Pictet Asset Management Ltd. – ‘13F-HR’ for 6/30/07

On:  Monday, 8/13/07, at 6:21am ET   ·   Effective:  8/13/07   ·   For:  6/30/07   ·   Accession #:  950135-7-4949   ·   File #:  28-11664

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Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Pictet Asset Management Limited                       32    176K 

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

 Form 13F-HR

 Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: 30 JUNE 2007                     

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: PICTET ASSET MANAGEMENT LIMITED                                           

Address: MOOR HOUSE - LEVEL 11, 120 LONDON WALL, LONDON, EC2Y 5ET, UNITED       
KINGDOM                                                       

Form 13F File Number: 28-11664                                                  

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:    DAVID CAWTHROW                                                         
Title:   CHIEF COMPLIANCE OFFICER                                               
Phone:   011 44 207 847 5040                                                    

Signature, Place, and Date of Signing:                                          

/S/ DAVID CAWTHROW                     LONDON, United Kingdom    13 AUGUST 2007 
------------------------------------   ----------------------    ---------------
[Signature]                            [City, State]             [Date]         

Additional information:                                                         

Report Type (Check only one.):                                                  

[X]  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager 
are reported in this report.)                                         

[ ]  13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)                 

[ ]  13F COMBINATION REPORT. (Check here if a portion of the holdings for this  
     reporting manager are reported in this report and a portion are reported by
other reporting manager(s).                                           

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Form 13F
SUMMARY PAGE

Report Summary:                                                                 

Number of Other Included Managers:                  2                           

Form 13F Information Table Entry Total:          1577                           

Form 13F Information Table Value Total:   $18,630,995                           
               (thousands)

List of Other Included Managers:                                                

Provide a number list of the name(s) and Form 13F file number(s) of all         
institutional investment managers with respect to which this report is filed,   
other than the manager filing this report.                                      

No.   Form 13F File Number              Name                          

1          28-11884         Pictet Asset Management SA              
2          28-12088         Forward Management LLC                  

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 FORM 13-F INFORMATION TABLE

                                                        [Enlarge/Download Table]

                                                                 MKT VALUE             SHS/  INVESTMENT  OTHER     PAM VOTING
CUSIP      NAME OF ISSUER                     TITLE OF CLASS     X$1000      SHARES    PRN   DISCRETION  MANAGERS  DISCRETION
-----      ---------------------------------  -----------------  ----------  --------  ----  ----------  --------  ----------
                                                                                                                             
000886309  ADC TELECOMMUNICATIONS             COM NEW                   120      6571  SHS   DEFINED            1  NONE      
000886309  ADC TELECOMMUNICATIONS             COM NEW                   400     21826  SHS   DEFINED            1  SOLE      
001055102  AFLAC INC                          COM                       776     15100  SHS   DEFINED            1  NONE      
001055102  AFLAC INC                          COM                      6281    122200  SHS   DEFINED            1  SOLE      
00130H105  AES CORP                           COM                       446     20400  SHS   DEFINED            1  NONE      
00130H105  AES CORP                           COM                      3518    160800  SHS   DEFINED            1  SOLE      
00163T109  AMB PROPERTY CORP                  COM                       154      2900  SHS   DEFINED            1  NONE      
00163T109  AMB PROPERTY CORP                  COM                       947     17800  SHS   DEFINED            1  SOLE      
001765106  AMR CORP                           COM                       659     25000  SHS   DEFINED            1  SOLE      
001765106  AMR CORP                           COM                      5357    203300  SHS   DEFINED            1  NONE      
00206R102  AT&T INC                           COM                     69585   1676744  SHS   DEFINED            1  SOLE      
00206R102  AT&T INC                           COM                    938932  22624871  SHS   DEFINED            1  NONE      
002255107  AU OPTRONICS CORP                  SPONSORED ADR              17      1000  SHS   DEFINED            1  SOLE      
002255107  AU OPTRONICS CORP                  SPONSORED ADR             428     24856  SHS   DEFINED            1  NONE      
002824100  ABBOTT LABS                        COM                      2490     46500  SHS   DEFINED            1  NONE      
002824100  ABBOTT LABS                        COM                     21977    410400  SHS   DEFINED            1  SOLE      
002896207  ABERCROMBIE & FITCH CO             CL A                      190      2600  SHS   DEFINED            1  NONE      
002896207  ABERCROMBIE & FITCH CO             CL A                     1540     21100  SHS   DEFINED            1  SOLE      
00448Q201  ACHILLION PHARMACEUTICALS IN       COM                        52      8700  SHS   DEFINED            1  SOLE      
00448Q201  ACHILLION PHARMACEUTICALS IN       COM                       136     22800  SHS   DEFINED            1  NONE      
004930202  ACTIVISION INC NEW                 COM NEW                   947     50700  SHS   DEFINED            1  SOLE      
004930202  ACTIVISION INC NEW                 COM NEW                 11327    606700  SHS   DEFINED            1  NONE      
00506P103  ACTIVIDENTITY CORP                 COM                      2282    496000  SHS   DEFINED            1  NONE      
00724F101  ADOBE SYS INC                      COM                      5653    140800  SHS   DEFINED            1  SOLE      
00724F101  ADOBE SYS INC                      COM                      7050    175600  SHS   DEFINED            1  NONE      
00751Y106  ADVANCE AUTO PARTS INC             COM                       132      3250  SHS   DEFINED            1  NONE      
00751Y106  ADVANCE AUTO PARTS INC             COM                       772     19050  SHS   DEFINED            1  SOLE      
007903107  ADVANCED MICRO DEVICES INC         COM                      2105    147205  SHS   DEFINED            1  SOLE      
007903107  ADVANCED MICRO DEVICES INC         COM                      8472    592441  SHS   DEFINED            1  NONE      
00817Y108  AETNA INC NEW                      COM                       815     16500  SHS   DEFINED            1  NONE      
00817Y108  AETNA INC NEW                      COM                      6127    124020  SHS   DEFINED            1  SOLE      
008190100  AFFILIATED COMPUTER SERVICES       CL A                      176      3100  SHS   DEFINED            1  NONE      
008190100  AFFILIATED COMPUTER SERVICES       CL A                     1628     28700  SHS   DEFINED            1  SOLE      
00846U101  AGILENT TECHNOLOGIES INC           COM                       515     13400  SHS   DEFINED            1  NONE      
00846U101  AGILENT TECHNOLOGIES INC           COM                      3843     99984  SHS   DEFINED            1  SOLE      
009158106  AIR PRODS & CHEMS INC              COM                       547      6800  SHS   DEFINED            1  NONE      
009158106  AIR PRODS & CHEMS INC              COM                      4710     58600  SHS   DEFINED            1  SOLE      
00971T101  AKAMAI TECHNOLOGIES INC            COM                       219      4500  SHS   DEFINED            1  NONE      
00971T101  AKAMAI TECHNOLOGIES INC            COM                      1367     28100  SHS   DEFINED            1  SOLE      
013817101  ALCOA INC                          COM                      1090     26900  SHS   DEFINED            1  NONE      
013817101  ALCOA INC                          COM                     10297    254064  SHS   DEFINED            1  SOLE      
013904305  ALCATEL LUCENT                     SPONSORED ADR             814     58150  SHS   DEFINED            1  SOLE      
015351109  ALEXION PHARMACEUTICALS INC        COM                       883     19600  SHS   DEFINED            1  SOLE      
015351109  ALEXION PHARMACEUTICALS INC        COM                      6912    153400  SHS   DEFINED            1  NONE      
017361106  ALLEGHENY ENERGY INC               COM                       476      9200  SHS   DEFINED            1  SOLE      
01741R102  ALLEGHENY TECHNOLOGIES INC         COM                       273      2600  SHS   DEFINED            1  NONE      
01741R102  ALLEGHENY TECHNOLOGIES INC         COM                      2281     21750  SHS   DEFINED            1  SOLE      
018490102  ALLERGAN INC                       COM                      1038     18000  SHS   DEFINED            1  SOLE      
018802108  ALLIANT ENERGY CORP                COM                       796     20500  SHS   DEFINED            1  SOLE      
018802108  ALLIANT ENERGY CORP                COM                    196194   5050050  SHS   DEFINED            1  NONE      
01903Q108  ALLIED CAP CORP NEW                COM                       133      4300  SHS   DEFINED            1  NONE      

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01903Q108  ALLIED CAP CORP NEW           COM                   808    26100  SHS  DEFINED  1  SOLE  
019589308  ALLIED WASTE INDS INC         COM PAR $0.01 NEW     929    69000  SHS  DEFINED  1  SOLE  
019589308  ALLIED WASTE INDS INC         COM PAR $0.01 NEW   94788  7042200  SHS  DEFINED  1  NONE  
020002101  ALLSTATE CORP                 COM                  1811    29440  SHS  DEFINED  1  NONE  
020002101  ALLSTATE CORP                 COM                  9245   150300  SHS  DEFINED  1  SOLE  
020039103  ALLTEL CORP                   COM                  4810    71200  SHS  DEFINED  1  NONE  
020039103  ALLTEL CORP                   COM                  5877    87000  SHS  DEFINED  1  SOLE  
02043Q107  ALNYLAM PHARMACEUTICALS INC   COM                   166    10900  SHS  DEFINED  1  SOLE  
02043Q107  ALNYLAM PHARMACEUTICALS INC   COM                  1319    86837  SHS  DEFINED  1  NONE  
021441100  ALTERA CORP                   COM                   239    10800  SHS  DEFINED  1  NONE  
021441100  ALTERA CORP                   COM                  2049    92600  SHS  DEFINED  1  SOLE  
02209S103  ALTRIA GROUP INC              COM                  4489    64000  SHS  DEFINED  1  NONE  
02209S103  ALTRIA GROUP INC              COM                 35743   509600  SHS  DEFINED  1  SOLE  
023135106  AMAZON.COM INC                COM                   650     9500  SHS  DEFINED  1  NONE  
023135106  AMAZON.COM INC                COM                  5144    75200  SHS  DEFINED  1  SOLE  
023139108  AMBAC FINL GROUP              COM                 10772   123550  SHS  DEFINED  1  SOLE  
023139108  AMBAC FINL GROUP              COM                 36659   420450  SHS  DEFINED  1  NONE  
023608102  AMEREN CORP                   COM                  2451    50000  SHS  DEFINED  1  SOLE  
02364W105  AMERICA MOVIL SAB DE C V      SPON ADR L SHS       1685    27203  SHS  DEFINED  2  SHARED
02364W105  AMERICA MOVIL SAB DE C V      SPON ADR L SHS      42564   687292  SHS  DEFINED  1  SOLE  
02364W105  AMERICA MOVIL SAB DE C V      SPON ADR L SHS     205948  3325496  SHS  DEFINED  1  NONE  
024937104  AMERICAN CAPITAL STRATEGIES   COM                   217     5100  SHS  DEFINED  1  NONE  
024937104  AMERICAN CAPITAL STRATEGIES   COM                  1220    28700  SHS  DEFINED  1  SOLE  
025537101  AMERICAN ELEC PWR             COM                  4276    94940  SHS  DEFINED  1  SOLE  
025537101  AMERICAN ELEC PWR             COM                315450  7003780  SHS  DEFINED  1  NONE  
02553E106  AMERICAN EAGLE OUTFITTERS NE  COM                   169     6600  SHS  DEFINED  1  NONE  
02553E106  AMERICAN EAGLE OUTFITTERS NE  COM                   887    34550  SHS  DEFINED  1  SOLE  
025816109  AMERICAN EXPRESS CO           COM                  7623   124600  SHS  DEFINED  1  NONE  
025816109  AMERICAN EXPRESS CO           COM                 16617   271600  SHS  DEFINED  1  SOLE  
026874107  AMERICAN INTL GROUP INC       COM                  8971   128100  SHS  DEFINED  1  NONE  
026874107  AMERICAN INTL GROUP INC       COM                 39766   567842  SHS  DEFINED  1  SOLE  
029712106  AMERICAN STD COS INC DEL      COM                   324     5500  SHS  DEFINED  1  NONE  
029712106  AMERICAN STD COS INC DEL      COM                  2743    46500  SHS  DEFINED  1  SOLE  
029899101  AMERICAN STS WTR CO           COM                   178     5000  SHS  DEFINED  1  SOLE  
029899101  AMERICAN STS WTR CO           COM                 29669   834100  SHS  DEFINED  1  NONE  
029912201  AMERICAN TOWER CORP           CL A                 3293    78400  SHS  DEFINED  1  SOLE  
029912201  AMERICAN TOWER CORP           CL A                 5103   121500  SHS  DEFINED  1  NONE  
030111108  AMERICAN SUPERCONDUCTOR CORP  COM                  3105   160800  SHS  DEFINED  1  NONE  
03073E105  AMERISOURCEBERGEN CORP        COM                   327     6600  SHS  DEFINED  1  NONE  
03073E105  AMERISOURCEBERGEN CORP        COM                  2315    46800  SHS  DEFINED  1  SOLE  
03076C106  AMERIPRISE FINL INC           COM                   826    13000  SHS  DEFINED  1  NONE  
03076C106  AMERIPRISE FINL INC           COM                  3589    56460  SHS  DEFINED  1  SOLE  
031162100  AMGEN INC                     COM                 21206   383535  SHS  DEFINED  1  SOLE  
031162100  AMGEN INC                     COM                 33911   613327  SHS  DEFINED  1  NONE  
032095101  AMPHENOL CORP                 CL A                  178     5000  SHS  DEFINED  1  NONE  
032095101  AMPHENOL CORP                 CL A                 1127    31600  SHS  DEFINED  1  SOLE  
032346108  AMYLIN PHARMACEUTICALS INC    COM                  1992    48400  SHS  DEFINED  1  SOLE  
032346108  AMYLIN PHARMACEUTICALS INC    COM                  7866   191100  SHS  DEFINED  1  NONE  
032511107  ANADARKO PETE CORP            COM                   723    13900  SHS  DEFINED  1  NONE  
032511107  ANADARKO PETE CORP            COM                  5616   108020  SHS  DEFINED  1  SOLE  
032654105  ANALOG DEVICES INC            COM                   440    11700  SHS  DEFINED  1  NONE  
032654105  ANALOG DEVICES INC            COM                  2996    79600  SHS  DEFINED  1  SOLE  
035229103  ANHEUSER BUSCH COS INC        COM                  1189    22800  SHS  DEFINED  1  NONE  

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035229103  ANHEUSER BUSCH COS INC        COM              10208   195700  SHS  DEFINED  1  SOLE
037389103  AON CORP                      COM                354     8300  SHS  DEFINED  1  NONE
037389103  AON CORP                      COM               2884    67675  SHS  DEFINED  1  SOLE
037411105  APACHE CORP                   COM                824    10100  SHS  DEFINED  1  NONE
037411105  APACHE CORP                   COM               6530    80032  SHS  DEFINED  1  SOLE
03748R101  APARTMENT INVT & MGM CO       CL A               126     2500  SHS  DEFINED  1  NONE
03748R101  APARTMENT INVT & MGM CO       CL A              1180    23400  SHS  DEFINED  1  SOLE
037604105  APOLLO GROUP INC              CL A               281     4800  SHS  DEFINED  1  NONE
037604105  APOLLO GROUP INC              CL A              2010    34400  SHS  DEFINED  1  SOLE
037833100  APPLE INC                     COM              10251    84000  SHS  DEFINED  1  NONE
037833100  APPLE INC                     COM              25665   210300  SHS  DEFINED  1  SOLE
038020103  APPLERA                       COM AP BIO GRP     229     7500  SHS  DEFINED  1  NONE
038020103  APPLERA                       COM AP BIO GRP    1374    45000  SHS  DEFINED  1  SOLE
038222105  APPLIED MATLS INC             COM                898    45200  SHS  DEFINED  1  NONE
038222105  APPLIED MATLS INC             COM               6745   339436  SHS  DEFINED  1  SOLE
03836W103  AQUA AMERICA INC              COM               1817    80800  SHS  DEFINED  1  SOLE
03836W103  AQUA AMERICA INC              COM             153879  6842108  SHS  DEFINED  1  NONE
039380100  ARCH COAL INC                 COM                150     4300  SHS  DEFINED  1  NONE
039380100  ARCH COAL INC                 COM                915    26300  SHS  DEFINED  1  SOLE
039483102  ARCHER DANIELS MIDLAND CO     COM               4549   137474  SHS  DEFINED  1  NONE
039483102  ARCHER DANIELS MIDLAND CO     COM               4800   145055  SHS  DEFINED  1  SOLE
039583109  ARCHSTONE-SMITH TR            COM                367     6200  SHS  DEFINED  1  NONE
039583109  ARCHSTONE-SMITH TR            COM               3103    52500  SHS  DEFINED  1  SOLE
042260109  ARMOR HOLDINGS INC            COM               8435    97100  SHS  DEFINED  1  NONE
042735100  ARROW ELECTRS INC             COM                161     4200  SHS  DEFINED  1  NONE
042735100  ARROW ELECTRS INC             COM                888    23100  SHS  DEFINED  1  SOLE
044209104  ASHLAND INC                   COM                221     3460  SHS  DEFINED  1  SOLE
045487105  ASSOCIATED BANC-CORP          COM                131     4000  SHS  DEFINED  1  NONE
045487105  ASSOCIATED BANC-CORP          COM                726    22200  SHS  DEFINED  1  SOLE
04621X108  ASSURANT INC                  COM                354     6000  SHS  DEFINED  1  SOLE
052769106  AUTODESK INC                  COM                325     6900  SHS  DEFINED  1  NONE
052769106  AUTODESK INC                  COM               2580    54800  SHS  DEFINED  1  SOLE
052800109  AUTOLIV INC                   COM              10760   189200  SHS  DEFINED  1  NONE
053015103  AUTOMATIC DATA PROCESSING IN  COM                795    16400  SHS  DEFINED  1  NONE
053015103  AUTOMATIC DATA PROCESSING IN  COM               6500   134100  SHS  DEFINED  1  SOLE
05329W102  AUTONATION INC                COM                124     5504  SHS  DEFINED  1  NONE
05329W102  AUTONATION INC                COM                844    37607  SHS  DEFINED  1  SOLE
053332102  AUTOZONE INC                  COM                219     1600  SHS  DEFINED  1  NONE
053332102  AUTOZONE INC                  COM               1694    12400  SHS  DEFINED  1  SOLE
053484101  AVALONBAY CMNTYS INC          COM                285     2400  SHS  DEFINED  1  NONE
053484101  AVALONBAY CMNTYS INC          COM               2437    20500  SHS  DEFINED  1  SOLE
053499109  AVAYA INC                     COM                212    12600  SHS  DEFINED  1  NONE
053499109  AVAYA INC                     COM               1881   111708  SHS  DEFINED  1  SOLE
05356X403  AVENTINE RENEWABLE ENERGY     COM               1651    97300  SHS  DEFINED  1  NONE
053611109  AVERY DENNISON CORP           COM                253     3800  SHS  DEFINED  1  NONE
053611109  AVERY DENNISON CORP           COM               1842    27700  SHS  DEFINED  1  SOLE
053774105  AVIS BUDGET GROUP             COM                 98     3430  SHS  DEFINED  1  NONE
053774105  AVIS BUDGET GROUP             COM                526    18502  SHS  DEFINED  1  SOLE
053807103  AVNET INC                     COM                178     4500  SHS  DEFINED  1  NONE
053807103  AVNET INC                     COM                999    25200  SHS  DEFINED  1  SOLE
054303102  AVON PRODUCTS INC             COM                496    13500  SHS  DEFINED  1  NONE
054303102  AVON PRODUCTS INC             COM               3881   105600  SHS  DEFINED  1  SOLE
054937107  BB&T CORP                     COM                708    17400  SHS  DEFINED  1  NONE

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054937107  BB&T CORP                    COM          5349   131500  SHS  DEFINED  1  SOLE  
055482103  BJ SVCS CO                   COM          2352    82700  SHS  DEFINED  1  SOLE  
055482103  BJ SVCS CO                   COM         10352   364000  SHS  DEFINED  1  NONE  
055921100  BMC SOFTWARE INC             COM           185     6100  SHS  DEFINED  1  NONE  
055921100  BMC SOFTWARE INC             COM          1518    50100  SHS  DEFINED  1  SOLE  
057224107  BAKER HUGHES INC             COM          1498    17800  SHS  DEFINED  1  NONE  
057224107  BAKER HUGHES INC             COM          8307    98740  SHS  DEFINED  1  SOLE  
058498106  BALL CORP                    COM           149     2800  SHS  DEFINED  1  NONE  
058498106  BALL CORP                    COM          1223    23000  SHS  DEFINED  1  SOLE  
05961W105  BANCO MACRO SA               SPON ADR B    401    12200  SHS  DEFINED  2  SHARED
05961W105  BANCO MACRO SA               SPON ADR B   7412   225500  SHS  DEFINED  1  SOLE  
05961W105  BANCO MACRO SA               SPON ADR B  13750   418300  SHS  DEFINED  1  NONE  
05965X109  BANCO SANTANDER CHILE NEW    COM           363     7318  SHS  DEFINED  1  SOLE  
060505104  BANK OF AMERICA CORPORATION  COM         21571   441221  SHS  DEFINED  1  NONE  
060505104  BANK OF AMERICA CORPORATION  COM         57817  1182594  SHS  DEFINED  1  SOLE  
064057102  BANK OF NEW YORK INC         COM         15775   380668  SHS  DEFINED  1  SOLE  
064057102  BANK OF NEW YORK INC         COM         33248   802311  SHS  DEFINED  1  NONE  
067383109  BARD C R INC                 COM           240     2900  SHS  DEFINED  1  NONE  
067383109  BARD C R INC                 COM          2066    25000  SHS  DEFINED  1  SOLE  
067901108  BARRICK GOLD CORP            COM           378    12983  SHS  DEFINED  1  SOLE  
068306109  BARR PHARMACEUTICALS INC     COM           337     6700  SHS  DEFINED  1  SOLE  
06985P100  BASIC ENERGY SVCS INC NEW    COM          2797   109400  SHS  DEFINED  1  NONE  
07011T306  BASIN WTR INC                COM          7446   855866  SHS  DEFINED  1  NONE  
071707103  BAUSCH & LOMB INC            COM           125     1800  SHS  DEFINED  1  NONE  
071707103  BAUSCH & LOMB INC            COM           965    13900  SHS  DEFINED  1  SOLE  
071813109  BAXTER INTL INC              COM          1149    20400  SHS  DEFINED  1  NONE  
071813109  BAXTER INTL INC              COM         10947   194300  SHS  DEFINED  1  SOLE  
073325102  BEA SYS INC                  COM           153    11200  SHS  DEFINED  1  NONE  
073325102  BEA SYS INC                  COM          1013    74000  SHS  DEFINED  1  SOLE  
073685109  BEACON ROOFING SUPPLY INC    COM          5530   325500  SHS  DEFINED  1  NONE  
073902108  BEAR STEARNS COS INC         COM          1000     7145  SHS  DEFINED  1  SOLE  
075811109  BECKMAN COULTER INC          COM           155     2400  SHS  DEFINED  1  NONE  
075811109  BECKMAN COULTER INC          COM           737    11400  SHS  DEFINED  1  SOLE  
075887109  BECTON DICKINSON & CO        COM           566     7600  SHS  DEFINED  1  NONE  
075887109  BECTON DICKINSON & CO        COM          4530    60800  SHS  DEFINED  1  SOLE  
075896100  BED BATH & BEYOND INC        COM           302     8400  SHS  DEFINED  1  NONE  
075896100  BED BATH & BEYOND INC        COM          2463    68441  SHS  DEFINED  1  SOLE  
081437105  BEMIS COMPANY                COM           182     5488  SHS  DEFINED  1  SOLE  
084423102  WR BERKLEY CORP              COM           190     5850  SHS  DEFINED  1  NONE  
084423102  WR BERKLEY CORP              COM           996    30600  SHS  DEFINED  1  SOLE  
086516101  BEST BUY CO INC              COM           595    12750  SHS  DEFINED  1  NONE  
086516101  BEST BUY CO INC              COM          4851   103950  SHS  DEFINED  1  SOLE  
089302103  BIG LOTS INC                 COM           182     6200  SHS  DEFINED  1  SOLE  
090613100  BIOMET INC                   COM           334     7300  SHS  DEFINED  1  NONE  
090613100  BIOMET INC                   COM          2658    58125  SHS  DEFINED  1  SOLE  
09062X103  BIOGEN IDEC INC              COM          5082    94995  SHS  DEFINED  1  SOLE  
09062X103  BIOGEN IDEC INC              COM          7062   132000  SHS  DEFINED  1  NONE  
091797100  BLACK & DECKER CORP          COM           212     2400  SHS  DEFINED  1  NONE  
091797100  BLACK & DECKER CORP          COM          1475    16700  SHS  DEFINED  1  SOLE  
093671105  H&R BLOCK INC                COM           241    10300  SHS  DEFINED  1  NONE  
093671105  H&R BLOCK INC                COM          1788    76500  SHS  DEFINED  1  SOLE  
09656A105  BMB MUNAI INC                COM          3537   583600  SHS  DEFINED  1  NONE  
097023105  BOEING CO                    COM          6789    70600  SHS  DEFINED  1  NONE  

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097023105  BOEING CO                     COM              17457   181540  SHS  DEFINED  1  SOLE
101121101  BOSTON PROPERTIES INC         COM                358     3500  SHS  DEFINED  1  NONE
101121101  BOSTON PROPERTIES INC         COM               2849    27900  SHS  DEFINED  1  SOLE
101137107  BOSTON SCIENTIFIC CORP        COM                554    36095  SHS  DEFINED  1  NONE
101137107  BOSTON SCIENTIFIC CORP        COM               4704   306623  SHS  DEFINED  1  SOLE
109641100  BRINKER INTL INC              COM                373    12750  SHS  DEFINED  1  NONE
109641100  BRINKER INTL INC              COM                704    24050  SHS  DEFINED  1  SOLE
110122108  BRISTOL MYERS SQUIBB CO       COM               1960    62100  SHS  DEFINED  1  NONE
110122108  BRISTOL MYERS SQUIBB CO       COM              17949   568730  SHS  DEFINED  1  SOLE
111320107  BROADCOM CORP                 CL A               423    14450  SHS  DEFINED  1  NONE
111320107  BROADCOM CORP                 CL A              3265   111625  SHS  DEFINED  1  SOLE
11133T103  BROADRIDGE FINL SOLUTIONS IN  COM                128     6700  SHS  DEFINED  1  NONE
11133T103  BROADRIDGE FINL SOLUTIONS IN  COM                480    25125  SHS  DEFINED  1  SOLE
112900105  BROOKFIELD PPTYS CORP         COM                130     5325  SHS  DEFINED  1  NONE
112900105  BROOKFIELD PPTYS CORP         COM               1001    40950  SHS  DEFINED  1  SOLE
115236101  BROWN & BROWN INC             COM                111     4400  SHS  DEFINED  1  NONE
115236101  BROWN & BROWN INC             COM                498    19800  SHS  DEFINED  1  SOLE
115637209  BROWN FORMAN CORP             CL B              1001    13700  SHS  DEFINED  1  SOLE
115637209  BROWN FORMAN CORP             CL B             46581   637400  SHS  DEFINED  1  NONE
117043109  BRUNSWICK CORP                COM                 98     3000  SHS  DEFINED  1  NONE
117043109  BRUNSWICK CORP                COM                760    23300  SHS  DEFINED  1  SOLE
12189T104  BURLINGTON NORTHN SANTA FE C  COM                945    11100  SHS  DEFINED  1  NONE
12189T104  BURLINGTON NORTHN SANTA FE C  COM               7353    86358  SHS  DEFINED  1  SOLE
124857202  CBS CORP NEW                  CL B              7383   221591  SHS  DEFINED  1  NONE
124857202  CBS CORP NEW                  CL B             10197   306034  SHS  DEFINED  1  SOLE
12497T101  CB RICHARD ELLIS GROUP INC    CL A               201     5500  SHS  DEFINED  1  NONE
12497T101  CB RICHARD ELLIS GROUP INC    CL A              1756    48100  SHS  DEFINED  1  SOLE
12512N105  CDW CORP                      COM                178     2100  SHS  DEFINED  1  NONE
12512N105  CDW CORP                      COM               1028    12100  SHS  DEFINED  1  SOLE
12541W209  C H ROBINSON WORLDWIDE INC    COM NEW            520     9900  SHS  DEFINED  1  SOLE
125509109  CIGNA CORP                    COM                533    10200  SHS  DEFINED  1  NONE
125509109  CIGNA CORP                    COM               3838    73500  SHS  DEFINED  1  SOLE
125581108  CIT GROUP INC                 COM                329     6000  SHS  DEFINED  1  NONE
125581108  CIT GROUP INC                 COM               2626    47900  SHS  DEFINED  1  SOLE
125896100  CMS ENERGY CORP               COM                231    13400  SHS  DEFINED  1  SOLE
126408103  CSX CORP                      COM                600    13300  SHS  DEFINED  1  NONE
126408103  CSX CORP                      COM               4828   107100  SHS  DEFINED  1  SOLE
126650100  CVS CAREMARK CORPORATION      COM               6592   180840  SHS  DEFINED  1  NONE
126650100  CVS CAREMARK CORPORATION      COM              17269   473779  SHS  DEFINED  1  SOLE
126667104  CV THERAPEUTICS INC           COM                449    34000  SHS  DEFINED  1  SOLE
126667104  CV THERAPEUTICS INC           COM               3292   249200  SHS  DEFINED  1  NONE
12673P105  CA INC                        COM                370    14312  SHS  DEFINED  1  NONE
12673P105  CA INC                        COM               2792   108100  SHS  DEFINED  1  SOLE
12686C109  CABLEVISION SYS CORP          CL A NY CAB LVS    228     6300  SHS  DEFINED  1  NONE
12686C109  CABLEVISION SYS CORP          CL A NY CAB LVS   1513    41800  SHS  DEFINED  1  SOLE
127387108  CADENCE DESIGN SYSTEM INC     COM                187     8500  SHS  DEFINED  1  NONE
127387108  CADENCE DESIGN SYSTEM INC     COM               1131    51500  SHS  DEFINED  1  SOLE
127537207  CADIZ INC                     COM NEW            119     5300  SHS  DEFINED  1  SOLE
127537207  CADIZ INC                     COM NEW          21355   950369  SHS  DEFINED  1  NONE
129603106  CALGON CARBON CORP            COM                275    23700  SHS  DEFINED  1  SOLE
129603106  CALGON CARBON CORP            COM              50554  4358100  SHS  DEFINED  1  NONE
130788102  CALIFORNIA WTR SVC GROUP      COM                169     4500  SHS  DEFINED  1  SOLE
130788102  CALIFORNIA WTR SVC GROUP      COM              33715   899300  SHS  DEFINED  1  NONE

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133131102  CAMDEN PPTY TR                SH BEN INT      94      1400  SHS  DEFINED  1  NONE
133131102  CAMDEN PPTY TR                SH BEN INT     697     10400  SHS  DEFINED  1  SOLE
13342B105  CAMERON INTERNATIONAL CORP    COM            257      3600  SHS  DEFINED  1  NONE
13342B105  CAMERON INTERNATIONAL CORP    COM           1637     22900  SHS  DEFINED  1  SOLE
134429109  CAMPBELL SOUP CO              COM            311      8000  SHS  DEFINED  1  NONE
134429109  CAMPBELL SOUP CO              COM           2177     56100  SHS  DEFINED  1  SOLE
14040H105  CAPITAL ONE FNL CORP          COM          12528    159711  SHS  DEFINED  1  SOLE
14040H105  CAPITAL ONE FINL CORP         COM          18940    241452  SHS  DEFINED  1  NONE
14149Y108  CARDINAL HEALTH INC           COM            876     12400  SHS  DEFINED  1  NONE
14149Y108  CARDINAL HEALTH INC           COM           7089    100350  SHS  DEFINED  1  SOLE
14159U202  CARDIOME PHARMA CORP          COM NEW        273     29600  SHS  DEFINED  1  SOLE
14159U202  CARDIOME PHARMA CORP          COM NEW       2200    238900  SHS  DEFINED  1  NONE
141665109  CAREER EDUCATION CORP         COM             88      2600  SHS  DEFINED  1  NONE
141665109  CAREER EDUCATION CORP         COM            591     17500  SHS  DEFINED  1  SOLE
143130102  CARMAX INC                    COM            163      6400  SHS  DEFINED  1  NONE
143130102  CARMAX INC                    COM            996     39056  SHS  DEFINED  1  SOLE
143658300  CARNIVAL CORP                 PAIRED CTF    6290    128968  SHS  DEFINED  1  SOLE
143658300  CARNIVAL CORP                 PAIRED CTF    9008    184700  SHS  DEFINED  1  NONE
149123101  CATERPILLAR INC DEL           COM           4291     54800  SHS  DEFINED  1  NONE
149123101  CATERPILLAR INC DEL           COM          12935    165200  SHS  DEFINED  1  SOLE
151020104  CELGENE CORP                  COM           6559    114400  SHS  DEFINED  1  SOLE
151020104  CELGENE CORP                  COM          11569    201800  SHS  DEFINED  1  NONE
15189T107  CENTERPOINT ENERGY INC        COM           1272     73102  SHS  DEFINED  1  SOLE
15189T107  CENTERPOINT ENERGY INC        COM         281699  16189600  SHS  DEFINED  1  NONE
152312104  CENTEX CORP                   COM            124      3100  SHS  DEFINED  1  NONE
152312104  CENTEX CORP                   COM           1572     39200  SHS  DEFINED  1  SOLE
156700106  CENTURYTEL INC                COM            334      6800  SHS  DEFINED  1  SOLE
156708109  CEPHALON INC                  COM            137      1700  SHS  DEFINED  1  NONE
156708109  CEPHALON INC                  COM            884     11000  SHS  DEFINED  1  SOLE
156779100  CERIDIAN CORP NEW             COM            151      4300  SHS  DEFINED  1  NONE
156779100  CERIDIAN CORP NEW             COM            893     25500  SHS  DEFINED  1  SOLE
159864107  CHARLES RVR LABS INTL INC     COM            134      2600  SHS  DEFINED  1  NONE
159864107  CHARLES RVR LABS INTL INC     COM            609     11800  SHS  DEFINED  1  SOLE
162813109  CHECKFREE CORP NEW            COM             93      2300  SHS  DEFINED  1  NONE
162813109  CHECKFREE CORP NEW            COM            563     14000  SHS  DEFINED  1  SOLE
165167107  CHESAPEAKE ENERGY CORP        COM           8152    235600  SHS  DEFINED  1  SOLE
165167107  CHESAPEAKE ENERGY CORP        COM          22154    640300  SHS  DEFINED  1  NONE
166764100  CHEVRON CORP                  COM           5639     66944  SHS  DEFINED  1  NONE
166764100  CHEVRON CORP                  COM          47080    558881  SHS  DEFINED  1  SOLE
167760107  CHICAGO MERCANTILE HLDGS INC  CL A           550      1030  SHS  DEFINED  1  NONE
167760107  CHICAGO MERCANTILE HLDGS INC  CL A          4601      8610  SHS  DEFINED  1  SOLE
168615102  CHICOS FAS INC                COM            114      4700  SHS  DEFINED  1  NONE
168615102  CHICOS FAS INC                COM            762     31300  SHS  DEFINED  1  SOLE
170388102  CHOICEPOINT INC               COM            102      2400  SHS  DEFINED  1  NONE
170388102  CHOICEPOINT INC               COM            667     15700  SHS  DEFINED  1  SOLE
171232101  CHUBB CORP                    COM            731     13500  SHS  DEFINED  1  NONE
171232101  CHUBB CORP                    COM           5365     99100  SHS  DEFINED  1  SOLE
171779309  CIENA CORP                    COM NEW        180      4986  SHS  DEFINED  1  SOLE
171798101  CIMAREX ENERGY CO             COM            134      3400  SHS  DEFINED  1  NONE
171798101  CIMAREX ENERGY CO             COM            568     14400  SHS  DEFINED  1  SOLE
172062101  CINCINNATI FINL CORP          COM            483     11130  SHS  DEFINED  1  NONE
172062101  CINCINNATI FINL CORP          COM           1673     38549  SHS  DEFINED  1  SOLE
172737108  CIRCUIT CITY STORE INC        COM             97      6400  SHS  DEFINED  1  NONE

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172737108  CIRCUIT CITY STORE INC         COM               579    38400  SHS  DEFINED  1  SOLE  
17275R102  CISCO SYS INC                  COM             53084  1906052  SHS  DEFINED  1  SOLE  
17275R102  CISCO SYS INC                  COM             60604  2176100  SHS  DEFINED  1  NONE  
17285T106  CITADEL BROADCASTING CORP      COM                28     4360  SHS  DEFINED  1  SOLE  
172908105  CINTAS CORP                    COM               201     5100  SHS  DEFINED  1  NONE  
172908105  CINTAS CORP                    COM              1349    34200  SHS  DEFINED  1  SOLE  
172967101  CITIGROUP INC                  COM             26223   511261  SHS  DEFINED  1  NONE  
172967101  CITIGROUP INC                  COM             72016  1404095  SHS  DEFINED  1  SOLE  
17453B101  CITIZENS COMMUNICATIONS CO     COM               275    18000  SHS  DEFINED  1  SOLE  
177376100  CITRIX SYS INC                 COM              4798   142500  SHS  DEFINED  1  SOLE  
177376100  CITRIX SYS INC                 COM             23141   687300  SHS  DEFINED  1  NONE  
179895107  CLARCOR INC                    COM               142     3800  SHS  DEFINED  1  SOLE  
179895107  CLARCOR INC                    COM             36842   984300  SHS  DEFINED  1  NONE  
184499101  CLEAN ENERGY FUELS CORP        COM              1684   134100  SHS  DEFINED  1  NONE  
184502102  CLEAR CHANNEL COMMUNICATIONS   COM               518    13700  SHS  DEFINED  1  NONE  
184502102  CLEAR CHANNEL COMMUNICATIONS   COM              4470   118196  SHS  DEFINED  1  SOLE  
189054109  CLOROX CO DEL                  COM               273     4400  SHS  DEFINED  1  NONE  
189054109  CLOROX CO DEL                  COM              2347    37800  SHS  DEFINED  1  SOLE  
189754104  COACH INC                      COM              4194    88500  SHS  DEFINED  1  SOLE  
189754104  COACH INC                      COM             81222  1713900  SHS  DEFINED  1  NONE  
191216100  COCA COLA CO                   COM             10491   200560  SHS  DEFINED  1  NONE  
191216100  COCA COLA CO                   COM             30622   585386  SHS  DEFINED  1  SOLE  
191219104  COCA COLA ENTERPRISES INC      COM               403    16800  SHS  DEFINED  1  SOLE  
191241108  COCA COLA FEMSA S A B DE C V   SPON ADR REP L    226     5100  SHS  DEFINED  2  SHARED
191241108  COCA COLA FEMSA S A B DE C V   SPON ADR REP L    717    16200  SHS  DEFINED  1  SOLE  
192446102  COGNIZANT TECH SOLUTIO         CL A              330     4400  SHS  DEFINED  1  NONE  
192446102  COGNIZANT TECH SOLUTIO         CL A             2558    34100  SHS  DEFINED  1  SOLE  
194162103  COLGATE PALMOLIVE CO           COM              2004    30900  SHS  DEFINED  1  SOLE  
195493309  COLONIAL BANCGROUP INC         COM               147     5900  SHS  DEFINED  1  NONE  
195493309  COLONIAL BANCGROUP INC         COM               682    27300  SHS  DEFINED  1  SOLE  
20030N101  COMCAST CORP NEW               CL A             1616    57450  SHS  DEFINED  1  NONE  
20030N101  COMCAST CORP NEW               CL A            15371   546613  SHS  DEFINED  1  SOLE  
20030N200  COMCAST CORP NEW               CL A SPL          907    32450  SHS  DEFINED  1  NONE  
20030N200  COMCAST CORP NEW               CL A SPL         5410   193500  SHS  DEFINED  1  SOLE  
200340107  COMERICA INC                   COM               547     9200  SHS  DEFINED  1  NONE  
200340107  COMERICA INC                   COM              2355    39600  SHS  DEFINED  1  SOLE  
200519106  COMMERCE BANCORP INC NJ        COM               192     5200  SHS  DEFINED  1  NONE  
200519106  COMMERCE BANCORP INC NJ        COM              1731    46800  SHS  DEFINED  1  SOLE  
203668108  COMMUNITY HEALTH SYS INC NEW   COM               134     3300  SHS  DEFINED  1  NONE  
203668108  COMMUNITY HEALTH SYS INC NEW   COM               615    15200  SHS  DEFINED  1  SOLE  
20441A102  COMPANHIA DE SANEAMENTO BASI   SPONSORED ADR     205     4640  SHS  DEFINED  1  SOLE  
20441W203  COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD      324     4627  SHS  DEFINED  2  SHARED
20441W203  COMPANHIA DE BEBIDAS DAS AME   SPON ADR PFD     1449    20700  SHS  DEFINED  1  SOLE  
204429104  COMPANHIA CERVECERIAS UNIDAS   SPONSORED ADR     122     3300  SHS  DEFINED  1  NONE  
204448104  COMPANHIA DE MINAS BUENAVENTU  SPONSORED ADR     225     6000  SHS  DEFINED  1  NONE  
204448104  COMPANHIA DE MINAS BUENAVENTU  SPONSORED ADR     358     9554  SHS  DEFINED  1  SOLE  
204449300  COMPANHIA DE TELECOMUNICS CHI  SPON ADR NEW      254    26713  SHS  DEFINED  1  SOLE  
20449H109  COMPASS BANCSHARES INC         COM               297     4300  SHS  DEFINED  1  NONE  
20449H109  COMPASS BANCSHARES INC         COM              2173    31500  SHS  DEFINED  1  SOLE  
205363104  COMPUTER SCIENCES CORP         COM               349     5900  SHS  DEFINED  1  NONE  
205363104  COMPUTER SCIENCES CORP         COM              2437    41200  SHS  DEFINED  1  SOLE  
205638109  COMPUWARE CORP                 COM               142    12000  SHS  DEFINED  1  NONE  
205638109  COMPUWARE CORP                 COM               993    83700  SHS  DEFINED  1  SOLE  

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205887102  CONAGRA FOODS INC             COM         484    18000  SHS  DEFINED  1  NONE
205887102  CONAGRA FOODS INC             COM        3301   122900  SHS  DEFINED  1  SOLE
20825C104  CONOCOPHILLIPS                COM        7490    95411  SHS  DEFINED  1  SOLE
20854P109  CONSOL ENERGY INC             COM         240     5200  SHS  DEFINED  1  NONE
20854P109  CONSOL ENERGY INC             COM        2029    44000  SHS  DEFINED  1  SOLE
209115104  CONSOLIDATED EDISON INC       COM        3380    74900  SHS  DEFINED  1  SOLE
209115104  CONSOLIDATED EDISON INC       COM      404977  8975550  SHS  DEFINED  1  NONE
21036P108  CONSTELLATION BRANDS INC      CL A        131     5400  SHS  DEFINED  1  NONE
21036P108  CONSTELLATION BRANDS INC      CL A       1212    49900  SHS  DEFINED  1  SOLE
210371100  CONSTELLATION ENERGY GROUP I  COM        3792    43500  SHS  DEFINED  1  SOLE
210371100  CONSTELLATION ENERGY GROUP I  COM        4873    55900  SHS  DEFINED  1  NONE
212485106  CONVERGYS CORP                COM          87     3600  SHS  DEFINED  1  NONE
212485106  CONVERGYS CORP                COM        1219    50300  SHS  DEFINED  1  SOLE
216648402  THE COOPER COS INC            COM NEW      80     1500  SHS  DEFINED  1  NONE
216648402  THE COOPER COS INC            COM NEW     405     7600  SHS  DEFINED  1  SOLE
219350105  CORNING INC                   COM       10547   412800  SHS  DEFINED  1  SOLE
219350105  CORNING INC                   COM       15823   619300  SHS  DEFINED  1  NONE
21988R102  CORPORATE EXECUTIVE BRD CO    COM          91     1400  SHS  DEFINED  1  NONE
21988R102  CORPORATE EXECUTIVE BRD CO    COM         461     7100  SHS  DEFINED  1  SOLE
22160K105  COSTCO WHSL CORP NEW          COM        1100    18800  SHS  DEFINED  1  NONE
22160K105  COSTCO WHSL CORP NEW          COM        6379   109000  SHS  DEFINED  1  SOLE
222372104  COUNTRYWIDE FINANCIAL CORP    COM          11      298  SHS  DEFINED  1  NONE
222372104  COUNTRYWIDE FINANCIAL CORP    COM        5536   152298  SHS  DEFINED  1  SOLE
222816100  COVANCE INC                   COM         144     2100  SHS  DEFINED  1  NONE
222816100  COVANCE INC                   COM         740    10800  SHS  DEFINED  1  SOLE
22282E102  COVANTA HOLDING CORP          COM        1659    67300  SHS  DEFINED  1  SOLE
22282E102  COVANTA HOLDING CORP          COM      123203  4998075  SHS  DEFINED  1  NONE
222862104  COVENTRY HEALTH CARE INC      COM         300     5200  SHS  DEFINED  1  NONE
222862104  COVENTRY HEALTH CARE INC      COM        2246    38950  SHS  DEFINED  1  SOLE
225447101  CREE INC                      COM        4648   179800  SHS  DEFINED  1  NONE
225756105  CRESCENT REAL ESTATE EQUITIE  COM          88     3900  SHS  DEFINED  1  NONE
225756105  CRESCENT REAL ESTATE EQUITIE  COM         839    37400  SHS  DEFINED  1  SOLE
228227104  CROWN CASTLE INTL CO          COM         236     6500  SHS  DEFINED  1  NONE
228227104  CROWN CASTLE INTL CO          COM        1542    42500  SHS  DEFINED  1  SOLE
229678107  CUBIST PHARMACEUTICALS INC    COM         292    14800  SHS  DEFINED  1  SOLE
229678107  CUBIST PHARMACEUTICALS INC    COM        2129   108000  SHS  DEFINED  1  NONE
231021106  CUMMINS INC                   COM         304     3000  SHS  DEFINED  1  NONE
231021106  CUMMINS INC                   COM        2530    25000  SHS  DEFINED  1  SOLE
232946103  CYTYC CORPORATION             COM         160     3700  SHS  DEFINED  1  NONE
232946103  CYTYC CORPORATION             COM         884    20500  SHS  DEFINED  1  SOLE
23331A109  DR HORTON INC                 COM         191     9600  SHS  DEFINED  1  NONE
23331A109  DR HORTON INC                 COM        1331    66798  SHS  DEFINED  1  SOLE
233326107  DST SYSTEMS INC               COM         135     1700  SHS  DEFINED  1  NONE
233326107  DST SYSTEMS INC               COM         848    10700  SHS  DEFINED  1  SOLE
233331107  DTE ENERGY COMPANY            COM         265     5500  SHS  DEFINED  1  NONE
233331107  DTE ENERGY COMPANY            COM        2117    43900  SHS  DEFINED  1  SOLE
235851102  DANAHER CORP                  COM        4975    65900  SHS  DEFINED  1  SOLE
235851102  DANAHER CORP                  COM       88577  1173200  SHS  DEFINED  1  NONE
237194105  DARDEN RESTAURANTS INC        COM         185     4200  SHS  DEFINED  1  NONE
237194105  DARDEN RESTAURANTS INC        COM        1533    34850  SHS  DEFINED  1  SOLE
23918K108  DAVITA INC                    COM        4865    90300  SHS  DEFINED  1  SOLE
23918K108  DAVITA INC                    COM       12619   234200  SHS  DEFINED  1  NONE
242370104  DEAN FOODS CO                 COM         185     5800  SHS  DEFINED  1  NONE

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242370104  DEAN FOODS CO                 COM           1020     32000  SHS  DEFINED  1  SOLE  
244199105  DEERE & CO                    COM            821      6800  SHS  DEFINED  1  NONE  
244199105  DEERE & CO                    COM           8440     69900  SHS  DEFINED  1  SOLE  
24702R101  DELL INC                      COM           1802     63100  SHS  DEFINED  1  NONE  
24702R101  DELL INC                      COM          15380    538700  SHS  DEFINED  1  SOLE  
247916208  DENBURY RESOURCES INC         COM NEW        146      3900  SHS  DEFINED  1  NONE  
247916208  DENBURY RESOURCES INC         COM NEW        818     21800  SHS  DEFINED  1  SOLE  
249030107  DENTSPLY INTL  INC NEW        COM            145      3800  SHS  DEFINED  1  NONE  
249030107  DENTSPLY INTL INC NEW         COM           1079     28200  SHS  DEFINED  1  SOLE  
251591103  DEVELOPERS DIVERSIFIED RLTY   COM            190      3600  SHS  DEFINED  1  NONE  
251591103  DEVELOPERS DIVERSIFIED RLTY   COM           1497     28400  SHS  DEFINED  1  SOLE  
25179M103  DEVON ENERGY CORP NEW         COM            955     12200  SHS  DEFINED  1  NONE  
25179M103  DEVON ENERGY CORP NEW         COM           8424    107600  SHS  DEFINED  1  SOLE  
25271C102  DIAMOND OFFSHORE DRILLING IN  COM            254      2500  SHS  DEFINED  1  NONE  
25271C102  DIAMOND OFFSHORE DRILLING IN  COM           1239     12200  SHS  DEFINED  1  SOLE  
25388B104  DIGITAL RIVER INC             COM           6213    137300  SHS  DEFINED  1  NONE  
254067101  DILLARDS INC                  CL A           119      3300  SHS  DEFINED  1  SOLE  
254546104  DIONEX CORP                   COM            731     10300  SHS  DEFINED  1  SOLE  
254546104  DIONEX CORP                   COM         104561   1472900  SHS  DEFINED  1  NONE  
25459L106  DIRECTV GROUP INC             COM            521     22559  SHS  DEFINED  1  NONE  
25459L106  DIRECTV GROUP INC             COM           3901    168808  SHS  DEFINED  1  SOLE  
254687106  THE WALT DISNEY CO            COM DISNEY    5357    156900  SHS  DEFINED  1  NONE  
254687106  THE WALT DISNEY CO            COM DISNEY   17885    523860  SHS  DEFINED  1  SOLE  
25468Y107  DISCOVERY HOLDING CO          COM            204      8860  SHS  DEFINED  1  NONE  
25468Y107  DISCOVERY HOLDING CO          COM           1124     48882  SHS  DEFINED  1  SOLE  
256135203  DR REDDYS LAB LTD             ADR            478     29600  SHS  DEFINED  2  SHARED
256135203  DR REDDYS LABS LTD            ADR           1185     73400  SHS  DEFINED  1  NONE  
256669102  DOLLAR GEN CORP               COM            214      9750  SHS  DEFINED  1  NONE  
256669102  DOLLAR GEN CORP               COM           1663     75850  SHS  DEFINED  1  SOLE  
25746U109  DOMINION RES INC VA NEW       COM           5429     62900  SHS  DEFINED  1  NONE  
25746U109  DOMINION RES INC VA NEW       COM           7409     85841  SHS  DEFINED  1  SOLE  
257559104  DOMTAR CORP                   COM            119     10651  SHS  DEFINED  1  NONE  
257559104  DOMTAR CORP                   COM            743     66609  SHS  DEFINED  1  SOLE  
257651109  DONALDSON CO INC              COM            427     12000  SHS  DEFINED  1  SOLE  
257651109  DONALDSON CO INC              COM          71185   2002400  SHS  DEFINED  1  NONE  
257867101  RR DONNELLEY & SONS           COM            292      6700  SHS  DEFINED  1  NONE  
257867101  RR DONNELLEY & SONS           COM           2532     58200  SHS  DEFINED  1  SOLE  
260003108  DOVER CORP                    COM            348      6800  SHS  DEFINED  1  NONE  
260003108  DOVER CORP                    COM           2588     50600  SHS  DEFINED  1  SOLE  
260543103  DOW CHEMICAL                  COM           1331     30100  SHS  DEFINED  1  NONE  
260543103  DOW CHEMICAL                  COM          10347    233987  SHS  DEFINED  1  SOLE  
260561105  DOW JONES & CO INC            COM             86      1500  SHS  DEFINED  1  NONE  
260561105  DOW JONES & CO INC            COM            850     14800  SHS  DEFINED  1  SOLE  
263534109  DU PONT E I DE NEMOURS & CO   COM           1469     28900  SHS  DEFINED  1  NONE  
263534109  DU PONT E I DE NEMOURS & C0   COM          11390    224043  SHS  DEFINED  1  SOLE  
264411505  DUKE REALTY CORP              COM NEW        157      4400  SHS  DEFINED  1  NONE  
264411505  DUKE REALTY CORP              COM NEW        927     26000  SHS  DEFINED  1  SOLE  
26441C105  DUKE ENERGY CORP              COM           5604    306216  SHS  DEFINED  1  SOLE  
26441C105  DUKE ENERGY CORP              COM         553066  30222196  SHS  DEFINED  1  NONE  
26483E100  DUN & BRADSTREET COR          COM            175      1700  SHS  DEFINED  1  NONE  
26483E100  DUN & BRADSTREET COR          COM           1236     12000  SHS  DEFINED  1  SOLE  
268158102  DYNAVAX TECHNOLOGIES          COM             98     23600  SHS  DEFINED  1  SOLE  
268158102  DYNAVAX TECHNOLOGIES          COM            872    210000  SHS  DEFINED  1  NONE  

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26817G102  DYNEGY INC                         CL A                1        62  SHS  DEFINED  1  NONE
26817G102  DYNEGY INC                         CL A              203     21500  SHS  DEFINED  1  SOLE
268648102  EMC CORP MASS                      COM             15269    843576  SHS  DEFINED  1  SOLE
268648102  EMC CORP MASS                      COM             23843   1317300  SHS  DEFINED  1  NONE
26874Q100  ENSCO INTLINC                      COM               293      4800  SHS  DEFINED  1  NONE
26874Q100  ENSCO INTL INC                     COM              2306     37800  SHS  DEFINED  1  SOLE
26875P101  EOG RESOURCES INC                  COM               555      7600  SHS  DEFINED  1  NONE
26875P101  EOG RESOURCES INC                  COM              4303     58900  SHS  DEFINED  1  SOLE
269246104  E*TRADE FINANCIAL CO               COM               312     14100  SHS  DEFINED  1  NONE
269246104  E*TRADE FINANCIAL CO               COM              2269    102700  SHS  DEFINED  1  SOLE
277432100  EASTMAN CHEMICAL COM               COM               290      4500  SHS  DEFINED  1  SOLE
277461109  EASTMAN KODAK CO                   COM               259      9300  SHS  DEFINED  1  NONE
277461109  EASTMAN KODAK CO                   COM              2229     80100  SHS  DEFINED  1  SOLE
278058102  EATON CORP                         COM               465      5000  SHS  DEFINED  1  NONE
278058102  EATON CORP                         COM              3339     35900  SHS  DEFINED  1  SOLE
278642103  EBAY INC                           COM              1133     35200  SHS  DEFINED  1  NONE
278642103  EBAY INC                           COM              8730    271300  SHS  DEFINED  1  SOLE
278762109  ECHOSTAR COMMUNICATIONS            CL A              256      5900  SHS  DEFINED  1  NONE
278762109  ECHOSTAR COMMUNICATIONS            CL A             1665     38400  SHS  DEFINED  1  SOLE
278865100  ECOLAB INC                         COM               243      5700  SHS  DEFINED  1  NONE
278865100  ECOLAB INC                         COM              1956     45800  SHS  DEFINED  1  SOLE
281020107  EDISON INTL                        COM               533      9500  SHS  DEFINED  1  NONE
281020107  EDISON INTL                        COM              4248     75700  SHS  DEFINED  1  SOLE
28336L109  EL PASO CORP                       COM             13871    805040  SHS  DEFINED  1  SOLE
28336L109  EL PASO CORP                       COM             42580   2471250  SHS  DEFINED  1  NONE
285512109  ELECTRONIC ARTS INC                COM              6672    141000  SHS  DEFINED  1  SOLE
285512109  ELECTRONIC ARTS INC                COM             24431    516300  SHS  DEFINED  1  NONE
285661104  ELECTRONIC DATA SYST               COM               455     16400  SHS  DEFINED  1  NONE
285661104  ELECTRONIC DATA SYST               COM              5865    211500  SHS  DEFINED  1  SOLE
29078E105  EMBARQ CORP                        COM              2256     35607  SHS  DEFINED  1  SOLE
29078E105  EMBARQ CORP                        COM            149049   2352046  SHS  DEFINED  1  NONE
290846104  EMCORE CORP                        COM              4392    805800  SHS  DEFINED  1  NONE
291011104  EMERSON ELECTRIC CO                COM             16226    346700  SHS  DEFINED  1  SOLE
291011104  EMERSON ELECTRIC CO                COM             17714    378500  SHS  DEFINED  1  NONE
29244T101  EMPRESA NACIONAL DE ELECTRCID CHI  SPONSORED ADR     844     17387  SHS  DEFINED  1  SOLE
292659109  ENERGY CONVERSION DEVICES IN       COM              1825     59200  SHS  DEFINED  1  NONE
29266M109  ENERGY EAST CORP                   COM               154      5900  SHS  DEFINED  1  NONE
29266M109  ENERGY EAST CORP                   COM               749     28700  SHS  DEFINED  1  SOLE
29266R108  ENERGIZER HLDGS INC                COM               189      1900  SHS  DEFINED  1  NONE
29266R108  ENERGIZER HLDGS INC                COM              1006     10100  SHS  DEFINED  1  SOLE
29274F104  ENERSIS S.A.                       SPONSORED ADR    2241    111774  SHS  DEFINED  1  SOLE
29274F104  ENERSIS S.A.                       SPONSORED ADR    3236    161400  SHS  DEFINED  1  NONE
29364G103  ENTERGY CORP                       COM              5260     49000  SHS  DEFINED  1  SOLE
29364G103  ENTERGY CORP                       COM            223878   2085500  SHS  DEFINED  1  NONE
294429105  EQUIFAX INC                        COM               204      4600  SHS  DEFINED  1  NONE
294429105  EQUIFAX INC                        COM              1626     36600  SHS  DEFINED  1  SOLE
29444U502  EQUINIX INC                        COM NEW          2955     32300  SHS  DEFINED  1  NONE
294549100  EQUITABLE RES INC                  COM              1056     21300  SHS  DEFINED  1  NONE
294549100  EQUITABLE RES INC                  COM              2300     46400  SHS  DEFINED  1  SOLE
29476L107  EQUITY RESIDENTIAL                 SH BEN INT        383      8400  SHS  DEFINED  1  NONE
29476L107  EQUITY RESIDENTIAL                 SH BEN INT       3240     71000  SHS  DEFINED  1  SOLE
30161N101  EXELON CORP                        COM             19867    273654  SHS  DEFINED  1  SOLE
30161N101  EXELON CORP                        COM            805526  11095400  SHS  DEFINED  1  NONE

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30212P105  EXPEDIA INC                   COM                230      7850  SHS  DEFINED  1  NONE  
30212P105  EXPEDIA INC                   COM               1221     41700  SHS  DEFINED  1  SOLE  
302130109  EXPEDITORS INTL WASH INC      COM                260      6300  SHS  DEFINED  1  NONE  
302130109  EXPEDITORS INTL WASH INC      COM               1636     39600  SHS  DEFINED  1  SOLE  
302182100  EXPRESS SCRIPTS INC           COM                380      7600  SHS  DEFINED  1  NONE  
302182100  EXPRESS SCRIPTS INC           COM               3001     60000  SHS  DEFINED  1  SOLE  
30231G102  EXXON MOBIL CORP              COM              24458    291586  SHS  DEFINED  1  NONE  
30231G102  EXXON MOBIL CORP              COM             123870   1476746  SHS  DEFINED  1  SOLE  
30249U101  FMC TECHNOLOGIES INC          COM                158      2000  SHS  DEFINED  1  NONE  
30249U101  FMC TECHNOLOGIES INC          COM               1054     13300  SHS  DEFINED  1  SOLE  
302571104  FPL GROUP INC                 COM               5393     95040  SHS  DEFINED  1  SOLE  
302571104  FPL GROUP INC                 COM             772858  13621050  SHS  DEFINED  1  NONE  
307000109  FAMILY DOLLAR STORES          COM                137      4000  SHS  DEFINED  1  NONE  
307000109  FAMILY DOLLAR STORES          COM               1153     33600  SHS  DEFINED  1  SOLE  
311900104  FASTENAL CO                   COM                176      4200  SHS  DEFINED  1  NONE  
311900104  FASTENAL CO                   COM               1042     24900  SHS  DEFINED  1  SOLE  
313400301  FREDDIE MAC                   COM               1803     29700  SHS  DEFINED  1  NONE  
313400301  FREDDIE MAC                   COM              10701    176300  SHS  DEFINED  1  SOLE  
313586109  FANNIE MAE                    COM               1914     29300  SHS  DEFINED  1  NONE  
313586109  FANNIE MAE                    COM              16640    254700  SHS  DEFINED  1  SOLE  
313747206  FEDERAL REALTY INVS           SH BEN INT NEW     139      1800  SHS  DEFINED  1  NONE  
313747206  FEDERAL REALTY INVS           SH BEN INT NEW     765      9900  SHS  DEFINED  1  SOLE  
313855108  FEDERAL SIGNAL CORP           COM               2688    169500  SHS  DEFINED  1  NONE  
314211103  FEDERATED INVESTORS           CL B               222      5800  SHS  DEFINED  1  SOLE  
31428X106  FEDEX CORP                    COM               4522     40750  SHS  DEFINED  1  NONE  
31428X106  FEDEX CORP                    COM               8223     74100  SHS  DEFINED  1  SOLE  
315616102  F5 NETWORKS INC               COM               5803     72000  SHS  DEFINED  1  NONE  
31620M106  FIDELITY NATL INFORMATION SV  COM                331      6103  SHS  DEFINED  1  NONE  
31620M106  FIDELITY NATL INFORMATION SV  COM               2405     44298  SHS  DEFINED  1  SOLE  
31620R105  FIDELITY NATIONAL FINANCIAL   CL A               168      7096  SHS  DEFINED  1  NONE  
31620R105  FIDELITY NATIONAL FINANCIAL   CL A               903     38097  SHS  DEFINED  1  SOLE  
316773100  FIFTH THIRD BANCORP           COM               4958    124660  SHS  DEFINED  1  SOLE  
31787A101  FINISAR CORPORATION           COM               7533   1992800  SHS  DEFINED  1  NONE  
318522307  FIRST AMERN CORP CALIF        COM                109      2200  SHS  DEFINED  1  NONE  
318522307  FIRST AMERN CORP CALIF        COM                757     15300  SHS  DEFINED  1  SOLE  
319963104  FIRST DATA CORP               COM                784     24000  SHS  DEFINED  1  NONE  
319963104  FIRST DATA CORP               COM               6043    184967  SHS  DEFINED  1  SOLE  
320517105  FIRST HORIZON NTL CORP        COM                137      3500  SHS  DEFINED  1  NONE  
320517105  FIRST HORIZON NTL CORP        COM               1170     30000  SHS  DEFINED  1  SOLE  
336433107  FIRST SOLAR INC               COM               7884     88300  SHS  DEFINED  1  NONE  
337738108  FISERV INC                    COM                284      5000  SHS  DEFINED  1  NONE  
337738108  FISERV INC                    COM               2312     40700  SHS  DEFINED  1  SOLE  
337932107  FIRSTENERGY CORP              COM               4818     74436  SHS  DEFINED  1  SOLE  
337932107  FIRSTENERGY CORP              COM             436470   6742926  SHS  DEFINED  1  NONE  
33938T104  FLEXIBLE SOLUTIONS I          COM               3764   1330000  SHS  DEFINED  1  NONE  
343412102  FLUOR CORP NEW                COM                290      2600  SHS  DEFINED  1  NONE  
343412102  FLUOR CORP NEW                COM               2439     21900  SHS  DEFINED  1  SOLE  
34354P105  FLOWSERVE CORP                COM                866     12100  SHS  DEFINED  1  SOLE  
34354P105  FLOWSERVE CORP                COM               8184    114300  SHS  DEFINED  1  NONE  
34415V109  FOCUS MEDIA HLDG LTD          SPONSORED ADR      429      8500  SHS  DEFINED  2  SHARED
34415V109  FOCUS MEDIA HLDG LTD          SPONSORED ADR     8214    162700  SHS  DEFINED  1  SOLE  
34415V109  FOCUS MEDIA HLDG LTD          SPONSORED ADR    35446    702100  SHS  DEFINED  1  NONE  
344419106  FOMENTO ECONOMICO MEXICANO    SPON ADR UNITS     768     19530  SHS  DEFINED  2  SHARED

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344419106  FOMENTO ECONOMICO MEXICANO    SPON ADR UNITS       1608    40890  SHS  DEFINED  1  NONE
344849104  FOOT LOCKER INC               COM                   135     6200  SHS  DEFINED  1  NONE
344849104  FOOT LOCKER INC               COM                   619    28400  SHS  DEFINED  1  SOLE
345370860  FORD MOTOR CO                 COM PAR $0.01 NEW     509    54000  SHS  DEFINED  1  NONE
345370860  FORD MOTOR CO                 COM PAR $0.01 NEW    4210   446887  SHS  DEFINED  1  SOLE
345550107  FOREST CITY ENTERPRISES INC   CL A                  105     1700  SHS  DEFINED  1  NONE
345550107  FOREST CITY ENTERPRISES INC   CL A                  676    11000  SHS  DEFINED  1  SOLE
345838106  FOREST LABS INC               COM                   858    18800  SHS  DEFINED  1  SOLE
349631101  FORTUNE BRANDS INC            COM                   395     4800  SHS  DEFINED  1  NONE
349631101  FORTUNE BRANDS INC            COM                  3278    39800  SHS  DEFINED  1  SOLE
354613101  FRANKLIN RESOURCES INC        COM                   715     5400  SHS  DEFINED  1  NONE
354613101  FRANKLIN RESOURCES INC        COM                  5604    42300  SHS  DEFINED  1  SOLE
35671D857  FREEPORT MCMORAN COPPER & CO  COM                   954    11519  SHS  DEFINED  1  NONE
35671D857  FREEPORT MCMORAN COPPER & CO  COM                  7498    90533  SHS  DEFINED  1  SOLE
35952H106  FUELCELL ENERGY INC           COM                  2291   289200  SHS  DEFINED  1  NONE
364730101  GANNETT CO                    COM                   396     7200  SHS  DEFINED  1  NONE
364730101  GANNETT CO                    COM                  3264    59400  SHS  DEFINED  1  SOLE
364760108  GAP INC                       COM                   344    18000  SHS  DEFINED  1  NONE
364760108  GAP INC                       COM                  3220   168587  SHS  DEFINED  1  SOLE
368710406  GENENTECH INC                 COM NEW              2830    37400  SHS  DEFINED  1  NONE
368710406  GENENTECH INC                 COM NEW              6711    88700  SHS  DEFINED  1  SOLE
369300108  GENERAL CABLE CORP            COM                  4568    60300  SHS  DEFINED  1  NONE
369550108  GENERAL DYNAMICS COR          COM                  6265    80100  SHS  DEFINED  1  NONE
369550108  GENERAL DYNAMICS COR          COM                  9824   125600  SHS  DEFINED  1  SOLE
369604103  GENERAL ELECTRIC CO           COM                 24274   634112  SHS  DEFINED  1  NONE
369604103  GENERAL ELECTRIC CO           COM                101026  2639122  SHS  DEFINED  1  SOLE
370021107  GENERAL GROWTH                COM PPTYS INC         350     6600  SHS  DEFINED  1  NONE
370021107  GENERAL GROWTH                COM PPTYS INC        2845    53730  SHS  DEFINED  1  SOLE
370334104  GENERAL MILLS INC             COM                   619    10600  SHS  DEFINED  1  NONE
370334104  GENERAL MILLS INC             COM                  7600   130100  SHS  DEFINED  1  SOLE
370442105  GENERAL MTRS CORP             COM                   533    14100  SHS  DEFINED  1  NONE
370442105  GENERAL MTRS CORP             COM                  4389   116115  SHS  DEFINED  1  SOLE
372302109  GENLYTE GROUP INC             COM                  3220    41000  SHS  DEFINED  1  SOLE
372302109  GENLYTE GROUP INC             COM                  3691    47000  SHS  DEFINED  1  NONE
372460105  GENUINE PARTS CO              COM                   263     5300  SHS  DEFINED  1  NONE
372460105  GENUINE PARTS CO              COM                  2040    41132  SHS  DEFINED  1  SOLE
37247D106  GENWORTH FINANCIAL            CL A                 3736   108600  SHS  DEFINED  1  SOLE
372917104  GENZYME CORP                  COM                 12163   188871  SHS  DEFINED  1  SOLE
372917104  GENZYME CORP                  COM                 35359   549050  SHS  DEFINED  1  NONE
374276103  GETTY IMAGES INC              COM                   105     2200  SHS  DEFINED  1  NONE
374276103  GETTY IMAGES INC              COM                   469     9800  SHS  DEFINED  1  SOLE
375558103  GILEAD SCIENCES INC           COM                 10437   269000  SHS  DEFINED  1  SOLE
375558103  GILEAD SCIENCES INC           COM                 12230   315200  SHS  DEFINED  1  NONE
38141G104  GOLDMAN SACHS GROUP           COM                  6674    30790  SHS  DEFINED  1  NONE
38141G104  GOLDMAN SACHS GROUP           COM                 19941    92000  SHS  DEFINED  1  SOLE
382388106  GOODRICH CORP                 COM                   429     7200  SHS  DEFINED  1  SOLE
382410405  GOODRICH PETE CORP            COM NEW              6192   178800  SHS  DEFINED  1  NONE
382550101  GOODYEAR TIRE & RUBR CO       COM                   424    12200  SHS  DEFINED  1  SOLE
38259P508  GOOGLE INC                    CL A                 7200    13774  SHS  DEFINED  1  NONE
38259P508  GOOGLE INC                    CL A                28649    54810  SHS  DEFINED  1  SOLE
384802104  WW GRAINGER INC               COM                   884     9500  SHS  DEFINED  1  NONE
384802104  WW GRAINGER INC               COM                  2196    23600  SHS  DEFINED  1  SOLE
38821G101  GRANT PRIDECO INC             COM                   248     4600  SHS  DEFINED  1  NONE

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38821G101  GRANT PRIDECO INC             COM              1206   22400  SHS  DEFINED  1  SOLE  
40049J206  GRUPO TELEVISA SA             SP ADR REP ORD    271    9800  SHS  DEFINED  2  SHARED
40049J206  GRUPO TELEVISA SA             SP ADR REP ORD   1408   51000  SHS  DEFINED  1  SOLE  
404280406  HSBC HOLDINGS PLC             SPON ADR NEW      236    2568  SHS  DEFINED  1  SOLE  
406216101  HALLIBURTON CO                COM               981   28426  SHS  DEFINED  1  NONE  
406216101  HALLIBURTON CO                COM              7455  216100  SHS  DEFINED  1  SOLE  
409649308  HANAROTELECOM INC             SPON ADR NEW       25    2700  SHS  DEFINED  1  SOLE  
410345102  HANESBRANDS INC               COM               107    3950  SHS  DEFINED  1  NONE  
410345102  HANESBRANDS INC               COM               454   16776  SHS  DEFINED  1  SOLE  
410867105  HANOVER INS GROUP             COM              3895   79831  SHS  DEFINED  1  SOLE  
410867105  HANOVER INS GROUP             COM             17605  360837  SHS  DEFINED  1  NONE  
411310105  HANSEN NATURAL CORP           COM              1100   25600  SHS  DEFINED  1  NONE  
412822108  HARLEY DAVIDSON INC           COM              3809   63900  SHS  DEFINED  1  SOLE  
412822108  HARLEY DAVIDSON INC           COM             41672  699080  SHS  DEFINED  1  NONE  
413086109  HARMAN INTERNATIONAL          COM               234    2000  SHS  DEFINED  1  NONE  
413086109  HARMAN INTERNATIONAL          COM              1822   15600  SHS  DEFINED  1  SOLE  
413619107  HARRAHS ENTMT INC             COM               503    5904  SHS  DEFINED  1  NONE  
413619107  HARRAHS ENTMT INC             COM              3790   44454  SHS  DEFINED  1  SOLE  
415864107  HARSCO CORP                   COM               120    2300  SHS  DEFINED  1  NONE  
415864107  HARSCO CORP                   COM               853   16400  SHS  DEFINED  1  SOLE  
416515104  HARTFORD FINL SVCS GROUP INC  COM              7536   76500  SHS  DEFINED  1  NONE  
416515104  HARTFORD FINL SVCS GROUP INC  COM             13210  134100  SHS  DEFINED  1  SOLE  
418056107  HASBRO INC                    COM               148    4700  SHS  DEFINED  1  NONE  
418056107  HASBRO INC                    COM              1219   38800  SHS  DEFINED  1  SOLE  
421915109  HEALTH CARE PPTYS INVS INC    COM               185    6400  SHS  DEFINED  1  NONE  
421915109  HEALTH CARE PPTYS INVS INC    COM              1050   36300  SHS  DEFINED  1  SOLE  
421933102  HEALTH MGMT ASSOC INC NEW     CL A              128   11300  SHS  DEFINED  1  NONE  
421933102  HEALTH MGMT ASSOC INC NEW     CL A              509   44800  SHS  DEFINED  1  SOLE  
42222G108  HEALTH NET INC                COM               227    4300  SHS  DEFINED  1  NONE  
42222G108  HEALTH NET INC                COM              1104   20900  SHS  DEFINED  1  SOLE  
423074103  HJ HEINZ CO                   COM               489   10300  SHS  DEFINED  1  NONE  
423074103  HJ HEINZ CO                   COM              5110  107650  SHS  DEFINED  1  SOLE  
427056106  HERCULES INC                  COM               147    7500  SHS  DEFINED  1  SOLE  
427866108  HERSHEY CO                    COM               537   10600  SHS  DEFINED  1  NONE  
427866108  HERSHEY CO                    COM              2025   40000  SHS  DEFINED  1  SOLE  
42805T105  HERTZ GLOBAL HOLDINGS INC     COM               125    4700  SHS  DEFINED  1  NONE  
42805T105  HERTZ GLOBAL HOLDINGS INC     COM               574   21600  SHS  DEFINED  1  SOLE  
42809H107  HESS CORP                     COM               448    7600  SHS  DEFINED  1  NONE  
42809H107  HESS CORP                     COM              3635   61651  SHS  DEFINED  1  SOLE  
428236103  HEWLETT-PACKARD CO            COM             14096  315900  SHS  DEFINED  1  NONE  
428236103  HEWLETT-PACKARD CO            COM             36547  819082  SHS  DEFINED  1  SOLE  
431573104  HILLENBRAND INDS INC          COM               124    1900  SHS  DEFINED  1  NONE  
431573104  HILLENBRAND INDS INC          COM               683   10500  SHS  DEFINED  1  SOLE  
432848109  HILTON HOTELS CORP            COM              2962   88500  SHS  DEFINED  1  SOLE  
432848109  HILTON HOTELS CORP            COM             31716  947600  SHS  DEFINED  1  NONE  
437076102  HOME DEPOT INC                COM              2483   63100  SHS  DEFINED  1  NONE  
437076102  HOME DEPOT INC                COM             20102  510850  SHS  DEFINED  1  SOLE  
438516106  HONEYWELL INTL INC            COM              1334   23700  SHS  DEFINED  1  NONE  
438516106  HONEYWELL INTL INC            COM             10326  183475  SHS  DEFINED  1  SOLE  
441060100  HOSPIRA INC                   COM              4337  111100  SHS  DEFINED  1  NONE  
441060100  HOSPIRA INC                   COM              4538  116230  SHS  DEFINED  1  SOLE  
44107P104  HOST HOTELS & RESORT          COM               378   16352  SHS  DEFINED  1  NONE  
44107P104  HOST HOTELS & RESORT          COM              2906  125710  SHS  DEFINED  1  SOLE  

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443683107  HUDSON CITY BANCORP             COM                 209    17100  SHS  DEFINED  1  NONE  
443683107  HUDSON CITY BANCORP             COM                1552   127000  SHS  DEFINED  1  SOLE  
444859102  HUMANA INC                      COM                 609    10000  SHS  DEFINED  1  SOLE  
444903108  HUMAN GENOME SCIENCE            COM                 391    43800  SHS  DEFINED  1  SOLE  
444903108  HUMAN GENOME SCIENCE            COM                3150   353110  SHS  DEFINED  1  NONE  
446150104  HUNTINGTON BANCSHARE            COM                 184     8090  SHS  DEFINED  1  NONE  
446150104  HUNTINGTON BANCSHARE            COM                1289    56680  SHS  DEFINED  1  SOLE  
44919P300  IAC INTERACTIVECORP             COM NEW             248     7150  SHS  DEFINED  1  NONE  
44919P300  IAC INTERACTIVECORP             COM NEW            1677    48450  SHS  DEFINED  1  SOLE  
449934108  IMS HEALTH INC                  COM                7365   229208  SHS  DEFINED  1  SOLE  
449934108  IMS HEALTH INC                  COM               15188   472697  SHS  DEFINED  1  NONE  
450047204  IRSA INVERSIONES                GLOBAL DEP RCPT     124     6700  SHS  DEFINED  1  NONE  
45031U101  ISTAR FINANCIAL INC             COM                 155     3500  SHS  DEFINED  1  NONE  
45031U101  ISTAR FINANCIAL INC             COM                 989    22300  SHS  DEFINED  1  SOLE  
450911102  ITT CORP                        COM                6345    92932  SHS  DEFINED  1  SOLE  
450911102  ITT CORP                        COM              388377  5688000  SHS  DEFINED  1  NONE  
45104G104  ICICI BK LTD                    ADR                 393     8000  SHS  DEFINED  2  SHARED
45104G104  ICICI BK LTD                    ADR                2276    46300  SHS  DEFINED  1  NONE  
45104G104  ICICI BK LTD                    ADR                6449   131200  SHS  DEFINED  1  SOLE  
451663108  IDEARC INC                      COM                 181     5120  SHS  DEFINED  1  NONE  
451663108  IDEARC INC                      COM                 935    26473  SHS  DEFINED  1  SOLE  
45167R104  IDEX CORP                       COM                7901   205000  SHS  DEFINED  1  NONE  
452308109  ILLINOIS TOOL WORKS             COM                 813    15000  SHS  DEFINED  1  NONE  
452308109  ILLINOIS TOOL WORKS             COM                6161   113700  SHS  DEFINED  1  SOLE  
452327109  ILLUMINA INC                    COM                 783    19300  SHS  DEFINED  1  SOLE  
452327109  ILLUMINA INC                    COM                6289   154938  SHS  DEFINED  1  NONE  
45245W109  IMCLONE SYSTEMS                 COM                 764    21600  SHS  DEFINED  1  SOLE  
45245W109  IMCLONE SYSTEMS                 COM                6117   173000  SHS  DEFINED  1  NONE  
456788108  INFOSYS TECHNOLOGIES            SPONSORED ADR      2805    55674  SHS  DEFINED  1  SOLE  
456788108  INFOSYS TECHNOLOGIES            SPONSORED ADR      4200    83364  SHS  DEFINED  1  NONE  
457667103  INSITUFORM TECHNOLOGIES INC     CL A                244    11200  SHS  DEFINED  1  SOLE  
457667103  INSITUFORM TECHNOLOGIES INC     CL A              44150  2024300  SHS  DEFINED  1  NONE  
458140100  INTEL CORP                      COM                9996   421048  SHS  DEFINED  1  NONE  
458140100  INTEL CORP                      COM               40086  1688529  SHS  DEFINED  1  SOLE  
45822P105  INTEGRYS ENERGY GROUP INC       COM                 232     4580  SHS  DEFINED  1  SOLE  
45865V100  INTERCONTINENTALEXCHANGE INC    COM                 163     1100  SHS  DEFINED  1  NONE  
45865V100  INTERCONTINENTALEXCH            COM                1109     7500  SHS  DEFINED  1  SOLE  
45884X103  INTERMUNE INC                   COM                 696    26817  SHS  DEFINED  1  SOLE  
45884X103  INTERMUNE INC                   COM                5079   195800  SHS  DEFINED  1  NONE  
459200101  INTERNATIONAL BUSINESS MACHS    COM               17567   166910  SHS  DEFINED  1  NONE  
459200101  INTERNATIONAL BUSINESS MACHS    COM               40643   386156  SHS  DEFINED  1  SOLE  
459506101  INTERNATIONAL FLAVORS & FRAGRA  COM                 141     2700  SHS  DEFINED  1  NONE  
459506101  INTERNATIONAL FLAVORS & FRAGRA  COM                1027    19700  SHS  DEFINED  1  SOLE  
459902102  INTERNATIONAL GAME TECHNOLOG    COM                 417    10500  SHS  DEFINED  1  NONE  
459902102  INTERNATIONAL GAME TECHNOLOG    COM                3295    83000  SHS  DEFINED  1  SOLE  
460146103  INTERNATIONAL PAPER             COM                 539    13800  SHS  DEFINED  1  NONE  
460146103  INTERNATIONAL PAPER             COM                4165   106657  SHS  DEFINED  1  SOLE  
460690100  INTERPUBLIC GROUP COS INC       COM                 174    15300  SHS  DEFINED  1  NONE  
460690100  INTERPUBLIC GROUP COS INC       COM                1268   111200  SHS  DEFINED  1  SOLE  
46069S109  INTERSIL CORP                   CL A                211     6700  SHS  DEFINED  1  NONE  
46069S109  INTERSIL CORP                   CL A                777    24700  SHS  DEFINED  1  SOLE  
461202103  INTUIT                          COM                 292     9700  SHS  DEFINED  1  NONE  
461202103  INTUIT                          COM                2515    83600  SHS  DEFINED  1  SOLE  

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46185R100  INVITROGEN CORP               COM              1431    19400  SHS  DEFINED  1  SOLE  
46185R100  INVITROGEN CORP               COM              5871    79600  SHS  DEFINED  1  NONE  
461915100  INVESTORS FINANCIAL           COM               136     2200  SHS  DEFINED  1  NONE  
461915100  INVESTORS FINANCIAL           COM               771    12500  SHS  DEFINED  1  SOLE  
462622101  IPSCO INC                     COM               190     1200  SHS  DEFINED  1  NONE  
462622101  IPSCO INC                     COM              1536     9700  SHS  DEFINED  1  SOLE  
462846106  IRON MOUNTAIN INC             COM               158     6050  SHS  DEFINED  1  NONE  
462846106  IRON MOUNTAIN INC             COM               839    32100  SHS  DEFINED  1  SOLE  
464286509  ISHARES MSCI CANADA           MSCI CDA INDEX    959    32100  SHS  DEFINED  2  SHARED
465685105  ITC HLDGS CORP                COM              2954    72700  SHS  DEFINED  1  SOLE  
465685105  ITC HLDGS CORP                COM              8362   205800  SHS  DEFINED  1  NONE  
465741106  ITRON INC                     COM              5690    73000  SHS  DEFINED  1  NONE  
466090107  JA SOLAR HOLDINGS CO LTD      ADR              6323   187500  SHS  DEFINED  1  NONE  
46612J507  JDS UNIPHASE CORP             COM PAR $0.001   5292   394010  SHS  DEFINED  1  SOLE  
46612J507  JDS UNIPHASE CORP             COM PAR $0.001  26073  1941417  SHS  DEFINED  1  NONE  
46625H100  JPMORGAN CHASE & CO           COM              5198   107280  SHS  DEFINED  1  NONE  
46625H100  JPMORGAN CHASE & CO           COM             43474   897286  SHS  DEFINED  1  SOLE  
466313103  JABIL CIRCUIT INC             COM               177     8000  SHS  DEFINED  1  NONE  
466313103  JABIL CIRCUIT INC             COM              1020    46200  SHS  DEFINED  1  SOLE  
469814107  JACOBS ENGINEERING            COM               207     3600  SHS  DEFINED  1  NONE  
469814107  JACOBS ENGINEERING            COM              1191    20700  SHS  DEFINED  1  SOLE  
47102X105  JANUS CAPITAL GROUP           COM               173     6200  SHS  DEFINED  1  NONE  
47102X105  JANUS CAPITAL GROUP           COM              1406    50500  SHS  DEFINED  1  SOLE  
478160104  JOHNSON & JOHNSON             COM              7961   129200  SHS  DEFINED  1  NONE  
478160104  JOHNSON & JOHNSON             COM             46668   757358  SHS  DEFINED  1  SOLE  
478366107  JOHNSON CONTROLS INC          COM               718     6200  SHS  DEFINED  1  NONE  
478366107  JOHNSON CONTROLS INC          COM              7178    62000  SHS  DEFINED  1  SOLE  
480074103  JONES APPAREL GROUP           COM                82     2900  SHS  DEFINED  1  NONE  
480074103  JONES APPAREL GROUP           COM               777    27500  SHS  DEFINED  1  SOLE  
481165108  JOY GLOBAL INC                COM               228     3900  SHS  DEFINED  1  NONE  
481165108  JOY GLOBAL INC                COM              1301    22300  SHS  DEFINED  1  SOLE  
48203R104  JUNIPER NETWORKS INC          COM               418    16600  SHS  DEFINED  1  NONE  
48203R104  JUNIPER NETWORKS INC          COM              3340   132700  SHS  DEFINED  1  SOLE  
482423100  KBW INC                       COM               203     6902  SHS  DEFINED  1  NONE  
482423100  KBW INC                       COM               385    13098  SHS  DEFINED  1  SOLE  
482480100  KLA TENCOR CORP               COM               341     6200  SHS  DEFINED  1  NONE  
482480100  KLA TENCOR CORP               COM              2621    47700  SHS  DEFINED  1  SOLE  
48268K101  KT CORP                       SPONSORED ADR      66     2800  SHS  DEFINED  1  SOLE  
48268K101  KT CORP                       SPONSORED ADR     483    20600  SHS  DEFINED  1  NONE  
48666K109  KB HOME                       COM               106     2700  SHS  DEFINED  1  NONE  
48666K109  KB HOME                       COM               728    18500  SHS  DEFINED  1  SOLE  
487836108  KELLOGG CO                    COM               404     7800  SHS  DEFINED  1  NONE  
487836108  KELLOGG CO                    COM              3252    62800  SHS  DEFINED  1  SOLE  
492515101  KERYX BIOPHARMACEUTICALS INC  COM               178    18200  SHS  DEFINED  1  SOLE  
492515101  KERYX BIOPHARMACEUTICALS INC  COM              1522   155800  SHS  DEFINED  1  NONE  
493267108  KEYCORP NEW                   COM               457    13300  SHS  DEFINED  1  NONE  
493267108  KEYCORP NEW                   COM              3522   102600  SHS  DEFINED  1  SOLE  
49337W100  KEYSPAN CORP                  COM               227     5400  SHS  DEFINED  1  NONE  
49337W100  KEYSPAN CORP                  COM              1977    47100  SHS  DEFINED  1  SOLE  
494368103  KIMBERLY CLARK CORP           COM              1182    17670  SHS  DEFINED  1  NONE  
494368103  KIMBERLY CLARK CORP           COM              7589   113448  SHS  DEFINED  1  SOLE  
49446R109  KIMCO REALTY CORP             COM               236     6200  SHS  DEFINED  1  NONE  
49446R109  KIMCO REALTY CORP             COM              2124    55800  SHS  DEFINED  1  SOLE  

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495582108  KING PHARMACEUTICALS        COM           308   15033  SHS  DEFINED  1  SOLE
500255104  KOHLS CORP                  COM           668    9400  SHS  DEFINED  1  NONE
500255104  KOHLS CORP                  COM          5611   79000  SHS  DEFINED  1  SOLE
50075N104  KRAFT FOODS INC             CL A         2055   58310  SHS  DEFINED  1  NONE
50075N104  KRAFT FOODS INC             CL A        14632  415095  SHS  DEFINED  1  SOLE
501044101  KROGER CO                   COM           577   20500  SHS  DEFINED  1  NONE
501044101  KROGER CO                   COM          4701  167100  SHS  DEFINED  1  SOLE
502161102  LSI CORPORATION             COM           183   24300  SHS  DEFINED  1  NONE
502161102  LSI CORPORATION             COM          1395  185800  SHS  DEFINED  1  SOLE
502424104  L-3 COMMUNICATIONS CORP     COM           399    4100  SHS  DEFINED  1  NONE
502424104  L-3 COMMUNICATIONS CORP     COM          2863   29400  SHS  DEFINED  1  SOLE
50540R409  LABORATORY CORP AMER HLDGS  COM NEW       305    3900  SHS  DEFINED  1  NONE
50540R409  LABORATORY CORP AMER HLDGS  COM NEW      2442   31200  SHS  DEFINED  1  SOLE
512807108  LAM RESEARCH CORP           COM           247    4800  SHS  DEFINED  1  NONE
512807108  LAM RESEARCH CORP           COM          1362   26500  SHS  DEFINED  1  SOLE
512815101  LAMAR ADVERTISING CO        CL A          132    2100  SHS  DEFINED  1  NONE
512815101  LAMAR ADVERTISING CO        CL A         1010   16100  SHS  DEFINED  1  SOLE
517834107  LAS VEGAS SANDS CORP        COM           229    3000  SHS  DEFINED  1  NONE
517834107  LAS VEGAS SANDS CORP        COM          1520   19900  SHS  DEFINED  1  SOLE
518439104  LAUDER ESTEE COS INC        CL A          218    4800  SHS  DEFINED  1  NONE
518439104  LAUDER ESTEE COS INC        CL A         1384   30400  SHS  DEFINED  1  SOLE
521863308  LEAP WIRELESS INTL          COM NEW      1825   21600  SHS  DEFINED  1  NONE
521865105  LEAR CORP                   COM            71    2000  SHS  DEFINED  1  NONE
521865105  LEAR CORP                   COM           495   13900  SHS  DEFINED  1  SOLE
524660107  LEGGETT & PLATT INC         COM           152    6900  SHS  DEFINED  1  NONE
524660107  LEGGETT & PLATT INC         COM           988   44800  SHS  DEFINED  1  SOLE
524901105  LEGG MASON INC              COM           418    4250  SHS  DEFINED  1  NONE
524901105  LEGG MASON INC              COM          3089   31400  SHS  DEFINED  1  SOLE
524908100  LEHMAN BROS HLDGS INC       COM          1056   14174  SHS  DEFINED  1  NONE
524908100  LEHMAN BROS HLDGS INC       COM          9218  123700  SHS  DEFINED  1  SOLE
526057104  LENNAR CORP                 CL A          117    3200  SHS  DEFINED  1  NONE
526057104  LENNAR CORP                 CL A         1148   31400  SHS  DEFINED  1  SOLE
527288104  LEUCADIA NAT CORP           COM           173    4900  SHS  DEFINED  1  NONE
527288104  LEUCADIA NAT CORP           COM          1068   30300  SHS  DEFINED  1  SOLE
52729N100  LEVEL 3 COMMUNICATIONS INC  COM           177   30200  SHS  DEFINED  1  NONE
52729N100  LEVEL 3 COMMUNICATIONS INC  COM          1206  206100  SHS  DEFINED  1  SOLE
529771107  LEXMARK INTL NEW            CL A          192    3900  SHS  DEFINED  1  NONE
529771107  LEXMARK INTL NEW            CL A         1228   24900  SHS  DEFINED  1  SOLE
530555101  LIBERTY GLOBAL INC          COM SER A     222    5396  SHS  DEFINED  1  NONE
530555101  LIBERTY GLOBAL INC          COM SER A    1472   35861  SHS  DEFINED  1  SOLE
530555309  LIBERTY GLOBAL INC          COM SER C     240    6096  SHS  DEFINED  1  NONE
530555309  LIBERTY GLOBAL INC          COM SER C    1315   33461  SHS  DEFINED  1  SOLE
53071M104  LIBERTY MEDIA INT           COM SER A     443   19850  SHS  DEFINED  1  NONE
53071M104  LIBERTY MEDIA INT           COM SER A    2599  116383  SHS  DEFINED  1  SOLE
53071M302  LIBERTY MEDIA CAP           COM SER A     446    3790  SHS  DEFINED  1  NONE
53071M302  LIBERTY MEDIA CAP           COM SER A    2767   23515  SHS  DEFINED  1  SOLE
531172104  LIBERTY PPTY TR             SH BEN INT    132    3000  SHS  DEFINED  1  NONE
531172104  LIBERTY PPTY TR             INT           751   17100  SHS  DEFINED  1  SOLE
532457108  ELI LILLY & CO              COM          2017   36100  SHS  DEFINED  1  NONE
532457108  ELI LILLY & CO              COM         13925  249200  SHS  DEFINED  1  SOLE
532716107  LIMITED BRANDS INC          COM           315   11469  SHS  DEFINED  1  NONE
532716107  LIMITED BRANDS INC          COM          2375   86510  SHS  DEFINED  1  SOLE
532791100  LINCARE HLDGS INC           COM           155    3900  SHS  DEFINED  1  NONE

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532791100  LINCARE HLDGS INC       COM              670    16800  SHS  DEFINED  1  SOLE
534187109  LINCOLN NATL CORP       COM              596     8404  SHS  DEFINED  1  NONE
534187109  LINCOLN NATL CORP       COM             4920    69343  SHS  DEFINED  1  SOLE
535555106  LINDSAY CORPORATION     COM              248     5600  SHS  DEFINED  1  SOLE
535555106  LINDSAY CORPORATION     COM            46044  1039600  SHS  DEFINED  1  NONE
535678106  LINEAR TECHNOLOGY CORP  COM             2511    69400  SHS  DEFINED  1  SOLE
539320101  LIZ CLAIBORNE INC       COM              142     3800  SHS  DEFINED  1  NONE
539320101  LIZ CLAIBORNE INC       COM              936    25100  SHS  DEFINED  1  SOLE
539451104  LOJACK CORPORATION      COM             5015   225000  SHS  DEFINED  1  NONE
539830109  LOCKHEED MARTIN CORP    COM             1045    11100  SHS  DEFINED  1  NONE
539830109  LOCKHEED MARTIN CORP    COM             8465    89930  SHS  DEFINED  1  SOLE
540424108  LOEWS CORP              COM             1310    25700  SHS  DEFINED  1  SOLE
548661107  LOWE'S COS INC          COM             1375    44800  SHS  DEFINED  1  NONE
548661107  LOWE'S COS INC          COM            11024   359200  SHS  DEFINED  1  SOLE
552078107  LYONDELL CHEMICAL CO    COM              290     7800  SHS  DEFINED  1  NONE
552078107  LYONDELL CHEMICAL CO    COM             1596    43000  SHS  DEFINED  1  SOLE
55261F104  M & T BANK CORP         COM              225     2100  SHS  DEFINED  1  NONE
55261F104  M & T BANK CORP         COM             1839    17200  SHS  DEFINED  1  SOLE
55262C100  MBIA INC                COM              299     4800  SHS  DEFINED  1  NONE
55262C100  MBIA INC                COM             2041    32800  SHS  DEFINED  1  SOLE
552715104  MEMC ELECTR MATLS       COM             2805    45900  SHS  DEFINED  1  SOLE
552715104  MEMC ELECTR MATLS       COM             4725    77300  SHS  DEFINED  1  NONE
552848103  MGIC INV CORP           COM              148     2600  SHS  DEFINED  1  NONE
552848103  MGIC INV CORP           COM             1188    20900  SHS  DEFINED  1  SOLE
552953101  MGM MIRAGE              COM              322     3900  SHS  DEFINED  1  NONE
552953101  MGM MIRAGE              COM             1914    23200  SHS  DEFINED  1  SOLE
55306N104  MKS INSTRUMENTS INC     COM              740    26700  SHS  DEFINED  1  SOLE
55306N104  MKS INSTRUMENTS INC     COM            17512   632200  SHS  DEFINED  1  NONE
554382101  MACERICH CO             COM              190     2300  SHS  DEFINED  1  NONE
554382101  MACERICH CO             COM             1047    12700  SHS  DEFINED  1  SOLE
555904101  MACROVISION CORP        COM             6673   222000  SHS  DEFINED  1  NONE
55616P104  MACYS INC               COM              656    16500  SHS  DEFINED  1  NONE
55616P104  MACYS INC               COM             4911   123462  SHS  DEFINED  1  SOLE
564055101  MANOR CARE INC          COM              248     3800  SHS  DEFINED  1  SOLE
56418H100  MANPOWER INC            COM             1513    16400  SHS  DEFINED  1  SOLE
565849106  MARATHON OIL CORP       COM             1295    21600  SHS  DEFINED  1  NONE
565849106  MARATHON OIL CORP       COM            11072   184660  SHS  DEFINED  1  SOLE
571748102  MARSH & MCLENNAN COS    COM              544    17600  SHS  DEFINED  1  NONE
571748102  MARSH & MCLENNAN COS    COM             4138   134000  SHS  DEFINED  1  SOLE
571834100  MARSHALL & ILSLEY CO    COM              343     7200  SHS  DEFINED  1  NONE
571834100  MARSHALL & ILSLEY CO    COM             2739    57500  SHS  DEFINED  1  SOLE
571903202  MARRIOTT INTERNATION    CL A            3611    83500  SHS  DEFINED  1  SOLE
571903202  MARRIOTT INTERNATION    CL A           33399   772400  SHS  DEFINED  1  NONE
573284106  MARTIN MARIETTA MATE    COM              243     1500  SHS  DEFINED  1  NONE
573284106  MARTIN MARIETTA MATE    COM             1361     8400  SHS  DEFINED  1  SOLE
574599106  MASCO CORP              COM              347    12200  SHS  DEFINED  1  NONE
574599106  MASCO CORP              COM             4456   156500  SHS  DEFINED  1  SOLE
574800108  MASISA SA NEW           SPONSORED ADR    124     8900  SHS  DEFINED  1  NONE
576206106  MASSEY ENERGY CO        COM               85     3200  SHS  DEFINED  1  NONE
576206106  MASSEY ENERGY CO        COM              368    13800  SHS  DEFINED  1  SOLE
57636Q104  MASTERCARD INC          CL A             348     2100  SHS  DEFINED  1  NONE
57636Q104  MASTERCARD INC          CL A            2007    12100  SHS  DEFINED  1  SOLE
577081102  MATTEL INC              COM              296    11700  SHS  DEFINED  1  NONE

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577081102  MATTEL INC                  COM              2395    94700  SHS  DEFINED  1  SOLE  
57772K101  MAXIM INTEGRATED PRODS INC  COM               327     9800  SHS  DEFINED  1  NONE  
57772K101  MAXIM INTEGRATED PRODS INC  COM              2693    80600  SHS  DEFINED  1  SOLE  
579064106  MCAFEE INC                  COM              6758   192000  SHS  DEFINED  1  NONE  
579489105  MCCLATCHY CO-CLASS A        CL A               60     2360  SHS  DEFINED  1  NONE  
579489105  MCCLATCHY CO-CLASS A        CL A              236     9334  SHS  DEFINED  1  SOLE  
579780206  MCCORMICK & CO INC          COM NON VTG       195     5100  SHS  DEFINED  1  NONE  
579780206  MCCORMICK & CO INC          COM NON VTG      1153    30200  SHS  DEFINED  1  SOLE  
580135101  MCDONALDS CORP              COM              6802   134000  SHS  DEFINED  1  NONE  
580135101  MCDONALDS CORP              COM             15365   302700  SHS  DEFINED  1  SOLE  
580645109  MCGRAW HILL COS             COM              1402    20600  SHS  DEFINED  1  NONE  
580645109  MCGRAW HILL COS             COM              6025    88500  SHS  DEFINED  1  SOLE  
58155Q103  MCKESSON CORP               COM               531     8900  SHS  DEFINED  1  NONE  
58155Q103  MCKESSON CORP               COM              4263    71481  SHS  DEFINED  1  SOLE  
583334107  MEADWESTVACO CORP           COM               198     5600  SHS  DEFINED  1  NONE  
583334107  MEADWESTVACO CORP           COM              1613    45677  SHS  DEFINED  1  SOLE  
583840103  MECHEL OAO                  SPONSORED ADR   10643   291350  SHS  DEFINED  1  SOLE  
583840103  MECHEL OAO                  SPONSORED ADR   66695  1825750  SHS  DEFINED  1  NONE  
583916101  MEDAREX INC                 COM               370    25900  SHS  DEFINED  1  SOLE  
583916101  MEDAREX INC                 COM              2601   182000  SHS  DEFINED  1  NONE  
58405U102  MEDCO HEALTH SOLUTIONS INC  COM               679     8700  SHS  DEFINED  1  NONE  
58405U102  MEDCO HEALTH SOLUTIONS INC  COM              5469    70118  SHS  DEFINED  1  SOLE  
584688105  MEDICINES CO                COM               382    21700  SHS  DEFINED  1  SOLE  
584688105  MEDICINES CO                COM              2562   145400  SHS  DEFINED  1  NONE  
585055106  MEDTRONIC INC               COM              1976    38100  SHS  DEFINED  1  NONE  
585055106  MEDTRONIC INC               COM             14475   279124  SHS  DEFINED  1  SOLE  
58551A108  MELLON FINL COR             COM               554    12600  SHS  DEFINED  1  NONE  
58551A108  MELLON FINL COR             COM              4404   100100  SHS  DEFINED  1  SOLE  
589331107  MERCK & CO. INC.            COM              4562    91600  SHS  DEFINED  1  NONE  
589331107  MERCK & CO. INC.            COM             26770   537550  SHS  DEFINED  1  SOLE  
589433101  MEREDITH CORP               COM               505     8200  SHS  DEFINED  1  NONE  
589433101  MEREDITH CORP               COM               943    15300  SHS  DEFINED  1  SOLE  
589975101  MERIDIAN GOLD INC           COM                69     2500  SHS  DEFINED  1  NONE  
589975101  MERIDIAN GOLD INC           COM               576    21000  SHS  DEFINED  1  SOLE  
590188108  MERRILL LYNCH & CO          COM              2215    26500  SHS  DEFINED  1  NONE  
590188108  MERRILL LYNCH & CO          COM             17619   210800  SHS  DEFINED  1  SOLE  
59156R108  METLIFE INC                 COM              1502    23300  SHS  DEFINED  1  NONE  
59156R108  METLIFE INC                 COM             12090   187500  SHS  DEFINED  1  SOLE  
594918104  MICROSOFT CORP              COM             17974   609900  SHS  DEFINED  1  NONE  
594918104  MICROSOFT CORP              COM             63388  2150946  SHS  DEFINED  1  SOLE  
595017104  MICROCHIP TECHNOLOGY        COM               252     6800  SHS  DEFINED  1  NONE  
595017104  MICROCHIP TECHNOLOGY        COM              1471    39700  SHS  DEFINED  1  SOLE  
595112103  MICRON TECHNOLOGY INC       COM              2303   183800  SHS  DEFINED  1  SOLE  
595112103  MICRON TECHNOLOGY INC       COM              8380   668800  SHS  DEFINED  1  NONE  
596680108  MIDDLESEX WATER CO          COM              6278   326800  SHS  DEFINED  1  NONE  
599902103  MILLENNIUM PHARMACEUTICALS  COM               874    82700  SHS  DEFINED  1  SOLE  
599902103  MILLENNIUM PHARMACEUTICALS  COM              2028   191900  SHS  DEFINED  1  NONE  
601073109  MILLIPORE CORP              COM              2305    30700  SHS  DEFINED  1  SOLE  
601073109  MILLIPORE CORP              COM            170379  2269000  SHS  DEFINED  1  NONE  
60467R100  MIRANT CORP NEW             COM               328     7700  SHS  DEFINED  1  NONE  
60467R100  MIRANT CORP NEW             COM              1992    46700  SHS  DEFINED  1  SOLE  
607409109  MOBILE TELESYSTEMS OJC      SPONSORED ADR     878    14500  SHS  DEFINED  2  SHARED
607409109  MOBILE TELESYSTEMS OJC      SPONSORED ADR   15657   258500  SHS  DEFINED  1  SOLE  

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607409109  MOBILE TELESYSTEMS OJC       SPONSORED ADR  195254  3223604  SHS  DEFINED  1  NONE
608190104  MOHAWK INDS INC              COM               151     1500  SHS  DEFINED  1  NONE
608190104  MOHAWK INDS INC              COM              1038    10300  SHS  DEFINED  1  SOLE
608554101  MOLEX INC                    COM               234     7800  SHS  DEFINED  1  SOLE
60871R209  MOLSON COORS BREWING CO      CL B              250     2701  SHS  DEFINED  1  SOLE
61166W101  MONSANTO CO                  COM              7173   106200  SHS  DEFINED  1  NONE
61166W101  MONSANTO CO                  COM              8928   132190  SHS  DEFINED  1  SOLE
611742107  MONSTER WORLDWIDE INC        COM               148     3600  SHS  DEFINED  1  NONE
611742107  MONSTER WORLDWIDE INC        COM              1147    27900  SHS  DEFINED  1  SOLE
615369105  MOODYS CORP                  COM               454     7300  SHS  DEFINED  1  NONE
615369105  MOODYS CORP                  COM              3508    56400  SHS  DEFINED  1  SOLE
617446448  MORGAN STANLEY               COM NEW          2508    29900  SHS  DEFINED  1  NONE
617446448  MORGAN STANLEY               COM NEW         20022   238700  SHS  DEFINED  1  SOLE
61945A107  MOSAIC CO                    COM               172     4400  SHS  DEFINED  1  NONE
61945A107  MOSAIC CO                    COM              1241    31800  SHS  DEFINED  1  SOLE
620076109  MOTOROLA INC                 COM              1317    74400  SHS  DEFINED  1  NONE
620076109  MOTOROLA INC                 COM             11418   645060  SHS  DEFINED  1  SOLE
626717102  MURPHY OIL CORP              COM               624    10500  SHS  DEFINED  1  SOLE
628530107  MYLAN LABS INC               COM               249    13700  SHS  DEFINED  1  SOLE
62855J104  MYRIAD GENETICS INC          COM               439    11800  SHS  DEFINED  1  SOLE
62855J104  MYRIAD GENETICS INC          COM              3161    85000  SHS  DEFINED  1  NONE
62886E108  NCR CORP NEW                 COM               525    10000  SHS  DEFINED  1  SOLE
628891103  NDS GROUP                    SPONSORED ADR     395     8416  SHS  DEFINED  1  SOLE
628891103  NDS GROUP                    SPONSORED ADR    9172   195361  SHS  DEFINED  1  NONE
62913F201  NII HLDGS INC                CL B NEW          396     4900  SHS  DEFINED  1  NONE
62913F201  NII HLDGS INC                CL B NEW         2212    27400  SHS  DEFINED  1  SOLE
629377508  NRG ENERGY INC               COM NEW          3637    87500  SHS  DEFINED  1  NONE
62944T105  NVR INC                      COM               118      173  SHS  DEFINED  1  NONE
62944T105  NVR INC                      COM               585      860  SHS  DEFINED  1  SOLE
62948N104  NYMEX HOLDINGS INC           COM               302     2400  SHS  DEFINED  1  NONE
62948N104  NYMEX HOLDINGS INC           COM              1834    14600  SHS  DEFINED  1  SOLE
629491101  NYSE EURONEXT                COM               280     3800  SHS  DEFINED  1  NONE
629491101  NYSE EURONEXT                COM              1826    24800  SHS  DEFINED  1  SOLE
62985Q101  NALCO HOLDING CO             COM              4389   159900  SHS  DEFINED  1  SOLE
62985Q101  NALCO HOLDING CO             COM             95608  3483000  SHS  DEFINED  1  NONE
635405103  NATIONAL CITY CORP           COM               633    19000  SHS  DEFINED  1  NONE
635405103  NATIONAL CITY CORP           COM              4705   141200  SHS  DEFINED  1  SOLE
637071101  NATIONAL OILWELL VAR         COM               542     5200  SHS  DEFINED  1  NONE
637071101  NATIONAL OILWELL VAR         COM              4587    44000  SHS  DEFINED  1  SOLE
637640103  NATIONAL SEMICONDUCTOR CORP  COM               269     9500  SHS  DEFINED  1  NONE
637640103  NATIONAL SEMICONDUCTOR CORP  COM              2154    76200  SHS  DEFINED  1  SOLE
63936L100  NAVTEQ CORP                  COM               114     2700  SHS  DEFINED  1  NONE
63936L100  NAVTEQ CORP                  COM               716    16900  SHS  DEFINED  1  SOLE
640268108  NEKTAR THERAPEUTICS          COM                73     7700  SHS  DEFINED  1  SOLE
640268108  NEKTAR THERAPEUTICS          COM               854    90000  SHS  DEFINED  1  NONE
64110W102  NETEASE COM INC              SPONSORED ADR     262    15400  SHS  DEFINED  1  SOLE
64110W102  NETEASE COM INC              SPONSORED ADR    9726   571464  SHS  DEFINED  1  NONE
64120L104  NETWORK APPLIANCE INC        COM               336    11500  SHS  DEFINED  1  NONE
64120L104  NETWORK APPLIANCE INC        COM              2615    89600  SHS  DEFINED  1  SOLE
649445103  NEW YORK CMTY BANCORP INC    COM               131     7700  SHS  DEFINED  1  NONE
649445103  NEW YORK CMTY BANCORP INC    COM               900    52900  SHS  DEFINED  1  SOLE
650111107  NEW YORK TIMES CO            CL A              117     4600  SHS  DEFINED  1  NONE
650111107  NEW YORK TIMES CO            CL A              909    35800  SHS  DEFINED  1  SOLE

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651229106  NEWELL RUBBERMAID INC           COM              5333   181200  SHS  DEFINED  1  NONE  
651229106  NEWELL RUBBERMAID INC           COM              6037   205124  SHS  DEFINED  1  SOLE  
651290108  NEWFIELD EXPL CO                COM               191     4200  SHS  DEFINED  1  NONE  
651290108  NEWFIELD EXPL CO                COM              1070    23500  SHS  DEFINED  1  SOLE  
651639106  NEWMONT MINING CORP             COM               508    13000  SHS  DEFINED  1  NONE  
651639106  NEWMONT MINING CORP             COM              4658   119246  SHS  DEFINED  1  SOLE  
65248E104  NEWS CORP                       CL A             1230    58000  SHS  DEFINED  1  NONE  
65248E104  NEWS CORP                       CL A            10145   478312  SHS  DEFINED  1  SOLE  
65248E203  NEWS CORP                       CL B              346    15100  SHS  DEFINED  1  NONE  
65248E203  NEWS CORP                       CL B             2024    88207  SHS  DEFINED  1  SOLE  
653656108  NICE SYS LTD                    SPONSORED ADR    7393   212800  SHS  DEFINED  1  NONE  
654086107  NICOR INC                       COM                94     2200  SHS  DEFINED  1  SOLE  
654106103  NIKE INC                        CL B             8813   151200  SHS  DEFINED  1  SOLE  
654106103  NIKE INC                        CL B            64548  1107360  SHS  DEFINED  1  NONE  
65473P105  NISOURCE INC                    COM               195     9400  SHS  DEFINED  1  NONE  
65473P105  NISOURCE INC                    COM              1933    93313  SHS  DEFINED  1  SOLE  
655044105  NOBLE ENERGY INC                COM               331     5300  SHS  DEFINED  1  NONE  
655044105  NOBLE ENERGY INC                COM              1953    31300  SHS  DEFINED  1  SOLE  
655664100  NORDSTROM INC                   COM               665    13000  SHS  DEFINED  1  SOLE  
655844108  NORFOLK SOUTHERN CORP           COM               641    12200  SHS  DEFINED  1  NONE  
655844108  NORFOLK SOUTHERN CORP           COM              5136    97700  SHS  DEFINED  1  SOLE  
665859104  NORTHERN TR CORP                COM               720    11200  SHS  DEFINED  1  NONE  
665859104  NORTHERN TRCORP                 COM              3051    47500  SHS  DEFINED  1  SOLE  
666807102  NORTHROP GRUMMAN CO             COM               787    10100  SHS  DEFINED  1  NONE  
666807102  NORTHROP GRUMMAN CO             COM              6226    79956  SHS  DEFINED  1  SOLE  
670006105  NOVELL INC                      COM               175    22500  SHS  DEFINED  1  SOLE  
670008101  NOVELLUS SYSTEMS INC            COM               145     5100  SHS  DEFINED  1  NONE  
670008101  NOVELLUS SYSTEMS INC            COM               868    30600  SHS  DEFINED  1  SOLE  
67019E107  NSTAR                           COM            176565  5441150  SHS  DEFINED  1  NONE  
670346105  NUCOR CORP                      COM               592    10100  SHS  DEFINED  1  NONE  
670346105  NUCOR CORP                      COM              4293    73200  SHS  DEFINED  1  SOLE  
67066G104  NVIDIA CORP                     COM               446    10800  SHS  DEFINED  1  NONE  
67066G104  NVIDIA CORP                     COM              3371    81600  SHS  DEFINED  1  SOLE  
670704105  NUVASIVE INC                    COM               267     9900  SHS  DEFINED  1  SOLE  
670704105  NUVASIVE INC                    COM               532    19700  SHS  DEFINED  1  NONE  
673662102  OAKLEY INC                      COM             36375  1280800  SHS  DEFINED  1  NONE  
674599105  OCCIDENTAL PETE CORP DEL        COM              1505    26000  SHS  DEFINED  1  NONE  
674599105  OCCIDENTAL PETE CORP DEL        COM             12375   213800  SHS  DEFINED  1  SOLE  
674870308  OCEAN PWR TECHNOLOGIES INC      COM NEW          2579   162875  SHS  DEFINED  1  NONE  
676220106  OFFICE DEPOT INC                COM               264     8700  SHS  DEFINED  1  NONE  
676220106  OFFICE DEPOT INC                COM              2748    90700  SHS  DEFINED  1  SOLE  
67622P101  OFFICEMAX INC                   COM               181     4600  SHS  DEFINED  1  SOLE  
680223104  OLD REP INTL CO                 COM               165     7775  SHS  DEFINED  1  NONE  
680223104  OLD REP INTL CO                 COM               831    39099  SHS  DEFINED  1  SOLE  
681904108  OMNICARE INC                    COM               166     4600  SHS  DEFINED  1  NONE  
681904108  OMNICARE INC                    COM               811    22500  SHS  DEFINED  1  SOLE  
681919106  OMNICOM GROUP INC               COM               561    10600  SHS  DEFINED  1  NONE  
681919106  OMNICOM GROUP INC               COM              4631    87500  SHS  DEFINED  1  SOLE  
683399109  ONYX PHARMACEUTICALS INC        COM               777    28900  SHS  DEFINED  1  SOLE  
683399109  ONYX PHARMACEUTICALS INC        COM              6133   228000  SHS  DEFINED  1  NONE  
68370R109  OPEN JTK STOCK COVIMPEL COMMUN  SPONSORED ADR     351     3330  SHS  DEFINED  2  SHARED
68370R109  OPEN JTK STOCK COVIMPEL COMMUN  SPONSORED ADR     716     6800  SHS  DEFINED  1  SOLE  
68370R109  OPEN JTK STOCK COVIMPEL COMMUN  SPONSORED ADR     745     7070  SHS  DEFINED  1  NONE  

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68375V105  OPNEXT INC                COM              8559   646430  SHS  DEFINED  1  NONE  
68389X105  ORACLE CORP               COM             13540   686976  SHS  DEFINED  1  NONE  
68389X105  ORACLE CORP               COM             20378  1033901  SHS  DEFINED  1  SOLE  
686091109  OREILLY AUTOMOTIVE INC    COM               201     5500  SHS  DEFINED  1  SOLE  
686091109  OREILLY AUTOMOTIVE INC    COM               395    10800  SHS  DEFINED  1  NONE  
686688102  ORMAT TECHNOLOGIES INC    COM              4635   123000  SHS  DEFINED  1  NONE  
688239201  OSHKOSH TRUCK CORP        COM               151     2400  SHS  DEFINED  1  NONE  
688239201  OSHKOSH TRUCK CORP        COM               799    12700  SHS  DEFINED  1  SOLE  
690768403  OWENS-ILLINOIS INC        COM NEW           179     5100  SHS  DEFINED  1  NONE  
690768403  OWENS-ILLINOIS INC        COM NEW          1001    28600  SHS  DEFINED  1  SOLE  
69329Y104  PDL BIOPHARMA INC         COM                89     3800  SHS  DEFINED  1  NONE  
69329Y104  PDL BIOPHARMA INC         COM               496    21300  SHS  DEFINED  1  SOLE  
69331C108  P G & E CORP              COM              3878    85600  SHS  DEFINED  1  SOLE  
69331C108  P G & E CORP              COM              6537   144300  SHS  DEFINED  1  NONE  
69344M101  PMI GROUP INC             COM               143     3200  SHS  DEFINED  1  NONE  
69344M101  PMI GROUP INC             COM               759    17000  SHS  DEFINED  1  SOLE  
693475105  PNC FINL SVCS GROUP INC   COM               763    10664  SHS  DEFINED  1  NONE  
693475105  PNC FINL SVCS GROUP INC   COM              5892    82310  SHS  DEFINED  1  SOLE  
693483109  POSCO                     SPONSORED ADR   13602   113351  SHS  DEFINED  1  SOLE  
693483109  POSCO                     SPONSORED ADR   27199   226660  SHS  DEFINED  1  NONE  
693506107  PPG INDS INC              COM               403     5300  SHS  DEFINED  1  NONE  
693506107  PPG INDS INC              COM              3060    40200  SHS  DEFINED  1  SOLE  
69351T106  PPL CORP                  COM               562    12000  SHS  DEFINED  1  NONE  
69351T106  PPL CORP                  COM              4375    93500  SHS  DEFINED  1  SOLE  
693718108  PACCAR INC                COM               615     7062  SHS  DEFINED  1  NONE  
693718108  PACCAR INC                COM              5090    58475  SHS  DEFINED  1  SOLE  
695257105  PACTIV CORP               COM               144     4500  SHS  DEFINED  1  NONE  
695257105  PACTIV CORP               COM              1078    33800  SHS  DEFINED  1  SOLE  
696429307  PALL CORP                 COM              3652    79400  SHS  DEFINED  1  SOLE  
696429307  PALL CORP                 COM            166300  3616000  SHS  DEFINED  1  NONE  
701094104  PARKER HANNIFIN CORP      COM               382     3900  SHS  DEFINED  1  NONE  
701094104  PARKER HANNIFIN CORP      COM              2683    27400  SHS  DEFINED  1  SOLE  
703248203  PATNI COMPUTER SYS        SPONSORED ADR     366    14500  SHS  DEFINED  2  SHARED
703248203  PATNI COMPUTER SYS        SPONSORED ADR     787    31200  SHS  DEFINED  1  NONE  
703395103  PATTERSON COMPANIES INC   COM               119     3200  SHS  DEFINED  1  NONE  
703395103  PATTERSON COMPANIES INC   COM              1073    28800  SHS  DEFINED  1  SOLE  
703481101  PATTERSON UTI ENERGY INC  COM               776    29600  SHS  DEFINED  1  SOLE  
703481101  PATTERSON UTI ENERGY INC  COM              9202   351100  SHS  DEFINED  1  NONE  
704326107  PAYCHEX INC               COM               423    10800  SHS  DEFINED  1  NONE  
704326107  PAYCHEX INC               COM              3255    83200  SHS  DEFINED  1  SOLE  
704549104  PEABODY ENERGY CORP       COM               382     7900  SHS  DEFINED  1  NONE  
704549104  PEABODY ENERGY CORP       COM              3082    63700  SHS  DEFINED  1  SOLE  
708160106  PENNEY J C INC            COM               565     7800  SHS  DEFINED  1  NONE  
708160106  PENNEY J C INC            COM              5081    70200  SHS  DEFINED  1  SOLE  
708254206  PENNICHUCK CORP           COM NEW         10567   418500  SHS  DEFINED  1  NONE  
709631105  PENTAIR INC               COM              1906    49416  SHS  DEFINED  1  SOLE  
709631105  PENTAIR INC               COM            120027  3111934  SHS  DEFINED  1  NONE  
712704105  PEOPLES UNITED FINANCIAL  COM               147     8300  SHS  DEFINED  1  NONE  
712704105  PEOPLES UNITED FINANCIAL  COM               901    50800  SHS  DEFINED  1  SOLE  
713291102  PEPCO HOLDINGS INC        COM              1004    35600  SHS  DEFINED  1  SOLE  
713291102  PEPCO HOLDINGS INC        COM             75035  2660800  SHS  DEFINED  1  NONE  
713409100  PEPSI BOTTLING GROUP INC  COM               280     8300  SHS  DEFINED  1  SOLE  
713448108  PEPSICO INC               COM              3223    49700  SHS  DEFINED  1  NONE  

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713448108  PEPSICO INC                    COM             26687   411521  SHS  DEFINED  1  SOLE  
714046109  PERKINELMER INC                COM               180     6900  SHS  DEFINED  1  SOLE  
714157104  PERMA-FIX ENVIRONMENTAL SVCS   COM             14971  4876460  SHS  DEFINED  1  NONE  
715684106  PT TELEKOMUNIKASI INDONESIA    SPONSORED ADR     483    11213  SHS  DEFINED  2  SHARED
715684106  PT TELEKOMUNIKASI INDONESIA    SPONSORED ADR   13631   316253  SHS  DEFINED  1  SOLE  
715684106  PT TELEKOMUNIKASI INDONESIA    SPONSORED ADR   60252  1397950  SHS  DEFINED  1  NONE  
71646E100  PETROCHINA CO LTD              SPONSORED ADR     149     1000  SHS  DEFINED  1  SOLE  
71646E100  PETROCHINA CO LTD              SPONSORED ADR     412     2770  SHS  DEFINED  1  NONE  
71646M102  PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHES      56     5200  SHS  DEFINED  1  NONE  
71646M102  PETROBRAS ENERGIA PARTCPTNS    SP ADR B SHES     149    13700  SHS  DEFINED  1  SOLE  
71654V101  PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR    2537    23784  SHS  DEFINED  2  SHARED
71654V101  PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR   61218   573846  SHS  DEFINED  1  SOLE  
71654V101  PETROLEO BRASILEIRO SA PETRO   SPONSORED ADR  272489  2554268  SHS  DEFINED  1  NONE  
716768106  PETSMART INC                   COM               120     3700  SHS  DEFINED  1  NONE  
716768106  PETSMART INC                   COM               860    26500  SHS  DEFINED  1  SOLE  
717081103  PFIZER INC                     COM             45962  1797500  SHS  DEFINED  1  NONE  
717081103  PFIZER INC                     COM             53276  2083551  SHS  DEFINED  1  SOLE  
717124101  PHARMACEUTICAL PROD DEV INC    COM               211     5500  SHS  DEFINED  1  SOLE  
717124101  PHARMACEUTICAL PROD DEV INC    COM               704    18400  SHS  DEFINED  1  NONE  
71715B409  PHARMION CORP                  COM               292    10100  SHS  DEFINED  1  SOLE  
71715B409  PHARMION CORP                  COM              2296    79300  SHS  DEFINED  1  NONE  
718252604  PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR     369     6200  SHS  DEFINED  2  SHARED
718252604  PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR    5651    98800  SHS  DEFINED  1  SOLE  
718252604  PHILIPPINE LONG DISTANCE TEL   SPONSORED ADR   43967   768650  SHS  DEFINED  1  NONE  
718592108  PHILLIPS VAN HEUSEN CORP       COM             74707  1233400  SHS  DEFINED  1  NONE  
721467108  PILGRIM'S PRIDE CORP           COM               420    11000  SHS  DEFINED  1  NONE  
723484101  PINNACLE WEST CAP CORP         COM               159     4000  SHS  DEFINED  1  NONE  
723484101  PINNACLE WEST CAP CORP         COM               992    24900  SHS  DEFINED  1  SOLE  
723655106  PIONEER DRILLING CO            COM              2237   150000  SHS  DEFINED  1  NONE  
723787107  PIONEER NATL RES CO            COM               180     3700  SHS  DEFINED  1  NONE  
723787107  PIONEER NATL RES CO            COM              1135    23300  SHS  DEFINED  1  SOLE  
724479100  PITNEY BOWES INC               COM               365     7800  SHS  DEFINED  1  NONE  
724479100  PITNEY BOWES INC               COM              2767    59100  SHS  DEFINED  1  SOLE  
729251108  PLUM CREEK TIMBER CO INC       COM               229     5500  SHS  DEFINED  1  NONE  
729251108  PLUM CREEK TIMBER CO INC       COM              3604    86500  SHS  DEFINED  1  SOLE  
731572103  POLO RALPH LAUREN CO           CL A             1432    14600  SHS  DEFINED  1  SOLE  
731572103  POLO RALPH LAUREN CO           CL A            76418   778900  SHS  DEFINED  1  NONE  
74005P104  PRAXAIR INC                    COM               720    10000  SHS  DEFINED  1  NONE  
74005P104  PRAXAIR INC                    COM              6292    87400  SHS  DEFINED  1  SOLE  
740189105  PRECISION CASTPARTS CORP       COM               971     8000  SHS  DEFINED  1  SOLE  
74144T108  PRICE T ROWE GROUP INC         COM               410     7900  SHS  DEFINED  1  NONE  
74144T108  PRICE T ROWE GROUP INC         COM              3233    62300  SHS  DEFINED  1  SOLE  
74153Q102  PRIDE INTL DEL                 COM               221     5900  SHS  DEFINED  1  NONE  
74153Q102  PRIDE INTERNATIONAL            COM              1143    30500  SHS  DEFINED  1  SOLE  
74251V102  PRINCIPAL FINANCIAL GROUP IN   COM               490     8400  SHS  DEFINED  1  NONE  
74251V102  PRINCIPAL FINANCIAL            COM              3806    65300  SHS  DEFINED  1  SOLE  
742718109  PROCTER & GAMBLE CO            COM             19543   319382  SHS  DEFINED  1  NONE  
742718109  PROCTER & GAMBLE CO            COM             55002   898879  SHS  DEFINED  1  SOLE  
743187106  PROGENICS PHARMACEUTICALS INC  COM               459    21300  SHS  DEFINED  1  SOLE  
743187106  PROGENICS PHARMACEUTICALS INC  COM              3434   159200  SHS  DEFINED  1  NONE  
743263105  PROGRESS ENERGY INC            COM              2757    60475  SHS  DEFINED  1  SOLE  
743263105  PROGRESS ENERGY INC            COM            312319  6850600  SHS  DEFINED  1  NONE  
743315103  PROGRESSIVE CORP OHIO          COM               550    23000  SHS  DEFINED  1  NONE  

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743315103  PROGRESSIVE CORP OHIO          COM              4355   182000  SHS  DEFINED  1  SOLE
743410102  PROLOGIS                       SH BEN INT        444     7800  SHS  DEFINED  1  NONE
743410102  PROLOGIS                       SH BEN INT       3494    61400  SHS  DEFINED  1  SOLE
744320102  PRUDENTIAL FINL INC            COM              1060    10900  SHS  DEFINED  1  NONE
744320102  PRUDENTIAL FINL INC            COM             11298   116200  SHS  DEFINED  1  SOLE
744573106  PUBLIC SVC ENTERPRISE GROUP    COM              5425    61800  SHS  DEFINED  1  SOLE
744573106  PUBLIC SVC ENTERPRISE GROUP    COM            390757  4451550  SHS  DEFINED  1  NONE
74460D109  PUBLIC STORAGE                 COM               284     3700  SHS  DEFINED  1  NONE
74460D109  PUBLIC STORAGE                 COM              2389    31100  SHS  DEFINED  1  SOLE
745867101  PULTE HOMES INC                COM               157     7000  SHS  DEFINED  1  NONE
745867101  PULTE HOMES INC                COM              1161    51700  SHS  DEFINED  1  SOLE
747277101  QLOGIC CORP                    COM               105     6300  SHS  DEFINED  1  NONE
747277101  QLOGIC CORP                    COM               758    45504  SHS  DEFINED  1  SOLE
747525103  QUALCOMM INC                   COM              2144    49400  SHS  DEFINED  1  NONE
747525103  QUALCOMM INC                   COM             17637   406476  SHS  DEFINED  1  SOLE
74834L100  QUEST DIAGNOSTICS              COM               269     5200  SHS  DEFINED  1  NONE
74834L100  QUEST DIAGNOSTICS              COM              2211    42800  SHS  DEFINED  1  SOLE
748356102  QUESTAR CORP                   COM               280     5300  SHS  DEFINED  1  NONE
748356102  QUESTAR CORP                   COM              2251    42600  SHS  DEFINED  1  SOLE
749121109  QWEST COMMUNICATIONS INTL INC  COM              2219   228800  SHS  DEFINED  1  NONE
749121109  QWEST COMMUNICATIONS INTL INC  COM              3737   385236  SHS  DEFINED  1  SOLE
749660106  RPC INC                        COM              1960   115000  SHS  DEFINED  1  NONE
750077109  RACKABLE SYS INC               COM                52     4200  SHS  DEFINED  1  SOLE
750236101  RADIAN GROUP INC               COM               162     3000  SHS  DEFINED  1  NONE
750236101  RADIAN GROUP INC               COM               837    15500  SHS  DEFINED  1  SOLE
750438103  RADIOSHACK CORP                COM               129     3900  SHS  DEFINED  1  NONE
750438103  RADIOSHACK CORP                COM              1080    32600  SHS  DEFINED  1  SOLE
75281A109  RANGE RES CORP                 COM               165     4400  SHS  DEFINED  1  NONE
75281A109  RANGE RES CORP                 COM               991    26500  SHS  DEFINED  1  SOLE
755111507  RAYTHEON CO                    COM NEW           749    13900  SHS  DEFINED  1  NONE
755111507  RAYTHEON CO                    COM NEW          5685   105500  SHS  DEFINED  1  SOLE
758849103  REGENCY CTRS CORP              COM               134     1900  SHS  DEFINED  1  NONE
758849103  REGENCY CTRS CORP              COM               902    12800  SHS  DEFINED  1  SOLE
7591EP100  REGIONS FINANCIAL CORP NEW     COM               726    21930  SHS  DEFINED  1  NONE
7591EP100  REGIONS FINANCIAL CORP NEW     COM              5833   176230  SHS  DEFINED  1  SOLE
75952B105  RELIANT ENERGY INC             COM               253     9400  SHS  DEFINED  1  NONE
75952B105  RELIANT ENERGY INC             COM              1647    61100  SHS  DEFINED  1  SOLE
760759100  REPUBLIC SVS INC               COM              2076    67750  SHS  DEFINED  1  SOLE
760759100  REPUBLIC SVS INC               COM            110111  3593700  SHS  DEFINED  1  NONE
761713106  REYNOLDS AMERICAN INC          COM               665    10200  SHS  DEFINED  1  SOLE
770323103  ROBERT HALF INTL INC           COM              1424    39000  SHS  DEFINED  1  SOLE
773903109  ROCKWELL AUTOMATION INC        COM               368     5300  SHS  DEFINED  1  NONE
773903109  ROCKWELL AUTOMATION INC        COM              2819    40600  SHS  DEFINED  1  SOLE
774341101  ROCKWELL COLLINS INC           COM               382     5400  SHS  DEFINED  1  NONE
774341101  ROCKWELL COLLINS INC           COM              2812    39800  SHS  DEFINED  1  SOLE
775371107  ROHM & HAAS CO                 COM               257     4700  SHS  DEFINED  1  NONE
775371107  ROHM & HAAS CO                 COM              1958    35800  SHS  DEFINED  1  SOLE
776696106  ROPER INDS INC NEW             COM              1622    28400  SHS  DEFINED  1  SOLE
776696106  ROPER INDS INC NEW             COM            102318  1791900  SHS  DEFINED  1  NONE
778296103  ROSS STORES INC                COM               120     3900  SHS  DEFINED  1  NONE
778296103  ROSS STORES INC                COM               776    25200  SHS  DEFINED  1  SOLE
778529107  ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR     280     4906  SHS  DEFINED  1  SOLE
778529107  ROSTELECOM OPEN JT STK LNG D   SPONSORED ADR   12278   215400  SHS  DEFINED  1  NONE

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779382100  ROWAN COS INC                 COM              184    4500  SHS  DEFINED  1  NONE  
779382100  ROWAN COS INC                 COM             1061   25900  SHS  DEFINED  1  SOLE  
781748108  RURAL/METRO CORP              COM             1318  230850  SHS  DEFINED  1  NONE  
783513104  RYANAIR HLDGS PLC             SPONSORED ADR     15     400  SHS  DEFINED  1  NONE  
783513104  RYANAIR HLDGS PLC             SPONSORED ADR   1082   28658  SHS  DEFINED  1  SOLE  
783549108  RYDER SYS INC                 COM              172    3200  SHS  DEFINED  1  SOLE  
78440P108  SK TELECOM LTD                SPONSORED ADR   1545   56500  SHS  DEFINED  1  NONE  
78440X101  SL GREEN RLTY CORP            COM              213    1718  SHS  DEFINED  1  NONE  
78440X101  SL GREEN REALTY CORP          COM             1325   10698  SHS  DEFINED  1  SOLE  
78442P106  SLM CORP                      COM              720   12500  SHS  DEFINED  1  NONE  
78442P106  SLM CORP                      COM             5833  101300  SHS  DEFINED  1  SOLE  
784635104  SPX CORP                      COM              158    1800  SHS  DEFINED  1  NONE  
784635104  SPX CORP                      COM             1089   12400  SHS  DEFINED  1  SOLE  
786429100  SAFECO CORP                   COM              230    3700  SHS  DEFINED  1  NONE  
786429100  SAFECO CORP                   COM             1675   26900  SHS  DEFINED  1  SOLE  
786514208  SAFEWAY INC                   COM NEW          514   15100  SHS  DEFINED  1  NONE  
786514208  SAFEWAY INC                   COM NEW         3716  109200  SHS  DEFINED  1  SOLE  
790148100  ST JOE CO                     COM              102    2200  SHS  DEFINED  1  NONE  
790148100  ST JOE CO                     COM              616   13300  SHS  DEFINED  1  SOLE  
790849103  ST JUDE MED INC               COM             1174   28300  SHS  DEFINED  1  NONE  
790849103  ST JUDE MED INC               COM             3693   89000  SHS  DEFINED  1  SOLE  
80004C101  SANDISK CORP                  COM             7385  150900  SHS  DEFINED  1  SOLE  
80004C101  SANDISK CORP                  COM            21590  441150  SHS  DEFINED  1  NONE  
800907107  SANMINA SCI CORP              COM               66   21100  SHS  DEFINED  1  NONE  
800907107  SANMINA SCI CORP              COM              296   94400  SHS  DEFINED  1  SOLE  
803111103  SARA LEE CORP                 COM              416   23900  SHS  DEFINED  1  NONE  
803111103  SARA LEE CORP                 COM             3741  215000  SHS  DEFINED  1  SOLE  
804098101  SATYAM COMPUTER SERVICES LTD  ADR              291   11747  SHS  DEFINED  2  SHARED
804098101  SATYAM COMPUTER SERVICES LTD  ADR             2099   84774  SHS  DEFINED  1  NONE  
804098101  SATYAM COMPUTER SERVICES LTD  ADR             3802  153539  SHS  DEFINED  1  SOLE  
80589M102  SCANA CORP NEW                COM              138    3600  SHS  DEFINED  1  NONE  
80589M102  SCANA CORP NEW                COM              781   20400  SHS  DEFINED  1  SOLE  
806605101  SCHERING PLOUGH CORP          COM             3568  117200  SHS  DEFINED  1  SOLE  
806857108  SCHLUMBERGER LTD              COM             5988   70500  SHS  DEFINED  1  NONE  
806857108  SCHLUMBERGER LTD              COM            26085  307100  SHS  DEFINED  1  SOLE  
808513105  SCHWAB CHARLES CORP NEW       COM              672   32750  SHS  DEFINED  1  NONE  
808513105  SCHWAB CHARLES CORP NEW       COM             5224  254600  SHS  DEFINED  1  SOLE  
811054204  SCRIPPS EW CO OHIO            CL A             201    4400  SHS  DEFINED  1  SOLE  
81211K100  SEALED AIR CORP NEW           COM              164    5300  SHS  DEFINED  1  NONE  
81211K100  SEALED AIR CORP NEW           COM             1564   50416  SHS  DEFINED  1  SOLE  
812350106  SEARS HLDGS CORP              COM              458    2700  SHS  DEFINED  1  NONE  
812350106  SEARS HLDGS CORP              COM             3461   20416  SHS  DEFINED  1  SOLE  
816851109  SEMPRA ENERGY                 COM              486    8200  SHS  DEFINED  1  NONE  
816851109  SEMPRA ENERGY                 COM             3631   61300  SHS  DEFINED  1  SOLE  
81760N109  SERVICEMASTER CO              COM              124    8000  SHS  DEFINED  1  NONE  
81760N109  SERVICEMASTER CO              COM              833   53900  SHS  DEFINED  1  SOLE  
824348106  SHERWIN WILLIAMS CO           COM              239    3600  SHS  DEFINED  1  NONE  
824348106  SHERWIN WILLIAMS CO           COM             1855   27900  SHS  DEFINED  1  SOLE  
826552101  SIGMA ALDRICH CORP            COM              179    4200  SHS  DEFINED  1  NONE  
826552101  SIGMA ALDRICH CORP            COM             1412   33100  SHS  DEFINED  1  SOLE  
828806109  SIMON PRTY GROUP INC NEW      COM              623    6700  SHS  DEFINED  1  NONE  
828806109  SIMON PPTY GROUP INC NEW      COM             5061   54400  SHS  DEFINED  1  SOLE  
82966U103  SIRIUS SATELLITE RADIO INC    COM              120   39800  SHS  DEFINED  1  NONE  

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82966U103  SIRIUS SATELLITE RADIO INC      COM          694    229900  SHS  DEFINED  1  SOLE  
832110100  SMITH INTL INC                  COM          358      6100  SHS  DEFINED  1  NONE  
832110100  SMITH INTL INC                  COM         2897     49400  SHS  DEFINED  1  SOLE  
832727101  SMURFIT STONE CONTAINER CORP    COM          101      7600  SHS  DEFINED  1  NONE  
832727101  SMURFIT STONE CONTAINER CORP    COM          760     57100  SHS  DEFINED  1  SOLE  
833034101  SNAP ON INC                     COM          197      3900  SHS  DEFINED  1  SOLE  
83408W103  SOHU COM INC                    COM          368     11500  SHS  DEFINED  2  SHARED
83408W103  SOHU COM INC                    COM         9665    302122  SHS  DEFINED  1  SOLE  
83408W103  SOHU COM INC                    COM        47069   1471369  SHS  DEFINED  1  NONE  
834182107  SOLECTRON CORP                  COM          130     35200  SHS  DEFINED  1  NONE  
834182107  SOLECTRON CORP                  COM          823    223552  SHS  DEFINED  1  SOLE  
835470105  SONICWALL INC                   COM         3668    427000  SHS  DEFINED  1  NONE  
835898107  SOTHEBYS                        COM        34593    751700  SHS  DEFINED  1  NONE  
842587107  SOUTHERN CO                     COM         6258    182500  SHS  DEFINED  1  SOLE  
842587107  SOUTHERN CO                     COM       648601  18915150  SHS  DEFINED  1  NONE  
84265V105  SOUTHERN COPPER CORP            COM          792      8400  SHS  DEFINED  1  SOLE  
84265V105  SOUTHERN COPPER CORP            COM         1216     12900  SHS  DEFINED  1  NONE  
844741108  SOUTHWEST AIRLS CO              COM          376     25200  SHS  DEFINED  1  NONE  
844741108  SOUTHWEST AIRLS CO              COM         1299     87150  SHS  DEFINED  1  SOLE  
845331107  SOUTHWEST WTR CO                COM          112      8800  SHS  DEFINED  1  SOLE  
845331107  SOUTHWEST WTR CO                COM        29385   2301100  SHS  DEFINED  1  NONE  
845467109  SOUTHWESTERN ENERGY CO          COM         1380     31000  SHS  DEFINED  1  SOLE  
845467109  SOUTHWESTERN ENERGY CO          COM         5487    123300  SHS  DEFINED  1  NONE  
845905108  SOVEREIGN BANCORP INC           COM          250     11810  SHS  DEFINED  1  NONE  
845905108  SOVEREIGN BANCORP INC           COM         1926     91090  SHS  DEFINED  1  SOLE  
847560109  SPECTRA ENERGY CORP             COM         3946    152007  SHS  DEFINED  1  SOLE  
847560109  SPECTRA ENERGY CORP             COM       329082  12676498  SHS  DEFINED  1  NONE  
852061100  SPRINT NEXTEL CORP              COM FON     5852    282582  SHS  DEFINED  1  NONE  
852061100  SPRINT NEXTEL CORP              COM FON    14044    678138  SHS  DEFINED  1  SOLE  
85375C101  STANDARD PAC CORP NEW           COM         6132    349800  SHS  DEFINED  1  NONE  
854616109  STANLEY WKS                     COM         1111     18300  SHS  DEFINED  1  SOLE  
854616109  STANLEY WKS                     COM        10708    176400  SHS  DEFINED  1  NONE  
855030102  STAPLES INC                     COM         5860    246950  SHS  DEFINED  1  NONE  
855030102  STAPLES INC                     COM         8832    372187  SHS  DEFINED  1  SOLE  
855244109  STARBUCKS CORP                  COM          627     23900  SHS  DEFINED  1  NONE  
855244109  STARBUCKS CORP                  COM         6652    253500  SHS  DEFINED  1  SOLE  
85590A401  STARWOOD HOTELS & RESORTS WRLD  COM         3490     52030  SHS  DEFINED  1  SOLE  
85590A401  STARWOOD HOTELS & RESORTS WRLD  COM        46097    687300  SHS  DEFINED  1  NONE  
857477103  STATE STR CORP                  COM         7231    105712  SHS  DEFINED  1  SOLE  
857477103  STATE STR CORP                  COM         8523    124600  SHS  DEFINED  1  NONE  
857689103  STATION CASINOS INC             COM          113      1300  SHS  DEFINED  1  NONE  
857689103  STATION CASINOS INC             COM          755      8700  SHS  DEFINED  1  SOLE  
863667101  STRYKER CORP                    COM          536      8500  SHS  DEFINED  1  NONE  
863667101  STRYKER CORP                    COM         4448     70500  SHS  DEFINED  1  SOLE  
866810104  SUN MICROSYSTEMS INC            COM          578    109900  SHS  DEFINED  1  NONE  
866810104  SUN MICROSYSTEMS INC            COM         4661    886100  SHS  DEFINED  1  SOLE  
86764P109  SUNOCO INC                      COM          343      4300  SHS  DEFINED  1  NONE  
86764P109  SUNOCO INC                      COM         2470     31000  SHS  DEFINED  1  SOLE  
867652109  SUNPOWER CORP                   COM CL A    5132     81400  SHS  DEFINED  1  NONE  
867914103  SUNTRUST BKS INC                COM         1269     14804  SHS  DEFINED  1  NONE  
867914103  SUNTRUST BKS INC                COM         7335     85550  SHS  DEFINED  1  SOLE  
86800C104  SUNTECH PWR HLDGS CO LTD        ADR         4588    125800  SHS  DEFINED  1  NONE  
868536103  SUPERVALU INC                   COM          296      6382  SHS  DEFINED  1  NONE  

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868536103  SUPERVALU INC                 COM               2329    50279  SHS  DEFINED  1  SOLE  
871503108  SYMANTEC CORP                 COM               1131    55983  SHS  DEFINED  1  SOLE  
871503108  SYMANTEC CORP                 COM               3878   192000  SHS  DEFINED  1  NONE  
871543104  SYMMETRICOM INC               COM               4704   560000  SHS  DEFINED  1  NONE  
871607107  SYNOPSYS INC                  COM                127     4800  SHS  DEFINED  1  NONE  
871607107  SYNOPSYS INC                  COM                695    26300  SHS  DEFINED  1  SOLE  
87161C105  SYNOVUS FINL CORP             COM                240     7800  SHS  DEFINED  1  NONE  
87161C105  SYNOVUS FINL CORP             COM               2118    69000  SHS  DEFINED  1  SOLE  
871829107  SYSCO CORP                    COM                607    18400  SHS  DEFINED  1  NONE  
871829107  SYSCO CORP                    COM               4995   151400  SHS  DEFINED  1  SOLE  
872275102  TCF FINL CORP                 COM                114     4100  SHS  DEFINED  1  NONE  
872275102  TCF FINL CORP                 COM                634    22800  SHS  DEFINED  1  SOLE  
872375100  TECO ENERGY INC               COM                194    11300  SHS  DEFINED  1  SOLE  
872540109  TJX COS INC NEW               COM                391    14200  SHS  DEFINED  1  NONE  
872540109  TJX COS INC NEW               COM               2989   108700  SHS  DEFINED  1  SOLE  
873168108  TXU CORP                      COM                929    13800  SHS  DEFINED  1  NONE  
873168108  TXU CORP                      COM               7221   107300  SHS  DEFINED  1  SOLE  
874039100  TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR      159    14284  SHS  DEFINED  2  SHARED
874039100  TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR      893    80270  SHS  DEFINED  1  NONE  
874039100  TAIWAN SEMICONDUCTOR MFG LTD  SPONSORED ADR     8526   766052  SHS  DEFINED  1  SOLE  
87612E106  TARGET CORP                   COM               1622    25500  SHS  DEFINED  1  NONE  
87612E106  TARGET CORP                   COM              13184   207300  SHS  DEFINED  1  SOLE  
876568502  TATA MTRS LTD                 SPONSORED ADR      423    25728  SHS  DEFINED  2  SHARED
876568502  TATA MTRS LTD                 SPONSORED ADR     1739   105900  SHS  DEFINED  1  SOLE  
876568502  TATA MTRS LTD                 SPONSORED ADR    10153   618325  SHS  DEFINED  1  NONE  
879131100  TEKTRONIX INC                 COM                175     5200  SHS  DEFINED  1  SOLE  
879273209  TELECOM ARGENTINA SA          SPON ADR REP B     204     8200  SHS  DEFINED  1  SOLE  
879382208  TELEFONICA SA                 SPONSORED ADR      856    12820  SHS  DEFINED  1  SOLE  
879433100  TELEPHONE & DATA SYS INC      COM                138     2200  SHS  DEFINED  1  NONE  
879433100  TELEPHONE & DATA SYS INC      COM                651    10400  SHS  DEFINED  1  SOLE  
879433860  TELEPHONE & DATA SYS INC      SP L COM            98     1700  SHS  DEFINED  1  NONE  
879433860  TELEPHONE & DATA SYS INC      SP L COM           581    10100  SHS  DEFINED  1  SOLE  
879664100  TELLABS INC                   COM                178    16500  SHS  DEFINED  1  NONE  
879664100  TELLABS INC                   COM               1110   103200  SHS  DEFINED  1  SOLE  
879868107  TEMPLE INLAND INC             COM                191     3100  SHS  DEFINED  1  NONE  
879868107  TEMPLE INLAND INC             COM               1754    28500  SHS  DEFINED  1  SOLE  
88031M109  TENARIS SA                    SPONSORED ADR     1151    23500  SHS  DEFINED  1  SOLE  
88033G100  TENET HEALTHCARE CORP         COM                 99    15200  SHS  DEFINED  1  NONE  
88033G100  TENET HEALTHCARE CORP         COM                761   116900  SHS  DEFINED  1  SOLE  
880770102  TERADYNE INC                  COM                146     8300  SHS  DEFINED  1  NONE  
880770102  TERADYNE INC                  COM                856    48700  SHS  DEFINED  1  SOLE  
880779103  TEREX CORP NEW                COM                268     3300  SHS  DEFINED  1  NONE  
880779103  TEREX CORP NEW                COM               2008    24700  SHS  DEFINED  1  SOLE  
881609101  TESORO CORP                   COM                269     4700  SHS  DEFINED  1  NONE  
881609101  TESORO CORP                   COM               1452    25400  SHS  DEFINED  1  SOLE  
881624209  TEVA PHARMACEUTICAL INDS LTD  ADR               1180    28600  SHS  DEFINED  2  SHARED
881624209  TEVA PHARMACEUTICAL INDS LTD  ADR              26388   639700  SHS  DEFINED  1  SOLE  
881624209  TEVA PHARMACEUTICAL INDS LTD  ADR             121383  2942620  SHS  DEFINED  1  NONE  
88162G103  TETRA TECH INC NEW            COM                425    19700  SHS  DEFINED  1  SOLE  
88162G103  TETRA TECH INC NEW            COM              71440  3315100  SHS  DEFINED  1  NONE  
882508104  TEXAS INSTRS INC              COM              15150   402600  SHS  DEFINED  1  NONE  
882508104  TEXAS INSTRS INC              COM              20015   531900  SHS  DEFINED  1  SOLE  
883203101  TEXTRON INC                   COM                407     3700  SHS  DEFINED  1  NONE  

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883203101  TEXTRON INC                   COM              3028    27500  SHS  DEFINED  1  SOLE  
883556102  THERMO FISHER SCIENTIFIC INC  COM               647    12500  SHS  DEFINED  1  NONE  
883556102  THERMO FISHER SCIENTIFIC INC  COM              5167    99900  SHS  DEFINED  1  SOLE  
88579Y101  3M CO                         COM              1953    22500  SHS  DEFINED  1  NONE  
88579Y101  3M CO                         COM             17731   204300  SHS  DEFINED  1  SOLE  
886547108  TIFFANY & CO NEW              COM              1740    32800  SHS  DEFINED  1  SOLE  
886547108  TIFFANY & CO NEW              COM             54678  1030500  SHS  DEFINED  1  NONE  
88706M103  TIM HORTONS INC               COM               187     6298  SHS  DEFINED  1  NONE  
88706M103  TIM HORTONS INC               COM              1041    35035  SHS  DEFINED  1  SOLE  
88706P106  TIM PARTICIPACOES SA          SPONS ADR PFD     457    13270  SHS  DEFINED  2  SHARED
88706P106  TIM PARTICIPACOES SA          SPONS ADR PFD    7801   226300  SHS  DEFINED  1  SOLE  
88706P106  TIM PARTICIPACOES SA          SPONS ADR PFD   36714  1065100  SHS  DEFINED  1  NONE  
887317105  TIME WARNER INC               COM              2502   118900  SHS  DEFINED  1  NONE  
887317105  TIME WARNER INC               COM             19617   932380  SHS  DEFINED  1  SOLE  
889478103  TOLL BROTHERS INC             COM               632    25300  SHS  DEFINED  1  SOLE  
889478103  TOLL BROTHERS INC             COM              4986   199600  SHS  DEFINED  1  NONE  
891027104  TORCHMARK CORP                COM               221     3300  SHS  DEFINED  1  NONE  
891027104  TORCHMARK CORP                COM              1809    27000  SHS  DEFINED  1  SOLE  
891092108  TORO CO                       COM               931    15800  SHS  DEFINED  1  SOLE  
891092108  TORO CO                       COM             87781  1490600  SHS  DEFINED  1  NONE  
893870204  TRANSPORTADORA DE GAS SUR     SPON ADR REP B    133    16600  SHS  DEFINED  1  NONE  
89417E109  TRAVELERS COMPANIES INC       COM              1156    21600  SHS  DEFINED  1  NONE  
89417E109  TRAVELERS COMPANIES INC       COM              8849   165407  SHS  DEFINED  1  SOLE  
89579K109  TRIAD HOSPITALS INC           COM               156     2900  SHS  DEFINED  1  NONE  
89579K109  TRIAD HOSPITALS INC           COM              1366    25400  SHS  DEFINED  1  SOLE  
896047107  TRIBUNE CO NEW                COM               134     4540  SHS  DEFINED  1  SOLE  
900111204  TURKCELL ILETISIM HIZMETLERI  SPON ADR NEW     1967   118136  SHS  DEFINED  1  NONE  
902124106  TYCO INTL LTD NEW             COM             10837   320700  SHS  DEFINED  1  NONE  
902124106  TYCO INTL LTD NEW             COM             17028   503922  SHS  DEFINED  1  SOLE  
902494103  TYSON FOODS INC               CL A              152     6600  SHS  DEFINED  1  NONE  
902494103  TYSON FOODS INC               CL A             1530    66400  SHS  DEFINED  1  SOLE  
902653104  UDR INC                       COM               111     4200  SHS  DEFINED  1  NONE  
902653104  UDR INC                       COM               615    23400  SHS  DEFINED  1  SOLE  
902911106  UST INC                       COM               521     9700  SHS  DEFINED  1  SOLE  
902973304  US BANCORP DEL                COM NEW          2056    62400  SHS  DEFINED  1  NONE  
902973304  US BANCORP DEL                COM NEW         14111   428260  SHS  DEFINED  1  SOLE  
903914109  ULTRA PETROLEUM CORP          COM               111     2000  SHS  DEFINED  1  NONE  
903914109  ULTRA PETROLEUM CORP          COM              1552    28100  SHS  DEFINED  1  SOLE  
90458E107  UNIBANCO UNIAO DE BANCOS BRA  GDR REP PFD UT    757     6708  SHS  DEFINED  2  SHARED
90458E107  UNIBANCO UNIAO DE BANCOS BRA  GDR REP PFD UT  14598   129332  SHS  DEFINED  1  SOLE  
90458E107  UNIBANCO UNIAO DE BANCOS BRA  GDR REP PFD UT  66401   588294  SHS  DEFINED  1  NONE  
907818108  UNION PAC CORP                COM               933     8100  SHS  DEFINED  1  NONE  
907818108  UNION PAC CORP                COM              7347    63800  SHS  DEFINED  1  SOLE  
908906100  UNIONBANCAL CORP              COM               143     2400  SHS  DEFINED  1  NONE  
908906100  UNIONBANCAL CORP              COM               615    10300  SHS  DEFINED  1  SOLE  
909214108  UNISYS CORP                   COM               112    12300  SHS  DEFINED  1  NONE  
909214108  UNISYS CORP                   COM              1134   124100  SHS  DEFINED  1  SOLE  
911312106  UNITED PARCEL SERVICE INC     CL B             1745    23900  SHS  DEFINED  1  NONE  
911312106  UNITED PARCEL SERVICE INC     CL B            14418   197500  SHS  DEFINED  1  SOLE  
912909108  UNITED STATES STL CORP NEW    COM               413     3800  SHS  DEFINED  1  NONE  
912909108  UNITED STATES STL CORP NEW    COM              3208    29500  SHS  DEFINED  1  SOLE  
913017109  UNITED TECHNOLOGIES CORP      COM              2007    28300  SHS  DEFINED  1  NONE  
913017109  UNITED TECHNOLOGIES CORP      COM             16299   229790  SHS  DEFINED  1  SOLE  

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91324P102  UNITEDHEALTH GROUP INC        COM             2142     41878  SHS  DEFINED  1  NONE  
91324P102  UNITEDHEALTH GROUP INC        COM            17253    337370  SHS  DEFINED  1  SOLE  
91529Y106  UNUM GROUP                    COM              274     10500  SHS  DEFINED  1  NONE  
91529Y106  UNUM GROUP                    COM             3387    129700  SHS  DEFINED  1  SOLE  
918204108  VF CORP                       COM              247      2700  SHS  DEFINED  1  NONE  
918204108  VF CORP                       COM             2006     21900  SHS  DEFINED  1  SOLE  
91913Y100  VALERO ENERGY CORP NEW        COM             1401     18964  SHS  DEFINED  1  NONE  
91913Y100  VALERO ENERGY CORP NEW        COM            10547    142798  SHS  DEFINED  1  SOLE  
920253101  VALMONT INDS INC              COM              163      2243  SHS  DEFINED  1  SOLE  
920253101  VALMONT INDS INC              COM            23564    323857  SHS  DEFINED  1  NONE  
92220P105  VARIAN MED SYS INC            COM              204      4800  SHS  DEFINED  1  NONE  
92220P105  VARIAN MED SYS INC            COM             1335     31400  SHS  DEFINED  1  SOLE  
92230Y104  VASCO DATA SEC INTL INC       COM             6066    266500  SHS  DEFINED  1  NONE  
92343E102  VERISIGN INC                  COM             1983     62500  SHS  DEFINED  1  SOLE  
92343E102  VERISIGN INC                  COM             7571    238600  SHS  DEFINED  1  NONE  
92343V104  VERIZON COMMUNICATIONS        COM            31238    758756  SHS  DEFINED  1  SOLE  
92343V104  VERIZON COMMUNICATIONS        COM           684612  16628900  SHS  DEFINED  1  NONE  
92532F100  VERTEX PHARMACEUTICALS INC    COM              825     28900  SHS  DEFINED  1  SOLE  
92532F100  VERTEX PHARMACEUTICALS INC    COM             1894     66300  SHS  DEFINED  1  NONE  
92553P201  VIACOM INC NEW                CL B             787     18900  SHS  DEFINED  1  NONE  
92553P201  VIACOM INC NEW                CL B            6313    151634  SHS  DEFINED  1  SOLE  
92769L101  VIRGIN MEDIA INC              COM              202      8277  SHS  DEFINED  1  NONE  
92769L101  VIRGIN MEDIA INC              COM             1181     48450  SHS  DEFINED  1  SOLE  
92855S101  VIVO PARTICIPACOES S A        SPON ADR PFD     298     59400  SHS  DEFINED  2  SHARED
92855S101  VIVO PARTICIPACOES S A        SPON ADR PFD    1007    201000  SHS  DEFINED  1  SOLE  
929042109  VORNADO RLTY TR               SH BEN INT       450      4100  SHS  DEFINED  1  NONE  
929042109  VORNADO RLTY TR               SH BEN INT      3647     33200  SHS  DEFINED  1  SOLE  
929160109  VULCAN MATLS CO               COM              344      3000  SHS  DEFINED  1  NONE  
929160109  VULCAN MATLS CO               COM             2717     23721  SHS  DEFINED  1  SOLE  
929903102  WACHOVIA CORP NEW             COM             2347     45790  SHS  DEFINED  1  NONE  
929903102  WACHOVIA CORP NEW             COM            25300    493667  SHS  DEFINED  1  SOLE  
931142103  WAL MART STORES INC           COM             6654    138300  SHS  DEFINED  1  NONE  
931142103  WAL MART STORES INC           COM            29068    604198  SHS  DEFINED  1  SOLE  
931422109  WALGREEN CO                   COM             1929     44300  SHS  DEFINED  1  NONE  
931422109  WALGREEN CO                   COM            11347    260600  SHS  DEFINED  1  SOLE  
934390402  WARNACO GROUP INC             COM NEW        22624    575100  SHS  DEFINED  1  NONE  
939322103  WASHINGTON MUT INC            COM             1263     29622  SHS  DEFINED  1  NONE  
939322103  WASHINGTON MUT INC            COM            10419    244340  SHS  DEFINED  1  SOLE  
939640108  WASHINGTON POST CO            CL B             131       169  SHS  DEFINED  1  NONE  
939640108  WASHINGTON POST CO            CL B            1611      2076  SHS  DEFINED  1  SOLE  
941053100  WASTE CONNECTIONS INC         COM              181      6000  SHS  DEFINED  1  SOLE  
941053100  WASTE CONNECTIONS INC         COM            31934   1056025  SHS  DEFINED  1  NONE  
94106L109  WASTE MGMT INC                COM             6940    177710  SHS  DEFINED  1  SOLE  
94106L109  WASTE MGMT INC                COM           296557   7594300  SHS  DEFINED  1  NONE  
941848103  WATERS CORP                   COM              166      2800  SHS  DEFINED  1  NONE  
941848103  WATERS CORP                   COM             1437     24200  SHS  DEFINED  1  SOLE  
942683103  WATSON PHARMACEUTICALS INC    COM              215      6600  SHS  DEFINED  1  SOLE  
942749102  WATTS WATER TECHNOLOGIES INC  CL A             431     11500  SHS  DEFINED  1  SOLE  
942749102  WATTS WATER TECHNOLOGIES INC  CL A           72418   1932700  SHS  DEFINED  1  NONE  
947684106  WEBSENSE INC                  COM             1902     89500  SHS  DEFINED  1  NONE  
94973V107  WELLPOINT INC                 COM             1557     19500  SHS  DEFINED  1  NONE  
94973V107  WELLPOINT INC                 COM            12062    151100  SHS  DEFINED  1  SOLE  
949746101  WELLS FARGO & CO NEW          COM             3654    103900  SHS  DEFINED  1  NONE  

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949746101  WELLS FARGO & CO NEW      COM    27883    792800  SHS  DEFINED  1  SOLE
950590109  WENDYS INTL INC           COM       99      2700  SHS  DEFINED  1  NONE
950590109  WENDY'S INTL INC          COM      904     24600  SHS  DEFINED  1  SOLE
958102105  WESTERN DIGITAL CORP      COM      180      9300  SHS  DEFINED  1  NONE
958102105  WESTERN DIGITAL CORP      COM      799     41300  SHS  DEFINED  1  SOLE
959802109  WESTERN UN CO             COM     7594    364544  SHS  DEFINED  1  SOLE
959802109  WESTERN UN CO             COM    18280    877600  SHS  DEFINED  1  NONE
962166104  WEYERHAEUSER CO           COM      507      6425  SHS  DEFINED  1  NONE
962166104  WEYERHAEUSER CO           COM     4308     54575  SHS  DEFINED  1  SOLE
963320106  WHIRLPOOL CORP            COM      278      2500  SHS  DEFINED  1  NONE
963320106  WHIRLPOOL CORP            COM     2127     19130  SHS  DEFINED  1  SOLE
966837106  WHOLE FOODS MKT INC       COM      203      5300  SHS  DEFINED  1  NONE
966837106  WHOLE FOODS MKT INC       COM     2003     52300  SHS  DEFINED  1  SOLE
969457100  WILLIAMS COS INC DEL      COM     4594    145300  SHS  DEFINED  1  SOLE
969457100  WILLIAMS COS INC DEL      COM     9265    293000  SHS  DEFINED  1  NONE
969904101  WILLIAMS SONOMA INC       COM      114      3600  SHS  DEFINED  1  NONE
969904101  WILLIAMS SONOMA INC       COM      540     17100  SHS  DEFINED  1  SOLE
97381W104  WINDSTREAM CORP           COM      405     27445  SHS  DEFINED  1  SOLE
97381W104  WINDSTREAM CORP           COM    79475   5384467  SHS  DEFINED  1  NONE
976657106  WISCONSIN ENERGY CORP     COM      964     21800  SHS  DEFINED  1  SOLE
982526105  WRIGLEY WM JR CO          COM      335      6050  SHS  DEFINED  1  NONE
982526105  WRIGLEY WM JR CO          COM     2680     48450  SHS  DEFINED  1  SOLE
983024100  WYETH                     COM    27568    480779  SHS  DEFINED  1  SOLE
983024100  WYETH                     COM    38073    663989  SHS  DEFINED  1  NONE
98310W108  WYNDHAM WORLDWIDE CORP    COM      222      6120  SHS  DEFINED  1  NONE
98310W108  WYNDHAM WORLDWIDE CORP    COM     1737     47904  SHS  DEFINED  1  SOLE
983134107  WYNN RESORTS LTD          COM      161      1800  SHS  DEFINED  1  NONE
983134107  WYNN RESORTS LTD          COM      888      9900  SHS  DEFINED  1  SOLE
983759101  XM SATELLITE RADIO HLDGS  CL A     101      8600  SHS  DEFINED  1  NONE
983759101  XM SATELLITE RADIO HLDGS  CL A     569     48300  SHS  DEFINED  1  SOLE
98385X106  XTO ENERGY INC            COM      661     11000  SHS  DEFINED  1  NONE
98385X106  XTO ENERGY INC            COM     5118     85165  SHS  DEFINED  1  SOLE
98389B100  XCEL ENERGY INC           COM     2065    100860  SHS  DEFINED  1  SOLE
98389B100  XCEL ENERGY INC           COM   339495  16585000  SHS  DEFINED  1  NONE
983919101  XILINX INC                COM      289     10800  SHS  DEFINED  1  NONE
983919101  XILINX INC                COM     2160     80700  SHS  DEFINED  1  SOLE
984121103  XEROX CORP                COM      566     30600  SHS  DEFINED  1  NONE
984121103  XEROX CORP                COM     5001    270600  SHS  DEFINED  1  SOLE
984332106  YAHOO INC                 COM      988     36400  SHS  DEFINED  1  NONE
984332106  YAHOO INC                 COM     8041    296400  SHS  DEFINED  1  SOLE
987184108  YORK WTR CO               COM     4244    239100  SHS  DEFINED  1  NONE
988498101  YUM BRANDS INC            COM      556     17000  SHS  DEFINED  1  NONE
988498101  YUM BRANDS INC            COM     4267    130400  SHS  DEFINED  1  SOLE
98956P102  ZIMMER HLDGS INC          COM      620      7300  SHS  DEFINED  1  NONE
98956P102  ZIMMER HLDGS INC          COM     5207     61333  SHS  DEFINED  1  SOLE
989701107  ZIONS BANCORPORATION      COM      238      3100  SHS  DEFINED  1  NONE
989701107  ZIONS BANCORPORATION      COM     1977     25700  SHS  DEFINED  1  SOLE
98975W104  ZOLTEK COS INC            COM     3754     90400  SHS  DEFINED  1  NONE
98985T109  ZYMOGENETICS INC          COM      256     17500  SHS  DEFINED  1  SOLE
98985T109  ZYMOGENETICS INC          COM     1899    130000  SHS  DEFINED  1  NONE
G0070K103  ACE LTD                   ORD      644     10300  SHS  DEFINED  1  NONE
G0070K103  ACE LTD                   ORD     4958     79300  SHS  DEFINED  1  SOLE
G0692U109  AXIS CAPITAL HOLDINGS     SHS      155      3800  SHS  DEFINED  1  NONE

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G0692U109  AXIS CAPITAL HOLDINGS         SHS              976    24000  SHS  DEFINED  1  SOLE
G1150G111  ACCENTURE LTD BERMUDA         CL A            4439   103500  SHS  DEFINED  1  NONE
G1150G111  ACCENTURE LTD BERMUDA         CL A            4782   111500  SHS  DEFINED  1  SOLE
G16962105  BUNGE LIMITED                 COM              380     4500  SHS  DEFINED  1  NONE
G16962105  BUNGE LIMITED                 COM             1834    21700  SHS  DEFINED  1  SOLE
G20045202  CENTRAL EUROPEAN MEDIA ENTRP  CL A NEW         226     2320  SHS  DEFINED  1  SOLE
G23773107  CONSOLIDATED WATER CO INC     ORD              191     6500  SHS  DEFINED  1  SOLE
G23773107  CONSOLIDATED WATER CO INC     ORD            34091  1163100  SHS  DEFINED  1  NONE
G24182100  COOPER INDS LTD               CL A            9894   173300  SHS  DEFINED  1  SOLE
G24182100  COOPER INDS LTD               CL A            9985   174900  SHS  DEFINED  1  NONE
G2519Y108  CREDICORP LTD                 COM              225     3684  SHS  DEFINED  1  SOLE
G3223R108  EVEREST RE GROUP LTD          COM              239     2200  SHS  DEFINED  1  NONE
G3223R108  EVEREST RE GROUP LTD          COM             1315    12100  SHS  DEFINED  1  SOLE
G37260109  GARMIN LTD                    ORD              274     3700  SHS  DEFINED  1  NONE
G37260109  GARMIN LTD                    ORD             1561    21100  SHS  DEFINED  1  SOLE
G3930E101  GLOBALSANTAFE CORP            SHS              542     7500  SHS  DEFINED  1  NONE
G3930E101  GLOBALSANTAFE CORP            SHS             3100    42912  SHS  DEFINED  1  SOLE
G4776G101  INGERSOLL-RAND COMPANY LTD    CL A            4221    77000  SHS  DEFINED  1  SOLE
G4776G101  INGERSOLL-RAND COMPANY LTD    CL A            8853   161500  SHS  DEFINED  1  NONE
G5876H105  MARVELL TECHNOLOGY GROUP LTD  ORD              268    14700  SHS  DEFINED  1  NONE
G5876H105  MARVELL TECHNOLOGY GROUP LTD  ORD             1575    86500  SHS  DEFINED  1  SOLE
G6359F103  NABORS INDUSTRIES LTD         SHS              327     9800  SHS  DEFINED  1  NONE
G6359F103  NABORS INDUSTRIES LTD         SHS             3058    91600  SHS  DEFINED  1  SOLE
G65422100  NOBLE CORP                    SHS             3491    35800  SHS  DEFINED  1  SOLE
G67743107  ORIENT-EXPRESS HOTELS LTD     CL A           47195   883800  SHS  DEFINED  1  NONE
G6852T105  PARTNERRE LTD                 COM             3007    38800  SHS  DEFINED  1  SOLE
G6852T105  PARTNERRE LTD                 COM             4224    54500  SHS  DEFINED  1  NONE
G7496G103  RENAISSANCERE HOLDINGS LTD    COM              155     2500  SHS  DEFINED  1  NONE
G7496G103  RENAISSANCERE HOLDINGS LTD    COM              763    12300  SHS  DEFINED  1  SOLE
G7945J104  SEAGATE TECHNOLOGY            SHS             2742   125950  SHS  DEFINED  1  SOLE
G7945J104  SEAGATE TECHNOLOGY            SHS            15287   702200  SHS  DEFINED  1  NONE
G81075106  SHIP FINANCE INTERNATIONAL    SHS               38     1275  SHS  DEFINED  1  NONE
G90078109  TRANSOCEAN INC                ORD              996     9400  SHS  DEFINED  1  NONE
G90078109  TRANSOCEAN INC                ORD             7571    71437  SHS  DEFINED  1  SOLE
G95089101  WEATHERFORD INTERNATIONAL LT  COM              575    10402  SHS  DEFINED  1  NONE
G95089101  WEATHERFORD INTERNATIONAL LT  COM             5154    93308  SHS  DEFINED  1  SOLE
G96655108  WILLIS GROUP HOLDINGS LTD     SHS              212     4800  SHS  DEFINED  1  NONE
G96655108  WILLIS GROUP HOLDINGS LTD     SHS             1278    29000  SHS  DEFINED  1  SOLE
G98255105  XL CAP LTD                    CL A             506     6000  SHS  DEFINED  1  NONE
G98255105  XL CAP LTD                    CL A            3776    44800  SHS  DEFINED  1  SOLE
P8744Y102  STEINER LEISURE LTD           ORD              535    10900  SHS  DEFINED  1  SOLE
P8744Y102  STEINER LEISURE LTD           ORD            49334  1004350  SHS  DEFINED  1  NONE
                                                   ----------                                
                                                   18,630,995                                
                                                   ==========                                

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