-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NPqfYd7ds5L2GUjD4VcFRS99LFp+ftt81rOVBQNQr3emYRk0LdrqA/or/JenqUCr eV2yKROBJsK8kf5L7/nmiA== 0001021249-08-000006.txt : 20080514 0001021249-08-000006.hdr.sgml : 20080514 20080514161653 ACCESSION NUMBER: 0001021249-08-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080514 DATE AS OF CHANGE: 20080514 EFFECTIVENESS DATE: 20080514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: UNITED SERVICES AUTOMOBILE ASSOCIATION CENTRAL INDEX KEY: 0001021249 IRS NUMBER: 740959140 STATE OF INCORPORATION: TX FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05810 FILM NUMBER: 08832042 BUSINESS ADDRESS: STREET 1: 9800 FREDERICKSBURG RD CITY: SAN ANTONIO STATE: TX ZIP: 78288 BUSINESS PHONE: 2104980600 MAIL ADDRESS: STREET 1: 9800 FREDERICKSBURG RD CITY: SAN ANTONIO STATE: TX ZIP: 78288 13F-HR 1 f13_33108.txt 13F REPORT FOR PERIOD ENDING MARCH 31, 2008 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, 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: United Services Automobile Association Address: 9800 Fredericksburg Road San Antonio, Texas 78288 Form 13F File Number: 28-5810 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: Edwin McQuiston Title: Senior Vice President - Assistant Treasurer Phone: (210) 498-2296 Signature, Place, and Date of Signing: /s/ Edwin McQuiston San Antonio, Texas May 14, 2008 - ------------------- Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 3 -------- Form 13F Information Table Entry Total: 1,154 -------- Form 13F Information Table Value Total: $14,307,441 ----------- (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 28-5802 USAA Capital Corporation 2 28-487 USAA Investment Management Co. 3 28-4443 USAA Investment Corporation 3/31/2008 FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 INVESTMENT OTHER VOTING AUTHORITY TITLE OF MARKET SHRS OR SH/PUT/ DISCRETION MANAGERS NAME OF ISSUER CLASS CUSIP VALUE PRN AMT PRN CALL SHARED SOLE SHARED OTHER SOLE SHARED NONE (A) (B) (C) (A) (B) (C) - ------------------------------------------------------------------------------------------------------------------------------------ ABB LTD - SPON ADR COMMON 000375204 853,364.00 31,700.00 SH X 1,2,3 31,700.00 ACCO BRANDS CORP COMMON 00081T108 3,516,248.97 259,119.31 SH X 1,2,3 259,119.31 ADC TELECOMMUNICATIONS INC COMMON 000886309 5,669,882.96 469,361.17 SH X 1,2,3 469,361.17 AFLAC INC COMMON 001055102 27,667,485.18 425,981.30 SH X 1,2,3 425,981.30 AGCO CORP COMMON 001084102 17,074,881.46 285,151.66 SH X 1,2,3 285,151.66 AES CORPORATION COMMON 00130H105 2,995,932.40 179,720.00 SH X 1,2,3 179,720.00 AK STEEL HOLDINGS CORP COMMON 001547108 11,877,210.60 218,250.84 SH X 1,2,3 218,250.84 AT&T INC COMMON 00206R102 194,294,131.00 5,072,953.81 SH X 1,2,3 5,072,953.81 ATP OIL & GAS CORP COMMON 00208J108 706,752.00 21,600.00 SH X 1,2,3 21,600.00 AZZ INC COMMON 002474104 533,744.19 15,001.24 SH X 1,2,3 15,001.24 AARON RENTS INC COMMON 002535201 674,290.25 31,304.10 SH X 1,2,3 31,304.10 ABBOTT LABORATORIES COMMON 002824100 38,524,606.25 698,542.27 SH X 1,2,3 698,542.27 ABERCROMBIE & FITCH CO-CL A COMMON 002896207 1,835,958.60 25,101.98 SH X 1,2,3 25,101.98 ACADIA REALTY TRUST COMMON 004239109 1,627,758.78 67,402.02 SH X 1,2,3 67,402.02 ACTIVISION INC COMMON 004930202 15,888,692.68 581,790.29 SH X 1,2,3 581,790.29 ACUITY BRANDS INC COMMON 00508Y102 5,717,826.04 133,127.50 SH X 1,2,3 133,127.50 ADOBE SYSTEMS INC COMMON 00724F101 7,249,882.80 203,705.61 SH X 1,2,3 203,705.61 ADVANCE AUTO PARTS INC COMMON 00751Y106 4,406,125.77 129,401.64 SH X 1,2,3 129,401.64 AEROPOSTALE, INC. COMMON 007865108 6,022,540.72 222,152.00 SH X 1,2,3 222,152.00 ADVANCED MICRO DEVICES COMMON 007903107 915,664.38 155,460.85 SH X 1,2,3 155,460.85 AETNA INC COMMON 00817Y108 23,835,019.41 566,286.99 SH X 1,2,3 566,286.99 AFFILIATED COMPUTER SVCS- A COMMON 008190100 1,478,245.00 29,500.00 SH X 1,2,3 29,500.00 AFFILIATED MANAGERS GROUP INC COMMON 008252108 1,016,288.00 11,200.00 SH X 1,2,3 11,200.00 AGILENT TECHNOLOGIES INC COMMON 00846U101 3,046,179.10 102,117.97 SH X 1,2,3 102,117.97 AGNICO-EAGLE MINES FOR STK 008474108 83,960,585.73 1,240,002.74 SH X 1,2,3 1,240,002.74 AGRIUM INC FOR STK 008916108 1,205,027.04 19,401.50 SH X 1,2,3 19,401.50 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 18,280,560.63 198,701.75 SH X 1,2,3 198,701.75 AIRTRAN HOLDINGS INC COMMON 00949P108 2,184,600.00 331,000.00 SH X 1,2,3 331,000.00 AKAMAI TECHNOLOGIES COMMON 00971T101 8,035,860.74 285,364.37 SH X 1,2,3 285,364.37 ALBANY INTERNATIONAL CORP-CL A COMMON 012348108 2,294,935.61 63,501.26 SH X 1,2,3 63,501.26 ALBEMARLE CORP COM COMMON 012653101 3,097,997.59 84,830.16 SH X 1,2,3 84,830.16 ALBERTO-CULVER CO COMMON 013078100 4,417,709.42 161,171.45 SH X 1,2,3 161,171.45 ALCOA INC COMMON 013817101 21,176,340.84 587,252.94 SH X 1,2,3 587,252.94 ALEXANDER & BALDWIN INC COMMON 014482103 288,636.00 6,700.00 SH X 1,2,3 6,700.00 ALLEGHENY ENERGY INC COMMON 017361106 2,355,473.62 46,643.04 SH X 1,2,3 46,643.04 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 2,254,976.00 31,600.00 SH X 1,2,3 31,600.00 ALLERGAN INC COMMON 018490102 23,817,032.09 422,362.69 SH X 1,2,3 422,362.69 1 ALLIANT TECHSYSTEMS INC COMMON 018804104 5,385,422.50 52,017.99 SH X 1,2,3 52,017.99 ALLIED CAPITAL CORP COMMON 01903Q108 4,603,814.00 249,800.00 SH X 1,2,3 249,800.00 ALLIED WASTE INDUSTRIES INC COMMON 019589308 3,887,600.30 359,630.00 SH X 1,2,3 359,630.00 ALLSTATE CORP COMMON 020002101 21,895,356.76 455,583.79 SH X 1,2,3 455,583.79 ALTERA CORP COMMON 021441100 2,167,694.95 117,617.74 SH X 1,2,3 117,617.74 ALTRIA GROUP INC COMMON 02209S103 34,133,975.72 1,537,566.47 SH X 1,2,3 1,537,566.47 AMAZON.COM INC COMMON 023135106 20,162,855.70 282,789.00 SH X 1,2,3 282,789.00 AMBAC FINANCIAL GROUP COMMON 023139108 1,892,248.16 329,086.64 SH X 1,2,3 329,086.64 AMEDISYS INC COMMON 023436108 1,446,925.20 36,780.00 SH X 1,2,3 36,780.00 AMEREN CORPORATION COMMON 023608102 2,352,176.40 53,410.00 SH X 1,2,3 53,410.00 AMERICA MOVIL-ADR SERIES L FOR STK 02364W105 58,467,123.78 917,995.35 SH X 1,2,3 917,995.35 AMERICAN AXLE & MFG HOLDINGS COMMON 024061103 3,354,078.80 163,613.60 SH X 1,2,3 163,613.60 AMERICAN CAMPUS COMMUNITIES INC COMMON 024835100 2,262,701.30 82,701.07 SH X 1,2,3 82,701.07 AMERICAN CAPITAL STRATEGIES LTD COMMON 024937104 9,185,195.60 268,887.46 SH X 1,2,3 268,887.46 AMERICAN ELECTRIC POWER COMMON 025537101 18,980,249.88 455,927.21 SH X 1,2,3 455,927.21 AMERICAN EAGLE OUTFITTERS INC COMMON 02553E106 3,866,003.62 220,788.33 SH X 1,2,3 220,788.33 AMERICAN EXPRESS COMMON 025816109 39,023,815.02 892,584.97 SH X 1,2,3 892,584.97 AMERICAN FINANCIAL GROUP INC COMMON 025932104 8,419,027.54 329,382.92 SH X 1,2,3 329,382.92 AMERICAN GREETINGS CLASS A COMMON 026375105 1,422,859.20 76,704.00 SH X 1,2,3 76,704.00 AMERICAN INTERNATIONAL GROUP COMMON 026874107 90,543,779.98 2,093,497.80 SH X 1,2,3 2,093,497.80 AMERICAN ORIENTAL BIOENGINEERING COMMON 028731107 779,139.00 96,190.00 SH X 1,2,3 96,190.00 AMERICAN TOWER CORP - CL A COMMON 029912201 4,163,768.72 106,191.50 SH X 1,2,3 106,191.50 AMERICAN TECHNOLOGY CORP COMMON 030145205 128,914.56 58,372.00 SH X 1,2,3 58,372.00 AMERON INTERNATIONAL CORP COMMON 030710107 851,177.62 9,100.58 SH X 1,2,3 9,100.58 AMERISOURCEBERGEN CORP COMMON 03073E105 9,446,653.21 230,518.62 SH X 1,2,3 230,518.62 AMERIGROUP CORP COMMON 03073T102 1,842,042.00 67,400.00 SH X 1,2,3 67,400.00 AMERIPRISE FINANCIAL INC COMMON 03076C106 10,193,013.81 196,586.57 SH X 1,2,3 196,586.57 AMGEN INC COMMON 031162100 21,516,288.63 514,990.15 SH X 1,2,3 514,990.15 AMKOR TECHNOLOGY INC COMMON 031652100 217,210.00 20,300.00 SH X 1,2,3 20,300.00 AMPHENOL CORP - CL A COMMON 032095101 6,225,402.04 167,124.89 SH X 1,2,3 167,124.89 AMSURG CORP - CL A COMMON 03232P405 2,199,895.68 92,901.00 SH X 1,2,3 92,901.00 AMYLIN PHARMACEUTICALS INC COMMON 032346108 11,292,270.50 386,589.20 SH X 1,2,3 386,589.20 ANADARKO PETROLEUM CORP COMMON 032511107 19,059,735.87 302,391.49 SH X 1,2,3 302,391.49 ANALOG DEVICES COMMON 032654105 12,838,326.08 434,902.65 SH X 1,2,3 434,902.65 ANGLOGOLD ASHANTI LTD-SPON ADR FOR STK 035128206 2,825,549.63 83,202.29 SH X 1,2,3 83,202.29 ANHEUSER BUSCH COS INC. COMMON 035229103 11,905,750.30 250,911.49 SH X 1,2,3 250,911.49 ANIXTER INTERNATIONAL INC COMMON 035290105 1,494,776.79 23,341.30 SH X 1,2,3 23,341.30 ANNALY MORTGAGE MANAGEMENT INC COMMON 035710409 14,645,472.99 955,970.82 SH X 1,2,3 955,970.82 AON CORP COMMON 037389103 4,311,546.40 107,252.40 SH X 1,2,3 107,252.40 APACHE CORP COMMON 037411105 39,257,972.16 324,929.42 SH X 1,2,3 324,929.42 APARTMENT INVEST & MGMT CO-A COMMON 03748R101 2,675,139.14 74,703.69 SH X 1,2,3 74,703.69 APOLLO GROUP COMMON 037604105 3,088,887.70 71,502.03 SH X 1,2,3 71,502.03 APPLE COMPUTER INC COMMON 037833100 94,110,256.10 655,820.60 SH X 1,2,3 655,820.60 APRIA HEALTHCARE GROUP INC. COMMON 037933108 1,231,030.67 62,330.67 SH X 1,2,3 62,330.67 2 APPLERA CORP-APPLIED BIOSYS GRP COMMON 038020103 2,986,366.98 90,881.53 SH X 1,2,3 90,881.53 CELERA GENOMICS GRP COMMON 038020202 1,114,281.02 75,801.43 SH X 1,2,3 75,801.43 APPLIED INDUSTRIAL TECH INC COMMON 03820C105 2,495,589.39 83,492.45 SH X 1,2,3 83,492.45 APPLIED MATERIALS INC COMMON 038222105 25,838,830.68 1,324,389.07 SH X 1,2,3 1,324,389.07 APTARGROUP INC COMMON 038336103 3,106,703.11 79,802.29 SH X 1,2,3 79,802.29 ARACRUZ CELULOSE SA-SPON ADR FOR PRE 038496204 1,256,049.12 18,400.95 SH X 1,2,3 18,400.95 ARBITRON INC COMMON 03875Q108 3,202,547.92 74,201.76 SH X 1,2,3 74,201.76 ARCHER-DANIELS-MIDLAND CO COMMON 039483102 21,658,506.92 526,202.79 SH X 1,2,3 526,202.79 ARES CAPITAL CORP COMMON 04010L103 2,058,966.00 163,800.00 SH X 1,2,3 163,800.00 ARROW ELECTRONICS INC COMMON 042735100 6,223,904.00 184,960.00 SH X 1,2,3 184,960.00 ASHLAND INC COMMON 044209104 784,738.41 16,590.66 SH X 1,2,3 16,590.66 ASSET ACCEPTANCE CAPITAL CORP COMMON 04543P100 2,306,404.79 239,502.06 SH X 1,2,3 239,502.06 ASSOCIATED BANC-CORP COMMON 045487105 719,020.07 27,000.38 SH X 1,2,3 27,000.38 ASSOCIATED ESTATES REALTY CORP COMMON 045604105 487,175.09 42,585.24 SH X 1,2,3 42,585.24 ASSURANT INC COMMON 04621X108 7,622,799.17 125,251.38 SH X 1,2,3 125,251.38 ASTA FINDING INC COMMON 046220109 1,436,239.19 103,104.03 SH X 1,2,3 103,104.03 ASTRAZENECA PLC -SPONS ADR FOR STK 046353108 3,041,786.82 80,068.09 SH X 1,2,3 80,068.09 ATLANTIC TELE-NETWORK INC COMMON 049079205 1,205,483.03 35,633.55 SH X 1,2,3 35,633.55 ATMOS ENERGY COMMON 049560105 7,387,416.99 289,702.63 SH X 1,2,3 289,702.63 ATWOOD OCEANICS INC COMMON 050095108 5,347,276.00 58,300.00 SH X 1,2,3 58,300.00 AUTODESK INC. COMMON 052769106 6,024,243.80 191,367.34 SH X 1,2,3 191,367.34 AUTOLIV INC FOR STK 052800109 8,850,348.20 176,301.76 SH X 1,2,3 176,301.76 AUTOMATIC DATA PROCESSING COMMON 053015103 11,887,854.61 280,440.07 SH X 1,2,3 280,440.07 AUTONATION INC COMMON 05329W102 942,556.11 62,963.00 SH X 1,2,3 62,963.00 AUTOZONE INC COMMON 053332102 1,507,109.20 13,240.00 SH X 1,2,3 13,240.00 AVALONBAY COMMUNITIES INC COMMON 053484101 2,151,477.32 22,290.48 SH X 1,2,3 22,290.48 AVERY DENNISON CORP COMMON 053611109 7,864,355.74 159,682.35 SH X 1,2,3 159,682.35 AVIS BUDGET GROUP INC COMMON 053774105 165,763.51 15,608.62 SH X 1,2,3 15,608.62 AVNET INC COMMON 053807103 5,848,941.47 178,702.76 SH X 1,2,3 178,702.76 AVON PRODUCTS, INC. COMMON 054303102 6,677,286.62 168,874.22 SH X 1,2,3 168,874.22 BB&T CORP COMMON 054937107 18,745,622.29 584,704.38 SH X 1,2,3 584,704.38 BJ SERVICES COMPANY COMMON 055482103 2,208,464.83 77,462.81 SH X 1,2,3 77,462.81 BJ'S WHOLESALE CLUB INC COMMON 05548J106 588,885.00 16,500.00 SH X 1,2,3 16,500.00 BP AMOCO P L C ADR SPONSORED FOR STK 055622104 687,352.52 11,333.10 SH X 1,2,3 11,333.10 BMC SOFTWARE INC COMMON 055921100 15,131,425.92 465,296.00 SH X 1,2,3 465,296.00 BAIDU.COM INC - ADR FOR STK 056752108 527,186.00 2,200.00 SH X 1,2,3 2,200.00 BAKER HUGHES INC COMMON 057224107 14,520,526.09 211,978.48 SH X 1,2,3 211,978.48 BALL CORP COMMON 058498106 1,238,592.29 26,961.09 SH X 1,2,3 26,961.09 BALLY TECHNOLOGIES INC COMMON 05874B107 5,418,852.00 157,800.00 SH X 1,2,3 157,800.00 BANCO ITAU SA - ADR FOR PRE 059602201 15,671,728.32 688,564.51 SH X 1,2,3 688,564.51 BANCO SANTANDER CHILE ADR FOR STK 05965X109 679,380.00 13,000.00 SH X 1,2,3 13,000.00 BANCOLOMBIA S A ADRS FOR STK 05968L102 847,523.43 23,900.83 SH X 1,2,3 23,900.83 BANK OF AMERICA CORP COMMON 060505104 138,891,123.57 3,663,706.77 SH X 1,2,3 3,663,706.77 BANK OF HAWAII CORP COMMON 062540109 1,333,169.80 26,900.12 SH X 1,2,3 26,900.12 3 BANK OF NEW YORK MELLON CORP/THE COMMON 064058100 49,099,402.99 1,176,597.24 SH X 1,2,3 1,176,597.24 BARD (C.R.) INC COMMON 067383109 13,825,500.02 143,418.05 SH X 1,2,3 143,418.05 BARNES AND NOBLE INC COMMON 067774109 398,464.47 13,000.47 SH X 1,2,3 13,000.47 BARNES GROUP INC COMMON 067806109 1,351,817.79 58,902.74 SH X 1,2,3 58,902.74 BARRICK GOLD CORP FOR STK 067901108 50,402,120.62 1,160,002.78 SH X 1,2,3 1,160,002.78 BARR LABS INC COMMON 068306109 4,097,726.67 84,821.50 SH X 1,2,3 84,821.50 BAXTER INTERNATIONAL COMMON 071813109 36,271,538.73 627,318.21 SH X 1,2,3 627,318.21 BEA SYSTEMS INC COMMON 073325102 625,285.80 32,652.00 SH X 1,2,3 32,652.00 BEAR STEARNS CO COMMON 073902108 322,189.91 30,714.01 SH X 1,2,3 30,714.01 BECKMAN COULTER INC COMMON 075811109 1,413,766.81 21,901.89 SH X 1,2,3 21,901.89 BECTON DICKINSON & CO COMMON 075887109 16,853,229.81 196,310.19 SH X 1,2,3 196,310.19 BED, BATH AND BEYOND COMMON 075896100 3,029,768.00 102,704.00 SH X 1,2,3 102,704.00 BELDEN CDT INC COMMON 077454106 10,008,167.83 283,356.96 SH X 1,2,3 283,356.96 BEMIS COMPANY COMMON 081437105 640,377.78 25,181.98 SH X 1,2,3 25,181.98 WR BERKLEY CORP COMMON 084423102 3,364,445.15 121,503.98 SH X 1,2,3 121,503.98 BERKSHIRE HATHAWAY INC DEL CL B COMMON 084670207 399,550.74 89.33 SH X 1,2,3 89.33 BEST BUY COMPANY INC COMMON 086516101 17,893,992.34 431,596.54 SH X 1,2,3 431,596.54 BIG LOTS INC COMMON 089302103 831,634.93 37,293.05 SH X 1,2,3 37,293.05 BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 2,842,333.20 80,360.00 SH X 1,2,3 80,360.00 BIOGEN IDEC INC COMMON 09062X103 15,337,050.10 248,614.85 SH X 1,2,3 248,614.85 BLACK & DECKER CORP COMMON 091797100 1,100,565.00 16,650.00 SH X 1,2,3 16,650.00 BLACKROCK INC -CL A COMMON 09247X101 21,810,181.52 106,818.40 SH X 1,2,3 106,818.40 H & R BLOCK COMMON 093671105 1,754,935.66 84,534.47 SH X 1,2,3 84,534.47 BLUE COAT SYSTEMS INC COMMON 09534T508 2,344,482.96 106,374.00 SH X 1,2,3 106,374.00 BOB EVANS FARMS COMMON 096761101 483,804.31 17,535.50 SH X 1,2,3 17,535.50 BOEING COMPANY COMMON 097023105 34,221,545.89 460,152.56 SH X 1,2,3 460,152.56 BOIS D`ARC ENERGY INC COMMON 09738U103 1,014,328.00 47,200.00 SH X 1,2,3 47,200.00 BORGWARNER INC COMMON 099724106 8,773,852.67 203,900.83 SH X 1,2,3 203,900.83 BOSTON PROPERTIES COMMON 101121101 2,998,839.31 32,571.30 SH X 1,2,3 32,571.30 BOSTON SCIENTIFIC CORP. COMMON 101137107 4,625,526.97 359,403.81 SH X 1,2,3 359,403.81 BOWNE & CO INC COMMON 103043105 2,786,216.50 182,702.72 SH X 1,2,3 182,702.72 BOYD GAMING CORP COMMON 103304101 350,000.00 17,500.00 SH X 1,2,3 17,500.00 BRIGGS & STRATTON CORP COMMON 109043109 2,205,302.21 123,201.24 SH X 1,2,3 123,201.24 BRIGHTPOINT INC COMMON 109473405 866,201.89 103,612.67 SH X 1,2,3 103,612.67 BRINK'S COMPANY/THE COMMON 109696104 2,727,592.38 40,601.26 SH X 1,2,3 40,601.26 BRISTOL MYERS SQUIBB COMMON 110122108 36,022,238.56 1,691,184.91 SH X 1,2,3 1,691,184.91 BRISTOW GROUP INC COMMON 110394103 509,865.00 9,500.00 SH X 1,2,3 9,500.00 BROADCOM CORP-CL A COMMON 111320107 10,419,192.65 540,695.00 SH X 1,2,3 540,695.00 BROADRIDGE FINANCIAL SOLUTIONS COMMON 11133T103 455,872.42 25,901.84 SH X 1,2,3 25,901.84 BROOKS AUTOMATION INC COMMON 114340102 1,565,952.80 161,106.26 SH X 1,2,3 161,106.26 BROWN-FORMAN CORP CL B COMMON 115637209 1,455,634.33 21,981.79 SH X 1,2,3 21,981.79 BRUKER BIOSCIENCES CORP COMMON 116794108 2,654,775.00 172,500.00 SH X 1,2,3 172,500.00 BRUNSWICK CORP COMMON 117043109 2,051,722.51 128,473.55 SH X 1,2,3 128,473.55 BUCYRUS INTERNATIONAL INC -A COMMON 118759109 4,320,156.31 42,500.31 SH X 1,2,3 42,500.31 4 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 29,266,644.83 317,356.81 SH X 1,2,3 317,356.81 CBS CORP - CL B COMMON 124857202 10,588,999.64 479,574.26 SH X 1,2,3 479,574.26 CBRL GROUP INC COMMON 12489V106 944,389.45 26,401.72 SH X 1,2,3 26,401.72 CB RICHARD ELLIS INC - CL A COMMON 12497T101 8,001,238.52 369,743.00 SH X 1,2,3 369,743.00 CEC ENTERTAINMENT INC COMMON 125137109 3,237,520.20 112,102.50 SH X 1,2,3 112,102.50 CECO ENVIRONMENTAL CORP COMMON 125141101 153,360.00 18,000.00 SH X 1,2,3 18,000.00 CF INDUSTRIES HOLDINGS INC COMMON 125269100 11,212,265.41 108,205.61 SH X 1,2,3 108,205.61 C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 3,380,711.07 62,145.42 SH X 1,2,3 62,145.42 CIGNA CORP COMMON 125509109 11,713,843.73 288,731.67 SH X 1,2,3 288,731.67 CIT GROUP INC COMMON 125581108 2,388,410.40 201,553.62 SH X 1,2,3 201,553.62 CME GROUP INC COMMON 12572Q105 26,224,632.07 55,904.14 SH X 1,2,3 55,904.14 CMS ENERGY CORP COMMON 125896100 784,857.15 57,965.82 SH X 1,2,3 57,965.82 CNA FIN. CORP COMMON 126117100 4,198,659.25 162,801.83 SH X 1,2,3 162,801.83 CSX CORP COMMON 126408103 16,521,081.91 294,651.01 SH X 1,2,3 294,651.01 CVS/CAREMARK CORP COMMON 126650100 62,144,841.29 1,534,061.75 SH X 1,2,3 1,534,061.75 CA INC COMMON 12673P105 2,448,041.54 108,801.85 SH X 1,2,3 108,801.85 CADENCE DESIGN SYSTEMS INC COMMON 127387108 260,826.96 24,422.00 SH X 1,2,3 24,422.00 CALLAWAY GOLF CO COMMON 131193104 2,133,004.00 145,300.00 SH X 1,2,3 145,300.00 CALPINE CORPORATION COMMON 131347304 3,596,170.70 195,231.85 SH X 1,2,3 195,231.85 CAMERON INTERNATIONAL CORP COMMON 13342B105 11,190,250.32 268,738.00 SH X 1,2,3 268,738.00 CAMPBELL SOUP CO COMMON 134429109 2,695,724.48 79,402.78 SH X 1,2,3 79,402.78 CANADIAN NATL RAILWAY CO FOR STK 136375102 23,658,490.01 489,621.07 SH X 1,2,3 489,621.07 CANADIAN SOLAR INC FOR STK 136635109 1,099,340.00 52,600.00 SH X 1,2,3 52,600.00 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 13,658,686.83 277,502.78 SH X 1,2,3 277,502.78 CAPITALSOURCE INC COMMON 14055X102 2,021,114.58 209,008.75 SH X 1,2,3 209,008.75 CARDINAL HEALTH INC COMMON 14149Y108 12,441,842.48 236,942.34 SH X 1,2,3 236,942.34 CAREER EDUCATION CORP COMMON 141665109 2,092,455.77 164,501.24 SH X 1,2,3 164,501.24 CARLISLE COMPANIES INC COMMON 142339100 8,112,632.65 242,602.65 SH X 1,2,3 242,602.65 CARNIVAL CORP COMMON 143658300 26,402,376.58 652,232.62 SH X 1,2,3 652,232.62 CARTER'S INC COMMON 146229109 1,881,475.00 116,500.00 SH X 1,2,3 116,500.00 CASEY'S GENERAL STORES INC COMMON 147528103 4,635,326.67 205,102.95 SH X 1,2,3 205,102.95 CATERPILLAR INC COMMON 149123101 27,084,662.01 345,953.02 SH X 1,2,3 345,953.02 CATO CORP-CL A COMMON 149205106 3,776,215.81 252,758.76 SH X 1,2,3 252,758.76 CELANESE CORP - SERIES A COMMON 150870103 554,556.78 14,201.20 SH X 1,2,3 14,201.20 CELGENE CORP COMMON 151020104 20,514,130.74 334,706.00 SH X 1,2,3 334,706.00 CELGENE CORP CONV NT 1.75% COMMON 151020AC8 1,011,000.00 2,000.00 SH X 1,2,3 2,000.00 CEMEX SA DE CV SPON ADR PART CER FOR STK 151290889 1,015,083.43 38,862.31 SH X 1,2,3 38,862.31 CENTENNIAL COMMUNICATIONS CORP COMMON 15133V208 550,577.02 93,160.24 SH X 1,2,3 93,160.24 CENTENE CORP COMMON 15135B101 3,742,332.40 268,460.00 SH X 1,2,3 268,460.00 CENTERPOINT ENERGY INC COMMON 15189T107 5,333,555.20 373,760.00 SH X 1,2,3 373,760.00 CENTEX CORP COMMON 152312104 844,028.70 34,862.81 SH X 1,2,3 34,862.81 CENTURY ALUMINUM CO COMMON 156431108 1,954,128.49 29,500.73 SH X 1,2,3 29,500.73 CENTURYTEL INC. COMMON 156700106 1,221,578.08 36,750.24 SH X 1,2,3 36,750.24 CEPHALON INC COMMON 156708109 8,384,236.00 130,190.00 SH X 1,2,3 130,190.00 6 CEPHEID INC COMMON 15670R107 1,438,034.40 58,960.00 SH X 1,2,3 58,960.00 CHARTER COMMUNICATIONS CL A COMMON 16117M107 38,340.00 45,000.00 SH X 1,2,3 45,000.00 CHATTEM INC COMMON 162456107 3,297,496.04 49,706.00 SH X 1,2,3 49,706.00 CHEMED CORP COMMON 16359R103 2,059,432.37 48,801.72 SH X 1,2,3 48,801.72 CHEMTURA CORP COMMON 163893100 113,443.11 15,455.46 SH X 1,2,3 15,455.46 CHESAPEAKE ENERGY COMMON 165167107 6,412,637.11 138,952.05 SH X 1,2,3 138,952.05 CHEVRON CORP COMMON 166764100 179,297,553.93 2,100,486.81 SH X 1,2,3 2,100,486.81 CHICO'S FAS INC COMMON 168615102 1,218,654.00 171,400.00 SH X 1,2,3 171,400.00 CHINA MOBILE LTD - SPON ADR FOR STK 16941M109 592,685.06 7,901.41 SH X 1,2,3 7,901.41 CHIPOTLE MEXICAN GRILL INC- CL A COMMON 169656105 1,794,008.88 15,816.00 SH X 1,2,3 15,816.00 CHUBB CORP COMMON 171232101 14,057,853.60 284,111.84 SH X 1,2,3 284,111.84 CHUNGHWA TELECOM CO LTD-ADR FOR STK 17133Q304 2,064,971.50 79,360.93 SH X 1,2,3 79,360.93 CHURCH & DWIGHT CO INC COMMON 171340102 265,870.76 4,901.75 SH X 1,2,3 4,901.75 CIBER INC COMMON 17163B102 269,500.16 55,000.03 SH X 1,2,3 55,000.03 CIENA CORP COMMON 171779309 5,897,332.89 191,285.53 SH X 1,2,3 191,285.53 CINCINNATI FINANCIAL CORP COMMON 172062101 4,634,438.27 121,830.66 SH X 1,2,3 121,830.66 CISCO SYSTEMS INC COMMON 17275R102 86,631,621.79 3,596,165.29 SH X 1,2,3 3,596,165.29 CINTAS CORP COMMON 172908105 1,475,968.33 51,715.78 SH X 1,2,3 51,715.78 CITIGROUP INC COMMON 172967101 96,172,184.50 4,489,831.21 SH X 1,2,3 4,489,831.21 CITIZENS COMMUNICATIONS COMMON 17453B101 1,588,605.60 151,440.00 SH X 1,2,3 151,440.00 CITRIX SYSTEMS INC COMMON 177376100 7,810,647.43 266,302.33 SH X 1,2,3 266,302.33 CITY NATIONAL CORP COMMON 178566105 2,750,050.29 55,601.50 SH X 1,2,3 55,601.50 CLEAN HARBORS INC COMMON 184496107 2,261,350.00 34,790.00 SH X 1,2,3 34,790.00 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 3,892,751.43 133,222.16 SH X 1,2,3 133,222.16 CLOROX COMPANY COMMON 189054109 5,747,091.39 101,467.01 SH X 1,2,3 101,467.01 COACH, INC. COMMON 189754104 6,484,390.65 215,071.00 SH X 1,2,3 215,071.00 COCA-COLA COMPANY/THE COMMON 191216100 105,039,247.60 1,725,632.46 SH X 1,2,3 1,725,632.46 COCA-COLA ENTERPRISES COMMON 191219104 4,191,084.21 173,185.30 SH X 1,2,3 173,185.30 COGNIZANT TECH SOLUTIONS - A COMMON 192446102 14,049,600.51 487,325.72 SH X 1,2,3 487,325.72 COLGATE PALMOLIVE CORP COMMON 194162103 34,417,529.70 441,760.10 SH X 1,2,3 441,760.10 COLONIAL BANCGROUP INC COMMON 195493309 532,548.04 55,300.94 SH X 1,2,3 55,300.94 COLUMBUS MCKINNON CORP COMMON 199333105 885,718.20 28,590.00 SH X 1,2,3 28,590.00 COMCAST CORP - CL A COMMON 20030N101 31,430,641.84 1,625,162.45 SH X 1,2,3 1,625,162.45 COMERICA INC COMMON 200340107 3,968,256.90 113,120.21 SH X 1,2,3 113,120.21 COMMERCE BANCSHARES INC COMMON 200525103 501,046.73 11,921.17 SH X 1,2,3 11,921.17 COMMERCE GROUP INC COMMON 200641108 847,431.53 23,500.60 SH X 1,2,3 23,500.60 COMMERCIAL METALS CO COMMON 201723103 242,798.51 8,101.39 SH X 1,2,3 8,101.39 COMMSCOPE INC COMMON 203372107 2,197,803.48 63,100.88 SH X 1,2,3 63,100.88 COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 671,400.00 20,000.00 SH X 1,2,3 20,000.00 CEMIG SA - SPONS ADR FOR STK 204409601 1,076,086.00 59,650.00 SH X 1,2,3 59,650.00 COMPANHIA BRAS DIS PAO ACU- SPADR For Pre 20440T201 272,660.40 6,660.00 SH X 1,2,3 6,660.00 COMPANHIA SIDERURGICA NACL- ADR FOR STK 20440W105 1,882,291.68 52,300.41 SH X 1,2,3 52,300.41 CIA VALE DO RIO DOCE -SP ADR FOR STK 204412100 9,158,230.40 314,176.00 SH X 1,2,3 314,176.00 CIA VALE DO RIO DOCE - ADR FOR STK 204412209 4,983,310.40 143,860.00 SH X 1,2,3 143,860.00 7 CIA SANEAMENTO BASICO - ADR FOR STK 20441A102 552,795.10 12,470.00 SH X 1,2,3 12,470.00 COMPANIA CERVECERIAS UNIDAS- ADR FOR STK 204429104 1,018,601.71 28,822.91 SH X 1,2,3 28,822.91 CO DE MINAS BUENAVENTURA SA ADR FOR STK 204448104 55,827,578.64 815,001.15 SH X 1,2,3 815,001.15 COMPASS MINERALS INT'L INC COMMON 20451N101 5,058,223.77 85,761.68 SH X 1,2,3 85,761.68 COMPLETE PRODUCTION SERVICES COMMON 20453E109 814,370.00 35,500.00 SH X 1,2,3 35,500.00 COMPUTER SCIENCES CORP COMMON 205363104 8,685,454.96 212,930.99 SH X 1,2,3 212,930.99 COMPUWARE CORP COMMON 205638109 1,647,169.40 224,410.00 SH X 1,2,3 224,410.00 COMSTOCK RESOURCES INC COMMON 205768203 1,209,000.00 30,000.00 SH X 1,2,3 30,000.00 CONAGRA FOODS INC COMMON 205887102 7,356,043.86 307,141.71 SH X 1,2,3 307,141.71 CONCUR TECHNOLOGIES INC. COMMON 206708109 1,418,674.50 45,690.00 SH X 1,2,3 45,690.00 CONMED CORP COMMON 207410101 2,472,260.08 96,422.00 SH X 1,2,3 96,422.00 CONOCOPHILLIPS COMMON 20825C104 128,305,261.04 1,683,575.14 SH X 1,2,3 1,683,575.14 CONSOL ENERGY INC COMMON 20854P109 3,310,796.71 47,850.80 SH X 1,2,3 47,850.80 CONSOLIDATED EDISON COMMON 209115104 2,953,730.66 74,401.28 SH X 1,2,3 74,401.28 CONSTELLATION BRANDS INC- A COMMON 21036P108 4,470,544.70 253,001.96 SH X 1,2,3 253,001.96 CONSTELLATION ENERGY GROUP COMMON 210371100 8,638,226.31 97,861.41 SH X 1,2,3 97,861.41 CONTINENTAL AIRLINES-CL B COMMON 210795308 346,140.00 18,000.00 SH X 1,2,3 18,000.00 CONVERGYS CORP COMMON 212485106 527,116.46 35,001.09 SH X 1,2,3 35,001.09 COOPER TIRE & RUBBER CO COMMON 216831107 318,919.44 21,303.90 SH X 1,2,3 21,303.90 CORN PRODUCTS INTERNATIONAL COMMON 219023108 7,441,072.17 200,351.97 SH X 1,2,3 200,351.97 CORNING INC COMMON 219350105 39,234,698.36 1,632,059.00 SH X 1,2,3 1,632,059.00 CORVEL CORP COMMON 221006109 2,694,183.66 88,074.00 SH X 1,2,3 88,074.00 COSTCO WHOLESALE CORP COMMON 22160K105 18,068,370.23 278,103.28 SH X 1,2,3 278,103.28 COUGAR BIOTECHNOLOGY INC COMMON 222083107 317,100.00 15,100.00 SH X 1,2,3 15,100.00 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 1,783,394.31 324,253.51 SH X 1,2,3 324,253.51 COVENTRY HEALTH CARE INC COMMON 222862104 15,856,825.19 392,982.04 SH X 1,2,3 392,982.04 CRANE CO. COMMON 224399105 3,571,003.97 88,500.72 SH X 1,2,3 88,500.72 CREDIT ACCEPTANCE CORP COMMON 225310101 1,292,096.00 83,200.00 SH X 1,2,3 83,200.00 CROCS INC COMMON 227046109 1,062,188.86 60,800.74 SH X 1,2,3 60,800.74 CROWN HOLDINGS INC COMMON 228368106 233,966.06 9,299.13 SH X 1,2,3 9,299.13 CUBIST PHARMACEUTICALS INC COMMON 229678107 3,470,328.00 188,400.00 SH X 1,2,3 188,400.00 CULLEN/FROST BANKERS INC COMMON 229899109 955,723.73 18,018.92 SH X 1,2,3 18,018.92 CUMMINS INC COMMON 231021106 6,257,702.00 133,654.46 SH X 1,2,3 133,654.46 CYBERSOURCE CORP COMMON 23251J106 1,395,842.83 95,540.24 SH X 1,2,3 95,540.24 CYNOSURE INC - CL A COMMON 232577205 1,484,610.00 69,700.00 SH X 1,2,3 69,700.00 CYPRESS BIOSCIENCE INC COMMON 232674507 90,932.00 12,700.00 SH X 1,2,3 12,700.00 CYTOKINETICS INC COMMON 23282W100 305,440.00 92,000.00 SH X 1,2,3 92,000.00 D.R. HORTON INC COMMON 23331A109 3,050,412.64 193,676.99 SH X 1,2,3 193,676.99 DST SYSTEMS INC COMMON 233326107 10,028,637.00 152,550.00 SH X 1,2,3 152,550.00 DTE ENERGY CO COMMON 233331107 6,040,856.66 155,331.88 SH X 1,2,3 155,331.88 DANAHER CORP COMMON 235851102 16,370,430.24 215,315.41 SH X 1,2,3 215,315.41 DARDEN RESTAURANTS COMMON 237194105 3,218,914.45 98,891.38 SH X 1,2,3 98,891.38 DARLING INTERNATIONAL INC COMMON 237266101 1,255,502.50 96,950.00 SH X 1,2,3 96,950.00 DATASCOPE CORP COMMON 238113104 343,948.13 8,301.91 SH X 1,2,3 8,301.91 8 DAVITA, INC. COMMON 23918K108 2,249,567.64 47,101.50 SH X 1,2,3 47,101.50 DAWSON GEOPHYSICAL CO COMMON 239359102 1,307,475.00 19,370.00 SH X 1,2,3 19,370.00 DEAN FOODS COMMON 242370104 731,371.87 36,404.77 SH X 1,2,3 36,404.77 DECKERS OUTDOOR CORP COMMON 243537107 1,936,123.74 17,957.00 SH X 1,2,3 17,957.00 DEERE & CO COMMON 244199105 49,405,512.05 614,190.85 SH X 1,2,3 614,190.85 DELL INC COMMON 24702R101 23,914,182.19 1,200,511.15 SH X 1,2,3 1,200,511.15 DELPHI FINANCIAL GROUP-CL A COMMON 247131105 3,367,335.84 115,201.36 SH X 1,2,3 115,201.36 DELTA AIR LINES INC COMMON 247361702 291,570.43 33,903.54 SH X 1,2,3 33,903.54 DELTIC TIMBER CORP COMMON 247850100 2,740,440.67 49,200.01 SH X 1,2,3 49,200.01 DENBURY RESOURCES INC COMMON 247916208 3,797,150.00 133,000.00 SH X 1,2,3 133,000.00 DENTSPLY INTERNATIONAL INC COMMON 249030107 525,649.24 13,617.86 SH X 1,2,3 13,617.86 DESWELL INDUSTRIES INC FOR STK 250639101 1,216,933.54 194,709.37 SH X 1,2,3 194,709.37 DEVELOPERS DIVERSIFIED REALTY CO COMMON 251591103 1,468,738.89 35,070.17 SH X 1,2,3 35,070.17 DEVON ENERGY CORP COMMON 25179M103 31,216,685.72 299,211.02 SH X 1,2,3 299,211.02 DEVON ENERGY NEWDTD 08/03/9 4.9 COMMON 25179MAB9 797,500.00 5,000.00 SH X 1,2,3 5,000.00 DEVRY INC COMMON 251893103 3,469,461.42 82,922.12 SH X 1,2,3 82,922.12 DICKS SPORTING GOODS INC 1.6061% COMMON 253393AB8 394,500.00 4,000.00 SH X 1,2,3 4,000.00 DIEBOLD INC COMMON 253651103 1,896,328.28 50,501.42 SH X 1,2,3 50,501.42 DILLARDS INC - CL A COMMON 254067101 278,874.42 16,204.21 SH X 1,2,3 16,204.21 DIRECTV GROUP INC/THE COMMON 25459L106 15,817,513.35 638,060.24 SH X 1,2,3 638,060.24 DISNEY, WALT COMMON 254687106 35,563,434.40 1,133,315.31 SH X 1,2,3 1,133,315.31 DISCOVERY HOLDINGS CO-A COMMON 25468Y107 435,349.52 20,516.00 SH X 1,2,3 20,516.00 DISCOVER FINANCIAL SERVICES COMMON 254709108 7,481,620.08 457,032.38 SH X 1,2,3 457,032.38 DISH NETWORK CORPORATION COMMON 25470M109 2,186,158.18 76,093.22 SH X 1,2,3 76,093.22 DOLBY LABORATORIES INC -CL A COMMON 25659T107 8,691,993.38 239,713.00 SH X 1,2,3 239,713.00 DOLLAR FINANCIAL CORP COMMON 256664103 1,099,860.00 47,820.00 SH X 1,2,3 47,820.00 DOMINION RESOURCES INC/VA COMMON 25746U109 22,119,701.09 541,618.54 SH X 1,2,3 541,618.54 DOMTAR CORP FOR STK 257559104 260,912.00 38,200.88 SH X 1,2,3 38,200.88 DONNELLEY (R.R.) & SONS CO COMMON 257867101 9,322,785.05 307,581.16 SH X 1,2,3 307,581.16 DOVER CORP COMMON 260003108 3,085,976.71 73,862.54 SH X 1,2,3 73,862.54 DOW CHEMICAL COMMON 260543103 27,457,121.61 745,105.06 SH X 1,2,3 745,105.06 DREAMWORKS ANIMATION SKG - A COMMON 26153C103 6,465,624.00 250,800.00 SH X 1,2,3 250,800.00 DUPONT (E.I.) DE NEMOURS & CO COMMON 263534109 22,450,461.37 480,121.07 SH X 1,2,3 480,121.07 DUKE REALTY CORP COMMON 264411505 2,575,285.72 112,901.61 SH X 1,2,3 112,901.61 DUKE ENERGY CORP COMMON 26441C105 12,878,324.61 721,474.77 SH X 1,2,3 721,474.77 DYNEGY INC-CL A COMMON 26817G102 2,214,316.43 280,648.47 SH X 1,2,3 280,648.47 EMC CORP/MASS COMMON 268648102 12,715,866.30 886,741.03 SH X 1,2,3 886,741.03 ENSCO INTERNATIONAL INC COMMON 26874Q100 8,760,554.28 139,900.26 SH X 1,2,3 139,900.26 EOG RESOURCES INC COMMON 26875P101 35,950,347.84 299,586.23 SH X 1,2,3 299,586.23 E*TRADE GROUP INC COMMON 269246104 514,885.40 133,390.00 SH X 1,2,3 133,390.00 ESCO RESOURCES INC COMMON 269279402 1,579,900.00 85,400.00 SH X 1,2,3 85,400.00 EASTMAN CHEMICAL CO COMMON 277432100 1,442,616.92 23,100.35 SH X 1,2,3 23,100.35 EASTMAN KODAK COMMON 277461109 5,410,799.22 306,213.88 SH X 1,2,3 306,213.88 EATON CORP COMMON 278058102 7,852,380.44 98,561.32 SH X 1,2,3 98,561.32 9 EBAY INC COMMON 278642103 16,613,410.69 556,749.69 SH X 1,2,3 556,749.69 ECLIPSYS CORP COMMON 278856109 419,673.61 21,401.00 SH X 1,2,3 21,401.00 ECOLAB INC COMMON 278865100 2,090,362.47 48,131.76 SH X 1,2,3 48,131.76 EDISON INTERNATIONAL COMMON 281020107 10,449,617.96 213,170.50 SH X 1,2,3 213,170.50 EL PASO CORPORATION COMMON 28336L109 14,330,684.59 861,219.03 SH X 1,2,3 861,219.03 ELAN CORP PLC - SPONS ADR FOR STK 284131208 1,829,422.00 87,700.00 SH X 1,2,3 87,700.00 ELECTRONIC ARTS INC COMMON 285512109 19,262,780.16 385,873.00 SH X 1,2,3 385,873.00 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 2,244,067.39 134,778.82 SH X 1,2,3 134,778.82 ELECTRONICS FOR IMAGING INC COMMON 286082102 1,811,288.00 121,400.00 SH X 1,2,3 121,400.00 EMBARQ CORP COMMON 29078E105 4,509,173.54 112,448.22 SH X 1,2,3 112,448.22 EMBRAER AIRCRAFT CORP-SP ADR FOR PRE 29081M102 534,333.24 13,524.00 SH X 1,2,3 13,524.00 EMERGENCY MEDICAL SERVICES - A COMMON 29100P102 1,527,570.30 61,870.00 SH X 1,2,3 61,870.00 EMERSON ELECTRIC CO COMMON 291011104 26,196,807.40 509,071.27 SH X 1,2,3 509,071.27 EMULEX CORP COMMON 292475209 1,313,816.00 80,900.00 SH X 1,2,3 80,900.00 ENCORE ACQUISITION CO COMMON 29255W100 1,367,566.42 33,951.50 SH X 1,2,3 33,951.50 ENDO PHARMADEUTICALS HLDGS INC COMMON 29264F205 2,300,634.00 96,100.00 SH X 1,2,3 96,100.00 ENERGEN CORP COMMON 29265N108 4,648,214.90 74,610.19 SH X 1,2,3 74,610.19 ENERGY EAST CORP COMMON 29266M109 964,832.06 40,001.33 SH X 1,2,3 40,001.33 ENERGIZING HOLDINGS INC COMMON 29266R108 3,953,976.00 43,700.00 SH X 1,2,3 43,700.00 ENTERGY CORP COMMON 29364G103 32,361,243.33 296,674.40 SH X 1,2,3 296,674.40 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 1,016,226.17 20,600.57 SH X 1,2,3 20,600.57 EPICOR SOFTWARE CORP COMMON 29426L108 437,964.80 39,104.00 SH X 1,2,3 39,104.00 EQUIFAX INC COMMON 294429105 1,252,663.12 36,330.14 SH X 1,2,3 36,330.14 EQUINIX INC COMMON 29444U502 2,772,633.00 41,700.00 SH X 1,2,3 41,700.00 EQUITY RESIDENTIAL COMMON 29476L107 7,134,894.94 171,966.62 SH X 1,2,3 171,966.62 ESCO TECHNOLOGIES INC COMMON 296315104 4,027,659.32 101,401.29 SH X 1,2,3 101,401.29 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 266,961.00 5,300.00 SH X 1,2,3 5,300.00 EURONET WORLDWIDE INC COMMON 298736109 306,234.00 15,900.00 SH X 1,2,3 15,900.00 EXELON CORPORATION COMMON 30161N101 43,968,623.07 541,019.11 SH X 1,2,3 541,019.11 EXELIXIS INC COMMON 30161Q104 393,397.80 56,604.00 SH X 1,2,3 56,604.00 EXPEDIA INC COMMON 30212P105 3,857,161.01 176,206.53 SH X 1,2,3 176,206.53 EXPEDITORS INTL WASH INC COMMON 302130109 3,270,979.32 72,398.83 SH X 1,2,3 72,398.83 EXPRESS SCRIPTS INC-COMMON COMMON 302182100 27,033,696.00 420,300.00 SH X 1,2,3 420,300.00 EXTREME NETWORKS INC COMMON 30226D106 1,210,612.00 390,520.00 SH X 1,2,3 390,520.00 EZCORP INC - CL A COMMON 302301106 589,772.10 47,910.00 SH X 1,2,3 47,910.00 EXXON MOBIL CORPORATION COMMON 30231G102 360,846,071.89 4,266,328.59 SH X 1,2,3 4,266,328.59 FMC CORP COMMON 302491303 210,949.51 3,801.58 SH X 1,2,3 3,801.58 FMC TECHNOLOGIES, INC. COMMON 30249U101 7,180,598.91 126,219.00 SH X 1,2,3 126,219.00 FPL GROUP INC COMMON 302571104 19,084,888.07 304,190.12 SH X 1,2,3 304,190.12 FTI CONSULTING INC COMMON 302941109 1,612,714.56 22,701.50 SH X 1,2,3 22,701.50 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 2,602,136.00 218,300.00 SH X 1,2,3 218,300.00 FAMILY DOLLAR STORES COMMON 307000109 9,050,543.91 464,130.46 SH X 1,2,3 464,130.46 FASTENAL CO. COMMON 311900104 569,298.31 12,394.91 SH X 1,2,3 12,394.91 FREDDIE MAC COMMON 313400301 9,500,136.95 375,202.88 SH X 1,2,3 375,202.88 11 FANNIE MAE COMMON 313586109 13,277,457.45 504,462.67 SH X 1,2,3 504,462.67 FEDERAL REALTY INVESTMENT TRUST COMMON 313747206 242,065.62 3,105.40 SH X 1,2,3 3,105.40 FEDERATED INVESTORS INC-CL B COMMON 314211103 7,083,297.53 180,880.94 SH X 1,2,3 180,880.94 FEDEX CORP COMMON 31428X106 23,120,496.29 249,492.78 SH X 1,2,3 249,492.78 FELCOR LODGING TRUST COMMON 31430F101 1,011,762.67 84,103.30 SH X 1,2,3 84,103.30 FIDELITY NATIONAL INFORMATION SV COMMON 31620M106 1,662,200.09 43,581.54 SH X 1,2,3 43,581.54 FIDELITY NATL TITLE GRP-CL A COMMON 31620R105 3,094,151.69 168,802.60 SH X 1,2,3 168,802.60 FIFTH THIRD BANCORP COMMON 316773100 17,807,979.98 851,241.87 SH X 1,2,3 851,241.87 FINANCIAL FEDERAL CORP COMMON 317492106 2,308,583.40 105,849.77 SH X 1,2,3 105,849.77 FIRST AMERICAN CORP COMMON 318522307 1,415,309.20 41,700.33 SH X 1,2,3 41,700.33 FIRST HORIZON NATIONAL CORP COMMON 320517105 2,182,796.07 155,802.72 SH X 1,2,3 155,802.72 FIRST INDUSTRIAL REALTY TRUST COMMON 32054K103 5,310,029.74 171,901.25 SH X 1,2,3 171,901.25 FIRST MARBLEHEAD CORP/THE COMMON 320771108 749,013.24 100,403.92 SH X 1,2,3 100,403.92 FIRST MIDWEST BANCORP INC/IL COMMON 320867104 1,566,262.74 56,401.25 SH X 1,2,3 56,401.25 FIRST SOLAR INC COMMON 336433107 14,521,370.50 62,825.00 SH X 1,2,3 62,825.00 FISERV INC COMMON 337738108 3,370,580.01 70,089.00 SH X 1,2,3 70,089.00 FIRSTENERGY CORP COMMON 337932107 5,732,891.25 83,545.49 SH X 1,2,3 83,545.49 FIVE STAR QUALITY CARE COMMON 33832D106 432,500.40 68,110.30 SH X 1,2,3 68,110.30 FLUOR CORP (NEW) COMMON 343412102 4,753,601.54 33,675.27 SH X 1,2,3 33,675.27 FLOWERS FOODS INC COMMON 343498101 2,244,413.36 90,683.37 SH X 1,2,3 90,683.37 FLOWSERVE CORPORATION COMMON 34354P105 21,518,849.70 206,158.74 SH X 1,2,3 206,158.74 FOCUS MEDIA HOLDING- ADR FOR STK 34415V109 326,895.00 9,300.00 SH X 1,2,3 9,300.00 FOMENTO ECONOMICO MEX-SP ADR FOR STK 344419106 785,506.62 18,801.02 SH X 1,2,3 18,801.02 FOOT LOCKER INC COMMON 344849104 188,398.96 16,006.71 SH X 1,2,3 16,006.71 FORD MOTOR CO. COMMON 345370860 9,480,114.62 1,657,362.70 SH X 1,2,3 1,657,362.70 FOREST LABORATORIES INC COMMON 345838106 12,264,265.30 306,530.00 SH X 1,2,3 306,530.00 FORTUNE BRANDS INC COMMON 349631101 8,754,992.84 125,971.12 SH X 1,2,3 125,971.12 FOSSIL INC COMMON 349882100 2,154,062.55 70,532.50 SH X 1,2,3 70,532.50 FOSTER (LB) CO - CL A COMMON 350060109 1,213,430.80 28,180.00 SH X 1,2,3 28,180.00 FOUNDATION COAL HOLDINGS INC COMMON 35039W100 261,729.64 5,200.27 SH X 1,2,3 5,200.27 FOUNDRY NETWORKS INC COMMON 35063R100 3,621,181.80 312,710.00 SH X 1,2,3 312,710.00 FRANKLIN RESOURCES COMMON 354613101 6,813,578.54 70,250.32 SH X 1,2,3 70,250.32 FREEPORT McMoRan COP/GOLD- B COMMON 35671D857 80,313,342.30 834,684.50 SH X 1,2,3 834,684.50 FRESENIUS MEDICAL CARE AG - ADR FOR STK 358029106 936,027.48 18,601.50 SH X 1,2,3 18,601.50 FRONTIER OIL CORP COMMON 35914P105 4,225,377.53 155,002.84 SH X 1,2,3 155,002.84 GFI GROUP INC COMMON 361652209 1,629,039.00 28,430.00 SH X 1,2,3 28,430.00 GAMESTOP CORP - CL A COMMON 36467W109 6,255,960.91 120,981.65 SH X 1,2,3 120,981.65 GANNETT CO. COMMON 364730101 10,062,948.64 346,400.99 SH X 1,2,3 346,400.99 GAP INC COMMON 364760108 5,043,857.58 256,293.58 SH X 1,2,3 256,293.58 GARDNER DENVER MACHINERY INC COMMON 365558105 1,181,264.00 31,840.00 SH X 1,2,3 31,840.00 GENENTECH INC COMMON 368710406 54,807,298.48 675,133.02 SH X 1,2,3 675,133.02 GENERAL DYNAMICS CORP COMMON 369550108 58,498,404.89 701,672.12 SH X 1,2,3 701,672.12 GENERAL ELECTRIC CO COMMON 369604103 263,468,858.15 7,118,855.94 SH X 1,2,3 7,118,855.94 GENERAL GROWTH PROPERTIES COMMON 370021107 2,531,890.42 66,331.95 SH X 1,2,3 66,331.95 12 GENERAL MILLS, INC. COMMON 370334104 16,192,214.99 270,411.07 SH X 1,2,3 270,411.07 GENERAL MOTORS COMMON 370442105 4,436,583.61 232,891.53 SH X 1,2,3 232,891.53 GENESEE & WYOMING INC-CL A COMMON 371559105 2,745,206.00 79,802.50 SH X 1,2,3 79,802.50 GENUINE PARTS CO COMMON 372460105 4,892,851.04 121,652.19 SH X 1,2,3 121,652.19 GENWORTH FINANCIAL INC -CL A COMMON 37247D106 4,937,218.59 218,075.03 SH X 1,2,3 218,075.03 GEOEYE INC COMMON 37250W108 654,948.00 25,200.00 SH X 1,2,3 25,200.00 GENZYME CORP-GEN DIVISION COMMON 372917104 31,872,794.44 427,593.16 SH X 1,2,3 427,593.16 GERDAU SA - SPON ADR FOR STK 373737105 1,290,071.94 42,200.59 SH X 1,2,3 42,200.59 GILEAD SCIENCES COMMON 375558103 48,243,210.48 936,216.00 SH X 1,2,3 936,216.00 GILDAN ACTIVEWEAR INC FOR STK 375916103 2,122,048.00 56,800.00 SH X 1,2,3 56,800.00 GLG PARTNERS INC COMMON 37929X107 2,195,950.00 185,000.00 SH X 1,2,3 185,000.00 GLOBAL INDUSTRIES LTD COMMON 379336100 2,571,021.10 159,790.00 SH X 1,2,3 159,790.00 GOLD FIELDS LTD-SP ADR FOR STK 38059T106 41,437,587.73 2,996,210.25 SH X 1,2,3 2,996,210.25 GOLDCORP INC FOR STK 380956409 91,941,850.11 2,372,692.91 SH X 1,2,3 2,372,692.91 GOLDMAN SACHS GROUP INC COMMON 38141G104 89,706,304.67 542,392.56 SH X 1,2,3 542,392.56 GOODRICH CORP COMMON 382388106 16,268,444.50 282,880.27 SH X 1,2,3 282,880.27 GOODYEAR TIRE & RUBBER CO COMMON 382550101 4,541,082.87 176,010.96 SH X 1,2,3 176,010.96 GOOGLE INC-CL A COMMON 38259P508 101,876,306.30 231,290.00 SH X 1,2,3 231,290.00 GRACO INC COMMON 384109104 2,447,615.12 67,501.80 SH X 1,2,3 67,501.80 GRAFTECH INTERNATIONAL LTD COMMON 384313102 1,569,128.00 96,800.00 SH X 1,2,3 96,800.00 GRAINGER (W.W.) INC COMMON 384802104 1,907,587.25 24,971.69 SH X 1,2,3 24,971.69 GREAT BASIN GOLD LTD FOR STK 390124105 20,496,000.00 5,600,000.00 SH X 1,2,3 5,600,000.00 GREENHILL & CO INC COMMON 395259104 793,039.58 11,400.80 SH X 1,2,3 11,400.80 GREIF INC - CL A COMMON 397624107 2,207,855.09 32,501.92 SH X 1,2,3 32,501.92 GRUPO SIMEC SAB DE CV - SP ADR FOR STK 400491106 601,020.00 54,000.00 SH X 1,2,3 54,000.00 GRUPO TELEVISA ADR FOR STK 40049J206 632,664.00 26,100.00 SH X 1,2,3 26,100.00 GYMBOREE CORP COMMON 403777105 3,918,210.00 98,250.00 SH X 1,2,3 98,250.00 H&E EQUIPMENT SERVICES INC COMMON 404030108 541,767.00 43,100.00 SH X 1,2,3 43,100.00 HCP INC COMMON 40414L109 1,732,982.84 51,256.52 SH X 1,2,3 51,256.52 HDFC BANK LIMITED ADR FOR STK 40415F101 1,198,528.00 12,200.00 SH X 1,2,3 12,200.00 HLTH CORP COMMON 40422Y101 344,460.78 36,107.00 SH X 1,2,3 36,107.00 HNI CORP COMMON 404251100 594,324.34 22,102.06 SH X 1,2,3 22,102.06 HSBC HOLDINGS PLC 6.2% SER A FOR PRE 404280604 1,087,000.00 50,000.00 SH X 1,2,3 50,000.00 HAEMONETICS CORPORATION COMMON 405024100 1,487,712.60 24,970.00 SH X 1,2,3 24,970.00 HALLIBURTON CO. COMMON 406216101 44,114,750.93 1,121,656.52 SH X 1,2,3 1,121,656.52 HANESBRANDS INC COMMON 410345102 4,910,662.17 168,173.36 SH X 1,2,3 168,173.36 HANSEN NATURAL CORP COMMON 411310105 702,505.30 19,901.00 SH X 1,2,3 19,901.00 HARLEY-DAVIDSON INC COMMON 412822108 9,404,644.61 250,790.52 SH X 1,2,3 250,790.52 HARMAN INTERNATIONAL COMMON 413086109 2,016,810.72 46,320.87 SH X 1,2,3 46,320.87 HARMONIC INC COMMON 413160102 1,501,446.39 197,558.74 SH X 1,2,3 197,558.74 HARRIS CORP COMMON 413875105 9,498,746.13 195,729.37 SH X 1,2,3 195,729.37 HARSCO CORPORATION COMMON 415864107 631,402.61 11,401.28 SH X 1,2,3 11,401.28 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 31,430,952.69 414,820.55 SH X 1,2,3 414,820.55 HASBRO INC. COMMON 418056107 2,492,872.20 89,350.26 SH X 1,2,3 89,350.26 13 HEALTH MANAGEMENT ASSC INC-A COMMON 421933102 689,316.77 130,305.63 SH X 1,2,3 130,305.63 HEALTH NET INC COMMON 42222G108 5,159,000.00 167,500.00 SH X 1,2,3 167,500.00 HEALTHSPRING INC COMMON 42224N101 1,098,662.40 78,030.00 SH X 1,2,3 78,030.00 HECLA MINING COMMON 422704106 19,726,437.38 1,767,601.92 SH X 1,2,3 1,767,601.92 H.J. HEINZ COMMON 423074103 11,903,538.20 253,428.53 SH X 1,2,3 253,428.53 HELMERICH & PAYNE COMMON 423452101 689,038.12 14,701.05 SH X 1,2,3 14,701.05 HERCULES INC COMMON 427056106 1,382,983.28 75,614.18 SH X 1,2,3 75,614.18 HERCULES OFFSHORE INC COMMON 427093109 3,117,462.81 124,102.82 SH X 1,2,3 124,102.82 HERSHA HOSPITALITY TRUST COMMON 427825104 92,144.50 10,204.26 SH X 1,2,3 10,204.26 HERSHEY COMPANY/THE COMMON 427866108 1,703,182.22 45,213.23 SH X 1,2,3 45,213.23 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 934,650.00 77,500.00 SH X 1,2,3 77,500.00 HESS CORP COMMON 42809H107 9,446,745.27 107,130.25 SH X 1,2,3 107,130.25 HEWITT ASSOCIATES INC - CL A COMMON 42822Q100 1,523,191.00 38,300.00 SH X 1,2,3 38,300.00 HEWLETT-PACKARD CO COMMON 428236103 80,314,885.07 1,758,976.90 SH X 1,2,3 1,758,976.90 HEXCEL CORP COMMON 428291108 1,903,356.00 99,600.00 SH X 1,2,3 99,600.00 HIBBETT SPORTS INC COMMON 428567101 4,849,983.85 314,118.13 SH X 1,2,3 314,118.13 HOLOGIC INC COMMON 436440101 16,940,374.80 304,683.00 SH X 1,2,3 304,683.00 HOME DEPOT INC COMMON 437076102 35,278,924.61 1,261,313.00 SH X 1,2,3 1,261,313.00 HONEYWELL INTERNATIONAL INC COMMON 438516106 36,565,843.02 648,100.73 SH X 1,2,3 648,100.73 HORNBECK OFFSHORE SERVICES COMMON 440543106 683,679.90 14,970.00 SH X 1,2,3 14,970.00 HOSPIRA INC COMMON 441060100 4,557,275.70 106,553.09 SH X 1,2,3 106,553.09 HOST HOTELS & RESORTS INC COMMON 44107P104 2,345,683.68 147,341.94 SH X 1,2,3 147,341.94 HUB GROUP INC CL A COMMON 443320106 2,032,602.00 61,800.00 SH X 1,2,3 61,800.00 HUBBELL INC - CL B COMMON 443510201 865,147.28 19,801.95 SH X 1,2,3 19,801.95 HUDSON CITY BANCORP INC COMMON 443683107 6,365,278.47 360,027.06 SH X 1,2,3 360,027.06 HUMANA INC COMMON 444859102 12,172,761.00 271,350.00 SH X 1,2,3 271,350.00 HUMAN GENOME SCIENCES INC COMMON 444903108 627,874.00 106,600.00 SH X 1,2,3 106,600.00 J B HUNT TRANSPORT SVCS INC COMMON 445658107 358,365.55 11,402.02 SH X 1,2,3 11,402.02 HUNTINGTON BANCSHARES COMMON 446150104 3,212,027.50 298,793.26 SH X 1,2,3 298,793.26 HUNTSMAN CORP COMMON 447011107 289,715.63 12,302.15 SH X 1,2,3 12,302.15 IAC/INTERACTIVECORP COMMON 44919P300 2,053,834.92 98,932.32 SH X 1,2,3 98,932.32 IMS HEALTH INCORPORATED COMMON 449934108 1,197,210.01 56,982.87 SH X 1,2,3 56,982.87 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 1,286,040.00 28,000.00 SH X 1,2,3 28,000.00 ITT INDUSTRIES INC COMMON 450911102 5,643,695.32 108,930.62 SH X 1,2,3 108,930.62 ICICI BANK LTD - SPONS ADR FOR STK 45104G104 2,522,120.45 66,041.38 SH X 1,2,3 66,041.38 ICONIX BRAND GROUP INC COMMON 451055107 1,933,678.51 111,451.21 SH X 1,2,3 111,451.21 IDEARC INC COMMON 451663108 1,094,603.67 300,715.30 SH X 1,2,3 300,715.30 IDENIX PHARMACEUTICALS INC COMMON 45166R204 937,234.00 186,700.00 SH X 1,2,3 186,700.00 ILLINOIS TOOL WORKS INC COMMON 452308109 35,164,511.42 729,100.38 SH X 1,2,3 729,100.38 ILLUMINA INC. COMMON 452327109 3,115,491.59 41,047.32 SH X 1,2,3 41,047.32 IMPERIAL TOBACCO GROUP ADR FOR STK 453142101 17,281,661.91 187,701.34 SH X 1,2,3 187,701.34 INCYTE GENOMICS INC COMMON 45337C102 514,990.00 49,000.00 SH X 1,2,3 49,000.00 INFORMATICA CORP COMMON 45666Q102 3,209,173.66 188,111.00 SH X 1,2,3 188,111.00 INFOSYS TECHNOLOGIES-SP ADR FOR STK 456788108 923,223.70 25,810.00 SH X 1,2,3 25,810.00 14 INGRAM MICRO COMMON 457153104 4,668,267.00 294,900.00 SH X 1,2,3 294,900.00 INSITUFORM TECHNOLOGIES INC COMMON 457667103 1,127,145.00 81,500.00 SH X 1,2,3 81,500.00 INTEL CORP COMMON 458140100 88,180,772.50 4,163,398.14 SH X 1,2,3 4,163,398.14 INTEGRYS ENERGY GROUP INC COMMON 45822P105 901,218.10 19,322.86 SH X 1,2,3 19,322.86 INTERACTIVE BROKERS GRO-CL A COMMON 45841N107 1,056,833.90 41,170.00 SH X 1,2,3 41,170.00 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 17,204,119.46 131,832.33 SH X 1,2,3 131,832.33 INTERFACE INC - CL A COMMON 458665106 457,647.84 32,572.80 SH X 1,2,3 32,572.80 INTERNATIONAL BANCSHARES CORP COMMON 459044103 2,641,456.11 116,982.11 SH X 1,2,3 116,982.11 INTERNATIONAL BUSINESS MACHINES COMMON 459200101 133,099,661.90 1,155,981.08 SH X 1,2,3 1,155,981.08 INTERNATIONAL FLAVORS & FRAGRANC COMMON 459506101 1,069,001.17 24,267.90 SH X 1,2,3 24,267.90 INTERNATIONAL GAME TECHNOLOGY COMMON 459902102 3,466,356.73 86,206.34 SH X 1,2,3 86,206.34 INTERNATIONAL PAPER CO COMMON 460146103 9,842,201.57 361,845.65 SH X 1,2,3 361,845.65 INTERPUBLIC GROUP COS INC COMMON 460690100 6,099,976.08 725,324.15 SH X 1,2,3 725,324.15 INTUIT INC COMMON 461202103 7,087,784.15 262,413.33 SH X 1,2,3 262,413.33 INTUITIVE SURGICAL INC COMMON 46120E602 19,180,295.51 59,134.56 SH X 1,2,3 59,134.56 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 1,302,313.08 28,200.80 SH X 1,2,3 28,200.80 INVESTOOLS INC COMMON 46145P103 2,038,645.00 185,500.00 SH X 1,2,3 185,500.00 INVITROGEN CORP COMMON 46185R100 6,478,657.20 75,800.37 SH X 1,2,3 75,800.37 INVITROGEN CORP SR NOTE CONV 1.5 COMMON 46185RAK6 304,500.00 3,000.00 SH X 1,2,3 3,000.00 IOWA TELECOMMUNICATIONS SERV COMMON 462594201 531,900.00 30,000.00 SH X 1,2,3 30,000.00 IRON MOUNTAIN INC COMMON 462846106 2,667,435.36 100,886.36 SH X 1,2,3 100,886.36 ISHARES S&P 500 INDEX FUND ETF 464287200 35,818,330.17 270,879.00 SH X 1,2,3 270,879.00 ISHARES MSCI EMERGING MKT ETF 464287234 73,192,485.84 544,668.00 SH X 1,2,3 544,668.00 ISHARES S&P 500 GROWTH INDEX FUND COMMON 464287309 3,936,744.90 62,787.00 SH X 1,2,3 62,787.00 ISHARES S&P 500 VALUE INDEX FUND COMMON 464287408 2,614,086.96 37,754.00 SH X 1,2,3 37,754.00 ISHARES MSCI EAFE INDEX FUND ETF 464287465 443,640,831.20 6,170,248.00 SH X 1,2,3 6,170,248.00 ISHARES GOLDMAN SACHS TECH INDEX ETF 464287549 1,153,841.00 22,700.00 SH X 1,2,3 22,700.00 ISHARES RUSSELL 1000 VALUE ETF 464287598 2,391,678.00 32,700.00 SH X 1,2,3 32,700.00 ISHARES RUSSELL 1000 GROWTH ETF 464287614 6,462,028.00 118,700.00 SH X 1,2,3 118,700.00 ISHARES RUSSELL 1000 INDEX ETF 464287622 9,962,032.00 138,400.00 SH X 1,2,3 138,400.00 ISHARES RUSSELL 2000 ETF 464287655 293,213,290.21 4,293,649.00 SH X 1,2,3 4,293,649.00 ISIS PHARMACEUTICALS INC COMMON 464330109 2,544,667.95 180,345.00 SH X 1,2,3 180,345.00 ITRON INC COMMON 465741106 848,162.00 9,400.00 SH X 1,2,3 9,400.00 JDS UNIPHASE CORP COMMON 46612J507 1,837,317.93 137,215.68 SH X 1,2,3 137,215.68 JP MORGAN CHASE & CO COMMON 46625H100 114,306,555.50 2,661,386.62 SH X 1,2,3 2,661,386.62 JABIL CIRCUIT INC COMMON 466313103 496,877.77 52,524.08 SH X 1,2,3 52,524.08 JACOBS ENGINEERING GROUP INC COMMON 469814107 7,467,692.43 101,477.00 SH X 1,2,3 101,477.00 JAKKS PACIFIC INC COMMON 47012E106 1,187,715.60 43,080.00 SH X 1,2,3 43,080.00 JANUS CAPITAL GROUP INC COMMON 47102X105 6,174,958.45 265,361.34 SH X 1,2,3 265,361.34 JOHNSON & JOHNSON COMMON 478160104 131,042,263.24 2,020,074.97 SH X 1,2,3 2,020,074.97 JOHNSON CONTROLS INC COMMON 478366107 33,606,206.69 994,266.47 SH X 1,2,3 994,266.47 JONES APPAREL GROUP INC COMMON 480074103 806,323.59 60,083.73 SH X 1,2,3 60,083.73 JONES LANG LASALLE INC COMMON 48020Q107 3,047,231.34 39,400.46 SH X 1,2,3 39,400.46 JOS.A.BANK CLOTHIERS INC. COMMON 480838101 1,525,507.58 74,415.00 SH X 1,2,3 74,415.00 15 JOY GLOBAL INC COMMON 481165108 6,253,629.55 95,973.44 SH X 1,2,3 95,973.44 JUNIPER NETWORKS INC COMMON 48203R104 16,994,643.00 679,785.72 SH X 1,2,3 679,785.72 KLA-TENCOR CORPORATION COMMON 482480100 2,691,277.78 72,541.18 SH X 1,2,3 72,541.18 KT CORP - SP ADR FOR STK 48268K101 2,083,825.00 87,740.00 SH X 1,2,3 87,740.00 K-V PHARMACEUTICALS CO -CL A COMMON 482740206 3,056,164.80 122,442.50 SH X 1,2,3 122,442.50 KANSAS CITY SOUTHERN COMMON 485170302 854,423.62 21,302.01 SH X 1,2,3 21,302.01 KAYDON CORP COMMON 486587108 1,918,882.50 43,700.35 SH X 1,2,3 43,700.35 KB HOME COMMON 48666K109 2,311,611.20 93,473.97 SH X 1,2,3 93,473.97 KELLOGG CO. COMMON 487836108 4,860,861.70 92,482.15 SH X 1,2,3 92,482.15 KEYCORP COMMON 493267108 4,628,978.47 210,887.40 SH X 1,2,3 210,887.40 KIMBERLY-CLARK CORP COMMON 494368103 12,348,253.82 191,297.50 SH X 1,2,3 191,297.50 KIMCO REALTY CORP COMMON 49446R109 2,754,150.69 70,312.76 SH X 1,2,3 70,312.76 KINETIC CONCEPTS INC COMMON 49460W208 7,013,091.00 151,700.00 SH X 1,2,3 151,700.00 KING PHARMACEUTICALS INC COMMON 495582108 5,268,899.92 605,620.68 SH X 1,2,3 605,620.68 KINROSS GOLD CORP FOR STK 496902404 73,405,215.43 3,320,000.70 SH X 1,2,3 3,320,000.70 KIRBY CORP COMMON 497266106 986,100.00 17,300.00 SH X 1,2,3 17,300.00 KOHLS CORP COMMON 500255104 6,148,067.05 143,345.00 SH X 1,2,3 143,345.00 KOOKMIN BANK- SPON ADR FOR STK 50049M109 2,098,512.00 37,440.00 SH X 1,2,3 37,440.00 KOREA ELECTRIC POWER CORP-SP ADR FOR STK 500631106 436,167.52 29,000.50 SH X 1,2,3 29,000.50 KORN/FERRY INTERNATIONAL COMMON 500643200 1,142,440.00 67,600.00 SH X 1,2,3 67,600.00 KRAFT FOODS INC-CL A COMMON 50075N104 25,932,306.16 836,256.25 SH X 1,2,3 836,256.25 KROGER COMMON 501044101 25,041,622.38 985,890.65 SH X 1,2,3 985,890.65 LSI LOGIC CORP COMMON 502161102 945,796.20 191,069.94 SH X 1,2,3 191,069.94 L-3 COMMUNICATIONS HOLDINGS, INC COMMON 502424104 34,111,019.46 311,972.01 SH X 1,2,3 311,972.01 LABORATORY CORP OF AMER HLDGS COMMON 50540R409 7,830,931.44 106,283.00 SH X 1,2,3 106,283.00 LAM RESEARCH COMMON 512807108 18,562,842.48 485,684.00 SH X 1,2,3 485,684.00 LAMAR ADVERTISING CO. COMMON 512815101 233,558.29 6,500.37 SH X 1,2,3 6,500.37 LANCE INC. COMMON 514606102 2,569,646.77 131,104.43 SH X 1,2,3 131,104.43 LAS VEGAS SANDS CORP COMMON 517834107 27,324,269.28 371,052.00 SH X 1,2,3 371,052.00 ESTEE LAUDER COMPANIES-CL A COMMON 518439104 3,205,042.19 69,902.77 SH X 1,2,3 69,902.77 LEAP WIRELESS INTERNATL INC COMMON 521863308 270,280.00 5,800.00 SH X 1,2,3 5,800.00 LEAR CORPORATION COMMON 521865105 5,154,816.47 198,950.85 SH X 1,2,3 198,950.85 LEGGETT & PLATT INC COMMON 524660107 9,169,442.58 601,274.92 SH X 1,2,3 601,274.92 LEGG MASON INC COMMON 524901105 1,952,686.63 34,881.86 SH X 1,2,3 34,881.86 LEHMAN BROTHERS HLDGS INC COMMON 524908100 8,985,487.35 238,721.77 SH X 1,2,3 238,721.77 LENNAR CORP - CL A COMMON 526057104 1,458,033.41 77,513.74 SH X 1,2,3 77,513.74 LENNOX INTERNATIONAL INC COMMON 526107107 219,472.43 6,101.54 SH X 1,2,3 6,101.54 LEUCADIA NATIONAL CORP COMMON 527288104 2,803,668.49 62,000.63 SH X 1,2,3 62,000.63 LEVEL 3 COMMUNICATIONS COMMON 52729N100 272,907.60 128,730.00 SH X 1,2,3 128,730.00 LEXMARK INTERNATIONAL INC COMMON 529771107 5,416,550.40 176,320.00 SH X 1,2,3 176,320.00 LIBERTY GLOBAL INC - A COMMON 530555101 1,058,725.80 31,065.90 SH X 1,2,3 31,065.90 LIBERTY MEDIA CORP - INTERACTIVE COMMON 53071M104 758,064.00 46,968.03 SH X 1,2,3 46,968.03 LIBERTY MEDIA CORP-ENT SER A COMMON 53071M500 398,541.25 17,603.41 SH X 1,2,3 17,603.41 LIBERTY PROPERTY TRUST COMMON 531172104 2,641,313.98 84,902.41 SH X 1,2,3 84,902.41 16 LIFECELL CORP COMMON 531927101 1,654,931.25 39,375.00 SH X 1,2,3 39,375.00 LILLY (ELI) & CO COMMON 532457108 40,866,052.68 792,131.28 SH X 1,2,3 792,131.28 LIMITED INC COMMON 532716107 1,444,952.05 84,500.12 SH X 1,2,3 84,500.12 LINCARE HOLDINGS INC COMMON 532791100 885,465.00 31,500.00 SH X 1,2,3 31,500.00 LINCOLN NATIONAL CORP COMMON 534187109 4,041,009.54 77,711.72 SH X 1,2,3 77,711.72 LINEAR TECHNOLOGY CORP COMMON 535678106 6,549,010.88 213,392.34 SH X 1,2,3 213,392.34 LITTELFUSE INC COMMON 537008104 2,143,661.00 61,300.00 SH X 1,2,3 61,300.00 LIZ CLAIBORNE COMMON 539320101 1,290,505.02 71,102.21 SH X 1,2,3 71,102.21 LOCKHEED MARTIN CORP COMMON 539830109 66,374,419.69 668,423.16 SH X 1,2,3 668,423.16 LOEWS CORP COMMON 540424108 8,502,545.89 211,400.94 SH X 1,2,3 211,400.94 LOEWS GROUP-CAROLINA GROUP COMMON 540424207 9,728,981.99 134,100.37 SH X 1,2,3 134,100.37 LONGS DRUG STORES CORP COMMON 543162101 2,139,206.94 50,381.70 SH X 1,2,3 50,381.70 LOWE'S COMPANIES INC COMMON 548661107 36,473,175.86 1,589,937.92 SH X 1,2,3 1,589,937.92 LUBRIZOL CORP COMMON 549271104 1,854,142.80 33,401.96 SH X 1,2,3 33,401.96 M & T BANK CORP COMMON 55261F104 1,975,023.95 24,540.56 SH X 1,2,3 24,540.56 MBIA INC COMMON 55262C100 3,385,331.65 277,032.05 SH X 1,2,3 277,032.05 MB FINANCIAL INC COMMON 55264U108 1,720,647.55 55,901.48 SH X 1,2,3 55,901.48 MDC HOLDINGS INC COMMON 552676108 607,137.84 13,864.76 SH X 1,2,3 13,864.76 MDU RESOURCES GROUP INC COMMON 552690109 5,085,606.94 207,153.03 SH X 1,2,3 207,153.03 MEMC ELECTRONIC MATERIALS INC COMMON 552715104 28,178,458.42 397,439.47 SH X 1,2,3 397,439.47 MGIC INVESTMENT CORP COMMON 552848103 299,168.07 28,411.02 SH X 1,2,3 28,411.02 MGM GRAND INC. COMMON 552953101 18,777,661.47 319,511.00 SH X 1,2,3 319,511.00 MPS GROUP INC COMMON 553409103 1,821,225.60 154,080.00 SH X 1,2,3 154,080.00 MACY'S INC COMMON 55616P104 3,029,268.21 131,364.62 SH X 1,2,3 131,364.62 MAGMA DESIGN AUTOMATION COMMON 559181102 1,124,570.70 117,510.00 SH X 1,2,3 117,510.00 MAGUIRE PROPERTIES INC COMMON 559775101 294,792.97 20,600.49 SH X 1,2,3 20,600.49 MAHANAGAR TELEPHONE - ADR FOR STK 559778402 1,212,666.02 245,478.95 SH X 1,2,3 245,478.95 MAIDENFORM BRANDS INC COMMON 560305104 379,091.00 23,300.00 SH X 1,2,3 23,300.00 MANITOWOC CO COMMON 563571108 12,717,185.42 311,695.72 SH X 1,2,3 311,695.72 MANPOWER INC COMMON 56418H100 10,399,663.87 184,850.05 SH X 1,2,3 184,850.05 MANTECH INTERNATIONAL CORP-A COMMON 564563104 689,472.00 15,200.00 SH X 1,2,3 15,200.00 MARATHON OIL CORP COMMON 565849106 24,029,443.08 526,961.47 SH X 1,2,3 526,961.47 MARINEMAX INC COMMON 567908108 802,424.00 64,400.00 SH X 1,2,3 64,400.00 MARINER ENERGY INC COMMON 56845T305 3,865,678.60 143,120.27 SH X 1,2,3 143,120.27 MARKEL CORP COMMON 570535104 571,961.00 1,300.00 SH X 1,2,3 1,300.00 MARSH & MCLENNAN COS COMMON 571748102 9,890,055.22 406,162.43 SH X 1,2,3 406,162.43 MARSHALL & ILSLEY CORP COMMON 571837103 2,429,942.92 104,738.92 SH X 1,2,3 104,738.92 MARRIOTT INTL INC COMMON 571903202 2,919,570.61 84,970.04 SH X 1,2,3 84,970.04 MARTEK BIOSCIENCES CORP COMMON 572901106 1,604,007.90 52,470.00 SH X 1,2,3 52,470.00 MASCO CORP COMMON 574599106 12,411,597.00 625,900.00 SH X 1,2,3 625,900.00 MASSEY ENERGY COMPANY COMMON 576206106 1,007,480.70 27,602.21 SH X 1,2,3 27,602.21 MASTERCARD INC-CLASS A COMMON 57636Q104 68,368,286.01 306,597.99 SH X 1,2,3 306,597.99 MATTEL INC COMMON 577081102 3,448,546.58 173,293.80 SH X 1,2,3 173,293.80 MATTHEWS INTERNATIONAL CORP-A COMMON 577128101 3,034,989.08 62,901.33 SH X 1,2,3 62,901.33 17 MAXIMUS INC COMMON 577933104 8,230,655.20 224,207.44 SH X 1,2,3 224,207.44 MCAFEE INC COMMON 579064106 3,017,808.00 91,200.00 SH X 1,2,3 91,200.00 MCCORMICK & CO-NON VTG SHRS COMMON 579780206 1,220,843.71 33,022.55 SH X 1,2,3 33,022.55 MCDERMOTT INTL INC COMMON 580037109 12,386,643.36 225,951.17 SH X 1,2,3 225,951.17 MCDONALDS CORP. COMMON 580135101 105,230,250.69 1,886,861.23 SH X 1,2,3 1,886,861.23 MCGRAW-HILL COMPANIES INC COMMON 580645109 7,636,642.36 206,675.03 SH X 1,2,3 206,675.03 MCKESSON CORP COMMON 58155Q103 15,836,256.31 302,391.76 SH X 1,2,3 302,391.76 MEADWESTVACO CORP COMMON 583334107 4,194,714.28 154,104.13 SH X 1,2,3 154,104.13 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 19,795,829.71 452,062.79 SH X 1,2,3 452,062.79 MEDICIS PHARMACEUTICAL-CL A COMMON 584690309 2,835,858.92 144,025.34 SH X 1,2,3 144,025.34 MEDTRONIC INC COMMON 585055106 47,235,320.48 976,541.67 SH X 1,2,3 976,541.67 MEN'S WEARHOUSE INC COMMON 587118100 1,875,638.70 80,603.30 SH X 1,2,3 80,603.30 MENTOR GRAPHICS CORP COMMON 587200106 2,735,445.70 309,790.00 SH X 1,2,3 309,790.00 MERCK & CO. COMMON 589331107 78,585,231.26 2,070,757.08 SH X 1,2,3 2,070,757.08 MERCURY COMPUTER SYSTEMS COMMON 589378108 423,186.00 75,300.00 SH X 1,2,3 75,300.00 MERCURY GENERAL CORP COMMON 589400100 709,002.98 16,000.97 SH X 1,2,3 16,000.97 MEREDITH CORP COMMON 589433101 378,730.39 9,901.45 SH X 1,2,3 9,901.45 MERRILL LYNCH & CO COMMON 590188108 24,779,875.27 608,244.36 SH X 1,2,3 608,244.36 METLIFE INC COMMON 59156R108 30,230,938.09 501,675.04 SH X 1,2,3 501,675.04 MICROS SYS INC COMMON 594901100 3,604,986.00 107,100.00 SH X 1,2,3 107,100.00 MICROSOFT CORP COMMON 594918104 188,219,818.72 6,632,128.92 SH X 1,2,3 6,632,128.92 MICROCHIP TECHNOLOGY INC COMMON 595017104 2,148,126.06 65,631.72 SH X 1,2,3 65,631.72 MICRON TECHNOLOGY COMMON 595112103 1,185,772.16 198,621.80 SH X 1,2,3 198,621.80 MID-AMERICA APPARTMENT COMM COMMON 59522J103 976,895.10 19,600.62 SH X 1,2,3 19,600.62 MIDCAP SPDR TRUST SER 1 ETF 595635103 2,583,228.00 18,300.00 SH X 1,2,3 18,300.00 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 8,326,756.00 538,600.00 SH X 1,2,3 538,600.00 HERMAN MILLER INC COMMON 600544100 2,105,670.23 85,700.86 SH X 1,2,3 85,700.86 MILLIPORE CORP. COMMON 601073109 4,507,760.70 66,870.80 SH X 1,2,3 66,870.80 MINES MANAGEMENT INC COMMON 603432105 1,077,000.00 300,000.00 SH X 1,2,3 300,000.00 MOBILE TELESYSTEMS-SPON ADR FOR STK 607409109 4,771,033.95 62,900.91 SH X 1,2,3 62,900.91 MODINE MANUFACTURING CO COMMON 607828100 3,041,451.00 209,900.00 SH X 1,2,3 209,900.00 MOHAWK INDUSTRIES INC. COMMON 608190104 565,719.00 7,900.00 SH X 1,2,3 7,900.00 MOLEX INC. COMMON 608554101 869,237.51 37,531.84 SH X 1,2,3 37,531.84 MOLSON COORS BREWING CO - B COMMON 60871R209 7,238,923.38 137,700.65 SH X 1,2,3 137,700.65 MONOLITHIC POWER SYSTEMS INC COMMON 609839105 851,000.10 48,270.00 SH X 1,2,3 48,270.00 MONSANTO CO COMMON 61166W101 105,700,606.81 947,987.51 SH X 1,2,3 947,987.51 MONSTER WORLDWIDE INC COMMON 611742107 2,947,833.81 121,761.00 SH X 1,2,3 121,761.00 MOODY'S CORPORATION COMMON 615369105 1,942,145.04 55,760.70 SH X 1,2,3 55,760.70 MORGAN STANLEY COMMON 617446448 36,697,760.73 803,014.46 SH X 1,2,3 803,014.46 MOSAIC CO/THE COMMON 61945A107 944,009.47 9,200.87 SH X 1,2,3 9,200.87 MOTOROLA INC COMMON 620076109 6,132,618.88 659,421.39 SH X 1,2,3 659,421.39 MOVADO GROUP INC COMMON 624580106 885,651.78 45,441.34 SH X 1,2,3 45,441.34 MUELLER INDUSTRIES INC COMMON 624756102 4,486,211.29 155,501.26 SH X 1,2,3 155,501.26 MULTI-FINELINE ELECTRONIX IN COMMON 62541B101 613,779.00 32,700.00 SH X 1,2,3 32,700.00 18 MURPHY OIL CORP COMMON 626717102 36,943,367.97 449,760.99 SH X 1,2,3 449,760.99 MYLAN LABORATORIES INC COMMON 628530107 980,259.45 84,505.13 SH X 1,2,3 84,505.13 NII HOLDINGS INC - CL B COMMON 62913F201 1,289,060.36 40,562.00 SH X 1,2,3 40,562.00 NRG ENERGY INC COMMON 629377508 10,220,823.86 262,139.62 SH X 1,2,3 262,139.62 NVR INC COMMON 62944T105 418,250.00 700.00 SH X 1,2,3 700.00 NYMEX HOLDINGS INC COMMON 62948N104 2,021,169.36 22,301.33 SH X 1,2,3 22,301.33 NYSE EURONEXT COMMON 629491101 4,399,923.00 71,300.00 SH X 1,2,3 71,300.00 NAM TAI ELECTRONICS INC FOR STK 629865205 2,309,791.06 240,603.24 SH X 1,2,3 240,603.24 NASDAQ STOCK MARKET INC COMMON 631103108 9,367,318.00 242,300.00 SH X 1,2,3 242,300.00 NATIONAL CITY CORP COMMON 635405103 5,052,129.52 507,751.71 SH X 1,2,3 507,751.71 NATIONAL-OILWELL VARCO INC COMMON 637071101 18,386,984.86 314,953.49 SH X 1,2,3 314,953.49 NATIONAL RETAIL PROPERTIES INC COMMON 637417106 2,344,831.27 106,341.55 SH X 1,2,3 106,341.55 NATIONAL SEMICONDUCTOR CORP COMMON 637640103 1,127,614.14 61,550.99 SH X 1,2,3 61,550.99 NATIONWIDE FINANCIAL SERVICES COMMON 638612101 924,938.92 19,563.01 SH X 1,2,3 19,563.01 NATURAL GAS SERVICES GROUP COMMON 63886Q109 301,254.00 13,800.00 SH X 1,2,3 13,800.00 NETFLIX INC COMMON 64110L106 2,401,245.00 69,300.00 SH X 1,2,3 69,300.00 NEW JERSEY RESOURCES COMMON 646025106 2,081,950.22 67,051.54 SH X 1,2,3 67,051.54 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 7,574,158.93 415,705.76 SH X 1,2,3 415,705.76 NEW YORK TIMES CO-CL A COMMON 650111107 1,452,829.05 76,950.69 SH X 1,2,3 76,950.69 NEWALLIANCE BANCSHARES INC COMMON 650203102 1,195,357.31 97,500.60 SH X 1,2,3 97,500.60 NEWELL RUBBERMAID INC COMMON 651229106 8,297,476.09 362,810.50 SH X 1,2,3 362,810.50 NEWMONT MINING CORP HLDG CO COMMON 651639106 64,480,947.34 1,423,420.47 SH X 1,2,3 1,423,420.47 NEWS CORP - CL A COMMON 65248E104 17,700,993.08 944,052.96 SH X 1,2,3 944,052.96 NICOR INC COMMON 654086107 512,748.94 15,301.37 SH X 1,2,3 15,301.37 NIKE INC - CL B COMMON 654106103 42,443,630.24 624,171.03 SH X 1,2,3 624,171.03 NISOURCE INC. COMMON 65473P105 4,968,599.62 288,201.83 SH X 1,2,3 288,201.83 NOKIA CORP - SPON ADR FOR STK 654902204 9,402,607.02 295,400.79 SH X 1,2,3 295,400.79 NOBLE ENERGY INC COMMON 655044105 7,367,487.25 101,201.75 SH X 1,2,3 101,201.75 NORDSTROM INC COMMON 655664100 5,075,935.08 155,703.53 SH X 1,2,3 155,703.53 NORFOLK SOUTHERN CORP COMMON 655844108 14,953,927.66 275,293.22 SH X 1,2,3 275,293.22 NORTHERN TRUST CORP COMMON 665859104 15,834,483.87 238,220.01 SH X 1,2,3 238,220.01 NORTHGATE MINERALS CORP FOR STK 666416102 382,484.19 119,901.00 SH X 1,2,3 119,901.00 NORTHROP GRUMMAN CORP COMMON 666807102 14,513,701.27 186,527.46 SH X 1,2,3 186,527.46 NORTHWEST AIRLINES CORP COMMON 667280408 253,050.80 28,148.03 SH X 1,2,3 28,148.03 NORTHWESTERN CORP COMMON 668074305 202,355.10 8,303.45 SH X 1,2,3 8,303.45 NOVATEL WIRELESS INC COMMON 66987M604 374,277.20 38,665.00 SH X 1,2,3 38,665.00 NOVELL INC COMMON 670006105 561,950.99 89,340.38 SH X 1,2,3 89,340.38 NOVELLUS SYSTEMS INC COMMON 670008101 655,286.50 31,130.00 SH X 1,2,3 31,130.00 NUCOR CORP COMMON 670346105 15,172,542.24 223,982.02 SH X 1,2,3 223,982.02 NVIDIA CORP COMMON 67066G104 15,713,230.32 793,998.50 SH X 1,2,3 793,998.50 OGE ENERGY CORP COMMON 670837103 3,721,788.46 119,402.90 SH X 1,2,3 119,402.90 OM GROUP INC COMMON 670872100 1,892,556.43 34,700.34 SH X 1,2,3 34,700.34 OSI PHARMACEUTICALS INC COMMON 671040103 2,618,492.18 70,031.89 SH X 1,2,3 70,031.89 OCCIDENTAL PETROLEUM CORP COMMON 674599105 66,043,311.37 902,600.95 SH X 1,2,3 902,600.95 19 OFFICE DEPOT COMMON 676220106 3,823,322.10 346,002.00 SH X 1,2,3 346,002.00 OFFICEMAX INC COMMON 67622P101 361,560.61 18,890.31 SH X 1,2,3 18,890.31 OIL STATES INTERNATIONAL INC COMMON 678026105 3,598,243.00 80,300.00 SH X 1,2,3 80,300.00 OLD REPUBLIC INT`L CORP COMMON 680223104 1,128,030.15 87,376.46 SH X 1,2,3 87,376.46 OLIN CORP COMMON 680665205 1,646,015.98 83,300.40 SH X 1,2,3 83,300.40 OMNICARE INC COMMON 681904108 6,011,044.34 331,004.64 SH X 1,2,3 331,004.64 OMNICOM GROUP COMMON 681919106 26,739,200.13 605,233.14 SH X 1,2,3 605,233.14 OMNIVISION TECHNOLOGIES INC COMMON 682128103 1,211,881.00 72,050.00 SH X 1,2,3 72,050.00 ON SEMICONDUCTOR CORP COMMON 682189105 3,695,408.00 650,600.00 SH X 1,2,3 650,600.00 ONEOK INC COMMON 682680103 1,636,184.80 36,661.10 SH X 1,2,3 36,661.10 VIMPEL COMMUNICATIONS - SP ADR FOR STK 68370R109 1,443,687.00 48,300.00 SH X 1,2,3 48,300.00 OPEN TEXT CORP FOR STK 683715106 1,471,570.00 47,000.00 SH X 1,2,3 47,000.00 ORACLE CORP COMMON 68389X105 69,810,955.06 3,569,067.23 SH X 1,2,3 3,569,067.23 O'REILLY AUTOMOTIVE INC COMMON 686091109 1,266,288.00 44,400.00 SH X 1,2,3 44,400.00 OSHKOSH TRUCKING CORP COMMON 688239201 1,866,639.41 51,450.92 SH X 1,2,3 51,450.92 OVERSEAS SHIPHOLDING GROUP COMMON 690368105 707,452.12 10,100.69 SH X 1,2,3 10,100.69 OWENS-ILLINOIS INC COMMON 690768403 21,470,881.41 380,487.00 SH X 1,2,3 380,487.00 PG & E CORP COMMON 69331C108 3,845,396.59 104,437.71 SH X 1,2,3 104,437.71 PMI GROUP INC (THE) COMMON 69344M101 256,094.07 44,002.42 SH X 1,2,3 44,002.42 PNC FINANCIAL SERVICES GROUP COMMON 693475105 18,032,376.98 275,009.56 SH X 1,2,3 275,009.56 POSCO - ADR FOR STK 693483109 1,335,074.58 11,221.00 SH X 1,2,3 11,221.00 PPG INDUSTRIES INC COMMON 693506107 9,100,819.82 150,401.91 SH X 1,2,3 150,401.91 PPL CORPORATION COMMON 69351T106 5,911,744.24 128,740.08 SH X 1,2,3 128,740.08 PS BUSINESS PARKS INC/CA COMMON 69360J107 1,323,456.54 25,500.13 SH X 1,2,3 25,500.13 PACCAR INC. COMMON 693718108 15,255,130.55 339,002.90 SH X 1,2,3 339,002.90 PACTIV CORP COMMON 695257105 913,714.12 34,861.28 SH X 1,2,3 34,861.28 PALL CORP COMMON 696429307 3,735,006.55 106,501.47 SH X 1,2,3 106,501.47 PAN AMERICAN SILVER CORP FOR STK 697900108 18,033,900.00 470,000.00 SH X 1,2,3 470,000.00 PARALLEL PETROLEUM CORP COMMON 699157103 776,961.62 39,701.67 SH X 1,2,3 39,701.67 PARKER HANNIFIN CORP COMMON 701094104 9,882,082.10 142,660.35 SH X 1,2,3 142,660.35 PATTERSON COMPANIES INC COMMON 703395103 1,713,033.30 47,191.00 SH X 1,2,3 47,191.00 PATTERSON-UTI ENERGY INC COMMON 703481101 314,192.31 12,001.23 SH X 1,2,3 12,001.23 PAYCHEX INC COMMON 704326107 8,445,928.99 246,524.49 SH X 1,2,3 246,524.49 PEABODY ENERGY CORP COMMON 704549104 12,759,208.92 250,180.57 SH X 1,2,3 250,180.57 PENN VIRGINIA CORP COMMON 707882106 6,490,066.61 147,200.42 SH X 1,2,3 147,200.42 PENN VIRGINIA RESOURCE PARTN COMMON 707884102 628,740.00 25,200.00 SH X 1,2,3 25,200.00 J C PENNEY CO INC COMMON 708160106 2,207,193.53 58,530.72 SH X 1,2,3 58,530.72 PENNSYLVANIA REIT COMMON 709102107 724,439.98 29,702.34 SH X 1,2,3 29,702.34 PENSKE AUTO GROUP INC COMMON 70959W103 735,640.68 37,802.71 SH X 1,2,3 37,802.71 PENTAIR INC COMMON 709631105 618,930.66 19,402.22 SH X 1,2,3 19,402.22 PEOPLE'S UNITED FINANCIAL INC COMMON 712704105 6,003,800.40 346,840.00 SH X 1,2,3 346,840.00 PEPCO HOLDINGS INC COMMON 713291102 9,972,537.60 403,419.81 SH X 1,2,3 403,419.81 PEPSI BOTTLING GROUP INC COMMON 713409100 10,408,070.53 306,932.19 SH X 1,2,3 306,932.19 PEPSIAMERICAS INC COMMON 71343P200 8,013,985.08 313,904.63 SH X 1,2,3 313,904.63 20 PEPSICO INC COMMON 713448108 75,022,374.60 1,039,091.06 SH X 1,2,3 1,039,091.06 PERINI CORP COMMON 713839108 2,339,479.79 64,573.00 SH X 1,2,3 64,573.00 PERKINELMER INC COMMON 714046109 912,607.43 37,633.30 SH X 1,2,3 37,633.30 PEROT SYSTEMS CORP -CL A COMMON 714265105 2,367,296.00 157,400.00 SH X 1,2,3 157,400.00 PERRIGO CO. COMMON 714290103 3,682,009.62 97,588.38 SH X 1,2,3 97,588.38 PETROCHINA CO LTD - ADR FOR STK 71646E100 352,121.10 2,810.00 SH X 1,2,3 2,810.00 PETROLEO BRASILEIRO SA - PRF ADR FOR PRE 71654V101 18,335,385.00 216,500.00 SH X 1,2,3 216,500.00 PETROBRAS-PETROLEO BRAS-ADR FOR STK 71654V408 41,211,902.33 403,603.00 SH X 1,2,3 403,603.00 PETSMART INC COMMON 716768106 228,323.61 11,170.43 SH X 1,2,3 11,170.43 PFIZER INC COMMON 717081103 152,271,541.71 7,275,276.72 SH X 1,2,3 7,275,276.72 PHARMANET DEVELOPMENT GROUP COMMON 717148100 1,541,578.23 61,101.00 SH X 1,2,3 61,101.00 PHARMERICA CORP COMMON 71714F104 1,222,437.30 73,774.13 SH X 1,2,3 73,774.13 PHILADELPHIA CONSOLIDATED HLDG COMMON 717528103 1,313,760.00 40,800.00 SH X 1,2,3 40,800.00 PINNACLE WEST CAPITAL COMMON 723484101 5,321,636.00 151,700.00 SH X 1,2,3 151,700.00 PITNEY BOWES INC COMMON 724479100 8,982,699.30 256,501.98 SH X 1,2,3 256,501.98 PLEXUS CORP COMMON 729132100 2,179,485.00 77,700.00 SH X 1,2,3 77,700.00 PLUM CREEK TIMBER CO INC COMMON 729251108 2,821,419.16 69,322.34 SH X 1,2,3 69,322.34 POLO RALPH LAUREN CORP COMMON 731572103 933,259.91 16,010.64 SH X 1,2,3 16,010.64 POLYCOM COMMON 73172K104 3,329,158.00 147,700.00 SH X 1,2,3 147,700.00 POLYONE CORP COMMON 73179P106 1,553,685.38 243,906.65 SH X 1,2,3 243,906.65 POPULAR INC FOR STK 733174106 1,267,480.84 108,703.33 SH X 1,2,3 108,703.33 POTASH CORP OF SASKATCHEWAN FOR STK 73755L107 6,091,343.41 39,245.82 SH X 1,2,3 39,245.82 PRAXAIR INC COMMON 74005P104 43,346,602.38 514,621.90 SH X 1,2,3 514,621.90 PRECISION CASTPARTS COMMON 740189105 22,524,375.84 220,654.15 SH X 1,2,3 220,654.15 PREMIERE GLOBAL SERVICES INC COMMON 740585104 2,328,385.80 162,370.00 SH X 1,2,3 162,370.00 T. ROWE PRICE GROUP INC COMMON 74144T108 21,695,617.55 433,912.35 SH X 1,2,3 433,912.35 PRICELINE.COM INC COMMON 741503403 27,095,931.66 224,192.72 SH X 1,2,3 224,192.72 PRINCIPAL FINANCIAL GROUP INC COMMON 74251V102 12,219,403.19 219,300.13 SH X 1,2,3 219,300.13 PROCTER & GAMBLE CO COMMON 742718109 121,924,696.62 1,740,041.34 SH X 1,2,3 1,740,041.34 PROGENICS PHARMACEUTICALS INC COMMON 743187106 510,646.00 78,200.00 SH X 1,2,3 78,200.00 PROGRESS ENERGY INC COMMON 743263105 3,317,486.16 79,556.02 SH X 1,2,3 79,556.02 PROGRESS SOFTWARE CORP COMMON 743312100 1,074,726.40 35,920.00 SH X 1,2,3 35,920.00 PROGRESSIVE CORP COMMON 743315103 4,275,479.33 266,053.47 SH X 1,2,3 266,053.47 PROLOGIS COMMON 743410102 4,517,913.78 76,756.95 SH X 1,2,3 76,756.95 PROTECTIVE LIFE CORP COMMON 743674103 811,294.87 20,002.34 SH X 1,2,3 20,002.34 PRUDENTIAL FINANCIAL INC COMMON 744320102 30,363,856.13 388,036.50 SH X 1,2,3 388,036.50 PUBLIC SERVICE ENTERPRISE GRP COMMON 744573106 15,493,235.43 385,499.76 SH X 1,2,3 385,499.76 PUBLIC STORAGE COMMON 74460D109 3,582,456.41 40,424.92 SH X 1,2,3 40,424.92 PULTE HOMES INC COMMON 745867101 8,225,622.50 565,334.88 SH X 1,2,3 565,334.88 QLOGIC COMMON 747277101 1,636,003.00 106,580.00 SH X 1,2,3 106,580.00 QUALCOMM INC COMMON 747525103 70,790,969.00 1,726,609.00 SH X 1,2,3 1,726,609.00 QUEST DIAGNOSTICS INC COMMON 74834L100 11,577,909.16 255,752.36 SH X 1,2,3 255,752.36 QUESTAR CORP COMMON 748356102 2,538,486.84 44,881.31 SH X 1,2,3 44,881.31 QUIXOTE CORP COMMON 749056107 905,164.06 108,402.88 SH X 1,2,3 108,402.88 21 QWEST COMMUNICATIONS INTL COMMON 749121109 6,662,026.13 1,470,645.94 SH X 1,2,3 1,470,645.94 RAIT INVESTMENT TRUST COMMON 749227104 2,457,480.18 354,103.77 SH X 1,2,3 354,103.77 R.H. DONNELLEY CORP COMMON 74955W307 649,708.45 128,400.88 SH X 1,2,3 128,400.88 RTI BIOLOGICS INC COMMON 74975N105 618,447.12 65,444.14 SH X 1,2,3 65,444.14 RADIAN GROUP INC COMMON 750236101 113,047.71 17,206.65 SH X 1,2,3 17,206.65 RADIANT SYSTEMS INC COMMON 75025N102 512,307.84 36,672.00 SH X 1,2,3 36,672.00 RADIOSHACK CORP COMMON 750438103 10,658,038.72 655,879.31 SH X 1,2,3 655,879.31 RANDGOLD RESOURCES ADR FOR STK 752344309 37,072,000.00 800,000.00 SH X 1,2,3 800,000.00 RANGE RESOURCES CORP COMMON 75281A109 7,623,720.16 120,153.19 SH X 1,2,3 120,153.19 RAYONIER INC COMMON 754907103 899,303.61 20,702.20 SH X 1,2,3 20,702.20 RAYTHEON CO. COMMON 755111507 16,597,932.78 256,894.18 SH X 1,2,3 256,894.18 REALTY INCOME CORP COMMON 756109104 3,597,085.64 140,401.47 SH X 1,2,3 140,401.47 RED HAT INC COMMON 756577102 3,464,712.78 188,402.00 SH X 1,2,3 188,402.00 REDDY ICE HOLDINGS INC COMMON 75734R105 260,623.28 20,001.79 SH X 1,2,3 20,001.79 REGAL BELOIT CORP COMMON 758750103 1,897,497.74 51,801.74 SH X 1,2,3 51,801.74 REGAL ENTERTAINMENT GROUP-A COMMON 758766109 4,039,341.28 209,400.79 SH X 1,2,3 209,400.79 REGENERON PHARMACEUTICAL COMMON 75886F107 1,076,616.57 56,103.00 SH X 1,2,3 56,103.00 REGIONS FINANCIAL CORP COMMON 7591EP100 9,797,146.11 496,058.03 SH X 1,2,3 496,058.03 REINSURANCE GROUP OF AMERICA COMMON 759351109 2,351,916.72 43,202.00 SH X 1,2,3 43,202.00 RELIANCE STEEL & ALUMINUM COMMON 759509102 712,356.75 11,900.38 SH X 1,2,3 11,900.38 RELIANT RESOURCES INC COMMON 75952B105 748,219.00 31,637.17 SH X 1,2,3 31,637.17 RESEARCH IN MOTION FOR STK 760975102 19,062,377.73 169,851.00 SH X 1,2,3 169,851.00 REYNOLDS AMERICAN INC COMMON 761713106 13,039,807.75 220,901.37 SH X 1,2,3 220,901.37 RIMAGE CORP COMMON 766721104 628,551.90 28,701.00 SH X 1,2,3 28,701.00 ROBBINS & MYERS COMMON 770196103 2,174,529.70 66,601.22 SH X 1,2,3 66,601.22 ROBERT HALF INTERNATIONAL COMMON 770323103 1,477,552.96 57,402.99 SH X 1,2,3 57,402.99 ROCK-TENN COMPANY - CL A COMMON 772739207 1,399,656.09 46,701.91 SH X 1,2,3 46,701.91 ROCKWELL AUTOMATION INC COMMON 773903109 8,720,379.82 151,870.08 SH X 1,2,3 151,870.08 ROCKWELL COLLINS COMMON 774341101 5,097,846.69 89,201.17 SH X 1,2,3 89,201.17 ROHM & HAAS CO COMMON 775371107 2,109,121.30 39,000.02 SH X 1,2,3 39,000.02 ROWAN COMPANIES COMMON 779382100 1,204,590.98 29,251.85 SH X 1,2,3 29,251.85 ROYAL GOLD INC COMMON 780287108 33,187,076.42 1,100,002.53 SH X 1,2,3 1,100,002.53 RYANAIR HOLDINGS PLC- SP ADR FOR STK 783513104 279,972.00 9,900.00 SH X 1,2,3 9,900.00 RYDER SYSTEM INC COMMON 783549108 14,309,954.38 234,936.04 SH X 1,2,3 234,936.04 SEI INVESTMENTS CO COMMON 784117103 1,160,466.81 47,001.49 SH X 1,2,3 47,001.49 SK TELEKOM CO LTD - ADR FOR STK 78440P108 4,231,707.89 195,821.74 SH X 1,2,3 195,821.74 SLM CORP COMMON 78442P106 12,635,819.54 823,180.43 SH X 1,2,3 823,180.43 SPDR TRUST SERIES 1 ETF 78462F103 1,092,091,209.03 8,275,299.00 SH X 1,2,3 8,275,299.00 SPX CORP COMMON 784635104 944,182.98 9,000.79 SH X 1,2,3 9,000.79 SVB FINANCIAL GROUP COMMON 78486Q101 1,178,585.48 27,007.00 SH X 1,2,3 27,007.00 SAFECO CORP COMMON 786429100 8,077,873.41 184,090.10 SH X 1,2,3 184,090.10 SAFEWAY INC COMMON 786514208 9,092,379.26 309,791.46 SH X 1,2,3 309,791.46 ST JUDE MEDICAL INC COMMON 790849103 5,504,997.40 127,460.00 SH X 1,2,3 127,460.00 ST. MARY LAND & EXPLORATION COMMON 792228108 227,199.55 5,901.29 SH X 1,2,3 5,901.29 22 SALESFORCE.COM INC COMMON 79466L302 7,718,816.34 133,382.00 SH X 1,2,3 133,382.00 SALLY BEAUTY CO INC COMMON 79546E104 743,832.15 107,801.76 SH X 1,2,3 107,801.76 SANDISK CORP COMMON 80004C101 1,803,385.39 79,901.88 SH X 1,2,3 79,901.88 SANOFI-AVENTIS - ADR FOR STK 80105N105 2,026,378.27 53,979.18 SH X 1,2,3 53,979.18 SARA LEE CORP COMMON 803111103 9,783,964.95 699,854.43 SH X 1,2,3 699,854.43 SATYAM COMPUTER SERVICES- ADR FOR STK 804098101 11,224,067.40 496,860.00 SH X 1,2,3 496,860.00 HENRY SCHEIN INC COMMON 806407102 441,980.00 7,700.00 SH X 1,2,3 7,700.00 HENRY SCHEIN SR NOTE CONV 3.00% COMMON 806407AB8 406,125.00 3,000.00 SH X 1,2,3 3,000.00 SCHERING-PLOUGH COMMON 806605101 15,310,099.80 1,062,463.55 SH X 1,2,3 1,062,463.55 SCHLUMBERGER LTD. COMMON 806857108 79,018,660.63 908,260.47 SH X 1,2,3 908,260.47 SCHWAB (CHARLES) CORP COMMON 808513105 22,102,339.35 1,173,783.29 SH X 1,2,3 1,173,783.29 SCIELE PHARMA INC COMMON 808627103 2,021,779.50 103,681.00 SH X 1,2,3 103,681.00 EW SCRIPPS CO - CL A COMMON 811054204 894,932.43 21,302.84 SH X 1,2,3 21,302.84 SEALED AIR CORP COMMON 81211K100 1,098,387.27 43,500.49 SH X 1,2,3 43,500.49 SEARS HOLDINGS CORP COMMON 812350106 3,288,688.06 32,213.62 SH X 1,2,3 32,213.62 SEATTLE GENETICS INC/WA COMMON 812578102 374,920.00 41,200.00 SH X 1,2,3 41,200.00 SEMPRA ENERGY COMMON 816851109 11,774,955.76 221,001.42 SH X 1,2,3 221,001.42 SEPRACOR INC COMMON 817315104 3,747,840.00 192,000.00 SH X 1,2,3 192,000.00 SERVICE CORP INTL COMMON 817565104 2,009,446.14 198,170.23 SH X 1,2,3 198,170.23 SHAW GROUP INC COMMON 820280105 2,206,152.00 46,800.00 SH X 1,2,3 46,800.00 SHERWIN-WILLIAMS CO COMMON 824348106 4,981,575.35 97,601.40 SH X 1,2,3 97,601.40 SIERRA PACIFIC RESOURCES COMMON 826428104 160,474.62 12,705.83 SH X 1,2,3 12,705.83 SIERRA WIRELESS FOR STK 826516106 492,855.00 30,900.00 SH X 1,2,3 30,900.00 SIGMA-ALDRICH CORP COMMON 826552101 2,755,221.15 46,189.79 SH X 1,2,3 46,189.79 SILICONWARE PRECISION - ADR FOR STK 827084864 693,670.31 82,579.80 SH X 1,2,3 82,579.80 SILVER WHEATON CORP US COMMON 828336107 48,143,000.00 3,100,000.00 SH X 1,2,3 3,100,000.00 SIMON PROPERTY GROUP INC COMMON 828806109 7,964,355.11 85,721.18 SH X 1,2,3 85,721.18 SIMPSON MANUFACTURING CO INC COMMON 829073105 2,166,297.13 79,701.88 SH X 1,2,3 79,701.88 SINCLAIR BROADCAST GROUP-A COMMON 829226109 299,376.00 33,600.00 SH X 1,2,3 33,600.00 SIRIUS SATELLITE RADIO INC COMMON 82966U103 397,185.36 138,876.00 SH X 1,2,3 138,876.00 SKYWORKS SOLUTIONS INC COMMON 83088M102 688,697.17 94,601.26 SH X 1,2,3 94,601.26 SMITH & NEPHEW PLC-SPON ADR COMMON 83175M205 1,251,944.99 18,971.74 SH X 1,2,3 18,971.74 SMITH INT'L INC COMMON 832110100 10,000,715.82 155,701.63 SH X 1,2,3 155,701.63 JM SMUCKERS CO/THE - NEW COMMON COMMON 832696405 1,017,745.54 20,109.57 SH X 1,2,3 20,109.57 SMURFIT-STONE CONTAINER CORP COMMON 832727101 152,460.00 19,800.00 SH X 1,2,3 19,800.00 SNAP-ON INC COMMON 833034101 2,410,622.51 47,406.54 SH X 1,2,3 47,406.54 SOHU.COM INC COMMON 83408W103 1,448,673.00 32,100.00 SH X 1,2,3 32,100.00 SONIC CORP COMMON 835451105 1,805,092.53 81,900.75 SH X 1,2,3 81,900.75 SONOCO PRODUCTS CO COMMON 835495102 437,359.81 15,276.28 SH X 1,2,3 15,276.28 SOUTHEBY`S HOLDINGS INC - CL A COMMON 835898107 2,171,962.13 75,128.40 SH X 1,2,3 75,128.40 SOUTH FINANCIAL GROUP INC COMMON 837841105 3,245,462.65 218,402.60 SH X 1,2,3 218,402.60 SOUTHERN CO COMMON 842587107 8,436,009.00 236,900.00 SH X 1,2,3 236,900.00 SOUTHWEST AIRLINES COMMON 844741108 6,446,514.44 519,880.20 SH X 1,2,3 519,880.20 SOUTHWESTERN ENERGY COMMON 845467109 12,225,576.78 362,884.44 SH X 1,2,3 362,884.44 23 SOVEREIGN BANCORP INC COMMON 845905108 878,218.62 94,229.47 SH X 1,2,3 94,229.47 SPECTRA ENERGY CORP COMMON 847560109 10,893,474.39 478,834.04 SH X 1,2,3 478,834.04 SPRINT NEXTEL CORP COMMON 852061100 12,577,192.00 1,879,998.80 SH X 1,2,3 1,879,998.80 STAGE STORES INC COMMON 85254C305 5,487,840.25 338,755.57 SH X 1,2,3 338,755.57 STANCORP FINANCIAL GROUP INC COMMON 852891100 8,339,827.61 174,802.51 SH X 1,2,3 174,802.51 STANLEY INC COMMON 854532108 792,915.90 26,915.00 SH X 1,2,3 26,915.00 STANLEY WORKS/THE COMMON 854616109 16,519,910.72 346,911.19 SH X 1,2,3 346,911.19 STAPLES INC COMMON 855030102 13,942,373.20 630,591.28 SH X 1,2,3 630,591.28 STARBUCKS CORP COMMON 855244109 7,104,860.00 405,992.00 SH X 1,2,3 405,992.00 STARWOOD HOTELS/RESORTS WORLDWID COMMON 85590A401 5,578,622.62 107,799.47 SH X 1,2,3 107,799.47 STATE STREET CORP COMMON 857477103 49,583,711.52 627,641.92 SH X 1,2,3 627,641.92 STEEL DYNAMICS INC COMMON 858119100 16,884,300.03 511,026.03 SH X 1,2,3 511,026.03 STEELCASE INC CL A COMMON 858155203 2,231,936.53 201,802.58 SH X 1,2,3 201,802.58 STERICYCLE INC COMMON 858912108 2,981,850.00 57,900.00 SH X 1,2,3 57,900.00 STERLING CONSTRUCTION CO COMMON 859241101 1,413,872.00 77,600.00 SH X 1,2,3 77,600.00 STERLITE INDUSTRIES INDI-ADR FOR STK 859737207 1,084,347.00 60,850.00 SH X 1,2,3 60,850.00 STEWART INFORMATION SVCS COMMON 860372101 1,396,715.44 49,900.52 SH X 1,2,3 49,900.52 STONE ENERGY CORP COMMON 861642106 1,632,595.10 31,210.00 SH X 1,2,3 31,210.00 STRATEGIC HOTELS & RESORTS INC COMMON 86272T106 262,670.59 20,005.38 SH X 1,2,3 20,005.38 STRYKER CORP COMMON 863667101 17,118,690.12 263,162.03 SH X 1,2,3 263,162.03 SUN MICROSYSTEMS COMMON 866810203 13,362,708.91 860,444.88 SH X 1,2,3 860,444.88 SUN HEALTHCARE GROUP INC COMMON 866933401 818,622.00 62,300.00 SH X 1,2,3 62,300.00 SUNOCO INC. COMMON 86764P109 3,504,567.06 66,791.83 SH X 1,2,3 66,791.83 SUNPOWER CORP - CL A COMMON 867652109 2,473,732.00 33,200.00 SH X 1,2,3 33,200.00 SUNSTONE HOTEL INVESTORS INC COMMON 867892101 480,346.80 30,002.92 SH X 1,2,3 30,002.92 SUNTRUST BANKS INC COMMON 867914103 11,845,725.26 214,829.98 SH X 1,2,3 214,829.98 SUNTECH POWER HOLDINGS-ADR FOR STK 86800C104 616,512.00 15,200.00 SH X 1,2,3 15,200.00 SUPERIOR ENERGY SERVICES, INC. COMMON 868157108 1,644,230.00 41,500.00 SH X 1,2,3 41,500.00 SUPERVALU INC COMMON 868536103 3,721,437.25 124,130.66 SH X 1,2,3 124,130.66 SWIFT ENERGY CO COMMON 870738101 2,948,194.70 65,530.00 SH X 1,2,3 65,530.00 SYBASE, INC. COMMON 871130100 3,814,026.00 145,020.00 SH X 1,2,3 145,020.00 SYMANTEC CORP COMMON 871503108 20,968,239.08 1,261,626.90 SH X 1,2,3 1,261,626.90 SYNOPSYS INC COMMON 871607107 1,930,350.00 85,000.00 SH X 1,2,3 85,000.00 SYNOVUS FINANCIAL CORP COMMON 87161C105 622,688.23 56,300.93 SH X 1,2,3 56,300.93 SYNIVERSE HOLDINGS INC COMMON 87163F106 1,559,376.00 93,600.00 SH X 1,2,3 93,600.00 SYSCO CORP COMMON 871829107 17,602,763.43 606,573.52 SH X 1,2,3 606,573.52 TCF FINANCIAL CORP COMMON 872275102 784,911.91 43,800.89 SH X 1,2,3 43,800.89 TD AMERITRADE HOLDING CORP COMMON 87236Y108 1,824,418.50 110,503.85 SH X 1,2,3 110,503.85 TECO ENERGY, INC. COMMON 872375100 1,404,078.50 88,030.00 SH X 1,2,3 88,030.00 TJX COMPANIES INC COMMON 872540109 25,257,360.46 763,754.47 SH X 1,2,3 763,754.47 TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 275,766.00 11,800.00 SH X 1,2,3 11,800.00 TAIWAN SEMICONDUCTOR-SP ADR FOR STK 874039100 11,293,555.08 1,099,664.57 SH X 1,2,3 1,099,664.57 TAM SA- SPON ADR FOR STK 87484D103 1,161,167.71 60,509.00 SH X 1,2,3 60,509.00 TARGET CORP COMMON 87612E106 17,667,906.57 348,616.94 SH X 1,2,3 348,616.94 24 TATA MOTORS LTD - SPON ADR FOR STK 876568502 1,719,765.11 110,100.20 SH X 1,2,3 110,100.20 TEAM INC COMMON 878155100 709,800.00 26,000.00 SH X 1,2,3 26,000.00 TELE NORTE LESTE PART-ADR FOR PRE 879246106 3,502,244.94 131,961.00 SH X 1,2,3 131,961.00 TELECOM ARGENTINA SA - SP ADR FOR STK 879273209 2,679,290.97 126,500.99 SH X 1,2,3 126,500.99 TELEFLEX INC COMMON 879369106 353,093.07 7,400.82 SH X 1,2,3 7,400.82 TELEFONOS DE MEX-SPON ADR L FOR STK 879403780 7,227,957.94 192,232.92 SH X 1,2,3 192,232.92 TELEPHONE AND DATA SYSTEMS INC COMMON 879433100 6,990,078.69 178,000.48 SH X 1,2,3 178,000.48 TELLABS INC COMMON 879664100 766,803.27 140,697.85 SH X 1,2,3 140,697.85 TEMPLE-INLAND INC COMMON 879868107 2,307,475.35 181,405.30 SH X 1,2,3 181,405.30 TEMPUR-PEDIC INTERNATIONAL INC COMMON 88023U101 2,073,534.69 188,503.15 SH X 1,2,3 188,503.15 TENARIS SA - ADR FOR STK 88031M109 1,036,965.99 20,801.73 SH X 1,2,3 20,801.73 TENET HEALTHCARE CORP COMMON 88033G100 716,955.99 126,670.67 SH X 1,2,3 126,670.67 TERADATA CORP COMMON 88076W103 1,071,531.85 48,573.52 SH X 1,2,3 48,573.52 TERADYNE INC COMMON 880770102 670,688.25 54,000.66 SH X 1,2,3 54,000.66 TEREX CORP COMMON 880779103 7,786,875.00 284,590.00 SH X 1,2,3 284,590.00 TERRA INDUSTRIES INC COMMON 880915103 5,052,384.40 142,200.52 SH X 1,2,3 142,200.52 TESORO PETROLEUM CORP COMMON 881609101 1,082,120.55 36,070.69 SH X 1,2,3 36,070.69 TEVA PHARMACEUTICAL IND-SP ADR FOR STK 881624209 7,872,449.74 170,436.24 SH X 1,2,3 170,436.24 TEXAS INSTRUMENTS INC COMMON 882508104 2,685,057.56 802,442.79 SH X 1,2,3 802,442.79 TEXTRON INC COMMON 883203101 3,710,370.33 66,950.02 SH X 1,2,3 66,950.02 THERMO FISHER SCIENTIFIC INC COMMON 883556102 8,570,499.82 502,647.78 SH X 1,2,3 502,647.78 THOMAS & BETTS COMMON 884315102 4,370,429.60 120,165.79 SH X 1,2,3 120,165.79 THOMPSON CREEK METALS CO INC FOR STK 884768102 409,024.00 22,400.00 SH X 1,2,3 22,400.00 THOR INDUSTRIES INC COMMON 885160101 372,197.28 12,502.43 SH X 1,2,3 12,502.43 THORNBURG MORTGAGE INC COMMON 885218107 175,588.71 145,114.63 SH X 1,2,3 145,114.63 3SBIO INC - ADR FOR STK 88575Y105 169,556.00 19,400.00 SH X 1,2,3 19,400.00 3M CO COMMON 88579Y101 3,180,274.11 545,549.89 SH X 1,2,3 545,549.89 TIBCO SOFTWARE INC COMMON 88632Q103 591,192.36 82,800.05 SH X 1,2,3 82,800.05 TIDEWATER INC COMMON 886423102 5,742,526.48 104,201.17 SH X 1,2,3 104,201.17 TIFFANY & CO COMMON 886547108 1,936,034.50 46,272.34 SH X 1,2,3 46,272.34 TIME WARNER INC COMMON 887317105 8,353,829.16 2,022,384.39 SH X 1,2,3 2,022,384.39 TIME WARNER CABLE - A COMMON 88732J108 499,600.00 20,000.00 SH X 1,2,3 20,000.00 TIMKEN CO. COMMON 887389104 716,301.01 24,101.65 SH X 1,2,3 24,101.65 TITANIUM METALS CORP COMMON 888339207 338,719.92 22,506.31 SH X 1,2,3 22,506.31 TORCHMARK CORP. COMMON 891027104 5,526,928.64 91,946.91 SH X 1,2,3 91,946.91 TORO CO COMMON 891092108 231,853.33 5,601.68 SH X 1,2,3 5,601.68 TOTAL SA-SP ADR FOR STK 89151E109 5,311,355.16 477,116.00 SH X 1,2,3 477,116.00 TOTAL SYSTEM SERVICES INC COMMON 891906109 1,203,961.62 50,885.95 SH X 1,2,3 50,885.95 TOYOTA MOTOR CP-SPON ADR FOR STK 892331307 1,882,803.40 216,897.65 SH X 1,2,3 216,897.65 TRANE INC COMMON 892893108 2,093,163.65 45,602.69 SH X 1,2,3 45,602.69 TRANSATLANTIC HOLDINGS INC COMMON 893521104 743,198.16 11,201.18 SH X 1,2,3 11,201.18 TRAVELERS COS INC/THE COMMON 89417E109 9,241,084.76 611,098.95 SH X 1,2,3 611,098.95 TRUE RELIGION APPAREL INC COMMON 89784N104 1,157,520.00 62,400.00 SH X 1,2,3 62,400.00 TUPPERWARE CORP COMMON 899896104 3,943,046.16 101,940.18 SH X 1,2,3 101,940.18 25 TYSON FOODS INC - CL A COMMON 902494103 2,130,666.67 133,584.12 SH X 1,2,3 133,584.12 UAL CORP COMMON 902549807 752,961.41 34,972.66 SH X 1,2,3 34,972.66 UGI CORP COMMON 902681105 2,335,084.64 93,703.24 SH X 1,2,3 93,703.24 UST INC COMMON 902911106 9,840,924.12 363,920.11 SH X 1,2,3 363,920.11 US BANCORP COMMON 902973304 9,533,393.48 912,651.22 SH X 1,2,3 912,651.22 URS CORP COMMON 903236107 411,639.02 12,592.20 SH X 1,2,3 12,592.20 US AIRWAYS GROUP INC COMMON 90341W108 237,934.53 26,704.21 SH X 1,2,3 26,704.21 ULTRA PETROLEUM CORP COMMON 903914109 2,938,335.00 37,914.00 SH X 1,2,3 37,914.00 UNIBANCO GDR FOR PRE 90458E107 0,335,249.72 88,608.11 SH X 1,2,3 88,608.11 UNIFIRST CORP/MA COMMON 904708104 3,645,982.98 98,300.97 SH X 1,2,3 98,300.97 UNION PACIFIC CORP COMMON 907818108 0,607,751.15 483,392.50 SH X 1,2,3 483,392.50 UNIONBANCAL CORPORATION COMMON 908906100 1,693,281.25 34,500.43 SH X 1,2,3 34,500.43 UNISYS CORP COMMON 909214108 377,096.52 85,123.37 SH X 1,2,3 85,123.37 UNIT CORP COMMON 909218109 2,877,820.00 50,800.00 SH X 1,2,3 50,800.00 UNITED PARCEL SERVICE - CL B COMMON 911312106 9,699,627.08 406,732.77 SH X 1,2,3 406,732.77 UNITED RENTALS INC COMMON 911363109 1,576,908.00 83,700.00 SH X 1,2,3 83,700.00 US CELLULAR CORP COMMON 911684108 313,500.00 5,700.00 SH X 1,2,3 5,700.00 U-STORE-IT TRUST COMMON 91274F104 2,872,217.38 253,505.51 SH X 1,2,3 253,505.51 UNITED STATES STEEL CORP COMMON 912909108 5,947,092.40 46,875.48 SH X 1,2,3 46,875.48 UNITED STATIONERS INC COMMON 913004107 3,551,265.00 74,450.00 SH X 1,2,3 74,450.00 UNITED TECHNOLOGIES CORP COMMON 913017109 3,350,921.94 629,917.49 SH X 1,2,3 629,917.49 UNITEDHEALTH GROUP INC COMMON 91324P102 4,510,769.16 2,459,568.37 SH X 1,2,3 2,459,568.37 UNIVERSAL AMERICAN FINANCIAL CRP COMMON 913377107 2,900,160.00 273,600.00 SH X 1,2,3 273,600.00 UNIVERSAL HEALTH SERVICES-B COMMON 913903100 665,768.08 12,400.23 SH X 1,2,3 12,400.23 UNUMPROVIDENT CORP COMMON 91529Y106 3,770,442.22 625,644.81 SH X 1,2,3 625,644.81 URBAN OUTFITTERS INC COMMON 917047102 2,639,849.75 403,185.00 SH X 1,2,3 403,185.00 URSTADT BIDDLE - CLASS A COMMON 917286205 289,503.79 18,404.56 SH X 1,2,3 18,404.56 V F CORP COMMON 918204108 6,627,825.39 214,524.91 SH X 1,2,3 214,524.91 VALASSIS COMMUNICATIONS INC COMMON 918866104 3,822,455.00 352,300.00 SH X 1,2,3 352,300.00 VALERO ENERGY CORP COMMON 91913Y100 6,558,036.06 540,786.73 SH X 1,2,3 540,786.73 Vanguard FTSE ACWI ex. US ETF 922042775 54,046,608.00 1,002,720.00 SH X 1,2,3 603,337.00 VARIAN SEMICONDUCTOR EQUIP ASSOC COMMON 922207105 4,285,012.79 152,220.70 SH X 1,2,3 152,220.70 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,588,423.65 33,911.69 SH X 1,2,3 33,911.69 VECTOR GROUP LTD COMMON 92240M108 1,221,289.71 69,430.91 SH X 1,2,3 69,430.91 VANGUARD EXTENDED MARKET ETF COMMON 922908652 1,980,789.92 125,928.00 SH X 1,2,3 125,928.00 Vanguard Total Stock Market ETF 922908769 5,841,191.00 197,261.00 SH X 1,2,3 197,261.00 VERISIGN INC COMMON 92343E102 6,780,926.76 203,999.00 SH X 1,2,3 203,999.00 VERIZON COMMUNICATIONS COMMON 92343V104 2,966,993.93 2,001,837.97 SH X 1,2,3 2,001,837.97 VERTEX PHARMACEUTICALS INC COMMON 92532F100 938,877.00 39,300.00 SH X 1,2,3 39,300.00 VIACOM INC - CL B NEW COMMON 92553P201 6,362,500.41 412,985.88 SH X 1,2,3 412,985.88 VIRGIN MEDIA INC COMMON 92769L101 433,882.96 30,837.45 SH X 1,2,3 30,837.45 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1,895,366.88 209,201.64 SH X 1,2,3 209,201.64 VITRAN CORP INC FOR STK 92850E107 2,463,002.00 172,600.00 SH X 1,2,3 172,600.00 26 VIVUS INC COMMON 928551100 782,694.00 129,800.00 SH X 1,2,3 129,800.00 VODAFONE GROUP PLC NEW SPONS ADR FOR STK 92857W209 220,166.82 7,460.75 SH X 1,2,3 7,460.75 VOLCANO CORP COMMON 928645100 773,750.00 61,900.00 SH X 1,2,3 61,900.00 VORNADO REALTY TRUST COMMON 929042109 3,402,821.12 39,471.30 SH X 1,2,3 39,471.30 VULCAN MATERIALS COMPANY COMMON 929160109 7,950,119.21 119,730.71 SH X 1,2,3 119,730.71 W&T OFFSHORE INC COMMON 92922P106 1,606,671.87 47,102.66 SH X 1,2,3 47,102.66 WGL HOLDINGS INC COMMON 92924F106 1,756,936.12 54,801.50 SH X 1,2,3 54,801.50 WMS INDUSTRIES COMMON 929297109 3,483,766.44 96,852.00 SH X 1,2,3 96,852.00 WABTEC CORP COMMON 929740108 3,302,097.98 87,681.84 SH X 1,2,3 87,681.84 WACHOVIA CORP COMMON 929903102 42,349,570.47 1,568,502.61 SH X 1,2,3 1,568,502.61 WADDELL AND REED FINANCIAL INC COMMON 930059100 1,992,107.75 62,001.49 SH X 1,2,3 62,001.49 WAL-MART STORES COMMON 931142103 108,697,490.09 2,063,354.03 SH X 1,2,3 2,063,354.03 WALGREEN CO. COMMON 931422109 20,544,379.67 539,364.13 SH X 1,2,3 539,364.13 WALTER INDUSTRIES INC. COMMON 93317Q105 3,065,178.90 48,941.07 SH X 1,2,3 48,941.07 WARNACO GROUP INC/THE COMMON 934390402 873,596.00 22,150.00 SH X 1,2,3 22,150.00 WARNER MUSIC GROUP CORP COMMON 934550104 248,534.65 49,906.56 SH X 1,2,3 49,906.56 WASHINGTON MUTUAL, INC. COMMON 939322103 8,447,802.50 820,175.00 SH X 1,2,3 820,175.00 WASHINGTON POST CO - CL B COMMON 939640108 992,601.26 1,500.53 SH X 1,2,3 1,500.53 WASTE MANAGEMENT INC COMMON 94106L109 4,876,136.51 145,296.08 SH X 1,2,3 145,296.08 WATERS CORPORATION COMMON 941848103 4,411,440.00 79,200.00 SH X 1,2,3 79,200.00 WATSON PHARMACEUTICALS INC COMMON 942683103 2,012,260.92 68,631.00 SH X 1,2,3 68,631.00 WATSON WYATT & CO HOLDINGS COMMON 942712100 2,716,136.10 47,861.43 SH X 1,2,3 47,861.43 WEBSENSE, INC. COMMON 947684106 3,735,937.50 199,250.00 SH X 1,2,3 199,250.00 WEINGARTEN REALTY INVESTORS COMMON 948741103 206,640.00 6,000.00 SH X 1,2,3 6,000.00 WELLPOINT INC COMMON 94973V107 31,933,575.35 723,625.09 SH X 1,2,3 723,625.09 WELLS FARGO COMPANY COMMON 949746101 96,831,564.33 3,327,545.17 SH X 1,2,3 3,327,545.17 WENDY'S INTERNATIONAL INC COMMON 950590109 535,019.00 23,201.17 SH X 1,2,3 23,201.17 WESTAMERICA BANCORPORATION COMMON 957090103 2,456,443.41 46,700.45 SH X 1,2,3 46,700.45 WESTAR ENERGY INC COMMON 95709T100 2,579,864.29 113,301.02 SH X 1,2,3 113,301.02 WESTERN DIGITAL COMMON 958102105 15,345,244.97 567,501.66 SH X 1,2,3 567,501.66 WESTERN UNION CO COMMON 959802109 13,996,756.87 658,051.57 SH X 1,2,3 658,051.57 WEYERHAEUSER CO COMMON 962166104 10,872,881.84 167,172.23 SH X 1,2,3 167,172.23 WHIRLPOOL CORP COMMON 963320106 4,805,413.78 55,374.67 SH X 1,2,3 55,374.67 WHITING PETROLEUM CORP COMMON 966387102 7,796,869.20 120,601.23 SH X 1,2,3 120,601.23 WHOLE FOODS MARKET INC COMMON 966837106 1,594,215.55 48,353.52 SH X 1,2,3 48,353.52 WILLBROS GROUP INC COMMON 969199108 1,038,870.00 33,950.00 SH X 1,2,3 33,950.00 WILLIAMS COS INC COMMON 969457100 6,342,845.52 192,324.00 SH X 1,2,3 192,324.00 WINDSTREAM CORP COMMON 97381W104 2,574,880.28 215,471.15 SH X 1,2,3 215,471.15 WINNEBAGO INDUSTRIES COMMON 974637100 900,777.20 53,300.43 SH X 1,2,3 53,300.43 WOLVERINE WORLD WIDE COMMON 978097103 2,404,953.46 82,900.84 SH X 1,2,3 82,900.84 WOODWARD GOVERNOR COMMON 980745103 731,124.40 27,362.44 SH X 1,2,3 27,362.44 WORLD WRESTLING FEDERATION COMMON 98156Q108 512,606.98 27,544.71 SH X 1,2,3 27,544.71 WORTHINGTON INDUSTRIES INC COMMON 981811102 337,400.00 20,000.00 SH X 1,2,3 20,000.00 WRIGHT EXPRESS CORP COMMON 98233Q105 768,250.00 25,000.00 SH X 1,2,3 25,000.00 27 WRIGLEY (WM) JR CO COMMON 982526105 4,086,534.78 65,030.79 SH X 1,2,3 65,030.79 WYETH COMMON 983024100 49,415,922.31 1,183,331.47 SH X 1,2,3 1,183,331.47 WYNDHAM WORLDWIDE CORP COMMON 98310W108 994,843.37 48,106.55 SH X 1,2,3 48,106.55 WYNN RESORTS LTD COMMON 983134107 22,465,195.63 223,223.33 SH X 1,2,3 223,223.33 XTO ENERGY INC COMMON 98385X106 33,602,259.46 543,198.50 SH X 1,2,3 543,198.50 XCEL ENERGY INC COMMON 98389B100 8,385,145.74 420,308.06 SH X 1,2,3 420,308.06 XILINX INC COMMON 983919101 8,028,584.07 338,045.65 SH X 1,2,3 338,045.65 XENOPORT INC COMMON 98411C100 1,736,972.40 42,920.00 SH X 1,2,3 42,920.00 XEROX CORP COMMON 984121103 3,657,411.55 244,316.07 SH X 1,2,3 244,316.07 YAHOO! CORP COMMON 984332106 12,912,612.55 446,339.87 SH X 1,2,3 446,339.87 YAMANA GOLD INC FOR STK 98462Y100 37,573,420.15 2,570,001.38 SH X 1,2,3 2,570,001.38 YUM! BRANDS INC COMMON 988498101 50,016,132.91 1,344,158.37 SH X 1,2,3 1,344,158.37 ZEP INC COMMON 98944B108 2,227,011.19 137,300.32 SH X 1,2,3 137,300.32 ZIMMER HOLDINGS INC COMMON 98956P102 19,992,104.34 256,769.90 SH X 1,2,3 256,769.90 ZIONS BANCORPORATION COMMON 989701107 1,723,177.45 37,830.46 SH X 1,2,3 37,830.46 ZORAN CORP. COMMON 98975F101 1,315,901.05 96,332.43 SH X 1,2,3 96,332.43 ZYMOGENETICS INC COMMON 98985T109 743,330.00 75,850.00 SH X 1,2,3 75,850.00 ACE LIMITED COMMON G0070K103 12,100,898.38 219,776.58 SH X 1,2,3 219,776.58 ALLIED WORLD ASSURANCE HLDGS COMMON G0219G203 2,322,498.08 58,501.21 SH X 1,2,3 58,501.21 ARCH CAPITAL GROUP LTD COMMON G0450A105 3,378,564.00 49,200.00 SH X 1,2,3 49,200.00 ASSURED GUARANTY LTD COMMON G0585R106 3,971,739.96 167,301.60 SH X 1,2,3 167,301.60 AXIS CAPITAL HOLDINGS LTD FOR STK G0692U109 7,287,076.85 214,451.94 SH X 1,2,3 214,451.94 ACCENTURE LTD CL A COMMON G1150G111 18,190,001.20 517,202.20 SH X 1,2,3 517,202.20 BUNGE LTD COMMON G16962105 1,311,957.07 15,100.80 SH X 1,2,3 15,100.80 COOPER INDUSTRIES LTD - CL A COMMON G24182100 1,926,003.89 47,970.21 SH X 1,2,3 47,970.21 COVIDIEN LTD COMMON G2552X108 8,101,837.95 183,092.38 SH X 1,2,3 183,092.38 ENDURANCE SPECIALTY HOLDINGS LTD FOR STK G30397106 2,470,551.46 67,501.41 SH X 1,2,3 67,501.41 FOSTER WHEELER LTD COMMON G36535139 730,399.70 12,900.03 SH X 1,2,3 12,900.03 FRONTLINE LTD FOR STK G3682E127 566,147.11 12,302.20 SH X 1,2,3 12,302.20 GARMIN LTD COMMON G37260109 3,795,038.79 70,265.48 SH X 1,2,3 70,265.48 HELEN OF TROY LTD COMMON G4388N106 2,627,859.00 156,700.00 SH X 1,2,3 156,700.00 HERBALIFE LTD COMMON G4412G101 8,260,287.57 173,900.79 SH X 1,2,3 173,900.79 INGERSOLL-RAND CO -A COMMON G4776G101 11,928,321.87 267,571.15 SH X 1,2,3 267,571.15 INVESCO LTD- SPON ADR FOR STK G491BT108 3,929,149.15 161,295.12 SH X 1,2,3 161,295.12 IPC HOLDINGS LTD FOR STK G4933P101 1,870,446.79 66,801.67 SH X 1,2,3 66,801.67 MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 7,517,731.84 690,968.00 SH X 1,2,3 690,968.00 NABORS INDUSTRIES LTD COMMON G6359F103 2,627,320.18 77,800.42 SH X 1,2,3 77,800.42 NOBLE CORP COMMON G65422100 9,256,547.74 186,360.94 SH X 1,2,3 186,360.94 PARTNER RE HOLDINGS LTD FOR STK G6852T105 3,174,090.76 41,600.14 SH X 1,2,3 41,600.14 PLATINUM UNDERWRITERS HLDGS LTD COMMON G7127P100 2,872,710.00 88,500.00 SH X 1,2,3 88,500.00 QIAO XING MOBILE COMMUNICATION COMMON G73031109 75,726.00 12,600.00 SH X 1,2,3 12,600.00 RENAISSANCERE HOLDINGS LTD FOR STK G7496G103 955,199.49 18,401.07 SH X 1,2,3 18,401.07 SEAGATE TECHNOLOGY COMMON G7945J104 11,548,493.70 551,504.00 SH X 1,2,3 551,504.00 TRANSOCEAN INC COMMON G90073100 82,653,828.18 611,344.88 SH X 1,2,3 611,344.88 28 TYCO INTERNATIONAL LTD COMMON G9143X208 12,626,600.89 286,642.47 SH X 1,2,3 286,642.47 TYCO ELECTRONICS LTD COMMON G9144P105 6,691,402.52 194,970.94 SH X 1,2,3 194,970.94 VALIDUS HOLDINGS LTD FOR STK G9319H102 673,846.80 28,760.00 SH X 1,2,3 28,760.00 WARNER CHILCOTT LTD-CLASS A FOR STK G9435N108 180,000.00 10,000.00 SH X 1,2,3 10,000.00 WEATHERFORD INTERNATIONAL LTD COMMON G95089101 10,212,834.75 140,925.00 SH X 1,2,3 140,925.00 WILLIS GROUP HOLDINGS, LTD FOR STK G96655108 4,658,346.27 138,600.01 SH X 1,2,3 138,600.01 XL CAPITAL LTD- CL A COMMON G98255105 7,306,307.36 247,252.36 SH X 1,2,3 247,252.36 XOMA LTD COMMON G9825R107 730,639.00 282,100.00 SH X 1,2,3 282,100.00 XYRATEX LTD FOR STK G98268108 2,972,658.00 165,700.00 SH X 1,2,3 165,700.00 LOGITECH INTERNATIONAL S.A.- REG FOR STK H50430232 378,292.80 14,870.00 SH X 1,2,3 14,870.00 MILLICOM INTERNATL CELLULAR S.A. FOR STK L6388F110 847,262.55 8,961.00 SH X 1,2,3 8,961.00 CHECK POINT SOFTWARE TECHNOLOGIE FOR STK M22465104 414,243.20 18,493.00 SH X 1,2,3 18,493.00 ORTHOFIX INTERNATIONAL N.V. FOR STK N6748L102 2,672,583.77 67,201.00 SH X 1,2,3 67,201.00 STEINER LEISURE LTD. COMMON P8744Y102 1,686,300.00 51,100.00 SH X 1,2,3 51,100.00 EXCEL MARITIME CARRIERS LTD FOR STK V3267N107 533,076.62 18,162.75 SH X 1,2,3 18,162.75 ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 9,537,802.68 289,902.82 SH X 1,2,3 289,902.82 FLEXTRONICS INTL LTD FOR STK Y2573F102 735,557.82 78,334.17 SH X 1,2,3 78,334.17 GENCO SHIPPING/TRADING LTD COMMON Y2685T107 1,380,277.80 24,460.00 SH X 1,2,3 24,460.00 1,154 14,307,440,867.52 349,439,063.14 349,439,063.14
29 -----END PRIVACY-ENHANCED MESSAGE-----