UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2009
Check here if Amendment [ ]; 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-Petrelluzzi Bojanic
Title: Compliance Officer
Phone: +31 20 576 65 41
Signature, Place, and Date of Signing:
/s/ J.A.M. Emke-Petrelluzzi Bojanic, Amsterdam, May 14, 2009
-----------------------------------
Name: M.J.P. Edixhoven
Title: Head of Corporate Compliance Risk Management
Phone: +31 20 576 51 17
Signature, Place, and Date of Signing:
/s/ M.J.P. Edixhoven, Amsterdam, May 14, 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.
28-11943 ING Investment Management (Europe) B.V.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 1216
Form 13F Information Table Value Total: $ 39,698,043
(USD thousands)
List of Other Included Managers:
No. Form 13F File Number Name
01 Other wholly owned subsidiary of ING Groep N.V.
02 ING Investment Management Advisors B.V.
Form 13F Information Table
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
1ST SOURCE CORP COM 336901103 701 38,950 SH DEFINED 1
3COM CORP COM 885535104 1,928 644,970 SH DEFINED 1
3M CO COM 88579Y101 17,372 357,075 SH DEFINED 1
A D C TELECOMMUNICATIONS COM NEW 000886309 4,842 7,750 SH DEFINED 1
AAR CORP COM 000361105 1,186 94,790 SH DEFINED 1
AARON RENTS INC COM 002535201 3,366 125,870 SH DEFINED 1
ABAXIS INC COM 002567105 213 12,317 SH DEFINED 1
ABBOTT LABS COM 002824100 265,920 2,762,652 SH DEFINED 1
ABERCROMBIE & FITCH CO CL A 002896207 809 33,590 SH DEFINED 1
ACADIA RLTY TR COM SH BEN INT 004239109 741 72,697 SH DEFINED 1
ACTUANT CORP CL A NEW 00508X203 5,483 548,300 SH DEFINED 1
ACUITY BRANDS INC COM 00508Y102 4,632 207,226 SH DEFINED 1
ACXIOM CORP COM 005125109 1,041 139,930 SH DEFINED 1
ADAPTEC INC COM 00651F108 476 199,339 SH DEFINED 1
ADMINISTAFF INC COM 007094105 366 17,309 SH DEFINED 1
ADOBE SYS INC COM 00724F101 40,740 930,429 SH DEFINED 1
ADTRAN INC COM 00738A106 491 30,600 SH DEFINED 1
ADVANCED MICRO DEVICES INC COM 007903107 872 135,248 SH DEFINED 1
AEROPOSTALE COM 007865108 11,095 420,760 SH DEFINED 1
AES CORP COM 00130H105 14,697 2,601,246 SH DEFINED 1
AETNA INC NEW COM 00817Y108 19,801 841,891 SH DEFINED 1
AFFILIATED COMPUTER SERVICES CL A 008190100 5,351 111,394 SH DEFINED 1
AFFILIATED MANAGERS GROUP COM 008252108 705 17,950 SH DEFINED 1
AGCO CORP COM 001084102 1,925 99,466 SH DEFINED 1
AGILENT TECHNOLOGIES INC COM 00846U101 1,238 80,410 SH DEFINED 1
AGILYSYS INC COM 00847J105 138 16,350 SH DEFINED 1
AGL RESOURCES, INC. COM 001204106 848 31,952 SH DEFINED 2 31,952
AIR PRODS & CHEMS INC COM 009158106 17,834 321,853 SH DEFINED 1
AIR PRODUCTS & CHEMICALS, INC. COM 009158106 493 8,756 SH DEFINED 2 8,756
AIRGAS INC COM 009363102 22,947 697,910 SH DEFINED 1
AKAMAI TECHNOLOGIES INC COM 00971T101 6,208 159,660 SH DEFINED 1
ALASKA AIR GROUP INC COM 011659109 774 46,190 SH DEFINED 1
ALASKA COMMUNICATIONS SYS GR COM 01167P101 6,574 991,484 SH DEFINED 1
ALBANY INTL CORP CL A 012348108 680 76,500 SH DEFINED 1
ALBANY MOLECULAR RESH INC COM 012423109 204 23,940 SH DEFINED 1
ALBEMARLE CORP COM 012653101 9,664 452,840 SH DEFINED 1
ALCOA INC COM 013817101 11,054 1,652,391 SH DEFINED 1
ALCON, INC. COM SHS H01301102 555 6,102 SH DEFINED 2 6,102
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,657 107,501 SH DEFINED 1
ALEXION PHARMACEUTICALS INC COM 015351109 4,414 115,400 SH DEFINED 1
ALIGN TECHNOLOGY INC COM 016255101 142 17,800 SH DEFINED 1
ALKERMES INC COM 01642T108 1,268 107,300 SH DEFINED 1
ALLEGHENY ENERGY INC COM 017361106 2,697 118,517 SH DEFINED 1
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,186 54,662 SH DEFINED 1
ALLERGAN INC COM 018490102 5,084 105,122 SH DEFINED 1
ALLETE INC COM NEW 018522300 498 19,040 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
ALLIANCE DATA SYSTEMS CORP COM 018581108 8,331 245,099 SH DEFINED 1
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 520 18,000 SH DEFINED 1
ALLIANT ENERGY CORP COM 018802108 1,988 82,600 SH DEFINED 1
ALLIANT TECHSYSTEMS INC COM 018804104 4,205 65,700 SH DEFINED 1
ALLIED CAP CORP NEW COM 01903Q108 19 12,350 SH DEFINED 1
ALLSTATE CORP COM 020002101 5,190 280,112 SH DEFINED 1
ALTRIA GROUP INC COM 02209S103 83,123 5,074,663 SH DEFINED 1
ALTRIA GROUP, INC. COM 02209S103 6,028 376,253 SH DEFINED 2 376,253
AMAZON COM INC COM 023135106 60,433 424,114 SH DEFINED 1
AMB PROPERTY CORP COM 00163T109 5,234 395,595 SH DEFINED 1
AMBAC FINL GROUP INC COM 023139108 63 90,300 SH DEFINED 1
AMEREN CORP COM 023608102 28,065 1,233,063 SH DEFINED 1
AMEREN CORP. COM 023608102 10,820 466,580 SH DEFINED 2 466,580
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 61,120 767,066 SH DEFINED 1
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,484 54,819 SH DEFINED 2 54,819
AMERICAN AXLE & MFG HLDGS IN COM 024061103 17 12,700 SH DEFINED 1
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 25,411 2,062,550 SH DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 10,164 405,277 SH DEFINED 1
AMERICAN FINL GROUP INC OHIO COM 025932104 3,512 225,242 SH DEFINED 1
AMERICAN GREETINGS CORP CL A 026375105 348 68,240 SH DEFINED 1
AMERICAN INTL GROUP INC COM 026874107 3,575 1,139,396 SH DEFINED 1
AMERICAN MED SYS HLDGS INC COM 02744M108 1,502 134,500 SH DEFINED 1
AMERICAN SUPERCONDUCTOR CORP COM 030111108 292 17,700 SH DEFINED 1
AMERICREDIT CORP COM 03060R101 814 144,350 SH DEFINED 1
AMERIGROUP CORP COM 03073T102 3,521 130,028 SH DEFINED 1
AMERISOURCEBERGEN CORP COM 03073E105 35,920 1,113,462 SH DEFINED 1
AMGEN INC COM 031162100 143,956 1,408,696 SH DEFINED 1
AMKOR TECHNOLOGY INC COM 031652100 107 42,840 SH DEFINED 1
AMPHENOL CORP NEW CL A 032095101 36,069 1,277,239 SH DEFINED 1
AMR CORP COM 001765106 61 19,300 SH DEFINED 1
AMYLIN PHARMACEUTICALS INC COM 032346108 2,473 218,450 SH DEFINED 1
ANADARKO PETE CORP COM 032511107 35,911 923,643 SH DEFINED 1
ANADIGICS INC COM 032515108 28 13,550 SH DEFINED 1
ANALOG DEVICES INC COM 032654105 10,690 553,309 SH DEFINED 1
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 13,716 188,463 SH DEFINED 1
ANIXTER INTL INC COM 035290105 2,241 71,640 SH DEFINED 1
ANNALY CAP MGMT INC COM 035710409 4,817 178,953 SH DEFINED 1
ANWORTH MORTGAGE ASSET CP COM 037347101 291 48,640 SH DEFINED 1
APACHE CORP COM 037411105 76,323 1,202,699 SH DEFINED 1
APOLLO GROUP INC CL A 037604105 47,591 602,875 SH DEFINED 1
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1,214 72,233 SH DEFINED 1
APPLIED MATLS INC COM 038222105 27,599 732,525 SH DEFINED 1
AQUA AMERICA INC COM 03836W103 10,085 256,091 SH DEFINED 1
ARBITRON INC COM 03875Q108 9,098 611,395 SH DEFINED 1
ARCH COAL INC COM 039380100 20,017 1,489,382 SH DEFINED 1
ARCHER DANIELS MIDLAND CO COM 039483102 56,040 1,052,040 SH DEFINED 1
ARIBA INC COM NEW 04033V203 318 35,708 SH DEFINED 1
ARRIS GROUP INC COM 04269Q100 1,641 219,026 SH DEFINED 1
ARROW ELECTRS INC COM 042735100 3,970 213,090 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
ART TECHNOLOGY GROUP INC COM 04289L107 101 40,300 SH DEFINED 1
ARTHUR J GALLAGHER & CO. COM 363576109 776 45,648 SH DEFINED 2 45,648
ARVINMERITOR INC COM 043353101 29 29,150 SH DEFINED 1
ASBURY AUTOMOTIVE GROUP INC COM 043436104 250 55,847 SH DEFINED 1
ASHLAND INC NEW COM 044209104 1,741 177,650 SH DEFINED 1
ASIAINFO HLDGS INC COM 04518A104 173 10,300 SH DEFINED 1
ASSOCIATED BANC CORP COM 045487105 4,028 277,250 SH DEFINED 1
ASTORIA FINL CORP COM 046265104 1,116 125,710 SH DEFINED 1
ASTRAZENECA PLC SPONSORED ADR 046353108 1,532 22,367 SH DEFINED 1
ASYST TECHNOLOGY CORP COM 04648X107 13 50,200 SH DEFINED 1
AT&T, INC. COM 00206R102 15,200 603,175 SH DEFINED 2 603,175
ATMEL CORP COM 049513104 1,575 238,400 SH DEFINED 1
ATMI INC COM 00207R101 268 17,350 SH DEFINED 1
ATMOS ENERGY CORP COM 049560105 4,297 183,538 SH DEFINED 1
ATWOOD OCEANICS INC COM 050095108 1,709 104,630 SH DEFINED 1
AU OPTRONICS CORP SPONSORED ADR 002255107 3,141 186,543 SH DEFINED 1
AUTODESK INC COM 052769106 3,104 203,804 SH DEFINED 1
AUTOLIV INC COM 052800109 76,438 1,415,525 SH DEFINED 1
AUTONATION INC COM 05329W102 327 23,585 SH DEFINED 1
AVALONBAY CMNTYS INC COM 053484101 7,315 166,900 SH DEFINED 1
AVERY DENNISON CORP COM 053611109 2,487 112,835 SH DEFINED 1
AVID TECHNOLOGY INC COM 05367P100 421 45,460 SH DEFINED 1
AVIS BUDGET GROUP COM 053774105 12 14,750 SH DEFINED 1
AVNET INC COM 053807103 3,554 206,366 SH DEFINED 1
AVOCENT CORP COM 053893103 8,796 736,712 SH DEFINED 1
AVON PRODS INC COM 054303102 25,869 1,372,337 SH DEFINED 1
AXCELIS TECHNOLOGIES INC COM 054540109 36 88,000 SH DEFINED 1
AXSYS TECHNOLOGIES INC COM 054615109 779 19,660 SH DEFINED 1
BAKER HUGHES INC COM 057224107 6,402 216,368 SH DEFINED 1
BALL CORP COM 058498106 4,892 113,008 SH DEFINED 1
BANCORPSOUTH INC COM 059692103 1,278 64,100 SH DEFINED 1
BANK HAWAII CORP COM 062540109 6,212 194,300 SH DEFINED 1
BANK MONTREAL QUE COM 063671101 10,848 431,186 SH DEFINED 1
BANK MUTUAL CORP NEW COM 063750103 6,965 791,454 SH DEFINED 1
BANK NOVA SCOTIA HALIFAX COM 064149107 146,639 3,006,753 SH DEFINED 1
BANK OF THE OZARKS INC COM 063904106 3,341 152,010 SH DEFINED 1
BARD C R INC COM 067383109 34,006 428,660 SH DEFINED 1
BARNES & NOBLE INC COM 067774109 348 16,100 SH DEFINED 1
BARNES GROUP INC COM 067806109 9,283 904,770 SH DEFINED 1
BARRICK GOLD CORP COM 067901108 98,587 1,548,124 SH DEFINED 1
BAXTER INTL INC COM 071813109 41,950 828,890 SH DEFINED 1
BB&T CORP COM 054937107 13,205 811,621 SH DEFINED 1
BE AEROSPACE INC COM 073302101 174 19,710 SH DEFINED 1
BEAZER HOMES USA INC COM 07556Q105 25 23,550 SH DEFINED 1
BEBE STORES INC COM 075571109 92 13,850 SH DEFINED 1
BECKMAN COULTER INC COM 075811109 613 12,250 SH DEFINED 1
BECTON DICKINSON & CO COM 075887109 11,882 179,003 SH DEFINED 1
BED BATH & BEYOND INC COM 075896100 4,283 175,514 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
BELO CORP COM SER A 080555105 27 38,950 SH DEFINED 1
BEMIS INC COM 081437105 6,174 297,956 SH DEFINED 1
BENCHMARK ELECTRS INC COM 08160H101 2,602 236,290 SH DEFINED 1
BEST BUY INC COM 086516101 5,864 158,619 SH DEFINED 1
BHP BILLITON LTD SPONSORED ADR 088606108 65,949 765,781 SH DEFINED 1
BIG LOTS INC COM 089302103 5,044 238,247 SH DEFINED 1
BIOGEN IDEC INC COM 09062X103 22,627 430,659 SH DEFINED 1
BIOVAIL CORP COM 09067J109 7,460 696,620 SH DEFINED 1
BJ SVCS CO COM 055482103 46,829 4,715,923 SH DEFINED 1
BJS WHOLESALE CLUB INC COM 05548J106 2,853 88,570 SH DEFINED 1
BLACK & DECKER CORP COM 091797100 2,794 91,462 SH DEFINED 1
BLACK BOX CORP DEL COM 091826107 2,012 86,290 SH DEFINED 1
BLACK HILLS CORP COM 092113109 6,523 370,860 SH DEFINED 1
BLACKROCK INC COM 09247X101 3,066 24,550 SH DEFINED 1
BLOCK H & R INC COM 093671105 9,211 529,955 SH DEFINED 1
BLOCKBUSTER INC CL A 093679108 34 43,650 SH DEFINED 1
BLOUNT INTL INC NEW COM 095180105 107 12,100 SH DEFINED 1
BLUE COAT SYSTEMS INC COM NEW 09534T508 2,320 199,960 SH DEFINED 1
BMC SOFTWARE INC COM 055921100 12,943 392,108 SH DEFINED 1
BOB EVANS FARMS INC COM 096761101 307 14,000 SH DEFINED 1
BORDERS GROUP INC COM 099709107 59 90,750 SH DEFINED 1
BORGWARNER INC COM 099724106 8,440 404,590 SH DEFINED 1
BOSTON PRIVATE FINL HLDGS IN COM 101119105 312 98,840 SH DEFINED 1
BOSTON PROPERTIES INC COM 101121101 17,309 180,749 SH DEFINED 1
BOSTON SCIENTIFIC CORP COM 101137107 6,401 804,109 SH DEFINED 1
BP PLC SPONSORED ADR 055622104 10,764 136,497 SH DEFINED 1
BRADY CORP CL A 104674106 5,823 339,350 SH DEFINED 1
BRE PROPERTIES INC CL A 05564E106 3,111 171,144 SH DEFINED 1
BRIGGS & STRATTON CORP COM 109043109 2,281 140,790 SH DEFINED 1
BRIGHAM EXPLORATION CO COM 109178103 44 23,950 SH DEFINED 1
BRIGHTPOINT INC COM NEW 109473405 660 155,410 SH DEFINED 1
BRINKER INTL INC COM 109641100 756 50,674 SH DEFINED 1
BRINKS CO COM 109696104 8,539 320,310 SH DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 62,942 2,994,398 SH DEFINED 1
BRISTOL-MYERS SQUIBB CO. COM 110122108 15,397 702,425 SH DEFINED 2 702,425
BROADCOM CORP CL A 111320107 51,953 1,295,596 SH DEFINED 1
BROOKFIELD PPTYS CORP COM 112900105 1,466 264,533 SH DEFINED 1
BROOKLINE BANCORP INC DEL COM 11373M107 695 76,618 SH DEFINED 1
BROWN FORMAN CORP CL A 115637100 24,117,003 1,319,700 SH DEFINED 1
BROWN FORMAN CORP CL B 115637209 1,094 28,562 SH DEFINED 1
BROWN SHOE INC NEW COM 115736100 239 65,470 SH DEFINED 1
BRUNSWICK CORP COM 117043109 296 85,840 SH DEFINED 1
BURLINGTON NORTHN SANTA FE C COM 12189T104 49,455 810,598 SH DEFINED 1
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,102 248,472 SH DEFINED 1
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 200 15,800 SH DEFINED 1
CABOT CORP COM 127055101 1,787 178,550 SH DEFINED 1
CABOT OIL & GAS CORP COM 127097103 1,840 76,840 SH DEFINED 1
CAL MAINE FOODS INC COM NEW 128030202 545 24,335 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
CALGON CARBON CORP COM 129603106 1,543 109,961 SH DEFINED 1
CALIFORNIA COASTAL CMNTYS IN COM NEW 129915203 2,107 1,755,683 SH DEFINED 1
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 3,481 266,320 SH DEFINED 1
CALLAWAY GOLF CO COM 131193104 222 30,200 SH DEFINED 1
CALLON PETE CO DEL COM 13123X102 19 19,350 SH DEFINED 1
CAMBREX CORP COM 132011107 37 16,950 SH DEFINED 1
CAMDEN PPTY TR SH BEN INT 133131102 987 49,050 SH DEFINED 1
CAMECO CORP COM 13321L108 1,094 32,400 SH DEFINED 1
CAMPBELL SOUP CO COM 134429109 2,609 96,626 SH DEFINED 1
CANADIAN NAT RES LTD COM 136385101 23,803 612,196 SH DEFINED 1
CANON INC ADR 138006309 22,409 384,900 SH DEFINED 1
CAPITAL ONE FINL CORP COM 14040H105 4,200 370,039 SH DEFINED 1
CARBO CERAMICS INC COM 140781105 1,020 36,940 SH DEFINED 1
CARDINAL HEALTH INC COM 14149Y108 4,024 128,087 SH DEFINED 1
CAREER EDUCATION CORP COM 141665109 3,583 142,360 SH DEFINED 1
CARMAX INC COM 143130102 950 76,150 SH DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 8,598 410,981 SH DEFINED 1
CASEYS GEN STORES INC COM 147528103 8,454 313,344 SH DEFINED 1
CASTLE A M & CO COM 148411101 220 25,910 SH DEFINED 1
CATHAY GENERAL BANCORP COM 149150104 375 38,050 SH DEFINED 1
CEC ENTMT INC COM 125137109 1,919 78,379 SH DEFINED 1
CELGENE CORP COM 151020104 16,473 363,251 SH DEFINED 1
CENTERPOINT ENERGY INC COM 15189T107 1,314 130,016 SH DEFINED 1
CENTEX CORP COM 152312104 694 90,301 SH DEFINED 1
CENTRAL EUROPEAN DIST CORP COM 153435102 4,025 388,511 SH DEFINED 1
CENTRAL VT PUB SVC CORP COM 155771108 426 24,800 SH DEFINED 1
CENTURYTEL INC COM 156700106 959 35,110 SH DEFINED 1
CEPHALON INC COM 156708109 8,135 119,510 SH DEFINED 1
CERADYNE INC COM 156710105 1,880 100,070 SH DEFINED 1
CERNER CORP COM 156782104 1,959 44,800 SH DEFINED 1
CHARLOTTE RUSSE HLDG INC COM 161048103 781 97,440 SH DEFINED 1
CHARMING SHOPPES INC COM 161133103 60 40,500 SH DEFINED 1
CHARTER COMMUNICATIONS INC D CL A 16117M107 3 128,600 SH DEFINED 1
CHATTEM INC COM 162456107 11,833 204,200 SH DEFINED 1
CHECKPOINT SYS INC COM 162825103 926 103,534 SH DEFINED 1
CHEESECAKE FACTORY INC COM 163072101 261 22,450 SH DEFINED 1
CHESAPEAKE ENERGY CORP COM 165167107 7,007 401,775 SH DEFINED 1
CHEVRON CORP. COM 166764100 11,568 172,039 SH DEFINED 2 172,039
CHICOS FAS INC COM 168615102 1,010 192,370 SH DEFINED 1
CHILDRENS PL RETAIL STORES I COM 168905107 1,945 87,460 SH DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 9,752 113,686 SH DEFINED 1
CHINA MOBILE LTD. SPONSORED ADR 16941M109 1,196 27,483 SH DEFINED 2 27,483
CHIQUITA BRANDS INTL INC COM 170032809 360 54,780 SH DEFINED 1
CHOICE HOTELS INTL INC COM 169905106 483 18,958 SH DEFINED 1
CHUBB CORP COM 171232101 11,129 272,367 SH DEFINED 1
CHURCH & DWIGHT INC COM 171340102 12,211 234,340 SH DEFINED 1
CIA DE BEBIDAS DAS AMERICAS SPON ADR PFD 20441W203 2,437 51,028 SH DEFINED 2 51,028
CIA VALE DO RIO DOCE SPON ADR PFD 204412100 10,030 889,168 SH DEFINED 2 889,168
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
CIA VALE DO RIO DOCE SPONSORED ADR 204412209 931 70,022 SH DEFINED 2 70,022
CIBER INC COM 17163B102 967 371,960 SH DEFINED 1
CIGNA CORP COM 125509109 7,018 409,700 SH DEFINED 1
CINTAS CORP COM 172908105 707 29,001 SH DEFINED 1
CIRCOR INTL INC COM 17273K109 214 9,550 SH DEFINED 1
CIRRUS LOGIC INC COM 172755100 90 23,750 SH DEFINED 1
CISCO SYS INC COM 17275R102 419,496 12,699,927 SH DEFINED 1
CIT GROUP INC COM 125581108 513 187,900 SH DEFINED 1
CITIGROUP INC COM 172967101 10,025 4,339,678 SH DEFINED 1
CITRIX SYS INC COM 177376100 3,257 147,931 SH DEFINED 1
CITY NATL CORP COM 178566105 302 9,250 SH DEFINED 1
CKE RESTAURANTS INC COM 12561E105 115 13,950 SH DEFINED 1
CLARCOR INC COM 179895107 1,393 55,390 SH DEFINED 1
CLECO CORP NEW COM 12561W105 9,913 456,811 SH DEFINED 1
CMS ENERGY CORP COM 125896100 8,518 723,674 SH DEFINED 1
COACH INC COM 189754104 38,906 2,376,664 SH DEFINED 1
COCA COLA CO COM 191216100 175,151 3,987,947 SH DEFINED 1
COCA COLA ENTERPRISES INC COM 191219104 6,419 490,388 SH DEFINED 1
COCA-COLA CO. COM 191216100 11,996 272,949 SH DEFINED 2 272,949
COEUR D ALENE MINES CORP IDA COM 192108108 291 327,100 SH DEFINED 1
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,774 88,370 SH DEFINED 1
COLDWATER CREEK INC COM 193068103 512 202,550 SH DEFINED 1
COLGATE PALMOLIVE CO COM 194162103 9,995 170,004 SH DEFINED 1
COLONIAL BANCGROUP INC COM 195493309 56 56,950 SH DEFINED 1
COLUMBIA BKG SYS INC COM 197236102 377 63,220 SH DEFINED 1
COMCAST CORP NEW CL A 20030N101 40,674 2,979,772 SH DEFINED 1
COMCAST CORP NEW CL A SPL 20030N200 351 27,500 SH DEFINED 1
COMERICA INC COM 200340107 11,371 650,150 SH DEFINED 1
COMFORT SYS USA INC COM 199908104 279 26,790 SH DEFINED 1
COMMERCE BANCSHARES INC COM 200525103 3,845 110,458 SH DEFINED 1
COMMERCIAL METALS CO COM 201723103 11,671 511,870 SH DEFINED 1
COMMSCOPE INC COM 203372107 2,510 230,073 SH DEFINED 1
COMMUNITY BK SYS INC COM 203607106 814 49,700 SH DEFINED 1
COMMUNITY HEALTH SYS INC NEW COM 203668108 2,233 148,300 SH DEFINED 1
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 2,454 119,600 SH DEFINED 1
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 361 12,500 SH DEFINED 1
COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 28,151 1,078,600 SH DEFINED 1
COMPUTER SCIENCES CORP COM 205363104 12,926 352,403 SH DEFINED 1
COMPUWARE CORP COM 205638109 4,020 613,676 SH DEFINED 1
COMSTOCK RES INC COM NEW 205768203 4,159 140,738 SH DEFINED 1
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2,668 112,000 SH DEFINED 1
CONAGRA FOODS INC COM 205887102 18,081 1,087,894 SH DEFINED 1
CONCUR TECHNOLOGIES INC COM 206708109 9,032 481,950 SH DEFINED 1
CONOCOPHILLIPS COM 20825C104 97,172 2,490,307 SH DEFINED 1
CONSECO INC COM NEW 208464883 13 18,650 SH DEFINED 1
CONSOL ENERGY INC COM 20854P109 6,337 246,669 SH DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 39,510 1,019,622 SH DEFINED 1
CONSOLIDATED EDISON, INC. COM 209115104 11,448 289,007 SH DEFINED 2 289,007
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
CONSOLIDATED GRAPHICS INC COM 209341106 624 52,345 SH DEFINED 1
CONSTELLATION ENERGY GROUP I COM 210371100 1,285 64,582 SH DEFINED 1
CONVERGYS CORP COM 212485106 218 27,887 SH DEFINED 1
COOPER COS INC COM NEW 216648402 816 31,460 SH DEFINED 1
COOPER TIRE & RUBR CO COM 216831107 2,912 737,313 SH DEFINED 1
CORINTHIAN COLLEGES INC COM 218868107 2,792 134,750 SH DEFINED 1
CORN PRODS INTL INC COM 219023108 9,740 450,948 SH DEFINED 1
CORNING INC COM 219350105 27,800 1,041,684 SH DEFINED 1
CORPORATE EXECUTIVE BRD CO COM 21988R102 817 57,500 SH DEFINED 1
CORUS BANKSHARES INC COM 220873103 8 33,550 SH DEFINED 1
COSTAR GROUP INC COM 22160N109 229 7,700 SH DEFINED 1
COSTCO WHSL CORP NEW COM 22160K105 12,083 261,252 SH DEFINED 1
COUSINS PPTYS INC COM 222795106 1,486 247,600 SH DEFINED 1
COVANCE INC COM 222816100 663 18,549 SH DEFINED 1
COVENTRY HEALTH CARE INC COM 222862104 644 50,282 SH DEFINED 1
CRANE CO COM 224399105 5,014 300,942 SH DEFINED 1
CREDICORP LTD. COM G2519Y108 1,333 28,462 SH DEFINED 2 28,462
CREE INC COM 225447101 1,297 56,338 SH DEFINED 1
CSG SYS INTL INC COM 126349109 1,284 93,530 SH DEFINED 1
CSX CORP COM 126408103 12,532 488,953 SH DEFINED 1
CTS CORP COM 126501105 717 207,716 SH DEFINED 1
CUBIST PHARMACEUTICALS INC COM 229678107 5,243 325,440 SH DEFINED 1
CULLEN FROST BANKERS INC COM 229899109 5,078 111,900 SH DEFINED 1
CUMMINS INC COM 231021106 26,206 1,068,342 SH DEFINED 1
CV THERAPEUTICS INC COM 126667104 362 18,200 SH DEFINED 1
CVB FINL CORP COM 126600105 108 17,800 SH DEFINED 1
CVS CAREMARK CORPORATION COM 126650100 119,746 1,462,102 SH DEFINED 1
CYBERONICS INC COM 23251P102 961 76,170 SH DEFINED 1
CYMER INC COM 232572107 762 34,529 SH DEFINED 1
CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 806 112,300 SH DEFINED 1
CYPRESS SEMICONDUCTOR CORP COM 232806109 1,162 172,460 SH DEFINED 1
D R HORTON INC COM 23331A109 10,756 1,068,170 SH DEFINED 1
DAKTRONICS INC COM 234264109 234 35,300 SH DEFINED 1
DANAHER CORP DEL COM 235851102 7,064 131,178 SH DEFINED 1
DARDEN RESTAURANTS INC COM 237194105 9,946 284,590 SH DEFINED 1
DAVITA INC COM 23918K108 6,483 74,038 SH DEFINED 1
DEAN FOODS CO NEW COM 242370104 1,794 100,635 SH DEFINED 1
DEERE & CO COM 244199105 7,738 238,827 SH DEFINED 1
DELL INC COM 24702R101 37,916 2,069,414 SH DEFINED 1
DELPHI FINL GROUP INC CL A 247131105 4,554 371,412 SH DEFINED 1
DELTA PETE CORP COM NEW 247907207 21 18,100 SH DEFINED 1
DELUXE CORP COM 248019101 144 15,600 SH DEFINED 1
DENBURY RES INC COM NEW 247916208 3,289 220,730 SH DEFINED 1
DENDREON CORP COM 24823Q107 104 23,950 SH DEFINED 1
DENTSPLY INTL INC NEW COM 249030107 1,847 70,230 SH DEFINED 1
DEPOMED INC COM 249908104 64 27,800 SH DEFINED 1
DEVON ENERGY CORP NEW COM 25179M103 41,551 931,214 SH DEFINED 1
DEVRY INC DEL COM 251893103 3,891 79,090 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
DIAGEO P L C SPON ADR NEW 25243Q205 10,056 115,800 SH DEFINED 1
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,522 68,707 SH DEFINED 1
DIGI INTL INC COM 253798102 343 44,880 SH DEFINED 1
DIGITAL RIV INC COM 25388B104 2,156 72,880 SH DEFINED 1
DILLARDS INC CL A 254067101 108 18,850 SH DEFINED 1
DIODES INC COM 254543101 382 36,370 SH DEFINED 1
DISNEY WALT CO COM DISNEY 254687106 17,680 990,460 SH DEFINED 1
DOMINION RES INC VA NEW COM 25746U109 7,278 238,544 SH DEFINED 1
DOW CHEM CO COM 260543103 77,755 3,809,803 SH DEFINED 1
DOW CHEMICAL CO. COM 260543103 10,654 1,263,788 SH DEFINED 2 1,263,788
DRESS BARN INC COM 261570105 6,262 505,800 SH DEFINED 1
DRUGSTORE COM INC COM 262241102 54 46,950 SH DEFINED 1
DST SYS INC DEL COM 233326107 3,485 103,018 SH DEFINED 1
DTE ENERGY CO COM 233331107 3,847 139,231 SH DEFINED 1
DU PONT E I DE NEMOURS & CO COM 263534109 62,768 2,862,220 SH DEFINED 1
DUKE ENERGY CORP NEW COM 26441C105 86,123 1,525,925 SH DEFINED 1
DUKE ENERGY CORP. COM 26441C105 10,046 701,564 SH DEFINED 2 701,564
DUKE REALTY CORP COM NEW 264411505 3,690 743,947 SH DEFINED 1
DUKE REALTY CORP COM NEW 264411505 1,143 230,360 SH DEFINED 1
DURECT CORP COM 266605104 55 25,500 SH DEFINED 1
DYCOM INDS INC COM 267475101 691 129,250 SH DEFINED 1
DYNAMIC MATLS CORP COM 267888105 89 10,400 SH DEFINED 1
E M C CORP MASS COM 268648102 28,600 2,551,337 SH DEFINED 1
EAGLE MATERIALS INC COM 26969P108 1,296 56,000 SH DEFINED 1
EARTHLINK INC COM 270321102 187 28,900 SH DEFINED 1
EASTMAN CHEM CO COM 277432100 3,256 123,607 SH DEFINED 1
EASTMAN KODAK CO COM 277461109 4,102 1,041,223 SH DEFINED 1
EBAY INC COM 278642103 27,889 2,234,732 SH DEFINED 1
ECOLAB INC COM 278865100 34,139 998,790 SH DEFINED 1
EDISON INTL COM 281020107 4,059 143,723 SH DEFINED 1
EDWARDS LIFESCIENCES CORP COM 28176E108 799 13,081 SH DEFINED 1
EI DU PONT DE NEMOURS & CO. COM 263534109 12,193 546,036 SH DEFINED 2 546,036
EL PASO CORP COM 28336L109 2,538 407,431 SH DEFINED 1
ELAN PLC ADR 284131208 3,745 293,000 SH DEFINED 1
ELDORADO GOLD CORP NEW COM 284902103 16,368 1,849,194 SH DEFINED 1
ELECTRONIC ARTS INC COM 285512109 3,597 197,879 SH DEFINED 1
EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,297 33,278 SH DEFINED 1
EMCORE CORP COM 290846104 29 38,750 SH DEFINED 1
EMERSON ELEC CO COM 291011104 33,836 1,211,474 SH DEFINED 1
EMERSON ELECTRIC CO. COM 291011104 10,769 376,805 SH DEFINED 2 376,805
EMULEX CORP COM NEW 292475209 5,388 1,046,188 SH DEFINED 1
ENBRIDGE INC COM 29250N105 27,347 963,340 SH DEFINED 1
ENCANA CORP COM 292505104 84,646 2,081,781 SH DEFINED 1
ENCORE WIRE CORP COM 292562105 345 15,910 SH DEFINED 1
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4,562 264,130 SH DEFINED 1
ENERGEN CORP COM 29265N108 3,549 124,100 SH DEFINED 1
ENERGIZER HLDGS INC COM 29266R108 3,694 75,305 SH DEFINED 1
ENERPLUS RES FD UNIT TR G NEW 29274D604 23,959 493,586 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
ENERPLUS RESOURCES FUND UNIT TR G NEW 29274D604 6,377 389,525 SH DEFINED 2 389,525
ENERSIS S A SPONSORED ADR 29274F104 26,649 888,294 SH DEFINED 1
ENERSIS SA SPONSORED ADR 29274F104 1,876 124,255 SH DEFINED 2 124,255
ENI S P A SPONSORED ADR 26874R108 5,301 70,700 SH DEFINED 1
ENNIS INC COM 293389102 92 10,900 SH DEFINED 1
ENSCO INTL INC COM 26874Q100 7,625 277,694 SH DEFINED 1
ENTERCOM COMMUNICATIONS CORP CL A 293639100 39 32,800 SH DEFINED 1
ENTERGY CORP NEW COM 29364G103 10,217 152,658 SH DEFINED 1
ENZO BIOCHEM INC COM 294100102 143 35,670 SH DEFINED 1
EOG RES INC COM 26875P101 22,897 404,105 SH DEFINED 1
EPICOR SOFTWARE CORP COM 29426L108 1,784 458,711 SH DEFINED 1
EPIQ SYS INC COM 26882D109 235 13,450 SH DEFINED 1
EQUIFAX INC COM 294429105 4,740 196,921 SH DEFINED 1
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,643 448,795 SH DEFINED 1
ERESEARCHTECHNOLOGY INC COM 29481V108 326 65,250 SH DEFINED 1
ESCO TECHNOLOGIES INC COM 296315104 1,513 40,660 SH DEFINED 1
ESSEX PPTY TR INC COM 297178105 3,531 64,381 SH DEFINED 1
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,760 88,930 SH DEFINED 1
EURONET WORLDWIDE INC COM 298736109 269 20,850 SH DEFINED 1
EVERGREEN SOLAR INC COM 30033R108 97 46,150 SH DEFINED 1
EXELON CORP COM 30161N101 86,404 1,931,671 SH DEFINED 1
EXELON CORP. COM 30161N101 6,617 145,777 SH DEFINED 2 145,777
EXPEDITORS INTL WASH INC COM 302130109 1,832 65,933 SH DEFINED 1
EXPRESS SCRIPTS INC COM 302182100 36,317 806,516 SH DEFINED 1
EXXON MOBIL CORP COM 30231G102 661,441 9,637,782 SH DEFINED 1
EXXON MOBIL CORP. COM 30231G102 964 14,154 SH DEFINED 2 14,154
F M C CORP COM NEW 302491303 4,554 108,350 SH DEFINED 1
F5 NETWORKS INC COM 315616102 8,496 399,790 SH DEFINED 1
FACTSET RESH SYS INC COM 303075105 1,410 30,050 SH DEFINED 1
FAIR ISAAC CORP COM 303250104 2,301 171,200 SH DEFINED 1
FAMILY DLR STORES INC COM 307000109 11,288 334,571 SH DEFINED 1
FASTENAL CO COM 311900104 1,944 61,000 SH DEFINED 1
FEDERAL HOME LN MTG CORP COM 313400301 93 122,200 SH DEFINED 1
FEDERAL NATL MTG ASSN COM 313586109 135 201,150 SH DEFINED 1
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 9,024 212,039 SH DEFINED 1
FEDERATED INVS INC PA CL B 314211103 1,697 81,022 SH DEFINED 1
FEDEX CORP COM 31428X106 10,459 237,273 SH DEFINED 1
FEI CO COM 30241L109 5,763 385,248 SH DEFINED 1
FELCOR LODGING TR INC COM 31430F101 46 32,550 SH DEFINED 1
FERRO CORP COM 315405100 22 16,750 SH DEFINED 1
FIDELITY NATL INFORMATION SV COM 31620M106 26,503 371,819 SH DEFINED 1
FIFTH THIRD BANCORP COM 316773100 424 170,839 SH DEFINED 1
FINANCIAL FED CORP COM 317492106 2,233 53,660 SH DEFINED 1
FINISAR COM 31787A101 52 133,762 SH DEFINED 1
FINISH LINE INC CL A 317923100 523 80,699 SH DEFINED 1
FIRST HORIZON NATL CORP COM 320517105 463 45,606 SH DEFINED 1
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 34 15,800 SH DEFINED 1
FIRST MIDWEST BANCORP DEL COM 320867104 1,203 149,262 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
FIRST NIAGARA FINL GP INC COM 33582V108 6,341 597,064 SH DEFINED 1
FIRST ACCEPTANCE CORP COM 318457108 42 17,000 SH DEFINED 1
FIRST AMERN CORP CALIF COM 318522307 4,302 165,600 SH DEFINED 1
FIRST BANCORP P R COM 318672102 11,580 182,299 SH DEFINED 1
FIRST COMWLTH FINL CORP PA COM 319829107 392 22,800 SH DEFINED 1
FIRSTENERGY CORP COM 337932107 7,642 197,103 SH DEFINED 1
FIRSTMERIT CORP COM 337915102 7,275 419,094 SH DEFINED 1
FISERV INC COM 337738108 27,163 768,625 SH DEFINED 1
FLIR SYS INC COM 302445101 25,335 1,240,705 SH DEFINED 1
FLOWERS FOODS INC COM 343498101 9,763 422,267 SH DEFINED 1
FLOWSERVE CORP COM 34354P105 9,199 166,891 SH DEFINED 1
FLUOR CORP NEW COM 343412102 14,884 427,330 SH DEFINED 1
FNB CORP PA COM 302520101 705 48,796 SH DEFINED 1
FOOT LOCKER INC COM 344849104 10,912 515,671 SH DEFINED 1
FORD MTR CO DEL COM PAR $0.01 345370860 1,435 520,029 SH DEFINED 1
FOREST LABS INC COM 345838106 20,348 950,845 SH DEFINED 1
FOREST OIL CORP COM PAR $0.01 346091705 2,122 80,270 SH DEFINED 1
FORRESTER RESH INC COM 346563109 1,345 65,500 SH DEFINED 1
FORTUNE BRANDS INC COM 349631101 8,952 364,065 SH DEFINED 1
FOSSIL INC COM 349882100 7,993 497,680 SH DEFINED 1
FPL GROUP INC COM 302571104 17,072 344,968 SH DEFINED 1
FRANKLIN ELEC INC COM 353514102 1,811 81,700 SH DEFINED 1
FREDS INC CL A 356108100 1,060 93,000 SH DEFINED 1
FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 358029106 762 4,000 SH DEFINED 1
FRONTIER FINL CORP WASH COM 35907K105 95 87,999 SH DEFINED 1
FRONTIER OIL CORP COM 35914P105 4,938 380,980 SH DEFINED 1
FUELCELL ENERGY INC COM 35952H106 46 19,800 SH DEFINED 1
FULLER H B CO COM 359694106 5,712 440,385 SH DEFINED 1
FX ENERGY INC COM 302695101 58 19,300 SH DEFINED 1
GALLAGHER ARTHUR J & CO COM 363576109 10,394 623,508 SH DEFINED 1
GANNETT INC COM 364730101 154 68,277 SH DEFINED 1
GARDNER DENVER INC COM 365558105 7,371 345,388 SH DEFINED 1
GARTNER INC COM 366651107 2,045 190,210 SH DEFINED 1
GENCORP INC COM 368682100 48 23,350 SH DEFINED 1
GENERAL DYNAMICS CORP COM 369550108 59,525 702,938 SH DEFINED 1
GENERAL ELECTRIC CO COM 369604103 155,118 15,621,102 SH DEFINED 1
GENERAL GROWTH PPTYS INC COM 370021107 8 14,950 SH DEFINED 1
GENERAL MLS INC COM 370334104 24,743 492,292 SH DEFINED 1
GENERAL MTRS CORP COM 370442105 656 242,894 SH DEFINED 1
GENERAL ELECTRIC CO. COM 369604103 10,132 1,002,196 SH DEFINED 2 1,002,196
GENESCO INC COM 371532102 865 45,760 SH DEFINED 1
GENESEE & WYO INC CL A 371559105 2,922 135,012 SH DEFINED 1
GENTEX CORP COM 371901109 265 27,200 SH DEFINED 1
GENTIVA HEALTH SERVICES INC COM 37247A102 1,313 89,079 SH DEFINED 1
GENUINE PARTS CO COM 372460105 2,030 68,296 SH DEFINED 1
GENZYME CORP COM 372917104 10,219 173,358 SH DEFINED 1
GERDAU AMERISTEEL CORP COM 37373P105 1,758 559,700 SH DEFINED 1
GERON CORP COM 374163103 120 27,200 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
GEVITY HR INC COM 374393106 142 35,700 SH DEFINED 1
GILEAD SCIENCES INC COM 375558103 253,387 2,777,150 SH DEFINED 1
GLATFELTER COM 377316104 357 55,190 SH DEFINED 1
GLIMCHER RLTY TR SH BEN INT 379302102 18 14,150 SH DEFINED 1
GLOBAL PMTS INC COM 37940X102 10,032 306,885 SH DEFINED 1
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 8,683 262,172 SH DEFINED 1
GOLDCORP INC NEW COM 380956409 29,430 868,386 SH DEFINED 1
GOODRICH CORP COM 382388106 7,759 205,328 SH DEFINED 1
GOODYEAR TIRE & RUBR CO COM 382550101 1,425 230,210 SH DEFINED 1
GRACO INC COM 384109104 574 33,750 SH DEFINED 1
GRANITE CONSTR INC COM 387328107 3,320 89,220 SH DEFINED 1
GRAY TELEVISION INC COM 389375106 65 58,750 SH DEFINED 1
GREAT ATLANTIC & PAC TEA INC COM 390064103 60 11,450 SH DEFINED 1
GREAT PLAINS ENERGY INC COM 391164100 766 57,300 SH DEFINED 1
GREATBATCH INC COM 39153L106 3,778 196,881 SH DEFINED 1
GREIF INC CL A 397624107 2,086 63,092 SH DEFINED 1
GRIFFON CORP COM 398433102 874 115,004 SH DEFINED 1
GROUPE CGI INC CL A SUB VTG 39945C109 7,878 507,616 SH DEFINED 1
GRUPO TELEVISA SA SP ADR REP ORD 40049J206 441 32,311 SH DEFINED 2 32,311
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 527 19,598 SH DEFINED 1
GUESS INC COM 401617105 2,629 132,784 SH DEFINED 1
HAIN CELESTIAL GROUP INC COM 405217100 631 43,533 SH DEFINED 1
HALLIBURTON CO COM 406216101 22,390 1,415,325 SH DEFINED 1
HANOVER INS GROUP INC COM 410867105 7,223 126,772 SH DEFINED 1
HANSEN NAT CORP COM 411310105 2,962 83,450 SH DEFINED 1
HARMAN INTL INDS INC COM 413086109 289 21,845 SH DEFINED 1
HARRIS CORP DEL COM 413875105 4,615 165,517 SH DEFINED 1
HARSCO CORP COM 415864107 1,116 51,490 SH DEFINED 1
HARTE-HANKS INC COM 416196103 422 80,000 SH DEFINED 1
HARTFORD FINL SVCS GROUP INC COM 416515104 925 120,004 SH DEFINED 1
HARVEST NATURAL RESOURCES IN COM 41754V103 187 56,700 SH DEFINED 1
HASBRO INC COM 418056107 4,950 198,566 SH DEFINED 1
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,270 93,472 SH DEFINED 1
HCC INS HLDGS INC COM 404132102 2,368 95,929 SH DEFINED 1
HEALTH CARE REIT INC COM 42217K106 3,624 128,750 SH DEFINED 1
HEALTH MGMT ASSOC INC NEW CL A 421933102 1,585 654,800 SH DEFINED 1
HEALTH NET INC COM 42222G108 3,406 243,108 SH DEFINED 1
HEALTHCARE SVCS GRP INC COM 421906108 204 13,650 SH DEFINED 1
HEARTLAND EXPRESS INC COM 422347104 7,535 528,038 SH DEFINED 1
HECLA MNG CO COM 422704106 70 37,400 SH DEFINED 1
HEICO CORP NEW COM 422806109 282 11,850 SH DEFINED 1
HEINZ H J CO COM 423074103 14,817 446,437 SH DEFINED 1
HERSHEY CO COM 427866108 5,405 77,789 SH DEFINED 1
HEWLETT PACKARD CO COM 428236103 173,400 5,398,518 SH DEFINED 1
HEXCEL CORP NEW COM 428291108 1,986 309,400 SH DEFINED 1
HIGHWOODS PPTYS INC COM 431284108 4,029 208,320 SH DEFINED 1
HNI CORP COM 404251100 579 57,888 SH DEFINED 1
HOLLY CORP COM PAR $0.01 435758305 3,120 147,788 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
HOLOGIC INC COM 436440101 4,540 350,024 SH DEFINED 1
HOME DEPOT INC COM 437076102 65,570 2,804,543 SH DEFINED 1
HOME DEPOT, INC. COM 437076102 8,214 348,646 SH DEFINED 2 348,646
HOME PROPERTIES INC COM 437306103 2,749 95,600 SH DEFINED 1
HONEYWELL INTERNATIONAL, INC. COM 438516106 10,418 373,928 SH DEFINED 2 373,928
HORACE MANN EDUCATORS CORP N COM 440327104 2,346 297,300 SH DEFINED 1
HORMEL FOODS CORP COM 440452100 2,544 80,900 SH DEFINED 1
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,897 442,410 SH DEFINED 1
HOT TOPIC INC COM 441339108 1,109 101,400 SH DEFINED 1
HOVNANIAN ENTERPRISES INC CL A 442487203 33 21,750 SH DEFINED 1
HRPT PPTYS TR COM SH BEN INT 40426W101 51 17,300 SH DEFINED 1
HSBC HLDGS PLC SPON ADR NEW 404280406 960 18,000 SH DEFINED 1
HUBBELL INC CL B 443510201 4,538 171,820 SH DEFINED 1
HUMAN GENOME SCIENCES INC COM 444903108 1,386 1,523,448 SH DEFINED 1
HUMANA INC COM 444859102 3,308 131,573 SH DEFINED 1
HUNT J B TRANS SVCS INC COM 445658107 35,207 1,479,917 SH DEFINED 1
HUNTINGTON BANCSHARES INC COM 446150104 155 107,444 SH DEFINED 1
HUTCHINSON TECHNOLOGY INC COM 448407106 340 123,250 SH DEFINED 1
HYPERCOM CORP COM 44913M105 33 33,000 SH DEFINED 1
IAMGOLD CORP COM 450913108 4,712 583,200 SH DEFINED 1
IBERIABANK CORP COM 450828108 285 6,550 SH DEFINED 1
ICICI BANK LTD. ADR 45104G104 924 69,500 SH DEFINED 3 69,500
ICICI BK LTD ADR 45104G104 12,155 479,297 SH DEFINED 1
IDACORP INC COM 451107106 3,961 169,860 SH DEFINED 1
IDEX CORP COM 45167R104 4,552 211,110 SH DEFINED 1
II VI INC COM 902104108 327 19,170 SH DEFINED 1
ILLINOIS TOOL WKS INC COM 452308109 60,451 1,991,154 SH DEFINED 1
ILLUMINA INC COM 452327109 311 8,450 SH DEFINED 1
IMATION CORP COM 45245A107 1,412 190,520 SH DEFINED 1
IMS HEALTH INC COM 449934108 6,889 562,848 SH DEFINED 1
INCYTE CORP COM 45337C102 1,408 631,500 SH DEFINED 1
INFORMATICA CORP COM 45666Q102 1,970 139,335 SH DEFINED 1
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 7,014 135,572 SH DEFINED 1
INGRAM MICRO INC CL A 457153104 5,210 416,134 SH DEFINED 1
INSIGHT ENTERPRISES INC COM 45765U103 512 167,870 SH DEFINED 1
INSPIRE PHARMACEUTICALS INC COM 457733103 39 10,100 SH DEFINED 1
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,122 684,600 SH DEFINED 1
INTEL CORP COM 458140100 317,754 11,093,054 SH DEFINED 1
INTEL CORP. COM 458140100 10,327 686,187 SH DEFINED 2 686,187
INTERMUNE INC COM 45884X103 4,613 277,700 SH DEFINED 1
INTERNATIONAL BANCSHARES COR COM 459044103 1,085 147,450 SH DEFINED 1
INTERNATIONAL GAME TECHNOLOG COM 459902102 2,602 283,092 SH DEFINED 1
INTERNATIONAL RECTIFIER CORP COM 460254105 157 11,685 SH DEFINED 1
INTERPUBLIC GROUP COS INC COM 460690100 5,916 1,418,645 SH DEFINED 1
INTL PAPER CO COM 460146103 8,299 1,123,061 SH DEFINED 1
INTUITIVE SURGICAL INC COM NEW 46120E602 2,855 15,200 SH DEFINED 1
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 6,717 276,287 SH DEFINED 1
IRON MTN INC COM 462846106 916 42,300 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
ISHARES FTSE/XINHUA CHINA
25 INDEX FUND FTSE XNHUA IDX 464287184 2,104 73,762 SH DEFINED 2 73,762
ISHARES MSCI EAFE INDEX FUND MSCI EAFE IDX 464287465 2,742 72,943 SH DEFINED 2 72,943
ISHARES MSCI EMERGING MARKETS
INDEX FUND MSCI EMERG MKT 464287234 3,189 128,545 SH DEFINED 2 128,545
ISHARES MSCI SOUTH KOREA
INDEX FUND MSCI S KOREA 464286772 1,332 46,789 SH DEFINED 2 46,789
ISHARES MSCI TAIWAN INDEX FUND MSCI TAIWAN 464286731 1,687 209,000 SH DEFINED 2 209,000
ISHARES S&P GLOBAL ENERGY
SECTOR INDEX FUND S&P GBL ENER 464287341 876 33,058 SH DEFINED 2 33,058
ISIS PHARMACEUTICALS INC COM 464330109 2,567 173,200 SH DEFINED 1
ITRON INC COM 465741106 2,643 55,130 SH DEFINED 1
ITT CORP NEW COM 450911102 53,810 466,857 SH DEFINED 1
J & J SNACK FOODS CORP COM 466032109 1,422 41,740 SH DEFINED 1
JABIL CIRCUIT INC COM 466313103 291 53,224 SH DEFINED 1
JACOBS ENGR GROUP INC DEL COM 469814107 10,148 263,050 SH DEFINED 1
JAKKS PAC INC COM 47012E106 910 72,857 SH DEFINED 1
JANUS CAP GROUP INC COM 47102X105 215 35,347 SH DEFINED 1
JEFFERIES GROUP INC NEW COM 472319102 1,190 91,300 SH DEFINED 1
JOHNSON & JOHNSON COM 478160104 195,360 3,685,344 SH DEFINED 1
JOHNSON & JOHNSON COM 478160104 983 18,686 SH DEFINED 2 18,686
JOHNSON CTLS INC COM 478366107 2,886 244,536 SH DEFINED 1
JONES APPAREL GROUP INC COM 480074103 69 15,650 SH DEFINED 1
JOY GLOBAL INC COM 481165108 4,344 205,299 SH DEFINED 1
JPMORGAN & CHASE & CO COM 46625H100 353,672 6,310,042 SH DEFINED 1
JUNIPER NETWORKS INC COM 48203R104 11,860 784,384 SH DEFINED 1
KB HOME COM 48666K109 299 21,731 SH DEFINED 1
KELLOGG CO COM 487836108 6,367 174,523 SH DEFINED 1
KELLY SVCS INC CL A 488152208 1,086 135,970 SH DEFINED 1
KENSEY NASH CORP COM 490057106 1,273 64,860 SH DEFINED 1
KEYCORP NEW COM 493267108 910 124,954 SH DEFINED 1
KILROY RLTY CORP COM 49427F108 1,889 117,253 SH DEFINED 1
KIMBERLY CLARK CORP COM 494368103 33,944 731,711 SH DEFINED 1
KIMBERLY-CLARK CORP. COM 494368103 10,296 223,287 SH DEFINED 2 223,287
KIMCO REALTY CORP COM 49446R109 2,290 328,486 SH DEFINED 1
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 12,123 262,064 SH DEFINED 1
KINDER MORGAN ENERGY
PARTNERS LP UT LTD PARTNER 494550106 494 10,581 SH DEFINED 2 10,581
KINETIC CONCEPTS INC COM NEW 49460W208 1,857 90,540 SH DEFINED 1
KING PHARMACEUTICALS INC COM 495582108 528 76,351 SH DEFINED 1
KINROSS GOLD CORP COM NO PAR 496902404 22,229 1,239,491 SH DEFINED 1
KIRBY CORP COM 497266106 6,432 246,435 SH DEFINED 1
KLA-TENCOR CORP COM 482480100 1,027 51,119 SH DEFINED 1
KOHLS CORP COM 500255104 10,160 244,049 SH DEFINED 1
KORN FERRY INTL COM NEW 500643200 1,385 155,650 SH DEFINED 1
KRAFT FOODS INC CL A 50075N104 97,592 2,234,239 SH DEFINED 1
KRAFT FOODS, INC. CL A 50075N104 10,455 469,046 SH DEFINED 2 469,046
KRISPY KREME DOUGHNUTS INC COM 501014104 26 16,050 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
KROGER CO COM 501044101 11,981 558,559 SH DEFINED 1
K-SWISS INC CL A 482686102 326 38,400 SH DEFINED 1
KT CORP SPONSORED ADR 48268K101 12,039 437,146 SH DEFINED 1
KT CORP. SPONSORED ADR 48268K101 703 51,015 SH DEFINED 2 51,015
KULICKE & SOFFA INDS INC COM 501242101 51 20,900 SH DEFINED 1
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11,602 171,833 SH DEFINED 1
LACLEDE GROUP INC COM 505597104 592 15,470 SH DEFINED 1
LAM RESEARCH CORP COM 512807108 3,744 167,276 SH DEFINED 1
LANDAUER INC COM 51476K103 1,212 24,300 SH DEFINED 1
LANDEC CORP COM 514766104 68 12,400 SH DEFINED 1
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,253 228,211 SH DEFINED 1
LATTICE SEMICONDUCTOR CORP COM 518415104 56 40,100 SH DEFINED 1
LAUDER ESTEE COS INC CL A 518439104 1,729 70,156 SH DEFINED 1
LAYNE CHRISTENSEN CO COM 521050104 180 10,860 SH DEFINED 1
LEAR CORP COM 521865105 122 152,250 SH DEFINED 1
LEE ENTERPRISES INC COM 523768109 13 43,933 SH DEFINED 1
LEGG MASON INC COM 524901105 915 30,615 SH DEFINED 1
LEGGETT & PLATT INC COM 524660107 18,277 1,426,777 SH DEFINED 1
LEGGETT & PLATT, INC. COM 524660107 11,246 865,734 SH DEFINED 2 865,734
LENNAR CORP CL A 526057104 559 64,145 SH DEFINED 1
LENNOX INTL INC COM 526107107 3,099 117,250 SH DEFINED 1
LEUCADIA NATL CORP COM 527288104 607 44,027 SH DEFINED 1
LEXINGTON REALTY TRUST COM 529043101 1,049 237,260 SH DEFINED 1
LIBBEY INC COM 529898108 9 10,300 SH DEFINED 1
LIBERTY PPTY TR SH BEN INT 531172104 4,656 264,700 SH DEFINED 1
LIFEPOINT HOSPITALS INC COM 53219L109 2,187 108,050 SH DEFINED 1
LILLY ELI & CO COM 532457108 37,344 1,137,142 SH DEFINED 1
LIMITED BRANDS INC COM 532716107 586 67,366 SH DEFINED 1
LINCARE HLDGS INC COM 532791100 2,462 115,428 SH DEFINED 1
LINCOLN NATL CORP IND COM 534187109 698 108,903 SH DEFINED 1
LINDSAY CORP COM 535555106 206 3,750 SH DEFINED 1
LOCKHEED MARTIN CORP COM 539830109 25,214 365,372 SH DEFINED 1
LORILLARD, INC. COM 544147101 9,971 161,498 SH DEFINED 2 161,498
LOUISIANA PAC CORP COM 546347105 111 53,800 SH DEFINED 1
LOWES COS INC COM 548661107 16,835 912,474 SH DEFINED 1
LSI CORPORATION COM 502161102 895 146,752 SH DEFINED 1
LSI INDS INC COM 50216C108 68 13,148 SH DEFINED 1
LTC PPTYS INC COM 502175102 217 12,900 SH DEFINED 1
LUBRIZOL CORP COM 549271104 285 8,500 SH DEFINED 1
LUFKIN INDS INC COM 549764108 699 18,972 SH DEFINED 1
LYDALL INC DEL COM 550819106 295 99,010 SH DEFINED 1
M & T BK CORP COM 55261F104 5,513 125,285 SH DEFINED 1
M D C HLDGS INC COM 552676108 2,684 84,980 SH DEFINED 1
M/I HOMES INC COM 55305B101 525 73,590 SH DEFINED 1
MACK CALI RLTY CORP COM 554489104 2,772 150,830 SH DEFINED 1
MACY'S, INC. COM 55616P104 496 55,720 SH DEFINED 2 55,720
MADDEN STEVEN LTD COM 556269108 257 13,850 SH DEFINED 1
MAGNA INTL INC CL A 559222401 4,604 86,117 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
MANHATTAN ASSOCS INC COM 562750109 1,518 92,400 SH DEFINED 1
MANITOWOC INC COM 563571108 92 30,040 SH DEFINED 1
MANPOWER INC COM 56418H100 4,599 149,960 SH DEFINED 1
MARATHON OIL CORP COM 565849106 97,544 3,831,251 SH DEFINED 1
MARRIOTT INTL INC NEW CL A 571903202 1,082 66,659 SH DEFINED 1
MARSH & MCLENNAN COS INC COM 571748102 7,953 400,443 SH DEFINED 1
MARTEK BIOSCIENCES CORP COM 572901106 1,129 60,880 SH DEFINED 1
MARTIN MARIETTA MATLS INC COM 573284106 1,698 21,450 SH DEFINED 1
MARVEL ENTERTAINMENT INC COM 57383T103 5,791 221,800 SH DEFINED 1
MASCO CORP COM 574599106 16,545 2,469,446 SH DEFINED 1
MASCO CORP. COM 574599106 12,436 1,781,706 SH DEFINED 2 1,781,706
MASSEY ENERGY CORP COM 576206106 1,110 107,960 SH DEFINED 1
MASTEC INC COM 576323109 156 13,200 SH DEFINED 1
MATRIX SVC CO COM 576853105 663 81,100 SH DEFINED 1
MATTEL INC COM 577081102 17,495 1,513,404 SH DEFINED 1
MATTEL, INC. COM 577081102 7,290 632,286 SH DEFINED 2 632,286
MATTHEWS INTL CORP CL A 577128101 3,301 117,380 SH DEFINED 1
MATTSON TECHNOLOGY INC COM 577223100 28 32,800 SH DEFINED 1
MAXIMUS INC COM 577933104 310 7,950 SH DEFINED 1
MBIA INC COM 55262C100 440 104,489 SH DEFINED 1
MCAFEE INC COM 579064106 13,479 416,920 SH DEFINED 1
MCDERMOTT INTL INC COM 580037109 13,384 1,013,950 SH DEFINED 1
MCDONALDS CORP COM 580135101 52,951 982,033 SH DEFINED 1
MCGRAW HILL COS INC COM 580645109 2,345 103,445 SH DEFINED 1
MCKESSON CORP COM 58155Q103 18,755 519,253 SH DEFINED 1
MCMORAN EXPLORATION CO COM 582411104 3,944 803,251 SH DEFINED 1
MDU RES GROUP INC COM 552690109 1,665 105,487 SH DEFINED 1
MEADOWBROOK INS GROUP INC COM 58319P108 887 146,925 SH DEFINED 1
MEADWESTVACO CORP COM 583334107 14,698 1,234,067 SH DEFINED 1
MEADWESTVACO CORP. COM 583334107 7,578 632,040 SH DEFINED 2 632,040
MECHEL OAO SPONSORED ADR 583840103 584 139,947 SH DEFINED 2 139,947
MEDAREX INC COM 583916101 186 37,050 SH DEFINED 1
MEDCATH CORP COM 58404W109 178 24,650 SH DEFINED 1
MEDIA GEN INC CL A 584404107 97 26,550 SH DEFINED 1
MEDIACOM COMMUNICATIONS CORP CL A 58446K105 79 19,350 SH DEFINED 1
MEDICINES CO COM 584688105 3,546 347,654 SH DEFINED 1
MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 4,892 198,370 SH DEFINED 1
MEDIS TECHNOLOGIES LTD COM 58500P107 6 13,500 SH DEFINED 1
MEDTRONIC INC COM 585055106 61,948 1,063,025 SH DEFINED 1
MEMC ELECTR MATLS INC COM 552715104 1,706 102,668 SH DEFINED 1
MENS WEARHOUSE INC COM 587118100 1,011 66,221 SH DEFINED 1
MENTOR GRAPHICS CORP COM 587200106 13,311 1,530,041 SH DEFINED 1
MERCK & CO INC COM 589331107 86,287 3,249,991 SH DEFINED 1
MERCK & CO., INC. COM 589331107 14,860 555,504 SH DEFINED 2 555,504
MERCURY COMPUTER SYS COM 589378108 239 44,410 SH DEFINED 1
MEREDITH CORP COM 589433101 1,467 88,691 SH DEFINED 1
MERIDIAN BIOSCIENCE INC COM 589584101 8,691 485,801 SH DEFINED 1
MERIDIAN RESOURCE CORP COM 58977Q109 4 16,550 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
MERITAGE HOMES CORP COM 59001A102 909 79,180 SH DEFINED 1
METHANEX CORP COM 59151K108 253 16,700 SH DEFINED 1
METLIFE INC COM 59156R108 18,272 849,872 SH DEFINED 1
MGE ENERGY INC COM 55277P104 288 9,250 SH DEFINED 1
MGM MIRAGE COM 552953101 462 8,950 SH DEFINED 1
MICREL INC COM 594793101 4,267 602,728 SH DEFINED 1
MICROCHIP TECHNOLOGY INC COM 595017104 890 42,080 SH DEFINED 1
MICRON TECHNOLOGY INC COM 595112103 3,662 943,873 SH DEFINED 1
MICROS SYS INC COM 594901100 12,044 629,593 SH DEFINED 1
MICROSOFT CORP COM 594918104 448,369 12,410,538 SH DEFINED 1
MICROSOFT CORP. COM 594918104 1,572 85,569 SH DEFINED 2 85,569
MID-AMER APT CMNTYS INC COM 59522J103 6,625 232,770 SH DEFINED 1
MIDDLEBY CORP COM 596278101 348 10,776 SH DEFINED 1
MILLER HERMAN INC COM 600544100 2,033 192,292 SH DEFINED 1
MILLIPORE CORP COM 601073109 707 12,505 SH DEFINED 1
MINERALS TECHNOLOGIES INC COM 603158106 6,333 201,610 SH DEFINED 1
MIPS TECHNOLOGIES INC COM 604567107 57 21,350 SH DEFINED 1
MKS INSTRUMENT INC COM 55306N104 9,748 663,161 SH DEFINED 1
MOBILE TELESYSTEMS FINANCE SA SPONSORED ADR 607409109 1,397 46,700 SH DEFINED 2 46,700
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,120 35,781 SH DEFINED 1
MODINE MFG CO COM 607828100 26 10,650 SH DEFINED 1
MOLEX INC COM 608554101 520 38,555 SH DEFINED 1
MOLSON COORS BREWING CO CL B 60871R209 4,867 142,108 SH DEFINED 1
MONSANTO CO NEW COM 61166W101 60,923 736,143 SH DEFINED 1
MOODYS CORP COM 615369105 1,539 70,292 SH DEFINED 1
MOOG INC CL A 615394202 11,443 506,121 SH DEFINED 1
MPS GROUP INC COM 553409103 2,110 358,315 SH DEFINED 1
MSC INDL DIRECT INC CL A 553530106 4,350 143,600 SH DEFINED 1
MURPHY OIL CORP COM 626717102 35,498 779,837 SH DEFINED 1
NACCO INDS INC CL A 629579103 305 12,640 SH DEFINED 1
NASH FINCH CO COM 631158102 742 26,780 SH DEFINED 1
NATIONAL FUEL GAS CO N J COM 636180101 2,668 86,680 SH DEFINED 1
NATIONAL HEALTH INVS INC COM 63633D104 233 9,107 SH DEFINED 1
NATIONAL SEMICONDUCTOR CORP COM 637640103 11,670 1,146,323 SH DEFINED 1
NATIONWIDE HEALTH PPTYS INC COM 638620104 6,408 318,650 SH DEFINED 1
NAUTILUS INC COM 63910B102 8 12,200 SH DEFINED 1
NBT BANCORP INC COM 628778102 1,150 55,400 SH DEFINED 1
NBTY INC COM 628782104 384 26,850 SH DEFINED 1
NCI BUILDING SYS INC COM 628852105 264 111,020 SH DEFINED 1
NCR CORP NEW COM 62886E108 3,573 447,130 SH DEFINED 1
NEKTAR THERAPEUTICS COM 640268108 2,182 409,474 SH DEFINED 1
NETFLIX INC COM 64110L106 3,043 72,410 SH DEFINED 1
NEW JERSEY RES COM 646025106 3,137 91,979 SH DEFINED 1
NEW YORK CMNTY BANCORP INC COM 649445103 21,093 991,200 SH DEFINED 1
NEW YORK TIMES CO CL A 650111107 129 27,816 SH DEFINED 1
NEWELL RUBBERMAID INC COM 651229106 16,869 2,652,377 SH DEFINED 1
NEWELL RUBBERMAID, INC. COM 651229106 7,742 1,213,448 SH DEFINED 2 1,213,448
NEWMARKET CORP COM 651587107 2,257 26,200 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
NEWMONT MINING CORP COM 651639106 51,099 1,128,013 SH DEFINED 1
NEWPORT CORP COM 651824104 299 67,250 SH DEFINED 1
NEXEN INC COM 65334H102 49,378 2,948,705 SH DEFINED 1
NICOR INC COM 654086107 1,017 30,986 SH DEFINED 1
NII HLDGS INC CL B NEW 62913F201 1,175 82,374 SH DEFINED 1
NIKE INC CL B 654106103 14,046 303,634 SH DEFINED 1
NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 5,232 133,400 SH DEFINED 1
NISOURCE INC COM 65473P105 15,691 1,617,617 SH DEFINED 1
NISOURCE, INC. COM 65473P105 981 100,106 SH DEFINED 2 100,106
NOBLE ENERGY INC COM 655044105 4,817 92,271 SH DEFINED 1
NORDSON CORP COM 655663102 6,225 226,453 SH DEFINED 1
NORDSTROM INC COM 655664100 2,280 135,893 SH DEFINED 1
NORFOLK SOUTHERN CORP COM 655844108 9,006 271,831 SH DEFINED 1
NORTHEAST UTILS COM 664397106 2,878 133,743 SH DEFINED 1
NORTHERN TR CORP COM 665859104 22,785 399,807 SH DEFINED 1
NORTHGATE MINERALS CORP COM 666416102 274 208,500 SH DEFINED 1
NORTHROP GRUMMAN CORP COM 666807102 20,780 477,806 SH DEFINED 1
NOVARTIS A G SPONSORED ADR 66987V109 27,907 254,509 SH DEFINED 1
NOVARTIS AG SPONSORED ADR 66987V109 9,628 254,509 SH DEFINED 2 254,509
NOVATEL WIRELESS INC COM NEW 66987M604 597 103,680 SH DEFINED 1
NOVAVAX INC COM 670002104 12 14,050 SH DEFINED 1
NOVELL INC COM 670006105 354 82,190 SH DEFINED 1
NRG ENERGY INC COM NEW 629377508 1,865 109,402 SH DEFINED 1
NSTAR COM 67019E107 32,039 1,017,113 SH DEFINED 1
NU SKIN ENTERPRISES INC CL A 67018T105 206 20,250 SH DEFINED 1
NUCOR CORP COM 670346105 11,043 289,917 SH DEFINED 1
NVIDIA CORP COM 67066G104 5,439 265,231 SH DEFINED 1
NYSE EURONEXT COM 629491101 8,632 482,243 SH DEFINED 2 482,243
O REILLY AUTOMOTIVE INC COM 686091109 1,082 30,869 SH DEFINED 1
OCCIDENTAL PETE CORP DEL COM 674599105 104,009 1,850,695 SH DEFINED 1
OCEANEERING INTL INC COM 675232102 2,552 67,800 SH DEFINED 1
ODYSSEY RE HLDGS CORP COM 67612W108 628 16,850 SH DEFINED 1
OFFICE DEPOT INC COM 676220106 79 61,374 SH DEFINED 1
OGE ENERGY CORP COM 670837103 12,071 512,369 SH DEFINED 1
OGE ENERGY CORP. COM 670837103 9,615 403,671 SH DEFINED 2 403,671
OIL STS INTL INC COM 678026105 1,850 133,030 SH DEFINED 1
OLD DOMINION FGHT LINES INC COM 679580100 5,769 248,972 SH DEFINED 1
OLD NATL BANCORP IND COM 680033107 4,994 482,054 SH DEFINED 1
OLD REP INTL CORP COM 680223104 890 86,600 SH DEFINED 1
OLIN CORP COM PAR $1 680665205 2,709 196,890 SH DEFINED 1
OMEGA HEALTHCARE INVS INC COM 681936100 1,944 148,540 SH DEFINED 1
OMNICARE INC COM 681904108 10,938 452,185 SH DEFINED 1
OMNICOM GROUP INC COM 681919106 16,041 697,132 SH DEFINED 1
OMNIVISION TECHNOLOGIES INC COM 682128103 313 44,840 SH DEFINED 1
ON ASSIGNMENT INC COM 682159108 510 186,040 SH DEFINED 1
ONEOK INC NEW COM 682680103 2,655 119,180 SH DEFINED 1
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 3,197 80,000 SH DEFINED 1
ONLINE RES CORP COM 68273G101 60 14,700 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
OPEN TEXT CORP COM 683715106 791 23,000 SH DEFINED 1
ORACLE CORP COM 68389X105 111,266 6,300,463 SH DEFINED 1
ORASURE TECHNOLOGIES INC COM 68554V108 48 18,950 SH DEFINED 1
ORBITAL SCIENCES CORP COM 685564106 1,861 154,300 SH DEFINED 1
ORTHOVITA INC COM 68750U102 61 22,500 SH DEFINED 1
OSHKOSH CORP COM 688239201 851 59,900 SH DEFINED 1
OSI PHARMACEUTICALS INC COM 671040103 10,989 287,075 SH DEFINED 1
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,609 70,550 SH DEFINED 1
OWENS & MINOR INC NEW COM 690732102 10,400 307,414 SH DEFINED 1
OWENS ILL INC COM NEW 690768403 1,372 95,585 SH DEFINED 1
OXFORD INDS INC COM 691497309 84 13,000 SH DEFINED 1
P F CHANGS CHINA BISTRO INC COM 69333Y108 3,816 166,057 SH DEFINED 1
PACCAR INC COM 693718108 271,511 2,161,713 SH DEFINED 1
PACIFIC SUNWEAR CALIF INC COM 694873100 31 19,177 SH DEFINED 1
PACKAGING CORP AMER COM 695156109 1,114 86,550 SH DEFINED 1
PACTIV CORP COM 695257105 7,049 494,679 SH DEFINED 1
PAIN THERAPEUTICS INC COM 69562K100 55 13,200 SH DEFINED 1
PALL CORP COM 696429307 1,078 52,873 SH DEFINED 1
PALM INC NEW COM 696643105 1,168 138,050 SH DEFINED 1
PANERA BREAD CO CL A 69840W108 3,391 61,850 SH DEFINED 1
PANTRY INC COM 698657103 212 12,600 SH DEFINED 1
PAPA JOHNS INTL INC COM 698813102 6,566 286,224 SH DEFINED 1
PARALLEL PETE CORP DEL COM 699157103 21 17,000 SH DEFINED 1
PAREXEL INTL CORP COM 699462107 276 28,700 SH DEFINED 1
PARK ELECTROCHEMICAL CORP COM 700416209 200 11,500 SH DEFINED 1
PARKER DRILLING CO COM 701081101 218 116,980 SH DEFINED 1
PARKER HANNIFIN CORP COM 701094104 1,519 45,028 SH DEFINED 1
PARKWAY PPTYS INC COM 70159Q104 557 56,790 SH DEFINED 1
PATTERSON COMPANIES INC COM 703395103 585 30,555 SH DEFINED 1
PATTERSON UTI ENERGY INC COM 703481101 34,290 3,735,278 SH DEFINED 1
PAYCHEX INC COM 704326107 20,750 82,408 SH DEFINED 1
PEABODY ENERGY CORP COM 704549104 52,157 1,041,472 SH DEFINED 1
PEETS COFFEE & TEA INC COM 705560100 366 17,150 SH DEFINED 1
PENN VA CORP COM 707882106 1,681 157,730 SH DEFINED 1
PENNEY J C INC COM 708160106 3,414 167,175 SH DEFINED 1
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 358 106,400 SH DEFINED 1
PEOPLES BANCORP INC COM 709789101 195 15,350 SH DEFINED 1
PEP BOYS MANNY MOE & JACK COM 713278109 58 13,100 SH DEFINED 1
PEPCO HOLDINGS INC COM 713291102 647 52,830 SH DEFINED 1
PEPSI BOTTLING GROUP INC COM 713409100 14,364 649,947 SH DEFINED 1
PEPSIAMERICAS INC COM 71343P200 545 31,867 SH DEFINED 1
PERFICIENT INC COM 71375U101 726 137,160 SH DEFINED 1
PERINI CORP COM 713839108 274 23,050 SH DEFINED 1
PERKINELMER INC COM 714046109 5,808 469,163 SH DEFINED 1
PEROT SYS CORP CL A 714265105 557 43,800 SH DEFINED 1
PERRIGO CO COM 714290103 2,795 112,610 SH DEFINED 1
PETRO-CDA COM 71644E102 10,437 387,219 SH DEFINED 1
PETROCHINA CO LTD SPONSORED ADR 71646E100 17,182 108,500 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
PETROLEO BRASILEIRO SA SP ADR NON VTG 71654V101 8,370 341,613 SH DEFINED 2 341,613
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 25,262 511,790 SH DEFINED 1
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 16,181 131,167 SH DEFINED 1
PETSMART INC COM 716768106 5,363 251,541 SH DEFINED 1
PFIZER INC COM 717081103 165,404 12,073,273 SH DEFINED 1
PFIZER, INC. COM 717081103 14,762 1,083,844 SH DEFINED 2 1,083,844
PG&E CORP COM 69331C108 41,104 1,080,820 SH DEFINED 1
PHILIP MORRIS INTERNATIONAL,
INC. COM 718172109 9,937 279,274 SH DEFINED 2 279,274
PHILLIPS VAN HEUSEN CORP COM 718592108 3,455 150,480 SH DEFINED 1
PIEDMONT NAT GAS INC COM 720186105 2,425 93,550 SH DEFINED 1
PINNACLE ENTMT INC COM 723456109 108 15,400 SH DEFINED 1
PINNACLE WEST CAP CORP COM 723484101 682 26,231 SH DEFINED 1
PIONEER NAT RES CO COM 723787107 1,760 104,700 SH DEFINED 1
PITNEY BOWES INC COM 724479100 44,431 1,924,256 SH DEFINED 1
PITNEY BOWES, INC. COM 724479100 10,929 468,039 SH DEFINED 2 468,039
PLANTRONICS INC NEW COM 727493108 285 24,997 SH DEFINED 1
PLAYBOY ENTERPRISES INC CL B 728117300 27 14,600 SH DEFINED 1
PLEXUS CORP COM 729132100 10,133 723,290 SH DEFINED 1
PLUG POWER INC COM 72919P103 25 34,350 SH DEFINED 1
PLUM CREEK TIMBER CO INC COM 729251108 5,070 187,843 SH DEFINED 1
PLX TECHNOLOGY INC COM 693417107 35 14,350 SH DEFINED 1
PMC-SIERRA INC COM 69344F106 669 104,110 SH DEFINED 1
PMI GROUP INC COM 69344M101 21 34,800 SH DEFINED 1
PNC FINL SVCS GROUP INC COM 693475105 23,615 883,810 SH DEFINED 1
PNM RES INC COM 69349H107 568 69,820 SH DEFINED 1
POLARIS INDS INC COM 731068102 3,451 160,284 SH DEFINED 1
POLO RALPH LAUREN CORP CL A 731572103 2,368 55,623 SH DEFINED 1
POPULAR INC COM 733174106 113 28,200 SH DEFINED 1
POSCO SPONSORED ADR 693483109 7,131 54,935 SH DEFINED 1
POST PPTYS INC COM 737464107 344 35,750 SH DEFINED 1
POTASH CORP SASK INC COM 73755L107 7,061 85,550 SH DEFINED 1
POWER-ONE INC COM 739308104 23 26,250 SH DEFINED 1
PPG INDS INC COM 693506107 19,674 533,612 SH DEFINED 1
PPL CORP COM 69351T106 5,047 180,884 SH DEFINED 1
PRE PAID LEGAL SVCS INC COM 740065107 1,313 22,728 SH DEFINED 1
PRECISION CASTPARTS CORP COM 740189105 15,281 256,303 SH DEFINED 1
PREMIERE GLOBAL SVCS INC COM 740585104 28 27,050 SH DEFINED 1
PRESIDENTIAL LIFE CORP COM 740884101 438 58,050 SH DEFINED 1
PRIDE INTL INC DEL COM 74153Q102 5,602 306,600 SH DEFINED 1
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 453 56,752 SH DEFINED 1
PROASSURANCE CORP COM 74267C106 6,435 142,501 SH DEFINED 1
PROCTER & GAMBLE CO COM 742718109 216,716 4,583,667 SH DEFINED 1
PROCTER & GAMBLE CO. COM 742718109 743 15,776 SH DEFINED 2 15,776
PROGRESS ENERGY INC COM 743263105 2,489 69,026 SH DEFINED 1
PROGRESS SOFTWARE CORP COM 743312100 6,016 357,661 SH DEFINED 1
PROGRESSIVE CORP OHIO COM 743315103 1,827 142,826 SH DEFINED 1
PROLOGIS SH BEN INT 743410102 2,801 532,430 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
PROTECTIVE LIFE CORP COM 743674103 1,653 332,545 SH DEFINED 1
PRUDENTIAL FINL INC COM 744320102 4,617 256,478 SH DEFINED 1
PSS WORLD MED INC COM 69366A100 2,173 150,710 SH DEFINED 1
PSYCHIATRIC SOLUTIONS INC COM 74439H108 7,159 457,757 SH DEFINED 1
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,990 668,883 SH DEFINED 1
PULTE HOMES INC COM 745867101 1,010 91,664 SH DEFINED 1
QLOGIC CORP COM 747277101 3,421 303,579 SH DEFINED 1
QUALCOMM INC COM 747525103 126,242 3,333,568 SH DEFINED 1
QUANTA SVCS INC COM 74762E102 16,458 765,110 SH DEFINED 1
QUEST DIAGNOSTICS INC COM 74834L100 1,834 38,981 SH DEFINED 1
QUEST SOFTWARE INC COM 74834T103 549 43,380 SH DEFINED 1
QUESTAR CORP COM 748356102 1,432 48,942 SH DEFINED 1
QUICKSILVER RESOURCES INC COM 74837R104 1,013 182,790 SH DEFINED 1
QUIKSILVER INC COM 74838C106 49 39,000 SH DEFINED 1
RADIAN GROUP INC COM 750236101 34 22,200 SH DEFINED 1
RADIOSHACK CORP COM 750438103 686 76,183 SH DEFINED 1
RADISYS CORP COM 750459109 1,109 181,520 SH DEFINED 1
RAIT FINANCIAL TRUST COM 749227104 54 22,300 SH DEFINED 1
RANGE RES CORP COM 75281A109 4,262 102,348 SH DEFINED 1
RAYMOND JAMES FINANCIAL INC COM 754730109 4,863 268,537 SH DEFINED 1
RAYONIER INC COM 754907103 13,148 461,509 SH DEFINED 1
RAYONIER, INC. COM 754907103 7,369 243,831 SH DEFINED 2 243,831
RAYTHEON CO COM NEW 755111507 23,956 617,435 SH DEFINED 1
RC2 CORP COM 749388104 244 42,840 SH DEFINED 1
REALTY INCOME CORP COM 756109104 1,519 88,190 SH DEFINED 1
REGAL ENTMT GROUP CL A 758766109 15,067 1,170,710 SH DEFINED 1
REGENCY CTRS CORP COM 758849103 3,000 122,116 SH DEFINED 1
REGENERON PHARMACEUTICALS COM 75886F107 1,470 103,633 SH DEFINED 1
REGIS CORP MINN COM 758932107 4,146 286,516 SH DEFINED 1
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,597 138,600 SH DEFINED 1
RENT A CTR INC NEW COM 76009N100 4,060 210,460 SH DEFINED 1
RENTECH INC COM 760112102 46 83,000 SH DEFINED 1
REPUBLIC SVCS INC COM 760759100 1,938 115,224 SH DEFINED 1
RES-CARE INC COM 760943100 1,425 98,490 SH DEFINED 1
RESEARCH IN MOTION LTD COM 760975102 1,079 12,356 SH DEFINED 1
RESMED INC COM 761152107 2,370 68,700 SH DEFINED 1
RESOURCES CONNECTION INC COM 76122Q105 2,133 143,250 SH DEFINED 1
REYNOLDS AMERICAN INC COM 761713106 61,230 836,251 SH DEFINED 1
REYNOLDS AMERICAN, INC. COM 761713106 1,007 28,086 SH DEFINED 2 28,086
RF MICRODEVICES INC COM 749941100 70 52,300 SH DEFINED 1
RIO TINTO PLC SPONSORED ADR 767204100 36,996 139,084 SH DEFINED 1
RITE AID CORP COM 767754104 12 33,450 SH DEFINED 1
ROBBINS & MYERS INC COM 770196103 1,138 75,440 SH DEFINED 1
ROBERT HALF INTL INC COM 770323103 1,086 62,334 SH DEFINED 1
ROCK-TENN CO CL A 772739207 2,588 96,455 SH DEFINED 1
ROCKWELL AUTOMATION INC COM 773903109 1,593 73,002 SH DEFINED 1
ROCKWELL COLLINS INC COM 774341101 1,129 34,823 SH DEFINED 1
ROFIN SINAR TECHNOLOGIES INC COM 775043102 394 11,700 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
ROGERS CORP COM 775133101 5,704 76,380 SH DEFINED 1
ROHM & HAAS CO COM 775371107 8,399 106,870 SH DEFINED 1
ROLLINS INC COM 775711104 179 11,150 SH DEFINED 1
ROPER INDS INC NEW COM 776696106 47,972 1,148,206 SH DEFINED 1
ROWAN COS INC COM 779382100 1,256 102,316 SH DEFINED 1
ROYAL BK CDA MONTREAL QUE COM 780087102 43,557 508,589 SH DEFINED 1
ROYAL GOLD INC COM 780287108 930 20,870 SH DEFINED 1
RPM INTL INC COM 749685103 6,639 532,864 SH DEFINED 1
RTI INTL METALS INC COM 74973W107 296 25,880 SH DEFINED 1
RUDDICK CORP COM 781258108 3,759 166,540 SH DEFINED 1
RYLAND GROUP INC COM 783764103 6,415 374,275 SH DEFINED 1
S & T BANCORP INC COM 783859101 1,266 62,050 SH DEFINED 1
SAFEWAY INC COM NEW 786514208 8,261 409,570 SH DEFINED 1
SAKS INC COM 79377W108 55 29,650 SH DEFINED 1
SALIX PHARMACEUTICALS INC COM 795435106 718 77,490 SH DEFINED 1
SANDISK CORP COM 80004C101 781 64,350 SH DEFINED 1
SANGAMO BIOSCIENCES INC COM 800677106 91 21,450 SH DEFINED 1
SAPIENT CORP COM 803062108 139 31,400 SH DEFINED 1
SARA LEE CORP. COM 803111103 10,884 1,347,022 SH DEFINED 2 1,347,022
SBA COMMUNICATIONS CORP COM 78388J106 15,856 691,510 SH DEFINED 1
SCANA CORP NEW COM 80589M102 1,475 48,516 SH DEFINED 1
SCANSOURCE INC COM 806037107 1,289 71,176 SH DEFINED 1
SCHEIN HENRY INC COM 806407102 2,854 72,259 SH DEFINED 1
SCHERING PLOUGH CORP COM 806605101 30,922 1,309,688 SH DEFINED 1
SCHLUMBERGER LTD COM 806857108 1,004,746 2,221,317 SH DEFINED 1
SCHNITZER STL INDS CL A 806882106 324 10,550 SH DEFINED 1
SCHOLASTIC CORP COM 807066105 580 38,920 SH DEFINED 1
SCHOOL SPECIALTY INC COM 807863105 1,239 70,638 SH DEFINED 1
SCHULMAN A INC COM 808194104 3,062 116,590 SH DEFINED 1
SCIENTIFIC GAMES CORP CL A 80874P109 1,521 124,363 SH DEFINED 1
SEAGATE TECHNOLOGY, INC. SHS G7945J104 464 77,123 SH DEFINED 2 77,123
SEALED AIR CORP NEW COM 81211K100 4,117 301,402 SH DEFINED 1
SEATTLE GENETICS INC COM 812578102 2,917 295,225 SH DEFINED 1
SEI INVESTMENTS CO COM 784117103 167 14,250 SH DEFINED 1
SEMPRA ENERGY COM 816851109 9,599 213,791 SH DEFINED 1
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5,781 442,283 SH DEFINED 1
SHAW COMMUNICATIONS INC CL B CONV 82028K200 14,062 461,671 SH DEFINED 1
SHAW GROUP INC COM 820280105 4,217 152,560 SH DEFINED 1
SHERWIN WILLIAMS CO COM 824348106 7,264 139,346 SH DEFINED 1
SIGMA ALDRICH CORP COM 826552101 2,629 70,352 SH DEFINED 1
SILGAN HOLDINGS INC COM 827048109 14,435 278,783 SH DEFINED 1
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,071 93,619 SH DEFINED 1
SILVER STD RES INC COM 82823L106 280 8,700 SH DEFINED 1
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 374 7,550 SH DEFINED 1
SIMPSON MANUFACTURING CO INC COM 829073105 2,541 138,640 SH DEFINED 1
SKYWEST INC COM 830879102 2,535 204,742 SH DEFINED 1
SL GREEN RLTY CORP COM 78440X101 3,504 335,028 SH DEFINED 1
SLM CORP COM 78442P106 460 105,771 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
SMITH A O COM 831865209 1,352 54,564 SH DEFINED 1
SMITH INTL INC COM 832110100 22,366 995,823 SH DEFINED 1
SMITHFIELD FOODS INC COM 832248108 702 79,300 SH DEFINED 1
SMUCKER J M CO COM NEW 832696405 2,529 69,754 SH DEFINED 1
SNAP ON INC COM 833034101 1,765 70,072 SH DEFINED 1
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,613 67,995 SH DEFINED 1
SOCIEDAD QUIMICA Y MINERA DE
CHILE SA SPON ADR SER B 833635105 497 18,711 SH DEFINED 2 18,711
SONICWALL INC COM 835470105 251 55,970 SH DEFINED 1
SONOCO PRODS CO COM 835495102 2,150 103,712 SH DEFINED 1
SONOSITE INC COM 83568G104 1,312 72,600 SH DEFINED 1
SOUTH FINL GROUP INC COM 837841105 27 25,200 SH DEFINED 1
SOUTH JERSEY INDS INC COM 838518108 2,547 72,430 SH DEFINED 1
SOUTHERN CO COM 842587107 30,681 1,011,247 SH DEFINED 1
SOUTHERN CO. COM 842587107 11,068 361,479 SH DEFINED 2 361,479
SOUTHERN COPPER CORP COM 84265V105 1,179 69,250 SH DEFINED 1
SOUTHWEST AIRLS CO COM 844741108 1,086 175,986 SH DEFINED 1
SOUTHWESTERN ENERGY CO COM 845467109 18,222 600,000 SH DEFINED 1
SPECTRA ENERGY CORP. COM 847560109 7,509 531,022 SH DEFINED 2 531,022
SPSS INC COM 78462K102 3,811 138,229 SH DEFINED 1
SPX CORP COM 784635104 3,439 71,930 SH DEFINED 1
ST JUDE MED INC COM 790849103 89,367 2,437,718 SH DEFINED 1
ST MARY LD & EXPL CO COM 792228108 1,252 46,910 SH DEFINED 1
STANDARD MICROSYSTEMS CORP COM 853626109 1,325 69,799 SH DEFINED 1
STANDARD PAC CORP NEW COM 85375C101 131 140,550 SH DEFINED 1
STANDARD REGISTER CO COM 853887107 48 10,200 SH DEFINED 1
STANLEY WKS COM 854616109 678 23,374 SH DEFINED 1
STAPLES INC COM 855030102 11,600 638,040 SH DEFINED 1
STAR SCIENTIFIC INC COM 85517P101 93 21,650 SH DEFINED 1
STATE STR CORP COM 857477103 18,283 653,442 SH DEFINED 1
STATOILHYDRO ASA SPONSORED ADR 85771P102 11,055 211,900 SH DEFINED 1
STEEL DYNAMICS INC COM 858119100 1,135 136,554 SH DEFINED 1
STEELCASE INC CL A 858155203 106 20,800 SH DEFINED 1
STEINWAY MUSICAL INSTRS INC COM 858495104 131 10,700 SH DEFINED 1
STERICYCLE INC COM 858912108 1,112 23,585 SH DEFINED 1
STERIS CORP COM 859152100 4,154 182,450 SH DEFINED 1
STERLING BANCSHARES INC COM 858907108 1,811 293,560 SH DEFINED 1
STERLING FINL CORP WASH COM 859319105 245 121,100 SH DEFINED 1
STILLWATER MNG CO COM 86074Q102 56 15,400 SH DEFINED 1
STONE ENERGY CORP COM 861642106 72 20,881 SH DEFINED 1
STRATASYS INC COM 862685104 1,635 197,750 SH DEFINED 1
STRAYER ED INC COM 863236105 2,993 16,470 SH DEFINED 1
STRYKER CORP COM 863667101 4,099 122,538 SH DEFINED 1
STURM RUGER & CO INC COM 864159108 182 15,100 SH DEFINED 1
SUNCOR ENERGY INC COM 867229106 21,603 958,995 SH DEFINED 1
SUNOCO INC COM 86764P109 3,758 141,746 SH DEFINED 1
SUNTRUST BKS INC COM 867914103 1,742 160,592 SH DEFINED 1
SUPERIOR ENERGY SVCS INC COM 868157108 2,033 152,370 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
SUPERVALU INC COM 868536103 9,861 708,406 SH DEFINED 1
SUSQUEHANNA BANCSHARES INC P COM 869099101 2,368 261,960 SH DEFINED 1
SWIFT ENERGY CO COM 870738101 1,704 48,340 SH DEFINED 1
SYCAMORE NETWORKS INC COM 871206108 300 113,720 SH DEFINED 1
SYKES ENTERPRISES INC COM 871237103 3,261 202,450 SH DEFINED 1
SYMANTEC CORP COM 871503108 42,211 1,351,097 SH DEFINED 1
SYNAPTICS INC COM 87157D109 9,721 395,165 SH DEFINED 1
SYNOVUS FINL CORP COM 87161C105 73 25,450 SH DEFINED 1
SYSCO CORP COM 871829107 5,859 257,084 SH DEFINED 1
TAIWAN SEMICONDUCTOR
MANUFACTURING CO., LTD. SPONSORED ADR 874039100 10,312 1,152,150 SH DEFINED 2 1,152,150
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 110,503 6,214,997 SH DEFINED 1
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,134 137,930 SH DEFINED 1
TALISMAN ENERGY INC COM 87425E103 43,872 4,248,464 SH DEFINED 1
TANGER FACTORY OUTLET CTRS I COM 875465106 5,513 200,270 SH DEFINED 1
TARGET CORP COM 87612E106 76,732 2,305,656 SH DEFINED 1
TASER INTL INC COM 87651B104 92 21,250 SH DEFINED 1
TAUBMAN CTRS INC COM 876664103 4,541 289,433 SH DEFINED 1
TCF FINL CORP COM 872275102 839 74,480 SH DEFINED 1
TECH DATA CORP COM 878237106 4,598 215,660 SH DEFINED 1
TECHNE CORP COM 878377100 1,144 21,255 SH DEFINED 1
TECHNITROL INC COM 878555101 21 11,300 SH DEFINED 1
TECO ENERGY INC COM 872375100 508 47,031 SH DEFINED 1
TEKELEC COM 879101103 1,250 94,971 SH DEFINED 1
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 9,634 357,615 SH DEFINED 1
TELE NORTE LESTE PARTICIPACOES
SA SPON ADR PFD 879246106 636 45,947 SH DEFINED 2 45,947
TELEDYNE TECHNOLOGIES INC COM 879360105 9,720 362,419 SH DEFINED 1
TELEFLEX INC COM 879369106 2,077 53,550 SH DEFINED 1
TELETECH HOLDINGS INC COM 879939106 193 18,100 SH DEFINED 1
TEMPLE INLAND INC COM 879868107 910 172,694 SH DEFINED 1
TENET HEALTHCARE CORP COM 88033G100 108 96,851 SH DEFINED 1
TENNECO INC COM 880349105 32 20,400 SH DEFINED 1
TERADYNE INC COM 880770102 164 36,172 SH DEFINED 1
TEREX CORP NEW COM 880779103 1,144 121,300 SH DEFINED 1
TERRA INDS INC COM 880915103 4,468 163,780 SH DEFINED 1
TESORO CORP COM 881609101 5,350 404,359 SH DEFINED 1
TETRA TECH INC NEW COM 88162G103 963 47,650 SH DEFINED 1
TETRA TECHNOLOGIES INC DEL COM 88162F105 2,170 686,609 SH DEFINED 1
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 91,752 1,030,229 SH DEFINED 1
TEVA PHARMACEUTICAL INDUSTRIES
LTD. ADR 881624209 3,719 82,551 SH DEFINED 2 82,551
TEXAS INDS INC COM 882491103 1,827 76,560 SH DEFINED 1
TEXAS INSTRS INC COM 882508104 45,469 1,551,995 SH DEFINED 1
TEXTRON INC COM 883203101 319 57,751 SH DEFINED 1
THOMAS & BETTS CORP COM 884315102 2,640 108,164 SH DEFINED 1
THOR INDS INC COM 885160101 571 38,000 SH DEFINED 1
THORATEC CORP COM NEW 885175307 1,499 61,250 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
THQ INC COM NEW 872443403 1,682 557,002 SH DEFINED 1
TIDEWATER INC COM 886423102 11,701 314,046 SH DEFINED 1
TIFFANY & CO NEW COM 886547108 563 26,558 SH DEFINED 1
TIMBERLAND CO CL A 887100105 1,675 139,200 SH DEFINED 1
TITANIUM METALS CORP COM NEW 888339207 227 43,090 SH DEFINED 1
TIVO INC COM 888706108 211 31,050 SH DEFINED 1
TJX COS INC NEW COM 872540109 47,157 1,832,066 SH DEFINED 1
TOLL BROTHERS INC COM 889478103 4,124 223,550 SH DEFINED 1
TOOTSIE ROLL INDS INC COM 890516107 291 6,746 SH DEFINED 1
TORO CO COM 891092108 6,310 261,839 SH DEFINED 1
TOTAL S A SPONSORED ADR 89151E109 6,473 66,869 SH DEFINED 1
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 5,209 41,000 SH DEFINED 1
TRACTOR SUPPLY CO COM 892356106 2,928 80,820 SH DEFINED 1
TRADESTATION GROUP INC COM 89267P105 477 77,100 SH DEFINED 1
TRANSALTA CORP COM 89346D107 12,213 830,601 SH DEFINED 1
TRANSCANADA CORP COM 89353D107 39,496 1,649,889 SH DEFINED 1
TRAVELERS COMPANIES INC COM 89417E109 223,161 1,931,123 SH DEFINED 1
TRIDENT MICROSYSTEMS INC COM 895919108 36 23,550 SH DEFINED 1
TRIQUINT SEMICONDUCTOR INC COM 89674K103 683 268,879 SH DEFINED 1
TRIUMPH GROUP INC NEW COM 896818101 2,199 57,940 SH DEFINED 1
TTM TECHNOLOGIES INC COM 87305R109 1,118 202,451 SH DEFINED 1
TUPPERWARE BRANDS CORP COM 899896104 1,491 91,070 SH DEFINED 1
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 2,164 90,000 SH DEFINED 1
TYSON FOODS INC CL A 902494103 729 78,145 SH DEFINED 1
U S CONCRETE INC COM 90333L102 26 13,550 SH DEFINED 1
UCBH HOLDINGS INC COM 90262T308 229 168,469 SH DEFINED 1
UGI CORP NEW COM 902681105 5,370 226,578 SH DEFINED 1
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,224 128,200 SH DEFINED 1
UMB FINL CORP COM 902788108 8,122 198,295 SH DEFINED 1
UNION BANKSHARES CORP COM 905399101 157 11,670 SH DEFINED 1
UNISYS CORP COM 909214108 15 29,200 SH DEFINED 1
UNIT CORP COM 909218109 4,786 230,419 SH DEFINED 1
UNITED FIRE & CAS CO COM 910331107 413 18,730 SH DEFINED 1
UNITED NAT FOODS INC COM 911163103 735 39,724 SH DEFINED 1
UNITED ONLINE INC COM 911268100 692 158,979 SH DEFINED 1
UNITED PARCEL SERVICE INC CL B 911312106 55,083 1,133,161 SH DEFINED 1
UNITED STATES STL CORP NEW COM 912909108 27,394 1,271,183 SH DEFINED 1
UNITED STATIONERS INC COM 913004107 344 12,200 SH DEFINED 1
UNITED TECHNOLOGIES CORP COM 913017109 38,418 901,821 SH DEFINED 1
UNITED THERAPEUTICS CORP DEL COM 91307C102 8,860 133,853 SH DEFINED 1
UNITEDHEALTH GROUP INC COM 91324P102 34,439 1,676,683 SH DEFINED 1
UNITRIN INC COM 913275103 3,213 233,670 SH DEFINED 1
UNIVERSAL CORP VA COM 913456109 2,999 98,580 SH DEFINED 1
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 244 8,970 SH DEFINED 1
UNIVERSAL HLTH SVCS INC CL B 913903100 11,941 320,121 SH DEFINED 1
UNUM GROUP COM 91529Y106 18,043 767,155 SH DEFINED 1
URBAN OUTFITTERS INC COM 917047102 3,606 218,406 SH DEFINED 1
URS CORP NEW COM 903236107 4,291 108,930 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ -------------- --------- ---------- ----------------------- ---------- -------- ---------------------
TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
USEC INC COM 90333E108 362 76,580 SH DEFINED 1
V F CORP COM 918204108 1,975 34,524 SH DEFINED 1
VAALCO ENERGY INC COM NEW 91851C201 472 90,500 SH DEFINED 1
VAIL RESORTS INC COM 91879Q109 232 11,500 SH DEFINED 1
VALASSIS COMMUNICATIONS INC COM 918866104 50 32,550 SH DEFINED 1
VALEANT PHARMACEUTICALS INTL COM 91911X104 1,929 110,760 SH DEFINED 1
VALENCE TECHNOLOGY INC COM 918914102 42 18,750 SH DEFINED 1
VALERO ENERGY CORP NEW COM 91913Y100 25,810 1,455,729 SH DEFINED 1
VALSPAR CORP COM 920355104 5,599 278,550 SH DEFINED 1
VARIAN INC COM 922206107 9,054 385,766 SH DEFINED 1
VARIAN MED SYS INC COM 92220P105 6,192 204,898 SH DEFINED 1
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 4,863 113,999 SH DEFINED 1
VASCO DATA SEC INTL INC COM 92230Y104 708 123,126 SH DEFINED 1
VCA ANTECH INC COM 918194101 2,127 95,682 SH DEFINED 1
VECTOR GROUP LTD COM 92240M108 96,015 7,284,930 SH DEFINED 1
VEECO INSTRS INC DEL COM 922417100 649 97,706 SH DEFINED 1
VENTAS INC COM 92276F100 7,256 338,442 SH DEFINED 1
VERISIGN INC COM 92343E102 2,443 129,687 SH DEFINED 1
VERTEX PHARMACEUTICALS INC COM 92532F100 9,753 340,185 SH DEFINED 1
VIAD CORP COM NEW 92552R406 1,305 93,550 SH DEFINED 1
VIVUS INC COM 928551100 62 17,700 SH DEFINED 1
VOLT INFORMATION SCIENCES IN COM 928703107 110 15,517 SH DEFINED 1
VORNADO RLTY TR SH BEN INT 929042109 11,356 363,842 SH DEFINED 1
VULCAN MATLS CO COM 929160109 2,173 48,995 SH DEFINED 1
WABTEC CORP COM 929740108 18,974 726,974 SH DEFINED 1
WADDELL & REED FINL INC CL A 930059100 1,166 68,650 SH DEFINED 1
WAL MART STORES INC COM 931142103 178,826 3,454,907 SH DEFINED 1
WALGREEN CO COM 931422109 18,825 724,330 SH DEFINED 1
WASHINGTON POST CO CL B 939640108 456 1,290 SH DEFINED 1
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 279 17,100 SH DEFINED 1
WASTE CONNECTIONS INC COM 941053100 17,370 699,562 SH DEFINED 1
WASTE MGMT INC DEL COM 94106L109 38,139 1,506,268 SH DEFINED 1
WATSON PHARMACEUTICALS INC COM 942683103 13,743 476,511 SH DEFINED 1
WATTS WATER TECHNOLOGIES INC CL A 942749102 7,964 407,550 SH DEFINED 1
WD-40 CO COM 929236107 211 8,700 SH DEFINED 1
WEBSENSE INC COM 947684106 3,989 335,469 SH DEFINED 1
WEIGHT WATCHERS INTL INC NEW COM 948626106 414 21,718 SH DEFINED 1
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,263 256,243 SH DEFINED 1
WELLS FARGO & CO NEW COM 949746101 76,768 5,741,782 SH DEFINED 1
WERNER ENTERPRISES INC COM 950755108 1,576 106,154 SH DEFINED 1
WESCO INTL INC COM 95082P105 666 37,650 SH DEFINED 1
WEST PHARMACEUTICAL SVSC INC COM 955306105 636 19,480 SH DEFINED 1
WESTAR ENERGY INC COM 95709T100 1,373 78,840 SH DEFINED 1
WESTERN DIGITAL CORP COM 958102105 7,133 376,237 SH DEFINED 1
WET SEAL INC CL A 961840105 3,346 964,382 SH DEFINED 1
WEYERHAEUSER CO COM 962166104 3,734 137,095 SH DEFINED 1
WGL HLDGS INC COM 92924F106 9,745 295,208 SH DEFINED 1
WHIRLPOOL CORP COM 963320106 555 19,089 SH DEFINED 1
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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TITLE OF VALUE # OF SH/ INVESTMENT OTHER
NAME OF ISSUER CLASS CUSIP (x 1000) SHARES PRN PUT/CALL DISCRETION MANAGERS SOLE SHARE NONE
------------------------------ -------------- --------- ---------- ---------- --- -------- ---------- -------- --------- ----- -----
WHITNEY HLDG CORP COM 966612103 1,992 185,504 SH DEFINED 1
WHOLE FOODS MKT INC COM 966837106 603 35,555 SH DEFINED 1
WILLIAMS COS INC DEL COM 969457100 16,040 1,448,938 SH DEFINED 1
WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 48,219 91,145 SH DEFINED 1
WIMM-BILL-DANN FOODS OJSC SPONSORED ADR 97263M109 2,456 77,200 SH DEFINED 2 77,200
WIND RIVER SYSTEMS INC COM 973149107 1,412 217,950 SH DEFINED 1
WISCONSIN ENERGY CORP COM 976657106 1,362 33,490 SH DEFINED 1
WMS INDS INC COM 929297109 10,834 511,510 SH DEFINED 1
WOLVERINE WORLD WIDE INC COM 978097103 7,625 495,123 SH DEFINED 1
WOODWARD GOVERNOR CO COM 980745103 3,358 152,200 SH DEFINED 1
WORLD ACCEP CORP DEL COM 981419104 558 32,991 SH DEFINED 1
WYETH COM 983024100 222,213 2,662,155 SH DEFINED 1
WYETH COM 983024100 987 22,922 SH DEFINED 2 22,922
XCEL ENERGY INC COM 98389B100 2,652 145,691 SH DEFINED 1
XEROX CORP COM 984121103 6,204 1,351,549 SH DEFINED 1
XILINX INC COM 983919101 8,224 427,199 SH DEFINED 1
YAHOO INC COM 984332106 28,064 1,082,925 SH DEFINED 1
YAMANA GOLD INC COM 98462Y100 18,552 1,032,560 SH DEFINED 1
YRC WORLDWIDE INC COM 984249102 136 15,950 SH DEFINED 1
YUM BRANDS INC COM 988498101 6,288 227,316 SH DEFINED 1
ZALE CORP NEW COM 988858106 30 16,150 SH DEFINED 1
ZEBRA TECHNOLOGIES CORP CL A 989207105 213 11,330 SH DEFINED 1
ZENITH NATL INS CORP COM 989390109 969 41,045 SH DEFINED 1
ZIMMER HLDGS INC COM 98956P102 8,754 123,063 SH DEFINED 1
ZIONS BANCORPORATION COM 989701107 1,028 109,570 SH DEFINED 1
ZOLL MED CORP COM 989922109 194 13,700 SH DEFINED 1
ZORAN CORP COM 98975F101 437 50,440 SH DEFINED 1