0000950123-11-077221.txt : 20110815
0000950123-11-077221.hdr.sgml : 20110815
20110815090718
ACCESSION NUMBER: 0000950123-11-077221
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110815
DATE AS OF CHANGE: 20110815
EFFECTIVENESS DATE: 20110815
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ING GROEP NV
CENTRAL INDEX KEY: 0001039765
STANDARD INDUSTRIAL CLASSIFICATION: LIFE INSURANCE [6311]
IRS NUMBER: 000000000
STATE OF INCORPORATION: P7
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13263
FILM NUMBER: 111033340
BUSINESS ADDRESS:
STREET 1: AMSTELVEENSEWEG 500, 1081 KL AMSTERDAM
STREET 2: PO BOX 810, 1000 AV
CITY: AMSTERDAM
STATE: P7
ZIP: 0000
BUSINESS PHONE: 01131205418534
MAIL ADDRESS:
STREET 1: AMSTELVEENSEWEG 500, 1081 KL AMSTERDAM
STREET 2: PO BOX 810, 1000 AV
CITY: AMSTERDAM
STATE: P7
ZIP: 0000
13F-HR
1
c21281e13fvhr.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment [_]; Amendment Number: __________
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: ING Groep N.V.
Address: Amstelveenseweg 500
1081 KL, Amsterdam,
The Netherlands
Form 13F File Number: 28-13263
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Simon van Dijken
Title: Manager Management Information
Phone: +31 20 576 05 20
Signature, Place, and Date of Signing:
/s/ Simon van Dijken, Amsterdam, August 15, 2011
------------------------------------- ---------------------- ---------------
Name: J.A.M. Emke-Petrelluzzi Bojanic
Title: Manager ING Holdings & Chair
Phone: +31 20 576 65 41
Signature, Place, and Date of Signing:
/s/ J.A.M. Emke-Petrelluzzi Bojanic, Amsterdam, August 15, 2011
------------------------------------- ---------------------- ---------------
This amendment provides corrected values for the share holdings included in the
Information Table.
Report Type (Check only one.):
[_] 13F HOLDINGS REPORT.
[_] 13F NOTICE.
[X] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
Form 13F File Number Name
-------------------- ----
28-13194 ING Investment Management, Inc.
28-11943 ING Investment Management (Europe) B.V.
28-01217 ING Investment Management Co.
28-10070 ING Investment Trust Company
28-04547 ING Investments, LLC
28-07292 ING Investment Management LLC
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers:
Form 13F Information Table Entry Total: 930
Form 13F Information Table Value Total: $ 6,390,750
(USD thousands)
List of Other Included Managers:
No. Form 13F File Number Name
--- -------------------- ----
1 Other wholly owned subsidiary of ING Groep N.V.
2 ING Investment Management Advisors B.V.
3 ING Investment Management Asia Pacific
4 ING Investment Management Asia Pacific &
ING Investment Management Advisors B.V.
Form 13F Information Table
VALUE # of SH/ PUT/ Investment Other
Issuer Name Class Title CUSIP (x1000) Shares PRN CALL Discretion Managers Sole Share None
----------- ---------------- --------- ------- --------- --- ---- ---------- -------- ---- ----- ----
3M CO COM 88579Y101 3,038 32038 DEFINED 1
99 CENTS ONLY STORES COM 65440K106 61 3000 DEFINED 1
AARONS INC COM PAR $0.50 002535300 76 2700 DEFINED 1
ABBOTT LABS COM 002824100 27,971 531966 DEFINED 1
ABBOTT LABS COM 002824100 19,310 367257 SH DEFINED 2 SH
ABERCROMBIE & FITCH CO CL A 002896207 221 3300 DEFINED 1
ACME PACKET INC COM 004764106 84 1200 DEFINED 1
ACUITY BRANDS INC COM 00508Y102 18,071 324033 DEFINED 1
ADOBE SYS INC COM 00724F101 34,572 1099623 DEFINED 1
ADOBE SYS INC COM 00724F101 978 31099 SH DEFINED 2 SH
ADVANCED MICRO DEVICES INC COM 007903107 751 107591 DEFINED 1
AES CORP COM 00130H105 281 22028 DEFINED 1
AETNA INC NEW COM 00817Y108 1,342 30458 DEFINED 1
AFFYMETRIX INC COM 00826T108 463 58350 DEFINED 1
AFLAC INC COM 001055102 369 7909 DEFINED 1
AGILENT TECHNOLOGIES INC COM 00846U101 736 14410 DEFINED 1
AGL RES INC COM 001204106 116 2848 DEFINED 1
AGL RES INC COM 001204106 490 12039 SH DEFINED 2 SH
AGRIUM INC COM 008916108 263 3000 DEFINED 1
AIR PRODS & CHEMS INC COM 009158106 13,192 138006 DEFINED 1
AK STL HLDG CORP COM 001547108 282 17900 DEFINED 1
AKAMAI TECHNOLOGIES INC COM 00971T101 2,712 86166 DEFINED 1
ALBEMARLE CORP COM 012653101 1,079 15596 DEFINED 1
ALCOA INC COM 013817101 1,872 118166 DEFINED 1
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 8,529 109531 DEFINED 1
ALEXION PHARMACEUTICALS INC COM 015351109 56 1200 DEFINED 1
ALKERMES INC COM 01642T108 558 30000 DEFINED 1
ALLERGAN INC COM 018490102 1,913 22976 DEFINED 1
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 84 4300 DEFINED 1
ALLSTATE CORP COM 020002101 440 14400 DEFINED 1
ALPHA NATURAL RESOURCES INC COM 02076X102 357 7854 DEFINED 1
ALTERA CORP COM 021441100 276 5944 DEFINED 1
ALTRIA GROUP INC COM 02209S103 8,058 305116 SH DEFINED 2 SH
AMAZON COM INC COM 023135106 441 2155 DEFINED 1
AMEREN CORP COM 023608102 213 7400 DEFINED 1
AMEREN CORP COM 023608102 12,057 418353 SH DEFINED 2 SH
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 3,378 62703 SH DEFINED 2 SH
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 64 5000 DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 1,101 29246 DEFINED 1
AMERICAN ELEC PWR INC COM 025537101 12,997 345197 SH DEFINED 2 SH
AMERICAN EXPRESS CO COM 025816109 3,606 69763 DEFINED 1
AMERICAN FINL GROUP INC OHIO COM 025932104 507 14200 DEFINED 1
AMERICAN INTL GROUP INC COM NEW 026874784 255 8700 DEFINED 1
AMERICAN TOWER CORP CL A 029912201 3,157 60348 DEFINED 1
Page 1
AMERIGROUP CORP COM 03073T102 3,168 45000 DEFINED 1
AMERIPRISE FINL INC COM 03076C106 10,514 182368 DEFINED 1
AMERISOURCEBERGEN CORP COM 03073E105 21,117 510068 DEFINED 1
AMGEN INC COM 031162100 18,289 313552 DEFINED 1
AMPHENOL CORP NEW CL A 032095101 355 6580 DEFINED 1
AMYLIN PHARMACEUTICALS INC COM 032346108 1,062 79460 DEFINED 1
ANADARKO PETE CORP COM 032511107 1,346 17550 DEFINED 1
ANALOG DEVICES INC COM 032654105 1,759 44940 DEFINED 1
ANNALY CAP MGMT INC COM 035710409 828 45958 DEFINED 1
ANSYS INC COM 03662Q105 98 1800 DEFINED 1
AOL INC COM 00184X105 84 4218 DEFINED 1
AON CORP COM 037389103 918 17900 DEFINED 1
APACHE CORP COM 037411105 2,736 22185 DEFINED 1
APARTMENT INVT & MGMT CO CL A 03748R101 9,807 384154 DEFINED 1
APOLLO GROUP INC CL A 037604105 6,202 142051 DEFINED 1
APOLLO INVT CORP COM 03761U106 15,315 1500000 DEFINED 1
APPLE INC COM 037833100 93,460 278496 DEFINED 1
APPLE INC COM 037833100 2,185 6510 SH DEFINED 2 SH
APPLIED MATLS INC COM 038222105 645 49552 DEFINED 1
APTARGROUP INC COM 038336103 73 1400 DEFINED 1
AQUA AMERICA INC COM 03836W103 1,267 57640 DEFINED 1
ARCH COAL INC COM 039380100 23,717 889277 DEFINED 1
ARCHER DANIELS MIDLAND CO COM 039483102 5,008 166213 DEFINED 1
ARKANSAS BEST CORP DEL COM 040790107 64 2700 DEFINED 1
ARRIS GROUP INC COM 04269Q100 74 6400 DEFINED 1
ARUBA NETWORKS INC COM 043176106 83 2800 DEFINED 1
ASCENA RETAIL GROUP INC COM 04351G101 72 2100 DEFINED 1
ASSURANT INC COM 04621X108 1,566 43168 DEFINED 1
AT&T INC COM 00206R102 238,271 7588238 DEFINED 1
AT&T INC COM 00206R102 13,627 433988 SH DEFINED 2 SH
ATHENAHEALTH INC COM 04685W103 66 1600 DEFINED 1
ATLAS ENERGY LP COM UNITS LP 04930A104 14,810 681246 DEFINED 1
ATWOOD OCEANICS INC COM 050095108 442 10000 DEFINED 1
AUTODESK INC COM 052769106 3,623 93850 DEFINED 1
AUTOLIV INC COM 052800109 79 1003 DEFINED 1
AUTOMATIC DATA PROCESSING IN COM 053015103 990 18800 DEFINED 1
AUTONATION INC COM 05329W102 974 26600 DEFINED 1
AVALONBAY CMNTYS INC COM 053484101 19,575 152450 DEFINED 1
AVERY DENNISON CORP COM 053611109 986 25529 DEFINED 1
AVNET INC COM 053807103 42 1315 DEFINED 1
AVON PRODS INC COM 054303102 3,480 124324 DEFINED 1
BABCOCK & WILCOX CO NEW COM 05615F102 72 2600 DEFINED 1
BADGER METER INC COM 056525108 311 8400 DEFINED 1
BAIDU INC SPON ADR REP A 056752108 4,122 29400 DEFINED 1
BAKER HUGHES INC COM 057224107 1,409 19404 DEFINED 1
Page 2
BALL CORP COM 058498106 279 7244 DEFINED 1
BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,135 299276 DEFINED 1
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 145 12400 DEFINED 1
BANK OF AMERICA CORPORATION COM 060505104 159,514 14567519 DEFINED 1
BANK OF NEW YORK MELLON CORP COM 064058100 551 21518 DEFINED 1
BARD C R INC COM 067383109 286 2600 DEFINED 1
BARRICK GOLD CORP COM 067901108 36,326 801904 DEFINED 1
BAXTER INTL INC COM 071813109 43,175 723434 DEFINED 1
BAXTER INTL INC COM 071813109 1,433 24016 SH DEFINED 2 SH
BB&T CORP COM 054937107 150 5600 DEFINED 1
BECTON DICKINSON & CO COM 075887109 946 10984 DEFINED 1
BED BATH & BEYOND INC COM 075896100 3,217 55117 DEFINED 1
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 4,035 52136 DEFINED 1
BEST BUY INC COM 086516101 153 4870 DEFINED 1
BIG LOTS INC COM 089302103 613 18500 DEFINED 1
BIOGEN IDEC INC COM 09062X103 6,027 56405 DEFINED 1
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,847 67879 DEFINED 1
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 136,147 8231358 DEFINED 1
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 611 36946 SH DEFINED 2 SH
BLOCK H & R INC COM 093671105 101 6300 DEFINED 1
BMC SOFTWARE INC COM 055921100 3,226 58965 DEFINED 1
BOEING CO COM 097023105 21,945 296790 DEFINED 1
BORGWARNER INC COM 099724106 805 9960 DEFINED 1
BOSTON PROPERTIES INC COM 101121101 27,063 254807 DEFINED 1
BOSTON SCIENTIFIC CORP COM 101137107 1,047 151494 DEFINED 1
BRE PROPERTIES INC CL A 05564E106 10,470 209902 DEFINED 1
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 2,903 167502 DEFINED 1
BRIGGS & STRATTON CORP COM 109043109 60 3000 DEFINED 1
BRINKS CO COM 109696104 69 2300 DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 21,622 747135 DEFINED 1
BRISTOL MYERS SQUIBB CO COM 110122108 12,358 427027 SH DEFINED 2 SH
BROADCOM CORP CL A 111320107 6,609 196520 DEFINED 1
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,254 67958 DEFINED 1
BROOKFIELD PPTYS CORP COM 112900105 8,113 420587 DEFINED 1
BROOKFIELD RESIDENTIAL PPTYS COM 11283W104 19 1891 DEFINED 1
BROWN FORMAN CORP CL B 115637209 932 12482 DEFINED 1
BUNGE LIMITED COM G16962105 194 2809 DEFINED 1
CA INC COM 12673P105 705 30870 DEFINED 1
CABOT OIL & GAS CORP COM 127097103 1,106 16679 DEFINED 1
CALGON CARBON CORP COM 129603106 220 12960 DEFINED 1
CAMECO CORP COM 13321L108 240 9100 DEFINED 1
CAMERON INTERNATIONAL CORP COM 13342B105 983 19534 DEFINED 1
CAMPBELL SOUP CO COM 134429109 909 26341 DEFINED 1
CANADIAN NAT RES LTD COM 136385101 1,022 24444 DEFINED 1
CANADIAN NATL RY CO COM 136375102 235 2945 DEFINED 1
Page 3
CAPITAL ONE FINL CORP COM 14040H105 15,055 291254 DEFINED 1
CARDINAL HEALTH INC COM 14149Y108 20,613 453920 DEFINED 1
CAREER EDUCATION CORP COM 141665109 66 3100 DEFINED 1
CAREFUSION CORP COM 14170T101 1,051 38688 DEFINED 1
CARLISLE COS INC COM 142339100 79 1600 DEFINED 1
CARMAX INC COM 143130102 1,130 34163 DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 15,459 410597 DEFINED 1
CARNIVAL CORP PAIRED CTF 143658300 740 19646 SH DEFINED 2 SH
CARTER INC COM 146229109 62 2000 DEFINED 1
CATERPILLAR INC DEL COM 149123101 1,732 16271 DEFINED 1
CB RICHARD ELLIS GROUP INC CL A 12497T101 983 39147 DEFINED 1
CBS CORP NEW CL B 124857202 251 8800 DEFINED 1
CELANESE CORP DEL COM SER A 150870103 1,925 36100 DEFINED 1
CELGENE CORP COM 151020104 3,852 63915 DEFINED 1
CELGENE CORP COM 151020104 663 11007 SH DEFINED 2 SH
CENOVUS ENERGY INC COM 15135U109 130 3458 DEFINED 1
CENTERPOINT ENERGY INC COM 15189T107 730 37723 DEFINED 1
CENTRAL EUROPEAN DIST CORP COM 153435102 4,221 376861 DEFINED 1
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 10,746 544125 DEFINED 1
CENTURYLINK INC COM 156700106 20,596 509552.76 DEFINED 1
CEPHALON INC COM 156708109 3,708 46398 DEFINED 1
CERNER CORP COM 156782104 418 6833 DEFINED 1
CF INDS HLDGS INC COM 125269100 1,602 11305 DEFINED 1
CHARLES RIV LABS INTL INC COM 159864107 781 19200 DEFINED 1
CHESAPEAKE ENERGY CORP COM 165167107 1,537 51774 DEFINED 1
CHEVRON CORP NEW COM 166764100 9,561 92978 DEFINED 1
CHEVRON CORP NEW COM 166764100 2,024 19682 SH DEFINED 2 SH
CHICOS FAS INC COM 168615102 58 3800 DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 479 10232 DEFINED 1
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 27,403 585918 SH DEFINED 2 SH
CHIPOTLE MEXICAN GRILL INC COM 169656105 277 900 DEFINED 1
CHUBB CORP COM 171232101 15,099 241152 DEFINED 1
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 1,622 46946 DEFINED 1
CHURCH & DWIGHT INC COM 171340102 220 5425 DEFINED 1
CIGNA CORP COM 125509109 4,470 86822 DEFINED 1
CIMAREX ENERGY CO COM 171798101 225 2500 DEFINED 1
CINCINNATI FINL CORP COM 172062101 525 18000 DEFINED 1
CINTAS CORP COM 172908105 505 15297 DEFINED 1
CIRRUS LOGIC INC COM 172755100 68 4300 DEFINED 1
CISCO SYS INC COM 17275R102 12,400 794387 DEFINED 1
CIT GROUP INC COM NEW 125581801 1,512 34180 DEFINED 1
CITIGROUP INC COM NEW 172967424 1,326 31851 SH DEFINED 2 SH
CITIGROUP INC COM NEW 172967424 27,941 671330 DEFINED 1
CITRIX SYS INC COM 177376100 10,585 132450 DEFINED 1
CITRIX SYS INC COM 177376100 854 10689 SH DEFINED 2 SH
Page 4
CLARCOR INC COM 179895107 80 1700 DEFINED 1
CLAYMORE EXCHANGE TRD FD TR GUGG CHN SML CAP 18383Q853 5,916 213349 DEFINED 1
CLIFFS NATURAL RESOURCES INC COM 18683K101 2,126 22997 DEFINED 1
CLOROX CO DEL COM 189054109 115 1700 DEFINED 1
CME GROUP INC COM 12572Q105 338 1158 DEFINED 1
CMS ENERGY CORP COM 125896100 1,710 86862 DEFINED 1
COACH INC COM 189754104 18,488 289141 DEFINED 1
COCA COLA CO COM 191216100 4,737 70405 DEFINED 1
COCA COLA ENTERPRISES INC NE COM 19122T109 26,001 890747 DEFINED 1
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,057 55319 DEFINED 1
COLGATE PALMOLIVE CO COM 194162103 4,942 56516 DEFINED 1
COMCAST CORP NEW CL A 20030N101 26,425 1043240 DEFINED 1
COMERICA INC COM 200340107 19,968 577621 DEFINED 1
COMMONWEALTH REIT COM SH BEN INT 203233101 1,249 48400 DEFINED 1
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 94 2000 DEFINED 1
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2,863 84862 DEFINED 1
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1,011 29970 SH DEFINED 2 SH
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 895 14988 DEFINED 1
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 169 8196 DEFINED 1
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 2,012 161627 DEFINED 1
COMPUTER SCIENCES CORP COM 205363104 403 10619 DEFINED 1
COMPUWARE CORP COM 205638109 132 13528 DEFINED 1
CONAGRA FOODS INC COM 205887102 11,314 438863 DEFINED 1
CONAGRA FOODS INC COM 205887102 13,303 516038 SH DEFINED 2 SH
CONCUR TECHNOLOGIES INC COM 206708109 80 1600 DEFINED 1
CONOCOPHILLIPS COM 20825C104 28,476 378967 DEFINED 1
CONSOL ENERGY INC COM 20854P109 225 4642 DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 3,137 58944 DEFINED 1
CONSOLIDATED EDISON INC COM 209115104 8,311 156157 SH DEFINED 2 SH
CONSTELLATION BRANDS INC CL A 21036P108 188 9041 DEFINED 1
CONSTELLATION ENERGY GROUP I COM 210371100 690 18183 DEFINED 1
COPA HOLDINGS SA CL A P31076105 494 7384 SH DEFINED 2 SH
COPART INC COM 217204106 84 1800 DEFINED 1
CORNING INC COM 219350105 512 28200 DEFINED 1
COSAN LTD SHS A G25343107 699 56820 DEFINED 1
COSTCO WHSL CORP NEW COM 22160K105 1,004 12360 DEFINED 1
COVANTA HLDG CORP COM 22282E102 432 26240 DEFINED 1
COVENTRY HEALTH CARE INC COM 222862104 420 11525 DEFINED 1
CRANE CO COM 224399105 54 1100 DEFINED 1
CREDICORP LTD COM G2519Y108 1,121 13014 SH DEFINED 2 SH
CRH PLC ADR 12626K203 676 30000 DEFINED 1
CROWN CASTLE INTL CORP COM 228227104 2,941 72122 DEFINED 1
CROWN HOLDINGS INC COM 228368106 56 1450 DEFINED 1
CSX CORP COM 126408103 711 27114 DEFINED 1
CTC MEDIA INC COM 12642X106 906 42479 DEFINED 1
Page 5
CTC MEDIA INC COM 12642X106 2,281 107000 SH DEFINED 2 SH
CULLEN FROST BANKERS INC COM 229899109 293 5141 DEFINED 1
CULLEN FROST BANKERS INC COM 229899109 713 12528 SH DEFINED 2 SH
CUMMINS INC COM 231021106 889 8595 DEFINED 1
CVS CAREMARK CORPORATION COM 126650100 14,353 382136 DEFINED 1
CYMER INC COM 232572107 59 1200 DEFINED 1
D R HORTON INC COM 23331A109 368 31900 DEFINED 1
DANAHER CORP DEL COM 235851102 5,708 107739 DEFINED 1
DARDEN RESTAURANTS INC COM 237194105 124 2500 DEFINED 1
DAVITA INC COM 23918K108 1,063 12283 DEFINED 1
DEAN FOODS CO NEW COM 242370104 340 27700 DEFINED 1
DEERE & CO COM 244199105 5,269 63910 DEFINED 1
DELL INC COM 24702R101 2,147 128773 DEFINED 1
DELTA AIR LINES INC DEL COM NEW 247361702 37 4060 DEFINED 1
DENBURY RES INC COM NEW 247916208 864 43257 DEFINED 1
DENTSPLY INTL INC NEW COM 249030107 571 15000 DEFINED 1
DEVELOPERS DIVERSIFIED RLTY COM 251591103 7,584 538626 DEFINED 1
DEVON ENERGY CORP NEW COM 25179M103 1,400 17763 DEFINED 1
DEVRY INC DEL COM 251893103 1,258 21275 DEFINED 1
DIAMOND OFFSHORE DRILLING IN COM 25271C102 397 5640 DEFINED 1
DICKS SPORTING GOODS INC COM 253393102 81 2100 DEFINED 1
DIEBOLD INC COM 253651103 8,186 263803 SH DEFINED 2 SH
DIRECTV COM CL A 25490A101 40,716 801180 DEFINED 1
DISCOVER FINL SVCS COM 254709108 2,474 92490 DEFINED 1
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 560 13665 DEFINED 1
DISNEY WALT CO COM DISNEY 254687106 1,038 26600 DEFINED 1
DOLBY LABORATORIES INC COM 25659T107 59 1400 DEFINED 1
DOLLAR GEN CORP NEW COM 256677105 60 1769 DEFINED 1
DOLLAR TREE INC COM 256746108 272 4076 DEFINED 1
DOMINION RES INC VA NEW COM 25746U109 821 17010 DEFINED 1
DONALDSON INC COM 257651109 91 1500 DEFINED 1
DONNELLEY R R & SONS CO COM 257867101 1,271 64855 DEFINED 1
DOVER CORP COM 260003108 23,686 349358 DEFINED 1
DOW CHEM CO COM 260543103 4,886 135677 DEFINED 1
DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,581 610097 DEFINED 1
DR REDDYS LABS LTD ADR 256135203 836 24386 DEFINED 1
DRESSER-RAND GROUP INC COM 261608103 193 3600 DEFINED 1
DTE ENERGY CO COM 233331107 25,383 507253 DEFINED 1
DU PONT E I DE NEMOURS & CO COM 263534109 23,094 427190 DEFINED 1
DUKE ENERGY CORP NEW COM 26441C105 2,856 151698 DEFINED 1
DUN & BRADSTREET CORP DEL NE COM 26483E100 648 8572 DEFINED 1
DYCOM INDS INC COM 267475101 61 3700 DEFINED 1
E M C CORP MASS COM 268648102 1,924 69826 DEFINED 1
E M C CORP MASS COM 268648102 590 21419 SH DEFINED 2 SH
E TRADE FINANCIAL CORP COM NEW 269246401 3,653 264726 DEFINED 1
Page 6
EATON CORP COM 278058102 1,784 34694 DEFINED 1
EATON CORP COM 278058102 770 14965 SH DEFINED 2 SH
EBAY INC COM 278642103 792 24534 DEFINED 1
ECHOSTAR CORP CL A 278768106 653 17900 DEFINED 1
EDISON INTL COM 281020107 1,225 31600 DEFINED 1
EDWARDS LIFESCIENCES CORP COM 28176E108 9,593 110032 DEFINED 1
EL PASO CORP COM 28336L109 1,367 67729 DEFINED 1
ELECTRONIC ARTS INC COM 285512109 767 32491 DEFINED 1
EMERSON ELEC CO COM 291011104 14,812 263410 DEFINED 1
EMERSON ELEC CO COM 291011104 747 13285 SH DEFINED 2 SH
ENCANA CORP COM 292505104 95 3086 DEFINED 1
ENERGIZER HLDGS INC COM 29266R108 268 3709 DEFINED 1
ENTERGY CORP NEW COM 29364G103 399 5838 DEFINED 1
EOG RES INC COM 26875P101 991 9480 DEFINED 1
EQT CORP COM 26884L109 280 5336 DEFINED 1
EQUIFAX INC COM 294429105 299 8617 DEFINED 1
EQUINIX INC COM NEW 29444U502 3,210 31762 DEFINED 1
EQUITY LIFESTYLE PPTYS INC COM 29472R108 912 14600 DEFINED 1
EQUITY RESIDENTIAL SH BEN INT 29476L107 33,480 557720 DEFINED 1
EVEREST RE GROUP LTD COM G3223R108 453 5538 SH DEFINED 2 SH
EXELON CORP COM 30161N101 33,568 783379 DEFINED 1
EXELON CORP COM 30161N101 13,365 311910 SH DEFINED 2 SH
EXPEDIA INC DEL COM 30212P105 444 15300 DEFINED 1
EXPEDITORS INTL WASH INC COM 302130109 1,058 20663 DEFINED 1
EXPRESS SCRIPTS INC COM 302182100 26,132 484110 DEFINED 1
EXXON MOBIL CORP COM 30231G102 54,041 664711 DEFINED 1
EXXON MOBIL CORP COM 30231G102 1,014 12470 SH DEFINED 2 SH
F M C CORP COM NEW 302491303 768 8931 DEFINED 1
F5 NETWORKS INC COM 315616102 562 5100 DEFINED 1
FAMILY DLR STORES INC COM 307000109 797 15156 DEFINED 1
FASTENAL CO COM 311900104 414 11500 DEFINED 1
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 8,906 104564 DEFINED 1
FEDERATED INVS INC PA CL B 314211103 150 6300 DEFINED 1
FEDEX CORP COM 31428X106 95 1000 DEFINED 1
FELCOR LODGING TR INC COM 31430F101 614 115000 DEFINED 1
FIDELITY NATIONAL FINANCIAL CL A 31620R105 2,126 135000 DEFINED 1
FIDELITY NATL INFORMATION SV COM 31620M106 199 6473 DEFINED 1
FIFTH THIRD BANCORP COM 316773100 20,573 1614803 DEFINED 1
FINISAR CORP COM NEW 31787A507 202 11200 DEFINED 1
FIRST HORIZON NATL CORP COM 320517105 26 2700 DEFINED 1
FIRST NIAGARA FINL GP INC COM 33582V108 1,993 151000 DEFINED 1
FIRST NIAGARA FINL GP INC COM 33582V108 7,692 582710 SH DEFINED 2 SH
FIRST SOLAR INC COM 336433107 3,723 28142 DEFINED 1
FIRSTENERGY CORP COM 337932107 511 11579 DEFINED 1
FISERV INC COM 337738108 177 2823 DEFINED 1
Page 7
FLIR SYS INC COM 302445101 394 11700 DEFINED 1
FLOWSERVE CORP COM 34354P105 209 1900 DEFINED 1
FLUOR CORP NEW COM 343412102 21,023 325188 DEFINED 1
FMC TECHNOLOGIES INC COM 30249U101 555 12404 DEFINED 1
FOOT LOCKER INC COM 344849104 74 3100 DEFINED 1
FORD MTR CO DEL COM PAR $0.01 345370860 741 53714 DEFINED 1
FOREST LABS INC COM 345838106 1,224 31115 DEFINED 1
FORTINET INC COM 34959E109 82 3000 DEFINED 1
FORTUNE BRANDS INC COM 349631101 383 6000 DEFINED 1
FORWARD AIR CORP COM 349853101 61 1800 DEFINED 1
FRANKLIN RES INC COM 354613101 3,317 25249 DEFINED 1
FREEPORT-MCMORAN COPPER & GO COM 35671D857 22,165 419082 DEFINED 1
FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,112 21027 SH DEFINED 2 SH
FRONTIER COMMUNICATIONS CORP COM 35906A108 165 20431 DEFINED 1
GALLAGHER ARTHUR J & CO COM 363576109 1,246 43615 DEFINED 1
GALLAGHER ARTHUR J & CO COM 363576109 13,086 458021 SH DEFINED 2 SH
GAMESTOP CORP NEW CL A 36467W109 51 1900 DEFINED 1
GANNETT INC COM 364730101 1,694 118200 DEFINED 1
GAP INC DEL COM 364760108 397 21940 DEFINED 1
GARDNER DENVER INC COM 365558105 92 1100 DEFINED 1
GARTNER INC COM 366651107 60 1500 DEFINED 1
GENERAL DYNAMICS CORP COM 369550108 20,798 279096 DEFINED 1
GENERAL ELECTRIC CO COM 369604103 35,208 1868783 DEFINED 1
GENERAL ELECTRIC CO COM 369604103 1,041 55261 SH DEFINED 2 SH
GENERAL GROWTH PPTYS INC NEW COM 370023103 13,887 831537 DEFINED 1
GENERAL MLS INC COM 370334104 19,755 530913 DEFINED 1
GENPACT LIMITED SHS G3922B107 71 4100 DEFINED 1
GENTEX CORP COM 371901109 70 2300 DEFINED 1
GENUINE PARTS CO COM 372460105 169 3100 DEFINED 1
GENWORTH FINL INC COM CL A 37247D106 203 19700 DEFINED 1
GERDAU S A SPONSORED ADR 373737105 148 14000 DEFINED 1
GERON CORP COM 374163103 165 41271 SH DEFINED 2 SH
GILDAN ACTIVEWEAR INC COM 375916103 172 4900 DEFINED 1
GILEAD SCIENCES INC COM 375558103 4,501 108719 DEFINED 1
GLOBAL PMTS INC COM 37940X102 87 1700 DEFINED 1
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 277 22815 DEFINED 1
GOLDCORP INC NEW COM 380956409 1,328 27504 DEFINED 1
GOLDMAN SACHS GROUP INC COM 38141G104 20,660 155253 DEFINED 1
GOLDMAN SACHS GROUP INC COM 38141G104 425 3192 SH DEFINED 2 SH
GOOGLE INC CL A 38259P508 39,607 78275 DEFINED 1
GOOGLE INC CL A 38259P508 1,426 2818 SH DEFINED 2 SH
GRACO INC COM 384109104 86 1700 DEFINED 1
GRAINGER W W INC COM 384802104 1,306 8500 DEFINED 1
GROUPE CGI INC CL A SUB VTG 39945C109 209 8489 DEFINED 1
GUESS INC COM 401617105 76 1800 DEFINED 1
Page 8
HALLIBURTON CO COM 406216101 1,250 24508 DEFINED 1
HANOVER INS GROUP INC COM 410867105 524 13900 DEFINED 1
HANSEN NAT CORP COM 411310105 378 4674 DEFINED 1
HARLEY DAVIDSON INC COM 412822108 2,043 49860 DEFINED 1
HARMAN INTL INDS INC COM 413086109 1,700 37300 DEFINED 1
HARMONIC INC COM 413160102 61 8400 DEFINED 1
HARRIS CORP DEL COM 413875105 317 7028 DEFINED 1
HARSCO CORP COM 415864107 20,128 617221 DEFINED 1
HARTFORD FINL SVCS GROUP INC COM 416515104 485 18406 DEFINED 1
HASBRO INC COM 418056107 594 13511 DEFINED 1
HCP INC COM 40414L109 16,860 459390 DEFINED 1
HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,308 24569 DEFINED 1
HEALTH CARE REIT INC COM 42217K106 10,391 198157 DEFINED 1
HEALTH NET INC COM 42222G108 543 16900 DEFINED 1
HEARTLAND EXPRESS INC COM 422347104 58 3500 DEFINED 1
HECLA MNG CO COM 422704106 2,067 268797 DEFINED 1
HEINZ H J CO COM 423074103 25,633 481017 DEFINED 1
HELMERICH & PAYNE INC COM 423452101 1,331 20128 DEFINED 1
HERBALIFE LTD COM USD SHS G4412G101 1,712 29680 DEFINED 1
HERSHEY CO COM 427866108 3,001 52758 DEFINED 1
HESS CORP COM 42809H107 13,768 184159 DEFINED 1
HEWLETT PACKARD CO COM 428236103 16,935 465115 DEFINED 1
HEWLETT PACKARD CO COM 428236103 1,000 27453 SH DEFINED 2 SH
HIGHWOODS PPTYS INC COM 431284108 5,170 156046 DEFINED 1
HILLENBRAND INC COM 431571108 449 19000 DEFINED 1
HOME DEPOT INC COM 437076102 2,894 79948 DEFINED 1
HONEYWELL INTL INC COM 438516106 2,404 40368 DEFINED 1
HORMEL FOODS CORP COM 440452100 1,038 34860 DEFINED 1
HOSPIRA INC COM 441060100 1,327 23420 DEFINED 1
HOST HOTELS & RESORTS INC COM 44107P104 19,674 1160369 DEFINED 1
HUB GROUP INC CL A 443320106 64 1700 DEFINED 1
HUBBELL INC CL B 443510201 78 1200 DEFINED 1
HUDSON CITY BANCORP COM 443683107 672 82014 DEFINED 1
HUDSON CITY BANCORP COM 443683107 11,590 1415160 SH DEFINED 2 SH
HUMAN GENOME SCIENCES INC COM 444903108 1,851 75420 DEFINED 1
HUMANA INC COM 444859102 1,991 24730 DEFINED 1
HUNT J B TRANS SVCS INC COM 445658107 198 4200 DEFINED 1
HUNTINGTON BANCSHARES INC COM 446150104 1,531 233800 DEFINED 1
IAMGOLD CORP COM 450913108 191 10167 DEFINED 1
ICF INTL INC COM 44925C103 167 6571 DEFINED 1
ICICI BK LTD ADR 45104G104 6,653 134951 DEFINED 1
IDEX CORP COM 45167R104 60 1300 DEFINED 1
IHS INC CL A 451734107 184 2200 DEFINED 1
ILLINOIS TOOL WKS INC COM 452308109 2,899 51317 DEFINED 1
ILLUMINA INC COM 452327109 484 6445 DEFINED 1
Page 9
INFORMATICA CORP COM 45666Q102 1,274 21800 DEFINED 1
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 6,995 107275 DEFINED 1
INGERSOLL-RAND PLC SHS G47791101 0 16000 SH DEFINED 2 SH
INSITUFORM TECHNOLOGIES INC CL A 457667103 75 3600 DEFINED 1
INTEGRYS ENERGY GROUP INC COM 45822P105 139 2679 DEFINED 1
INTEL CORP COM 458140100 36,756 1659394 DEFINED 1
INTEL CORP COM 458140100 13,122 592423 SH DEFINED 2 SH
INTERCONTINENTALEXCHANGE INC COM 45865V100 1,402 11242 DEFINED 1
INTERMUNE INC COM 45884X103 643 17919 DEFINED 1
INTERNATIONAL BUSINESS MACHS COM 459200101 20,333 118586 DEFINED 1
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 434 6761 DEFINED 1
INTERNATIONAL GAME TECHNOLOG COM 459902102 21,817 1238910 DEFINED 1
INTERPUBLIC GROUP COS INC COM 460690100 2,214 177143 DEFINED 1
INTL PAPER CO COM 460146103 714 23954 DEFINED 1
INTUIT COM 461202103 2,485 47945 DEFINED 1
INTUITIVE SURGICAL INC COM NEW 46120E602 1,045 2811 DEFINED 1
INVESCO LTD SHS G491BT108 553 23643 DEFINED 1
IRON MTN INC COM 462846106 638 18719 DEFINED 1
ISHARES INC MSCI MALAYSIA 464286830 1,126 73700 DEFINED 1
ISHARES INC MSCI TAIWAN 464286731 2,077 137024 DEFINED 1
ISHARES INC MSCI AUSTRALIA 464286103 2,477 95056 DEFINED 1
ISHARES INC MSCI BRAZIL 464286400 13,436 183174 DEFINED 1
ISHARES INC JAPAN SML CAP 464286582 509 10996 DEFINED 1
ISHARES INC MSCI PAC J IDX 464286665 1,305 27407 DEFINED 1
ISHARES INC MSCI SINGAPORE 464286673 1,840 134000 DEFINED 1
ISHARES INC MSCI TURKEY FD 464286715 897 15000 DEFINED 1
ISHARES INC MSCI S KOREA 464286772 818 12586 DEFINED 1
ISHARES INC MSCI MEX INVEST 464286822 1,747 27941 DEFINED 1
ISHARES INC MSCI CDA INDEX 464286509 92 2900 DEFINED 1
ISHARES INC MSCI CHILE INVES 464286640 181 2400 DEFINED 1
ISHARES INC MSCI UTD KINGD 464286699 144 8100 DEFINED 1
ISHARES INC MSCI FRANCE 464286707 75 2700 DEFINED 1
ISHARES INC MSCI GERMAN 464286806 67 2500 DEFINED 1
ISHARES INC MSCI ITALY 464286855 18 1000 DEFINED 1
ISHARES INC MSCI MALAYSIA 464286830 3,336 218310 SH DEFINED 2 SH
ISHARES INC MSCI TAIWAN 464286731 3,662 241558 SH DEFINED 2 SH
ISHARES INC MSCI AUSTRALIA 464286103 1,474 56580 SH DEFINED 4 SH
ISHARES TR MSCI ACJPN IDX 464288182 7,158 115702 DEFINED 1
ISHARES TR S&P 100 IDX FD 464287101 2,793 47971 DEFINED 1
ISHARES TR FTSE CHINA25 IDX 464287184 636 14821 DEFINED 1
ISHARES TR MSCI EMERG MKT 464287234 36,758 772705 DEFINED 1
ISHARES TR S&P LTN AM 40 464287390 1,907 36949 DEFINED 1
ISHARES TR DJ US TECH SEC 464287721 1,373 21109 DEFINED 1
ISHARES TR DJ US REAL EST 464287739 99,860 1655500 DEFINED 1
ISHARES TR S&P SMLCAP 600 464287804 593 8100 DEFINED 1
Page 10
ISHARES TR MSCI ACWI INDX 464288257 444 9200 DEFINED 1
ISHARES TR JPMORGAN USD 464288281 9,743 89000 DEFINED 1
ISHARES TR S&P GLO INFRAS 464288372 858 23852 DEFINED 1
ISHARES TR DJ HOME CONSTN 464288752 989 78004 DEFINED 1
ISHARES TR MSCI ACJPN IDX 464288182 4,304 69560 SH DEFINED 4 SH
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 39,122 1661951 DEFINED 1
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,940 82394 SH DEFINED 2 SH
ITRON INC COM 465741106 619 12845 DEFINED 1
ITT CORP NEW COM 450911102 345 5852 DEFINED 1
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 62 2200 DEFINED 1
JABIL CIRCUIT INC COM 466313103 20,590 1020312 DEFINED 1
JACOBS ENGR GROUP INC DEL COM 469814107 696 16092 DEFINED 1
JANUS CAP GROUP INC COM 47102X105 2,902 307100 DEFINED 1
JDS UNIPHASE CORP COM PAR $0.001 46612J507 160 9600 DEFINED 1
JEFFERIES GROUP INC NEW COM 472319102 39 1933 DEFINED 1
JOHNSON & JOHNSON COM 478160104 92,676 1394459 DEFINED 1
JOHNSON & JOHNSON COM 478160104 1,014 15261 SH DEFINED 2 SH
JOHNSON CTLS INC COM 478366107 532 12780 DEFINED 1
JOY GLOBAL INC COM 481165108 238 2500 DEFINED 1
JPMORGAN CHASE & CO COM 46625H100 94,812 2317018 DEFINED 1
JPMORGAN CHASE & CO COM 46625H100 1,819 44463 SH DEFINED 2 SH
JUNIPER NETWORKS INC COM 48203R104 667 21160 SH DEFINED 2 SH
KBR INC COM 48242W106 63 1663 DEFINED 1
KELLOGG CO COM 487836108 149 2700 DEFINED 1
KENNAMETAL INC COM 489170100 89 2100 DEFINED 1
KEYCORP NEW COM 493267108 3,082 370487 DEFINED 1
KIMBERLY CLARK CORP COM 494368103 13,006 195460 DEFINED 1
KIMBERLY CLARK CORP COM 494368103 18,472 277600 SH DEFINED 2 SH
KIMCO RLTY CORP COM 49446R109 7,955 426977 DEFINED 1
KINDER MORGAN ENERGY PARTNER UT LTD PARTNER 494550106 8,168 112527 SH DEFINED 2 SH
KINROSS GOLD CORP COM NO PAR 496902404 691 43800 DEFINED 1
KIRBY CORP COM 497266106 817 14400 DEFINED 1
KLA-TENCOR CORP COM 482480100 81 2000 DEFINED 1
KNIGHT TRANSN INC COM 499064103 59 3500 DEFINED 1
KOHLS CORP COM 500255104 256 5122 DEFINED 1
KRAFT FOODS INC CL A 50075N104 25,403 721278 DEFINED 1
KRAFT FOODS INC CL A 50075N104 18,915 537052 SH DEFINED 2 SH
KROGER CO COM 501044101 1,528 61606 DEFINED 1
KT CORP SPONSORED ADR 48268K101 1,912 98380 DEFINED 1
KT CORP SPONSORED ADR 48268K101 4,695 241631 SH DEFINED 2 SH
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,155 13200 DEFINED 1
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,626 27130 DEFINED 1
LADENBURG THALMAN FIN SVCS I COM 50575Q102 3,188 2293804 DEFINED 1
LANDSTAR SYS INC COM 515098101 74 1600 DEFINED 1
LAS VEGAS SANDS CORP COM 517834107 6,965 165000 DEFINED 1
Page 11
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,862 70700 DEFINED 1
LAUDER ESTEE COS INC CL A 518439104 2,267 21519 DEFINED 1
LAZARD LTD SHS A G54050102 964 25993 DEFINED 1
LEAR CORP COM NEW 521865204 342 6400 DEFINED 1
LEGG MASON INC COM 524901105 85 2600 DEFINED 1
LEGGETT & PLATT INC COM 524660107 122 5000 DEFINED 1
LEGGETT & PLATT INC COM 524660107 8,293 340309 SH DEFINED 2 SH
LENNAR CORP CL A 526057104 120 6600 DEFINED 1
LENNOX INTL INC COM 526107107 60 1400 DEFINED 1
LEUCADIA NATL CORP COM 527288104 113 3300 DEFINED 1
LEXMARK INTL NEW CL A 529771107 1,214 41500 DEFINED 1
LIBERTY GLOBAL INC COM SER A 530555101 76 1699 DEFINED 1
LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 18,898 250841 DEFINED 1
LIBERTY PPTY TR SH BEN INT 531172104 11,145 341880 DEFINED 1
LIFE TECHNOLOGIES CORP COM 53217V109 8,039 154386 DEFINED 1
LIFE TECHNOLOGIES CORP COM 53217V109 684 13144 SH DEFINED 2 SH
LILLY ELI & CO COM 532457108 307 8185 DEFINED 1
LIMITED BRANDS INC COM 532716107 629 16352 DEFINED 1
LINCOLN ELEC HLDGS INC COM 533900106 79 2200 DEFINED 1
LINCOLN NATL CORP IND COM 534187109 196 6900 DEFINED 1
LINEAR TECHNOLOGY CORP COM 535678106 942 28517 DEFINED 1
LITTELFUSE INC COM 537008104 65 1100 DEFINED 1
LKQ CORP COM 501889208 84 3200 DEFINED 1
LOEWS CORP COM 540424108 819 19455 DEFINED 1
LORILLARD INC COM 544147101 23,352 214439 DEFINED 1
LORILLARD INC COM 544147101 9,314 85526 SH DEFINED 2 SH
LOWES COS INC COM 548661107 426 18257 DEFINED 1
LSI CORPORATION COM 502161102 795 111700 DEFINED 1
LUBRIZOL CORP COM 549271104 4,815 35852 DEFINED 1
MACERICH CO COM 554382101 16,917 316259 DEFINED 1
MACYS INC COM 55616P104 23,175 793131 DEFINED 1
MARATHON OIL CORP COM 565849106 1,226 23300 DEFINED 1
MARATHON OIL CORP COM 565849106 727 13805 SH DEFINED 2 SH
MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,134 20785 DEFINED 1
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1,213 31490 DEFINED 1
MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 1,076 20000 DEFINED 1
MARKET VECTORS ETF TR BRAZL SMCP ETF 57060U613 1,803 31759 DEFINED 1
MARKET VECTORS ETF TR INDONESIA ETF 57060U753 1,251 40000 DEFINED 1
MARRIOTT INTL INC NEW CL A 571903202 206 5800 DEFINED 1
MARSH & MCLENNAN COS INC COM 571748102 2,211 70895 DEFINED 1
MARSHALL & ILSLEY CORP NEW COM 571837103 53 6700 DEFINED 1
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 25,421 1721139 DEFINED 1
MASCO CORP COM 574599106 880 73205 DEFINED 1
MASTERCARD INC CL A 57636Q104 52,904 175602 DEFINED 1
MATTEL INC COM 577081102 4,789 174200 DEFINED 1
Page 12
MAXIM INTEGRATED PRODS INC COM 57772K101 8,112 317242 SH DEFINED 2 SH
MCCORMICK & CO INC COM NON VTG 579780206 907 18300 DEFINED 1
MCDONALDS CORP COM 580135101 6,166 73149 DEFINED 1
MCDONALDS CORP COM 580135101 685 8124 SH DEFINED 2 SH
MCGRAW HILL COS INC COM 580645109 180 4300 DEFINED 1
MCKESSON CORP COM 58155Q103 921 11015 DEFINED 1
MEAD JOHNSON NUTRITION CO COM 582839106 12,153 179861 DEFINED 1
MEAD JOHNSON NUTRITION CO COM 582839106 986 14589 SH DEFINED 2 SH
MEADWESTVACO CORP COM 583334107 451 13557 DEFINED 1
MECHEL OAO SPONSORED ADR 583840103 9,328 390606 DEFINED 1
MECHEL OAO SPON ADR PFD 583840509 113 13130 DEFINED 1
MECHEL OAO SPON ADR PFD 583840509 3,636 423269 SH DEFINED 2 SH
MECHEL OAO SPONSORED ADR 583840103 19,033 797035 SH DEFINED 2 SH
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,126 19905 DEFINED 1
MEDTRONIC INC COM 585055106 8,704 226031 DEFINED 1
MEMC ELECTR MATLS INC COM 552715104 24 2800 DEFINED 1
MENTOR GRAPHICS CORP COM 587200106 55 4300 DEFINED 1
MERCK & CO INC NEW COM 58933Y105 25,302 717376 DEFINED 1
MERCK & CO INC NEW COM 58933Y105 18,468 523630 SH DEFINED 2 SH
METLIFE INC COM 59156R108 94,557 2156365 DEFINED 1
METROPCS COMMUNICATIONS INC COM 591708102 3,455 200788 DEFINED 1
MGM RESORTS INTERNATIONAL COM 552953101 177 13399 DEFINED 1
MICREL INC COM 594793101 58 5500 DEFINED 1
MICROCHIP TECHNOLOGY INC COM 595017104 127 3347 DEFINED 1
MICRON TECHNOLOGY INC COM 595112103 785 104970 DEFINED 1
MICROS SYS INC COM 594901100 85 1700 DEFINED 1
MICROSEMI CORP COM 595137100 64 3100 DEFINED 1
MICROSOFT CORP COM 594918104 469,406 18067973 DEFINED 1
MICROSOFT CORP COM 594918104 2,447 94182 SH DEFINED 2 SH
MILLER HERMAN INC COM 600544100 74 2700 DEFINED 1
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 463 16500 DEFINED 1
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 4,613 242656 DEFINED 1
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 14,217 747849 SH DEFINED 2 SH
MOLEX INC COM 608554101 191 7400 DEFINED 1
MOLSON COORS BREWING CO CL B 60871R209 16,757 374370 DEFINED 1
MOLSON COORS BREWING CO CL B 60871R209 983 21969 SH DEFINED 2 SH
MOLYCORP INC DEL COM 608753109 812 13291 DEFINED 1
MONSANTO CO NEW COM 61166W101 28,209 388924 DEFINED 1
MONSANTO CO NEW COM 61166W101 494 6806 SH DEFINED 2 SH
MONSTER WORLDWIDE INC COM 611742107 279 19000 DEFINED 1
MOODYS CORP COM 615369105 131 3420 DEFINED 1
MORGAN STANLEY COM NEW 617446448 2,340 101664 DEFINED 1
MOSAIC CO NEW COM 61945C103 11,040 163000 DEFINED 1
MOSAIC CO NEW COM 61945C103 571 8436 SH DEFINED 2 SH
MOTOROLA MOBILITY HLDGS INC COM 620097105 354 16074 DEFINED 1
Page 13
MOTOROLA SOLUTIONS INC COM NEW 620076307 322 7002 DEFINED 1
MSC INDL DIRECT INC CL A 553530106 73 1100 DEFINED 1
MURPHY OIL CORP COM 626717102 506 7700 DEFINED 1
MYLAN INC COM 628530107 20,388 826424 DEFINED 1
NABORS INDUSTRIES LTD SHS G6359F103 614 24938 DEFINED 1
NASDAQ OMX GROUP INC COM 631103108 126 5000 DEFINED 1
NATIONAL INSTRS CORP COM 636518102 71 2400 DEFINED 1
NATIONAL OILWELL VARCO INC COM 637071101 26,333 337000 DEFINED 1
NATIONAL SEMICONDUCTOR CORP COM 637640103 5,863 238142 DEFINED 1
NATIONWIDE HEALTH PPTYS INC COM 638620104 6,116 147626 DEFINED 1
NCR CORP NEW COM 62886E108 57 3000 DEFINED 1
NETAPP INC COM 64110D104 3,495 66218 DEFINED 1
NETAPP INC COM 64110D104 2,496 47298 SH DEFINED 2 SH
NETFLIX INC COM 64110L106 1,313 5000 DEFINED 1
NEUROCRINE BIOSCIENCES INC COM 64125C109 419 52000 DEFINED 1
NEUSTAR INC CL A 64126X201 71 2700 DEFINED 1
NEWELL RUBBERMAID INC COM 651229106 427 27120 DEFINED 1
NEWFIELD EXPL CO COM 651290108 533 7831 DEFINED 1
NEWMONT MINING CORP COM 651639106 38,063 705401 DEFINED 1
NEWS CORP CL A 65248E104 2,474 139852 DEFINED 1
NEXSTAR BROADCASTING GROUP I CL A 65336K103 1,241 150000 DEFINED 1
NEXTERA ENERGY INC COM 65339F101 1,730 30127 DEFINED 1
NICE SYS LTD SPONSORED ADR 653656108 302 8323 DEFINED 1
NICOR INC COM 654086107 149 2728 DEFINED 1
NII HLDGS INC CL B NEW 62913F201 7,363 173783 DEFINED 1
NIKE INC CL B 654106103 1,155 12845 DEFINED 1
NISOURCE INC COM 65473P105 174 8611 DEFINED 1
NOBLE ENERGY INC COM 655044105 1,014 11321 DEFINED 1
NORDSTROM INC COM 655664100 122 2600 DEFINED 1
NORFOLK SOUTHERN CORP COM 655844108 599 7991 DEFINED 1
NORTHEAST UTILS COM 664397106 1,785 50747 DEFINED 1
NORTHERN TR CORP COM 665859104 855 18606 DEFINED 1
NOVELLUS SYS INC COM 670008101 383 10600 DEFINED 1
NPS PHARMACEUTICALS INC COM 62936P103 418 44217 DEFINED 1
NRG ENERGY INC COM NEW 629377508 194 7884 DEFINED 1
NSTAR COM 67019E107 97 2100 DEFINED 1
NUANCE COMMUNICATIONS INC COM 67020Y100 198 9200 DEFINED 1
NUCOR CORP COM 670346105 1,228 29773 DEFINED 1
NUCOR CORP COM 670346105 645 15635 SH DEFINED 2 SH
NV ENERGY INC COM 67073Y106 883 57500 DEFINED 1
NVIDIA CORP COM 67066G104 378 23700 DEFINED 1
NYSE EURONEXT COM 629491101 4,919 143650 DEFINED 1
O REILLY AUTOMOTIVE INC NEW COM 67103H107 144 2200 DEFINED 1
OCCIDENTAL PETE CORP DEL COM 674599105 3,544 34067 DEFINED 1
OCCIDENTAL PETE CORP DEL COM 674599105 815 7838 SH DEFINED 2 SH
Page 14
OLD DOMINION FGHT LINES INC COM 679580100 71 1900 DEFINED 1
OMNICOM GROUP INC COM 681919106 197 4100 DEFINED 1
ON SEMICONDUCTOR CORP COM 682189105 73 7000 DEFINED 1
ONEOK INC NEW COM 682680103 230 3100 DEFINED 1
OPEN TEXT CORP COM 683715106 102 1600 DEFINED 1
ORACLE CORP COM 68389X105 36,293 1103471 DEFINED 1
ORACLE CORP COM 68389X105 525 15971 SH DEFINED 2 SH
ORIENT-EXPRESS HOTELS LTD CL A G67743107 468 43600 DEFINED 1
OSHKOSH CORP COM 688239201 585 20200 DEFINED 1
OWENS ILL INC COM NEW 690768403 6,584 255186 DEFINED 1
PACCAR INC COM 693718108 498 9755 DEFINED 1
PACKAGING CORP AMER COM 695156109 19,340 690717 DEFINED 1
PALL CORP COM 696429307 560 9953 DEFINED 1
PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 55 2400 DEFINED 1
PARKER HANNIFIN CORP COM 701094104 2,717 30275 DEFINED 1
PATTERSON COMPANIES INC COM 703395103 66 2000 DEFINED 1
PAYCHEX INC COM 704326107 215 7000 DEFINED 1
PDL BIOPHARMA INC COM 69329Y104 327 55528 DEFINED 1
PEABODY ENERGY CORP COM 704549104 169 2864 DEFINED 1
PEBBLEBROOK HOTEL TR COM 70509V100 2,877 142767 DEFINED 1
PENNEY J C INC COM 708160106 335 9700 DEFINED 1
PENTAIR INC COM 709631105 1,628 40295 DEFINED 1
PEOPLES UNITED FINANCIAL INC COM 712704105 739 55021 DEFINED 1
PEOPLES UNITED FINANCIAL INC COM 712704105 721 53671 SH DEFINED 2 SH
PEPCO HOLDINGS INC COM 713291102 20,077 1023300 DEFINED 1
PEPSICO INC COM 713448108 38,211 542841 DEFINED 1
PEPSICO INC COM 713448108 901 12794 SH DEFINED 2 SH
PERKINELMER INC COM 714046109 1,281 47600 DEFINED 1
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10,560 311863 DEFINED 1
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 654 21308 DEFINED 1
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 766 22623 SH DEFINED 2 SH
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 13,052 425024 SH DEFINED 2 SH
PFIZER INC COM 717081103 40,916 1987175 DEFINED 1
PFIZER INC COM 717081103 18,144 881205 SH DEFINED 2 SH
PG&E CORP COM 69331C108 3,836 91282 DEFINED 1
PHARMACEUTICAL PROD DEV INC COM 717124101 40 1479 DEFINED 1
PHILIP MORRIS INTL INC COM 718172109 49,129 735684 DEFINED 1
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 419 7744 DEFINED 1
PINNACLE WEST CAP CORP COM 723484101 234 5244 DEFINED 1
PIONEER NAT RES CO COM 723787107 493 5500 DEFINED 1
PITNEY BOWES INC COM 724479100 17,559 764082 DEFINED 1
PITNEY BOWES INC COM 724479100 12,841 558803 SH DEFINED 2 SH
PLAINS EXPL& PRODTN CO COM 726505100 76 1986 DEFINED 1
PLEXUS CORP COM 729132100 70 2000 DEFINED 1
PLUM CREEK TIMBER CO INC COM 729251108 62 1532 DEFINED 1
Page 15
PMC-SIERRA INC COM 69344F106 70 9300 DEFINED 1
PNC FINL SVCS GROUP INC COM 693475105 337 5647 DEFINED 1
POLO RALPH LAUREN CORP CL A 731572103 792 5972 DEFINED 1
POLYCOM INC COM 73172K104 103 1600 DEFINED 1
POOL CORPORATION COM 73278L105 66 2200 DEFINED 1
POTASH CORP SASK INC COM 73755L107 1,176 20629 DEFINED 1
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 506 17479 DEFINED 1
POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B101 357 12000 DEFINED 1
POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B200 440 8000 DEFINED 1
POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 111 3500 DEFINED 1
PPG INDS INC COM 693506107 145 1600 DEFINED 1
PPL CORP COM 69351T106 12,845 461378 DEFINED 1
PPL CORP COM 69351T106 13,070 469479 SH DEFINED 2 SH
PRAXAIR INC COM 74005P104 565 5210 DEFINED 1
PRECISION CASTPARTS CORP COM 740189105 1,151 6986 DEFINED 1
PRICE T ROWE GROUP INC COM 74144T108 314 5200 DEFINED 1
PRICELINE COM INC COM NEW 741503403 2,682 5238 DEFINED 1
PRINCIPAL FINL GROUP INC COM 74251V102 283 9300 DEFINED 1
PROCTER & GAMBLE CO COM 742718109 62,230 979386 DEFINED 1
PROCTER & GAMBLE CO COM 742718109 680 10698 SH DEFINED 2 SH
PROGRESS ENERGY INC COM 743263105 1,378 28700 DEFINED 1
PROGRESSIVE CORP OHIO COM 743315103 324 15185 DEFINED 1
PROLOGIS INC COM 74340W103 27,876 777783 DEFINED 1
PROSHARES TR PSHS ULSHT SP500 74347R883 10,320 500000 DEFINED 1
PRUDENTIAL FINL INC COM 744320102 25,547 401738 DEFINED 1
PSS WORLD MED INC COM 69366A100 2,890 103200 DEFINED 1
PUBLIC STORAGE COM 74460D109 14,541 127378 DEFINED 1
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,154 35370 DEFINED 1
PULTE GROUP INC COM 745867101 388 50600 DEFINED 1
QEP RES INC COM 74733V100 493 11800 DEFINED 1
QUALCOMM INC COM 747525103 38,409 676453 DEFINED 1
QUANTA SVCS INC COM 74762E102 378 18700 DEFINED 1
QUANTA SVCS INC COM 74762E102 590 29237 SH DEFINED 2 SH
QUEST DIAGNOSTICS INC COM 74834L100 533 9018 DEFINED 1
QUESTAR CORP COM 748356102 163 9200 DEFINED 1
RACKSPACE HOSTING INC COM 750086100 98 2300 DEFINED 1
RADIOSHACK CORP COM 750438103 258 19100 DEFINED 1
RALCORP HLDGS INC NEW COM 751028101 96 1112 DEFINED 1
RANGE RES CORP COM 75281A109 23,852 429916 DEFINED 1
RAYONIER INC COM 754907103 203 3100 DEFINED 1
RAYTHEON CO COM NEW 755111507 1,296 26000 DEFINED 1
RED HAT INC COM 756577102 1,505 32798 DEFINED 1
REGAL BELOIT CORP COM 758750103 67 1000 DEFINED 1
REGAL ENTMT GROUP CL A 758766109 19,430 1574534 DEFINED 1
REGENCY CTRS CORP COM 758849103 5,847 133075 DEFINED 1
Page 16
REGENERON PHARMACEUTICALS COM 75886F107 1,739 30700 DEFINED 1
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,369 220887 DEFINED 1
REINSURANCE GROUP AMER INC COM NEW 759351604 19,009 312338 DEFINED 1
REPUBLIC SVCS INC COM 760759100 284 9225 DEFINED 1
REYNOLDS AMERICAN INC COM 761713106 1,325 35800 DEFINED 1
REYNOLDS AMERICAN INC COM 761713106 12,189 329246 SH DEFINED 2 SH
RIVERBED TECHNOLOGY INC COM 768573107 111 2800 DEFINED 1
ROBERT HALF INTL INC COM 770323103 609 22555 DEFINED 1
ROCKWELL AUTOMATION INC COM 773903109 788 9079 DEFINED 1
ROCKWELL COLLINS INC COM 774341101 657 10636 DEFINED 1
ROPER INDS INC NEW COM 776696106 4,398 52805 DEFINED 1
ROSS STORES INC COM 778296103 513 6393 DEFINED 1
ROVI CORP COM 779376102 115 2000 DEFINED 1
ROWAN COS INC COM 779382100 403 10392 DEFINED 1
ROYAL GOLD INC COM 780287108 82 1400 DEFINED 1
RYDER SYS INC COM 783549108 2,162 38000 DEFINED 1
SAFEWAY INC COM NEW 786514208 1,848 79089 DEFINED 1
SAIC INC COM 78390X101 1,185 70423 DEFINED 1
SALESFORCE COM INC COM 79466L302 345 2312 DEFINED 1
SANDISK CORP COM 80004C101 490 11800 DEFINED 1
SANOFI RIGHT 12/31/2020 80105N113 600 246887 DEFINED 1
SARA LEE CORP COM 803111103 208 10937 DEFINED 1
SCANA CORP NEW COM 80589M102 151 3829 DEFINED 1
SCHEIN HENRY INC COM 806407102 447 6246 DEFINED 1
SCHLUMBERGER LTD COM 806857108 38,198 441846 DEFINED 1
SCHLUMBERGER LTD COM 806857108 623 7207 SH DEFINED 2 SH
SCHWAB CHARLES CORP NEW COM 808513105 150 9119 DEFINED 1
SCOTTS MIRACLE GRO CO CL A 810186106 67 1300 DEFINED 1
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 347 7100 DEFINED 1
SEALED AIR CORP NEW COM 81211K100 949 39865 DEFINED 1
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 2,636 35000 DEFINED 1
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5,351 348800 DEFINED 1
SEMPRA ENERGY COM 816851109 2,708 51218 DEFINED 1
SENSIENT TECHNOLOGIES CORP COM 81725T100 67 1800 DEFINED 1
SHANDA GAMES LTD SP ADR REPTG A 81941U105 2,568 393900 DEFINED 1
SHANDA GAMES LTD SP ADR REPTG A 81941U105 119 18300 SH DEFINED 3 SH
SIGMA ALDRICH CORP COM 826552101 2,078 28321 DEFINED 1
SIGNET JEWELERS LIMITED SHS G81276100 3,509 75000 DEFINED 1
SILICON LABORATORIES INC COM 826919102 66 1600 DEFINED 1
SIMON PPTY GROUP INC NEW COM 828806109 37,685 324143 DEFINED 1
SIMPSON MANUFACTURING CO INC COM 829073105 69 2300 DEFINED 1
SKYWORKS SOLUTIONS INC COM 83088M102 90 3900 DEFINED 1
SL GREEN RLTY CORP COM 78440X101 14,408 173816 DEFINED 1
SLM CORP COM 78442P106 303 18000 DEFINED 1
SMITH A O COM 831865209 64 1500 DEFINED 1
Page 17
SMUCKER J M CO COM NEW 832696405 497 6500 DEFINED 1
SNAP ON INC COM 833034101 450 7200 DEFINED 1
SONOCO PRODS CO COM 835495102 82 2300 DEFINED 1
SOUTHERN CO COM 842587107 1,197 29648 DEFINED 1
SOUTHERN CO COM 842587107 470 11650 SH DEFINED 2 SH
SOUTHERN COPPER CORP COM 84265V105 115 3500 DEFINED 1
SOUTHERN COPPER CORP COM 84265V105 2,193 66702 SH DEFINED 2 SH
SOUTHWEST AIRLS CO COM 844741108 1,025 89616 DEFINED 1
SOUTHWESTERN ENERGY CO COM 845467109 1,528 35665 DEFINED 1
SOUTHWESTERN ENERGY CO COM 845467109 714 16666 SH DEFINED 2 SH
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 495 4000 DEFINED 1
SPDR GOLD TRUST GOLD SHS 78463V107 10,221 70000 DEFINED 1
SPDR INDEX SHS FDS EMERG MKTS ETF 78463X509 1,902 25964 DEFINED 1
SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X798 654 23566 DEFINED 1
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,534 49502 DEFINED 1
SPDR SERIES TRUST KBW REGN BK ETF 78464A698 111,892 4400000 DEFINED 1
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 122,958 2300000 DEFINED 1
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 150,477 2560000 DEFINED 1
SPDR SERIES TRUST S&P METALS MNG 78464A755 69,420 1000000 DEFINED 1
SPDR SERIES TRUST S&P BIOTECH 78464A870 1,988 27184 SH DEFINED 2 SH
SPECTRA ENERGY CORP COM 847560109 773 28195 DEFINED 1
SPECTRA ENERGY CORP COM 847560109 9,209 336113 SH DEFINED 2 SH
SPRINT NEXTEL CORP COM SER 1 852061100 2,224 412935 DEFINED 1
SPROTT PHYSICAL SILVER TR TR UNIT 85207K107 27,931 1772258 DEFINED 1
ST JUDE MED INC COM 790849103 23,040 483129 DEFINED 1
STANLEY BLACK & DECKER INC COM 854502101 369 5116 DEFINED 1
STAPLES INC COM 855030102 660 41745 DEFINED 1
STARBUCKS CORP COM 855244109 22,278 564138 DEFINED 1
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 7,541 134562 DEFINED 1
STATE STR CORP COM 857477103 476 10559 DEFINED 1
STERICYCLE INC COM 858912108 577 6466 DEFINED 1
STERLITE INDS INDIA LTD ADS 859737207 1,143 75985 DEFINED 1
STRYKER CORP COM 863667101 1,160 19755 DEFINED 1
SUCCESSFACTORS INC COM 864596101 162 5500 DEFINED 1
SUNCOR ENERGY INC NEW COM 867224107 23,092 590278 DEFINED 1
SUNOCO INC COM 86764P109 1,246 29896 DEFINED 1
SUNTRUST BKS INC COM 867914103 3,145 122035 DEFINED 1
SUPERMEDIA INC COM 868447103 387 102374 DEFINED 1
SUPERVALU INC COM 868536103 409 43500 DEFINED 1
SYMANTEC CORP COM 871503108 3,970 201441 DEFINED 1
SYMANTEC CORP COM 871503108 799 40515 SH DEFINED 2 SH
SYSCO CORP COM 871829107 1,894 60717 DEFINED 1
TAIWAN FD INC COM 874036106 19 1043 DEFINED 1
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,970 156346 DEFINED 1
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 16,938 1344307 SH DEFINED 2 SH
Page 18
TALISMAN ENERGY INC COM 87425E103 108 5243 DEFINED 1
TANGER FACTORY OUTLET CTRS I COM 875465106 3,893 145466 DEFINED 1
TARGET CORP COM 87612E106 165 3519 DEFINED 1
TATA MTRS LTD SPONSORED ADR 876568502 1,781 79157 DEFINED 1
TAUBMAN CTRS INC COM 876664103 7,733 130140 DEFINED 1
TECH DATA CORP COM 878237106 713 14600 DEFINED 1
TECHNE CORP COM 878377100 1,770 21228 DEFINED 1
TECK RESOURCES LTD CL B 878742204 443 8738 DEFINED 1
TECO ENERGY INC COM 872375100 125 6600 DEFINED 1
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 78 5000 DEFINED 1
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 15,005 965583 SH DEFINED 2 SH
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 3,557 119404 DEFINED 1
TELLABS INC COM 879664100 1,045 226200 DEFINED 1
TENET HEALTHCARE CORP COM 88033G100 31 5000 DEFINED 1
TERADATA CORP DEL COM 88076W103 805 13366 DEFINED 1
TERADATA CORP DEL COM 88076W103 942 15641 SH DEFINED 2 SH
TERADYNE INC COM 880770102 594 40100 DEFINED 1
TERNIUM SA SPON ADR 880890108 850 28788 SH DEFINED 2 SH
TESORO CORP COM 881609101 2,065 90100 DEFINED 1
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,028 42052 DEFINED 1
TEXAS INSTRS INC COM 882508104 373 11382 DEFINED 1
THERMO FISHER SCIENTIFIC INC COM 883556102 5,016 77899 DEFINED 1
THERMO FISHER SCIENTIFIC INC COM 883556102 1,107 17185 SH DEFINED 2 SH
THOR INDS INC COM 885160101 58 2000 DEFINED 1
TIBCO SOFTWARE INC COM 88632Q103 96 3300 DEFINED 1
TIFFANY & CO NEW COM 886547108 3,463 44117 DEFINED 1
TIME WARNER CABLE INC COM 88732J207 1,616 20701 DEFINED 1
TIME WARNER INC COM NEW 887317303 12,374 340124 DEFINED 1
TIMKEN CO COM 887389104 86 1700 DEFINED 1
TITANIUM METALS CORP COM NEW 888339207 275 15000 DEFINED 1
TITANIUM METALS CORP COM NEW 888339207 496 27062 SH DEFINED 2 SH
TJX COS INC NEW COM 872540109 728 13863 DEFINED 1
TORCHMARK CORP COM 891027104 444 6919 DEFINED 1
TOTAL SYS SVCS INC COM 891906109 1,262 67900 DEFINED 1
TOWERS WATSON & CO CL A 891894107 86 1300 DEFINED 1
TRANSATLANTIC HLDGS INC COM 893521104 701 14300 DEFINED 1
TRANSDIGM GROUP INC COM 893641100 22,536 247299 DEFINED 1
TRANSOCEAN LTD REG SHS H8817H100 0 16331 SH DEFINED 2 SH
TRAVELERS COMPANIES INC COM 89417E109 1,169 20028 DEFINED 1
TRAVELERS COMPANIES INC COM 89417E109 689 11792 SH DEFINED 2 SH
TRIMBLE NAVIGATION LTD COM 896239100 103 2600 DEFINED 1
TRINITY INDS INC COM 896522109 21,550 618371 DEFINED 1
TYSON FOODS INC CL A 902494103 1,426 73500 DEFINED 1
UDR INC COM 902653104 8,791 357952 DEFINED 1
ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 29 1600 DEFINED 1
Page 19
UNION PAC CORP COM 907818108 22,285 213498 DEFINED 1
UNITED CONTL HLDGS INC COM 910047109 66 2914 DEFINED 1
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 113 44116 DEFINED 1
UNITED PARCEL SERVICE INC CL B 911312106 1,115 15295 DEFINED 1
UNITED STATES NATL GAS FUND UNIT NEW 912318110 1,655 150000 DEFINED 1
UNITED STATES STL CORP NEW COM 912909108 694 15084 DEFINED 1
UNITED TECHNOLOGIES CORP COM 913017109 5,008 56578 DEFINED 1
UNITED THERAPEUTICS CORP DEL COM 91307C102 419 7600 DEFINED 1
UNITEDHEALTH GROUP INC COM 91324P102 16,269 315348 DEFINED 1
UNITRIN INC COM 913275103 561 18900 DEFINED 1
UNUM GROUP COM 91529Y106 1,097 43031 DEFINED 1
URBAN OUTFITTERS INC COM 917047102 18,781 666942 DEFINED 1
US BANCORP DEL COM NEW 902973304 3,862 151322 DEFINED 1
V F CORP COM 918204108 2,133 19633 DEFINED 1
V F CORP COM 918204108 664 6111 SH DEFINED 2 SH
VALE S A ADR 91912E105 5,933 185737 DEFINED 1
VALE S A ADR 91912E105 1,657 51885 SH DEFINED 2 SH
VALERO ENERGY CORP NEW COM 91913Y100 1,753 68514 DEFINED 1
VARIAN MED SYS INC COM 92220P105 783 11181 DEFINED 1
VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 74 1200 DEFINED 1
VENTAS INC COM 92276F100 7,293 138334 DEFINED 1
VERISIGN INC COM 92343E102 5,402 161408 DEFINED 1
VERISK ANALYTICS INC CL A 92345Y106 2,600 75100 DEFINED 1
VERIZON COMMUNICATIONS INC COM 92343V104 11,907 319989 DEFINED 1
VERTEX PHARMACEUTICALS INC COM 92532F100 1,897 36524 DEFINED 1
VIACOM INC NEW CL B 92553P201 9,051 177503 DEFINED 1
VIASAT INC COM 92552V100 74 1700 DEFINED 1
VIMPELCOM LTD SPONSORED ADR 92719A106 72,962 5715821 DEFINED 1
VIRGIN MEDIA INC COM 92769L101 50,120 1674000 DEFINED 1
VISA INC COM CL A 92826C839 2,173 25779 DEFINED 1
VORNADO RLTY TR SH BEN INT 929042109 27,604 296239 DEFINED 1
VULCAN MATLS CO COM 929160109 158 4100 DEFINED 1
WABCO HLDGS INC COM 92927K102 21,900 317260 DEFINED 1
WABTEC CORP COM 929740108 86 1300 DEFINED 1
WAL MART STORES INC COM 931142103 43,033 810261 DEFINED 1
WAL MART STORES INC COM 931142103 699 13168 SH DEFINED 2 SH
WALGREEN CO COM 931422109 1,265 29782 DEFINED 1
WASHINGTON POST CO CL B 939640108 378 900 DEFINED 1
WASTE MGMT INC DEL COM 94106L109 1,918 51480 DEFINED 1
WASTE MGMT INC DEL COM 94106L109 11,859 318276 SH DEFINED 2 SH
WATERS CORP COM 941848103 2,978 31098 DEFINED 1
WATSCO INC COM 942622200 68 1000 DEFINED 1
WATSON PHARMACEUTICALS INC COM 942683103 3,093 45025 DEFINED 1
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 0 59405 SH DEFINED 2 SH
WEIGHT WATCHERS INTL INC NEW COM 948626106 1,102 14600 DEFINED 1
Page 20
WELLPOINT INC COM 94973V107 1,094 13886 DEFINED 1
WELLS FARGO & CO NEW COM 949746101 27,808 991012 DEFINED 1
WELLS FARGO & CO NEW COM 949746101 1,603 57138 SH DEFINED 2 SH
WERNER ENTERPRISES INC COM 950755108 60 2400 DEFINED 1
WESTERN DIGITAL CORP COM 958102105 1,583 43539 DEFINED 1
WESTERN UN CO COM 959802109 424 21172 DEFINED 1
WESTWOOD ONE INC COM NEW 961815305 3,709 764739 DEFINED 1
WEYERHAEUSER CO COM 962166104 177 8123 DEFINED 1
WHIRLPOOL CORP COM 963320106 4,790 58900 DEFINED 1
WHITING PETE CORP NEW COM 966387102 199 3500 DEFINED 1
WHOLE FOODS MKT INC COM 966837106 2,335 36795 DEFINED 1
WI-LAN INC COM 928972108 54 8100 DEFINED 1
WILLIAMS COS INC DEL COM 969457100 7,085 234356 DEFINED 1
WILLIAMS SONOMA INC COM 969904101 80 2200 DEFINED 1
WINDSTREAM CORP COM 97381W104 48,387 3733554 DEFINED 1
WIPRO LTD SPON ADR 1 SH 97651M109 1,111 84392 DEFINED 1
WISCONSIN ENERGY CORP COM 976657106 301 9598 DEFINED 1
WISDOMTREE TRUST INDIA ERNGS FD 97717W422 5,137 214414 DEFINED 1
WOLVERINE WORLD WIDE INC COM 978097103 79 1900 DEFINED 1
WOODWARD INC COM 980745103 77 2200 DEFINED 1
WYNDHAM WORLDWIDE CORP COM 98310W108 24,115 717074 DEFINED 1
WYNN RESORTS LTD COM 983134107 3,020 21057 DEFINED 1
XCEL ENERGY INC COM 98389B100 1,695 69828 DEFINED 1
XEROX CORP COM 984121103 387 37180 DEFINED 1
XILINX INC COM 983919101 182 4986 DEFINED 1
YAHOO INC COM 984332106 1,515 100768 DEFINED 1
YUM BRANDS INC COM 988498101 2,570 46555 DEFINED 1
YUM BRANDS INC COM 988498101 636 11525 SH DEFINED 2 SH
ZEBRA TECHNOLOGIES CORP CL A 989207105 80 1900 DEFINED 1
ZIMMER HLDGS INC COM 98956P102 988 15619 DEFINED 1
ZIONS BANCORPORATION COM 989701107 74 3100 DEFINED 1
Page 21