
SWS GROUP INC                       COM       78503N107        821    45221 SH        DEFINED       1
SYBASE INC                          COM       871130100      4,893   202947 SH        DEFINED       1
SYCAMORE NETWORKS INC               COM       871206108        148    55100 SH        DEFINED       1
SYKES ENTERPRISES INC               COM       871237103      4,117   216700 SH        DEFINED       1
SYMANTEC CORP                       COM       871503108     22,801  1755278 SH        DEFINED       1
SYNAPTICS INC                       COM       87157D109        917    58490 SH        DEFINED       1
SYNOPSYS INC                        COM       871607107      4,080   224283 SH        DEFINED       1
SYNOVUS FINL CORP                   COM       87161C105        176    21450 SH        DEFINED       1
SYSCO CORP                          COM       871829107      2,143    94457 SH        DEFINED       1
T-3 ENERGY SRVCS INC                COM       87306E107        114    13100 SH        DEFINED       1
Taiwan Semiconductor
 Manufacturing Co., Ltd.       SPONSORED ADR  874039100     14,598  1847907 SH        DEFINED       2    1847907
TAIWAN SEMICONDUCTOR MFG LTD   SPONSORED ADR  874039100     48,000  6037732 SH        DEFINED       1
TAKE-TWO INTERACTIVE SOFTWAR        COM       874054109        917   125680 SH        DEFINED       1
TALBOTS INC                         COM       874161102         51    21700 SH        DEFINED       1
TALEO CORP                         CL A       87424N104        300    42300 SH        DEFINED       1
TALISMAN ENERGY INC                 COM       87425E103     25,834  2652336 SH        DEFINED       1
TANGER FACTORY OUTLET CTRS I        COM       875465106      6,598   180820 SH        DEFINED       1
TARGET CORP                         COM       87612E106      7,068   210657 SH        DEFINED       1





                                                                                          
TASER INTL INC                      COM       87651B104         97    18400 SH        DEFINED       1
TAUBMAN CTRS INC                    COM       876664103      4,782   193440 SH        DEFINED       1
TCF FINL CORP                       COM       872275102        315    24650 SH        DEFINED       1
TD AMERITRADE HLDG CORP             COM       87236Y108      2,486   185350 SH        DEFINED       1
TECH DATA CORP                      COM       878237106     11,676   679223 SH        DEFINED       1
TECHNE CORP                         COM       878377100      3,609    57138 SH        DEFINED       1
TECHNITROL INC                      COM       878555101        348   103290 SH        DEFINED       1
TECO ENERGY INC                     COM       872375100      1,482   125031 SH        DEFINED       1
TECUMSEH PRODS CO                  CL A       878895200        194    20610 SH        DEFINED       1
TEKELEC                             COM       879101103        990    76380 SH        DEFINED       1
TELE NORTE LESTE PART S A      SPON ADR PFD   879246106      6,306   451085 SH        DEFINED       1
Tele Norte Leste
 Participacoes SA              SPON ADR PFD   879246106        814    58458 SH        DEFINED       2      58458
TELECOMMUNICATION SYS INC          CL A       87929J103        102    12000 SH        DEFINED       1
TELEDYNE TECHNOLOGIES INC           COM       879360105     12,115   287019 SH        DEFINED       1
TELEFONICA S A                 SPONSORED ADR  879382208      1,873    27700 SH        DEFINED       1
TELEPHONE & DATA SYS INC            COM       879433100      5,900   162612 SH        DEFINED       1
TELETECH HOLDINGS INC               COM       879939106        206    26877 SH        DEFINED       1
TEMPLE INLAND INC                   COM       879868107        699   154050 SH        DEFINED       1
TEMPUR PEDIC INTL INC               COM       88023U101        130    18800 SH        DEFINED       1
TENET HEALTHCARE CORP               COM       88033G100        103    88951 SH        DEFINED       1
TENNANT CO                          COM       880345103      3,283   207101 SH        DEFINED       1
TENNECO INC                         COM       880349105         50    17600 SH        DEFINED       1
TERADATA CORP DEL                   COM       88076W103      7,785   523529 SH        DEFINED       1
TERADYNE INC                        COM       880770102        159    37422 SH        DEFINED       1
TEREX CORP NEW                      COM       880779103      2,021   122201 SH        DEFINED       1
TERRA INDS INC                      COM       880915103      3,236   198146 SH        DEFINED       1
TERREMARK WORLDWIDE INC           COM NEW     881448203        104    13700 SH        DEFINED       1
TERRESTAR CORP                      COM       881451108         21    60300 SH        DEFINED       1
TESORO CORP                         COM       881609101      3,193   235807 SH        DEFINED       1
TESSERA TECHNOLOGIES INC            COM       88164L100        228    20400 SH        DEFINED       1
TETRA TECH INC NEW                  COM       88162G103        793    34650 SH        DEFINED       1
TETRA TECHNOLOGIES
 INC DEL                            COM       88162F105      2,495   538783 SH        DEFINED       1
TEVA PHARMACEUTICAL
 INDS LTD                           ADR       881624209     53,486  1269548 SH        DEFINED       1
Teva Pharmaceutical
 Industries Ltd.                    ADR       881624209      4,353   102244 SH        DEFINED       2     102244
TEXAS INDS INC                      COM       882491103      2,639    76260 SH        DEFINED       1
TEXAS INSTRS INC                    COM       882508104      8,634   569539 SH        DEFINED       1
TEXAS ROADHOUSE INC                CL A       882681109         99    13600 SH        DEFINED       1
TEXTRON INC                         COM       883203101      2,052   159201 SH        DEFINED       1
THOMAS & BETTS CORP                 COM       884315102      5,245   228064 SH        DEFINED       1
THOMSON REUTERS CORP                COM       884903105      3,562   123300 SH        DEFINED       1
THOR INDS INC                       COM       885160101        484    38300 SH        DEFINED       1
THORATEC CORP                     COM NEW     885175307      1,168    36900 SH        DEFINED       1
THQ INC                           COM NEW     872443403      1,112   303064 SH        DEFINED       1
TIBCO SOFTWARE INC                  COM       88632Q103        591   117970 SH        DEFINED       1
TICKETMASTER ENTMT INC              COM       88633P302        351    56000 SH        DEFINED       1
TIFFANY & CO NEW                    COM       886547108        535    23233 SH        DEFINED       1
TIM HORTONS INC                     COM       88706M103        328    11751 SH        DEFINED       1
TIMBERLAND CO                      CL A       887100105      1,587   141350 SH        DEFINED       1
TIME WARNER CABLE INC              CL A       88732J108        543    24950 SH        DEFINED       1
TIME WARNER INC                     COM       887317105     79,921  7936513 SH        DEFINED       1
TITAN INTL INC ILL                  COM       88830M102        124    15775 SH        DEFINED       1
TITANIUM METALS CORP              COM NEW     888339207        280    33290 SH        DEFINED       1
TIVO INC                            COM       888706108        184    26900 SH        DEFINED       1





                                                                                          
TJX COS INC NEW                     COM       872540109     15,492   773045 SH        DEFINED       1
TORCHMARK CORP                      COM       891027104     12,198   279960 SH        DEFINED       1
TOREADOR RES CORP                   COM       891050106         62    12500 SH        DEFINED       1
TORO CO                             COM       891092108      7,177   223289 SH        DEFINED       1
TOTAL S A                      SPONSORED ADR  89151E109      5,611   101472 SH        DEFINED       1
TOTAL SYS SVCS INC                  COM       891906109        545    39080 SH        DEFINED       1
TOWER GROUP INC                     COM       891777104      1,443    55380 SH        DEFINED       1
TRACTOR SUPPLY CO                   COM       892356106      2,779    82070 SH        DEFINED       1
TRADESTATION GROUP INC              COM       89267P105        486    80800 SH        DEFINED       1
TRANSALTA CORP                      COM       89346D107     11,250   575400 SH        DEFINED       1
TRANSCANADA CORP                    COM       89353D107     20,715   757975 SH        DEFINED       1
TRAVELERS COMPANIES INC             COM       89417E109     14,305  1570243 SH        DEFINED       1
TREDEGAR CORP                       COM       894650100      1,738    98350 SH        DEFINED       1
TREEHOUSE FOODS INC                 COM       89469A104      2,304    84626 SH        DEFINED       1
TRICO BANCSHARES                    COM       896095106        281    11300 SH        DEFINED       1
TRIDENT MICROSYSTEMS INC            COM       895919108         38    20400 SH        DEFINED       1
TRIMBLE NAVIGATION LTD              COM       896239100      1,187    57090 SH        DEFINED       1
TRIQUINT SEMICONDUCTOR INC          COM       89674K103        875   251579 SH        DEFINED       1
TRIUMPH GROUP INC NEW               COM       896818101        900    22500 SH        DEFINED       1
TRUE RELIGION APPAREL INC           COM       89784N104        700    56850 SH        DEFINED       1
TRUEBLUE INC                        COM       89785X101      5,799   392645 SH        DEFINED       1
TRUSTMARK CORP                      COM       898402102        609    29530 SH        DEFINED       1
TTM TECHNOLOGIES INC                COM       87305R109        988   198351 SH        DEFINED       1
TUPPERWARE BRANDS CORP              COM       899896104      2,066    94420 SH        DEFINED       1
TYLER TECHNOLOGIES INC              COM       902252105        470    40753 SH        DEFINED       1
TYSON FOODS INC                    CL A       902494103        635    74246 SH        DEFINED       1
U S AIRWAYS GROUP INC               COM       90341W108        484    64340 SH        DEFINED       1
U S CONCRETE INC                    COM       90333L102         36    11700 SH        DEFINED       1
U S PHYSICAL THERAPY INC            COM       90337L108        213    16930 SH        DEFINED       1
UAL CORP                          COM NEW     902549807        359    33400 SH        DEFINED       1
UCBH HOLDINGS INC                   COM       90262T308      1,395   210448 SH        DEFINED       1
UDR  INC                            COM       902653104      3,943   297808 SH        DEFINED       1
UGI  CORP NEW                       COM       902681105      5,494   228930 SH        DEFINED       1
UIL  HLDG CORP                      COM       902748102        620    20800 SH        DEFINED       1
ULTRA PETROLEUM CORP                COM       903914109        252     7400 SH        DEFINED       1
ULTRATECH INC                       COM       904034105        563    48200 SH        DEFINED       1
UMB  FINL CORP                      COM       902788108      8,142   176082 SH        DEFINED       1
UMPQUA HLDGS CORP                   COM       904214103      1,051    75060 SH        DEFINED       1
Unibanco - Uniao de Bancos
 Brasileiros SA                     ADR       90458E107        958    14823 SH        DEFINED       2      14823
UNIFI INC                           COM       904677101         62    23300 SH        DEFINED       1
UNIFIRST CORP MASS                  COM       904708104      1,134    39550 SH        DEFINED       1
UNILEVER N V                    N Y SHS NEW   904784709        775    31500 SH        DEFINED       1
UNISOURCE ENERGY CORP               COM       909205106      1,573    55220 SH        DEFINED       1
UNISYS CORP                         COM       909214108         24    26200 SH        DEFINED       1
UNIT CORP                           COM       909218109      5,925   226399 SH        DEFINED       1
UNITED  BANKSHARES INC WEST V       COM       909907107      1,006    30580 SH        DEFINED       1
UNITED  CMNTY BKS BLAIRSVLE G     CAP STK     90984P105        463    34090 SH        DEFINED       1
UNITED  FINANCIAL BANCORP INC       COM       91030T109        487    32820 SH        DEFINED       1
UNITED  FIRE & CAS CO               COM       910331107      1,623    53427 SH        DEFINED       1
UNITED  NAT FOODS INC               COM       911163103        488    28550 SH        DEFINED       1
UNITED  ONLINE INC                  COM       911268100        889   157379 SH        DEFINED       1
UNITED  PARCEL SERVICE INC         CL B       911312106     90,016  1661428 SH        DEFINED       1
UNITED STATES STL CORP NEW          COM       912909108     33,617   895264 SH        DEFINED       1
UNITED STATIONERS INC               COM       913004107      1,601    49760 SH        DEFINED       1
UNITED TECHNOLOGIES CORP            COM       913017109     18,204   343205 SH        DEFINED       1
UNITED THERAPEUTICS CORP DEL        COM       91307C102      6,048    98427 SH        DEFINED       1





                                                                                          
UNITEDHEALTH GROUP INC              COM       91324P102     22,756   841574 SH        DEFINED       1
UNITRIN INC                         COM       913275103      2,862   181020 SH        DEFINED       1
UNIVERSAL AMERICAN CORP             COM       913377107        905    37340 SH        DEFINED       1
UNIVERSAL CORP VA                   COM       913456109      1,378    45433 SH        DEFINED       1
UNIVERSAL ELECTRS INC               COM       913483103      1,224    76874 SH        DEFINED       1
UNIVERSAL FST PRODS INC             COM       913543104        436    16452 SH        DEFINED       1
UNIVERSAL HLTH SVCS INC            CL B       913903100     10,435   283087 SH        DEFINED       1
UNIVERSAL TECHNICAL INST INC        COM       913915104        725    42500 SH        DEFINED       1
UNUM GROUP                          COM       91529Y106     19,537  1086613 SH        DEFINED       1
URBAN OUTFITTERS INC                COM       917047102      3,602   246684 SH        DEFINED       1
URS CORP NEW                        COM       903236107      3,552    94180 SH        DEFINED       1
US BANCORP DEL                    COM NEW     902973304     41,860  1736215 SH        DEFINED       1
US BanCorp.                       COM NEW     902973304      2,926   117000 SH        DEFINED       2     117000
USEC INC                            COM       90333E108        315    80590 SH        DEFINED       1
VAALCO ENERGY INC                 COM NEW     91851C201        128    19100 SH        DEFINED       1
VAIL RESORTS INC                    COM       91879Q109        262    10400 SH        DEFINED       1
VALASSIS COMMUNICATIONS INC         COM       918866104         37    30800 SH        DEFINED       1
VALEANT PHARMACEUTICALS INTL        COM       91911X104      3,548   155950 SH        DEFINED       1
VALENCE TECHNOLOGY INC              COM       918914102         29    16200 SH        DEFINED       1
VALERO ENERGY CORP NEW              COM       91913Y100     23,592  1094737 SH        DEFINED       1
VALMONT INDS INC                    COM       920253101        699    11100 SH        DEFINED       1
VALSPAR CORP                        COM       920355104      5,975   341450 SH        DEFINED       1
VALUECLICK INC                      COM       92046N102      1,832   279320 SH        DEFINED       1
VARIAN INC                          COM       922206107     11,470   359676 SH        DEFINED       1
VARIAN MED SYS INC                  COM       92220P105      3,234    93062 SH        DEFINED       1
VARIAN SEMICONDUCTOR EQUIPMN        COM       922207105      1,825   100249 SH        DEFINED       1
VASCO DATA SEC INTL INC             COM       92230Y104        760    76126 SH        DEFINED       1
VCA ANTECH INC                      COM       918194101      2,232   117882 SH        DEFINED       1
VECTREN CORP                        COM       92240G101      6,383   255821 SH        DEFINED       1
VEECO INSTRS INC DEL                COM       922417100        362    55665 SH        DEFINED       1
VENTAS INC                          COM       92276F100     14,677   455942 SH        DEFINED       1
VERIFONE HLDGS INC                  COM       92342Y109        109    19500 SH        DEFINED       1
VERISIGN INC                        COM       92343E102        970    50595 SH        DEFINED       1
VERIZON COMMUNICATIONS INC          COM       92343V104     82,635  2581537 SH        DEFINED       1
VERTEX PHARMACEUTICALS INC          COM       92532F100      6,740   221650 SH        DEFINED       1
VIACOM INC NEW                     CL B       92553P201      3,692   202770 SH        DEFINED       1
VIAD CORP                         COM NEW     92552R406      1,284    51800 SH        DEFINED       1
VICAL INC                           COM       925602104        364   298200 SH        DEFINED       1
VIGNETTE CORP                     COM NEW     926734401        254    28140 SH        DEFINED       1
VIROPHARMA INC                      COM       928241108      1,992   147990 SH        DEFINED       1
VISHAY INTERTECHNOLOGY INC          COM       928298108      1,248   376980 SH        DEFINED       1
VISTEON CORP                        COM       92839U107         10    31100 SH        DEFINED       1
VIVUS INC                           COM       928551100         76    15300 SH        DEFINED       1
VOLT INFORMATION SCIENCES IN        COM       928703107        312    40015 SH        DEFINED       1
VORNADO RLTY TR                 SH BEN INT    929042109     16,410   282060 SH        DEFINED       1
VULCAN MATLS CO                     COM       929160109      2,751    39595 SH        DEFINED       1
W & T OFFSHORE INC                  COM       92922P106      3,673   266712 SH        DEFINED       1
WABASH NATL CORP                    COM       929566107        351    84410 SH        DEFINED       1
WABTEC CORP                         COM       929740108     22,963   590164 SH        DEFINED       1
WADDELL & REED FINL INC            CL A       930059100      3,925   271250 SH        DEFINED       1
WAL MART STORES INC                 COM       931142103    187,601  3407836 SH        DEFINED       1
WALGREEN CO                         COM       931422109      9,868   412192 SH        DEFINED       1
WARNACO GROUP INC                 COM NEW     934390402      4,626    92290 SH        DEFINED       1
WASHINGTON POST CO                 CL B       939640108        457     1190 SH        DEFINED       1
WASTE CONNECTIONS INC               COM       941053100     16,186   538112 SH        DEFINED       1
WASTE MGMT INC DEL                  COM       94106L109     54,671  1685283 SH        DEFINED       1
WASTE SERVICES INC DEL            COM NEW     941075202         74    11600 SH        DEFINED       1





                                                                                          
WATERS CORP                         COM       941848103     11,849   326876 SH        DEFINED       1
WATSCO INC                          COM       942622200      6,440   168181 SH        DEFINED       1
WATSON PHARMACEUTICALS INC          COM       942683103      8,035   310594 SH        DEFINED       1
WATSON WYATT WORLDWIDE INC         CL A       942712100     25,929   551673 SH        DEFINED       1
WATTS WATER TECHNOLOGIES INC       CL A       942749102      9,401   382140 SH        DEFINED       1
WEBSENSE INC                        COM       947684106      1,230    86170 SH        DEFINED       1
WEBSTER FINL CORP CONN              COM       947890109        183    14050 SH        DEFINED       1
WEIGHT WATCHERS INTL INC NEW        COM       948626106        276     9800 SH        DEFINED       1
WELLCARE HEALTH PLANS INC           COM       94946T106        719    55850 SH        DEFINED       1
WELLS FARGO & CO NEW                COM       949746101    178,228  6188488 SH        DEFINED       1
WERNER ENTERPRISES INC              COM       950755108      3,102   184850 SH        DEFINED       1
WESBANCO INC                        COM       950810101        523    19880 SH        DEFINED       1
WESCO INTL INC                      COM       95082P105        357    19700 SH        DEFINED       1
WEST PHARMACEUTICAL SVSC INC        COM       955306105        682    18130 SH        DEFINED       1
WESTAMERICA BANCORPORATION          COM       957090103      7,267   145603 SH        DEFINED       1
WESTAR ENERGY INC                   COM       95709T100      1,665    83440 SH        DEFINED       1
WESTERN  DIGITAL CORP               COM       958102105      3,546   315735 SH        DEFINED       1
WESTERN UN CO                       COM       959802109      3,419   242497 SH        DEFINED       1
WESTFIELD FINANCIAL INC NEW         COM       96008P104      4,544   439870 SH        DEFINED       1
WET SEAL INC                       CL A       961840105         65    23800 SH        DEFINED       1
WEYCO GROUP INC                     COM       962149100        250     7600 SH        DEFINED       1
WEYERHAEUSER CO                     COM       962166104      8,025   261910 SH        DEFINED       1
WGL HLDGS INC                       COM       92924F106     10,121   315585 SH        DEFINED       1
WHIRLPOOL CORP                      COM       963320106      1,534    37897 SH        DEFINED       1
WHITNEY HLDG CORP                   COM       966612103      2,793   184004 SH        DEFINED       1
WHOLE FOODS MKT INC                 COM       966837106        382    40805 SH        DEFINED       1
WILLBROS GROUP INC                  COM       969199108        737    92800 SH        DEFINED       1
WILLIAMS COS INC DEL                COM       969457100     13,916   971777 SH        DEFINED       1
WILLIAMS PIPELINE PARTNERS L  COM UNIT LP IN  96950K103      7,934   585125 SH        DEFINED       1
WIMM BILL DANN FOODS OJSC      SPONSORED ADR  97263M109      2,251    96995 SH        DEFINED       1
Wimm-Bill-Dann Foods OJSC      SPONSORED ADR  97263M109      2,031    77200 SH        DEFINED       2      77200
WIND RIVER SYSTEMS INC              COM       973149107        167    18800 SH        DEFINED       1
WINDSTREAM CORP                     COM       97381W104     11,408  1277544 SH        DEFINED       1
WINN DIXIE STORES INC             COM NEW     974280307        490    31610 SH        DEFINED       1
WINTRUST FINANCIAL CORP             COM       97650W108      1,661    83910 SH        DEFINED       1
WISCONSIN ENERGY CORP               COM       976657106      1,247    30040 SH        DEFINED       1
WMS INDS INC                        COM       929297109      6,577   244210 SH        DEFINED       1
WOLVERINE WORLD WIDE INC            COM       978097103      3,416   165163 SH        DEFINED       1
WOODWARD GOVERNOR CO                COM       980745103      1,908    86242 SH        DEFINED       1
WORLD ACCEP CORP DEL                COM       981419104        635    32391 SH        DEFINED       1
WORLD FUEL SVCS CORP                COM       981475106      2,463    64050 SH        DEFINED       1
WORLD WRESTLING ENTMT INC          CL A       98156Q108        260    24128 SH        DEFINED       1
WORTHINGTON INDS INC                COM       981811102        991    92655 SH        DEFINED       1
WRIGHT EXPRESS CORP                 COM       98233Q105        138    10900 SH        DEFINED       1
WRIGHT MED GROUP INC                COM       98235T107        800    40300 SH        DEFINED       1
WYETH                               COM       983024100     82,760  2231320 SH        DEFINED       1
Wyeth                               COM       983024100      1,425    38001 SH        DEFINED       2      38001
WYNDHAM WORLDWIDE CORP              COM       98310W108        277    42228 SH        DEFINED       1
XCEL ENERGY INC                     COM       98389B100      2,099   115091 SH        DEFINED       1
XERIUM TECHNOLOGIES INC             COM       98416J100         15    23100 SH        DEFINED       1
XEROX CORP                          COM       984121103     17,445  2256777 SH        DEFINED       1
XILINX INC                          COM       983919101      6,748   382987 SH        DEFINED       1
YAHOO INC                           COM       984332106     32,016  2674673 SH        DEFINED       1
YAMANA GOLD INC                     COM       98462Y100      7,095   915454 SH        DEFINED       1
YRC WORLDWIDE INC                   COM       984249102        372   146500 SH        DEFINED       1
YUM BRANDS INC                      COM       988498101      3,800   122940 SH        DEFINED       1
ZALE CORP NEW                       COM       988858106         69    22190 SH        DEFINED       1





                                                                                          
ZEBRA TECHNOLOGIES CORP            CL A       989207105        783    39510 SH        DEFINED       1
ZENITH NATL INS CORP                COM       989390109      1,406    44695 SH        DEFINED       1
ZEP INC                             COM       98944B108        715    39610 SH        DEFINED       1
ZIMMER HLDGS INC                    COM       98956P102     34,599   867569 SH        DEFINED       1
ZIONS BANCORPORATION                COM       989701107        934    40788 SH        DEFINED       1
ZORAN CORP                          COM       98975F101        415    62900 SH        DEFINED       1