-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, R++A38I5JYJa89dZqqvNdKCDbnHtJ5+/iZLHa4uUOZVIhlaDhcmGMmvHeFEjzUkI Bk7zEEismjexnHFWDlGmng== 0001218210-07-000003.txt : 20070420 0001218210-07-000003.hdr.sgml : 20070420 20070420120503 ACCESSION NUMBER: 0001218210-07-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070420 DATE AS OF CHANGE: 20070420 EFFECTIVENESS DATE: 20070420 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NORDEA INVESTMENT MANAGEMENT AB CENTRAL INDEX KEY: 0001218210 IRS NUMBER: 000000000 STATE OF INCORPORATION: G7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10382 FILM NUMBER: 07777964 BUSINESS ADDRESS: STREET 1: STRANDGADE 3 STREET 2: COPENHAGEN V CITY: DENMARK STATE: G7 ZIP: DK09000 BUSINESS PHONE: 4533333333 MAIL ADDRESS: STREET 1: STRANDGADE 3 CITY: COPENHAGEN V STATE: G7 ZIP: DK09000 FORMER COMPANY: FORMER CONFORMED NAME: NORDEA INVESTMENT MANAGEMENT SVERIGE AB DATE OF NAME CHANGE: 20050719 FORMER COMPANY: FORMER CONFORMED NAME: NORDEA INVESTMENT MANAGEMENT BANK DEMARK A/S DATE OF NAME CHANGE: 20030211 13F-HR 1 nimb1q07.txt NIMB 1Q 2007 United States Securities and Exchange Commission Washington, D.C. 20549 Form 13F Form 13F Cover Page Report for the Quarter End: March 31, 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: Nordea Investment Management AB Address: Strandgade 3 Copenhagen, Denmark DK-0900 13F File Number: 028-10382 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 submission. Person signing this report on behalf of reporting manager: Name: Jarrett Singer Title: Compliance Officer Phone: 212-603-6952 Signature Place and date of signing Jarrett Singer New York 04/20/07 Report Type (Check only one): [ X] 13F Holdings Report [ ] 13F Notice [ ] 13F Combination Report List of other managers reporting for this manager: FORM 13F SUMMARY PAGE Report Summary: Number of other included managers: 1 Form 13F Information Table Entry Total: 706 Form 13F Information Table Value Total: 9,468,853 (x1000) List of other included managers: No. Form 13F File Number Name - --------------------------------------------- Title of Market Value SH/ Put/ Invest Other Name of Issuer Class Cusip 000's Shares PRN Call DscretnMgrs Sole SharedNone 3m Common 88579Y101 53,828 704,277 SH Defined 704,277 Abbott Laboratories Common 002824100 52,326 937,737 SH Defined 937,737 Abercrombie & Fitch Common 002896207 0 1,185 SH Defined 1,185 Accenture Common G1150G111 319 8,287 SH Defined 8,287 ACE Common G0070K103 1,565 27,426 SH Defined 27,426 Acusphere Common 00511R870 1,242 450,000 SH Defined 450,000 ADC Telecomm Inc Common 000886309 26 1,567 SH Defined 1,567 Adobe Systems Common 00724F101 1,806 43,318 SH Defined 43,318 Advanced Micro Devices Common 007903107 1,182 90,515 SH Defined 90,515 AES Common 00130H105 9,152 425,283 SH Defined 425,283 Aetna Common 00817Y108 11,734 267,959 SH Defined 267,959 Affiliated Computer ServiceCommon 008190100 10,931 185,656 SH Defined 185,656 Aflac Common 001055102 192,842 4,097,797 SH Defined 4,097,797 Agilent Technologies Common 00846U101 1,282 38,058 SH Defined 38,058 Air Products & Chemicals OrCommon 009158106 3,956 53,486 SH Defined 53,486 Albany International Common 012348108 1,739 48,400 SH Defined 48,400 Alcatel-Lucent Adr Adr 013904305 0 24,760 SH Defined 24,760 Alcatel-Lucent WTS 10/12/07Common 549463131 30 315,349 SH Defined 315,349 Alcoa Common 013817101 7,521 221,864 SH Defined 221,864 Alcon Common 001382649 8,133 61,700 SH Defined 61,700 Alexion Pharmaceuticals Common 015351109 2,586 59,800 SH Defined 59,800 Alkermes Adr Adr 01642T108 1,250 80,940 SH Defined 80,940 Allegheny Energy Common 017361106 109 2,218 SH Defined 2,218 Allegheny Technologies Common 01741R102 144 1,350 SH Defined 1,350 Allergan Common 018490102 5,782 52,173 SH Defined 52,173 Allied Capital Common 01903Q108 621 21,571 SH Defined 21,571 Allied Waste Industries Common 019589308 43 3,400 SH Defined 3,400 Allstate Common 020002101 6,606 109,993 SH Defined 109,993 Alltel Corporation Common 020039103 17,165 276,848 SH Defined 276,848 Altera Common 021441100 130 6,504 SH Defined 6,504 Altria Common 02209S103 253,927 2,891,776 SH Defined 2,891,776 Alvarion Common 001084458 28 3,500 SH Defined 3,500 Amazon Common 023135106 515 12,945 SH Defined 12,945 Ambac Financial Group Common 023139108 157,962 1,828,473 SH Defined 1,828,473 Ambev Cia de Bebidas ADR Adr 20441W104 4,333 83,082 SH Defined 83,082 Amdocs Common 002256908 402 11,016 SH Defined 11,016 Ameren Common 023608102 42,728 849,456 SH Defined 849,456 America Movil Adr Adr 02364W105 5,798 121,312 SH Defined 121,312 American Electric Power Common 025537101 2,030 41,631 SH Defined 41,631 American Express Common 025816109 8,662 153,582 SH Defined 153,582 American International GrouCommon 026874107 81,531 1,212,899 SH Defined 1,212,899 American Standard Common 029712106 27,668 521,834 SH Defined 521,834 American Tower Corp Usd0.01Common 029912201 123 3,158 SH Defined 3,158 Ameriprise Financial Inc Common 03076C106 2,994 52,395 SH Defined 52,395 AmerisourceBergen Common 03073E105 136 2,580 SH Defined 2,580 Amgen Common 031162100 44,082 788,870 SH Defined 788,870 Amphenol Corp-cl A Us Common 032095101 102 1,577 SH Defined 1,577 Amylin Pharmaceuticals Common 032346108 3,400 91,004 SH Defined 91,004 Anadarko Petroleum Common 032511107 46,215 1,075,278 SH Defined 1,075,278 Analog Devices Common 032654105 3,477 100,808 SH Defined 100,808 Anheuser-Busch Common 035229103 61,874 1,226,202 SH Defined 1,226,202 Aon Common 037389103 547 14,417 SH Defined 14,417 Apache Common 037411105 19,320 273,270 SH Defined 273,270 Apartment Investment & ManaCommon 03748R101 1,694 29,357 SH Defined 29,357 Apollo Common 037604105 220 5,000 SH Defined 5,000 Apple Inc Common 037833100 16,301 175,448 SH Defined 175,448 Applera Corp- Applied BiosyCommon 038020103 64,486 2,180,793 SH Defined 2,180,793 Applied Materials Common 038222105 14,600 796,966 SH Defined 796,966 Aqua America Common 03836W103 153 6,809 SH Defined 6,809 Aracruz Celulose ADR Adr 038496204 3,673 70,000 SH Defined 70,000 Archer Daniels Midland Common 039483102 132,128 3,600,207 SH Defined 3,600,207 Archstone-Smith Common 039583109 3,188 58,727 SH Defined 58,727 Ashland Inc Common 044209104 51 771 SH Defined 771 Asset Acceptance Captial Common 04543P100 10,410 672,900 SH Defined 672,900 Associated Banc Common 045487105 26,692 794,412 SH Defined 794,412 AT&T Common 00206R102 125,442 3,181,387 SH Defined 3,181,387 AU Optronics ADR Adr 002255107 75,181 5,257,397 SH Defined 5,257,397 AudioCodes Common 001082965 5,787 856,000 SH Defined 856,000 Autodesk Common 052769106 549 14,606 SH Defined 14,606 Automatic Data Processing OCommon 053015103 2,571 53,125 SH Defined 53,125 Autonation Common 05329W102 43 2,001 SH Defined 2,001 Autozone Common 053332102 86 675 SH Defined 675 Avalonbay Communities Common 053484101 129 995 SH Defined 995 Avaya Common 053499109 72 6,101 SH Defined 6,101 Avery-Dennison Common 053611109 82 1,278 SH Defined 1,278 Avis Budget Group Common 053774105 0 14,072 SH Defined 14,072 Avon Products Common 054303102 1,441 38,667 SH Defined 38,667 Axis Capital Holding Common G0692U109 2,827 83,482 SH Defined 83,482 B.J. Services Common 055482103 1,102 39,496 SH Defined 39,496 Baker Hughes Ord Common 057224107 5,080 76,816 SH Defined 76,816 Ball Common 058498106 64 1,398 SH Defined 1,398 Banco Bradesco ADR Adr 059460303 7,628 188,637 SH Defined 188,637 Banco Itau Holding FinanceiAdr 059602201 2,692 77,300 SH Defined 77,300 BanColmbia Common 05968L102 3,244 117,137 SH Defined 117,137 Bank of America Common 060505104 85,321 1,672,313 SH Defined 1,672,313 Bank Of New York Common 064057102 2,444 60,270 SH Defined 60,270 Bard Common 067383109 109 1,374 SH Defined 1,374 Barr Pharmaceuticals Common 068306109 66 1,422 SH Defined 1,422 Bausch And Lomb Common 071707103 37 723 SH Defined 723 Baxter International Common 071813109 2,827 53,670 SH Defined 53,670 BB&T Common 054937107 62,954 1,534,717 SH Defined 1,534,717 Bear Stearns Common 073902108 236 1,567 SH Defined 1,567 Becton Dickinson & Co. Common 075887109 656 8,533 SH Defined 8,533 Bed Bath Beyond Common 075896100 1,357 33,771 SH Defined 33,771 Bemis Common 081437105 47 1,398 SH Defined 1,398 Best Buy Common 086516101 1,544 31,699 SH Defined 31,699 Big Lots Common 089302103 46 1,471 SH Defined 1,471 Biogen Idec Common 09062X103 9,552 215,236 SH Defined 215,236 Biomet Common 090613100 139 3,279 SH Defined 3,279 Black & Decker Common 091797100 3,866 47,362 SH Defined 47,362 BMC Software Common 055921100 85 2,749 SH Defined 2,749 Boeing Common 097023105 6,032 67,845 SH Defined 67,845 Boston Properties Common 101121101 184 1,567 SH Defined 1,567 Boston Scientific Common 101137107 1,225 84,262 SH Defined 84,262 Bowater Common 102183100 2,299 96,500 SH Defined 96,500 Brasil Telecom ADR Adr 105530109 1,664 36,893 SH Defined 36,893 Bristol Myers Squibb Common 110122108 11,235 404,732 SH Defined 404,732 Broadcom A Common 111320107 753 23,469 SH Defined 23,469 Brown And Brown Common 115236101 598 22,102 SH Defined 22,102 Brown Forman B Common 115637209 70 1,061 SH Defined 1,061 Brunswick Common 117043109 39 1,229 SH Defined 1,229 Bunge Common G16962105 4,281 52,072 SH Defined 52,072 Burlington Northern Santa FCommon 12189T104 104,120 1,294,538 SH Defined 1,294,538 C.H. Robinson Worldwide Common 12541W209 113 2,375 SH Defined 2,375 CA Common 12673P105 970 37,446 SH Defined 37,446 Camden Property Common 133131102 130 1,853 SH Defined 1,853 Campbell Soup Common 134429109 114 2,918 SH Defined 2,918 Capital One Financial Common 14040H105 25,909 343,347 SH Defined 343,347 Cardinal Health Common 14149Y108 2,485 34,061 SH Defined 34,061 Carnival Common 143658300 1,506 32,131 SH Defined 32,131 Caterpillar Tractor Common 149123101 24,787 369,788 SH Defined 369,788 Cb Richard Ellis Common 12497T101 85 2,483 SH Defined 2,483 CBS Common 124857202 37,698 1,232,373 SH Defined 1,232,373 Celgene Common 151020104 163,624 3,119,030 SH Defined 3,119,030 Centene Common 15135B101 11,640 554,530 SH Defined 554,530 Centerpoint Energy Common 15189T107 75 4,196 SH Defined 4,196 Centex Common 152312104 613 14,661 SH Defined 14,661 Central European Media EnteCommon G20045202 14,755 166,725 SH Defined 166,725 Centurytel Common 156700106 70 1,543 SH Defined 1,543 Cephalon Common 156708109 990 13,900 SH Defined 13,900 Charles River Laboratories Common 159864107 185 4,000 SH Defined 4,000 Check Point Software Common 001082411 7,733 347,101 SH Defined 347,101 Chesapeake Energy Common 165167107 4,513 146,138 SH Defined 146,138 Chevron Corp Common 166764100 148,777 2,011,592 SH Defined 2,011,592 Chicago Mercantile ExchangeCommon 167760107 1,345 2,526 SH Defined 2,526 Choicepoint Common 170388102 107 2,858 SH Defined 2,858 Chubb Common 171232101 7,216 139,654 SH Defined 139,654 CIA Vale Do Rio Doce ADR Adr 204412209 27,788 751,231 SH Defined 751,231 Ciena Common 171779309 32 1,133 SH Defined 1,133 Cigna Common 125509109 4,912 34,433 SH Defined 34,433 Cincinnati Financial Common 172062101 99 2,342 SH Defined 2,342 Cintas Corp Common 172908105 66 1,832 SH Defined 1,832 Circuit City Stores Common 172737108 35 1,905 SH Defined 1,905 Cisco Systems Common 17275R102 36,539 1,431,216 SH Defined 1,431,216 Cit Group Inc Common 125581108 140 2,652 SH Defined 2,652 Citigroup Common 172967101 98,381 1,916,261 SH Defined 1,916,261 Citizens Communications Common 17453B101 65 4,316 SH Defined 4,316 Citrix Systems Common 177376100 7,546 235,589 SH Defined 235,589 City National Common 178566105 0 385,810 SH Defined 385,810 Clear Channel CommunicationCommon 184502102 1,280 36,518 SH Defined 36,518 Clorox Common 189054109 129 2,025 SH Defined 2,025 CMS Energy Common 125896100 53 2,990 SH Defined 2,990 Coach Common 189754104 1,441 28,782 SH Defined 28,782 Coca Cola Enterprises Common 191219104 75 3,713 SH Defined 3,713 Coca-Cola Common 191216100 14,336 298,671 SH Defined 298,671 Cognizant Technology Usd0.0Common 192446102 292 3,310 SH Defined 3,310 Cognos Common 19244C109 3,112 79,017 SH Defined 79,017 Colgate-Palmolive Common 194162103 461 6,897 SH Defined 6,897 Colonial Bancgroup I Usd2.5Common 195493309 1,815 73,315 SH Defined 73,315 Comcast Common 20030N101 4,645 179,010 SH Defined 179,010 Comcast Corp-Special Cl A Common 20030N200 1,280 50,270 SH Defined 50,270 Comerica Common 200340107 125 2,122 SH Defined 2,122 Commerce Bancorp Common 200519106 178 5,333 SH Defined 5,333 Companhia de Bebidas ADR Adr 20441W203 14,720 267,827 SH Defined 267,827 Companhia Energetiva ADR Adr 204409601 1,010 20,764 SH Defined 20,764 Compass Bancshares Common 20449H109 733 10,650 SH Defined 10,650 Computer Sciences Common 205363104 8,284 158,918 SH Defined 158,918 Compuware Common 205638109 45 4,726 SH Defined 4,726 Conagra Food Inc Common 205887102 597 23,971 SH Defined 23,971 ConocoPhillips Common 20825C104 8,973 131,276 SH Defined 131,276 Consol Energy Common 20854P109 174 4,434 SH Defined 4,434 Consolidated Edison Common 209115104 73,374 1,437,014 SH Defined 1,437,014 Constellation Brands Common 21036P108 2,840 134,111 SH Defined 134,111 Constellation Energy Group Common 210371100 924 10,624 SH Defined 10,624 Convergys Common 212485106 2,146 84,447 SH Defined 84,447 Cooper Cos Inc Usd0.1 Common 216648402 58 1,196 SH Defined 1,196 Cooper Industries Common G24182100 111 2,458 SH Defined 2,458 Copa Holdings Common P31076105 3,836 74,500 SH Defined 74,500 Corning Common 219350105 168,076 7,391,223 SH Defined 7,391,223 Corporate Executive Usd0.01Common 21988R102 73 964 SH Defined 964 Costco Wholesale Common 22160K105 2,251 41,805 SH Defined 41,805 Countrywide Financial Common 222372104 10,307 306,387 SH Defined 306,387 Coventry Healthcare Common 222862104 9,905 176,712 SH Defined 176,712 Credicorp Common G2519Y108 2,706 55,523 SH Defined 55,523 Crescent Real Estate Common 225756105 6,368 317,447 SH Defined 317,447 CSX Common 126408103 65,870 1,644,704 SH Defined 1,644,704 CTC Media Common 12642X106 4,160 162,000 SH Defined 162,000 Cullen/Frost Bankers Common 229899109 10,505 200,754 SH Defined 200,754 Cummins Common 231021106 2,873 19,851 SH Defined 19,851 Cv Therapeutics Inc Common 126667104 5,661 719,300 SH Defined 719,300 CVS/Caremark Common 126650100 6,848 200,575 SH Defined 200,575 D.R. Horton Common 23331A109 82 3,713 SH Defined 3,713 Danaher Common 235851102 227 3,183 SH Defined 3,183 Darden Restaurants Common 237194105 81 1,977 SH Defined 1,977 Dean Foods Common 242370104 331 7,090 SH Defined 7,090 Deere Common 244199105 14,484 133,321 SH Defined 133,321 Dell Common 24702R101 113,410 4,886,250 SH Defined 4,886,250 Denbury Rsc De Common 247916208 496 16,639 SH Defined 16,639 Developers Divers (Reit) NpCommon 251591103 71 1,125 SH Defined 1,125 Devon Energy Common 25179M103 9,331 134,815 SH Defined 134,578 Digital Theather Common 23335C101 2,091 86,310 SH Defined 86,310 Dillards A Common 254067101 27 819 SH Defined 819 Directv Group Common 25459L106 239 10,345 SH Defined 10,345 Discovery Holding Co A Common 25468Y107 695 36,314 SH Defined 36,314 Dollar General Common 256669102 89 4,196 SH Defined 4,196 Dollar Tree Stores Common 256747106 26,467 692,124 SH Defined 692,124 Dominion Resources Common 25746U109 61,277 690,292 SH Defined 690,292 Dover Common 260003108 629 12,884 SH Defined 12,884 Dow Chemical Common 260543103 17,611 384,020 SH Defined 384,020 Dow Jones & Co.inc. Common 260561105 30 868 SH Defined 868 Dresser Rand Common 261608103 38,601 1,267,266 SH Defined 1,267,266 DTE Energy Common 233331107 48,818 1,019,162 SH Defined 1,019,162 Du Pont De Nemours Common 263534109 3,259 65,925 SH Defined 65,925 Duke Energy Common 26441C105 25,718 1,267,532 SH Defined 1,267,532 Dun & Bradstreet Common 26483E100 566 6,205 SH Defined 6,205 Dynegy OLD Common 26816Q101 47 5,088 SH Defined 5,088 Eastman Chemical Common 277432100 70 1,109 SH Defined 1,109 Eastman Kodak Common 277461109 794 35,209 SH Defined 35,209 Eaton Common 278058102 18,408 220,299 SH Defined 220,299 eBay Common 278642103 3,879 117,024 SH Defined 117,024 Eci Telecom Ord Common 001082445 699 85,200 SH Defined 85,200 Ecolab Common 278865100 2,180 50,705 SH Defined 50,705 Edison International Common 281020107 1,324 26,956 SH Defined 26,956 El.Paso Common 28336L109 276 19,045 SH Defined 19,045 Electronic Arts Common 285512109 242,655 4,818,390 SH Defined 4,818,390 Electronic Data Systems Common 285661104 401 14,477 SH Defined 14,477 Eli Lilly Common 532457108 163,167 3,037,928 SH Defined 3,037,928 Embarq Common 29078E105 549 9,751 SH Defined 9,751 Embraer Aircraft CorporatioAdr 29081M102 2,999 65,403 SH Defined 65,403 EMC Common 268648102 3,429 247,554 SH Defined 247,554 Emerson Electric Common 291011104 20,203 468,855 SH Defined 468,855 Energy East Common 29266M109 479 19,660 SH Defined 19,660 Ensco International Common 26874Q100 6,366 117,025 SH Defined 117,025 Entergy Common 29364G103 5,182 49,389 SH Defined 49,389 EOG Common 26875P101 896 12,554 SH Defined 12,554 Equifax Common 294429105 62 1,688 SH Defined 1,688 Equitable Res Npv Common 294549100 430 8,908 SH Defined 8,908 Equity Residential Common 29476L107 190 3,930 SH Defined 3,930 Estee Lauder Common 518439104 84 1,712 SH Defined 1,712 E-Trade Group Common 269246104 197 9,273 SH Defined 9,273 Everest Reinsurance Usd0.01Common G3223R108 641 6,664 SH Defined 6,664 Exelon Common 30161N101 16,116 234,552 SH Defined 234,552 Expedia Common 30212P105 332 14,304 SH Defined 14,304 Expeditors Intl.Wash Common 302130109 156 3,784 SH Defined 3,784 Express Scripts A Common 302182100 5,015 62,123 SH Defined 62,123 Exxon Mobil Common 30231G102 128,899 1,708,404 SH Defined 1,708,404 Family Dollar Common 307000109 60 2,025 SH Defined 2,025 Fannie Mae Common 313586109 12,145 222,517 SH Defined 222,517 Fastenal Company Common 311900104 83 2,382 SH Defined 2,382 Fed Rlty Inv Tr Common 313747206 155 1,713 SH Defined 1,713 Federated Department StoresCommon 31410H101 5,027 111,596 SH Defined 111,596 Federated Investors Common 314211103 44 1,205 SH Defined 1,205 Fedex Common 31428X106 3,541 32,958 SH Defined 32,958 Fidelity National FinancialCommon 31620R105 7,898 328,930 SH Defined 328,930 Fidelity National InformatiCommon 31620M106 6,978 153,496 SH Defined 153,496 Fifth Third Bancorp Common 316773100 2,205 56,989 SH Defined 56,989 First Data Common 319963104 7,299 271,352 SH Defined 271,352 First Horizon National Common 320517105 2,879 69,319 SH Defined 69,319 FirstEnergy Common 337932107 33,559 506,623 SH Defined 506,623 Fiserv Common 337738108 123 2,315 SH Defined 2,315 Fluor Common 343412102 200 2,231 SH Defined 2,231 Fmc Technologies Common 30249U101 710 10,176 SH Defined 10,176 Focus Media ADR Adr 34415V109 30,317 386,400 SH Defined 386,400 Ford Motor Common 345370860 907 114,965 SH Defined 114,965 Forest Laboratories Ord Common 345838106 218 4,244 SH Defined 4,244 Fortune Brands Common 349631101 393 4,981 SH Defined 4,981 FPL Common 302571104 332 5,426 SH Defined 5,426 Franklin Resources Common 354613101 271 2,242 SH Defined 2,242 Freddie Mac Common 313400301 8,257 138,794 SH Defined 138,794 Freeport Mcmoran B Common 35671D857 12,172 183,889 SH Defined 183,889 Gannett Co. Common 364730101 2,616 46,471 SH Defined 46,471 Gap Common 364760108 973 56,540 SH Defined 56,540 Genentech Common 368710406 12,671 154,299 SH Defined 154,299 General Dynamics Common 369550108 874 11,438 SH Defined 11,438 General Electric Common 369604103 136,193 3,851,616 SH Defined 3,851,616 General Growth (Reit) Common 370021107 123 1,901 SH Defined 1,901 General Mills Common 370334104 49,030 842,146 SH Defined 842,146 General Motors Common 370442105 701 22,874 SH Defined 22,874 Gen-Probe Inc Common 36866T103 3,206 68,100 SH Defined 68,100 Genuine Parts Common 372460105 112 2,291 SH Defined 2,291 Genworth Financial A Common 37247D106 62,388 1,785,573 SH Defined 1,785,573 Genzyme Common 372917104 193,727 3,227,711 SH Defined 3,227,711 Gerdau ADR Adr 373737105 1,725 95,143 SH Defined 95,143 Gilead Sciences Common 375558103 25,503 333,368 SH Defined 333,368 Global Sources Common G39300101 5,917 422,950 SH Defined 422,950 Globalsantafe Common G3930E101 13,634 221,039 SH Defined 221,039 Gol Linhas Aereas InteligenAdr 38045R107 1,646 54,086 SH Defined 54,086 Goldman Sachs Group Common 38141G104 14,953 72,366 SH Defined 72,366 Goodrich Common 382388106 86 1,664 SH Defined 1,664 Goodyear Tire & Rubber Common 382550101 74 2,387 SH Defined 2,387 Google Inc Common 38259P508 8,196 17,889 SH Defined 17,889 Graco Common 384109104 0 412,631 SH Defined 412,631 Grainger Common 384802104 204 2,635 SH Defined 2,635 Grant Prideco Common 38821G101 7,585 152,184 SH Defined 152,184 Great Plains Energy Common 391164100 0 399,007 SH Defined 399,007 Grupo Aeroportuario Sur AdrAdr 40051E202 3,961 83,894 SH Defined 83,894 Grupo Televisa ADR Adr 40049J206 17,737 595,194 SH Defined 595,194 H & R Block Common 093671105 91 4,316 SH Defined 4,316 Halliburton Common 406216101 6,954 219,092 SH Defined 219,092 Hanesbrands Common 410345102 0 6,496 SH Defined 6,496 Harley Davidson Common 412822108 1,481 25,215 SH Defined 25,215 Harman Common 413086109 83 868 SH Defined 868 Harrahs Entertainment Common 413619107 327 3,876 SH Defined 3,876 Harsco Common 415864107 233 5,194 SH Defined 5,194 Hartford Financial ServicesCommon 416515104 12,661 132,469 SH Defined 132,469 Hasbro Common 418056107 61 2,122 SH Defined 2,122 Health Net Inc Common 42222G108 68 1,259 SH Defined 1,259 Heinz Common 423074103 4,657 98,840 SH Defined 98,840 Hercules Inc Common 427056106 30 1,519 SH Defined 1,519 Hershey Foods Common 427866108 736 13,473 SH Defined 13,473 Hess Common 42809H107 7,725 139,266 SH Defined 139,266 Hewlett-Packard Common 428236103 30,166 751,524 SH Defined 751,524 Hillenbrand Industries Common 431573104 712 12,000 SH Defined 12,000 Hilton Hotels Common 432848109 314 8,739 SH Defined 8,739 HMA Common 421933102 18,567 1,708,051 SH Defined 1,708,051 Home Depot Common 437076102 4,483 122,016 SH Defined 122,016 Honeywell Common 438516106 10,562 229,316 SH Defined 229,316 Hospira Common 441060100 1,229 30,047 SH Defined 30,047 Host Hotels & Resorts Common 44107P104 8,563 325,469 SH Defined 325,469 Hudson City Bancorp Common 443683107 212 15,488 SH Defined 15,488 Humana Common 444859102 129 2,218 SH Defined 2,218 Huntington Bancshares Inc. Common 446150104 310 14,191 SH Defined 14,191 IBM Common 459200101 66,032 700,529 SH Defined 700,529 Icici Bank ADR Adr 45104G104 9,445 257,000 SH Defined 257,000 Idearc Common 451663108 0 83,241 SH Defined 83,241 IFF Common 459506101 12,264 259,712 SH Defined 259,712 Ikanos Communications Common 45173E105 3,081 396,500 SH Defined 396,500 Illinois Tool Works Common 452308109 63,327 1,227,264 SH Defined 1,227,264 IMS Health Inc Common 449934108 79 2,652 SH Defined 2,652 Infosys Technologies Common 456788108 4,939 98,292 SH Defined 98,292 Ingersoll Rand Common G4776G101 1,982 45,705 SH Defined 45,705 Integrys Energy Group Common 45822P105 59 1,067 SH Defined 1,067 Intel Common 458140100 94,703 4,950,508 SH Defined 4,950,508 Interactivecorp Common 44919P300 766 20,324 SH Defined 20,324 International Game TechnoloCommon 459902102 795 19,699 SH Defined 19,699 International Paper Common 460146103 12,141 333,547 SH Defined 333,547 Interpublic Group Common 460690100 73 5,908 SH Defined 5,908 Intersil Holding Common 46069S109 400 15,084 SH Defined 15,084 Intuit Common 461202103 481 17,596 SH Defined 17,596 Inversiones Aguas MetropoliAdr 46128Q102 1,271 61,144 SH Defined 61,144 Investors Financial Svcs Common 461915100 589 10,136 SH Defined 10,136 Invitrogen Common 46185R100 185 2,900 SH Defined 2,900 Irkutskenergo ADR Adr 462714106 3,429 62,350 SH Defined 62,350 Iron Mountain Common 462846106 130 4,983 SH Defined 4,983 Irsa Inversion GDR Gdr 450047204 5,560 290,623 SH Defined 290,623 ITT Industries Common 450911102 142,147 2,356,550 SH Defined 2,356,550 Jabil Circuit Common 466313103 53 2,483 SH Defined 2,483 Jacobs Eng Group Npv Common 469814107 136 2,916 SH Defined 2,916 Janus Capital Group Common 47102X105 55 2,652 SH Defined 2,652 JC Penney Common 708160106 410 4,990 SH Defined 4,990 JDS Uniphase Common 46612J507 274 17,968 SH Defined 17,968 Johnson & Johnson Common 478160104 101,706 1,687,789 SH Defined 1,687,789 Johnson Controls Common 478366107 59,401 627,788 SH Defined 627,788 Jones Apparel Common 480074103 516 16,790 SH Defined 16,790 Joy Global Common 481165108 155 3,624 SH Defined 3,624 JP Morgan Chase Common 46625H100 52,321 1,081,456 SH Defined 1,081,456 Juniper Networks Common 48203R104 464 23,561 SH Defined 23,561 KB Home Common 48666K109 45 1,061 SH Defined 1,061 Kellogg Common 487836108 174 3,376 SH Defined 3,376 Keycorp Common 493267108 2,449 65,352 SH Defined 65,352 Keyspan Common 49337W100 97 2,363 SH Defined 2,363 Kimberly-Clark Common 494368103 57,137 834,234 SH Defined 834,234 Kimco Realty Common 49446R109 148 3,038 SH Defined 3,038 Kinder Morgan Inc Common 49455P101 633 5,950 SH Defined 5,950 King Pharmaceuticals Common 495582108 64 3,255 SH Defined 3,255 KLA Tencor Common 482480100 58,700 1,100,894 SH Defined 1,100,894 Kohls Common 500255104 1,386 18,090 SH Defined 18,090 Kookmin Bank ADR Adr 50049M109 17,497 194,091 SH Defined 194,091 Kraft Foods A Common 50075N104 18,742 591,965 SH Defined 591,965 Kroger Common 501044101 3,439 121,735 SH Defined 121,735 KVH Industries Common 482738101 4,388 470,836 SH Defined 470,836 L-3 Communications Common 502424104 146 1,664 SH Defined 1,664 LabCorp Common 50540R409 1,698 23,381 SH Defined 23,381 Lam Research Common 512807108 0 110,400 SH Defined 110,400 Lamar Advertising Common 512815101 135,172 2,146,610 SH Defined 2,146,610 Leap Wireless Common 521863100 0 250 SH Defined 250 Legg Mason Common 524901105 688 7,308 SH Defined 7,308 Leggett & Platt Common 524660107 55 2,411 SH Defined 2,411 Lehman Brothers Common 524908100 17,789 253,879 SH Defined 253,879 Lennar Common 526057104 78 1,856 SH Defined 1,856 Lexmark International Common 529771107 548 9,366 SH Defined 9,366 Liberty Capital A Common 53071M302 838 7,582 SH Defined 7,582 Liberty Global Inc Common 530555101 680 20,640 SH Defined 20,640 Liberty Global Inc C Common 530555309 645 21,051 SH Defined 21,051 Liberty Interactive A Common 53071M104 898 37,689 SH Defined 37,689 Liberty Property Trust Common 531172104 1,069 21,943 SH Defined 21,943 Limited Brands Common 532716107 215 8,248 SH Defined 8,248 Lincare Common 532791100 1,295 35,323 SH Defined 35,323 Lincoln Natl. Common 534187109 30,618 451,653 SH Defined 451,653 Linear Technology Corp Common 535678106 1,137 35,990 SH Defined 35,990 Live Nation Inc Common 538034109 19 869 SH Defined 869 Liz Claiborne Common 539320101 62,944 1,468,946 SH Defined 1,468,946 Lockheed Martin Common 539830109 1,294 13,340 SH Defined 13,340 Loews Common 540424108 278 6,125 SH Defined 6,125 Lowes Companies Common 548661107 3,229 102,532 SH Defined 102,532 LSI Logic Common 502161102 56 5,377 SH Defined 5,377 Lukoil ADR Adr 677862104 69 800 SH Defined 800 M&T Bank Common 55261F104 120 1,036 SH Defined 1,036 Macerich Co (Reit) Usd0.01 Common 554382101 126 1,368 SH Defined 1,368 MannKind Common 56400P201 3,033 212,100 SH Defined 212,100 Manor Care Common 564055101 54 988 SH Defined 988 Manpower Common 56418H100 3,535 47,914 SH Defined 47,914 Marathon Oil Common 565849106 25,848 261,540 SH Defined 261,540 Marriott International Common 571903202 1,409 28,788 SH Defined 28,788 Marsh & Mclennan Inc. Common 571748102 919 31,390 SH Defined 31,390 Marshall & Ilsley Common 571834100 24,657 532,443 SH Defined 532,443 Martin Marietta Materials Common 573284106 161 1,190 SH Defined 1,190 Marvell Technology Group Common G5876H105 300 17,862 SH Defined 17,862 Masco Common 574599106 1,619 59,102 SH Defined 59,102 Mattel Common 577081102 141 5,112 SH Defined 5,112 Maxim Integrated Products Common 57772K101 994 33,811 SH Defined 33,811 MBIA Common 55262C100 37,275 569,178 SH Defined 569,178 McClatchy Co Common 579489105 364 11,512 SH Defined 11,512 Mccormick & Co Common 579780206 320 8,295 SH Defined 8,295 Mcdonalds Ord Common 580135101 12,872 285,726 SH Defined 285,726 McGraw-Hill Common 580645109 2,541 40,403 SH Defined 40,403 McKesson Corp Common 58155Q103 4,662 79,636 SH Defined 79,636 MeadWestvaco Common 583334107 3,153 102,235 SH Defined 102,235 Mechel Steel ADR Adr 583840103 6,294 189,300 SH Defined 189,300 Medco Health Solutions Common 58405U102 8,061 111,145 SH Defined 111,145 Medimmune Common 584699102 9,386 257,917 SH Defined 257,917 Medtronic Inc Common 585055106 125,996 2,568,196 SH Defined 2,568,196 Mellon Financial CorporatioCommon 58551A108 1,217 28,212 SH Defined 28,212 Merck & Co. Common 589331107 56,028 1,268,468 SH Defined 1,268,468 Meredith Common 589433101 30 530 SH Defined 530 Merrill Lynch Common 590188108 35,727 437,455 SH Defined 437,455 Metabasis Therapeutics Inc Common 59101M105 1,472 200,300 SH Defined 200,300 Metlife Common 59156R108 10,486 166,047 SH Defined 166,047 MGIC Common 552848103 65 1,109 SH Defined 1,109 Micron Technology Common 595112103 122 10,128 SH Defined 10,128 Microsoft Common 594918104 100,175 3,594,376 SH Defined 3,594,376 Microtune Common 59514P109 297 72,098 SH Defined 72,098 Millpore Common 601073109 52 723 SH Defined 723 Mobile Telesystems ADR Adr 607409109 65,915 1,177,896 SH Defined 1,177,896 Mohawk Common 608190104 41,577 506,722 SH Defined 506,722 Molex Common 608554101 54 1,905 SH Defined 1,905 Molson Coors Brewing Common 60871R209 57 602 SH Defined 602 Monsanto Common 61166W101 1,137 20,691 SH Defined 20,691 Monster Worldwide Common 611742107 81 1,712 SH Defined 1,712 Moody's Common 615369105 12,629 203,498 SH Defined 203,498 Morgan Stanley Common 617446448 19,838 251,884 SH Defined 251,884 Motorola Common 620076109 4,095 231,760 SH Defined 231,760 Murphy Oil Common 626717102 134 2,508 SH Defined 2,508 Mylan Labs Common 628530107 60 2,845 SH Defined 2,845 Myriad Genetics Common 62855J104 3,463 100,480 SH Defined 100,480 Nabors Industries Common G6359F103 13,882 467,879 SH Defined 467,879 National City Common 635405103 8,296 222,704 SH Defined 222,704 National Oilwell Common 637071101 23,472 301,738 SH Defined 301,738 National Semiconductor Common 637640103 92 3,802 SH Defined 3,802 NCR Common 62886E108 114 2,387 SH Defined 2,387 Neenah Paper Common 640079109 6 145 SH Defined 145 Nektar Theraputic Common 640268108 6,497 497,500 SH Defined 497,500 Netgear Common 64111Q104 510 17,872 SH Defined 17,872 Network Appliance Common 64120L104 789 21,613 SH Defined 21,613 New York Commty Common 649445103 1,608 91,430 SH Defined 91,430 New York Times Common 650111107 1,062 45,190 SH Defined 45,190 Newell Rubbermaid Common 651229106 115 3,713 SH Defined 3,713 Newmont Mining Common 651639106 1,780 42,395 SH Defined 42,395 News Common 65248E104 2,739 118,453 SH Defined 118,453 Nicor Common 654086107 29 602 SH Defined 602 Nii Common 62913F201 590 7,948 SH Defined 7,948 Nike B Common 654106103 1,328 12,501 SH Defined 12,501 Nisource Common 65473P105 368 15,066 SH Defined 15,066 Noble Common G65422100 142 1,808 SH Defined 1,808 Nordstrom Common 655664100 162 3,062 SH Defined 3,062 Norfolk Southern Common 655844108 98,272 1,942,130 SH Defined 1,942,130 Northern Trust Common 665859104 451 7,492 SH Defined 7,492 Northrop Common 666807102 12,476 168,090 SH Defined 168,090 Novell Common 670006105 33 4,557 SH Defined 4,557 Novellus Common 670008101 53 1,664 SH Defined 1,664 Nucor Common 670346105 1,606 24,656 SH Defined 24,656 Nvidia Common 67066G104 137 4,775 SH Defined 4,775 Occidental Petroleum Common 674599105 11,876 240,848 SH Defined 240,848 Office Depot Common 676220106 228 6,502 SH Defined 6,502 Officemax Inc Common 67622P101 52 988 SH Defined 988 Old Republic Common 680223104 10,929 494,100 SH Defined 494,100 Omnicare Common 681904108 78,510 1,974,099 SH Defined 1,974,099 Omnicom Common 681919106 1,810 17,682 SH Defined 17,682 Oracle Common 68389X105 29,574 1,631,206 SH Defined 1,631,206 Orb0tech Common 001082338 718 32,600 SH Defined 32,600 Oshkosh Truck Common 688239201 108 2,044 SH Defined 2,044 Paccar Common 693718108 389 5,301 SH Defined 5,301 Pactiv Common 695257105 60 1,784 SH Defined 1,784 Pall Common 696429307 394 10,366 SH Defined 10,366 Parker Hannifin Common 701094104 2,727 31,598 SH Defined 31,598 Patterson-UTI Energy Common 703481101 7,089 315,899 SH Defined 315,899 Pattersson COS Inc Common 703395103 66 1,856 SH Defined 1,856 Paychex Common 704326107 1,124 29,669 SH Defined 29,669 PDL BioPharma Inc Common 69329Y104 7,645 352,300 SH Defined 352,300 Peabody Energy Common 704549104 230 5,712 SH Defined 5,712 Pepco Common 713291102 4,692 161,672 SH Defined 161,672 Pepsi Bottling Group Common 713409100 41,891 1,313,619 SH Defined 1,313,619 Pepsico Common 713448108 55,012 865,506 SH Defined 865,506 Perkinelmer Inc Common 714046109 40 1,639 SH Defined 1,639 Petroleo Brasileiro ADR Adr 71654V408 25,350 254,749 SH Defined 254,749 Petroleo Brasileiro Adr Adr 71654V101 6,996 78,300 SH Defined 78,300 Pfizer Common 717081103 71,422 2,827,477 SH Defined 2,827,477 PG & E Common 69331C108 10,054 208,288 SH Defined 208,288 Phh Corp com nvp Common 693320202 22 718 SH Defined 718 Pinnacle West Capital Corp Common 723484101 27,322 566,252 SH Defined 566,252 Piper Jaffray Cos-W Common 724078100 12 191 SH Defined 191 Pitney Bowes Common 724479100 4,549 100,231 SH Defined 100,231 Plum Creek Timber Common 729251108 471 11,958 SH Defined 11,958 Pmc-Sierra Common 69344F106 20 2,821 SH Defined 2,821 PMI Common 69344M101 36,094 798,197 SH Defined 798,197 PNC Bank Common 693475105 30,490 423,653 SH Defined 423,653 Polo Ralph Lauren Common 731572103 75 850 SH Defined 850 Polyus Gold ADR Adr 678129107 0 341,226 SH Defined 341,226 Portfolio Recovery AssociatCommon 73640Q105 8,908 199,500 SH Defined 199,500 Posco Adr Adr 693483109 1,217 11,711 SH Defined 11,711 Ppg Industries Inc. Common 693506107 26,957 383,402 SH Defined 383,402 PPL Common 69351T106 2,129 52,046 SH Defined 52,046 Praxair Common 74005P104 7,297 115,892 SH Defined 115,892 Principal Financial Group Common 74251V102 217 3,617 SH Defined 3,617 Procter & Gamble Common 742718109 41,596 658,589 SH Defined 658,589 Progress Energy Common 743263105 56,574 1,121,603 SH Defined 1,121,603 Progressive Common 743315103 5,191 237,907 SH Defined 237,907 Prologis Common 743410102 216 3,328 SH Defined 3,328 Prudential Financial Common 744320102 19,568 216,800 SH Defined 216,800 Public Service Enterprise GCommon 744573106 81,940 986,755 SH Defined 986,755 Public Storage Common 74460D109 550 5,808 SH Defined 5,808 Pulte Homes Common 745867101 75 2,845 SH Defined 2,845 Qiagen Common 000024000 3,998 232,702 SH Defined 232,702 Qlogic Common 747277101 36 2,122 SH Defined 2,122 Qualcomm Common 747525103 8,621 202,091 SH Defined 202,091 Quest Diagnostics Inc Common 74834L100 9,650 193,506 SH Defined 193,506 Questar Npv Common 748356102 238 2,670 SH Defined 2,670 Qwest Communications Common 749121109 961 106,878 SH Defined 106,878 Radian Group Common 750236101 145 2,637 SH Defined 2,637 Radiation Therapy Services Common 750323206 9,780 319,200 SH Defined 319,200 Radioshack Common 750438103 50 1,832 SH Defined 1,832 Range Res Corp Common 75281A109 539 16,141 SH Defined 16,141 Raytheon Common 755111507 588 11,209 SH Defined 11,209 Regions Financial Common 7591EP100 62,264 1,760,353 SH Defined 1,760,353 Renaissancere Hldgs (BermudCommon G7496G103 361 7,192 SH Defined 7,192 Republic Services Common 760759100 1,016 36,510 SH Defined 36,510 Research In Motion Common 760975102 195 1,431 SH Defined 1,431 Reynolds American Inc Common 761713106 143 2,291 SH Defined 2,291 RF Micro Devices Common 749941100 426 68,384 SH Defined 68,384 Robert Half Common 770323103 83 2,242 SH Defined 2,242 Rockwell Common 773903109 137 2,291 SH Defined 2,291 Rockwell Collins Common 774341101 150 2,242 SH Defined 2,242 Rogers Communications Common 775109200 11,271 298,264 SH Defined 298,264 Rohm & Hass Common 775371107 6,956 134,494 SH Defined 134,494 Ross Stores Common 778296103 131 3,798 SH Defined 3,798 Rostelecom ADR Adr 778529107 1,832 35,300 SH Defined 35,300 Rowan Common 779382100 48 1,471 SH Defined 1,471 RR Donnelley Common 257867101 25,521 697,495 SH Defined 697,495 Ryder System Common 783549108 9,208 186,631 SH Defined 186,631 Safeco Common 786429100 4,954 74,578 SH Defined 74,578 Safeway Common 786514208 668 18,223 SH Defined 18,223 SanDisk Common 80004C101 3,473 79,296 SH Defined 79,296 Saneamento Basico ADR Adr 20441A102 1,270 37,574 SH Defined 37,574 Sanmina-SCI Common 800907107 389 107,430 SH Defined 107,430 Sappi ADR Adr 803069202 2,754 176,400 SH Defined 176,400 Sara Lee Common 803111103 1,223 72,281 SH Defined 72,281 Scana Common 80589M102 21,184 490,711 SH Defined 490,711 Schering-Plough Common 806605101 610 23,895 SH Defined 23,895 Schlumberger Common 806857108 26,529 383,922 SH Defined 383,922 Schwab Common 808513105 1,109 60,607 SH Defined 60,607 Scientific Games Common 80874P109 34,706 1,057,158 SH Defined 1,057,158 Scripps Co A Common 811054204 50 1,109 SH Defined 1,109 Seagate Technology Common G7945J104 5,595 240,148 SH Defined 240,148 Sealed Air Common 81211K100 69 2,170 SH Defined 2,170 Sears Common 812350106 557 3,089 SH Defined 3,089 Sempra Energy Common 816851109 4,057 66,498 SH Defined 66,498 Sherwin-Williams Common 824348106 1,831 27,722 SH Defined 27,722 Shinhan Financial Group AdrAdr 824596100 882 7,749 SH Defined 7,749 Ship Finance Intl Ltd-W/I Common G81075106 11 406 SH Defined 406 SibirTelecom ADR Adr 825735103 0 33,000 SH Defined 33,000 Sigma Aldrich Common 826552101 12,462 300,151 SH Defined 300,151 Sigmatel Common 82661W107 23 7,480 SH Defined 7,480 Simon Property Group Common 828806109 908 8,158 SH Defined 8,158 Sirius Satellite Radio Com Common 82966U103 146 45,601 SH Defined 45,601 Sk Telecom Adr Adr 78440P108 403 17,216 SH Defined 17,216 Sl Green Rlty Corp Usd0.01 Common 78440X101 1,021 7,446 SH Defined 7,446 SLM Financial Common 78442P106 21,817 533,415 SH Defined 533,415 Smith International Common 832110100 244 5,082 SH Defined 5,082 Smurfit-Stone Container Common 832727101 2,280 202,448 SH Defined 202,448 Snap-On Common 833034101 37 771 SH Defined 771 Solectron Common 834182107 39 12,275 SH Defined 12,275 Southern Company Common 842587107 76,524 2,087,955 SH Defined 2,087,955 Southwest Airlines Common 844741108 156 10,611 SH Defined 10,611 Sovereign Bancorp Common 845905108 1,509 59,309 SH Defined 59,309 Spectra Energy Common 847560109 0 74,202 SH Defined 74,202 Sprint Nextel Corp Common 852061100 12,585 663,742 SH Defined 663,742 SPX Common 784635104 4,307 61,359 SH Defined 61,359 St Joe Common 790148100 4,395 84,011 SH Defined 84,011 St. Jude Medical Common 790849103 1,739 46,236 SH Defined 46,236 Stanley Works Common 854616109 2,076 37,492 SH Defined 37,492 Staples Common 855030102 1,039 40,218 SH Defined 40,218 Starbucks Common 855244109 2,092 66,723 SH Defined 66,723 Starwood Hotels Common 85590A401 3,149 48,556 SH Defined 48,556 State Street Common 857477103 1,572 24,281 SH Defined 24,281 Stryker Common 863667101 264 3,979 SH Defined 3,979 Sun Microsystems Ord Common 866810104 1,968 327,480 SH Defined 327,480 Sunoco Common 86764P109 1,738 24,678 SH Defined 24,678 Sunrise Senior Living Usd0.Common 86768K106 0 207,600 SH Defined 207,600 SunTrust Common 867914103 63,048 759,253 SH Defined 759,253 Super Valu Stores Common 868536103 1,122 28,718 SH Defined 28,718 Surgutneftegaz ADR Adr 868861204 46,200 734,500 SH Defined 734,500 Surgutneftegaz ADR Adr 868861204 27,585 437,252 SH Defined 437,252 Symantec Common 871503108 509 29,419 SH Defined 29,419 Syneron Medical Common 001090935 8,764 324,000 SH Defined 324,000 Synovus Financial Common 87161C105 26,014 804,381 SH Defined 804,381 Sysco Common 871829107 2,219 65,607 SH Defined 65,607 T Rowe Price Group Common 74144T108 167 3,545 SH Defined 3,545 Taiwan Semiconductor ManufaAdr 874039100 66,355 6,172,572 SH Defined 6,172,572 Tam Common 87484D103 664 25,000 SH Defined 25,000 Target Common 87612E106 2,494 42,086 SH Defined 42,086 TCF Financial Common 872275102 33,717 1,279,092 SH Defined 1,279,092 TD Banknorth Common 87235A101 212 6,607 SH Defined 6,607 Teco Energy Common 872375100 48 2,797 SH Defined 2,797 Tektronix Common 879131100 31 1,109 SH Defined 1,109 Tele norte leste part ADR Adr 879246106 1,072 77,483 SH Defined 77,483 Telkom Indonesia ADR Adr 715684106 0 7,644 SH Defined 7,644 Tellabs Common 879664100 59 5,932 SH Defined 5,932 Temple Inland Common 879868107 2,021 33,822 SH Defined 33,822 Tenaris ADR Adr 88031M109 9,652 210,289 SH Defined 210,289 Tenet Healthcare Common 88033G100 402 62,475 SH Defined 62,475 Teradyne Common 880770102 442 26,749 SH Defined 26,749 Terex Usd0.01 Common 880779103 0 1,374 SH Defined 1,374 Teva Pharmaceutical ADR Adr 881624209 4,527 120,956 SH Defined 120,956 Texas Instruments Common 882508104 3,650 121,256 SH Defined 121,256 Textron Common 883203101 152 1,688 SH Defined 1,688 The Sabre Group Common 785905100 58 1,784 SH Defined 1,784 Thermo Fisher Electronic Common 883556102 778 16,632 SH Defined 16,632 Tiffany Common 886547108 15,796 347,312 SH Defined 347,312 Tim Horton Common 88706M103 74 2,432 SH Defined 2,432 TIM Participacoes ADR Adr 88706P106 517 15,920 SH Defined 15,920 Time Warner Common 887317105 5,033 255,204 SH Defined 255,204 TJX Common 872540109 16,853 625,127 SH Defined 625,127 Torchmark Common 891027104 54,876 836,649 SH Defined 836,649 Toronto-Dominion Bank Common 891160509 125 2,067 SH Defined 2,067 Tractor Supply Common 892356106 154 2,987 SH Defined 2,987 Transocean Common G90078109 24,640 301,593 SH Defined 301,593 Travelers Cos Common 89417E109 3,068 59,259 SH Defined 59,259 Tribune Company Common 896047107 99 3,086 SH Defined 3,086 Triquint Semi Common 89674K103 347 69,451 SH Defined 69,451 Tronox Common 897051207 9 655 SH Defined 655 TXU Common 873168108 4,337 67,667 SH Defined 67,667 Tyco International Common 902124106 7,269 230,396 SH Defined 230,396 Tyson Foods A Common 902494103 66 3,376 SH Defined 3,376 UDR Common 902653104 142 4,647 SH Defined 4,647 Ultra Petroleum Common 903914109 35,183 662,199 SH Defined 662,199 Unibanco GDR Gdr 90458E107 107,976 1,234,576 SH Defined 1,234,576 Union Pacific Common 907818108 136,941 1,348,510 SH Defined 1,348,510 Unisys Common 909214108 582 69,028 SH Defined 69,028 United Parcel Service B Common 911312106 2,314 33,017 SH Defined 33,017 United States Steel Common 912909108 5,886 59,351 SH Defined 59,351 United Technologies Common 913017109 97,590 1,501,388 SH Defined 1,501,388 Unitedhealth Group Common 91324P102 18,761 354,178 SH Defined 354,178 Unum Group Common 91529Y106 106 4,606 SH Defined 4,606 US Bancorp Common 902973304 12,309 351,982 SH Defined 351,982 UST Common 902911106 126 2,170 SH Defined 2,170 Valero Energy Common 91913Y100 9,967 154,545 SH Defined 154,545 Valspar Common 920355104 275 9,875 SH Defined 9,875 Varian Medical Sys Common 92220P105 0 1,700 SH Defined 1,700 Verigy Common 999900288 37 1,577 SH Defined 1,577 Verisign Common 92343E102 82 3,279 SH Defined 3,279 Verizon Communications Common 92343V104 130,591 3,443,865 SH Defined 3,443,865 Vertex Pharmaceuticals Common 92532F100 1,441 51,399 SH Defined 51,399 VF Common 918204108 100 1,205 SH Defined 1,205 Viacom Inc Common 92553P201 1,772 43,103 SH Defined 43,103 Vimpelcom ADR Adr 68370R109 45,769 482,596 SH Defined 482,596 Vnus Medical Technologies Common 928566108 2,174 217,000 SH Defined 217,000 Volga Telecom Common 928660109 3,221 257,700 SH Defined 257,700 Vopak Common 000039300 4,363 103,889 SH Defined 103,889 Vornado Realty Trust Common 929042109 207 1,736 SH Defined 1,736 Votorantim Celulose Adr Adr 92906P106 3,649 199,400 SH Defined 199,400 Vulcan Materials Common 929160109 149 1,278 SH Defined 1,278 Wachovia Common 929903102 43,027 781,604 SH Defined 781,604 Walgreen Common 931422109 3,096 67,459 SH Defined 67,459 Wal-Mart Stores Common 931142103 93,069 1,982,291 SH Defined 1,982,291 Walt Disney Common 254687106 5,913 171,739 SH Defined 171,739 Wash.mutual Savings Bank Common 939322103 18,478 457,606 SH Defined 457,606 Waste Management Common 94106L109 2,429 70,595 SH Defined 70,595 Waters Common 941848103 2,619 45,150 SH Defined 45,150 Watson Pharmaceuticals Common 942683103 36 1,374 SH Defined 1,374 Weatherford Common G95089101 375 8,318 SH Defined 8,318 Wellpoint Inc Common 94973V107 40,231 496,062 SH Defined 496,062 Wells Fargo Common 949746101 98,948 2,873,884 SH Defined 2,873,884 Wendy's Common 950590109 175 5,579 SH Defined 5,579 Western Union Common 959802109 1,450 66,046 SH Defined 66,046 Weyerhaeuser Common 962166104 11,255 150,593 SH Defined 150,593 Whirlpool Common 963320106 3,783 44,549 SH Defined 44,549 Whole Foods Market Common 966837106 166 3,709 SH Defined 3,709 Williams Common 969457100 1,047 36,804 SH Defined 36,804 Wimm-Bill-Dann-Foods Common 97263M109 12,560 157,280 SH Defined 157,280 Windstream Common 97381W104 24,689 1,680,666 SH Defined 1,680,666 Wisconsin Energy Common 976657106 24,047 495,603 SH Defined 495,603 Wrigley Common 982526204 356 7,012 SH Defined 7,012 Wrigley (Wm) Jr Co Common 982526105 384 7,539 SH Defined 7,539 Wyeth Common 983024100 71,924 1,437,612 SH Defined 1,437,612 Wyndham Worldwide Common 98310W108 33,942 993,920 SH Defined 993,920 Xcel Energy Common 98389B100 8,306 336,396 SH Defined 336,396 Xerox Common 984121103 909 53,793 SH Defined 53,793 Xilinx Common 983919101 2,528 98,249 SH Defined 98,249 Xl Capital A Common G98255105 169 2,411 SH Defined 2,411 Xm Satellite Radio Hldgs ClCommon 983759101 138 10,699 SH Defined 10,699 XTO Common 98385X106 424 7,732 SH Defined 7,732 Yahoo Common 984332106 5,736 183,318 SH Defined 183,318 Yum Brands Common 988498101 16,819 291,185 SH Defined 291,185 Zimmer Common 98956P102 4,967 58,158 SH Defined 58,158 Zions Bancorporation Common 989701107 307 3,628 SH Defined 3,628 ZymoGenetics Common 98985T109 17,775 1,142,353 SH Defined 1,142,353
-----END PRIVACY-ENHANCED MESSAGE-----