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

                                    Form 13F

                               Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2009

Check here if Amendment [ ]; Amendment Number:

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

Institutional Investment Manager Filing this Report:

Name:    ING Groep N.V.
Address: Amstelveenseweg 500
         1081 KL, Amsterdam,
         The Netherlands

Form 13F File Number: 28-13263

The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

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

Signature, Place, and Date of Signing:


/s/ J.A.M. Emke-Petrelluzzi Bojanic,         Amsterdam,        February 16, 2010
-------------------------------------    ------------------    -----------------

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

Signature, Place, and Date of Signing:


/s/ R.M. Fischmann,                          Amsterdam,        February 16, 2010
-------------------------------------    ------------------    -----------------

Report Type (Check only one.):

[ ]  13F HOLDINGS REPORT.

[ ]  13F NOTICE.

[X]  13F COMBINATION REPORT.

List of Other Managers Reporting for this Manager:

Form 13F File Number   Name
--------------------   ----
28-13194               ING Investment Management, Inc.
28-11943               ING Investment Management (Europe) B.V.



                              FORM 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:

Form 13F Information Table Entry Total:          2,754

Form 13F Information Table Value Total:    $27,000,875
                                        (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



         Column 1              Column 2       Column 3 Column 4       Column 5       Column 6  Column 7      Column 8
------------------------- ------------------ --------- -------- ------------------- ---------- -------- ------------------
                                                         VALUE     # OF    SH/ PUT/ INVESTMENT   OTHER
       ISSUER_NAME            CLASS_TITLE      CUSIP   (x 1000)   SHARES   PRN CALL DISCRETION MANAGERS   SOLE  SHARE NONE
------------------------- ------------------ --------- -------- ---------- --- ---- ---------- -------- ------- ----- ----
                                                                                     
AAON INC                  COM PAR $0.004     000360206      833      42747          DEFINED           1
AAR CORP                  COM                000361105     1246      54358          DEFINED           1
ABB LTD                   SPONSORED ADR      000375204     2721     148765          DEFINED           1
A D C TELECOMMUNICATIONS  COM NEW            000886309      396      63760          DEFINED           1
ABM INDS INC              COM                000957100     1122      56292          DEFINED           1
AEP INDS INC              COM                001031103      218       5740          DEFINED           1
AFLAC INC                 COM                001055102    30038     649462          DEFINED           1
AGCO CORP                 COM                001084102    41874    1335704          DEFINED           1
AGL RES INC               COM                001204106    23740     650942          DEFINED           1
AGL RES INC               COM                001204106     1426      39096 SH       DEFINED           2   39096
A H BELO CORP             COM CL A           001282102      100      18800          DEFINED           1
AK STL HLDG CORP          COM                001547108     2492     116700          DEFINED           1
AMICAS INC                COM                001712108       69      15720          DEFINED           1
AMN HEALTHCARE SERVICES
   INC                    COM                001744101      392      46735          DEFINED           1
AMR CORP                  COM                001765106     1397     180660          DEFINED           1
ATS MED INC               COM                002083103       78      26190          DEFINED           1
AU OPTRONICS CORP         SPONSORED ADR      002255107     9114     836139          DEFINED           1
AU Optronics Corp.        SPONSORED ADR      002255107      329      27436 SH       DEFINED           3   27436
AVI BIOPHARMA INC         COM                002346104      170     116600          DEFINED           1
AVX CORP NEW              COM                002444107      375      30748          DEFINED           1
AZZ INC                   COM                002474104     1728      52840          DEFINED           1
AARONS INC                COM                002535201     5097     183800          DEFINED           1
ABAXIS INC                COM                002567105      350      14780          DEFINED           1
ABBOTT LABS               COM                002824100   181322    3361546          DEFINED           1
ABERCROMBIE & FITCH CO    CL A               002896207     3017      86730          DEFINED           1
ABIOMED INC               COM                003654100      162      20080          DEFINED           1
ACACIA RESH CORP          ACACIA TCH COM     003881307      138      16580          DEFINED           1
ACADIA RLTY TR            COM SH BEN INT     004239109     4871     293109          DEFINED           1
ACCURAY INC               COM                004397105      112      20070          DEFINED           1
ACETO CORP                COM                004446100      131      25530          DEFINED           1
ACI WORLDWIDE INC         COM                004498101      746      44690          DEFINED           1
ACME PACKET INC           COM                004764106      713      65450          DEFINED           1
ACTEL CORP                COM                004934105      196      17310          DEFINED           1
ACXIOM CORP               COM                005125109     1552     128487          DEFINED           1
ADMINISTAFF INC           COM                007094105      326      13880          DEFINED           1
AEROPOSTALE               COM                007865108     7941     233277          DEFINED           1
ADVANCED MICRO DEVICES
   INC                    COM                007903107     5377     556066          DEFINED           1
ADVANCED ENERGY INDS      COM                007973100     6320     442601          DEFINED           1
ADVENT SOFTWARE INC       COM                007974108     1014      25256          DEFINED           1
AEROVIRONMENT INC         COM                008073108      947      32560          DEFINED           1
AFFILIATED COMPUTER
   SERVICES               CL A               008190100     5669      94967          DEFINED           1
AFFILIATED MANAGERS
   GROUP                  COM                008252108     3511      52130          DEFINED           1
AGRIUM INC                COM                008916108     2313      37608          DEFINED           1
AIR METHODS CORP          COM PAR $.06       009128307      541      16170          DEFINED           1
AIR PRODS & CHEMS INC     COM                009158106    22491     277672          DEFINED           1
AIR PRODS & CHEMS INC     COM                009158106      705       8695 SH       DEFINED           2    8695
AIRGAS INC                COM                009363102    40208     845599          DEFINED           1
AKORN INC                 COM                009728106       46      26950          DEFINED           1
ALASKA AIR GROUP INC      COM                011659109     1716      58530          DEFINED           1
ALBANY INTL CORP          CL A               012348108      317      15490          DEFINED           1
ALBANY MOLECULAR RESH
   INC                    COM                012423109      146      17740          DEFINED           1



                                     Page 1




                                                                                     
ALBEMARLE CORP            COM                012653101    10563     290980          DEFINED           1
ALBERTO CULVER CO NEW     COM                013078100     1505      52440          DEFINED           1
ALCOA INC                 COM                013817101    32860    2038478          DEFINED           1
ALCATEL-LUCENT            SPONSORED ADR      013904305    23240    7000020          DEFINED           1
ALEXANDER & BALDWIN INC   COM                014482103      621      18350          DEFINED           1
ALEXANDERS INC            COM                014752109      391       1450          DEFINED           1
ALEXANDRIA REAL ESTATE
   EQ IN                  COM                015271109    11725     183580          DEFINED           1
ALEXION PHARMACEUTICALS
   INC                    COM                015351109     2564      54440          DEFINED           1
ALIGN TECHNOLOGY INC      COM                016255101     1976     111070          DEFINED           1
ALLEGHANY CORP DEL        COM                017175100      611       2326          DEFINED           1
ALLEGHENY ENERGY INC      COM                017361106     4267     181971          DEFINED           1
ALLERGAN INC              COM                018490102    13827     220630          DEFINED           1
ALLETE INC                COM NEW            018522300      679      20810          DEFINED           1
ALLIANCE DATA SYSTEMS
   CORP                   COM                018581108    12657     196237          DEFINED           1
ALLIANCE HEALTHCARE
   SRVCS IN               COM NEW            018606202       92      17610          DEFINED           1
ALLIANCE ONE INTL INC     COM                018772103      828     170300          DEFINED           1
ALLIANT ENERGY CORP       COM                018802108     3863     127800          DEFINED           1
ALLIANT TECHSYSTEMS INC   COM                018804104     1842      20880          DEFINED           1
ALLIED NEVADA GOLD CORP   COM                019344100      557      36940          DEFINED           1
ALLIS CHALMERS ENERGY
   INC                    COM PAR $.01NW     019645506      177      50560          DEFINED           1
ALLOS THERAPEUTICS INC    COM                019777101     1552     253130          DEFINED           1
ALLSTATE CORP             COM                020002101     9083     302652          DEFINED           1
ALMOST FAMILY INC         COM                020409108      985      24921          DEFINED           1
ALTERA CORP               COM                021441100     7225     319410          DEFINED           1
AMAZON COM INC            COM                023135106    57030     423951          DEFINED           1
AMBAC FINL GROUP INC      COM                023139108      156     191980          DEFINED           1
AMBASSADORS GROUP INC     COM                023177108      218      16440          DEFINED           1
AMEDISYS INC              COM                023436108     3703      76251          DEFINED           1
AMERCO                    COM                023586100      294       5930          DEFINED           1
AMEREN CORP               COM                023608102    25132     899164          DEFINED           1
AMEREN CORP               COM                023608102    11414     408361 SH       DEFINED           2  408361
AMERICAN APPAREL INC      COM                023850100       52      17570          DEFINED           1
AMERICAN AXLE & MFG
   HLDGS IN               COM                024061103      263      33060          DEFINED           1
AMERICAN CAMPUS CMNTYS
   INC                    COM                024835100      852      31619          DEFINED           1
AMERICAN ECOLOGY CORP     COM NEW            025533407      175      10810          DEFINED           1
AMERICAN ELEC PWR INC     COM                025537101    40866    1174636          DEFINED           1
AMERICAN ELEC PWR INC     COM                025537101    11304     324934 SH       DEFINED           2  324934
AMERICAN ELEC PWR INC     COM                025537101     1598      45937 SH       DEFINED           2   45937
AMERICAN EQTY INVT LIFE
   HLD                    COM                025676206      349      48600          DEFINED           1
AMERICAN EXPRESS CO       COM                025816109    67921    1677486          DEFINED           1
AMERICAN FINL GROUP INC
   OHIO                   COM                025932104     7154     286728          DEFINED           1
AMERICAN GREETINGS CORP   CL A               026375105     2932     134672          DEFINED           1
AMERICAN INTL GROUP INC   COM NEW            026874784     3706     123612          DEFINED           1
AMERICAN ITALIAN PASTA
   CO                     CL A               027070101     8083     246505          DEFINED           1
AMERICAN NATL INS CO      COM                028591105      730       7200          DEFINED           1
AMERICAN ORIENTAL
   BIOENGR IN             COM                028731107      223      59350          DEFINED           1
AMERICAN PHYSICIANS
   CAPITAL                COM                028884104     1796      59263          DEFINED           1
AMERICAN REPROGRAPHICS
   CO                     COM                029263100      177      27000          DEFINED           1
SCIENCE & ENGR INC        COM                029429107     2352      31158          DEFINED           1
AMERICAN SOFTWARE INC     CL A               029683109      194      32470          DEFINED           1
AMERICAN STS WTR CO       COM                029899101      401      11350          DEFINED           1
AMERICAN TOWER CORP       CL A               029912201    10710     248250          DEFINED           1



                                     Page 2




                                                                                     
AMERICAN SUPERCONDUCTOR
   CORP                   COM                030111108     1332      32560          DEFINED           1
AMERICAN VANGUARD CORP    COM                030371108      117      14900          DEFINED           1
AMERICAN WTR WKS CO INC
   NEW                    COM                030420103      669      29900          DEFINED           1
AMERICAN WOODMARK CORP    COM                030506109      208      10840          DEFINED           1
AMERON INTL INC           COM                030710107      443       7057          DEFINED           1
AMETEK INC NEW            COM                031100100     4221     110372          DEFINED           1
AMGEN INC                 COM                031162100   205214    3627612          DEFINED           1
AMKOR TECHNOLOGY INC      COM                031652100      533      82700          DEFINED           1
AMPHENOL CORP NEW         CL A               032095101    74213    1611409          DEFINED           1
AMYLIN PHARMACEUTICALS
   INC                    COM                032346108     6131     437900          DEFINED           1
AMTRUST FINANCIAL
   SERVICES I             COM                032359309      228      19330          DEFINED           1
ANADARKO PETE CORP        COM                032511107    23414     375168          DEFINED           1
ANADIGICS INC             COM                032515108      189      53430          DEFINED           1
ANALOG DEVICES INC        COM                032654105     9992     316691          DEFINED           1
ANALOGIC CORP             COM PAR $0.05      032657207      479      13812          DEFINED           1
ANAREN INC                COM                032744104      207      14940          DEFINED           1
ANDERSONS INC             COM                034164103      367      14230          DEFINED           1
ANGLOGOLD ASHANTI LTD     SPONSORED ADR      035128206     4108     102238          DEFINED           1
ANIXTER INTL INC          COM                035290105     9435     200540          DEFINED           1
ANNALY CAP MGMT INC       COM                035710409     5200     299708          DEFINED           1
ANNTAYLOR STORES CORP     COM                036115103      559      40995          DEFINED           1
ANWORTH MORTGAGE ASSET
   CP                     COM                037347101      478      68370          DEFINED           1
AON CORP                  COM                037389103     9459     247889          DEFINED           1
APACHE CORP               COM                037411105   102019     989511          DEFINED           1
APOGEE ENTERPRISES INC    COM                037598109     1907     136190          DEFINED           1
APOLLO GROUP INC          CL A               037604105     9582     158171          DEFINED           1
APPLE INC                 COM                037833100   404047    1917551          DEFINED           1
APPLIED MATLS INC         COM                038222105    36715    2635650          DEFINED           1
APPLIED SIGNAL
   TECHNOLOGY IN          COM                038237103     1264      65676          DEFINED           1
APTARGROUP INC            COM                038336103     1094      30600          DEFINED           1
ARCH COAL INC             COM                039380100    23965    1077071          DEFINED           1
ARCHER DANIELS MIDLAND
   CO                     COM                039483102    37101    1185344          DEFINED           1
ARCSIGHT INC              COM                039666102      303      11870          DEFINED           1
ARENA PHARMACEUTICALS
   INC                    COM                040047102      200      57200          DEFINED           1
ARENA RESOURCES INC       COM                040049108     1120      25980          DEFINED           1
ARKANSAS BEST CORP DEL    COM                040790107      638      21730          DEFINED           1
ARROW ELECTRS INC         COM                042735100     8613     295070          DEFINED           1
ARROW FINL CORP           COM                042744102      236       9625          DEFINED           1
ARUBA NETWORKS INC        COM                043176106      430      40330          DEFINED           1
ARVINMERITOR INC          COM                043353101      564      50430          DEFINED           1
ASBURY AUTOMOTIVE GROUP
   INC                    COM                043436104      239      21801          DEFINED           1
ASCENT MEDIA CORP         COM SER A          043632108      355      15280          DEFINED           1
ASCENT SOLAR
   TECHNOLOGIES IN        COM                043635101       63      11920          DEFINED           1
ASHFORD HOSPITALITY TR
   INC                    COM SHS            044103109      393      85100          DEFINED           1
ASHLAND INC NEW           COM                044209104     6401     161760          DEFINED           1
ASSOCIATED BANC CORP      COM                045487105      768      69750          DEFINED           1
ASSOCIATED ESTATES RLTY
   CORP                   COM                045604105      240      22480          DEFINED           1
ASTEC INDS INC            COM                046224101      363      14353          DEFINED           1
ASTORIA FINL CORP         COM                046265104      716      57580          DEFINED           1
ATLANTIC TELE NETWORK
   INC                    COM NEW            049079205      411       7980          DEFINED           1
ATLAS AIR WORLDWIDE
   HLDGS IN               COM NEW            049164205     6901     194007          DEFINED           1
ATLAS ENERGY INC          COM                049298102    12150     404313          DEFINED           1



                                     Page 3




                                                                                     
ATMEL CORP                COM                049513104      945     205500          DEFINED           1
ATMOS ENERGY CORP         COM                049560105     7962     270815          DEFINED           1
ATWOOD OCEANICS INC       COM                050095108     3857     108036          DEFINED           1
AUTODESK INC              COM                052769106     5906     233625          DEFINED           1
AUTOLIV INC               COM                052800109    14571     336045          DEFINED           1
AUTOMATIC DATA
   PROCESSING IN          COM                053015103    32547     760095          DEFINED           1
AUTOMATIC DATA
   PROCESSING IN          COM                053015103    11451     267425 SH       DEFINED           2  267425
AUTOMATIC DATA
   PROCESSING IN          COM                053015103      764      17852 SH       DEFINED           2   17852
AUTOZONE INC              COM                053332102     5599      35419          DEFINED           1
AVALONBAY CMNTYS INC      COM                053484101    75491     920172          DEFINED           1
AVERY DENNISON CORP       COM                053611109     5343     146464          DEFINED           1
AVIS BUDGET GROUP         COM                053774105     1096      83570          DEFINED           1
AVNET INC                 COM                053807103     9313     308786          DEFINED           1
AVON PRODS INC            COM                054303102    14706     467013          DEFINED           1
BB&T CORP                 COM                054937107    11169     440258          DEFINED           1
BJ SVCS CO                COM                055482103     6686     359485          DEFINED           1
BP PLC                    SPONSORED ADR      055622104    13742     237062          DEFINED           1
BPZ RESOURCES INC         COM                055639108      515      54370          DEFINED           1
BMC SOFTWARE INC          COM                055921100    40373    1053295          DEFINED           1
BADGER METER INC          COM                056525108      949      24080          DEFINED           1
BAIDU INC                 SPON ADR REP A     056752108     2541       6183          DEFINED           1
Baidu.com                 ADR                056752108     1021       2483 SH       DEFINED           2    2483
BAKER MICHAEL CORP        COM                057149106      334       8350          DEFINED           1
BAKER HUGHES INC          COM                057224107    10054     248735          DEFINED           1
BALCHEM CORP              COM                057665200     2393      72744          DEFINED           1
BALDOR ELEC CO            COM                057741100      837      30840          DEFINED           1
BALDWIN & LYONS INC       CL B               057755209      288      12132          DEFINED           1
BALL CORP                 COM                058498106    10371     200596          DEFINED           1
BANCO BRADESCO S A        SP ADR PFD NEW     059460303      276      13141          DEFINED           1
BANCORPSOUTH INC          COM                059692103     5949     253600          DEFINED           1
BANK HAWAII CORP          COM                062540109    31749     704749          DEFINED           1
BANK HAWAII CORP          COM                062540109    11756     249810 SH       DEFINED           2  249810
BANK HAWAII CORP          COM                062540109     1446      30731 SH       DEFINED           2   30731
BANK MUTUAL CORP NEW      COM                063750103     3784     546864          DEFINED           1
BANK OF THE OZARKS INC    COM                063904106     1795      61710          DEFINED           1
BANK OF NEW YORK MELLON
   CORP                   COM                064058100    19324     691370          DEFINED           1
BARD C R INC              COM                067383109    11951     153705          DEFINED           1
BARE ESCENTUALS INC       COM                067511105      320      26190          DEFINED           1
BARNES & NOBLE INC        COM                067774109      476      25228          DEFINED           1
BARNES GROUP INC          COM                067806109     8407     497466          DEFINED           1
BARRICK GOLD CORP         COM                067901108    47562    1207782          DEFINED           1
BAXTER INTL INC           COM                071813109    42377     722176          DEFINED           1
BE AEROSPACE INC          COM                073302101     1331      56790          DEFINED           1
BEACON ROOFING SUPPLY
   INC                    COM                073685109     1360      84980          DEFINED           1
BEBE STORES INC           COM                075571109      246      41060          DEFINED           1
BECKMAN COULTER INC       COM                075811109     3379      51630          DEFINED           1
BECTON DICKINSON & CO     COM                075887109    16458     208699          DEFINED           1
BED BATH & BEYOND INC     COM                075896100    55893    1447630          DEFINED           1
BEL FUSE INC              CL B               077347300      634      33088          DEFINED           1
BELDEN INC                COM                077454106      838      38302          DEFINED           1
BELO CORP                 COM SER A          080555105      605     122300          DEFINED           1
BEMIS INC                 COM                081437105    17362     585576          DEFINED           1



                                     Page 4




                                                                                     
BERKLEY W R CORP          COM                084423102     1637      69512          DEFINED           1
BERKSHIRE HATHAWAY INC
   DEL                    CL A               084670108      789          8          DEFINED           1
BERKSHIRE HILLS BANCORP
   INC                    COM                084680107      266      13970          DEFINED           1
BERRY PETE CO             CL A               085789105     1079      37970          DEFINED           1
BEST BUY INC              COM                086516101     8536     216327          DEFINED           1
BHP BILLITON LTD          SPONSORED ADR      088606108    49213     647881          DEFINED           1
BIG LOTS INC              COM                089302103     3423     118133          DEFINED           1
BIGBAND NETWORKS INC      COM                089750509       80      23340          DEFINED           1
BIO RAD LABS INC          CL A               090572207     6360      65930          DEFINED           1
BIONOVO INC               COM                090643107       50     105900          DEFINED           1
BLACK & DECKER CORP       COM                091797100     3502      54023          DEFINED           1
BLACK BOX CORP DEL        COM                091826107     3920     138332          DEFINED           1
BLACKBOARD INC            COM                091935502     1075      23690          DEFINED           1
BLACK HILLS CORP          COM                092113109     7561     284152          DEFINED           1
BLACKROCK KELSO CAPITAL
   CORP                   COM                092533108      104      12450          DEFINED           1
BLOCK H & R INC           COM                093671105    30807    1362531          DEFINED           1
H&R Block, Inc.           COM                093671105     1250      55249 SH       DEFINED           2   55249
BLOUNT INTL INC NEW       COM                095180105      253      25050          DEFINED           1
BOB EVANS FARMS INC       COM                096761101     2480      90368          DEFINED           1
BOEING CO                 COM                097023105    22448     415317          DEFINED           1
BOOTS & COOTS INC         COM NEW            099469504      118      72400          DEFINED           1
BORDERS GROUP INC         COM                099709107       74      66350          DEFINED           1
BORGWARNER INC            COM                099724106     3037     100790          DEFINED           1
BOSTON BEER INC           CL A               100557107     1472      32721          DEFINED           1
BOSTON PRIVATE FINL
   HLDGS IN               COM                101119105      453      82290          DEFINED           1
BOSTON PROPERTIES INC     COM                101121101    88387    1317827          DEFINED           1
BOSTON PROPERTIES INC     REIT               101121101     7235     107873 SH       DEFINED           2  107873
BOSTON PROPERTIES INC     REIT               101121101      765      11403 SH       DEFINED           2   11403
BOSTON SCIENTIFIC CORP    COM                101137107    10879    1211452          DEFINED           1
BOTTOMLINE TECH DEL INC   COM                101388106      256      14660          DEFINED           1
BOWNE & CO INC            COM                103043105      203      31173          DEFINED           1
BOYD GAMING CORP          COM                103304101      206      24600          DEFINED           1
BRADY CORP                CL A               104674106    14395     480141          DEFINED           1
BRANDYWINE RLTY TR        SH BEN INT NEW     105368203    14512    1272950          DEFINED           1
BRIGGS & STRATTON CORP    COM                109043109     2976     160968          DEFINED           1
BRIGHAM EXPLORATION CO    COM                109178103      740      54680          DEFINED           1
BRIGHTPOINT INC           COM NEW            109473405     1561     223361          DEFINED           1
BRINKER INTL INC          COM                109641100     3187     214026          DEFINED           1
BRINKS CO                 COM                109696104     1663      68370          DEFINED           1
BRINKS HOME SEC HLDGS
   INC                    COM                109699108      935      28970          DEFINED           1
BRISTOL MYERS SQUIBB CO   COM                110122108    71967    2852457          DEFINED           1
BRISTOL MYERS SQUIBB CO   COM                110122108    16787     664824 SH       DEFINED           2  664824
BRISTOL MYERS SQUIBB CO   COM                110122108     1508      59731 SH       DEFINED           2   59731
BRISTOW GROUP INC         COM                110394103     2802      73130          DEFINED           1
BRITISH AMERN TOB PLC     SPONSORED ADR      110448107      424       6781          DEFINED           1
BROADCOM CORP             CL A               111320107    41031    1305471          DEFINED           1
BROCADE COMMUNICATIONS
   SYS I                  COM NEW            111621306     6436     843493          DEFINED           1
BROOKDALE SR LIVING INC   COM                112463104      304      18600          DEFINED           1
BROOKFIELD PPTYS CORP     COM                112900105     1527     126100          DEFINED           1
BROOKS AUTOMATION INC     COM                114340102      404      47080          DEFINED           1
BROWN & BROWN INC         COM                115236101     1300      72810          DEFINED           1
BROWN FORMAN CORP         CL B               115637209     7405     138262          DEFINED           1



                                     Page 5




                                                                                     
BROWN SHOE INC NEW        COM                115736100      387      36140          DEFINED           1
BRUKER CORP               COM                116794108      408      36560          DEFINED           1
BRUNSWICK CORP            COM                117043109      750      69765          DEFINED           1
BRUSH ENGINEERED MATLS
   INC                    COM                117421107      392      21170          DEFINED           1
BUCKEYE TECHNOLOGIES INC  COM                118255108      798      81890          DEFINED           1
BUCKLE INC                COM                118440106     3408     117005          DEFINED           1
BUCYRUS INTL INC NEW      COM                118759109     6033     107020          DEFINED           1
BUFFALO WILD WINGS INC    COM                119848109      486      12100          DEFINED           1
BURGER KING HLDGS INC     COM                121208201     9750     524469          DEFINED           1
CBIZ INC                  COM                124805102      243      33580          DEFINED           1
CBL & ASSOC PPTYS INC     COM                124830100    11390    1177870          DEFINED           1
CBS CORP NEW              CL B               124857202    91659    6523786          DEFINED           1
C D I CORP                COM                125071100      167      13537          DEFINED           1
CEC ENTMT INC             COM                125137109     1232      40189          DEFINED           1
CF INDS HLDGS INC         COM                125269100    10186     112200          DEFINED           1
CIGNA CORP                COM                125509109    10000     283613          DEFINED           1
CMS ENERGY CORP           COM                125896100     4474     285722          DEFINED           1
CSS INDS INC              COM                125906107      264      14482          DEFINED           1
CNA FINL CORP             COM                126117100      494      21720          DEFINED           1
CPFL ENERGIA S A          SPONSORED ADR      126153105      688      11144          DEFINED           1
CSG SYS INTL INC          COM                126349109     2098     112682          DEFINED           1
CSX CORP                  COM                126408103    13842     285696          DEFINED           1
CTS CORP                  COM                126501105     1359     146103          DEFINED           1
CVB FINL CORP             COM                126600105      545      67120          DEFINED           1
CVS CAREMARK CORPORATION  COM                126650100    28954     899474          DEFINED           1
CABELAS INC               COM                126804301     2307     161920          DEFINED           1
CABOT CORP                COM                127055101     4146     165850          DEFINED           1
CABOT OIL & GAS CORP      COM                127097103     5741     131700          DEFINED           1
CACI INTL INC             CL A               127190304    16223     354132          DEFINED           1
CADENCE DESIGN SYSTEM
   INC                    COM                127387108     1000     166870          DEFINED           1
CAL MAINE FOODS INC       COM NEW            128030202      274       8300          DEFINED           1
CALAVO GROWERS INC        COM                128246105      188      11337          DEFINED           1
CALGON CARBON CORP        COM                129603106     1004      72283          DEFINED           1
CALIFORNIA WTR SVC GROUP  COM                130788102     1281      34840          DEFINED           1
CALLAWAY GOLF CO          COM                131193104     4438     588550          DEFINED           1
CALPINE CORP              COM NEW            131347304     1969     179010          DEFINED           1
CAMBREX CORP              COM                132011107      625     112872          DEFINED           1
CAMDEN NATL CORP          COM                133034108      273       8540          DEFINED           1
CAMDEN PPTY TR            SH BEN INT         133131102    44449    1123290          DEFINED           1
CAMPBELL SOUP CO          COM                134429109    32706     967638          DEFINED           1
CAMPBELL SOUP CO          COM                134429109    11151     329925 SH       DEFINED           2  329925
CAMPBELL SOUP CO          COM                134429109     1121      33156 SH       DEFINED           2   33156
CANADIAN NAT RES LTD      COM                136385101    77427    1076128          DEFINED           1
CANON INC                 ADR                138006309    13593     330900          DEFINED           1
CANTEL MEDICAL CORP       COM                138098108     1099      55193          DEFINED           1
CAPELLA EDUCATION
   COMPANY                COM                139594105    12450     165425          DEFINED           1
CAPITAL CITY BK GROUP
   INC                    COM                139674105      135      11290          DEFINED           1
CAPLEASE INC              COM                140288101      209      47630          DEFINED           1
CAPITAL SR LIVING CORP    COM                140475104      139      28580          DEFINED           1
CARBO CERAMICS INC        COM                140781105      941      13810          DEFINED           1
CARE INVESTMENT TRUST
   INC                    COM                141657106      109      14850          DEFINED           1
CAREER EDUCATION CORP     COM                141665109     4528     195090          DEFINED           1



                                     Page 6




                                                                                     
CARDIUM THERAPEUTICS INC  COM                141916106       17      26150          DEFINED           1
CARLISLE COS INC          COM                142339100     7859     229398          DEFINED           1
CARMAX INC                COM                143130102     3063     152300          DEFINED           1
CARMIKE CINEMAS INC       COM                143436400      241      32310          DEFINED           1
CARNIVAL CORP             PAIRED CTF         143658300     9606     303301          DEFINED           1
CARPENTER TECHNOLOGY
   CORP                   COM                144285103     1079      40020          DEFINED           1
CARRIZO OIL & CO INC      COM                144577103     9319     405165          DEFINED           1
CARTER INC                COM                146229109     3360     128018          DEFINED           1
CASCADE CORP              COM                147195101      205       7530          DEFINED           1
CASEYS GEN STORES INC     COM                147528103    14187     445015          DEFINED           1
CATERPILLAR INC DEL       COM                149123101    43750     767681          DEFINED           1
CATHAY GENERAL BANCORP    COM                149150104      237      32640          DEFINED           1
CATO CORP NEW             CL A               149205106     2323     120914          DEFINED           1
CAVCO INDS INC DEL        COM                149568107      340       9462          DEFINED           1
CBEYOND INC               COM                149847105      238      16340          DEFINED           1
CEDAR SHOPPING CTRS INC   COM NEW            150602209      762     117170          DEFINED           1
CELADON GROUP INC         COM                150838100      137      13670          DEFINED           1
CELANESE CORP DEL         COM SER A          150870103     2916      90830          DEFINED           1
CELL THERAPEUTICS INC     COM NO PAR         150934503      382     340940          DEFINED           1
CELGENE CORP              COM                151020104    36980     664516          DEFINED           1
CENTER BANCORP INC        COM                151408101      114      13082          DEFINED           1
CENTRAL EUROPEAN DIST
   CORP                   COM                153435102     4316     151902          DEFINED           1
CENTRAL EUROPEAN DIST
   CORP                   COM                153435102     2969     104500 SH       DEFINED           2  104500
CENTRAL GARDEN & PET CO   CL A NON-VTG       153527205     1645     163705          DEFINED           1
CENTRAL PAC FINL CORP     COM                154760102       13      14790          DEFINED           1
CENTRAL VT PUB SVC CORP   COM                155771108      592      29532          DEFINED           1
CENTURY ALUM CO           COM                156431108     1349      83398          DEFINED           1
CENTURYTEL INC            COM                156700106    13972     385851          DEFINED           1
CEPHALON INC              COM                156708109    10376     168885          DEFINED           1
CERADYNE INC              COM                156710105     1754      91307          DEFINED           1
CERNER CORP               COM                156782104     4692      56923          DEFINED           1
CEVA INC                  COM                157210105      199      16930          DEFINED           1
CHARLES RIV LABS INTL
   INC                    COM                159864107     1753      54170          DEFINED           1
CHARMING SHOPPES INC      COM                161133103      542      88140          DEFINED           1
CHATTEM INC               COM                162456107    15624     167690          DEFINED           1
CHECKPOINT SYS INC        COM                162825103     2016     141674          DEFINED           1
CHEESECAKE FACTORY INC    COM                163072101     6902     319694          DEFINED           1
CHELSEA THERAPEUTICS
   INTL LT                COM                163428105       59      22200          DEFINED           1
CHEMICAL FINL CORP        COM                163731102      457      19402          DEFINED           1
CHESAPEAKE ENERGY CORP    COM                165167107    18208     703826          DEFINED           1
CHESAPEAKE UTILS CORP     COM                165303108      315       9880          DEFINED           1
CHEVRON CORP NEW          COM                166764100   285668    3713345          DEFINED           1
CHEVRON CORP NEW          COM                166764100    11463     148889 SH       DEFINED           2  148889
CHEVRON CORP NEW          COM                166764100     2167      28144 SH       DEFINED           2   28144
CHICOS FAS INC            COM                168615102     4683     336410          DEFINED           1
CHILDRENS PL RETAIL
   STORES I               COM                168905107     2577      78780          DEFINED           1
CHINA TELECOM CORP LTD    SPON ADR H SHS     169426103     5706     137970          DEFINED           1
CHINDEX INTERNATIONAL
   INC                    COM                169467107      227      16070          DEFINED           1
CHIPOTLE MEXICAN GRILL
   INC                    CL A               169656105     4526      51460          DEFINED           1
CHOICE HOTELS INTL INC    COM                169905106      538      16990          DEFINED           1
CHIQUITA BRANDS INTL INC  COM                170032809      589      35480          DEFINED           1
CHRISTOPHER & BANKS CORP  COM                171046105      187      25744          DEFINED           1



                                     Page 7




                                                                                     
CHUBB CORP                COM                171232101    31196     634456          DEFINED           1
CHURCH & DWIGHT INC       COM                171340102    16555     273859          DEFINED           1
CHURCHILL DOWNS INC       COM                171484108      240       6670          DEFINED           1
CIENA CORP                COM NEW            171779309     1492     137770          DEFINED           1
CIMAREX ENERGY CO         COM                171798101    22053     422624          DEFINED           1
CINCINNATI BELL INC NEW   COM                171871106     1892     548533          DEFINED           1
CINCINNATI FINL CORP      COM                172062101     3692     142617          DEFINED           1
CIRRUS LOGIC INC          COM                172755100      346      51170          DEFINED           1
CINTAS CORP               COM                172908105     3200     122851          DEFINED           1
CITIGROUP INC             COM                172967101    45295   13684146          DEFINED           1
CITIZENS INC              CL A               174740100      421      69970          DEFINED           1
CITRIX SYS INC            COM                177376100    27766     667296          DEFINED           1
CITY HLDG CO              COM                177835105     1927      59740          DEFINED           1
CITY NATL CORP            COM                178566105      928      20350          DEFINED           1
CLARCOR INC               COM                179895107     1906      58800          DEFINED           1
CLEAN HARBORS INC         COM                184496107     9345     162797          DEFINED           1
CLEAN ENERGY FUELS CORP   COM                184499101      369      23940          DEFINED           1
CLOROX CO DEL             COM                189054109    20429     334898          DEFINED           1
COACH INC                 COM                189754104    57233    1568027          DEFINED           1
COBIZ FINANCIAL INC       COM                190897108       76      16410          DEFINED           1
COCA COLA CO              COM                191216100   138037    2424683          DEFINED           1
COCA COLA CO              COM                191216100     2115      37111 SH       DEFINED           2   37111
COCA COLA ENTERPRISES
   INC                    COM                191219104    56756    2677155          DEFINED           1
COEUR D ALENE MINES
   CORP IDA               COM NEW            192108504      967      53517          DEFINED           1
COGNEX CORP               COM                192422103      481      27740          DEFINED           1
COGNIZANT TECHNOLOGY
   SOLUTIO                CL A               192446102   115972    2560097          DEFINED           1
COGO GROUP INC            COM                192448108      153      22900          DEFINED           1
COHERENT INC              COM                192479103      602      20320          DEFINED           1
COHU INC                  COM                192576106      322      23520          DEFINED           1
COLDWATER CREEK INC       COM                193068103      310      70470          DEFINED           1
COLE KENNETH PRODTNS INC  CL A               193294105       91      10850          DEFINED           1
COLFAX CORP               COM                194014106      200      16680          DEFINED           1
COLGATE PALMOLIVE CO      COM                194162103    32963     401395          DEFINED           1
COLONIAL PPTYS TR         COM SH BEN INT     195872106     5297     454325          DEFINED           1
COLUMBIA BKG SYS INC      COM                197236102      510      32601          DEFINED           1
COLUMBIA SPORTSWEAR CO    COM                198516106      293       7610          DEFINED           1
COMFORT SYS USA INC       COM                199908104     2164     186199          DEFINED           1
COMERICA INC              COM                200340107    23987     811198          DEFINED           1
COMMERCE BANCSHARES INC   COM                200525103     2087      53891          DEFINED           1
COMMERCIAL METALS CO      COM                201723103     7095     453334          DEFINED           1
COMMSCOPE INC             COM                203372107     4729     180980          DEFINED           1
COMMUNITY BK SYS INC      COM                203607106     2209     116890          DEFINED           1
COMMUNITY HEALTH SYS
   INC NEW                COM                203668108     8633     248790          DEFINED           1
COMMUNITY TR BANCORP INC  COM                204149108      404      17562          DEFINED           1
COMMVAULT SYSTEMS INC     COM                204166102      936      39502          DEFINED           1
COMPANIA DE MINAS
   BUENAVENTU             SPONSORED ADR      204448104     4950     150700          DEFINED           1
COMPTON PETE CORP         COM                204940100      124     150400          DEFINED           1
COMPUTER PROGRAMS & SYS
   INC                    COM                205306103      516      11230          DEFINED           1
COMPUTER SCIENCES CORP    COM                205363104    24960     433853          DEFINED           1
COMPUWARE CORP            COM                205638109     4853     671174          DEFINED           1
COMSTOCK RES INC          COM NEW            205768203      874      21580          DEFINED           1
COMTECH
   TELECOMMUNICATIONS C   COM NEW            205826209     4646     133267          DEFINED           1



                                     Page 8




                                                                                     
COMVERGE INC              COM                205859101      143      12710          DEFINED           1
CONAGRA FOODS INC         COM                205887102    13923     604280          DEFINED           1
CON-WAY INC               COM                205944101      858      24590          DEFINED           1
CONCEPTUS INC             COM                206016107      399      21330          DEFINED           1
CONCUR TECHNOLOGIES INC   COM                206708109     2148      50250          DEFINED           1
CONMED CORP               COM                207410101      397      17740          DEFINED           1
CONSECO INC               COM NEW            208464883      574     114700          DEFINED           1
CONSOLIDATED COMM HLDGS
   INC                    COM                209034107      248      15710          DEFINED           1
CONSOLIDATED EDISON INC   COM                209115104    54274    1195207          DEFINED           1
CONSOLIDATED EDISON INC   COM                209115104    11549     254218 SH       DEFINED           2  254218
CONSOLIDATED EDISON INC   COM                209115104     1581      34792 SH       DEFINED           2   34792
CONSOLIDATED GRAPHICS
   INC                    COM                209341106      928      26495          DEFINED           1
CONSTANT CONTACT INC      COM                210313102     2570     167840          DEFINED           1
CONSTELLATION ENERGY
   GROUP I                COM                210371100    29017     826468          DEFINED           1
CONTINENTAL AIRLS INC     CL B               210795308     1464      82125          DEFINED           1
CONTINENTAL RESOURCES
   INC                    COM                212015101      704      16440          DEFINED           1
CONVERGYS CORP            COM                212485106     3385     314930          DEFINED           1
COOPER COS INC            COM NEW            216648402     1160      30429          DEFINED           1
COOPER TIRE & RUBR CO     COM                216831107    11052     551756          DEFINED           1
COPART INC                COM                217204106     1635      46380          DEFINED           1
CORE MARK HOLDING CO INC  COM                218681104      410      13850          DEFINED           1
CORINTHIAN COLLEGES INC   COM                218868107     5941     443027          DEFINED           1
CORN PRODS INTL INC       COM                219023108     1526      52200          DEFINED           1
CORNING INC               COM                219350105    27794    1440081          DEFINED           1
CORVEL CORP               COM                221006109      232       7300          DEFINED           1
COUSINS PPTYS INC         COM                222795106     1588     208064          DEFINED           1
COVANCE INC               COM                222816100     2379      43740          DEFINED           1
COVENTRY HEALTH CARE INC  COM                222862104     5074     209330          DEFINED           1
CRANE CO                  COM                224399105     7793     270602          DEFINED           1
CRAWFORD & CO             CL B               224633107       64      16570          DEFINED           1
CRAY INC                  COM NEW            225223304      108      16900          DEFINED           1
CREE INC                  COM                225447101     5652     100316          DEFINED           1
CROCS INC                 COM                227046109      840     147370          DEFINED           1
CROSS CTRY HEALTHCARE
   INC                    COM                227483104      192      19800          DEFINED           1
CROWN CASTLE INTL CORP    COM                228227104     6476     176422          DEFINED           1
CROWN HOLDINGS INC        COM                228368106     6437     251630          DEFINED           1
CRYOLIFE INC              COM                228903100      161      25150          DEFINED           1
CUBIC CORP                COM                229669106     2102      56365          DEFINED           1
CUBIST PHARMACEUTICALS
   INC                    COM                229678107     3934     234192          DEFINED           1
CULLEN FROST BANKERS INC  COM                229899109    27675     580912          DEFINED           1
CULLEN FROST BANKERS INC  COM                229899109     8688     173759 SH       DEFINED           2  173759
CULLEN FROST BANKERS INC  COM                229899109      719      14370 SH       DEFINED           2   14370
CUMMINS INC               COM                231021106     9000     196292          DEFINED           1
CURIS INC                 COM                231269101       62      19250          DEFINED           1
CURTISS WRIGHT CORP       COM                231561101     1344      44814          DEFINED           1
CUTERA INC                COM                232109108      104      12890          DEFINED           1
CYMER INC                 COM                232572107      932      24420          DEFINED           1
CYNOSURE INC              CL A               232577205      140      13980          DEFINED           1
CYPRESS BIOSCIENCES INC   COM PAR $.02       232674507     1346     235290          DEFINED           1
CYPRESS SEMICONDUCTOR
   CORP                   COM                232806109     2081     197070          DEFINED           1
CYTEC INDS INC            COM                232820100      795      22430          DEFINED           1
DCT INDUSTRIAL TRUST INC  COM                233153105      858     170892          DEFINED           1



                                     Page 9




                                                                                     
DPL INC                   COM                233293109     8556     310001          DEFINED           1
DST SYS INC DEL           COM                233326107     6497     153991          DEFINED           1
DTE ENERGY CO             COM                233331107    41340     948374          DEFINED           1
DAKTRONICS INC            COM                234264109      941     104424          DEFINED           1
DANA HOLDING CORP         COM                235825205      948      87610          DEFINED           1
DANAHER CORP DEL          COM                235851102    50533     672069          DEFINED           1
DANVERS BANCORP INC       COM                236442109      231      17780          DEFINED           1
DARDEN RESTAURANTS INC    COM                237194105     5234     149300          DEFINED           1
DARLING INTL INC          COM                237266101      835     111620          DEFINED           1
DEALERTRACK HLDGS INC     COM                242309102     1069      56910          DEFINED           1
DEAN FOODS CO NEW         COM                242370104     5188     287727          DEFINED           1
DECKERS OUTDOOR CORP      COM                243537107     3596      35376          DEFINED           1
DEERE & CO                COM                244199105    23800     440651          DEFINED           1
DELEK US HLDGS INC        COM                246647101       76      11170          DEFINED           1
DELPHI FINL GROUP INC     CL A               247131105     9620     439689          DEFINED           1
DELTA AIR LINES INC DEL   COM NEW            247361702     5540     492417          DEFINED           1
DELTIC TIMBER CORP        COM                247850100      347       7980          DEFINED           1
DELTA PETE CORP           COM NEW            247907207      115     111900          DEFINED           1
DENBURY RES INC           COM NEW            247916208     4607     311300          DEFINED           1
DELUXE CORP               COM                248019101     1749     118250          DEFINED           1
DENTSPLY INTL INC NEW     COM                249030107     5779     164330          DEFINED           1
DEPOMED INC               COM                249908104      149      47700          DEFINED           1
DEUTSCHE TELEKOM AG       SPONSORED ADR      251566105     7225     500000          DEFINED           1
DEVELOPERS DIVERSIFIED
   RLTY                   COM                251591103     5383     604790          DEFINED           1
DEVRY INC DEL             COM                251893103     3820      67340          DEFINED           1
DEXCOM INC                COM                252131107      220      29780          DEFINED           1
DIAMOND FOODS INC         COM                252603105     5878     169137          DEFINED           1
DIAMONDROCK HOSPITALITY
   CO                     COM                252784301     5086     627157          DEFINED           1
DIAMONDS TR               UNIT SER 1         252787106    18989     182503          DEFINED           1
DICKS SPORTING GOODS INC  COM                253393102     1470      59110          DEFINED           1
DIEBOLD INC               COM                253651103     7763     279850          DEFINED           1
DIGI INTL INC             COM                253798102      271      29857          DEFINED           1
DIGITAL RLTY TR INC       COM                253868103    63793    1293197          DEFINED           1
DIME CMNTY BANCSHARES     COM                253922108     1749     157112          DEFINED           1
DILLARDS INC              CL A               254067101      718      39020          DEFINED           1
DINEEQUITY INC            COM                254423106     1200      49400          DEFINED           1
DIODES INC                COM                254543101      536      26594          DEFINED           1
DIONEX CORP               COM                254546104     1298      17849          DEFINED           1
DISCOVERY LABORATORIES
   INC N                  COM                254668106       57      93780          DEFINED           1
DISNEY WALT CO            COM DISNEY         254687106    34282    1063666          DEFINED           1
DISCOVER FINL SVCS        COM                254709108    12703     863579          DEFINED           1
DIVX INC                  COM                255413106      143      27990          DEFINED           1
DOLE FOOD CO INC          COM NEW            256603101      294      23800          DEFINED           1
DOLLAR FINL CORP          COM                256664103      386      16340          DEFINED           1
DOLLAR GENERAL CORP       COM NEW            256677105      336      15000          DEFINED           1
DOLLAR THRIFTY
   AUTOMOTIVE GP          COM                256743105      473      18510          DEFINED           1
DOLLAR TREE INC           COM                256746108    11138     230592          DEFINED           1
DOMTAR CORP               COM NEW            257559203     1696      30640          DEFINED           1
DONALDSON INC             COM                257651109    19910     474046          DEFINED           1
DONNELLEY R R & SONS CO   COM                257867101     5965     269901          DEFINED           1
DORMAN PRODUCTS INC       COM                258278100      183      11830          DEFINED           1
DOUBLE-TAKE SOFTWARE INC  COM                258598101     1665     166360          DEFINED           1



                                    Page 10




                                                                                     
DOVER CORP                COM                260003108    60894    1463446          DEFINED           1
DOVER DOWNS GAMING &
   ENTMT I                COM                260095104       76      20590          DEFINED           1
DOW CHEM CO               COM                260543103    34859    1261642          DEFINED           1
DRESS BARN INC            COM                261570105    10262     444813          DEFINED           1
DRESSER-RAND GROUP INC    COM                261608103     2500      85176          DEFINED           1
DRIL-QUIP INC             COM                262037104    14309     253340          DEFINED           1
DRUGSTORE COM INC         COM                262241102      249      81060          DEFINED           1
DU PONT E I DE NEMOURS
   & CO                   COM                263534109    64547    1918197          DEFINED           1
DU PONT E I DE NEMOURS
   & CO                   COM                263534109    11814     350878 SH       DEFINED           2  350878
DU PONT E I DE NEMOURS
   & CO                   COM                263534109     1417      42089 SH       DEFINED           2   42089
DUKE REALTY CORP          COM NEW            264411505    41726    3437087          DEFINED           1
DURECT CORP               COM                266605104      116      50310          DEFINED           1
DYCOM INDS INC            COM                267475101      560      69762          DEFINED           1
E M C CORP MASS           COM                268648102    96686    5540747          DEFINED           1
E TRADE FINANCIAL CORP    COM                269246104     2494    1424887          DEFINED           1
EXCO RESOURCES INC        COM                269279402     1804      84980          DEFINED           1
EARTHLINK INC             COM                270321102      680      81900          DEFINED           1
EASTGROUP PPTY INC        COM                277276101     1694      44290          DEFINED           1
EASTMAN CHEM CO           COM                277432100     7895     131185          DEFINED           1
EASTMAN KODAK CO          COM                277461109     2335     553415          DEFINED           1
EATON CORP                COM                278058102    29226     459376          DEFINED           1
EATON VANCE CORP          COM NON VTG        278265103     5924     200956          DEFINED           1
EBAY INC                  COM                278642103    26535    1128191          DEFINED           1
EBIX INC                  COM NEW            278715206      281       5750          DEFINED           1
ECHOSTAR CORP             CL A               278768106      331      16850          DEFINED           1
ECLIPSYS CORP             COM                278856109      628      34230          DEFINED           1
ECOLAB INC                COM                278865100    25958     582280          DEFINED           1
EDISON INTL               COM                281020107    10420     299689          DEFINED           1
EL PASO ELEC CO           COM NEW            283677854     5827     287730          DEFINED           1
ELAN PLC                  ADR                284131208     3020     471185          DEFINED           1
ELDORADO GOLD CORP NEW    COM                284902103    15100    1069400          DEFINED           1
ELECTRO OPTICAL
   SCIENCES INC           COM                285192100      313      30340          DEFINED           1
ELECTRO RENT CORP         COM                285218103      132      11880          DEFINED           1
ELECTRO SCIENTIFIC INDS   COM                285229100      475      43909          DEFINED           1
ELECTRONIC ARTS INC       COM                285512109     8472     477301          DEFINED           1
ELECTRONICS FOR IMAGING
   INC                    COM                286082102      467      36929          DEFINED           1
ELLIS PERRY INTL INC      COM                288853104      219      15560          DEFINED           1
EMCORE CORP               COM                290846104       65      70070          DEFINED           1
EMERITUS CORP             COM                291005106      212      11680          DEFINED           1
EMERSON ELEC CO           COM                291011104    90668    2128368          DEFINED           1
EMERSON ELEC CO           COM                291011104    11557     271301 SH       DEFINED           2  271301
EMERSON ELEC CO           COM                291011104     1823      42791 SH       DEFINED           2   42791
EMPIRE DIST ELEC CO       COM                291641108      483      25790          DEFINED           1
EMPLOYERS HOLDINGS INC    COM                292218104      576      39330          DEFINED           1
EMULEX CORP               COM NEW            292475209     5746     549878          DEFINED           1
ENCANA CORP               COM                292505104    28753     966169          DEFINED           1
ENCORE CAP GROUP INC      COM                292554102      212      12160          DEFINED           1
ENCORE WIRE CORP          COM                292562105     1170      55674          DEFINED           1
ENERGY CONVERSION
   DEVICES IN             COM                292659109      367      34760          DEFINED           1
ENERGYSOLUTIONS INC       COM                292756202      427      50360          DEFINED           1
ENERNOC INC               COM                292764107      749      24630          DEFINED           1
ENGLOBAL CORP             COM                293306106       94      33300          DEFINED           1



                                    Page 11




                                                                                     
ENNIS INC                 COM                293389102      488      33338          DEFINED           1
ENTERCOM COMMUNICATIONS
   CORP                   CL A               293639100      290      47700          DEFINED           1
ENTERPRISE FINL SVCS
   CORP                   COM                293712105       83      11250          DEFINED           1
ENZON PHARMACEUTICALS
   INC                    COM                293904108      331      32950          DEFINED           1
ENZO BIOCHEM INC          COM                294100102      146      27230          DEFINED           1
EQUIFAX INC               COM                294429105    13558     438921          DEFINED           1
EQUITY ONE                COM                294752100     1317      82133          DEFINED           1
ESCO TECHNOLOGIES INC     COM                296315104     1326      37027          DEFINED           1
ESSEX PPTY TR INC         COM                297178105    16513     197410          DEFINED           1
ESTERLINE TECHNOLOGIES
   CORP                   COM                297425100     2652      65294          DEFINED           1
ETHAN ALLEN INTERIORS
   INC                    COM                297602104      182      14140          DEFINED           1
EURONET WORLDWIDE INC     COM                298736109     6860     312798          DEFINED           1
EXAR CORP                 COM                300645108      231      34040          DEFINED           1
EXIDE TECHNOLOGIES        COM NEW            302051206      286      40520          DEFINED           1
EXLSERVICE HOLDINGS INC   COM                302081104      200      12520          DEFINED           1
EXPEDITORS INTL WASH INC  COM                302130109     8171     235270          DEFINED           1
EXPRESS SCRIPTS INC       COM                302182100    16900     195562          DEFINED           1
EZCORP INC                CL A NON VTG       302301106     4830     283810          DEFINED           1
FLIR SYS INC              COM                302445101    15124     462214          DEFINED           1
F M C CORP                COM NEW            302491303     5065      90831          DEFINED           1
FNB CORP PA               COM                302520101      597      92536          DEFINED           1
FPL GROUP INC             COM                302571104    13345     252883          DEFINED           1
FX ENERGY INC             COM                302695101      110      42590          DEFINED           1
FTI CONSULTING INC        COM                302941109    22252     473539          DEFINED           1
FACTSET RESH SYS INC      COM                303075105     1730      26390          DEFINED           1
FAIR ISAAC CORP           COM                303250104     3979     219860          DEFINED           1
FAIRCHILD SEMICONDUCTOR
   INTL                   COM                303726103      555      55450          DEFINED           1
FALCONSTOR SOFTWARE INC   COM                306137100      105      26930          DEFINED           1
FAMILY DLR STORES INC     COM                307000109    10967     394087          DEFINED           1
FARMER BROS CO            COM                307675108      203      11160          DEFINED           1
FARO TECHNOLOGIES INC     COM                311642102      284      13730          DEFINED           1
FASTENAL CO               COM                311900104     5792     141190          DEFINED           1
FEDERAL MOGUL CORP        COM                313549404      183      10570          DEFINED           1
FEDERAL REALTY INVT TR    SH BEN INT NEW     313747206    59945     890718          DEFINED           1
FEDERAL SIGNAL CORP       COM                313855108      232      38940          DEFINED           1
FEDERATED INVS INC PA     CL B               314211103     3676     133673          DEFINED           1
FERRO CORP                COM                315405100      567      73680          DEFINED           1
F5 NETWORKS INC           COM                315616102    12841     242653          DEFINED           1
FIFTH THIRD BANCORP       COM                316773100     7081     726289          DEFINED           1
FINANCIAL FED CORP        COM                317492106     1056      39115          DEFINED           1
FINISH LINE INC           CL A               317923100     1108      88609          DEFINED           1
FIRST ACCEPTANCE CORP     COM                318457108       32      18000          DEFINED           1
FIRST AMERN CORP CALIF    COM                318522307     1399      42300          DEFINED           1
FIRST BANCORP P R         COM                318672102      122      52960          DEFINED           1
FIRST BANCORP N C         COM                318910106      220      15810          DEFINED           1
FIRST BUSEY CORP          COM                319383105      121      34530          DEFINED           1
FIRST COMWLTH FINL CORP
   PA                     COM                319829107      282      60593          DEFINED           1
FIRST FINL BANCORP OH     COM                320209109     1176      83915          DEFINED           1
FIRST FINL CORP IND       COM                320218100      774      25371          DEFINED           1
FIRST HORIZON NATL CORP   COM                320517105     2664     198808          DEFINED           1
FIRST MARBLEHEAD CORP     COM                320771108      124      58650          DEFINED           1
FIRST MERCHANTS CORP      COM                320817109      102      19220          DEFINED           1



                                    Page 12




                                                                                     
FIRST MERCURY FINANCIAL
   CORP                   COM                320841109      455      33454          DEFINED           1
FIRST MIDWEST BANCORP
   DEL                    COM                320867104      538      49930          DEFINED           1
FIRST SOLAR INC           COM                336433107     5579      41303          DEFINED           1
1ST SOURCE CORP           COM                336901103      611      38600          DEFINED           1
FISERV INC                COM                337738108     8138     167860          DEFINED           1
FIRSTMERIT CORP           COM                337915102     9868     489994          DEFINED           1
FIRSTENERGY CORP          COM                337932107    11122     239647          DEFINED           1
FLUOR CORP NEW            COM                343412102    41697     928034          DEFINED           1
FLOWERS FOODS INC         COM                343498101    29790    1253803          DEFINED           1
FLOWERS FOODS INC         COM                343498101      745      31348 SH       DEFINED           2   31348
FLUSHING FINL CORP        COM                343873105     7174     637125          DEFINED           1
Fomento Economico
   Mexicano SAB de CV     ADR                344419106     1126      23526 SH       DEFINED           2   23526
FOOT LOCKER INC           COM                344849104     3996     358733          DEFINED           1
FORCE PROTECTION INC      COM NEW            345203202      254      48960          DEFINED           1
FORD MTR CO DEL           COM PAR $0.01      345370860    30829    3082934          DEFINED           1
FOREST CITY ENTERPRISES
   INC                    CL A               345550107      602      51149          DEFINED           1
FOREST LABS INC           COM                345838106    35585    1108900          DEFINED           1
FOREST OIL CORP           COM PAR $0.01      346091705     1393      62610          DEFINED           1
FORESTAR GROUP INC        COM                346233109     2634     119837          DEFINED           1
FORMFACTOR INC            COM                346375108    10982     505161          DEFINED           1
FORRESTER RESH INC        COM                346563109     1768      68220          DEFINED           1
FORTUNE BRANDS INC        COM                349631101    17282     400045          DEFINED           1
FORWARD AIR CORP          COM                349853101      465      18770          DEFINED           1
FOSSIL INC                COM                349882100    17807     530614          DEFINED           1
FOSTER L B CO             COM                350060109      314      10979          DEFINED           1
FRANKLIN ELEC INC         COM                353514102      468      16120          DEFINED           1
FRANKLIN RES INC          COM                354613101    11014     104550          DEFINED           1
FREDS INC                 CL A               356108100     1848     181131          DEFINED           1
FREIGHTCAR AMER INC       COM                357023100      268      14508          DEFINED           1
FRESENIUS MED CARE
   AG&CO KGA              SPONSORED ADR      358029106      212       4000          DEFINED           1
FUEL TECH INC             COM                359523107       80      10530          DEFINED           1
FULLER H B CO             COM                359694106     8787     429875          DEFINED           1
FULTON FINL CORP PA       COM                360271100      670      79800          DEFINED           1
FURNITURE BRANDS INTL
   INC                    COM                360921100      232      47210          DEFINED           1
FURMANITE CORPORATION     COM                361086101      114      34410          DEFINED           1
G & K SVCS INC            CL A               361268105     1574      62883          DEFINED           1
GAMCO INVESTORS INC       COM                361438104      290       6340          DEFINED           1
GATX CORP                 COM                361448103      829      28850          DEFINED           1
GFI GROUP INC             COM                361652209      185      41710          DEFINED           1
GALLAGHER ARTHUR J & CO   COM                363576109    34614    1567646          DEFINED           1
GALLAGHER ARTHUR J & CO   COM                363576109    11568     513920 SH       DEFINED           2  513920
GALLAGHER ARTHUR J & CO   COM                363576109     1449      64388 SH       DEFINED           2   64388
GANNETT INC               COM                364730101     3210     216297          DEFINED           1
GAP INC DEL               COM                364760108    32015    1528897          DEFINED           1
GARDNER DENVER INC        COM                365558105    18556     436105          DEFINED           1
GARTNER INC               COM                366651107     1054      58450          DEFINED           1
GAYLORD ENTMT CO NEW      COM                367905106      423      21740          DEFINED           1
GENCORP INC               COM                368682100     1794     265790          DEFINED           1
GENERAL CABLE CORP DEL
   NEW                    COM                369300108      915      31100          DEFINED           1
GENERAL COMMUNICATION
   INC                    CL A               369385109      266      41828          DEFINED           1
GENERAL DYNAMICS CORP     COM                369550108    16457     241631          DEFINED           1
GENERAL ELECTRIC CO       COM                369604103   310488   20521336          DEFINED           1



                                    Page 13




                                                                                     
General Electric Co.      COM                369604103     8211     542724 SH       DEFINED           2  542724
General Electric Co.      COM                369604103     1044      68992 SH       DEFINED           2   68992
GENERAL MLS INC           COM                370334104    65763     928850          DEFINED           1
GENERAL MOLY INC          COM                370373102       98      47690          DEFINED           1
GENESCO INC               COM                371532102      485      19180          DEFINED           1
GENESEE & WYO INC         CL A               371559105     4542     139140          DEFINED           1
GENTEX CORP               COM                371901109     1502      87220          DEFINED           1
GENUINE PARTS CO          COM                372460105     9234     243246          DEFINED           1
GENZYME CORP              COM                372917104    11773     240417          DEFINED           1
GERBER SCIENTIFIC INC     COM                373730100      267      53460          DEFINED           1
GERON CORP                COM                374163103      321      58310          DEFINED           1
GETTY RLTY CORP NEW       COM                374297109      401      17812          DEFINED           1
GIBRALTAR INDS INC        COM                374689107      699      44525          DEFINED           1
GILEAD SCIENCES INC       COM                375558103    47315    1093988          DEFINED           1
GLADSTONE CAPITAL CORP    COM                376535100      146      19340          DEFINED           1
GLADSTONE COML CORP       COM                376536108      168      12890          DEFINED           1
GLATFELTER                COM                377316104      601      49550          DEFINED           1
GLOBAL CASH ACCESS
   HLDGS INC              COM                378967103      192      25980          DEFINED           1
GLOBALSTAR INC            COM                378973408      822     955600          DEFINED           1
GLIMCHER RLTY TR          SH BEN INT         379302102      158      61020          DEFINED           1
GLOBAL INDS LTD           COM                379336100      682      95760          DEFINED           1
GOLDCORP INC NEW          COM                380956409    31116     800710          DEFINED           1
GOODRICH CORP             COM                382388106     9952     154897          DEFINED           1
GOODRICH PETE CORP        COM NEW            382410405      521      21390          DEFINED           1
GOODYEAR TIRE & RUBR CO   COM                382550101     3712     263230          DEFINED           1
GORMAN RUPP CO            COM                383082104     2025      78291          DEFINED           1
GRACO INC                 COM                384109104     2075      72689          DEFINED           1
GRAFTECH INTL LTD         COM                384313102     1256      84378          DEFINED           1
GRAINGER W W INC          COM                384802104     6600      68191          DEFINED           1
GRAMERCY CAP CORP         COM                384871109      186      71845          DEFINED           1
GRANITE CONSTR INC        COM                387328107      736      23520          DEFINED           1
GRAPHIC PACKAGING HLDG
   CO                     COM                388689101      259      74580          DEFINED           1
GREAT ATLANTIC & PAC
   TEA INC                COM                390064103      248      21050          DEFINED           1
GREAT LAKES DREDGE &
   DOCK CO                COM                390607109      201      31040          DEFINED           1
GREAT PLAINS ENERGY INC   COM                391164100    68214    3518006          DEFINED           1
GREAT WOLF RESORTS INC    COM                391523107       29      12360          DEFINED           1
GREEN MTN COFFEE
   ROASTERS IN            COM                393122106     4355      53460          DEFINED           1
GREENBRIER COS INC        COM                393657101      154      14870          DEFINED           1
GREENHILL & CO INC        COM                395259104     1382      17263          DEFINED           1
GREIF INC                 CL A               397624107     2764      51227          DEFINED           1
GRIFFON CORP              COM                398433102     1772     151700          DEFINED           1
GROUP 1 AUTOMOTIVE INC    COM                398905109     2343      82850          DEFINED           1
GUESS INC                 COM                401617105    16713     395110          DEFINED           1
GULF ISLAND FABRICATION
   INC                    COM                402307102     1120      53319          DEFINED           1
GULFMARK OFFSHORE INC     COM                402629109      449      16420          DEFINED           1
GULFPORT ENERGY CORP      COM NEW            402635304      227      21200          DEFINED           1
GYMBOREE CORP             COM                403777105    23290     545443          DEFINED           1
H & E EQUIPMENT
   SERVICES INC           COM                404030108      210      20060          DEFINED           1
HCC INS HLDGS INC         COM                404132102     6545     233991          DEFINED           1
HNI CORP                  COM                404251100      763      27620          DEFINED           1
HSBC HLDGS PLC            SPON ADR NEW       404280406     3808      66800          DEFINED           1
HSN INC                   COM                404303109     1289      63830          DEFINED           1



                                    Page 14




                                                                                     
HACKETT GROUP INC         COM                404609109      100      37580          DEFINED           1
HAEMONETICS CORP          COM                405024100    15013     275465          DEFINED           1
HAIN CELESTIAL GROUP INC  COM                405217100      371      23630          DEFINED           1
HALLIBURTON CO            COM                406216101    42724    1420802          DEFINED           1
HAMPTON ROADS
   BANKSHARES INC         COM                409321106       62      35950          DEFINED           1
HANCOCK HLDG CO           COM                410120109      910      20792          DEFINED           1
HANESBRANDS INC           COM                410345102     2254      93670          DEFINED           1
HANOVER INS GROUP INC     COM                410867105     6207     141752          DEFINED           1
HANSEN MEDICAL INC        COM                411307101       52      17230          DEFINED           1
HANSEN NAT CORP           COM                411310105     8978     238516          DEFINED           1
HARLEY DAVIDSON INC       COM                412822108     5463     216805          DEFINED           1
HARLEYSVILLE GROUP INC    COM                412824104      381      11990          DEFINED           1
HARLEYSVILLE NATL CORP
   PA                     COM                412850109      158      26190          DEFINED           1
HARMAN INTL INDS INC      COM                413086109    11690     331725          DEFINED           1
HARMONIC INC              COM                413160102      443      76284          DEFINED           1
HARRIS & HARRIS GROUP
   INC                    COM                413833104      112      26300          DEFINED           1
HARRIS CORP DEL           COM                413875105    12273     258097          DEFINED           1
HARSCO CORP               COM                415864107     7272     230064          DEFINED           1
HARTE-HANKS INC           COM                416196103     2579     241660          DEFINED           1
HARTFORD FINL SVCS
   GROUP INC              COM                416515104     7651     328914          DEFINED           1
HASBRO INC                COM                418056107     7303     227806          DEFINED           1
HAWAIIAN ELEC INDUSTRIES  COM                419870100     2216     106043          DEFINED           1
HAWAIIAN HOLDINGS INC     COM                419879101      198      28660          DEFINED           1
HAWKINS INC               COM                420261109      216      10110          DEFINED           1
HAYNES INTERNATIONAL INC  COM NEW            420877201      282       9648          DEFINED           1
HEALTHCARE SVCS GRP INC   COM                421906108      604      29610          DEFINED           1
HEALTHSOUTH CORP          COM NEW            421924309    28842    1536610          DEFINED           1
HEALTH MGMT ASSOC INC
   NEW                    CL A               421933102     1141     156970          DEFINED           1
HEALTHCARE RLTY TR        COM                421946104     3386     157789          DEFINED           1
HEALTHWAYS INC            COM                422245100      423      24020          DEFINED           1
HEARTLAND EXPRESS INC     COM                422347104     7660     502313          DEFINED           1
HEARTWARE INTL INC        COM                422368100      299       8463          DEFINED           1
HECKMANN CORP             COM                422680108      224      46380          DEFINED           1
HECLA MNG CO              COM                422704106      883     143300          DEFINED           1
HEICO CORP NEW            COM                422806109      777      18050          DEFINED           1
HEIDRICK & STRUGGLES
   INTL IN                COM                422819102      420      14390          DEFINED           1
HEINZ H J CO              COM                423074103    18880     444139          DEFINED           1
HELMERICH & PAYNE INC     COM                423452101     7260     192066          DEFINED           1
HENRY JACK & ASSOC INC    COM                426281101     6823     299249          DEFINED           1
HERCULES OFFSHORE INC     COM                427093109      189      39490          DEFINED           1
HERCULES TECH GROWTH
   CAP INC                COM                427096508      317      30912          DEFINED           1
HERLEY INDS INC DEL       COM                427398102      155      11220          DEFINED           1
HERSHA HOSPITALITY TR     SH BEN INT A       427825104       46      16700          DEFINED           1
HERSHEY CO                COM                427866108    19150     535368          DEFINED           1
Hershey Co.               COM                427866108     8505     237646 SH       DEFINED           2  237646
HEWLETT PACKARD CO        COM                428236103   242992    4721051          DEFINED           1
HEXCEL CORP NEW           COM                428291108     4128     318760          DEFINED           1
HIBBETT SPORTS INC        COM                428567101     4360     220750          DEFINED           1
HIGHWOODS PPTYS INC       COM                431284108    58552    1757258          DEFINED           1
HILL INTERNATIONAL INC    COM                431466101      129      20690          DEFINED           1
HILL ROM HLDGS INC        COM                431475102     2475     108378          DEFINED           1
HILLENBRAND INC           COM                431571108      939      49920          DEFINED           1



                                    Page 15




                                                                                     
HILLTOP HOLDINGS INC      COM                432748101      783      67520          DEFINED           1
HOLLY CORP                COM PAR $0.01      435758305     4235     169608          DEFINED           1
HOLOGIC INC               COM                436440101     4936     341092          DEFINED           1
HOME BANCSHARES INC       COM                436893200     1407      58604          DEFINED           1
HOME DEPOT INC            COM                437076102   109655    3795598          DEFINED           1
Home Depot, Inc.          COM                437076102     8639     298630 SH       DEFINED           2  298630
Home Depot, Inc.          COM                437076102      774      26743 SH       DEFINED           2   26743
HOME PROPERTIES INC       COM                437306103     2992      62749          DEFINED           1
HONEYWELL INTL INC        COM                438516106    76192    1946164          DEFINED           1
Honeywell
   International, Inc.    COM                438516106     1784      45517 SH       DEFINED           2   45517
HOOKER FURNITURE CORP     COM                439038100      359      29124          DEFINED           1
HORACE MANN EDUCATORS
   CORP N                 COM                440327104      466      37502          DEFINED           1
HORMEL FOODS CORP         COM                440452100     3648      94886          DEFINED           1
HORNBECK OFFSHORE SVCS
   INC N                  COM                440543106      956      41169          DEFINED           1
HORSEHEAD HLDG CORP       COM                440694305      407      32020          DEFINED           1
HOSPIRA INC               COM                441060100    49555     972056          DEFINED           1
HOT TOPIC INC             COM                441339108      772     134550          DEFINED           1
HOVNANIAN ENTERPRISES
   INC                    CL A               442487203      150      39060          DEFINED           1
HUB GROUP INC             CL A               443320106     5289     197441          DEFINED           1
HUBBELL INC               CL B               443510201     8225     174328          DEFINED           1
HUDSON CITY BANCORP       COM                443683107    28043    2042441          DEFINED           1
HUMANA INC                COM                444859102     9986     228051          DEFINED           1
HUMAN GENOME SCIENCES
   INC                    COM                444903108    14151     462769          DEFINED           1
HUNT J B TRANS SVCS INC   COM                445658107     1799      55760          DEFINED           1
HUNTINGTON BANCSHARES
   INC                    COM                446150104     2454     672344          DEFINED           1
HUNTSMAN CORP             COM                447011107      809      72050          DEFINED           1
HURON CONSULTING GROUP
   INC                    COM                447462102      314      14550          DEFINED           1
HYATT HOTELS CORP - CL A   COM CL A          448579102    17036     596513          DEFINED           1
ICO INC NEW               COM                449293109       81      11970          DEFINED           1
IMS HEALTH INC            COM                449934108     8281     399253          DEFINED           1
IBERIABANK CORP           COM                450828108     8350     155168          DEFINED           1
ITT CORP NEW              COM                450911102    32790     659238          DEFINED           1
IAMGOLD CORP              COM                450913108     8610     555100          DEFINED           1
ICONIX BRAND GROUP INC    COM                451055107     2622     214535          DEFINED           1
IDACORP INC               COM                451107106     8760     274260          DEFINED           1
IHS INC                   CL A               451734107     1659      30650          DEFINED           1
ILLINOIS TOOL WKS INC     COM                452308109    14519     302791          DEFINED           1
ILLUMINA INC              COM                452327109     2530      85994          DEFINED           1
IMMERSION CORP            COM                452521107      100      23010          DEFINED           1
IMMUCOR INC               COM                452526106      948      48740          DEFINED           1
IMMUNOMEDICS INC          COM                452907108      243      77050          DEFINED           1
IMPERIAL OIL LTD          COM NEW            453038408     1337      35200          DEFINED           1
IMPERIAL SUGAR CO NEW     COM NEW            453096208      277      15920          DEFINED           1
INDEPENDENT BANK CORP
   MASS                   COM                453836108     1053      51103          DEFINED           1
INFOSYS TECHNOLOGIES LTD  SPONSORED ADR      456788108     5128      92800          DEFINED           1
INGLES MKTS INC           CL A               457030104      158      10440          DEFINED           1
INGRAM MICRO INC          CL A               457153104     7916     456754          DEFINED           1
INLAND REAL ESTATE CORP   COM NEW            457461200      394      50200          DEFINED           1
INSITUFORM TECHNOLOGIES
   INC                    CL A               457667103      503      22670          DEFINED           1
INSPIRE PHARMACEUTICALS
   INC                    COM                457733103      295      53470          DEFINED           1
INTEGRA LIFESCIENCES
   HLDGS C                COM NEW            457985208      351       9530          DEFINED           1
INTEGRATED DEVICE
   TECHNOLOGY             COM                458118106     7017    1084540          DEFINED           1



                                    Page 16




                                                                                     
INTEL CORP                COM                458140100   146265    7169849          DEFINED           1
Intel Corp.               COM                458140100     1456      71392 SH       DEFINED           2   71392
INTER PARFUMS INC         COM                458334109      245      21070          DEFINED           1
INTERFACE INC             CL A               458665106      237      29170          DEFINED           1
INTERLINE BRANDS INC      COM                458743101      579      33810          DEFINED           1
INTERMEC INC              COM                458786100     6745     526149          DEFINED           1
INTERNATIONAL ASSETS
   HLDG CO                COM                459028106      179      12355          DEFINED           1
INTERNATIONAL

   BANCSHARES COR         COM                459044103     4088     244030          DEFINED           1
INTERNATIONAL BUSINESS
   MACHS                  COM                459200101   130477     997302          DEFINED           1
INTERNATIONAL

   FLAVORS&FRAGRA         COM                459506101     4156     101019          DEFINED           1
INTERNATIONAL GAME
   TECHNOLOG              COM                459902102    47360    2523170          DEFINED           1
INTL PAPER CO             COM                460146103    64604    2412396          DEFINED           1
INTERNATIONAL RECTIFIER
   CORP                   COM                460254105      729      38020          DEFINED           1
INTERNATIONAL SPEEDWAY
   CORP                   CL A               460335201     1367      48100          DEFINED           1
INTERNET BRANDS INC       COM CLASS A        460608102      100      13620          DEFINED           1
INTERPUBLIC GROUP COS
   INC                    COM                460690100     4742     644360          DEFINED           1
INTEVAC INC               COM                461148108      176      15340          DEFINED           1
INTUIT                    COM                461202103    21763     708671          DEFINED           1
INVACARE CORP             COM                461203101     2498     102059          DEFINED           1
INVESTORS REAL ESTATE TR  SH BEN INT         461730103      374      41500          DEFINED           1
ION GEOPHYSICAL CORP      COM                462044108      463      78180          DEFINED           1
IOWA TELECOMM SERVICES
   INC                    COM                462594201      454      27110          DEFINED           1
IROBOT CORP               COM                462726100      249      14480          DEFINED           1
IRON MTN INC              COM                462846106     4445     195450          DEFINED           1
ISHARES INC               MSCI BRAZIL        464286400     2951      39550          DEFINED           1
ISHARES INC               MSCI PAC J IDX     464286665    85174    2058846          DEFINED           1
ISHARES INC               MSCI SINGAPORE     464286673      394      34300          DEFINED           1
ISHARES INC               MSCI TAIWAN        464286731     8207     632764          DEFINED           1
ISHARES INC               MSCI S KOREA       464286772     1370      28889          DEFINED           1
iShares MSCI South
   Korea Index Fund       ETP                464286772     1376      28889 SH       DEFINED           2   28889
ISHARES INC               MSCI GERMAN        464286806      328      14710          DEFINED           1
ISHARES INC               MSCI MEX INVEST    464286822     1574      32200          DEFINED           1
ISHARES TR INDEX          S&P 100 IDX FD     464287101      919      17871          DEFINED           1
ISHARES TR INDEX          S&P 500 INDEX      464287200     1071       9600          DEFINED           1
ISHARES TR INDEX          BARCLY USAGG B     464287226    11908     115500          DEFINED           1
ISHARES TR INDEX          MSCI EMERG MKT     464287234    20817     502709          DEFINED           1
iShares MSCI Emerging
   Markets Index Fund     ETP                464287234     5871     141458 SH       DEFINED           2  141458
iShares MSCI Emerging
   Markets Index Fund     ETP                464287234     2241      54000 SH       DEFINED           2   54000
ISHARES TR INDEX          IBOXX INV CPBD     464287242    15120     145214          DEFINED           1
ISHARES TR INDEX          S&P GBL INF        464287291     2084      37205          DEFINED           1
ISHARES TR INDEX          S&P GBL ENER       464287341      799      22430          DEFINED           1
iShares S&P Global
   Energy Sector Index

   Fund                   ETP                464287341      800      22430 SH       DEFINED           2   22430
ISHARES TR INDEX          S&P LTN AM 40      464287390      334       7020          DEFINED           1
ISHARES TR INDEX          S&P 500 VALUE      464287408     5020      94706          DEFINED           1
ISHARES TR INDEX          MSCI EAFE IDX      464287465    18146     328370          DEFINED           1
iShares MSCI EAFE Index

   Fund                   ETP                464287465     4505      81457 SH       DEFINED           2   81457
iShares MSCI EAFE Index

   Fund                   ETP                464287465     1106      20000 SH       DEFINED           2   20000
ISHARES TR INDEX          S&P MIDCAP 400     464287507     4319      59649          DEFINED           1
ISHARES TR INDEX          RUSL 2000 GROW     464287648     2414      36488          DEFINED           1
ISHARES TR INDEX          RUSSELL 2000       464287655    10501     168669          DEFINED           1
ISHARES TR INDEX          DJ US TECH SEC     464287721      332       5927          DEFINED           1
ISHARES TR INDEX          DJ US REAL EST     464287739    48829    1063573          DEFINED           1



                                    Page 17




                                                                                     
ISHARES TR INDEX          DJ US FINL SEC     464287788     1579      30495          DEFINED           1
ISHARES TR INDEX          S&P SMLCAP 600     464287804      241       4400          DEFINED           1
ISHARES TR                DJ OIL&GAS EXP     464288851      369       7017          DEFINED           1
ISIS PHARMACEUTICALS INC  COM                464330109      652      60120          DEFINED           1
ISLE OF CAPRI CASINOS
   INC                    COM                464592104      173      23750          DEFINED           1
ITAU UNIBANCO HLDG SA     SPON ADR REP PFD   465562106     3340     149518          DEFINED           1
Itau Unibanco Holding SA  ADR                465562106     2910     127418 SH       DEFINED           2  127418
ITC HLDGS CORP            COM                465685105     1638      31480          DEFINED           1
ITRON INC                 COM                465741106     2301      34095          DEFINED           1
I2 TECHNOLOGIES INC       COM NEW            465754208      319      16675          DEFINED           1
J & J SNACK FOODS CORP    COM                466032109     2206      55305          DEFINED           1
JABIL CIRCUIT INC         COM                466313103     3230     185980          DEFINED           1
JACK IN THE BOX INC       COM                466367109    13145     668253          DEFINED           1
JACKSON HEWITT TAX SVCS
   INC                    COM                468202106       88      20780          DEFINED           1
JACOBS ENGR GROUP INC
   DEL                    COM                469814107    23518     625632          DEFINED           1
JAMES RIVER COAL CO       COM NEW            470355207      357      19290          DEFINED           1
JARDEN CORP               COM                471109108     2376      78248          DEFINED           1
JAVELIN PHARMACEUTICALS
   INC                    COM                471894105       36      27780          DEFINED           1
JEFFERIES GROUP INC NEW   COM                472319102     1727      72793          DEFINED           1
JETBLUE AIRWAYS CORP      COM                477143101      909     166710          DEFINED           1
JOHN BEAN TECHNOLOGIES
   CORP                   COM                477839104     1083      65860          DEFINED           1
JOHNSON & JOHNSON         COM                478160104   195782    3042931          DEFINED           1
Johnson & Johnson         COM                478160104     1535      23824 SH       DEFINED           2   23824
JOHNSON CTLS INC          COM                478366107    10802     396710          DEFINED           1
JONES APPAREL GROUP INC   COM                480074103      910      56720          DEFINED           1
JOS A BANK CLOTHIERS INC  COM                480838101     2303      54705          DEFINED           1
JOURNAL COMMUNICATIONS
   INC                    CL A               481130102      176      45145          DEFINED           1
JOY GLOBAL INC            COM                481165108    33800     655806          DEFINED           1
KBW INC                   COM                482423100     6051     230061          DEFINED           1
KHD HUMBOLDT WEDAG INTL
   LTD                    COM                482462108      181      14610          DEFINED           1
KLA-TENCOR CORP           COM                482480100     5692     157409          DEFINED           1
K-SWISS INC               CL A               482686102      241      23800          DEFINED           1
K V PHARMACEUTICAL CO     CL A               482740206      135      36850          DEFINED           1
KAISER ALUMINUM CORP      COM PAR $0.01      483007704      557      13680          DEFINED           1
KAMAN CORP                COM                483548103      842      36559          DEFINED           1
KANSAS CITY SOUTHERN      COM NEW            485170302     1419      48660          DEFINED           1
KAYDON CORP               COM                486587108      665      18600          DEFINED           1
KELLOGG CO                COM                487836108    20468     384957          DEFINED           1
KELLY SVCS INC            CL A               488152208      532      49700          DEFINED           1
KENEXA CORP               COM                488879107      158      13500          DEFINED           1
KENNAMETAL INC            COM                489170100     1103      42600          DEFINED           1
KENSEY NASH CORP          COM                490057106     1691      66550          DEFINED           1
KEY ENERGY SVCS INC       COM                492914106      874      99410          DEFINED           1
KEYCORP NEW               COM                493267108     4483     807804          DEFINED           1
KEYNOTE SYS INC           COM                493308100      167      15860          DEFINED           1
KFORCE INC                COM                493732101      336      26982          DEFINED           1
KIMBALL INTL INC          CL B               494274103      188      23530          DEFINED           1
KIMBERLY CLARK CORP       COM                494368103    74844    1175685          DEFINED           1
Kimberly-Clark Corp.      COM                494368103    14105     221395 SH       DEFINED           2  221395
Kimberly-Clark Corp.      COM                494368103     1781      27955 SH       DEFINED           2   27955
KINDER MORGAN ENERGY
   PARTNER                UT LTD PARTNER     494550106     9615     168426          DEFINED           1
Kinder Morgan Energy
   Partners LP            Ltd Part           494550106     8863     145336 SH       DEFINED           2  145336



                                    Page 18




                                                                                     
Kinder Morgan Energy
   Partners LP            Ltd Part           494550106      792      12996 SH       DEFINED           2   12996
KINDRED HEALTHCARE INC    COM                494580103     3585     194815          DEFINED           1
KING PHARMACEUTICALS INC  COM                495582108     2896     237340          DEFINED           1
KINROSS GOLD CORP         COM NO PAR         496902404    38005    2065512          DEFINED           1
KIRBY CORP                COM                497266106     5505     161445          DEFINED           1
KIRKLANDS INC             COM                497498105      204      11860          DEFINED           1
KNOLL INC                 COM NEW            498904200      399      38640          DEFINED           1
KNIGHT CAPITAL GROUP INC  CL A               499005106     1005      65360          DEFINED           1
KNIGHT TRANSN INC         COM                499064103     3429     184470          DEFINED           1
KNOLOGY INC               COM                499183804      209      19120          DEFINED           1
KNOT INC                  COM                499184109      206      20550          DEFINED           1
KOHLBERG CAPITAL CORP     COM                500233101      105      23127          DEFINED           1
KOHLS CORP                COM                500255104    19200     356017          DEFINED           1
KOPIN CORP                COM                500600101     1537     367588          DEFINED           1
KORN FERRY INTL           COM NEW            500643200      669      40550          DEFINED           1
KRISPY KREME DOUGHNUTS
   INC                    COM                501014104      105      37200          DEFINED           1
KROGER CO                 COM                501044101     9729     473875          DEFINED           1
KULICKE & SOFFA INDS INC  COM                501242101      364      69606          DEFINED           1
LCA-VISION INC            COM PAR $.001      501803308       96      19160          DEFINED           1
LSB INDS INC              COM                502160104      149      11370          DEFINED           1
LSI CORPORATION           COM                502161102     3485     581852          DEFINED           1
LTC PPTYS INC             COM                502175102     1966      74488          DEFINED           1
L-3 COMMUNICATIONS
   HLDGS INC              COM                502424104    15271     175628          DEFINED           1
LA Z BOY INC              COM                505336107     1937     203499          DEFINED           1
LABRANCHE & CO INC        COM                505447102       99      39017          DEFINED           1
LACLEDE GROUP INC         COM                505597104     2302      68177          DEFINED           1
LADISH INC                COM NEW            505754200      215      14350          DEFINED           1
LAKELAND BANCORP INC      COM                511637100       88      14110          DEFINED           1
LAKELAND FINL CORP        COM                511656100      454      26330          DEFINED           1
LAM RESEARCH CORP         COM                512807108     3617      93556          DEFINED           1
LAMAR ADVERTISING CO      CL A               512815101      911      30100          DEFINED           1
LANCASTER COLONY CORP     COM                513847103     5365     108325          DEFINED           1
LANCE INC                 COM                514606102      537      21000          DEFINED           1
LANDEC CORP               COM                514766104      161      27470          DEFINED           1
LANDSTAR SYS INC          COM                515098101     5443     140388          DEFINED           1
LAS VEGAS SANDS CORP      COM                517834107    70781    4740881          DEFINED           1
LASALLE HOTEL PPTYS       COM SH BEN INT     517942108     2641     124400          DEFINED           1
LATTICE SEMICONDUCTOR
   CORP                   COM                518415104      256      95130          DEFINED           1
LAUDER ESTEE COS INC      CL A               518439104     8195     169886          DEFINED           1
LAWSON PRODS INC          COM                520776105      548      31378          DEFINED           1
LAYNE CHRISTENSEN CO      COM                521050104      353      12350          DEFINED           1
LEAP WIRELESS INTL INC    COM NEW            521863308      618      35240          DEFINED           1
LEGGETT & PLATT INC       COM                524660107    30666    1503254          DEFINED           1
Leggett & Platt, Inc.     COM                524660107     8808     431786 SH       DEFINED           2  431786
Leggett & Platt, Inc.     COM                524660107     1116      54724 SH       DEFINED           2   54724
LEGG MASON INC            COM                524901105     4809     159646          DEFINED           1
LENNAR CORP               CL A               526057104     2664     209083          DEFINED           1
LENNOX INTL INC           COM                526107107     1104      30340          DEFINED           1
LEUCADIA NATL CORP        COM                527288104     4333     182150          DEFINED           1
LEXICON PHARMACEUTICALS
   INC                    COM                528872104      116      76500          DEFINED           1
LEXINGTON REALTY TRUST    COM                529043101      283      46535          DEFINED           1
LEXMARK INTL NEW          CL A               529771107     1904      73341          DEFINED           1



                                    Page 19




                                                                                     
LIBERTY GLOBAL INC        COM SER A          530555101     6862     343077          DEFINED           1
LIBERTY PPTY TR           SH BEN INT         531172104    72816    2281918          DEFINED           1
LILLY ELI & CO            COM                532457108    29889     838178          DEFINED           1
LIMITED BRANDS INC        COM                532716107    18059     939576          DEFINED           1
LIN TV CORP               CL A               532774106      189      49270          DEFINED           1
LINCARE HLDGS INC         COM                532791100     7853     211968          DEFINED           1
LINCOLN ELEC HLDGS INC    COM                533900106     4597      88517          DEFINED           1
LINCOLN NATL CORP IND     COM                534187109     7230     290843          DEFINED           1
LINDSAY CORP              COM                535555106      914      25431          DEFINED           1
LINEAR TECHNOLOGY CORP    COM                535678106    59425    1961234          DEFINED           1
Linear Technology Corp.   COM                535678106      795      26020 SH       DEFINED           2   26020
LIONBRIDGE TECHNOLOGIES
   INC                    COM                536252109       87      39180          DEFINED           1
LITHIA MTRS INC           CL A               536797103      849     110196          DEFINED           1
LITTELFUSE INC            COM                537008104      577      18260          DEFINED           1
LIVE NATION INC           COM                538034109      344      40511          DEFINED           1
LIVEPERSON INC            COM                538146101      220      31710          DEFINED           1
LIZ CLAIBORNE INC         COM                539320101      274      54220          DEFINED           1
LOCKHEED MARTIN CORP      COM                539830109    31272     415569          DEFINED           1
LOEWS CORP                COM                540424108     7200     198082          DEFINED           1
LOOPNET INC               COM                543524300      183      18256          DEFINED           1
LORAL SPACE &
   COMMUNICATNS I         COM                543881106      257       8140          DEFINED           1
LORILLARD INC             COM                544147101    35465     444530          DEFINED           1
Lorillard, Inc.           COM                544147101     8803     109719 SH       DEFINED           2  109719
Lorillard, Inc.           COM                544147101      717       8935 SH       DEFINED           2    8935
LOUISIANA PAC CORP        COM                546347105      645     104359          DEFINED           1
LOWES COS INC             COM                548661107    23668    1013187          DEFINED           1
LUBRIZOL CORP             COM                549271104    10199     140064          DEFINED           1
LUFKIN INDS INC           COM                549764108      946      12918          DEFINED           1
LULULEMON ATHLETICA INC   COM                550021109      817      27180          DEFINED           1
M & F WORLDWIDE CORP      COM                552541104      207       5240          DEFINED           1
M D C HLDGS INC           COM                552676108     5089     163940          DEFINED           1
MDU RES GROUP INC         COM                552690109     2126      90100          DEFINED           1
MEMC ELECTR MATLS INC     COM                552715104     3594     264080          DEFINED           1
MGIC INVT CORP WIS        COM                552848103      505      87910          DEFINED           1
MGM MIRAGE                COM                552953101      946     103730          DEFINED           1
MPS GROUP INC             COM                553409103     2196     159945          DEFINED           1
MSC INDL DIRECT INC       CL A               553530106     1616      34437          DEFINED           1
MTS SYS CORP              COM                553777103      249       9640          DEFINED           1
MVC CAPITAL INC           COM                553829102      159      14950          DEFINED           1
MACERICH CO               COM                554382101    88768    2476778          DEFINED           1
MACK CALI RLTY CORP       COM                554489104     2884      86513          DEFINED           1
MADDEN STEVEN LTD         COM                556269108      567      13740          DEFINED           1
MAGELLAN HEALTH SVCS INC  COM NEW            559079207     3923     106110          DEFINED           1
MAGNA INTL INC            CL A               559222401     3478      70400          DEFINED           1
MAIDENFORM BRANDS INC     COM                560305104      222      13380          DEFINED           1
MAKO SURGICAL CORP        COM                560879108      130      12400          DEFINED           1
MANHATTAN ASSOCS INC      COM                562750109     2110      87824          DEFINED           1
MANITOWOC INC             COM                563571108      593      58350          DEFINED           1
MANNATECH INC             COM                563771104       35      11480          DEFINED           1
MANTECH INTL CORP         CL A               564563104      715      14810          DEFINED           1
MARATHON OIL CORP         COM                565849106    35495    1137310          DEFINED           1
MARCUS CORP               COM                566330106      164      12780          DEFINED           1



                                    Page 20




                                                                                     
MARINEMAX INC             COM                567908108      582      68200          DEFINED           1
MARINE PRODS CORP         COM                568427108       78      16050          DEFINED           1
MARKEL CORP               COM                570535104     1485       4380          DEFINED           1
MARSH & MCLENNAN COS INC  COM                571748102    12867     582753          DEFINED           1
MARSHALL & ILSLEY CORP
   NEW                    COM                571837103     2176     399265          DEFINED           1
MARRIOTT INTL INC NEW     CL A               571903202     7502     275487          DEFINED           1
MARTEK BIOSCIENCES CORP   COM                572901106     2183     121136          DEFINED           1
MARTEN TRANS LTD          COM                573075108      781      45875          DEFINED           1
MARTHA STEWART LIVING
   OMNIME                 CL A               573083102      158      32060          DEFINED           1
MARTIN MARIETTA MATLS
   INC                    COM                573284106     2061      23150          DEFINED           1
MASCO CORP                COM                574599106     5350     387944          DEFINED           1
MASIMO CORP               COM                574795100     3403     118110          DEFINED           1
MASSEY ENERGY CORP        COM                576206106     5914     140980          DEFINED           1
MASTEC INC                COM                576323109      427      34190          DEFINED           1
MATRIX SVC CO             COM                576853105     1492     140362          DEFINED           1
MATTEL INC                COM                577081102     8086     404701          DEFINED           1
MATTHEWS INTL CORP        CL A               577128101      704      20380          DEFINED           1
MATTSON TECHNOLOGY INC    COM                577223100      157      44600          DEFINED           1
MAXWELL TECHNOLOGIES INC  COM                577767106      234      14370          DEFINED           1
MAXYGEN INC               COM                577776107      118      20480          DEFINED           1
MAXIMUS INC               COM                577933104      618      13120          DEFINED           1
MCAFEE INC                COM                579064106     6890     169830          DEFINED           1
MCCLATCHY CO              CL A               579489105      137      49600          DEFINED           1
MCCORMICK & CO INC        COM NON VTG        579780206     5068     141393          DEFINED           1
MCCORMICK & SCHMICKS
   SEAFD R                COM                579793100       88      12650          DEFINED           1
MCDERMOTT INTL INC        COM                580037109    54223    2262104          DEFINED           1
MCDONALDS CORP            COM                580135101    89950    1441732          DEFINED           1
McDonald's Corp.          COM                580135101    14451     231445 SH       DEFINED           2  231445
McDonald's Corp.          COM                580135101     1756      28116 SH       DEFINED           2   28116
MCGRATH RENTCORP          COM                580589109      337      15580          DEFINED           1
MCGRAW HILL COS INC       COM                580645109    27655     825263          DEFINED           1
MCMORAN EXPLORATION CO    COM                582411104     8196    1023171          DEFINED           1
MEAD JOHNSON NUTRITION
   CO                     COM CL A           582839106    10744     246244          DEFINED           1
MEADWESTVACO CORP         COM                583334107    25277     883188          DEFINED           1
MECHEL OAO                SPONSORED ADR      583840103    24336    1308369          DEFINED           1
Mechel OAO                ADR                583840103     1140      60574 SH       DEFINED           2   60574
Mechel OAO                ADR                583840103    10859     577000 SH       DEFINED           2  577000
MEDASSETS INC             COM                584045108     4423     212630          DEFINED           1
MEDICINES CO              COM                584688105     3406     409394          DEFINED           1
MEDICIS PHARMACEUTICAL
   CORP                   CL A NEW           584690309     6277     236587          DEFINED           1
MEDTRONIC INC             COM                585055106    41805     951854          DEFINED           1
MENS WEARHOUSE INC        COM                587118100     1394      66200          DEFINED           1
MENTOR GRAPHICS CORP      COM                587200106     9957    1211286          DEFINED           1
MERCURY COMPUTER SYS      COM                589378108      280      25810          DEFINED           1
MERCURY GENL CORP NEW     COM                589400100      477      12150          DEFINED           1
MEREDITH CORP             COM                589433101     3087     100491          DEFINED           1
MERGE HEALTHCARE INC      COM                589499102       48      14400          DEFINED           1
MERIDIAN BIOSCIENCE INC   COM                589584101    13478     634561          DEFINED           1
MERIT MED SYS INC         COM                589889104     2422     126010          DEFINED           1
MET PRO CORP              COM                590876306      166      15730          DEFINED           1
METABOLIX INC             COM                591018809      145      13380          DEFINED           1
METALICO INC              COM                591176102      195      44810          DEFINED           1



                                    Page 21




                                                                                     
METHODE ELECTRS INC       COM                591520200      300      37980          DEFINED           1
METROPCS COMMUNICATIONS
   INC                    COM                591708102     2115     277570          DEFINED           1
METTLER TOLEDO
   INTERNATIONAL          COM                592688105    13840     135160          DEFINED           1
MICREL INC                COM                594793101     2405     304028          DEFINED           1
MICROS SYS INC            COM                594901100    34375    1108872          DEFINED           1
MICROSOFT CORP            COM                594918104   400807   13149852          DEFINED           1
MICROVISION INC DEL       COM                594960106      156      50590          DEFINED           1
MICROSTRATEGY INC         CL A NEW           594972408      412       4670          DEFINED           1
MICROCHIP TECHNOLOGY INC  COM                595017104     8239     283630          DEFINED           1
MICRON TECHNOLOGY INC     COM                595112103    14828    1428541          DEFINED           1
MICROSEMI CORP            COM                595137100     2042     124116          DEFINED           1
MIDAS GROUP INC           COM                595626102       87      11286          DEFINED           1
MIDDLEBY CORP             COM                596278101      858      17876          DEFINED           1
MIDDLESEX WATER CO        COM                596680108      297      17460          DEFINED           1
MILLER HERMAN INC         COM                600544100      651      40750          DEFINED           1
MILLIPORE CORP            COM                601073109    22964     317659          DEFINED           1
MINDRAY MEDICAL INTL LTD  SPON ADR           602675100     3895     115074          DEFINED           1
Mindray Medical
   International Ltd.     ADR                602675100      265       7800 SH       DEFINED           3    7800
MINE SAFETY APPLIANCES
   CO                     COM                602720104      597      22520          DEFINED           1
MINEFINDERS LTD           COM                602900102     2022     201000          DEFINED           1
MINERALS TECHNOLOGIES
   INC                    COM                603158106    13341     244923          DEFINED           1
MIPS TECHNOLOGIES INC     COM                604567107      221      56980          DEFINED           1
MISSION WEST PPTYS INC    COM                605203108      224      31730          DEFINED           1
MOBILE TELESYSTEMS OJSC   SPONSORED ADR      607409109    20016     460661          DEFINED           1
Mobile Telesystems OJSC   ADR                607409109     1163      23780 SH       DEFINED           2   23780
Mobile Telesystems OJSC   ADR                607409109    17112     350000 SH       DEFINED           2  350000
MODINE MFG CO             COM                607828100      238      20100          DEFINED           1
MOHAWK INDS INC           COM                608190104     1247      26200          DEFINED           1
MOLEX INC                 COM                608554101     2490     122045          DEFINED           1
MONOLITHIC PWR SYS INC    COM                609839105     3961     165310          DEFINED           1
MONRO MUFFLER BRAKE INC   COM                610236101     5132     176980          DEFINED           1
MONSTER WORLDWIDE INC     COM                611742107     2214     127525          DEFINED           1
MOODYS CORP               COM                615369105    10030     374272          DEFINED           1
MOOG INC                  CL A               615394202    11632     440254          DEFINED           1
MORGAN STANLEY            COM NEW            617446448    21753     735399          DEFINED           1
MORNINGSTAR INC           COM                617700109      641      13360          DEFINED           1
MOTOROLA INC              COM                620076109    12170    1570363          DEFINED           1
MOVADO GROUP INC          COM                624580106      122      12562          DEFINED           1
MUELLER INDS INC          COM                624756102     2809     113239          DEFINED           1
MUELLER WTR PRODS INC     COM SER A          624758108      555     106900          DEFINED           1
MURPHY OIL CORP           COM                626717102    21700     400523          DEFINED           1
MYERS INDS INC            COM                628464109      923     103943          DEFINED           1
MYLAN INC                 COM                628530107    18249     990170          DEFINED           1
NBT BANCORP INC           COM                628778102      454      22930          DEFINED           1
NBTY INC                  COM                628782104     1542      35440          DEFINED           1
NCI BUILDING SYS INC      COM                628852105      728     404712          DEFINED           1
NRG ENERGY INC            COM NEW            629377508     8998     381123          DEFINED           1
NYSE EURONEXT             COM                629491101    30680    1214105          DEFINED           1
NYSE Euronext             COM                629491101     8458     334308 SH       DEFINED           2  334308
NYSE Euronext             COM                629491101      951      37606 SH       DEFINED           2   37606
NABI BIOPHARMACEUTICALS   COM                629519109      176      37020          DEFINED           1
NACCO INDS INC            CL A               629579103      255       5140          DEFINED           1



                                    Page 22




                                                                                     
NAM TAI ELECTRS INC       COM PAR $0.02      629865205       98      18891          DEFINED           1
NASDAQ OMX GROUP INC      COM                631103108    10626     536131          DEFINED           1
NASH FINCH CO             COM                631158102     2167      62960          DEFINED           1
NATIONAL BANKSHARES INC
   VA                     COM                634865109      275      10020          DEFINED           1
NATIONAL CINEMEDIA INC    COM                635309107      405      27900          DEFINED           1
NATIONAL FUEL GAS CO N J  COM                636180101     1580      31600          DEFINED           1
NATIONAL INSTRS CORP      COM                636518102     1819      61776          DEFINED           1
NATIONAL OILWELL VARCO
   INC                    COM                637071101   175381    3977803          DEFINED           1
NATIONAL PENN
   BANCSHARES INC         COM                637138108      533      99070          DEFINED           1
NATIONAL PRESTO INDS INC  COM                637215104     3184      31519          DEFINED           1
NATIONAL RETAIL
   PROPERTIES I           COM                637417106     8345     403549          DEFINED           1
NATIONAL SEMICONDUCTOR
   CORP                   COM                637640103    34493    2263330          DEFINED           1
NATIONAL WESTN LIFE INS
   CO                     CL A               638522102      367       2115          DEFINED           1
NATIONWIDE HEALTH PPTYS
   INC                    COM                638620104    78056    2221289          DEFINED           1
NAVIGATORS GROUP INC      COM                638904102     6449     136882          DEFINED           1
NATUS MEDICAL INC DEL     COM                639050103      270      19130          DEFINED           1
NEENAH PAPER INC          COM                640079109      561      40267          DEFINED           1
NEKTAR THERAPEUTICS       COM                640268108     4609     508127          DEFINED           1
NEOGEN CORP               COM                640491106      354      15015          DEFINED           1
NEW JERSEY RES            COM                646025106     3839     102789          DEFINED           1
NEW YORK & CO INC         COM                649295102       85      20570          DEFINED           1
NEW YORK CMNTY BANCORP
   INC                    COM                649445103    13166     907400          DEFINED           1
NEW YORK TIMES CO         CL A               650111107     1234      99846          DEFINED           1
NEWALLIANCE BANCSHARES
   INC                    COM                650203102     7997     665883          DEFINED           1
NEWELL RUBBERMAID INC     COM                651229106     4921     327824          DEFINED           1
NEWFIELD EXPL CO          COM                651290108     8770     181830          DEFINED           1
NEWMARKET CORP            COM                651587107     3432      29980          DEFINED           1
NEWMONT MINING CORP       COM                651639106    14381     304285          DEFINED           1
NEWPARK RES INC           COM PAR $.01NEW    651718504      139      41940          DEFINED           1
NEWPORT CORP              COM                651824104     1179     146338          DEFINED           1
NICE SYS LTD              SPONSORED ADR      653656108     3160     104529          DEFINED           1
NICOR INC                 COM                654086107     2446      58106          DEFINED           1
NIKE INC                  CL B               654106103    16786     257252          DEFINED           1
NOBLE ENERGY INC          COM                655044105    14028     196970          DEFINED           1
NORDSON CORP              COM                655663102    10071     165102          DEFINED           1
NORDSTROM INC             COM                655664100    10085     268563          DEFINED           1
NORFOLK SOUTHERN CORP     COM                655844108    13003     248193          DEFINED           1
NORTH AMERN ENERGY
   PARTNERS               COM                656844107      104      14300          DEFINED           1
NORTHEAST UTILS           COM                664397106     4061     157450          DEFINED           1
NORTHERN OIL & GAS INC
   NEV                    COM                665531109      181      15320          DEFINED           1
NORTHERN TR CORP          COM                665859104    34959     672282          DEFINED           1
NORTHGATE MINERALS CORP   COM                666416102      683     223300          DEFINED           1
NORTHROP GRUMMAN CORP     COM                666807102    10062     180315          DEFINED           1
NORTHWEST NAT GAS CO      COM                667655104     1225      27260          DEFINED           1
NORTHWESTERN CORP         COM NEW            668074305      838      32190          DEFINED           1
NOVAVAX INC               COM                670002104      196      75540          DEFINED           1
NOVELL INC                COM                670006105     1450     349440          DEFINED           1
NOVELLUS SYS INC          COM                670008101     2319      99529          DEFINED           1
NUCOR CORP                COM                670346105    15632     335101          DEFINED           1
NUVASIVE INC              COM                670704105      816      26180          DEFINED           1
O CHARLEYS INC            COM                670823103      103      19050          DEFINED           1
OGE ENERGY CORP           COM                670837103     1656      44900          DEFINED           1



                                    Page 23




                                                                                     
OM GROUP INC              COM                670872100     1979      63100          DEFINED           1
OSI PHARMACEUTICALS INC   COM                671040103     4403     141896          DEFINED           1
OSI SYSTEMS INC           COM                671044105      276      10160          DEFINED           1
OCCIDENTAL PETE CORP DEL  COM                674599105   107418    1322554          DEFINED           1
OCEANEERING INTL INC      COM                675232102     9202     157358          DEFINED           1
OCEANFIRST FINL CORP      COM                675234108      191      17270          DEFINED           1
OCWEN FINL CORP           COM NEW            675746309      917      95890          DEFINED           1
ODYSSEY MARINE
   EXPLORATION I          COM                676118102       28      19800          DEFINED           1
OFFICE DEPOT INC          COM                676220106     1655     256534          DEFINED           1
OIL SVC HOLDRS TR         DEPOSTRY RCPT      678002106    12979     109177          DEFINED           1
OIL STS INTL INC          COM                678026105     4843     126741          DEFINED           1
OILSANDS QUEST INC        COM                678046103      173     152820          DEFINED           1
OLD DOMINION FGHT LINES
   INC                    COM                679580100      706      23010          DEFINED           1
OLD NATL BANCORP IND      COM                680033107    11700     948884          DEFINED           1
OLD REP INTL CORP         COM                680223104     1141     113600          DEFINED           1
OLIN CORP                 COM PAR $1         680665205     7482     427530          DEFINED           1
OMNICARE INC              COM                681904108     6992     289159          DEFINED           1
OMNICOM GROUP INC         COM                681919106    23702     605888          DEFINED           1
OMEGA HEALTHCARE INVS
   INC                    COM                681936100    27017    1530691          DEFINED           1
OMNIVISION TECHNOLOGIES
   INC                    COM                682128103      554      38228          DEFINED           1
OMNOVA SOLUTIONS INC      COM                682129101       89      14520          DEFINED           1
ON ASSIGNMENT INC         COM                682159108     1263     194320          DEFINED           1
ON SEMICONDUCTOR CORP     COM                682189105    20332    2307873          DEFINED           1
ONEOK INC NEW             COM                682680103     7457     167452          DEFINED           1
ONYX PHARMACEUTICALS INC  COM                683399109    13514     464878          DEFINED           1
OPENWAVE SYS INC          COM NEW            683718308       98      43640          DEFINED           1
OPPENHEIMER HLDGS INC     CL A NON VTG       683797104      337      10360          DEFINED           1
OPTIONSXPRESS HLDGS INC   COM                684010101     4544     312980          DEFINED           1
ORBITAL SCIENCES CORP     COM                685564106     7210     476223          DEFINED           1
O REILLY AUTOMOTIVE INC   COM                686091109     5628     147640          DEFINED           1
OREXIGEN THERAPEUTICS
   INC                    COM                686164104      171      23050          DEFINED           1
ORITANI FINL CORP         COM                686323106      650      51000          DEFINED           1
ORMAT TECHNOLOGIES INC    COM                686688102     1388      36720          DEFINED           1
OSHKOSH CORP              COM                688239201    11005     297178          DEFINED           1
OTTER TAIL CORP           COM                689648103      560      22600          DEFINED           1
OVERSEAS SHIPHOLDING
   GROUP I                COM                690368105     5683     129396          DEFINED           1
OVERSTOCK COM INC DEL     COM                690370101      134      10260          DEFINED           1
OWENS & MINOR INC NEW     COM                690732102    16082     392235          DEFINED           1
OWENS CORNING NEW         COM                690742101     1154      45000          DEFINED           1
OWENS ILL INC             COM NEW            690768403     9479     288366          DEFINED           1
OXFORD INDS INC           COM                691497309      352      17012          DEFINED           1
PHH CORP                  COM NEW            693320202      484      31470          DEFINED           1
PICO HLDGS INC            COM NEW            693366205      480      14660          DEFINED           1
PLX TECHNOLOGY INC        COM                693417107       85      27640          DEFINED           1
PMA CAP CORP              CL A               693419202      268      45496          DEFINED           1
PNC FINL SVCS GROUP INC   COM                693475105    39823     754358          DEFINED           1
PPG INDS INC              COM                693506107    12824     219253          DEFINED           1
PACCAR INC                COM                693718108     8207     226470          DEFINED           1
PACIFIC SUNWEAR CALIF
   INC                    COM                694873100      190      57891          DEFINED           1
PACKAGING CORP AMER       COM                695156109    45442    2390408          DEFINED           1
PACTIV CORP               COM                695257105    17061     709101          DEFINED           1
PACWEST BANCORP DEL       COM                695263103      349      17340          DEFINED           1



                                    Page 24




                                                                                     
PAETEC HOLDING CORP       COM                695459107      307      88590          DEFINED           1
PALL CORP                 COM                696429307     4513     128123          DEFINED           1
PALM INC NEW              COM                696643105     1120     112043          DEFINED           1
PALOMAR MED
   TECHNOLOGIES INC       COM NEW            697529303      153      15160          DEFINED           1
PANTRY INC                COM                698657103      209      15710          DEFINED           1
PAPA JOHNS INTL INC       COM                698813102     9052     387991          DEFINED           1
PARAMETRIC TECHNOLOGY
   CORP                   COM NEW            699173209     1354      82850          DEFINED           1
PAREXEL INTL CORP         COM                699462107      459      35560          DEFINED           1
PARK ELECTROCHEMICAL
   CORP                   COM                700416209     1980      77980          DEFINED           1
PARK NATL CORP            COM                700658107      510       8660          DEFINED           1
PARKER DRILLING CO        COM                701081101      556     112850          DEFINED           1
PARKER HANNIFIN CORP      COM                701094104     7799     144828          DEFINED           1
PATTERSON COMPANIES INC   COM                703395103     2919     105405          DEFINED           1
PATTERSON UTI ENERGY INC  COM                703481101    41625    2823977          DEFINED           1
PAYCHEX INC               COM                704326107    11003     359108          DEFINED           1
PEABODY ENERGY CORP       COM                704549104    93143    2064349          DEFINED           1
PEETS COFFEE & TEA INC    COM                705560100      760      22840          DEFINED           1
PEGASYSTEMS INC           COM                705573103     8033     236260          DEFINED           1
PENGROWTH ENERGY TR       TR UNIT NEW        706902509      233      24193          DEFINED           1
PENN NATL GAMING INC      COM                707569109      808      29800          DEFINED           1
PENN VA CORP              COM                707882106      932      43780          DEFINED           1
PENN WEST ENERGY TR       TR UNIT            707885109      739      40811          DEFINED           1
PENNANTPARK INVT CORP     COM                708062104      312      35030          DEFINED           1
PENNEY J C INC            COM                708160106     6594     248075          DEFINED           1
PENNSYLVANIA RL ESTATE
   INVT                   SH BEN INT         709102107      667      85780          DEFINED           1
PENSON WORLDWIDE INC      COM                709600100      330      36490          DEFINED           1
PENTAIR INC               COM                709631105     9846     305030          DEFINED           1
PEOPLES BANCORP INC       COM                709789101      171      18020          DEFINED           1
PEOPLES UNITED
   FINANCIAL INC          COM                712704105     5208     311850          DEFINED           1
PEP BOYS MANNY MOE &
   JACK                   COM                713278109      399      47150          DEFINED           1
PEPCO HOLDINGS INC        COM                713291102     3444     204380          DEFINED           1
PEPSI BOTTLING GROUP INC  COM                713409100     9893     263818          DEFINED           1
PEPSICO INC               COM                713448108   164471    2706904          DEFINED           1
PERICOM SEMICONDUCTOR
   CORP                   COM                713831105      114      10290          DEFINED           1
PERKINELMER INC           COM                714046109    31932    1581551          DEFINED           1
PERMA-FIX ENVIRONMENTAL
   SVCS                   COM                714157104       58      26980          DEFINED           1
PERRIGO CO                COM                714290103     8787     226358          DEFINED           1
PETMED EXPRESS INC        COM                716382106      719      42000          DEFINED           1
PETROHAWK ENERGY CORP     COM                716495106     4460     185890          DEFINED           1
PETROLEUM DEV CORP        COM                716578109      705      38731          DEFINED           1
PETROQUEST ENERGY INC     COM                716748108      286      49210          DEFINED           1
PETSMART INC              COM                716768106     9080     340198          DEFINED           1
PFIZER INC                COM                717081103   355490   19543134          DEFINED           1
Pfizer, Inc.              COM                717081103    17062     937981 SH       DEFINED           2  937981
Pfizer, Inc.              COM                717081103     2211     121561 SH       DEFINED           2  121561
PHARMACEUTICAL PROD DEV
   INC                    COM                717124101     4122     182734          DEFINED           1
PHILIP MORRIS INTL INC    COM                718172109   162376    3374404          DEFINED           1
Philip Morris

   International, Inc.    COM                718172109    11075     229825 SH       DEFINED           2  229825
Philip Morris
   International, Inc.    COM                718172109     1343      27868 SH       DEFINED           2   27868
PHILLIPS VAN HEUSEN CORP  COM                718592108     7437     183444          DEFINED           1
PHOENIX TECHNOLOGY LTD    COM                719153108       39      14040          DEFINED           1
PHOTRONICS INC            COM                719405102      153      34450          DEFINED           1



                                    Page 25




                                                                                     
PIEDMONT NAT GAS INC      COM                720186105     2388      89263          DEFINED           1
PIER 1 IMPORTS INC        COM                720279108      326      64310          DEFINED           1
PIKE ELEC CORP            COM                721283109      327      35539          DEFINED           1
PINNACLE ENTMT INC        COM                723456109      374      35640          DEFINED           1
PINNACLE WEST CAP CORP    COM                723484101     4107     112287          DEFINED           1
PIONEER DRILLING CO       COM                723655106      223      31400          DEFINED           1
PIONEER NAT RES CO        COM                723787107     7247     150450          DEFINED           1
PIPER JAFFRAY COS         COM                724078100      627      13438          DEFINED           1
PITNEY BOWES INC          COM                724479100    55977    2459452          DEFINED           1
Pitney Bowes, Inc.        COM                724479100    11144     489615 SH       DEFINED           2  489615
Pitney Bowes, Inc.        COM                724479100     1750      76888 SH       DEFINED           2   76888
PLAINS EXPL& PRODTN CO    COM                726505100     1995      72130          DEFINED           1
PLANTRONICS INC NEW       COM                727493108     2619     100946          DEFINED           1
PLAYBOY ENTERPRISES INC   CL B               728117300      105      33240          DEFINED           1
PLEXUS CORP               COM                729132100     2456      86488          DEFINED           1
PLUM CREEK TIMBER CO INC  COM                729251108     8503     225487          DEFINED           1
POLARIS INDS INC          COM                731068102     5063     118991          DEFINED           1
PONIARD PHARMACEUTICALS
   INC                    COM NEW            732449301       29      16050          DEFINED           1
POPULAR INC               COM                733174106      651     289500          DEFINED           1
PORTLAND GEN ELEC CO      COM NEW            736508847    12307     603262          DEFINED           1
POST PPTYS INC            COM                737464107      581      30920          DEFINED           1
POTLATCH CORP NEW         COM                737630103     2804      90691          DEFINED           1
POWER INTEGRATIONS INC    COM                739276103     5410     150265          DEFINED           1
POWER-ONE INC             COM                739308104      222      53720          DEFINED           1
POWERWAVE TECHNOLOGIES
   INC                    COM                739363109      189     151380          DEFINED           1
PRE PAID LEGAL SVCS INC   COM                740065107     1612      39558          DEFINED           1
PRECISION CASTPARTS CORP  COM                740189105    16936     153474          DEFINED           1
PREMIERE GLOBAL SVCS INC  COM                740585104      381      46870          DEFINED           1
PRESIDENTIAL LIFE CORP    COM                740884101      148      16230          DEFINED           1
PRICELINE COM INC         COM NEW            741503403    40889     187315          DEFINED           1
PRICESMART INC            COM                741511109      223      11060          DEFINED           1
PROCTER & GAMBLE CO       COM                742718109   359979    5944167          DEFINED           1
Procter & Gamble Co.      COM                742718109     1435      23670 SH       DEFINED           2   23670
PRIVATEBANCORP INC        COM                742962103      320      31520          DEFINED           1
PROGENICS

   PHARMACEUTICALS IN     COM                743187106      110      27610          DEFINED           1
PROGRESS ENERGY INC       COM                743263105    13538     330126          DEFINED           1
PROGRESS SOFTWARE CORP    COM                743312100     7300     249907          DEFINED           1
PROGRESSIVE CORP OHIO     COM                743315103    11228     624446          DEFINED           1
PROLOGIS                  SH BEN INT         743410102    89823    6566033          DEFINED           1
PROSPERITY BANCSHARES
   INC                    COM                743606105    11330     292764          DEFINED           1
PROTECTIVE LIFE CORP      COM                743674103     5183     313381          DEFINED           1
PROVIDENCE SVC CORP       COM                743815102      262      16630          DEFINED           1
PROVIDENT NEW YORK
   BANCORP                COM                744028101       94      11120          DEFINED           1
PRUDENTIAL FINL INC       COM                744320102    15639     314292          DEFINED           1
PUBLIC SVC ENTERPRISE
   GROUP                  COM                744573106    11231     337974          DEFINED           1
PULTE HOMES INC           COM                745867101     3051     305062          DEFINED           1
QLOGIC CORP               COM                747277101    28692    1520500          DEFINED           1
QUAKER CHEM CORP          COM                747316107     1030      49912          DEFINED           1
QUALCOMM INC              COM                747525103   173301    3746244          DEFINED           1
QUALITY SYS INC           COM                747582104     3073      48940          DEFINED           1
QUANEX BUILDING
   PRODUCTS COR           COM                747619104     1299      76713          DEFINED           1
QUANTUM CORP              COM DSSG           747906204      478     168330          DEFINED           1



                                    Page 26




                                                                                     
QUESTAR CORP              COM                748356102     7280     175410          DEFINED           1
QWEST COMMUNICATIONS
   INTL IN                COM                749121109    11925    2839235          DEFINED           1
RAIT FINANCIAL TRUST      COM                749227104       28      21350          DEFINED           1
RCN CORP                  COM NEW            749361200      294      27560          DEFINED           1
RC2 CORP                  COM                749388104      211      14560          DEFINED           1
RLI CORP                  COM                749607107      620      12262          DEFINED           1
RPC INC                   COM                749660106      220      21190          DEFINED           1
RPM INTL INC              COM                749685103    11858     583299          DEFINED           1
RF MICRODEVICES INC       COM                749941100     2290     485120          DEFINED           1
RACKSPACE HOSTING INC     COM                750086100      853      40910          DEFINED           1
RADIAN GROUP INC          COM                750236101      436      59800          DEFINED           1
RADIOSHACK CORP           COM                750438103     2986     153104          DEFINED           1
RADISYS CORP              COM                750459109      710      70630          DEFINED           1
RADNET INC                COM                750491102       32      15790          DEFINED           1
RAILAMERICA INC           COM                750753402      131      10900          DEFINED           1
RAMBUS INC DEL            COM                750917106     1568      65010          DEFINED           1
RALCORP HLDGS INC NEW     COM                751028101     9348     156550          DEFINED           1
RAMCO-GERSHENSON PPTYS
   TR                     COM SH BEN INT     751452202      249      26190          DEFINED           1
RASER TECHNOLOGIES INC    COM                754055101       48      39110          DEFINED           1
RAVEN INDS INC            COM                754212108      347      10940          DEFINED           1
RAYMOND JAMES FINANCIAL
   INC                    COM                754730109     6986     293898          DEFINED           1
RAYONIER INC              COM                754907103    21704     515787          DEFINED           1
Rayonier, Inc.            REIT               754907103     7588     179990 SH       DEFINED           2  179990
Rayonier, Inc.            REIT               754907103      740      17561 SH       DEFINED           2   17561
RAYTHEON CO               COM NEW            755111507    41644     808315          DEFINED           1
REALTY INCOME CORP        COM                756109104     4613     178040          DEFINED           1
RED HAT INC               COM                756577102     6097     204795          DEFINED           1
REDWOOD TR INC            COM                758075402     7599     525865          DEFINED           1
REGAL BELOIT CORP         COM                758750103    10797     207876          DEFINED           1
REGAL ENTMT GROUP         CL A               758766109    42652    3068485          DEFINED           1
REGENCY CTRS CORP         COM                758849103    39519    1129114          DEFINED           1
REGIS CORP MINN           COM                758932107     3070     197166          DEFINED           1
REHABCARE GROUP INC       COM                759148109     2319      76240          DEFINED           1
REINSURANCE GROUP AMER
   INC                    COM NEW            759351604    50827    1072980          DEFINED           1
RELIANCE STEEL &
   ALUMINUM CO            COM                759509102     7218     167000          DEFINED           1
REPLIGEN CORP             COM                759916109      140      37200          DEFINED           1
RENTRAK CORP              COM                760174102      245      14000          DEFINED           1
REPUBLIC AWYS HLDGS INC   COM                760276105      207      28300          DEFINED           1
REPUBLIC BANCORP KY       CL A               760281204      661      34867          DEFINED           1
REPUBLIC SVCS INC         COM                760759100     8756     309624          DEFINED           1
RES-CARE INC              COM                760943100      361      33082          DEFINED           1
RESEARCH IN MOTION LTD    COM                760975102   130409    1931988          DEFINED           1
RESMED INC                COM                761152107     3224      62948          DEFINED           1
REVLON INC                CL A NEW           761525609      264      15540          DEFINED           1
REX ENERGY CORPORATION    COM                761565100      258      22530          DEFINED           1
REX STORES CORP           COM                761624105      149      11030          DEFINED           1
REYNOLDS AMERICAN INC     COM                761713106    64422    1216192          DEFINED           1
Reynolds American, Inc.   COM                761713106    11397     215152 SH       DEFINED           2  215152
Reynolds American, Inc.   COM                761713106     1567      29586 SH       DEFINED           2   29586
RIGEL PHARMACEUTICALS
   INC                    COM NEW            766559603     1108     116660          DEFINED           1
RIO TINTO PLC             SPONSORED ADR      767204100    20708      99325          DEFINED           1
RISKMETRICS GROUP INC     COM                767735103      264      16990          DEFINED           1



                                    Page 27




                                                                                     
RITE AID CORP             COM                767754104      389     259350          DEFINED           1
RIVERBED TECHNOLOGY INC   COM                768573107      929      42230          DEFINED           1
ROBBINS & MYERS INC       COM                770196103      456      19430          DEFINED           1
ROBERT HALF INTL INC      COM                770323103     4494     168134          DEFINED           1
ROCHESTER MED CORP        COM                771497104      144      12950          DEFINED           1
ROCK-TENN CO              CL A               772739207     4623      91745          DEFINED           1
ROCKWELL AUTOMATION INC   COM                773903109     6122     130692          DEFINED           1
ROCKWELL COLLINS INC      COM                774341101     9527     172273          DEFINED           1
ROCKWELL MEDICAL TECH     COM                774374102      127      19330          DEFINED           1
ROCKWOOD HLDGS INC        COM                774415103      698      29770          DEFINED           1
ROFIN SINAR
   TECHNOLOGIES INC       COM                775043102      477      20570          DEFINED           1
ROGERS CORP               COM                775133101      327      11257          DEFINED           1
ROLLINS INC               COM                775711104      487      25760          DEFINED           1
ROPER INDS INC NEW        COM                776696106    42665     814693          DEFINED           1
ROSETTA RESOURCES INC     COM                777779307      843      42340          DEFINED           1
ROSETTA STONE INC         COM                777780107      243      14334          DEFINED           1
ROSS STORES INC           COM                778296103    28749     673443          DEFINED           1
ROVI CORP                 COM                779376102     1951      62940          DEFINED           1
ROWAN COS INC             COM                779382100    12678     559986          DEFINED           1
ROYAL DUTCH SHELL PLC     SPONS ADR A        780259206    67651    1125455          DEFINED           1
ROYAL GOLD INC            COM                780287108     1110      23580          DEFINED           1
RUBY TUESDAY INC          COM                781182100     1331     185380          DEFINED           1
RUDDICK CORP              COM                781258108      976      37942          DEFINED           1
RUDOLPH TECHNOLOGIES INC  COM                781270103      214      32330          DEFINED           1
RUE21 INC                 COM                781295100      429      15600          DEFINED           1
RUSH ENTERPRISES INC      CL A               781846209      235      21160          DEFINED           1
RUTHS HOSPITALITY GROUP
   INC                    COM                783332109      116      55900          DEFINED           1
RYDER SYS INC             COM                783549108     5310     129192          DEFINED           1
RYLAND GROUP INC          COM                783764103     6521     331019          DEFINED           1
S & T BANCORP INC         COM                783859101      766      45760          DEFINED           1
SEI INVESTMENTS CO        COM                784117103     1337      76550          DEFINED           1
SJW CORP                  COM                784305104      202       9430          DEFINED           1
SPX CORP                  COM                784635104     7885     144146          DEFINED           1
STEC INC                  COM                784774101      371      22810          DEFINED           1
SABA SOFTWARE INC         COM NEW            784932600       44      10600          DEFINED           1
S Y BANCORP INC           COM                785060104      269      12640          DEFINED           1
SAFEWAY INC               COM NEW            786514208     8299     389827          DEFINED           1
ST JOE CO                 COM                790148100     1695      58760          DEFINED           1
ST JUDE MED INC           COM                790849103    20137     548397          DEFINED           1
ST MARY LD & EXPL CO      COM                792228108     2243      65510          DEFINED           1
SALIX PHARMACEUTICALS
   INC                    COM                795435106     1120      46120          DEFINED           1
SANDERSON FARMS INC       COM                800013104     2286      54217          DEFINED           1
SANDY SPRING BANCORP INC  COM                800363103      139      16740          DEFINED           1
SANGAMO BIOSCIENCES INC   COM                800677106      370      67021          DEFINED           1
SANTANDER BANCORP         COM                802809103      666      58800          DEFINED           1
SANTARUS INC              COM                802817304      129      33100          DEFINED           1
SAPIENT CORP              COM                803062108      492      61300          DEFINED           1
SARA LEE CORP             COM                803111103    45716    3759517          DEFINED           1
Sara Lee Corp.            COM                803111103    11375     933920 SH       DEFINED           2  933920
Sara Lee Corp.            COM                803111103     1568     128764 SH       DEFINED           2  128764
SATCON TECHNOLOGY CORP    COM                803893106       88      35930          DEFINED           1
SAUER-DANFOSS INC         COM                804137107      159      13300          DEFINED           1



                                    Page 28




                                                                                     
SAVVIS INC                COM NEW            805423308      340      24250          DEFINED           1
SCANSOURCE INC            COM                806037107     2504     100906          DEFINED           1
SCHAWK INC                CL A               806373106      178      13540          DEFINED           1
SCHEIN HENRY INC          COM                806407102     9532     181216          DEFINED           1
SCHIFF NUTRITION INTL
   INC                    COM                806693107      178      28650          DEFINED           1
SCHLUMBERGER LTD          COM                806857108   169760    2617334          DEFINED           1
SCHNITZER STL INDS        CL A               806882106      643      13470          DEFINED           1
SCHOLASTIC CORP           COM                807066105     2963     106140          DEFINED           1
SCHOOL SPECIALTY INC      COM                807863105      263      11260          DEFINED           1
SCHULMAN A INC            COM                808194104     2096     105146          DEFINED           1
SCHWAB CHARLES CORP NEW   COM                808513105    11386     604973          DEFINED           1
SCHWEITZER-MAUDUIT INTL
   INC                    COM                808541106     2339      33290          DEFINED           1
SCOTTS MIRACLE GRO CO     CL A               810186106     3193      81230          DEFINED           1
SCRIPPS NETWORKS
   INTERACT IN            CL A COM           811065101     3669      89490          DEFINED           1
SEABRIGHT INSURANCE
   HLDGS IN               COM                811656107      268      24040          DEFINED           1
SEACHANGE INTL INC        COM                811699107      137      21000          DEFINED           1
SEACOR HOLDINGS INC       COM                811904101     1427      18712          DEFINED           1
SEALY CORP                COM                812139301       52      20140          DEFINED           1
SEARS HLDGS CORP          COM                812350106     3725      44637          DEFINED           1
SEATTLE GENETICS INC      COM                812578102      511      50370          DEFINED           1
SELECTIVE INS GROUP INC   COM                816300107      656      39890          DEFINED           1
SEMTECH CORP              COM                816850101     9885     605335          DEFINED           1
SEMPRA ENERGY             COM                816851109    16596     296464          DEFINED           1
SENECA FOODS CORP NEW     CL A               817070501      288      12530          DEFINED           1
SEQUENOM INC              COM NEW            817337405      169      40950          DEFINED           1
SERVICE CORP INTL         COM                817565104     7250     897150          DEFINED           1
SHAW GROUP INC            COM                820280105     7822     272084          DEFINED           1
SHENGDA TECH INC          COM                823213103      143      23440          DEFINED           1
SHERWIN WILLIAMS CO       COM                824348106     9460     153478          DEFINED           1
SHORETEL INC              COM                825211105      173      30360          DEFINED           1
SHUFFLE MASTER INC        COM                825549108      288      35480          DEFINED           1
SIGMA ALDRICH CORP        COM                826552101     7615     150702          DEFINED           1
SIGMA DESIGNS INC         COM                826565103     1276     120400          DEFINED           1
SIGA TECHNOLOGIES INC     COM                826917106      119      20620          DEFINED           1
SILICON LABORATORIES INC  COM                826919102     1350      28428          DEFINED           1
SILGAN HOLDINGS INC       COM                827048109    61493    1065928          DEFINED           1
SILICONWARE PRECISION
   INDS L                 SPONSD ADR SPL     827084864      909     133926          DEFINED           1
SILVER WHEATON CORP       COM                828336107      593      39792          DEFINED           1
SIMMONS 1ST NATL CORP     CL A $1 PAR        828730200     1446      54567          DEFINED           1
SIMON PPTY GROUP INC NEW  COM                828806109   298468    3741610          DEFINED           1
SIMPSON MANUFACTURING
   CO INC                 COM                829073105     3318     123500          DEFINED           1
SINCLAIR BROADCAST
   GROUP INC              CL A               829226109      281      78350          DEFINED           1
SKECHERS U S A INC        CL A               830566105      752      25580          DEFINED           1
SKYWEST INC               COM                830879102     3017     178644          DEFINED           1
SMITH & WESSON HLDG CORP  COM                831756101      154      38420          DEFINED           1
SMITH A O                 COM                831865209     2555      58930          DEFINED           1
SMITH INTL INC            COM                832110100    27725    1022315          DEFINED           1
SMITH MICRO SOFTWARE INC  COM                832154108      970     106163          DEFINED           1
SMITHFIELD FOODS INC      COM                832248108      973      64049          DEFINED           1
SMITHTOWN BANCORP INC     COM                832449102       97      18750          DEFINED           1
SMUCKER J M CO            COM NEW            832696405    16832     272590          DEFINED           1
SNAP ON INC               COM                833034101    34627     819374          DEFINED           1



                                    Page 29




                                                                                     
Snap-On, Inc.             COM                833034101     9167     216926 SH       DEFINED           2  216926
Snap-On, Inc.             COM                833034101     1660      39279 SH       DEFINED           2   39279
SOLUTIA INC               COM NEW            834376501      961      75760          DEFINED           1
SONIC CORP                COM                835451105      386      38380          DEFINED           1
SONICWALL INC             COM                835470105      274      36040          DEFINED           1
SONOCO PRODS CO           COM                835495102     8353     285761          DEFINED           1
SONY CORP                 ADR NEW            835699307      318      11130          DEFINED           1
SOTHEBYS                  COM                835898107     1062      47232          DEFINED           1
SONUS NETWORKS INC        COM                835916107      250     118820          DEFINED           1
SOUTH FINL GROUP INC      COM                837841105       53      81920          DEFINED           1
SOUTH JERSEY INDS INC     COM                838518108      811      21890          DEFINED           1
SOUTHERN CO               COM                842587107    49452    1485936          DEFINED           1
Southern Co.              COM                842587107    11220     336725 SH       DEFINED           2  336725
Southern Co.              COM                842587107     1899      56999 SH       DEFINED           2   56999
SOUTHERN UN CO NEW        COM                844030106     8768     386778          DEFINED           1
SOUTHWEST AIRLS CO        COM                844741108     8270     723575          DEFINED           1
SOUTHWEST BANCORP INC
   OKLA                   COM                844767103      167      27180          DEFINED           1
SOUTHWEST GAS CORP        COM                844895102     2707      94885          DEFINED           1
SOUTHWEST WTR CO          COM                845331107      131      22370          DEFINED           1
SOUTHWESTERN ENERGY CO    COM                845467109    24510     508516          DEFINED           1
SPARTAN MTRS INC          COM                846819100      884     157073          DEFINED           1
SPARTAN STORES INC        COM                846822104     5346     375948          DEFINED           1
SPARTECH CORP             COM NEW            847220209      219      21350          DEFINED           1
SPECTRA ENERGY CORP       COM                847560109    36704    1813454          DEFINED           1
Spectra Energy Corp.      COM                847560109     8560     417358 SH       DEFINED           2  417358
Spectra Energy Corp.      COM                847560109     1087      52982 SH       DEFINED           2   52982
SPHERION CORP             COM                848420105      220      39295          DEFINED           1
SPIRIT AEROSYSTEMS
   HLDGS INC              COM CL A           848574109     1061      53450          DEFINED           1
SPRINT NEXTEL CORP        COM SER 1          852061100     8122    2219196          DEFINED           1
STAMPS COM INC            COM NEW            852857200      763      84806          DEFINED           1
STANCORP FINL GROUP INC   COM                852891100     7023     175520          DEFINED           1
STANDARD MICROSYSTEMS
   CORP                   COM                853626109      242      12630          DEFINED           1
STANDARD MTR PRODS INC    COM                853666105      725      85404          DEFINED           1
STANDARD REGISTER CO      COM                853887107      195      38590          DEFINED           1
STANDEX INTL CORP         COM                854231107      725      36080          DEFINED           1
STANLEY INC               COM                854532108      704      26120          DEFINED           1
STANLEY WKS               COM                854616109     5253     102114          DEFINED           1
STAPLES INC               COM                855030102    90493    3681563          DEFINED           1
STARBUCKS CORP            COM                855244109    12651     548625          DEFINED           1
STATE AUTO FINL CORP      COM                855707105      179      10080          DEFINED           1
STATE STR CORP            COM                857477103    28017     644066          DEFINED           1
STEEL DYNAMICS INC        COM                858119100     4190     238862          DEFINED           1
STEELCASE INC             CL A               858155203      159      26400          DEFINED           1
STEIN MART INC            COM                858375108      689      64718          DEFINED           1
STEPAN CO                 COM                858586100     2680      41354          DEFINED           1
STERLING BANCSHARES INC   COM                858907108      459      89410          DEFINED           1
STERICYCLE INC            COM                858912108    22279     403824          DEFINED           1
STERIS CORP               COM                859152100    13156     472554          DEFINED           1
STERLING BANCORP          COM                859158107      376      57950          DEFINED           1
STERLING FINL CORP WASH   COM                859319105       18      30810          DEFINED           1
STERLITE INDS INDIA LTD   ADS                859737207     7000     405783          DEFINED           1
STEWART ENTERPRISES INC   CL A               860370105      242      47050          DEFINED           1



                                    Page 30




                                                                                     
STEWART INFORMATION
   SVCS COR               COM                860372101      157      14882          DEFINED           1
STIFEL FINL CORP          COM                860630102    16861     292478          DEFINED           1
STONE ENERGY CORP         COM                861642106     2268     125638          DEFINED           1
STRATASYS INC             COM                862685104      205      12920          DEFINED           1
STRAYER ED INC            COM                863236105     1753       8980          DEFINED           1
STRYKER CORP              COM                863667101     9570     189998          DEFINED           1
STURM RUGER & CO INC      COM                864159108      802      79440          DEFINED           1
SUCCESSFACTORS INC        COM                864596101      357      21960          DEFINED           1
SUFFOLK BANCORP           COM                864739107      327      11330          DEFINED           1
SUCAMPO PHARMACEUTICALS
   INC                    CL A               864909106       64      17472          DEFINED           1
SULPHCO INC               COM                865378103       20      30840          DEFINED           1
SUN COMMUNITIES INC       COM                866674104      374      19590          DEFINED           1
SUN MICROSYSTEMS INC      COM NEW            866810203     8221     878287          DEFINED           1
SUN HEALTHCARE GROUP INC  COM NEW            866933401      247      27800          DEFINED           1
SUNCOR ENERGY INC NEW     COM                867224107    42389    1261565          DEFINED           1
SUNPOWER CORP             COM CL A           867652109     3891     164445          DEFINED           1
SUNSTONE HOTEL INVS INC
   NEW                    COM                867892101      354      43831          DEFINED           1
SUNTRUST BKS INC          COM                867914103     9139     451976          DEFINED           1
SUPERGEN INC              COM                868059106      165      63030          DEFINED           1
SUPERIOR ENERGY SVCS INC  COM                868157108     1734      71402          DEFINED           1
SUPERIOR INDS INTL INC    COM                868168105     1784     116753          DEFINED           1
SUPERTEX INC              COM                868532102      267       9120          DEFINED           1
SUPERVALU INC             COM                868536103     4838     380982          DEFINED           1
SUREWEST COMMUNICATIONS   COM                868733106      125      14390          DEFINED           1
SURMODICS INC             COM                868873100      227      10070          DEFINED           1
SUSQUEHANNA BANCSHARES
   INC P                  COM                869099101      336      60120          DEFINED           1
SWIFT ENERGY CO           COM                870738101      519      23320          DEFINED           1
SWITCH & DATA
   FACILITIES COM         COM                871043105      271      13450          DEFINED           1
SYBASE INC                COM                871130100    27710     640098          DEFINED           1
SYKES ENTERPRISES INC     COM                871237103     4184     164350          DEFINED           1
SYMANTEC CORP             COM                871503108     9205     514541          DEFINED           1
SYMMETRICOM INC           COM                871543104      580     118465          DEFINED           1
SYMMETRY MED INC          COM                871546206     1246     166865          DEFINED           1
SYNOPSYS INC              COM                871607107     5712     256385          DEFINED           1
SYNTROLEUM CORP           COM                871630109      113      42820          DEFINED           1
SYSCO CORP                COM                871829107    10441     374092          DEFINED           1
TCF FINL CORP             COM                872275102      943      73400          DEFINED           1
TECO ENERGY INC           COM                872375100     3214     198181          DEFINED           1
THQ INC                   COM NEW            872443403     3964     804047          DEFINED           1
TJX COS INC NEW           COM                872540109    53670    1468814          DEFINED           1
TNS INC                   COM                872960109      482      19070          DEFINED           1
TAIWAN SEMICONDUCTOR
   MFG LTD                SPONSORED ADR      874039100    90389    7914972          DEFINED           1
Taiwan Semiconductor
   Manufacturing Co.,
   Ltd.                   ADR                874039100    12154    1062410 SH       DEFINED           2 1062410
Taiwan Semiconductor
   Manufacturing Co.,
   Ltd.                   ADR                874039100     1679     146738 SH       DEFINED           2  146738
TAKE-TWO INTERACTIVE
   SOFTWAR                COM                874054109     7468     743856          DEFINED           1
TAL INTL GROUP INC        COM                874083108      147      11380          DEFINED           1
TALBOTS INC               COM                874161102      240      29710          DEFINED           1
TALECRIS BIOTHERAPEUTICS  HLD COM            874227101      600      31500          DEFINED           1
TANGER FACTORY OUTLET
   CTRS I                 COM                875465106    37941     985469          DEFINED           1
TATA MTRS LTD             SPONSORED ADR      876568502     1537      91421          DEFINED           1
TAUBMAN CTRS INC          COM                876664103    28849     804714          DEFINED           1
TEAM INC                  COM                878155100      229      12200          DEFINED           1



                                    Page 31




                                                                                     
TECH DATA CORP            COM                878237106     7868     172889          DEFINED           1
TECHNE CORP               COM                878377100     1681      24650          DEFINED           1
TECHNITROL INC            COM                878555101      638     145604          DEFINED           1
TECK RESOURCES LTD        CL B               878742204    14402     412542          DEFINED           1
TECUMSEH PRODS CO         CL A               878895200      199      17080          DEFINED           1
TEJON RANCH CO DEL        COM                879080109      212       8290          DEFINED           1
TEKELEC                   COM                879101103     4132     278229          DEFINED           1
TELE NORTE LESTE PART S
   A                      SPON ADR PFD       879246106     7736     371569          DEFINED           1
Tele Norte Leste

   Participacoes SA       ADR                879246106      784      36611 SH       DEFINED           2   36611
TELECOM ARGENTINA S A     SPON ADR REP B     879273209      172      10486          DEFINED           1
TELEDYNE TECHNOLOGIES
   INC                    COM                879360105    10234     266779          DEFINED           1
TELEFLEX INC              COM                879369106     1098      20950          DEFINED           1
TELEPHONE & DATA SYS INC  COM                879433100     1375      40550          DEFINED           1
TELLABS INC               COM                879664100     7190    1265900          DEFINED           1
TEMPLE INLAND INC         COM                879868107     6139     290882          DEFINED           1
TELETECH HOLDINGS INC     COM                879939106     2349     122320          DEFINED           1
TENNANT CO                COM                880345103      315      12080          DEFINED           1
TENNECO INC               COM                880349105      720      40650          DEFINED           1
TERADYNE INC              COM                880770102     2023     188562          DEFINED           1
TEREX CORP NEW            COM                880779103    11332     572034          DEFINED           1
TERNIUM SA                SPON ADR           880890108     1105      34500          DEFINED           1
Ternium SA                ADR                880890108     1293      36500 SH       DEFINED           2   36500
TERRA INDS INC            COM                880915103     6211     193020          DEFINED           1
TERREMARK WORLDWIDE INC   COM NEW            881448203      250      37280          DEFINED           1
TESORO CORP               COM                881609101     3890     287701          DEFINED           1
TEVA PHARMACEUTICAL
   INDS LTD               ADR                881624209    61124    1088008          DEFINED           1
Teva Pharmaceutical

   Industries Ltd.        ADR                881624209     1610      28652 SH       DEFINED           2   28652
TEXAS INDS INC            COM                882491103      807      23630          DEFINED           1
TEXAS INSTRS INC          COM                882508104    63121    2424918          DEFINED           1
TEXAS ROADHOUSE INC       CL A               882681109     1334     122496          DEFINED           1
TEXTRON INC               COM                883203101     4812     256110          DEFINED           1
THERMO FISHER
   SCIENTIFIC INC         COM                883556102   138312    2904503          DEFINED           1
THERMOGENESIS CORP        COM NEW            883623209       31      54549          DEFINED           1
THOMAS & BETTS CORP       COM                884315102     7832     218846          DEFINED           1
THOMAS WEISEL PARTNERS
   GRP I                  COM                884481102       83      22040          DEFINED           1
THOMSON REUTERS CORP      COM                884903105     6767     211927          DEFINED           1
THOR INDS INC             COM                885160101     2753      93069          DEFINED           1
THORATEC CORP             COM NEW            885175307     1017      37780          DEFINED           1
3COM CORP                 COM                885535104     6790     905353          DEFINED           1
TIDEWATER INC             COM                886423102     8444     176718          DEFINED           1
TIFFANY & CO NEW          COM                886547108     5834     135948          DEFINED           1
TIMBERLAND CO             CL A               887100105     4328     251771          DEFINED           1
TIME WARNER INC           COM NEW            887317303    21811     749260          DEFINED           1
TIMKEN CO                 COM                887389104    16439     693339          DEFINED           1
TITANIUM METALS CORP      COM NEW            888339207     1190      95440          DEFINED           1
TIVO INC                  COM                888706108      704      69120          DEFINED           1
TOLL BROTHERS INC         COM                889478103     1180      62710          DEFINED           1
TOMOTHERAPY INC           COM                890088107      169      43290          DEFINED           1
TOMPKINS FINANCIAL
   CORPORATI              COM                890110109      978      24237          DEFINED           1
TOOTSIE ROLL INDS INC     COM                890516107      365      14626          DEFINED           1
TORCHMARK CORP            COM                891027104     3669      84070          DEFINED           1
TOREADOR RES CORP         COM                891050106      205      19950          DEFINED           1



                                    Page 32




                                                                                     
TORO CO                   COM                891092108     5491     131359          DEFINED           1
TOWER GROUP INC           COM                891777104     5442     240784          DEFINED           1
TOTAL SYS SVCS INC        COM                891906109     3364     194771          DEFINED           1
TRACTOR SUPPLY CO         COM                892356106     4525      85450          DEFINED           1
TRANSATLANTIC HLDGS INC   COM                893521104      645      12450          DEFINED           1
TRANSDIGM GROUP INC       COM                893641100    40146     849473          DEFINED           1
TREDEGAR CORP             COM                894650100     1833     126780          DEFINED           1
TRIDENT MICROSYSTEMS INC  COM                895919108      101      56540          DEFINED           1
TRICO BANCSHARES          COM                896095106      495      30640          DEFINED           1
TRIMBLE NAVIGATION LTD    COM                896239100     1898      75930          DEFINED           1
TRINITY INDS INC          COM                896522109      624      35800          DEFINED           1
TRIPLE-S MGMT CORP        CL B               896749108      409      24498          DEFINED           1
TRIUMPH GROUP INC NEW     COM                896818101     4425      91770          DEFINED           1
TRUSTCO BK CORP N Y       COM                898349105     1769     284788          DEFINED           1
TRUSTMARK CORP            COM                898402102     4673     219701          DEFINED           1
TUPPERWARE BRANDS CORP    COM                899896104     3204      68847          DEFINED           1
TUTOR PERINI CORP         COM                901109108      325      17980          DEFINED           1
II VI INC                 COM                902104108      686      21610          DEFINED           1
TYLER TECHNOLOGIES INC    COM                902252105      562      29340          DEFINED           1
TYSON FOODS INC           CL A               902494103     3328     271245          DEFINED           1
UAL CORP                  COM NEW            902549807     1288      99790          DEFINED           1
UDR INC                   COM                902653104    58487    3581596          DEFINED           1
UGI CORP NEW              COM                902681105     8547     353324          DEFINED           1
UIL HLDG CORP             COM                902748102     1554      55422          DEFINED           1
UMB FINL CORP             COM                902788108     1758      46511          DEFINED           1
US BANCORP DEL            COM NEW            902973304    31722    1411738          DEFINED           1
URS CORP NEW              COM                903236107    10224     229654          DEFINED           1
U S G CORP                COM NEW            903293405      259      18450          DEFINED           1
ULTRATECH INC             COM                904034105      263      17710          DEFINED           1
UMPQUA HLDGS CORP         COM                904214103      587      47670          DEFINED           1
UNDER ARMOUR INC          CL A               904311107      580      21290          DEFINED           1
UNIFIRST CORP MASS        COM                904708104     2416      51829          DEFINED           1
UNION PAC CORP            COM                907818108   128065    2007294          DEFINED           1
UNISOURCE ENERGY CORP     COM                909205106     5270     163730          DEFINED           1
UNISYS CORP               COM NEW            909214306      856      22214          DEFINED           1
UNIT CORP                 COM                909218109    10176     239444          DEFINED           1
UNITED BANKSHARES INC
   WEST V                 COM                909907107     1431      71760          DEFINED           1
UNITED FIRE & CAS CO      COM                910331107      446      26227          DEFINED           1
UNITED MICROELECTRONICS
   CORP                   SPON ADR NEW       910873405      662     186866          DEFINED           1
UNITED NAT FOODS INC      COM                911163103     1089      41948          DEFINED           1
UNITED ONLINE INC         COM                911268100     1720     239159          DEFINED           1
UNITED PARCEL SERVICE
   INC                    CL B               911312106    37989     662868          DEFINED           1
UNITED RENTALS INC        COM                911363109      321      32740          DEFINED           1
UNITED STATES CELLULAR
   CORP                   COM                911684108      291       6900          DEFINED           1
US GOLD CORPORATION       COM PAR $0.10      912023207      122      50470          DEFINED           1
UNITED STATES NATL GAS
   FUND                   UNIT               912318102     2382     236732          DEFINED           1
UNITED STATES STL CORP
   NEW                    COM                912909108    61463    1115287          DEFINED           1
UNITED STATIONERS INC     COM                913004107     1816      34855          DEFINED           1
UNITED TECHNOLOGIES CORP  COM                913017109    93074    1342471          DEFINED           1
UNITIL CORP               COM                913259107      395      17800          DEFINED           1
UNITRIN INC               COM                913275103     3404     154394          DEFINED           1
UNIVERSAL AMERICAN CORP   COM                913377107      278      25010          DEFINED           1



                                    Page 33




                                                                                     
UNIVERSAL CORP VA         COM                913456109     9075     198961          DEFINED           1
UNIVERSAL ELECTRS INC     COM                913483103     1036      45220          DEFINED           1
UNIVERSAL FST PRODS INC   COM                913543104     2260      61422          DEFINED           1
UNIVERSAL HLTH SVCS INC   CL B               913903100    20951     686926          DEFINED           1
UNIVERSAL TECHNICAL
   INST INC               COM                913915104      373      19170          DEFINED           1
UNIVEST CORP PA           COM                915271100      342      20010          DEFINED           1
URANIUM ENERGY CORP       COM                916896103      122      36690          DEFINED           1
URBAN OUTFITTERS INC      COM                917047102     3975     113726          DEFINED           1
URSTADT BIDDLE PPTYS INS  CL A               917286205     1562     102449          DEFINED           1
UTSTARCOM INC             COM                918076100       98      46110          DEFINED           1
VCA ANTECH INC            COM                918194101     1487      59970          DEFINED           1
V F CORP                  COM                918204108     9122     124554          DEFINED           1
VALASSIS COMMUNICATIONS
   INC                    COM                918866104      579      31740          DEFINED           1
VALENCE TECHNOLOGY INC    COM                918914102       42      47000          DEFINED           1
VALLEY NATL BANCORP       COM                919794107      896      64351          DEFINED           1
VALMONT INDS INC          COM                920253101     5868      74823          DEFINED           1
VALSPAR CORP              COM                920355104     8581     316189          DEFINED           1
VANDA PHARMACEUTICALS
   INC                    COM                921659108      200      17750          DEFINED           1
VARIAN INC                COM                922206107     2571      50364          DEFINED           1
VARIAN SEMICONDUCTOR
   EQUIPMN                COM                922207105     3103      87079          DEFINED           1
VEECO INSTRS INC DEL      COM                922417100     1802      55879          DEFINED           1
VICAL INC                 COM                925602104     1121     396255          DEFINED           1
VICOR CORP                COM                925815102      143      15890          DEFINED           1
VIROPHARMA INC            COM                928241108     1011     125290          DEFINED           1
VISHAY INTERTECHNOLOGY
   INC                    COM                928298108     3824     460190          DEFINED           1
VIVUS INC                 COM                928551100     2121     231070          DEFINED           1
VMWARE INC                CL A COM           928563402    10110     239058          DEFINED           1
VOLCANO CORPORATION       COM                928645100      553      31810          DEFINED           1
VOLTERRA SEMICONDUCTOR
   CORP                   COM                928708106      282      14820          DEFINED           1
VORNADO RLTY TR           SH BEN INT         929042109   155699    2226491          DEFINED           1
VULCAN MATLS CO           COM                929160109     7466     141745          DEFINED           1
WD-40 CO                  COM                929236107      499      15690          DEFINED           1
WMS INDS INC              COM                929297109    13448     341672          DEFINED           1
WABTEC CORP               COM                929740108     5470     133926          DEFINED           1
WADDELL & REED FINL INC   CL A               930059100     1670      54690          DEFINED           1
WAL MART STORES INC       COM                931142103   260060    4867302          DEFINED           1
WALGREEN CO               COM                931422109    48773    1329692          DEFINED           1
WARNACO GROUP INC         COM NEW            934390402     7095     170954          DEFINED           1
WARNER MUSIC GROUP CORP   COM                934550104      112      20780          DEFINED           1
WASHINGTON BKG CO OAK
   HBR WA                 COM                937303105      170      15930          DEFINED           1
WASHINGTON FED INC        COM                938824109     1107      57240          DEFINED           1
WASHINGTON POST CO        CL B               939640108     2364       5410          DEFINED           1
WASHINGTON REAL ESTATE
   INVT                   SH BEN INT         939653101     1132      41150          DEFINED           1
WASHINGTON TR BANCORP     COM                940610108      169      11910          DEFINED           1
WASTE CONNECTIONS INC     COM                941053100    25407     762504          DEFINED           1
WASTE SERVICES INC DEL    COM NEW            941075202      277      30490          DEFINED           1
WATERS CORP               COM                941848103    44190     713890          DEFINED           1
WATSCO INC                COM                942622200    51348    1048350          DEFINED           1
WATSON PHARMACEUTICALS
   INC                    COM                942683103    33377     875573          DEFINED           1
WATTS WATER
   TECHNOLOGIES INC       CL A               942749102    10915     353570          DEFINED           1
WAUSAU PAPER CORP         COM                943315101      274      26610          DEFINED           1
WEBSENSE INC              COM                947684106     5133     308085          DEFINED           1



                                    Page 34




                                                                                     
WEBSTER FINL CORP CONN    COM                947890109      537      45260          DEFINED           1
WEIGHT WATCHERS INTL
   INC NEW                COM                948626106      452      15520          DEFINED           1
WEINGARTEN RLTY INVS      SH BEN INT         948741103    34155    1793852          DEFINED           1
WEIS MKTS INC             COM                948849104      366      10190          DEFINED           1
WELLS FARGO & CO NEW      COM                949746101   214172    7947000          DEFINED           1
WENDYS ARBYS GROUP INC    COM                950587105     1043     224280          DEFINED           1
WERNER ENTERPRISES INC    COM                950755108      687      36222          DEFINED           1
WESBANCO INC              COM                950810101      565      45930          DEFINED           1
WESCO FINL CORP           COM                950817106      204        600          DEFINED           1
WEST PHARMACEUTICAL
   SVSC INC               COM                955306105     1205      30760          DEFINED           1
WESTAMERICA

   BANCORPORATION         COM                957090103     6154     114368          DEFINED           1
WESTERN ALLIANCE BANCORP  COM                957638109      292      78590          DEFINED           1
WESTERN DIGITAL CORP      COM                958102105    19976     452449          DEFINED           1
WESTERN REFNG INC         COM                959319104      212      45080          DEFINED           1
WESTERN UN CO             COM                959802109    12842     682337          DEFINED           1
WESTLAKE CHEM CORP        COM                960413102      305      12220          DEFINED           1
WESTWOOD HLDGS GROUP INC  COM                961765104      203       5980          DEFINED           1
WESTWOOD ONE INC          COM NEW            961815305     3036     764739          DEFINED           1
WET SEAL INC              CL A               961840105     5501    1821671          DEFINED           1
WEYCO GROUP INC           COM                962149100      267      11690          DEFINED           1
WEYERHAEUSER CO           COM                962166104     9955     231237          DEFINED           1
WHIRLPOOL CORP            COM                963320106     5344      66289          DEFINED           1
WHITING PETE CORP NEW     COM                966387102     8868     124120          DEFINED           1
WHITNEY HLDG CORP         COM                966612103      321      35270          DEFINED           1
WHOLE FOODS MKT INC       COM                966837106     3550     129325          DEFINED           1
WILEY JOHN & SONS INC     CL A               968223206     6101     145771          DEFINED           1
WILLBROS GROUP INC DEL    COM                969203108      308      18300          DEFINED           1
WILLIAMS COS INC DEL      COM                969457100    47073    2236227          DEFINED           1
WILLIAMS SONOMA INC       COM                969904101     2708     130636          DEFINED           1
WILMINGTON TRUST CORP     COM                971807102      493      41050          DEFINED           1
WINN DIXIE STORES INC     COM NEW            974280307      444      44277          DEFINED           1
WINNEBAGO INDS INC        COM                974637100      241      19780          DEFINED           1
WINTHROP RLTY TR          SH BEN INT NEW     976391300      180      17050          DEFINED           1
WISCONSIN ENERGY CORP     COM                976657106     5872     117840          DEFINED           1
WOLVERINE WORLD WIDE INC  COM                978097103    12625     465018          DEFINED           1
WONDER AUTO TECHNOLOGY
   INC                    COM                978166106      147      12620          DEFINED           1
WOODWARD GOVERNOR CO      COM                980745103     8328     323462          DEFINED           1
WORLD ACCEP CORP DEL      COM                981419104     2393      66851          DEFINED           1
WORLD FUEL SVCS CORP      COM                981475106     3666     136940          DEFINED           1
WORTHINGTON INDS INC      COM                981811102      638      50746          DEFINED           1
WYNN RESORTS LTD          COM                983134107     2917      50100          DEFINED           1
XILINX INC                COM                983919101    35199    1404606          DEFINED           1
XEROX CORP                COM                984121103    22803    2698539          DEFINED           1
YRC WORLDWIDE INC         COM                984249102       42      50150          DEFINED           1
YAHOO INC                 COM                984332106    12817     763852          DEFINED           1
YANZHOU COAL MNG CO LTD   SPON ADR H SHS     984846105    12288     570220          DEFINED           1
YOUBET COM INC            COM                987413101       55      19280          DEFINED           1
YUM BRANDS INC            COM                988498101    21980     628539          DEFINED           1
ZALE CORP NEW             COM                988858106       62      26890          DEFINED           1
ZEBRA TECHNOLOGIES CORP   CL A               989207105     1118      40920          DEFINED           1
ZENITH NATL INS CORP      COM                989390109      936      31450          DEFINED           1
ZION OIL & GAS INC        COM                989696109      100      14612          DEFINED           1



                                    Page 35




                                                                                     
ZIONS BANCORPORATION      COM                989701107     1460     114010          DEFINED           1
ZUMIEZ INC                COM                989817101      183      14550          DEFINED           1
ZOLL MED CORP             COM                989922109      537      20110          DEFINED           1
DUN & BRADSTREET CORP
   DEL NE                 COM                26483E100     4783      57580          DEFINED           1
PETROCHINA CO LTD         SPONSORED ADR      71646E100     8660      72853          DEFINED           1
VITAMIN SHOPPE INC        COM                92849E101      207       9431          DEFINED           1
COVANTA HLDG CORP         COM                22282E102     1873     103740          DEFINED           1
LENDER PROCESSING SVCS
   INC                    COM                52602E102     6082     149730          DEFINED           1
LUMINEX CORP DEL          COM                55027E102     4359     300430          DEFINED           1
QUANTA SVCS INC           COM                74762E102    52838    2535389          DEFINED           1
VERISIGN INC              COM                92343E102     5099     210365          DEFINED           1
DYAX CORP                 COM                26746E103      137      42410          DEFINED           1
TALISMAN ENERGY INC       COM                87425E103    52408    2814607          DEFINED           1
AMERISOURCEBERGEN CORP    COM                03073E105    29987    1151556          DEFINED           1
NEWS CORP                 CL A               65248E104    15743    1149976          DEFINED           1
SALLY BEAUTY HLDGS INC    COM                79546E104      434      58000          DEFINED           1
CKE RESTAURANTS INC       COM                12561E105      264      31210          DEFINED           1
AMERICAN EAGLE
   OUTFITTERS NE          COM                02553E106     1825     108330          DEFINED           1
INVENTIV HEALTH INC       COM                46122E105     1449      89589          DEFINED           1
BRE PROPERTIES INC        CL A               05564E106    35228    1153514          DEFINED           1
UNIVERSAL HEALTH RLTY
   INCM T                 SH BEN INT         91359E105      345      11160          DEFINED           1
Vale SA                   ADR                91912E105     1281      44112 SH       DEFINED           2   44112
CELERA CORP               COM                15100E106      410      59546          DEFINED           1
ARQULE INC                COM                04269E107      220      65570          DEFINED           1
JAKKS PAC INC             COM                47012E106      380      31340          DEFINED           1
TARGET CORP               COM                87612E106    64474    1334593          DEFINED           1
FUSHI COPPERWELD INC      COM                36113E107      194      19130          DEFINED           1
NSTAR                     COM                67019E107    10617     288586          DEFINED           1
RENASANT CORP             COM                75970E107      234      17270          DEFINED           1
T-3 ENERGY SRVCS INC      COM                87306E107      501      19760          DEFINED           1
EDWARDS LIFESCIENCES
   CORP                   COM                28176E108     3088      35620          DEFINED           1
NCR CORP NEW              COM                62886E108     5162     474410          DEFINED           1
NAVISTAR INTL CORP NEW    COM                63934E108     1543      39920          DEFINED           1
USEC INC                  COM                90333E108      288      74810          DEFINED           1
COMPLETE PRODUCTION
   SERVICES               COM                20453E109      425      32740          DEFINED           1
FORTINET INC              COM                34959E109      210      12000          DEFINED           1
PHOENIX COS INC NEW       COM                71902E109      223      80910          DEFINED           1
TOTAL S A                 SPONSORED ADR      89151E109    17494     286319          DEFINED           1
TRAVELERS COMPANIES INC   COM                89417E109    64579    1295469          DEFINED           1
Travelers Cos, Inc./The   COM                89417E109     1380      27687 SH       DEFINED           2   27687
J2 GLOBAL

   COMMUNICATIONS INC     COM NEW            46626E205     8046     408405          DEFINED           1
GT SOLAR INTL INC         COM                3623E0209      167      30420          DEFINED           1
ACCO BRANDS CORP          COM                00081T108      496      68122          DEFINED           1
AFC ENTERPRISES INC       COM                00104Q107      173      22280          DEFINED           1
AES CORP                  COM                00130H105    23482    1764203          DEFINED           1
AMB PROPERTY CORP         COM                00163T109    58598    2359979          DEFINED           1
AMAG PHARMACEUTICALS INC  COM                00163U106     3641      96837          DEFINED           1
AOL INC                   COM                00184X105     2688 115485.364          DEFINED           1
AT&T INC                  COM                00206R102   206959    7386110          DEFINED           1
AT&T, Inc.                COM                00206R102    17247     615289 SH       DEFINED           2  615289
AT&T, Inc.                COM                00206R102     2230      79548 SH       DEFINED           2   79548
ATMI INC                  COM                00207R101      407      23340          DEFINED           1



                                    Page 36




                                                                                     
ATP OIL & GAS CORP        COM                00208J108      410      22470          DEFINED           1
ATC TECHNOLOGY CORP       COM                00211W104     2199      93590          DEFINED           1
ABOVENET INC              COM                00374N107      602       9330          DEFINED           1
ACCELRYS INC              COM                00430U103      178      33410          DEFINED           1
ACORDA THERAPEUTICS INC   COM                00484M106     5588     222201          DEFINED           1
ACTIVISION BLIZZARD INC   COM                00507V109     7002     630273          DEFINED           1
ACTUATE CORP              COM                00508B102      180      42003          DEFINED           1
ACTUANT CORP              CL A NEW           00508X203    10712     578390          DEFINED           1
ACUITY BRANDS INC         COM                00508Y102     4429     124266          DEFINED           1
ADAPTEC INC               COM                00651F108      366     118455          DEFINED           1
ADOBE SYS INC             COM                00724F101    19030     518539          DEFINED           1
ADOLOR CORP               COM                00724X102       77      52750          DEFINED           1
ADTRAN INC                COM                00738A106     4424     204040          DEFINED           1
ADVANCE AMER CASH
   ADVANCE CT             COM                00739W107      296      53360          DEFINED           1
ADVANCE AUTO PARTS INC    COM                00751Y106    10734     265175          DEFINED           1
ADVANCED BATTERY
   TECHNOLOG I            COM                00752H102       99      24940          DEFINED           1
ADVANCED ANALOGIC
   TECHNOLOGI             COM                00752J108      118      32180          DEFINED           1
ADVISORY BRD CO           COM                00762W107      379      12780          DEFINED           1
AECOM TECHNOLOGY CORP
   DELAWA                 COM                00766T100     4344     158245          DEFINED           1
AETNA INC NEW             COM                00817Y108    54095    1711318          DEFINED           1
AFFYMAX INC               COM                00826A109      215       9330          DEFINED           1
AFFYMETRIX INC            COM                00826T108      279      51500          DEFINED           1
AGFEED INDUSTRIES INC     COM                00846L101       77      15890          DEFINED           1
AGILENT TECHNOLOGIES INC  COM                00846U101    26887     865930          DEFINED           1
AGILYSYS INC              COM                00847J105     1038     114084          DEFINED           1
AIR TRANSPORT SERVICES
   GRP I                  COM                00922R105      108      48280          DEFINED           1
AIRTRAN HLDGS INC         COM                00949P108      439      84180          DEFINED           1
AIRVANA INC               COM                00950V101      191      30160          DEFINED           1
AKAMAI TECHNOLOGIES INC   COM                00971T101    10075     397733          DEFINED           1
ALASKA COMMUNICATIONS
   SYS GR                 COM                01167P101     5090     637874          DEFINED           1
ALKERMES INC              COM                01642T108     1717     182667          DEFINED           1
ALLEGHENY TECHNOLOGIES
   INC                    COM                01741R102     4657     104012          DEFINED           1
ALLEGIANT TRAVEL CO       COM                01748X102    10635     226139          DEFINED           1
ALLIANCEBERNSTEIN

   HOLDING LP             UNIT LTD PARTN     01881G106     1094      41300          DEFINED           1
ALLIED CAP CORP NEW       COM                01903Q108      422     116820          DEFINED           1
ALLIED HEALTHCARE INTL
   INC                    COM                01923A109       33      11500          DEFINED           1
ALLSCRIPT MISYS
   HEALTCAR SOL           COM                01988P108    22142    1119978          DEFINED           1
ALNYLAM PHARMACEUTICALS
   INC                    COM                02043Q107      418      23850          DEFINED           1
ALPHA NATURAL RESOURCES
   INC                    COM                02076X102    34649     798735          DEFINED           1
ALPHATEC HOLDINGS INC     COM                02081G102      153      29940          DEFINED           1
ALTRA HOLDINGS INC        COM                02208R106      208      16830          DEFINED           1
ALTRIA GROUP INC          COM                02209S103   135244    6889674          DEFINED           1
Altria Group, Inc.        COM                02209S103     8623     439269 SH       DEFINED           2  439269
Altria Group, Inc.        COM                02209S103     1169      59555 SH       DEFINED           2   59555
AMCOL INTL CORP           COM                02341W103      691      24320          DEFINED           1
AMERICA MOVIL SAB DE CV   SPON ADR L SHS     02364W105     3452      73559          DEFINED           1
America Movil SAB de CV   ADR                02364W105     1852      39419 SH       DEFINED           2   39419
AMERICAN CAPITAL AGENCY
   CORP                   COM                02503X105      246       9280          DEFINED           1
AMERICAN CAP LTD          COM                02503Y103      374     153890          DEFINED           1
AMERICAN MED SYS HLDGS
   INC                    COM                02744M108     3328     188550          DEFINED           1
AMERICAN PUBLIC
   EDUCATION IN           COM                02913V103      385      11930          DEFINED           1
AMERICREDIT CORP          COM                03060R101      858      45050          DEFINED           1



                                    Page 37




                                                                                     
AMERICAS CAR MART INC     COM                03062T105      241       9636          DEFINED           1
AMERIGON INC              COM                03070L300      109      13800          DEFINED           1
AMERISTAR CASINOS INC     COM                03070Q101      472      30989          DEFINED           1
AMERISAFE INC             COM                03071H100     1558      94155          DEFINED           1
AMERIGROUP CORP           COM                03073T102    11921     473824          DEFINED           1
AMERIPRISE FINL INC       COM                03076C106    14970     389854          DEFINED           1
AMICUS THERAPEUTICS INC   COM                03152W109       37      10900          DEFINED           1
AMSURG CORP               COM                03232P405     2372     112065          DEFINED           1
ANADYS PHARMACEUTICALS
   INC                    COM                03252Q408       54      25500          DEFINED           1
ANGIODYNAMICS INC         COM                03475V101      275      18000          DEFINED           1
ANSYS INC                 COM                03662Q105    47423    1094213          DEFINED           1
APARTMENT INVT & MGMT CO  CL A               03748R101    33500    2104257          DEFINED           1
APOLLO INVT CORP          COM                03761U106    12570    1318999          DEFINED           1
APPLIED INDL
   TECHNOLOGIES IN        COM                03820C105      668      30260          DEFINED           1
APPLIED MICRO CIRCUITS
   CORP                   COM NEW            03822W406      375      50230          DEFINED           1
APPROACH RESOURCES INC    COM                03834A103      135      18220          DEFINED           1
AQUA AMERICA INC          COM                03836W103     2289     130860          DEFINED           1
ARBITRON INC              COM                03875Q108     7672     327570          DEFINED           1
ARCH CHEMICALS INC        COM                03937R102      781      28990          DEFINED           1
ARDEA BIOSCIENCES INC     COM                03969P107      292      20880          DEFINED           1
ARES CAP CORP             COM                04010L103      778      62510          DEFINED           1
ARIAD PHARMACEUTICALS
   INC                    COM                04033A100      227     102800          DEFINED           1
ARIBA INC                 COM NEW            04033V203      807      64848          DEFINED           1
ARMSTRONG WORLD INDS
   INC NEW                COM                04247X102      419      10780          DEFINED           1
ARRIS GROUP INC           COM                04269Q100     3246     302776          DEFINED           1
ARRAY BIOPHARMA INC       COM                04269X105       53      19930          DEFINED           1
ART TECHNOLOGY GROUP INC  COM                04289L107      415      92260          DEFINED           1
ARTIO GLOBAL INVESTORS
   INC                     COM CL A          04315B107     3908     153600          DEFINED           1
ASIAINFO HLDGS INC        COM                04518A104      642      21080          DEFINED           1
ASSET ACCEP CAP CORP      COM                04543P100       85      14460          DEFINED           1
ASSISTED LIVING CONCPT
   NEV N                  CL A NEW           04544X300      461      18450          DEFINED           1
ASSURANT INC              COM                04621X108     7763     263960          DEFINED           1
ATHENAHEALTH INC          COM                04685W103      994      21980          DEFINED           1
ATHEROS COMMUNICATIONS
   INC                    COM                04743P108     1555      46426          DEFINED           1
AUTONATION INC            COM                05329W102     5817     304555          DEFINED           1
AUXILIUM

   PHARMACEUTICALS INC    COM                05334D107     2057      69620          DEFINED           1
AVANIR PHARMACEUTICALS
   INC                    CL A NEW           05348P401       45      23700          DEFINED           1
AVID TECHNOLOGY INC       COM                05367P100      218      17100          DEFINED           1
AVISTA CORP               COM                05379B107     1141      52850          DEFINED           1
B & G FOODS INC NEW       CL A               05508R106      243      28390          DEFINED           1
BCE INC                   COM NEW            05534B760    30138    1213786          DEFINED           1
BGC PARTNERS INC          CL A               05541T101     1087     248740          DEFINED           1
BJS WHOLESALE CLUB INC    COM                05548J106     1006      30770          DEFINED           1
BOK FINL CORP             COM NEW            05561Q201      498      10550          DEFINED           1
BMP SUNSTONE CORP         COM                05569C105      120      21250          DEFINED           1
BALLY TECHNOLOGIES INC    COM                05874B107    19728     484722          DEFINED           1
BANCFIRST CORP            COM                05945F103      317       8570          DEFINED           1
BANCORP INC DEL           COM                05969A105       73      10950          DEFINED           1
BARCLAYS BK PLC           DJUBS CMDT ETN36   06738C778     1271      30700          DEFINED           1
BARRETT BILL CORP         COM                06846N104     8097     260254          DEFINED           1
BASIC ENERGY SVCS INC
   NEW                    COM                06985P100      183      25320          DEFINED           1
BEAZER HOMES USA INC      COM                07556Q105      194      40000          DEFINED           1



                                    Page 38




                                                                                     
BENCHMARK ELECTRS INC     COM                08160H101     3487     189320          DEFINED           1
BENEFICIAL MUTUAL
   BANCORP IN             COM                08173R104      269      27472          DEFINED           1
BIG 5 SPORTING GOODS
   CORP                   COM                08915P101     1344      79700          DEFINED           1
BIO-REFERENCE LABS INC    COM $.01 NEW       09057G602      419      11270          DEFINED           1
BIOCRYST PHARMACEUTICALS  COM                09058V103      115      17790          DEFINED           1
BIOMARIN PHARMACEUTICAL
   INC                    COM                09061G101     6357     368533          DEFINED           1
BIOGEN IDEC INC           COM                09062X103    29720     556241          DEFINED           1
BIOMED REALTY TRUST INC   COM                09063H107     1579     100503          DEFINED           1
BIODEL INC                COM                09064M105       95      21900          DEFINED           1
BIOMIMETIC THERAPEUTICS
   INC                    COM                09064X101      154      13262          DEFINED           1
BIOVAIL CORP              COM                09067J109     2415     173334          DEFINED           1
BIOSCRIP INC              COM                09069N108      226      27210          DEFINED           1
BJS RESTAURANTS INC       COM                09180C106      598      31780          DEFINED           1
BLACKBAUD INC             COM                09227Q100     4302     182360          DEFINED           1
BLACKSTONE GROUP L P      COM UNIT LTD       09253U108    45741    3491644          DEFINED           1
BLUE COAT SYSTEMS INC     COM NEW            09534T508     8803     309186          DEFINED           1
BLUE NILE INC             COM                09578R103     1495      23600          DEFINED           1
BOISE INC                 COM                09746Y105      168      31670          DEFINED           1
BROADRIDGE FINL
   SOLUTIONS IN           COM                11133T103     8655     385187          DEFINED           1
BROADPOINT GLEACHER
   SECS GRO               COM                11134A103      191      42930          DEFINED           1
BROADWIND ENERGY INC      COM                11161T108      107      13340          DEFINED           1
BROOKLINE BANCORP INC
   DEL                    COM                11373M107     1425     144640          DEFINED           1
BUILDERS FIRSTSOURCE INC  COM                12008R107       45      11804          DEFINED           1
BURLINGTON NORTHN SANTA
   FE C                   COM                12189T104    78678     797956          DEFINED           1
BWAY HOLDING COMPANY      COM                12429T104      194      10110          DEFINED           1
CB RICHARD ELLIS GROUP
   INC                    CL A               12497T101     5026     370665          DEFINED           1
CH ENERGY GROUP INC       COM                12541M102      572      14176          DEFINED           1
C H ROBINSON WORLDWIDE
   INC                    COM NEW            12541W209    13303     226510          DEFINED           1
CLECO CORP NEW            COM                12561W105    11937     437431          DEFINED           1
CKX INC                   COM                12562M106      185      35230          DEFINED           1
CNA SURETY CORP           COM                12612L108      256      17192          DEFINED           1
CNX GAS CORP              COM                12618H309      420      15610          DEFINED           1
CTC MEDIA INC             COM                12642X106     4921     330300          DEFINED           1
CTC Media, Inc.           COM                12642X106     3691     247700 SH       DEFINED           2  247700
CVR ENERGY INC            COM                12662P108      108      15700          DEFINED           1
CA INC                    COM                12673P105    33576    1494927          DEFINED           1
CABLEVISION SYS CORP      CL A NY CABLVS     12686C109     2455      95100          DEFINED           1
CABOT MICROELECTRONICS
   CORP                   COM                12709P103     2316      72347          DEFINED           1
CADENCE PHARMACEUTICALS
   INC                    COM                12738T100      175      18230          DEFINED           1
CAL DIVE INTL INC DEL     COM                12802T101     6719     907989          DEFINED           1
CALAMOS ASSET MGMT INC    CL A               12811R104      273      25470          DEFINED           1
CALIFORNIA PIZZA
   KITCHEN INC            COM                13054D109     3231     253990          DEFINED           1
CALLIDUS SOFTWARE INC     COM                13123E500      107      37120          DEFINED           1
CALLON PETE CO DEL        COM                13123X102       82      59813          DEFINED           1
CAMECO CORP               COM                13321L108     1121      34848          DEFINED           1
CAMERON INTERNATIONAL
   CORP                   COM                13342B105    36176     865460          DEFINED           1
CANADIAN PAC RY LTD       COM                13645T100     2176      40583          DEFINED           1
CAPITAL ONE FINL CORP     COM                14040H105    28128     737119          DEFINED           1
CAPITALSOURCE INC         COM                14055X102      443     115260          DEFINED           1
CAPITOL FED FINL          COM                14057C106      402      12870          DEFINED           1
CAPSTEAD MTG CORP         COM NO PAR         14067E506      889      65290          DEFINED           1
CARDIAC SCIENCE CORP      COM                14141A108       76      34760          DEFINED           1



                                    Page 39




                                                                                     
CARDINAL FINL CORP        COM                14149F109      173      20190          DEFINED           1
CARDINAL HEALTH INC       COM                14149Y108    40631    1261040          DEFINED           1
CARDIONET INC             COM                14159L103      107      18500          DEFINED           1
CAREFUSION CORP           COM                14170T101     5427     226782          DEFINED           1
CASH AMER INTL INC        COM                14754D100     1621      47542          DEFINED           1
CASS INFORMATION SYS INC  COM                14808P109      487      16150          DEFINED           1
CATALYST HEALTH
   SOLUTIONS IN           COM                14888B103     1370      37690          DEFINED           1
CAVIUM NETWORKS INC       COM                14965A101      576      24170          DEFINED           1
CENTENE CORP DEL          COM                15135B101     4889     232927          DEFINED           1
CENOVUS ENERGY INC        COM                15135U109    31889    1315553          DEFINED           1
CENTERPOINT ENERGY INC    COM                15189T107     7301     503893          DEFINED           1
CENTERSTATE BANKS INC     COM                15201P109      192      19070          DEFINED           1
CEPHEID                   COM                15670R107      460      37000          DEFINED           1
CENVEO INC                COM                15670S105      193      22330          DEFINED           1
CHANGYOU COM LTD          ADS REP CL A       15911M107     2305      69400          DEFINED           1
CHART INDS INC            COM PAR $0.01      16115Q308      389      23550          DEFINED           1
CHEMED CORP NEW           COM                16359R103      746      15590          DEFINED           1
CHENIERE ENERGY INC       COM NEW            16411R208      117      48630          DEFINED           1
CHEROKEE INC DEL NEW      COM                16444H102      161      10080          DEFINED           1
CHIMERA INVT CORP         COM                16934Q109     1630     420200          DEFINED           1
CHINA BAK BATTERY INC     COM                16936Y100       92      33450          DEFINED           1
CHINA FIRE & SEC GROUP
   INC                    COM                16938R103      165      12260          DEFINED           1
CHINA HOUSING & LAND
   DEV INC                COM                16939V103       76      18970          DEFINED           1
CHINA PRECISION STEEL
   INC                    COM                16941J106       34      16620          DEFINED           1
CHINA MOBILE LIMITED      SPONSORED ADR      16941M109    34331     739414          DEFINED           1
China Mobile Ltd.         ADR                16941M109    17364     373984 SH       DEFINED           2  373984
China Mobile Ltd.         ADR                16941M109     1317      28365 SH       DEFINED           2   28365
CHINA PETE & CHEM CORP    SPON ADR H SHS     16941R108      517       6000          DEFINED           1
CHINA SEC & SURVE TECH
   INC                    COM                16942J105      953     124866          DEFINED           1
CHINA INFORMATION SEC
   TECH I                 COM                16944F101       75      12150          DEFINED           1
CHINACAST EDU CORP        COM                16946T109       92      12490          DEFINED           1
CHINA INTEGRATED ENERGY
   INC                    COM                16948P105       88      12757          DEFINED           1
Chunghwa Telecom Co.,
   Ltd.                   ADR                17133Q403      707      38060 SH       DEFINED           3   38060
CIBER INC                 COM                17163B102     1083     339470          DEFINED           1
CINEMARK HOLDINGS INC     COM                17243V102     2818     210420          DEFINED           1
CIRCOR INTL INC           COM                17273K109      403      16010          DEFINED           1
CISCO SYS INC             COM                17275R102   334046   13953452          DEFINED           1
CITI TRENDS INC           COM                17306X102      286      10410          DEFINED           1
CLEAR CHANNEL OUTDOOR
   HLDGS                  CL A               18451C109      193      18650          DEFINED           1
CLEARWIRE CORP NEW        CL A               18538Q105      194      28900          DEFINED           1
CLEARWATER PAPER CORP     COM                18538R103     1686      30738          DEFINED           1
CLIFFS NATURAL
   RESOURCES INC          COM                18683K101    45436     987102          DEFINED           1
CLOUD PEAK ENERGY INC     COM                18911Q102      311      21400          DEFINED           1
COGDELL SPENCER INC       COM                19238U107      213      39350          DEFINED           1
COGENT COMM GROUP INC     COM NEW            19239V302      308      30600          DEFINED           1
COGENT INC                COM                19239Y108      266      26570          DEFINED           1
COHEN & STEERS INC        COM                19247A100      255      11270          DEFINED           1
COINSTAR INC              COM                19259P300     4404     172500          DEFINED           1
COLLECTIVE BRANDS INC     COM                19421W100     3482     152904          DEFINED           1
COMCAST CORP NEW          CL A               20030N101    79830    4734848          DEFINED           1
COMPANHIA DE SANEAMENTO
   BASI                   SPONSORED ADR      20441A102      973      26330          DEFINED           1
Cia de Bebidas das
   Americas               ADR                20441W203      894       8841 SH       DEFINED           2    8841



                                    Page 40




                                                                                     
COMPASS MINERALS INTL
   INC                    COM                20451N101     2651      39460          DEFINED           1
COMPASS DIVERSIFIED
   HOLDINGS               SH BEN INT         20451Q104      271      21430          DEFINED           1
COMPELLENT TECHNOLOGIES
   INC                    COM                20452A108      658      29090          DEFINED           1
COMSCORE INC              COM                20564W105      277      15800          DEFINED           1
CONCHO RES INC            COM                20605P101     1531      34100          DEFINED           1
CONOCOPHILLIPS            COM                20825C104   162051    3177462          DEFINED           1
ConocoPhillips            COM                20825C104    11630     227730 SH       DEFINED           2  227730
CONSOL ENERGY INC         COM                20854P109    13192     264895          DEFINED           1
CONSTELLATION BRANDS INC  CL A               21036P108     2768     173760          DEFINED           1
CONTANGO OIL & GAS
   COMPANY                COM NEW            21075N204      422       9120          DEFINED           1
CORPORATE EXECUTIVE BRD
   CO                     COM                21988R102      492      21580          DEFINED           1
CORPORATE OFFICE PPTYS
   TR                     SH BEN INT         22002T108     4758     135568          DEFINED           1
CORRECTIONS CORP AMER
   NEW                    COM NEW            22025Y407     2511     102270          DEFINED           1
COSTCO WHSL CORP NEW      COM                22160K105    16290     275500          DEFINED           1
COSTAR GROUP INC          COM                22160N109      526      12600          DEFINED           1
COTT CORP QUE             COM                22163N106       95      11600          DEFINED           1
CRACKER BARREL OLD CTRY
   STOR                   COM                22410J106     2457      64665          DEFINED           1
CROSSTEX ENERGY INC       COM                22765Y104      203      33620          DEFINED           1
CTRIP COM INTL LTD        ADR                22943F100     1330      19000          DEFINED           1
Ctrip.com International

   Ltd.                   ADR                22943F100      848      11800 SH       DEFINED           2   11800
CYBERSOURCE CORP          COM                23251J106     1831      91039          DEFINED           1
CYBERONICS INC            COM                23251P102     1669      81710          DEFINED           1
CYTOKINETICS INC          COM                23282W100      132      50500          DEFINED           1
DG FASTCHANNEL INC        COM                23326R109      392      14050          DEFINED           1
D R HORTON INC            COM                23331A109     4099     377444          DEFINED           1
DSP GROUP INC             COM                23332B106      389      69096          DEFINED           1
DSW INC                   CL A               23334L102      215       8330          DEFINED           1
DTS INC                   COM                23335C101      302      10080          DEFINED           1
DAVITA INC                COM                23918K108     6600     112470          DEFINED           1
DEL MONTE FOODS CO        COM                24522P103     5477     482996          DEFINED           1
DELCATH SYS INC           COM                24661P104       65      13220          DEFINED           1
DELL INC                  COM                24702R101    37437    2616161          DEFINED           1
DEMANDTEC INC             COM NEW            24802R506      529      63092          DEFINED           1
DENDREON CORP             COM                24823Q107     5314     202503          DEFINED           1
DENNYS CORP               COM                24869P104      141      65160          DEFINED           1
DEVON ENERGY CORP NEW     COM                25179M103    33816     460088          DEFINED           1
DIAGEO P L C              SPON ADR NEW       25243Q205      520       7700          DEFINED           1
DIAMOND MGMT &
   TECHNOLOGY CO          COM                25269L106      913     128220          DEFINED           1
DIAMOND OFFSHORE
   DRILLING IN            COM                25271C102    10832     110060          DEFINED           1
DIGITAL RIV INC           COM                25388B104     3308     124674          DEFINED           1
DIGITALGLOBE INC          COM NEW            25389M877      268      11070          DEFINED           1
DISCOVERY COMMUNICATNS
   NEW                    COM SER C          25470F302     4596     174540          DEFINED           1
DISH NETWORK CORP         CL A               25470M109     1880      90650          DEFINED           1
DIRECTV-CLASS A            COM CL A          25490A101    95597    2869068          DEFINED           1
DOLAN MEDIA CO            COM                25659P402      197      19610          DEFINED           1
DOLBY LABORATORIES INC    COM                25659T107     1540      33220          DEFINED           1
DOMINION RES INC VA NEW   COM                25746U109    13688     351690          DEFINED           1
DOMINOS PIZZA INC         COM                25754A201      206      26860          DEFINED           1
DOUGLAS EMMETT INC        COM                25960P109      813      57200          DEFINED           1
DREAMWORKS ANIMATION
   SKG INC                CL A               26153C103     1320      33050          DEFINED           1
DREW INDS INC             COM NEW            26168L205     1209      60310          DEFINED           1
DUFF & PHELPS CORP NEW    CL A               26433B107     5731     321951          DEFINED           1



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DUKE ENERGY CORP NEW      COM                26441C105    12999     755339          DEFINED           1
DUOYUAN PRINTING INC      COM                26605B109      140      17700          DEFINED           1
DUPONT FABROS
   TECHNOLOGY INC         COM                26613Q106      351      20082          DEFINED           1
DYNCORP INTL INC          CL A               26817C101      197      13980          DEFINED           1
DYNEGY INC DEL            CL A               26817G102      404     223190          DEFINED           1
EMS TECHNOLOGIES INC      COM                26873N108     1155      79650          DEFINED           1
EPIQ SYS INC              COM                26882D109     3947     308850          DEFINED           1
EQT CORP                  COM                26884L109     6696     152570          DEFINED           1
EV3 INC                   COM                26928A200      581      43620          DEFINED           1
EAGLE MATERIALS INC       COM                26969P108      751      28951          DEFINED           1
EAST WEST BANCORP INC     COM                27579R104     1259      82640          DEFINED           1
ECHELON CORP              COM                27874N105      257      22240          DEFINED           1
EDUCATION RLTY TR INC     COM                28140H104      245      50910          DEFINED           1
EHEALTH INC               COM                28238P109      302      18880          DEFINED           1
EINSTEIN NOAH REST
   GROUP INC              COM                28257U104      280      27800          DEFINED           1
EL PASO CORP              COM                28336L109     9219     938839          DEFINED           1
ELIZABETH ARDEN INC       COM                28660G106      246      17090          DEFINED           1
EMCOR GROUP INC           COM                29084Q100     4339     161766          DEFINED           1
EMERGENT BIOSOLUTIONS
   INC                    COM                29089Q105      152      12192          DEFINED           1
EMERGENCY MEDICAL SVCS
   CORP                   CL A               29100P102     7591     140710          DEFINED           1
ENCORE ACQUISITION CO     COM                29255W100     4524      94300          DEFINED           1
ENDEAVOUR INTL CORP       COM                29259G101       81      79050          DEFINED           1
ENDO PHARMACEUTICALS
   HLDGS I                COM                29264F205     4765     238730          DEFINED           1
ENERGEN CORP              COM                29265N108     1610      34400          DEFINED           1
ENERGIZER HLDGS INC       COM                29266R108     4475      73028          DEFINED           1
ENDOLOGIX INC             COM                29266S106       73      15930          DEFINED           1
ENER1 INC                 COM NEW            29267A203      181      31950          DEFINED           1
ENERGY RECOVERY INC       COM                29270J100      152      22235          DEFINED           1
ENERPLUS RES FD           UNIT TR G NEW      29274D604    16370     713921          DEFINED           1
Enerplus Resources Fund   Unit               29274D604     8814     383895 SH       DEFINED           2  383895
Enerplus Resources Fund   Unit               29274D604      700      30496 SH       DEFINED           2   30496
ENERSYS                   COM                29275Y102      507      23710          DEFINED           1
ENPRO INDS INC            COM                29355X107     2583     103302          DEFINED           1
ENTEGRIS INC              COM                29362U104      519      98640          DEFINED           1
ENTERGY CORP NEW          COM                29364G103    66347     810884          DEFINED           1
ENTERTAINMENT PPTYS TR    COM SH BEN INT     29380T105     7978     230989          DEFINED           1
ENTROPIC COMMUNICATIONS
   INC                    COM                29384R105       61      20410          DEFINED           1
EPICOR SOFTWARE CORP      COM                29426L108      249      34634          DEFINED           1
EQUINIX INC               COM NEW            29444U502     2545      23980          DEFINED           1
EQUITY LIFESTYLE PPTYS
   INC                    COM                29472R108    16581     333596          DEFINED           1
EQUITY RESIDENTIAL        SH BEN INT         29476L107    58725    1740513          DEFINED           1
ERESEARCHTECHNOLOGY INC   COM                29481V108     1161     193170          DEFINED           1
ERIE INDTY CO             CL A               29530P102      647      17280          DEFINED           1
ESSA BANCORP INC          COM                29667D104      452      38602          DEFINED           1
EVERCORE PARTNERS INC     CLASS A            29977A105      203       6730          DEFINED           1
EVERGREEN ENERGY INC      COM                30024B104       41     121350          DEFINED           1
EVERGREEN SOLAR INC       COM                30033R108      181     121640          DEFINED           1
EXELON CORP               COM                30161N101    67629    1384702          DEFINED           1
Exelon Corp.              COM                30161N101    16407     335731 SH       DEFINED           2  335731
Exelon Corp.              COM                30161N101     1885      38567 SH       DEFINED           2   38567
EXELIXIS INC              COM                30161Q104      622      84950          DEFINED           1
EXPEDIA INC DEL           COM                30212P105     5352     208180          DEFINED           1



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EXPONENT INC              COM                30214U102     1159      41688          DEFINED           1
EXTRA SPACE STORAGE INC   COM                30225T102    16236    1434276          DEFINED           1
EXTERRAN HLDGS INC        COM                30225X103     2009      94384          DEFINED           1
EXTREME NETWORKS INC      COM                30226D106      101      39730          DEFINED           1
EXXON MOBIL CORP          COM                30231G102   648352    9519184          DEFINED           1
Exxon Mobil Corp.         COM                30231G102     1350      19792 SH       DEFINED           2   19792
FBL FINL GROUP INC        CL A               30239F106      315      17012          DEFINED           1
FEI CO                    COM                30241L109     5888     258929          DEFINED           1
FBR CAPITAL MARKETS CORP  COM                30247C301       85      13790          DEFINED           1
FMC TECHNOLOGIES INC      COM                30249U101     9836     171590          DEFINED           1
FACET BIOTECH CORP        SHS                30303Q103      330      19400          DEFINED           1
FEDEX CORP                COM                31428X106    15784     189479          DEFINED           1
FELCOR LODGING TR INC     COM                31430F101      184      53620          DEFINED           1
FIDELITY NATL
   INFORMATION SV         COM                31620M106    16547     705909          DEFINED           1
FIDELITY NATIONAL
   FINANCIAL              CL A               31620R105     2548     189280          DEFINED           1
FIFTH STREET FINANCE
   CORP                   COM                31678A103      267      24970          DEFINED           1
FIRST CASH FINL SVCS INC  COM                31942D107     2379     111616          DEFINED           1
FIRST CTZNS BANCSHARES
   INC N                  CL A               31946M103      581       3782          DEFINED           1
FIRST CMNTY BANCSHARES
   INC N                  COM                31983A103      254      23200          DEFINED           1
FIRST FINL BANKSHARES     COM                32020R109     3146      58010          DEFINED           1
FIRST FINANCIAL
   NORTHWEST IN           COM                32022K102      247      37710          DEFINED           1
FIRST INDUSTRIAL REALTY
   TRUS                   COM                32054K103      276      57210          DEFINED           1
FIRST NIAGARA FINL GP
   INC                    COM                33582V108     3817     290030          DEFINED           1
FIRST POTOMAC RLTY TR     COM                33610F109      138      11270          DEFINED           1
FIRST SOUTH BANCORP INC
   VA                     COM                33646W100      153      14970          DEFINED           1
1ST UNITED BANCORP
   INC/NORTH              COM                33740N105      146      20600          DEFINED           1
FRANKLIN STREET PPTYS
   CORP                   COM                35471R106     1286      91368          DEFINED           1
FREEPORT-MCMORAN COPPER
   & GO                   COM                35671D857    53529     666695          DEFINED           1
FRONTIER COMMUNICATIONS
   CORP                   COM                35906A108     2614     335527          DEFINED           1
FRONTIER OIL CORP         COM                35914P105    12849    1106753          DEFINED           1
FUELCELL ENERGY INC       COM                35952H106      185      51140          DEFINED           1
FUEL SYS SOLUTIONS INC    COM                35952W103      321       7820          DEFINED           1
GEO GROUP INC             COM                36159R103     5587     255480          DEFINED           1
GSI COMMERCE INC          COM                36238G102      419      16790          DEFINED           1
GAMESTOP CORP NEW         CL A               36467W109     7203     328320          DEFINED           1
GEN-PROBE INC NEW         COM                36866T103     9773     227814          DEFINED           1
GENOPTIX INC              COM                37243V100      773      21760          DEFINED           1
GENTIVA HEALTH SERVICES
   INC                    COM                37247A102     3109     115091          DEFINED           1
GENWORTH FINL INC         COM CL A           37247D106     5284     465515          DEFINED           1
GEOEYE INC                COM                37250W108      337      12330          DEFINED           1
GERDAU AMERISTEEL CORP    COM                37373P105      889     110897          DEFINED           1
GLACIER BANCORP INC NEW   COM                37637Q105      487      35620          DEFINED           1
GLAXOSMITHKLINE PLC       SPONSORED ADR      37733W105     2746      65000          DEFINED           1
GLG PARTNERS INC          COM                37929X107      361     120690          DEFINED           1
GLOBAL PMTS INC           COM                37940X102    16045     300250          DEFINED           1
GLOBE SPECIALTY METALS
   INC                    COM                37954N206      205      21800          DEFINED           1
GLOBECOMM SYSTEMS INC     COM                37956X103      159      20350          DEFINED           1
GMX RES INC               COM                38011M108      339      24800          DEFINED           1
GOLD FIELDS LTD NEW       SPONSORED ADR      38059T106     4979     384450          DEFINED           1
GOLDEN STAR RES LTD CDA   COM                38119T104      228      74300          DEFINED           1
GOLDMAN SACHS GROUP INC   COM                38141G104   162766     965453          DEFINED           1
GRACE W R & CO DEL NEW    COM                38388F108     1357      55360          DEFINED           1



                                    Page 43




                                                                                     
GRAN TIERRA ENERGY INC    COM                38500T101      853     149420          DEFINED           1
GREATBATCH INC            COM                39153L106     3482     183186          DEFINED           1
GROUPE CGI INC            CL A SUB VTG       39945C109     3043     247816          DEFINED           1
GTX INC DEL               COM                40052B108       42      10150          DEFINED           1
GUARANTY BANCORP DEL      COM                40075T102      127     114244          DEFINED           1
HCP INC                   COM                40414L109    79422    2601439          DEFINED           1
HFF INC                   CL A               40418F108      124      20600          DEFINED           1
HMS HLDGS CORP            COM                40425J101      854      17548          DEFINED           1
HQ SUSTAINABLE MARITIM
   IND I                  COM NEW            40426A208       89      13700          DEFINED           1
HRPT PPTYS TR             COM SH BEN INT     40426W101      659     101800          DEFINED           1
HALOZYME THERAPEUTICS
   INC                    COM                40637H109      383      65460          DEFINED           1
HANGER ORTHOPEDIC GROUP
   INC                    COM NEW            41043F208     2639     190790          DEFINED           1
HARRY WINSTON DIAMOND
   CORP                   COM                41587B100      148      15473          DEFINED           1
HARVEST NATURAL
   RESOURCES IN           COM                41754V103      199      37700          DEFINED           1
HATTERAS FINL CORP        COM                41902R103      836      29900          DEFINED           1
HEADWATERS INC            COM                42210P102      283      44470          DEFINED           1
HEALTH CARE REIT INC      COM                42217K106    14757     332955          DEFINED           1
HEALTH NET INC            COM                42222G108     5931     254646          DEFINED           1
HEALTHSPRING INC          COM                42224N101     2678     156340          DEFINED           1
HEARTLAND PMT SYS INC     COM                42235N108      284      21660          DEFINED           1
HELICOS BIOSCIENCES CORP  COM                42326R109      224     220000          DEFINED           1
HELIX ENERGY SOLUTIONS
   GRP I                  COM                42330P107     2780     240500          DEFINED           1
HEMISPHERX BIOPHARMA INC  COM                42366C103       24      44000          DEFINED           1
HERITAGE FINL CORP WASH   COM                42722X106      241      18690          DEFINED           1
HERTZ GLOBAL HOLDINGS
   INC                    COM                42805T105      945      85200          DEFINED           1
HESS CORP                 COM                42809H107    16101     266526          DEFINED           1
HEWITT ASSOCS INC         COM                42822Q100     6953     164608          DEFINED           1
HHGREGG INC               COM                42833L108      241      11000          DEFINED           1
HITTITE MICROWAVE CORP    COM                43365Y104      574      14460          DEFINED           1
HOME FED BANCORP INC MD   COM                43710G105      130      10409          DEFINED           1
HORIZON LINES INC         COM                44044K101      177      33160          DEFINED           1
HOSPITALITY PPTYS TR      COM SH BEN INT     44106M102    23495    1078721          DEFINED           1
HOST HOTELS & RESORTS
   INC                    COM                44107P104    97511    8370021          DEFINED           1
HOUSTON WIRE & CABLE CO   COM                44244K109      158      13590          DEFINED           1
IAC INTERACTIVECORP       COM PAR $.001      44919P508     1211      63390          DEFINED           1
ICU MED INC               COM                44930G107      303       8580          DEFINED           1
IPG PHOTONICS CORP        COM                44980X109      254      15220          DEFINED           1
IPC THE HOSPITALIST CO
   INC                    COM                44984A105      386      12170          DEFINED           1
ISTAR FINL INC            COM                45031U101      160      63810          DEFINED           1
ISTA PHARMACEUTICALS INC  COM NEW            45031X204       49      11330          DEFINED           1
ITT EDUCATIONAL
   SERVICES INC           COM                45068B109     5063      52781          DEFINED           1
IXIA                      COM                45071R109      115      17610          DEFINED           1
ICICI BK LTD              ADR                45104G104     8217     220000          DEFINED           1
ICICI Bank Ltd.           ADR                45104G104     1112      29500 SH       DEFINED           2   29500
IDENIX PHARMACEUTICALS
   INC                    COM                45166R204       28      13200          DEFINED           1
IDEX CORP                 COM                45167R104     1643      52750          DEFINED           1
IDEXX LABS INC            COM                45168D104     1990      37240          DEFINED           1
IDERA PHARMACEUTICALS
   INC                    COM NEW            45168K306      117      23890          DEFINED           1
IGATE CORP                COM                45169U105      241      24130          DEFINED           1
IMATION CORP              COM                45245A107      401      46470          DEFINED           1
IMMUNOGEN INC             COM                45253H101      206      26260          DEFINED           1
IMPAX LABORATORIES INC    COM                45256B101      352      25880          DEFINED           1



                                    Page 44




                                                                                     
INCYTE CORP               COM                45337C102     5195     570865          DEFINED           1
INFINITY PPTY & CAS CORP  COM                45665Q103     1902      48760          DEFINED           1
INFORMATICA CORP          COM                45666Q102    15015     580620          DEFINED           1
INFINERA CORPORATION      COM                45667G103      823      93042          DEFINED           1
INFOGROUP INC             COM                45670G108      206      25630          DEFINED           1
INFOSPACE INC             COM PAR $.0001     45678T300      770      95220          DEFINED           1
INSIGHT ENTERPRISES INC   COM                45765U103     1923     175475          DEFINED           1
INNOSPEC INC              COM                45768S105      186      18640          DEFINED           1
INNERWORKINGS INC         COM                45773Y105       92      16440          DEFINED           1
INNOPHOS HOLDINGS INC     COM                45774N108      274      12450          DEFINED           1
INSTEEL INDUSTRIES INC    COM                45774W108      352      27230          DEFINED           1
INSULET CORP              COM                45784P101      264      19850          DEFINED           1
INTEGRAL SYS INC MD       COM                45810H107      157      18440          DEFINED           1
INTEGRYS ENERGY GROUP
   INC                    COM                45822P105     3155      75136          DEFINED           1
INTERACTIVE DATA CORP     COM                45840J107      617      24400          DEFINED           1
INTERACTIVE BROKERS
   GROUP IN               COM                45841N107      322      18200          DEFINED           1
INTERCONTINENTAL HTLS
   GRP PL                 SPONS ADR NEW      45857P301     5652     400000          DEFINED           1
INTERCONTINENTALEXCHANGE
   INC                    COM                45865V100     8895      79310          DEFINED           1
INTERDIGITAL INC          COM                45867G101      779      29540          DEFINED           1
INTERMUNE INC             COM                45884X103     4814     379052          DEFINED           1
INTERNAP NETWORK SVCS
   CORP                   COM PAR $.001      45885A300      220      46940          DEFINED           1
INTERNATIONAL COAL GRP
   INC N                  COM                45928H106      271      70390          DEFINED           1
INTERNET CAP GROUP INC    COM NEW            46059C205      129      19650          DEFINED           1
INTERSIL CORP             CL A               46069S109     1118      78740          DEFINED           1
INTERVAL LEISURE GROUP
   INC                    COM                46113M108      306      26350          DEFINED           1
INTUITIVE SURGICAL INC    COM NEW            46120E602    19816      65330          DEFINED           1
INTREPID POTASH INC       COM                46121Y102      747      25660          DEFINED           1
INVERNESS MED
   INNOVATIONS IN         COM                46126P106     1863      44920          DEFINED           1
INVESTMENT TECHNOLOGY
   GRP NE                 COM                46145F105      915      47285          DEFINED           1
INVESTORS BANCORP INC     COM                46146P102      355      32447          DEFINED           1
IRIS INTL INC             COM                46270W105      129      11190          DEFINED           1
ISHARES SILVER TRUST      ISHARES            46428Q109     2148     130000          DEFINED           1
ISILON SYS INC            COM                46432L104      162      24210          DEFINED           1
IVANHOE MINES LTD         COM                46579N103      951      65093          DEFINED           1
IXYS CORP                 COM                46600W106      117      15870          DEFINED           1
J CREW GROUP INC          COM                46612H402     6774     152560          DEFINED           1
JDS UNIPHASE CORP         COM PAR $0.001     46612J507     2527     307004          DEFINED           1
JDA SOFTWARE GROUP INC    COM                46612K108      464      19200          DEFINED           1
JPMORGAN CHASE & CO       COM                46625H100   316854    7605701          DEFINED           1
JMP GROUP INC             COM                46629U107      114      12330          DEFINED           1
JANUS CAP GROUP INC       COM                47102X105     2547     190097          DEFINED           1
JO-ANN STORES INC         COM                47758P307    15191     420452          DEFINED           1
JONES LANG LASALLE INC    COM                48020Q107     2136      35372          DEFINED           1
JUNIPER NETWORKS INC      COM                48203R104     9754     365863          DEFINED           1
KBR INC                   COM                48242W106     6680     351564          DEFINED           1
K FED BANCORP             COM                48246S101      116      13300          DEFINED           1
KT CORP                   SPONSORED ADR      48268K101    26399    1570437          DEFINED           1
KT Corp.                  ADR                48268K101    11288     671097 SH       DEFINED           2  671097
KT Corp.                  ADR                48268K101     1429      84983 SH       DEFINED           2   84983
K12 INC                   COM                48273U102      299      15310          DEFINED           1
KADANT INC                COM                48282T104      380      23891          DEFINED           1
KB HOME                   COM                48666K109     4034     294876          DEFINED           1



                                    Page 45




                                                                                     
KENDLE INTERNATIONAL INC  COM                48880L107     1307      87056          DEFINED           1
KILROY RLTY CORP          COM                49427F108      964      31560          DEFINED           1
KIMCO REALTY CORP         COM                49446R109    30919    2285231          DEFINED           1
KINETIC CONCEPTS INC      COM NEW            49460W208     6632     176160          DEFINED           1
KOPPERS HOLDINGS INC      COM                50060P106      414      14630          DEFINED           1
KRAFT FOODS INC           CL A               50075N104    98288    3617517          DEFINED           1
Kraft Foods, Inc.         COM                50075N104    17410     640539 SH       DEFINED           2  640539
Kraft Foods, Inc.         COM                50075N104     2235      82246 SH       DEFINED           2   82246
LHC GROUP INC             COM                50187A107     2641      86970          DEFINED           1
L-1 IDENTITY SOLUTIONS
   INC                    COM                50212A106      218      34100          DEFINED           1
LSI INDS INC              COM                50216C108      303      38720          DEFINED           1
LABORATORY CORP AMER
   HLDGS                  COM NEW            50540R409    15509     207250          DEFINED           1
LANDAUER INC              COM                51476K103     1047      17230          DEFINED           1
LASERCARD CORP            COM                51807U101       98      18860          DEFINED           1
LAWSON SOFTWARE INC NEW   COM                52078P102      646     104990          DEFINED           1
LEAPFROG ENTERPRISES INC  CL A               52186N106       64      16750          DEFINED           1
LEVEL 3 COMMUNICATIONS
   INC                    COM                52729N100     1107     733050          DEFINED           1
LIBERTY MEDIA CORP NEW    INT COM SER A      53071M104     2887     266300          DEFINED           1
LIBERTY MEDIA CORP NEW    CAP COM SER A      53071M302      818      35950          DEFINED           1
LIBERTY MEDIA-STARZ
   SERIES A                                  53071M708    32952     714013          DEFINED           1
LIFE TIME FITNESS INC     COM                53217R207      613      24600          DEFINED           1
LIFE TECHNOLOGIES CORP    COM                53217V109    15186     290928          DEFINED           1
LIFEPOINT HOSPITALS INC   COM                53219L109      775      25000          DEFINED           1
LIGAND PHARMACEUTICALS
   INC                    CL B               53220K207      141      73130          DEFINED           1
LIMELIGHT NETWORKS INC    COM                53261M104       52      13900          DEFINED           1
LIQUIDITY SERVICES INC    COM                53635B107      101      10140          DEFINED           1
M & T BK CORP             COM                55261F104     4845      72591          DEFINED           1
MBIA INC                  COM                55262C100      234      58750          DEFINED           1
MB FINANCIAL INC NEW      COM                55264U108     7131     361798          DEFINED           1
MDS INC                   COM                55269P302      788     103987          DEFINED           1
MFA FINANCIAL INC         COM                55272X102     8664    1178837          DEFINED           1
MGE ENERGY INC            COM                55277P104      713      20890          DEFINED           1
MI DEVS INC               CL A SUB VTG       55304X104      185      15100          DEFINED           1
M/I HOMES INC             COM                55305B101     1088     104770          DEFINED           1
MKS INSTRUMENT INC        COM                55306N104     7374     441041          DEFINED           1
MSCI INC                  CL A               55354G100     3427     107761          DEFINED           1
MWI VETERINARY SUPPLY
   INC                    COM                55402X105      302       8290          DEFINED           1
MYR GROUP INC DEL         COM                55405W104      290      18890          DEFINED           1
MACYS INC                 COM                55616P104    52366    3124483          DEFINED           1
MANNKIND CORP             COM                56400P201      318      37110          DEFINED           1
MANPOWER INC              COM                56418H100     5286      96846          DEFINED           1
MAP PHARMACEUTICALS INC   COM                56509R108      141      15000          DEFINED           1
MARCHEX INC               CL B               56624R108       92      19050          DEFINED           1
MARINER ENERGY INC        COM                56845T305      662      56980          DEFINED           1
MARKETAXESS HLDGS INC     COM                57060D108      345      24840          DEFINED           1
MARKET VECTORS ETF TR     GOLD MINER ETF     57060U100      581      12580          DEFINED           1
MARVEL ENTERTAINMENT INC  COM                57383T103     4339      80340          DEFINED           1
MASTERCARD INC            CL A               57636Q104    17640      69113          DEFINED           1
MAXIM INTEGRATED PRODS
   INC                    COM                57772K101     4600     226580          DEFINED           1
MCG CAPITAL CORP          COM                58047P107      496     118700          DEFINED           1
MCKESSON CORP             COM                58155Q103    64074    1025672          DEFINED           1
MEADOWBROOK INS GROUP
   INC                    COM                58319P108      300      41500          DEFINED           1



                                    Page 46




                                                                                     
MEDCATH CORP              COM                58404W109      132      17117          DEFINED           1
MEDCO HEALTH SOLUTIONS
   INC                    COM                58405U102    51811     810817          DEFINED           1
MEDIACOM COMMUNICATIONS
   CORP                   CL A               58446K105      133      33330          DEFINED           1
MEDICAL ACTION INDS INC   COM                58449L100      277      17260          DEFINED           1
MEDICAL PPTYS TRUST INC   COM                58463J304      663      66260          DEFINED           1
MEDIDATA SOLUTIONS INC    COM                58471A105      232      15400          DEFINED           1
MEDIVATION INC            COM                58501N101      721      19140          DEFINED           1
MEDNAX INC                COM                58502B106     5512      94283          DEFINED           1
MERCADOLIBRE INC          COM                58733R102      900      17350          DEFINED           1
MERCK & CO INC            COM NEW            58933Y105   162373    4448582          DEFINED           1
Merck & Co., Inc.         COM                58933Y105    16975     464567 SH       DEFINED           2  464567
Merck & Co., Inc.         COM                58933Y105     1441      39442 SH       DEFINED           2   39442
MERITAGE HOMES CORP       COM                59001A102     1388      72171          DEFINED           1
METLIFE INC               COM                59156R108    19752     560031          DEFINED           1
MICROMET INC              COM                59509C105      175      26310          DEFINED           1
MICROTUNE INC DEL         COM                59514P109      118      64430          DEFINED           1
MICRUS ENDOVASCULAR CORP  COM                59518V102     4766     320733          DEFINED           1
MID-AMER APT CMNTYS INC   COM                59522J103    14640     303333          DEFINED           1
MIRANT CORP NEW           COM                60467R100     1365      89362          DEFINED           1
MOBILE MINI INC           COM                60740F105      255      18130          DEFINED           1
MODUSLINK GLOBAL
   SOLUTIONS I            COM                60786L107      322      34205          DEFINED           1
MOLECULAR INSIGHT PHARM
   INC                    COM                60852M104       91      40450          DEFINED           1
MOLINA HEALTHCARE INC     COM                60855R100     1405      64323          DEFINED           1
MOLSON COORS BREWING CO   CL B               60871R209    42538     948236          DEFINED           1
MOMENTA PHARMACEUTICALS
   INC                    COM                60877T100     1465     116560          DEFINED           1
MONEYGRAM INTL INC        COM                60935Y109      181      63630          DEFINED           1
MONOTYPE IMAGING
   HOLDINGS IN            COM                61022P100      177      20473          DEFINED           1
MONSANTO CO NEW           COM                61166W101    53825     658413          DEFINED           1
MOSAIC CO                 COM                61945A107     4519      76080          DEFINED           1
MOVE INC COM              COM                62458M108      156      94276          DEFINED           1
MULTI FINELINE
   ELECTRONIX IN          COM                62541B101      224       8350          DEFINED           1
MYRIAD GENETICS INC       COM                62855J104     1573      60300          DEFINED           1
MYRIAD PHARMACEUTICALS
   INC                    COM                62856H107      167      33110          DEFINED           1
NCI INC                   CL A               62886K104      567      22520          DEFINED           1
NGP CAP RES CO            COM                62912R107      213      26670          DEFINED           1
NII HLDGS INC             CL B NEW           62913F201     3382     100741          DEFINED           1
NIC INC                   COM                62914B100      222      25460          DEFINED           1
NPS PHARMACEUTICALS INC   COM                62936P103       86      27670          DEFINED           1
NVR INC                   COM                62944T105     6739      10061          DEFINED           1
NALCO HOLDING COMPANY     COM                62985Q101     2176      87480          DEFINED           1
NARA BANCORP INC          COM                63080P105      466      41050          DEFINED           1
NATIONAL FINL PARTNERS
   CORP                   COM                63607P208     1540     198404          DEFINED           1
NATIONAL HEALTH INVS INC  COM                63633D104      862      23808          DEFINED           1
NAVIGANT CONSULTING INC   COM                63935N107     2218     157538          DEFINED           1
NELNET INC                CL A               64031N108      205      11900          DEFINED           1
NET 1 UEPS TECHNOLOGIES
   INC                    COM NEW            64107N206      445      23580          DEFINED           1
NETAPP INC                COM                64110D104    72103    2099693          DEFINED           1
NETFLIX INC               COM                64110L106     1482      26920          DEFINED           1
NETEZZA CORP              COM                64111N101     3270     351224          DEFINED           1
NETGEAR INC               COM                64111Q104     2639     121680          DEFINED           1
NETSCOUT SYS INC          COM                64115T104      909      62240          DEFINED           1
NETLOGIC MICROSYSTEMS
   INC                    COM                64118B100      596      12890          DEFINED           1



                                    Page 47




                                                                                     
NETSUITE INC              COM                64118Q107      185      12300          DEFINED           1
NEUROCRINE BIOSCIENCES
   INC                    COM                64125C109       71      26220          DEFINED           1
NEUSTAR INC               CL A               64126X201     1339      58160          DEFINED           1
NEUTRAL TANDEM INC        COM                64128B108     1965      87310          DEFINED           1
NEWSTAR FINANCIAL INC     COM                65251F105       40      13900          DEFINED           1
NEXEN INC                 COM                65334H102    74083    3098417          DEFINED           1
99 CENTS ONLY STORES      COM                65440K106     3319     253910          DEFINED           1
NISOURCE INC              COM                65473P105    28987    1884688          DEFINED           1
NORTHFIELD BANCORP INC
   NEW                    COM                66611L105      253      19610          DEFINED           1
NORTHSTAR RLTY FIN CORP   COM                66704R100      335     103535          DEFINED           1
NOVAMED INC DEL           COM                66986W108      114      29840          DEFINED           1
NOVATEL WIRELESS INC      COM NEW            66987M604     1138     143726          DEFINED           1
NOVARTIS A G              SPONSORED ADR      66987V109    11457     210677          DEFINED           1
Novartis AG               ADR                66987V109    11467     210677 SH       DEFINED           2  210677
NU SKIN ENTERPRISES INC   CL A               67018T105      935      34870          DEFINED           1
NTELOS HLDGS CORP         COM                67020Q107    10283     586265          DEFINED           1
NUANCE COMMUNICATIONS
   INC                    COM                67020Y100     5644     363400          DEFINED           1
NVIDIA CORP               COM                67066G104    11107     595215          DEFINED           1
NUTRI SYS INC NEW         COM                67069D108      977      31526          DEFINED           1
NXSTAGE MEDICAL INC       COM                67072V103      128      16370          DEFINED           1
NV ENERGY INC             COM                67073Y106     3464     279774          DEFINED           1
OBAGI MEDICAL PRODUCTS
   INC                    COM                67423R108      221      19390          DEFINED           1
ODYSSEY HEALTHCARE INC    COM                67611V101     2030     130407          DEFINED           1
OFFICEMAX INC DEL         COM                67622P101     8465     667615          DEFINED           1
OMNICELL INC              COM                68213N109      281      25370          DEFINED           1
ONLINE RES CORP           COM                68273G101      131      25140          DEFINED           1
OPEN JT STK CO-VIMPEL
   COMMUN                 SPONSORED ADR      68370R109    96414    5194738          DEFINED           1
Vimpel-Communications

   OAO                    ADR                68370R109    10871     584800 SH       DEFINED           2  584800
OPKO HEALTH INC           COM                68375N103       32      19850          DEFINED           1
OPLINK COMMUNICATIONS
   INC                    COM NEW            68375Q403      237      14530          DEFINED           1
OPNEXT INC                COM                68375V105      131      69690          DEFINED           1
ORACLE CORP               COM                68389X105   261196   10669762          DEFINED           1
OPTIMER PHARMACEUTICALS
   INC                    COM                68401H104      242      22540          DEFINED           1
ORASURE TECHNOLOGIES INC  COM                68554V108      154      35750          DEFINED           1
ORBITZ WORLDWIDE INC      COM                68557K109      111      15590          DEFINED           1
ORIENTAL FINL GROUP INC   COM                68618W100      212      19750          DEFINED           1
ORION MARINE GROUP INC    COM                68628V308     1017      49210          DEFINED           1
ORTHOVITA INC             COM                68750U102      170      49180          DEFINED           1
P C CONNECTION            COM                69318J100      116      18600          DEFINED           1
PC MALL INC               COM                69323K100      107      20570          DEFINED           1
PC-TEL INC                COM                69325Q105      129      22200          DEFINED           1
PDL BIOPHARMA INC         COM                69329Y104     1434     209594          DEFINED           1
PG&E CORP                 COM                69331C108    20470     458653          DEFINED           1
P F CHANGS CHINA BISTRO
   INC                    COM                69333Y108     5367     141570          DEFINED           1
PMC-SIERRA INC            COM                69344F106      839     100410          DEFINED           1
PMI GROUP INC             COM                69344M101      216      86267          DEFINED           1
PNM RES INC               COM                69349H107      690      55040          DEFINED           1
PPL CORP                  COM                69351T106    19960     617754          DEFINED           1
PS BUSINESS PKS INC
   CALIF                  COM                69360J107      514      10790          DEFINED           1
PSS WORLD MED INC         COM                69366A100     3569     158140          DEFINED           1
PACER INTL INC TENN       COM                69373H106       53      16977          DEFINED           1
PACIFIC CAP BANCORP NEW   COM                69404P101       24      24850          DEFINED           1



                                    Page 48




                                                                                     
PACIFIC CONTINENTAL CORP  COM                69412V108      121      10600          DEFINED           1
PAIN THERAPEUTICS INC     COM                69562K100      149      28430          DEFINED           1
PANERA BREAD CO           CL A               69840W108     1178      17630          DEFINED           1
PAR PHARMACEUTICAL COS
   INC                    COM                69888P106     3206     119640          DEFINED           1
PARAMOUNT GOLD & SILVER
   CORP                   COM                69924P102       54      37550          DEFINED           1
PARKWAY PPTYS INC         COM                70159Q104     1348      64726          DEFINED           1
PATRIOT COAL CORP         COM                70336T104      880      56938          DEFINED           1
PEBBLEBROOK HOTEL TRUST   COM A              70509V100     5217     239200          DEFINED           1
PENNYMAC MTG INVT TR      COM                70931T103      266      15500          DEFINED           1
PENSKE AUTOMOTIVE GRP
   INC                    COM                70959W103      298      19650          DEFINED           1
PEPSIAMERICAS INC         COM                71343P200     2246      76767          DEFINED           1
PERFICIENT INC            COM                71375U101     1206     146522          DEFINED           1
Petroleo Brasileiro SA    ADR                71654V101     1283      30267 SH       DEFINED           2   30267
PHARMERICA CORP           COM                71714F104     2137     134572          DEFINED           1
PHARMASSET INC            COM                71715N106      264      13580          DEFINED           1
PHASE FORWARD INC         COM                71721R406      424      28470          DEFINED           1
PINNACLE FINL PARTNERS
   INC                    COM                72346Q104      221      15580          DEFINED           1
POLYCOM INC               COM                73172K104    19618     817431          DEFINED           1
POLYONE CORP              COM                73179P106     2115     288544          DEFINED           1
POLYPORE INTL INC         COM                73179V103      271      22870          DEFINED           1
POOL CORPORATION          COM                73278L105     6879     379865          DEFINED           1
PORTFOLIO RECOVERY
   ASSOCS IN              COM                73640Q105      409       9120          DEFINED           1
POTASH CORP SASK INC      COM                73755L107   164682    1517810          DEFINED           1
POWERSHS DB MULTI SECT
   COMM                   DB ENERGY FUND     73936B101    11688     480000          DEFINED           1
POWERSHS DB MULTI SECT
   COMM                   DB AGRICULT FD     73936B408    14814     562200          DEFINED           1
POWERSHS DB MULTI SECT
   COMM                   DB BASE METALS     73936B705     6630     307500          DEFINED           1
POZEN INC                 COM                73941U102       87      15410          DEFINED           1
PRESTIGE BRANDS HLDGS
   INC                    COM                74112D101      878     111820          DEFINED           1
PRICE T ROWE GROUP INC    COM                74144T108    14811     279030          DEFINED           1
PRIDE INTL INC DEL        COM                74153Q102     5809     182114          DEFINED           1
PRINCIPAL FINANCIAL
   GROUP IN               COM                74251V102    26871    1118712          DEFINED           1
PROASSURANCE CORP         COM                74267C106    13189     245566          DEFINED           1
PROSHARES TR              PSHS UT SHT MSCI   74347R354      325      30000          DEFINED           1
PROSHARES TR              PSHS SHTRUSS2000   74347R826     4775     109400          DEFINED           1
PROSPECT CAPITAL
   CORPORATION            COM                74348T102      256      23790          DEFINED           1
PROTALIX
   BIOTHERAPEUTICS INC    COM                74365A101      149      22900          DEFINED           1
PROVIDENT FINL SVCS INC   COM                74386T105     5586     524486          DEFINED           1
PSYCHIATRIC SOLUTIONS
   INC                    COM                74439H108     9924     477560          DEFINED           1
PUBLIC STORAGE            COM                74460D109    72383     889447          DEFINED           1
PZENA INVESTMENT MGMT
   INC                    CLASS A            74731Q103      178      23000          DEFINED           1
QUEST DIAGNOSTICS INC     COM                74834L100    10275     170251          DEFINED           1
QUEST SOFTWARE INC        COM                74834T103    12727     707050          DEFINED           1
QUESTCOR

   PHARMACEUTICALS INC    COM                74835Y101      182      38730          DEFINED           1
QUICKSILVER RESOURCES
   INC                    COM                74837R104     4930     328670          DEFINED           1
QUIKSILVER INC            COM                74838C106      125      61910          DEFINED           1
QUIDEL CORP               COM                74838J101      245      18850          DEFINED           1
RRI ENERGY INC            COM                74971X107      890     155650          DEFINED           1
RSC HOLDINGS INC          COM                74972L102      239      34220          DEFINED           1
RTI INTL METALS INC       COM                74973W107      661      26280          DEFINED           1
RTI BIOLOGICS INC         COM                74975N105      110      31990          DEFINED           1
RADIANT SYSTEMS INC       COM                75025N102      567      54822          DEFINED           1
RANGE RES CORP            COM                75281A109     9461     189950          DEFINED           1



                                    Page 49




                                                                                     
RBC BEARINGS INC          COM                75524B104      622      26350          DEFINED           1
REALNETWORKS INC          COM                75605L104      305      82300          DEFINED           1
RED ROBIN GOURMET
   BURGERS IN             COM                75689M101      198      12940          DEFINED           1
REGENERON
   PHARMACEUTICALS        COM                75886F107     4585     189608          DEFINED           1
REGIONS FINANCIAL CORP
   NEW                    COM                7591EP100     5872    1109977          DEFINED           1
RENT A CTR INC NEW        COM                76009N100     6057     341832          DEFINED           1
RESOURCES CONNECTION INC  COM                76122Q105      633      29840          DEFINED           1
RIGHTNOW TECHNOLOGIES
   INC                    COM                76657R106      270      15580          DEFINED           1
ROMA FINANCIAL CORP       COM                77581P109      147      12170          DEFINED           1
RUBICON TECHNOLOGY INC    COM                78112T107      332      16730          DEFINED           1
SBA COMMUNICATIONS CORP   COM                78388J106    35790    1047720          DEFINED           1
SAIC INC                  COM                78390X101     7051     372690          DEFINED           1
SCBT FINANCIAL CORP       COM                78401V102      275      10080          DEFINED           1
SL GREEN RLTY CORP        COM                78440X101    44812     891954          DEFINED           1
SLM CORP                  COM                78442P106     4832     438058          DEFINED           1
SPDR TR                   UNIT SER 1         78462F103   117123    1050996          DEFINED           1
S1 CORPORATION            COM                78463B101      317      53220          DEFINED           1
SPDR GOLD TRUST           GOLD SHS           78463V107     5720      53321          DEFINED           1
SPDR INDEX SHS FDS        S&P BRIC 40ETF     78463X798      619      25000          DEFINED           1
SPDR SERIES TRUST         S&P BIOTECH        78464A870     7054     138251          DEFINED           1
SPDR SERIES TRUST         S&P HOMEBUILD      78464A888    14296     947400          DEFINED           1
SRA INTL INC              CL A               78464R105      592      32060          DEFINED           1
SVB FINL GROUP            COM                78486Q101    22864     605833          DEFINED           1
SWS GROUP INC             COM                78503N107     7219     597574          DEFINED           1
SXC HEALTH SOLUTIONS
   CORP                   COM                78505P100     1403      26000          DEFINED           1
SAFETY INS GROUP INC      COM                78648T100     2145      59260          DEFINED           1
SALESFORCE COM INC        COM                79466L302    15010     203575          DEFINED           1
SANDERS MORRIS HARRIS
   GROUP                  COM                80000Q104      123      24150          DEFINED           1
SANDISK CORP              COM                80004C101     6603     227840          DEFINED           1
SANDRIDGE ENERGY INC      COM                80007P307      692      73391          DEFINED           1
SAVIENT PHARMACEUTICALS
   INC                    COM                80517Q100     3493     256615          DEFINED           1
SCANA CORP NEW            COM                80589M102     4827     128096          DEFINED           1
SCIENTIFIC GAMES CORP     CL A               80874P109     2383     165140          DEFINED           1
SEALED AIR CORP NEW       COM                81211K100     6328     289991          DEFINED           1
SELECT SECTOR SPDR TR     SBI HEALTHCARE     81369Y209     7888     253874          DEFINED           1
SELECT SECTOR SPDR TR     SBI CONS STPLS     81369Y308    17677     668557          DEFINED           1
SELECT SECTOR SPDR TR     SBI INT-FINL       81369Y605      820      57000          DEFINED           1
SELECT SECTOR SPDR TR     SBI INT-INDS       81369Y704     1372      49400          DEFINED           1
SELECT MEDICAL HOLDINGS
   CORP                   COM                81619Q105      252      23803          DEFINED           1
SENIOR HSG PPTYS TR       SH BEN INT         81721M109     3982     187380          DEFINED           1
SENSIENT TECHNOLOGIES
   CORP                   COM                81725T100     4495     173352          DEFINED           1
SHANDA GAMES LTD-ADR      SPONSORED ADR      81941U105      297      29100          DEFINED           1
SHAW COMMUNICATIONS INC   CL B CONV          82028K200     4894     238480          DEFINED           1
SHENANDOAH
   TELECOMMUNICATION      COM                82312B106      317      17100          DEFINED           1
SHUTTERFLY INC            COM                82568P304      178      10010          DEFINED           1
SIERRA BANCORP            COM                82620P102       80      11000          DEFINED           1
SIGNATURE BK NEW YORK N
   Y                      COM                82669G104     3148     100494          DEFINED           1
SILICON IMAGE INC         COM                82705T102      159      62250          DEFINED           1
SILICON MOTION
   TECHNOLOGY CO          SPONSORED ADR      82706C108      286      93855          DEFINED           1
SILICON GRAPHICS INTL
   CORP                   COM                82706L108      246      35130          DEFINED           1
SIRONA DENTAL SYSTEMS
   INC                    COM                82966C103      356      11230          DEFINED           1
SKILLED HEALTHCARE
   GROUP INC              CL A               83066R107      252      37210          DEFINED           1



                                    Page 50




                                                                                     
SKYWORKS SOLUTIONS INC    COM                83088M102     5216     368120          DEFINED           1
SMART BALANCE INC         COM                83169Y108      244      40710          DEFINED           1
SMITH & NEPHEW PLC        SPDN ADR NEW       83175M205     3906      80000          DEFINED           1
SOHU COM INC              COM                83408W103     1056      18990          DEFINED           1
SOLERA HOLDINGS INC       COM                83421A104    18250     514362          DEFINED           1
SONIC AUTOMOTIVE INC      CL A               83545G102     1068     103069          DEFINED           1
SONOSITE INC              COM                83568G104     1575      68320          DEFINED           1
SOURCEFIRE INC            COM                83616T108     3616     135470          DEFINED           1
SOUTHERN COPPER CORP      COM                84265V105     1459      45280          DEFINED           1
SOUTHSIDE BANCSHARES INC  COM                84470P109      266      13545          DEFINED           1
SOVRAN SELF STORAGE INC   COM                84610H108     1543      44140          DEFINED           1
SPECTRANETICS CORP        COM                84760C107      121      19720          DEFINED           1
SPECTRUM

   PHARMACEUTICALS INC    COM                84763A108      124      27940          DEFINED           1
SPORT SUPPLY GROUP INC
   DEL                    COM                84916A104      195      17780          DEFINED           1
STAGE STORES INC          COM NEW            85254C305     1613     140520          DEFINED           1
STANDARD PAC CORP NEW     COM                85375C101      835     260863          DEFINED           1
STAR SCIENTIFIC INC       COM                85517P101       29      41650          DEFINED           1
STARWOOD PPTY TR INC      COM                85571B105      543      28840          DEFINED           1
STARWOOD HOTELS&RESORTS
   WRLD                   COM                85590A401     8954     244904          DEFINED           1
STATOILHYDRO ASA          SPONSORED ADR      85771P102    12450     500000          DEFINED           1
STELLARONE CORP           COM                85856G100      175      18070          DEFINED           1
STEMCELLS INC             COM                85857R105       94      74420          DEFINED           1
STEREOTAXIS INC           COM                85916J102       84      21770          DEFINED           1
STILLWATER MNG CO         COM                86074Q102      243      26290          DEFINED           1
STONERIDGE INC            COM                86183P102      136      19000          DEFINED           1
STRATEGIC HOTELS &
   RESORTS I              COM                86272T106      274     147320          DEFINED           1
SUNOCO INC                COM                86764P109     9562     370639          DEFINED           1
SUNRISE SENIOR LIVING
   INC                    COM                86768K106      139      43250          DEFINED           1
SUNTECH PWR HLDGS CO LTD  ADR                86800C104     2927     179000          DEFINED           1
SUPER MICRO COMPUTER INC  COM                86800U104      203      18320          DEFINED           1
SUPERIOR WELL SVCS INC    COM                86837X105      164      11510          DEFINED           1
SUPPORT COM INC           COM                86858W101      121      51750          DEFINED           1
SYMYX TECHNOLOGIES        COM                87155S108      101      24920          DEFINED           1
SYNCHRONOSS

   TECHNOLOGIES INC       COM                87157B103      153      11570          DEFINED           1
SYNAPTICS INC             COM                87157D109     2814      92250          DEFINED           1
SYNOVUS FINL CORP         COM                87161C105      392     192150          DEFINED           1
SYNTEL INC                COM                87162H103      399      10500          DEFINED           1
SYNNEX CORP               COM                87162W100     1997      66120          DEFINED           1
SYNIVERSE HLDGS INC       COM                87163F106      859      49246          DEFINED           1
SYNUTRA INTL INC          COM                87164C102      147      11040          DEFINED           1
TD AMERITRADE HLDG CORP   COM                87236Y108    14449     745540          DEFINED           1
TFS FINL CORP             COM                87240R107      456      38790          DEFINED           1
TRW AUTOMOTIVE HLDGS
   CORP                   COM                87264S106     1422      60518          DEFINED           1
TTM TECHNOLOGIES INC      COM                87305R109     1437     133081          DEFINED           1
TW TELECOM INC            COM                87311L104     3907     238240          DEFINED           1
TALEO CORP                CL A               87424N104      492      20980          DEFINED           1
TASER INTL INC            COM                87651B104      190      43420          DEFINED           1
TECHWELL INC              COM                87874D101      173      13590          DEFINED           1
TELECOMMUNICATION SYS
   INC                    CL A               87929J103      360      37630          DEFINED           1
TELUS CORP                NON-VTG SHS        87971M202     5376     178300          DEFINED           1
TEMPUR PEDIC INTL INC     COM                88023U101     1201      51010          DEFINED           1
TENET HEALTHCARE CORP     COM                88033G100    11818    2196661          DEFINED           1



                                    Page 51




                                                                                     
TERADATA CORP DEL         COM                88076W103     5953     193587          DEFINED           1
TETRA TECHNOLOGIES INC
   DEL                    COM                88162F105     2473     223170          DEFINED           1
TETRA TECH INC NEW        COM                88162G103     3592     136850          DEFINED           1
TESSERA TECHNOLOGIES INC  COM                88164L100      812      37160          DEFINED           1
TEXAS CAPITAL
   BANCSHARES INC         COM                88224Q107      251      19240          DEFINED           1
THERAVANCE INC            COM                88338T104      630      48410          DEFINED           1
3-D SYS CORP DEL          COM NEW            88554D205      139      12510          DEFINED           1
3M CO                     COM                88579Y101    48050     582066          DEFINED           1
3PAR INC                  COM                88580F109      237      20940          DEFINED           1
TIBCO SOFTWARE INC        COM                88632Q103     1409     146470          DEFINED           1
TICKETMASTER ENTMT INC    COM                88633P302      831      74520          DEFINED           1
TIME WARNER CABLE INC     COM                88732J207     7916     191296          DEFINED           1
TITAN INTL INC ILL        COM                88830M102      183      22535          DEFINED           1
TOWN SPORTS INTL HLDGS
   INC                    COM                89214A102       49      22800          DEFINED           1
TOWNEBANK PORTSMOUTH VA   COM                89214P109      192      16460          DEFINED           1
TRADESTATION GROUP INC    COM                89267P105      336      47300          DEFINED           1
TRANSCANADA CORP          COM                89353D107    15954     467052          DEFINED           1
TRANS1 INC                COM                89385X105       40      11210          DEFINED           1
TREEHOUSE FOODS INC       COM                89469A104     1114      28675          DEFINED           1
TREX INC                  COM                89531P105      192      11450          DEFINED           1
TRIQUINT SEMICONDUCTOR
   INC                    COM                89674K103      702     116920          DEFINED           1
TRUE RELIGION APPAREL
   INC                    COM                89784N104     7028     380092          DEFINED           1
TRUEBLUE INC              COM                89785X101     4180     292299          DEFINED           1
U S CONCRETE INC          COM                90333L102       14      15850          DEFINED           1
U S GEOTHERMAL INC        COM                90338S102       32      20650          DEFINED           1
USA MOBILITY INC          COM                90341G103     1425     136630          DEFINED           1
U S AIRWAYS GROUP INC     COM                90341W108      497     102740          DEFINED           1
ULTA SALON COSMETCS &
   FRAG I                 COM                90384S303      332      18300          DEFINED           1
ULTIMATE SOFTWARE GROUP
   INC                    COM                90385D107      495      16870          DEFINED           1
UNION DRILLING INC        COM                90653P105       84      13730          DEFINED           1
UNITED AMER INDEMNITY
   LTD                    CL A               90933T109      417      52841          DEFINED           1
UNITED CMNTY BKS
   BLAIRSVLE G            CAP STK            90984P105      100      29908          DEFINED           1
UNITED FINANCIAL
   BANCORP INC            COM                91030T109      537      42062          DEFINED           1
UNITED STATES OIL FUND
   LP                     UNITS              91232N108     2551      65000          DEFINED           1
U STORE IT TR             COM                91274F104    14829    2045348          DEFINED           1
UNITED STATES 12 MONTH
   NATUR                  UNIT BEN INT       91288X109      711      13271          DEFINED           1
UNITED THERAPEUTICS
   CORP DEL               COM                91307C102     1568      30160          DEFINED           1
UNITEDHEALTH GROUP INC    COM                91324P102    77859    2556108          DEFINED           1
UNIVERSAL DISPLAY CORP    COM                91347P105      236      20470          DEFINED           1
UNUM GROUP                COM                91529Y106    21753    1115514          DEFINED           1
URANERZ ENERGY
   CORPORATION            COM                91688T104       21      16350          DEFINED           1
VAALCO ENERGY INC         COM NEW            91851C201      609     133920          DEFINED           1
VAIL RESORTS INC          COM                91879Q109      643      17060          DEFINED           1
VALEANT PHARMACEUTICALS
   INTL                   COM                91911X104    12006     378256          DEFINED           1
VALERO ENERGY CORP NEW    COM                91913Y100     7555     451061          DEFINED           1
VALUECLICK INC            COM                92046N102     9620     960055          DEFINED           1
VARIAN MED SYS INC        COM                92220P105     6375     136150          DEFINED           1
VASCO DATA SEC INTL INC   COM                92230Y104      113      18030          DEFINED           1
VASCULAR SOLUTIONS INC    COM                92231M109       99      12309          DEFINED           1
VECTREN CORP              COM                92240G101     3532     143100          DEFINED           1
VECTOR GROUP LTD          COM                92240M108     1350      97131          DEFINED           1
VENOCO INC                COM                92275P307      190      18190          DEFINED           1



                                    Page 52




                                                                                     
VENTAS INC                COM                92276F100    86409    1976429          DEFINED           1
VERIFONE HLDGS INC        COM                92342Y109      717      48830          DEFINED           1
VERIZON COMMUNICATIONS
   INC                    COM                92343V104    80774    2438105          DEFINED           1
VERISK ANALYTICS
   INC-CLASS A            CL A               92345Y106     1801      59880          DEFINED           1
VERTEX PHARMACEUTICALS
   INC                    COM                92532F100    14477     339045          DEFINED           1
VIAD CORP                 COM NEW            92552R406      280      13660          DEFINED           1
VIASAT INC                COM                92552V100      431      13810          DEFINED           1
VIACOM INC NEW            CL B               92553P201    37459    1261663          DEFINED           1
VIRGIN MEDIA INC          COM                92769L101     7137     424563          DEFINED           1
VISIONCHINA MEDIA INC     SPONS ADR          92833U103      332      30400          DEFINED           1
VITAL IMAGES INC          COM                92846N104      132      10460          DEFINED           1
VITACOST.COM INC          COM                92847A200      178      17700          DEFINED           1
VOCUS INC                 COM                92858J108      173      10010          DEFINED           1
VOLCOM INC                COM                92864N101      238      14202          DEFINED           1
W & T OFFSHORE INC        COM                92922P106      181      17040          DEFINED           1
WGL HLDGS INC             COM                92924F106     9748     290640          DEFINED           1
WABCO HLDGS INC           COM                92927K102    39434    1565464          DEFINED           1
WALTER ENERGY INC         COM                93317Q105     3297      43868          DEFINED           1
WALTER INVT MGMT CORP     COM                93317W102      169      11940          DEFINED           1
WARREN RES INC            COM                93564A100      125      55420          DEFINED           1
WASTE MGMT INC DEL        COM                94106L109    27259     806248          DEFINED           1
Waste Management, Inc.    COM                94106L109    11619     343665 SH       DEFINED           2  343665
WEB COM GROUP INC         COM                94733A104      287      46260          DEFINED           1
WEBMD HEALTH CORP         CL A               94770V102     1424      37003          DEFINED           1
WELLCARE HEALTH PLANS
   INC                    COM                94946T106     2764      75218          DEFINED           1
WELLPOINT INC             COM                94973V107    25521     438588          DEFINED           1
WESCO INTL INC            COM                95082P105     1336      49476          DEFINED           1
WEST BANCORPORATION INC   CAP STK            95123P106       93      20120          DEFINED           1
WESTAR ENERGY INC         COM                95709T100     1068      49160          DEFINED           1
WESTFIELD FINANCIAL INC
   NEW                    COM                96008P104     4252     531538          DEFINED           1
WILSHIRE BANCORP INC      COM                97186T108      973     130642          DEFINED           1
WINDSTREAM CORP           COM                97381W104     5099     463955          DEFINED           1
WINTRUST FINANCIAL CORP   COM                97650W108     2490      82302          DEFINED           1
WORLD WRESTLING ENTMT
   INC                    CL A               98156Q108      308      20080          DEFINED           1
WRIGHT EXPRESS CORP       COM                98233Q105     3242     103932          DEFINED           1
WRIGHT MED GROUP INC      COM                98235T107      427      22600          DEFINED           1
WYNDHAM WORLDWIDE CORP    COM                98310W108     3790     188278          DEFINED           1
XTO ENERGY INC            COM                98385X106    61798    1329277          DEFINED           1
XCEL ENERGY INC           COM                98389B100     9760     459941          DEFINED           1
XENOPORT INC              COM                98411C100     2608     140965          DEFINED           1
YAMANA GOLD INC           COM                98462Y100     5033     442280          DEFINED           1
YINGLI GREEN ENERGY
   HLDG CO                ADR                98584B103      846      53900          DEFINED           1
ZEP INC                   COM                98944B108      642      37060          DEFINED           1
ZHONGPIN INC              COM                98952K107      196      12570          DEFINED           1
ZIMMER HLDGS INC          COM                98956P102     6970     118033          DEFINED           1
ZIX CORP                  COM                98974P100       32      18800          DEFINED           1
ZORAN CORP                COM                98975F101      555      50471          DEFINED           1
ZOLTEK COS INC            COM                98975W104      145      16570          DEFINED           1
ZYMOGENETICS INC          COM                98985T109      229      35980          DEFINED           1
Credicorp Ltd.            COM                G2519Y108      966      12542 SH       DEFINED           2   12542
Alcon, Inc.               COM                H01301102     1223       7442 SH       DEFINED           2    7442
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