UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, DC 20549

 

**FORM N-Q**

**QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED**

**MANAGEMENT INVESTMENT COMPANY**

**_______________________________**

Investment Company Act file number  811-06698

DWS Equity 500 Index Portfolio

(Exact name of registrant as specified in charter)

 

345 Park Avenue

New York, NY  10154

(Address of principal executive offices)             (Zip code)

 

Paul Schubert

345 Park Avenue

New York, NY  10154-0004

(Name and address of agent for service)

Registrant's telephone number, including area code:  (212) 454-7190

Date of fiscal year end:  12/31

Date of reporting period: 09/30/08

 

ITEM 1.  SCHEDULE OF INVESTMENTS

 

| Investment Portfolio | **as of September 30, 2008  (Unaudited)** |
|----------------------|-------------------------------------------|

 

 

**DWS Equity 500 Index Portfolio**

 

 

|   | **Shares**              |                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                                    | **Value ($)** |
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|        |
|   | **Common Stocks 98.9%** |  
**Consumer Discretionary 8.4%**

 
**Auto Components 0.2%**

 
Goodyear Tire & Rubber Co.*  

 

58,496 

 

895,574 

Johnson Controls, Inc.  

 

155,192 

 

4,706,973 

 

**5,602,547**

**Automobiles 0.3%**

 
Ford Motor Co.*  

 

649,376 

 

3,376,755 

General Motors Corp.  

 

163,071 

 

1,541,021 

Harley-Davidson, Inc.  

 

63,851 

 

2,381,642 

 

**7,299,418**

 

 

 

**Distributors 0.1%**

 
Genuine Parts Co.  

 

44,678 

 

**1,796,502**

**Diversified Consumer Services 0.1%**

 
Apollo Group, Inc. "A"*  

 

31,283 

 

1,855,082 

H&R Block, Inc.  

 

84,782 

 

1,928,790 

 

**3,783,872**

**Hotels Restaurants & Leisure 1.3%**

 
Carnival Corp. (Unit)  

 

120,897 

 

4,273,709 

Darden Restaurants, Inc.  

 

35,380 

 

1,012,929 

International Game Technology  

 

88,964 

 

1,528,402 

Marriott International, Inc. "A"  

 

83,964 

 

2,190,621 

McDonald's Corp.  

 

311,056 

 

19,192,155 

Starbucks Corp.*  

 

206,208 

 

3,066,313 

Starwood Hotels & Resorts Worldwide, Inc.  

 

51,512 

 

1,449,548 

Wendy's/Arby's Group, Inc. "A"  

 

99,790 

 

524,895 

Wyndham Worldwide Corp.  

 

47,714 

 

749,587 

Yum! Brands, Inc.  

 

127,282 

 

4,150,666 

 

**38,138,825**

**Household Durables 0.5%**

 
Black & Decker Corp.  

 

16,552 

 

1,005,534 

Centex Corp.  

 

32,104 

 

520,085 

D.R. Horton, Inc.  

 

84,100 

 

1,094,982 

Fortune Brands, Inc.  

 

40,354 

 

2,314,706 

Harman International Industries, Inc.  

 

16,100 

 

548,527 

KB HOME  

 

25,172 

 

495,385 

Leggett & Platt, Inc.  

 

46,666 

 

1,016,852 

Lennar Corp. "A"  

 

42,100 

 

639,499 

Newell Rubbermaid, Inc.  

 

72,150 

 

1,245,309 

Pulte Homes, Inc.  

 

57,356 

 

801,263 

Snap-on, Inc.  

 

15,532 

 

817,915 

The Stanley Works  

 

19,653 

 

820,316 

Whirlpool Corp.  

 

19,377 

 

1,536,402 

 

**12,856,775**

**Internet & Catalog Retail 0.2%**

 
Amazon.com, Inc.*  

 

86,812 

 

6,316,441 

Expedia, Inc.*  

 

53,370 

 

806,421 

 

**7,122,862**

**Leisure Equipment & Products 0.1%**

 
Eastman Kodak Co.  

 

74,931 

 

1,152,439 

Hasbro, Inc.  

 

39,202 

 

1,361,093 

Mattel, Inc.  

 

95,814 

 

1,728,485 

 

**4,242,017**

**Media 2.6%**

 
CBS Corp. "B"  

 

180,054 

 

2,625,187 

Comcast Corp. "A"  

 

804,590 

 

15,794,102 

Gannett Co., Inc.  

 

61,169 

 

1,034,368 

Interpublic Group of Companies, Inc.*  

 

118,495 

 

918,336 

McGraw-Hill Companies, Inc.  

 

87,574 

 

2,768,214 

Meredith Corp.  

 

10,638 

 

298,290 

New York Times Co. "A"  

 

39,173 

 

559,782 

News Corp. "A"  

 

618,700 

 

7,418,213 

Omnicom Group, Inc.  

 

86,336 

 

3,329,116 

Scripps Networks Interactive "A"  

 

22,500 

 

816,975 

The DIRECTV Group, Inc.*  

 

162,400 

 

4,250,008 

Time Warner, Inc.  

 

987,912 

 

12,951,526 

 

 

 

Viacom, Inc. "B"*  

 

171,154 

 

4,251,466 

Walt Disney Co.  

 

517,364 

 

15,877,901 

Washington Post Co. "B"  

 

1,500 

 

835,140 

 

**73,728,624**

**Multiline Retail 0.8%**

 
Big Lots, Inc.*  

 

27,196 

 

756,865 

Dillard's, Inc. "A"  

 

15,068 

 

177,802 

Family Dollar Stores, Inc.  

 

37,072 

 

878,606 

J.C. Penney Co., Inc.  

 

58,275 

 

1,942,889 

Kohl's Corp.*  

 

83,538 

 

3,849,431 

Macy's, Inc.  

 

114,450 

 

2,057,811 

Nordstrom, Inc.  

 

48,432 

 

1,395,810 

Sears Holdings Corp.*  

 

15,638 

 

1,462,153 

Target Corp.  

 

208,091 

 

10,206,864 

 

**22,728,231**

**Specialty Retail 1.7%**

 
Abercrombie & Fitch Co. "A"  

 

22,600 

 

891,570 

AutoNation, Inc.*  

 

36,759 

 

413,171 

AutoZone, Inc.*  

 

12,208 

 

1,505,735 

Bed Bath & Beyond, Inc.*  

 

70,866 

 

2,225,901 

Best Buy Co., Inc.  

 

92,272 

 

3,460,200 

GameStop Corp. "A"*  

 

41,800 

 

1,429,978 

Home Depot, Inc.  

 

475,747 

 

12,317,090 

Limited Brands, Inc.  

 

83,311 

 

1,442,947 

Lowe's Companies, Inc.  

 

408,574 

 

9,679,118 

Office Depot, Inc.*  

 

72,859 

 

424,039 

RadioShack Corp.  

 

37,695 

 

651,370 

Staples, Inc.  

 

187,673 

 

4,222,643 

The Gap, Inc.  

 

123,158 

 

2,189,749 

The Sherwin-Williams Co.  

 

28,505 

 

1,629,346 

Tiffany & Co.  

 

35,716 

 

1,268,632 

TJX Companies, Inc.  

 

116,499 

 

3,555,549 

 

**47,307,038**

**Textiles, Apparel & Luxury Goods 0.5%**

 
Coach, Inc.*  

 

93,600 

 

2,343,744 

Jones Apparel Group, Inc.  

 

22,660 

 

419,437 

Liz Claiborne, Inc.  

 

27,706 

 

455,210 

NIKE, Inc. "B"  

 

109,916 

 

7,353,380 

Polo Ralph Lauren Corp.  

 

16,000 

 

1,066,240 

VF Corp.  

 

22,640 

 

1,750,298 

 

**13,388,309**

**Consumer Staples 12.0%**

 
**Beverages 2.8%**

 
Anheuser-Busch Companies, Inc.  

 

198,280 

 

12,864,406 

Brown-Forman Corp. "B"

 

21,578 

 

1,549,516 

Coca-Cola Co.  

 

554,935 

 

29,344,963 

Coca-Cola Enterprises, Inc.  

 

74,924 

 

1,256,475 

Constellation Brands, Inc. "A"*  

 

52,200 

 

1,120,212 

Molson Coors Brewing Co. "B"  

 

39,204 

 

1,832,787 

Pepsi Bottling Group, Inc.  

 

37,262 

 

1,086,933 

PepsiCo, Inc.

 

437,650 

 

31,191,316 

 

**80,246,608**

 

 

 

**Food & Staples Retailing 2.9%**

 
Costco Wholesale Corp.  

 

118,833 

 

7,715,827 

CVS Caremark Corp.  

 

392,191 

 

13,201,149 

Kroger Co.  

 

190,663 

 

5,239,419 

Safeway, Inc.  

 

115,407 

 

2,737,454 

SUPERVALU, Inc.  

 

54,991 

 

1,193,305 

Sysco Corp.  

 

160,390 

 

4,944,824 

Wal-Mart Stores, Inc.  

 

620,154 

 

37,141,023 

Walgreen Co.  

 

266,478 

 

8,250,159 

Whole Foods Market, Inc.  

 

37,100 

 

743,113 

 

**81,166,273**

**Food Products 1.7%**

 
Archer-Daniels-Midland Co.  

 

180,553 

 

3,955,916 

Campbell Soup Co.  

 

53,409 

 

2,061,587 

ConAgra Foods, Inc.  

 

128,752 

 

2,505,514 

Dean Foods Co.*  

 

34,700 

 

810,592 

General Mills, Inc.  

 

97,150 

 

6,676,148 

H.J. Heinz Co.  

 

83,854 

 

4,190,184 

Kellogg Co.  

 

67,034 

 

3,760,608 

Kraft Foods, Inc. "A"  

 

417,184 

 

13,662,776 

McCormick & Co., Inc.  

 

35,600 

 

1,368,820 

Sara Lee Corp.  

 

190,439 

 

2,405,245 

The Hershey Co.  

 

44,460 

 

1,757,948 

Tyson Foods, Inc. "A"  

 

68,500 

 

817,890 

Wm. Wrigley Jr. Co.  

 

59,302 

 

4,708,579 

 

**48,681,807**

**Household Products 2.8%**

 
Clorox Co.  

 

36,332 

 

2,277,653 

Colgate-Palmolive Co.  

 

140,568 

 

10,591,799 

Kimberly-Clark Corp.  

 

112,307 

 

7,281,986 

Procter & Gamble Co.*  

 

839,896 

 

58,532,352 

 

**78,683,790**

**Personal Products 0.2%**

 
Avon Products, Inc.  

 

113,770 

 

4,729,419 

Estee Lauder Companies, Inc. "A"  

 

30,500 

 

1,522,255 

 

**6,251,674**

**Tobacco 1.6%**

 
Altria Group, Inc.  

 

571,652 

 

11,341,576 

Lorillard, Inc.  

 

47,754 

 

3,397,697 

Philip Morris International, Inc.  

 

568,352 

 

27,337,731 

Reynolds American, Inc.  

 

44,990 

 

2,187,414 

UST, Inc.  

 

41,851 

 

2,784,765 

 

**47,049,183**

**Energy 13.2%**

 
**Energy Equipment & Services 2.6%**

 
Baker Hughes, Inc.  

 

89,173 

 

5,398,533 

BJ Services Co.  

 

76,628 

 

1,465,894 

Cameron International Corp.*  

 

59,100 

 

2,277,714 

ENSCO International, Inc.  

 

38,700 

 

2,230,281 

Halliburton Co.  

 

240,878 

 

7,802,038 

Nabors Industries Ltd.*  

 

73,438 

 

1,830,075 

National-Oilwell Varco, Inc.*  

 

117,900 

 

5,922,117 

Noble Corp.  

 

70,548 

 

3,097,057 

Rowan Companies, Inc.  

 

29,039 

 

887,142 

 

 

 

Schlumberger Ltd.  

 

334,644 

 

26,132,350 

Smith International, Inc.  

 

59,500 

 

3,489,080 

Transocean, Inc.*  

 

87,499 

 

9,610,890 

Weatherford International Ltd.*  

 

182,200 

 

4,580,508 

 

**74,723,679**

**Oil, Gas & Consumable Fuels 10.6%**

 
Anadarko Petroleum Corp.  

 

125,968 

 

6,110,708 

Apache Corp.  

 

94,674 

 

9,872,605 

Cabot Oil & Gas Corp.  

 

27,100 

 

979,394 

Chesapeake Energy Corp.  

 

141,400 

 

5,070,604 

Chevron Corp.  

 

568,856 

 

46,919,243 

ConocoPhillips  

 

423,209 

 

31,000,059 

CONSOL Energy, Inc.  

 

49,100 

 

2,253,199 

Devon Energy Corp.  

 

124,704 

 

11,373,005 

El Paso Corp.  

 

183,098 

 

2,336,330 

EOG Resources, Inc.  

 

66,800 

 

5,975,928 

ExxonMobil Corp.  

 

1,438,068 

 

111,680,361 

Hess Corp.  

 

78,465 

 

6,440,407 

Marathon Oil Corp.  

 

200,688 

 

8,001,431 

Massey Energy Co.  

 

20,700 

 

738,369 

Murphy Oil Corp.  

 

49,600 

 

3,181,344 

Noble Energy, Inc.  

 

44,700 

 

2,484,873 

Occidental Petroleum Corp.  

 

225,162 

 

15,862,663 

Peabody Energy Corp.  

 

74,900 

 

3,370,500 

Pioneer Natural Resources Co.  

 

33,000 

 

1,725,240 

Range Resources Corp.  

 

39,342 

 

1,686,591 

Southwestern Energy Co.*  

 

94,900 

 

2,898,246 

Spectra Energy Corp.  

 

166,198 

 

3,955,512 

Sunoco, Inc.  

 

30,872 

 

1,098,426 

Tesoro Corp.  

 

36,400 

 

600,236 

Valero Energy Corp.  

 

145,000 

 

4,393,500 

Williams Companies, Inc.  

 

156,823 

 

3,708,864 

XTO Energy, Inc.  

 

149,650 

 

6,961,718 

 

**300,679,356**

**Financials 15.7%**

 
**Capital Markets 2.8%**

 
American Capital Ltd.  

 

47,500 

 

1,211,725 

Ameriprise Financial, Inc.  

 

61,808 

 

2,361,066 

Bank of New York Mellon Corp.  

 

325,092 

 

10,591,497 

Charles Schwab Corp.  

 

267,833 

 

6,963,658 

E*TRADE Financial Corp.*  

 

109,700 

 

307,160 

Federated Investors, Inc. "B"  

 

22,900 

 

660,665 

Franklin Resources, Inc.  

 

42,071 

 

3,707,717 

Invesco Ltd.  

 

106,700 

 

2,238,566 

Janus Capital Group, Inc.  

 

41,479 

 

1,007,110 

Legg Mason, Inc.  

 

34,900 

 

1,328,294 

Merrill Lynch & Co., Inc.  

 

429,204 

 

10,858,861 

Morgan Stanley  

 

310,764 

 

7,147,572 

Northern Trust Corp.  

 

60,605 

 

4,375,681 

State Street Corp.  

 

117,434 

 

6,679,646 

T. Rowe Price Group, Inc.  

 

69,652 

 

3,741,009 

The Goldman Sachs Group, Inc.  

 

119,769 

 

15,330,432 

 

**78,510,659**

 

 

 

**Commercial Banks 2.9%**

 
BB&T Corp.  

 

153,718 

 

5,810,540 

Comerica, Inc.  

 

40,757 

 

1,336,422 

Fifth Third Bancorp.  

 

144,691 

 

1,721,823 

First Horizon National Corp.  

 

40,119 

 

375,518 

Huntington Bancshares, Inc.  

 

95,596 

 

763,812 

KeyCorp.  

 

134,283 

 

1,603,339 

M&T Bank Corp.  

 

19,700 

 

1,758,225 

Marshall & Ilsley Corp.  

 

62,253 

 

1,254,398 

National City Corp.  

 

176,923 

 

309,615 

PNC Financial Services Group, Inc.  

 

91,161 

 

6,809,727 

Regions Financial Corp.  

 

185,019 

 

1,776,182 

SunTrust Banks, Inc.  

 

102,692 

 

4,620,113 

US Bancorp.  

 

487,815 

 

17,571,096 

Wachovia Corp.  

 

614,751 

 

2,151,629 

Wells Fargo & Co.  

 

921,156 

 

34,570,985 

Zions Bancorp.  

 

27,056 

 

1,047,067 

 

**83,480,491**

**Consumer Finance 0.7%**

 
American Express Co.  

 

317,843 

 

11,261,178 

Capital One Financial Corp.  

 

102,743 

 

5,239,893 

Discover Financial Services  

 

124,732 

 

1,723,796 

SLM Corp.*  

 

135,565 

 

1,672,872 

 

**19,897,739**

**Diversified Financial Services 4.9%**

 
Bank of America Corp.  

 

1,266,207 

 

44,317,245 

CIT Group, Inc.  

 

78,300 

 

544,968 

Citigroup, Inc.  

 

1,520,960 

 

31,194,890 

CME Group, Inc.  

 

18,500 

 

6,872,935 

IntercontinentalExchange, Inc.*  

 

18,800 

 

1,516,784 

JPMorgan Chase & Co.  

 

1,015,843 

 

47,439,868 

Leucadia National Corp.  

 

43,300 

 

1,967,552 

Moody's Corp.  

 

55,800 

 

1,897,200 

NYSE Euronext  

 

70,200 

 

2,750,436 

 

**138,501,878**

**Insurance 3.0%**

 
Aflac, Inc.  

 

135,044 

 

7,933,835 

Allstate Corp.  

 

151,070 

 

6,967,349 

American International Group, Inc.  

 

737,748 

 

2,456,701 

Aon Corp.  

 

77,787 

 

3,497,304 

Assurant, Inc.  

 

26,600 

 

1,463,000 

Chubb Corp.  

 

100,258 

 

5,504,164 

Cincinnati Financial Corp.  

 

45,234 

 

1,286,455 

Genworth Financial, Inc. "A"  

 

113,100 

 

973,791 

Hartford Financial Services Group, Inc.  

 

83,946 

 

3,440,947 

Lincoln National Corp.  

 

71,174 

 

3,046,959 

Loews Corp.  

 

100,023 

 

3,949,908 

Marsh & McLennan Companies, Inc.  

 

142,432 

 

4,523,640 

MBIA, Inc.  

 

53,046 

 

631,247 

MetLife, Inc.  

 

189,311 

 

10,601,416 

Principal Financial Group, Inc.  

 

69,419 

 

3,019,032 

Progressive Corp.  

 

190,388 

 

3,312,751 

Prudential Financial, Inc.  

 

121,416 

 

8,741,952 

The Travelers Companies, Inc.  

 

166,575 

 

7,529,190 

Torchmark Corp.  

 

25,010 

 

1,495,598 

 

 

 

Unum Group  

 

85,794 

 

2,153,430 

XL Capital Ltd. "A"  

 

83,932 

 

1,505,740 

 

**84,034,409**

**Real Estate Investment Trusts 1.3%**

 
Apartment Investment & Management Co. "A" (REIT)  

 

29,880 

 

1,046,398 

AvalonBay Communities, Inc. (REIT)  

 

20,000 

 

1,968,400 

Boston Properties, Inc. (REIT)  

 

30,500 

 

2,856,630 

Developers Diversified Realty Corp. (REIT)  

 

34,500 

 

1,093,305 

Equity Residential (REIT)  

 

72,360 

 

3,213,507 

General Growth Properties, Inc. (REIT)  

 

75,500 

 

1,140,050 

HCP, Inc. (REIT)  

 

60,555 

 

2,430,072 

Host Hotels & Resorts, Inc. (REIT)  

 

136,500 

 

1,814,085 

Kimco Realty Corp. (REIT)  

 

60,600 

 

2,238,564 

Plum Creek Timber Co., Inc. (REIT)  

 

45,624 

 

2,274,813 

ProLogis (REIT)  

 

79,500 

 

3,280,965 

Public Storage (REIT)  

 

34,530 

 

3,418,815 

Simon Property Group, Inc. (REIT)  

 

65,434 

 

6,347,098 

Vornado Realty Trust (REIT)  

 

38,800 

 

3,528,860 

 

**36,651,562**

**Real Estate Management & Development 0.0%**

 
CB Richard Ellis Group, Inc. "A"*  

 

50,200 

 

**671,174**

**Thrifts & Mortgage Finance 0.1%**

 
Hudson City Bancorp., Inc.  

 

133,400 

 

2,461,230 

MGIC Investment Corp.  

 

22,163 

 

155,806 

Sovereign Bancorp., Inc.  

 

132,791 

 

524,524 

 

**3,141,560**

**Health Care 13.0%**

 
**Biotechnology 1.7%**

 
Amgen, Inc.*  

 

297,024 

 

17,604,612 

Biogen Idec, Inc.*  

 

79,071 

 

3,976,480 

Celgene Corp.*  

 

122,000 

 

7,720,160 

Genzyme Corp.*  

 

70,340 

 

5,689,803 

Gilead Sciences, Inc.*  

 

258,920 

 

11,801,574 

 

**46,792,629**

**Health Care Equipment & Supplies 2.3%**

 
Baxter International, Inc.  

 

176,598 

 

11,590,127 

Becton, Dickinson & Co.  

 

68,192 

 

5,473,090 

Boston Scientific Corp.*  

 

396,306 

 

4,862,675 

C.R. Bard, Inc.  

 

26,994 

 

2,560,921 

Covidien Ltd.  

 

133,457 

 

7,174,648 

Hospira, Inc.*  

 

41,622 

 

1,589,960 

Intuitive Surgical, Inc.*  

 

11,500 

 

2,771,270 

Medtronic, Inc.  

 

308,099 

 

15,435,760 

St. Jude Medical, Inc.*  

 

89,626 

 

3,897,835 

Stryker Corp.  

 

63,148 

 

3,934,120 

Varian Medical Systems, Inc.*  

 

33,000 

 

1,885,290 

Zimmer Holdings, Inc.*  

 

63,308 

 

4,087,164 

 

**65,262,860**

**Health Care Providers & Services 2.0%**

 
Aetna, Inc.  

 

131,396 

 

4,744,710 

AmerisourceBergen Corp.  

 

43,848 

 

1,650,877 

Cardinal Health, Inc.  

 

95,268 

 

4,694,807 

CIGNA Corp.  

 

74,375 

 

2,527,263 

 

 

 

Coventry Health Care, Inc.*  

 

40,958 

 

1,333,183 

DaVita, Inc.*  

 

28,900 

 

1,647,589 

Express Scripts, Inc.*  

 

66,600 

 

4,916,412 

Humana, Inc.*  

 

46,751 

 

1,926,141 

Laboratory Corp. of America Holdings*  

 

30,800 

 

2,140,600 

McKesson Corp.  

 

77,815 

 

4,187,225 

Medco Health Solutions, Inc.*  

 

146,676 

 

6,600,420 

Patterson Companies, Inc.*  

 

34,800 

 

1,058,268 

Quest Diagnostics, Inc.  

 

41,802 

 

2,159,909 

Tenet Healthcare Corp.*  

 

123,848 

 

687,357 

UnitedHealth Group, Inc.  

 

335,724 

 

8,524,032 

WellPoint, Inc.*  

 

141,216 

 

6,604,672 

 

**55,403,465**

**Health Care Technology 0.0%**

 
IMS Health, Inc.  

 

50,906 

 

**962,633**

**Life Sciences Tools & Services 0.4%**

 
Applied Biosystems, Inc.  

 

48,235 

 

1,652,049 

Millipore Corp.*  

 

13,981 

 

961,893 

PerkinElmer, Inc.  

 

31,663 

 

790,625 

Thermo Fisher Scientific, Inc.*  

 

120,228 

 

6,612,540 

Waters Corp.*  

 

26,105 

 

1,518,789 

 

**11,535,896**

**Pharmaceuticals 6.6%**

 
Abbott Laboratories  

 

427,122 

 

24,593,685 

Allergan, Inc.  

 

80,878 

 

4,165,217 

Barr Pharmaceuticals, Inc.*  

 

28,800 

 

1,880,640 

Bristol-Myers Squibb Co.  

 

561,436 

 

11,705,941 

Eli Lilly & Co.  

 

269,047 

 

11,846,139 

Forest Laboratories, Inc.*  

 

83,081 

 

2,349,531 

Johnson & Johnson  

 

773,901 

 

53,615,861 

King Pharmaceuticals, Inc.*  

 

64,975 

 

622,461 

Merck & Co., Inc.  

 

594,706 

 

18,768,921 

Mylan, Inc.*  

 

70,000 

 

799,400 

Pfizer, Inc.  

 

1,875,493 

 

34,584,091 

Schering-Plough Corp.  

 

455,252 

 

8,408,504 

Watson Pharmaceuticals, Inc.*  

 

27,407 

 

781,100 

Wyeth  

 

368,909 

 

13,627,498 

 

**187,748,989**

**Industrials 11.0%**

 
**Aerospace & Defense 2.7%**

 
Boeing Co.  

 

206,220 

 

11,826,717 

General Dynamics Corp.  

 

109,960 

 

8,095,255 

Goodrich Corp.  

 

32,038 

 

1,332,781 

Honeywell International, Inc.  

 

209,168 

 

8,690,930 

L-3 Communications Holdings, Inc.  

 

33,100 

 

3,254,392 

Lockheed Martin Corp.  

 

93,526 

 

10,256,997 

Northrop Grumman Corp.  

 

88,850 

 

5,378,979 

Precision Castparts Corp.  

 

41,100 

 

3,237,858 

Raytheon Co.  

 

112,723 

 

6,031,808 

Rockwell Collins, Inc.  

 

42,344 

 

2,036,323 

United Technologies Corp.  

 

267,040 

 

16,038,422 

 

**76,180,462**

 

 

 

**Air Freight & Logistics 1.0%**

 
C.H. Robinson Worldwide, Inc.  

 

45,400 

 

2,313,584 

Expeditors International of Washington, Inc.  

 

56,000 

 

1,951,040 

FedEx Corp.  

 

84,201 

 

6,655,247 

United Parcel Service, Inc. "B"  

 

284,670 

 

17,902,896 

 

**28,822,767**

**Airlines 0.1%**

 
Southwest Airlines Co.  

 

196,491 

 

**2,851,084**

**Building Products 0.1%**

 
Masco Corp.  

 

96,805 

 

**1,736,682**

**Commercial Services & Supplies 0.4%**

 
Allied Waste Industries, Inc.*  

 

76,846 

 

853,759 

Avery Dennison Corp.  

 

25,231 

 

1,122,275 

Cintas Corp.  

 

34,366 

 

986,648 

Pitney Bowes, Inc.  

 

57,485 

 

1,911,951 

R.R. Donnelley & Sons Co.  

 

58,621 

 

1,437,973 

Waste Management, Inc.  

 

139,140 

 

4,381,519 

 

**10,694,125**

**Construction & Engineering 0.2%**

 
Fluor Corp.  

 

49,008 

 

2,729,746 

Jacobs Engineering Group, Inc.*  

 

34,300 

 

1,862,833 

 

**4,592,579**

**Electrical Equipment 0.4%**

 
Cooper Industries Ltd. "A"  

 

47,602 

 

1,901,700 

Emerson Electric Co.  

 

214,240 

 

8,738,849 

Rockwell Automation, Inc.  

 

39,456 

 

1,473,287 

 

**12,113,836**

**Industrial Conglomerates 3.2%**

 
3M Co.  

 

194,266 

 

13,270,310 

General Electric Co.  

 

2,752,465 

 

70,187,858 

Textron, Inc.  

 

65,654 

 

1,922,349 

Tyco International Ltd.  

 

136,357 

 

4,775,222 

 

**90,155,739**

**Machinery 1.6%**

 
Caterpillar, Inc.  

 

171,168 

 

10,201,613 

Cummins, Inc.  

 

53,892 

 

2,356,158 

Danaher Corp.  

 

70,222 

 

4,873,407 

Deere & Co.  

 

119,992 

 

5,939,604 

Dover Corp.  

 

52,559 

 

2,131,267 

Eaton Corp.  

 

45,554 

 

2,559,224 

Illinois Tool Works, Inc.  

 

109,242 

 

4,855,807 

Ingersoll-Rand Co., Ltd. "A"  

 

83,672 

 

2,608,056 

ITT Corp.  

 

47,592 

 

2,646,591 

Manitowoc Co., Inc.  

 

33,500 

 

520,925 

PACCAR, Inc.  

 

105,815 

 

4,041,075 

Pall Corp.  

 

32,710 

 

1,124,897 

Parker Hannifin Corp.  

 

44,452 

 

2,355,956 

Terex Corp.*  

 

27,100 

 

827,092 

 

**47,041,672**

**Professional Services 0.1%**

 
Equifax, Inc.  

 

34,409 

 

1,185,390 

Monster Worldwide, Inc.*  

 

33,189 

 

494,848 

Robert Half International, Inc.  

 

43,775 

 

1,083,431 

 

**2,763,669**

 

 

 

**Road & Rail 1.1%**

 
Burlington Northern Santa Fe Corp.  

 

77,886 

 

7,199,003 

CSX Corp.  

 

113,652 

 

6,201,990 

Norfolk Southern Corp.  

 

101,544 

 

6,723,228 

Ryder System, Inc.  

 

15,290 

 

947,980 

Union Pacific Corp.  

 

140,330 

 

9,985,883 

 

**31,058,084**

**Trading Companies & Distributors 0.1%**

 
Fastenal Co.  

 

35,500 

 

1,753,345 

W.W. Grainger, Inc.  

 

17,962 

 

1,562,155 

 

**3,315,500**

**Information Technology 15.8%**

 
**Communications Equipment 2.6%**

 
Ciena Corp.*  

 

22,698 

 

228,796 

Cisco Systems, Inc.*  

 

1,620,864 

 

36,566,692 

Corning, Inc.  

 

432,090 

 

6,757,888 

Harris Corp.  

 

32,300 

 

1,492,260 

JDS Uniphase Corp.*  

 

58,939 

 

498,624 

Juniper Networks, Inc.*  

 

143,100 

 

3,015,117 

Motorola, Inc.  

 

643,396 

 

4,593,847 

QUALCOMM, Inc.  

 

450,154 

 

19,343,117 

Tellabs, Inc.*  

 

117,630 

 

477,578 

 

**72,973,919**

**Computers & Peripherals 4.4%**

 
Apple, Inc.*  

 

242,878 

 

27,605,513 

Dell, Inc.*  

 

494,947 

 

8,156,727 

EMC Corp.*  

 

572,162 

 

6,843,057 

Hewlett-Packard Co.  

 

680,436 

 

31,463,361 

International Business Machines Corp.  

 

373,520 

 

43,686,899 

Lexmark International, Inc. "A"*  

 

25,157 

 

819,363 

NetApp, Inc.*  

 

93,509 

 

1,704,669 

QLogic Corp.*  

 

36,500 

 

560,640 

SanDisk Corp.*  

 

59,500 

 

1,163,225 

Sun Microsystems, Inc.*  

 

217,791 

 

1,655,212 

Teradata Corp.*  

 

47,698 

 

930,111 

 

**124,588,777**

**Electronic Equipment, Instruments & Components 0.3%**

 
Agilent Technologies, Inc.*  

 

101,041 

 

2,996,876 

Amphenol Corp. "A"  

 

48,700 

 

1,954,818 

Jabil Circuit, Inc.  

 

48,675 

 

464,359 

Molex, Inc.  

 

37,786 

 

848,296 

Tyco Electronics Ltd.  

 

130,657 

 

3,613,973 

 

**9,878,322**

**Internet Software & Services 1.5%**

 
Akamai Technologies, Inc.*  

 

43,500 

 

758,640 

eBay, Inc.*  

 

303,132 

 

6,784,094 

Google, Inc. "A"*  

 

66,300 

 

26,554,476 

VeriSign, Inc.*  

 

57,700 

 

1,504,816 

Yahoo!, Inc.*  

 

376,722 

 

6,517,291 

 

**42,119,317**

**IT Services 1.0%**

 
Affiliated Computer Services, Inc. "A"*  

 

26,600 

 

1,346,758 

Automatic Data Processing, Inc.  

 

147,737 

 

6,315,757 

 

 

 

Cognizant Technology Solutions Corp. "A"*  

 

77,000 

 

1,757,910 

Computer Sciences Corp.*  

 

45,432 

 

1,825,912 

Convergys Corp.*  

 

35,440 

 

523,803 

Fidelity National Information Services, Inc.  

 

43,200 

 

797,472 

Fiserv, Inc.*  

 

43,850 

 

2,074,982 

MasterCard, Inc. "A"  

 

20,100 

 

3,564,333 

Paychex, Inc.  

 

88,467 

 

2,922,065 

Total System Services, Inc.  

 

45,466 

 

745,642 

Unisys Corp.*  

 

94,084 

 

258,731 

Western Union Co.  

 

203,088 

 

5,010,181 

 

**27,143,546**

**Office Electronics 0.1%**

 
Xerox Corp.  

 

246,056 

 

**2,837,026**

**Semiconductors & Semiconductor Equipment 2.2%**

 
Advanced Micro Devices, Inc.*  

 

149,897 

 

786,959 

Altera Corp.  

 

82,243 

 

1,700,785 

Analog Devices, Inc.  

 

78,668 

 

2,072,902 

Applied Materials, Inc.  

 

374,035 

 

5,659,150 

Broadcom Corp. "A"*  

 

122,870 

 

2,289,068 

Intel Corp.  

 

1,551,482 

 

29,059,258 

KLA-Tencor Corp.  

 

47,585 

 

1,506,065 

Linear Technology Corp.  

 

58,306 

 

1,787,662 

LSI Corp.*  

 

191,155 

 

1,024,591 

MEMC Electronic Materials, Inc.*  

 

60,800 

 

1,718,208 

Microchip Technology, Inc.  

 

57,100 

 

1,680,453 

Micron Technology, Inc.*  

 

188,649 

 

764,028 

National Semiconductor Corp.  

 

63,166 

 

1,087,087 

Novellus Systems, Inc.*  

 

30,482 

 

598,667 

NVIDIA Corp.*  

 

144,947 

 

1,552,382 

Teradyne, Inc.*  

 

45,658 

 

356,589 

Texas Instruments, Inc.  

 

365,448 

 

7,857,132 

Xilinx, Inc.  

 

76,613 

 

1,796,575 

 

**63,297,561**

**Software 3.7%**

 
Adobe Systems, Inc.*  

 

146,104 

 

5,766,725 

Autodesk, Inc.*  

 

60,448 

 

2,028,030 

BMC Software, Inc.*  

 

52,569 

 

1,505,050 

CA, Inc.  

 

101,515 

 

2,026,239 

Citrix Systems, Inc.*  

 

47,514 

 

1,200,204 

Compuware Corp.*  

 

80,921 

 

784,125 

Electronic Arts, Inc.*  

 

82,906 

 

3,066,693 

Intuit, Inc.*  

 

88,566 

 

2,799,571 

Microsoft Corp.  

 

2,173,795 

 

58,018,589 

Novell, Inc.*  

 

92,382 

 

474,843 

Oracle Corp.*  

 

1,090,829 

 

22,154,737 

Salesforce.com, Inc.*  

 

28,600 

 

1,384,240 

Symantec Corp.*  

 

236,406 

 

4,628,830 

 

**105,837,876**

**Materials 3.3%**

 
**Chemicals 2.0%**

 
Air Products & Chemicals, Inc.  

 

56,790 

 

3,889,547 

Ashland, Inc.  

 

14,604 

 

427,021 

CF Industries Holdings, Inc.  

 

15,600 

 

1,426,776 

Dow Chemical Co.  

 

265,591 

 

8,440,482 

 

 

 

E.I. du Pont de Nemours & Co.  

 

250,052 

 

10,077,096 

Eastman Chemical Co.  

 

22,386 

 

1,232,573 

Ecolab, Inc.  

 

45,542 

 

2,209,698 

Hercules, Inc.  

 

31,330 

 

620,021 

International Flavors & Fragrances, Inc.  

 

21,116 

 

833,237 

Monsanto Co.  

 

152,484 

 

15,092,866 

PPG Industries, Inc.  

 

43,162 

 

2,517,208 

Praxair, Inc.  

 

85,328 

 

6,121,431 

Rohm & Haas Co.  

 

33,089 

 

2,316,230 

Sigma-Aldrich Corp.  

 

34,268 

 

1,796,328 

 

**57,000,514**

**Construction Materials 0.1%**

 
Vulcan Materials Co.  

 

27,431 

 

**2,043,610**

**Containers & Packaging 0.1%**

 
Ball Corp.  

 

27,424 

 

1,082,974 

Bemis Co., Inc.  

 

27,430 

 

718,940 

Pactiv Corp.*  

 

34,849 

 

865,301 

Sealed Air Corp.  

 

43,072 

 

947,153 

 

**3,614,368**

**Metals & Mining 0.8%**

 
AK Steel Holding Corp.  

 

31,200 

 

808,704 

Alcoa, Inc.  

 

230,851 

 

5,212,616 

Allegheny Technologies, Inc.  

 

25,679 

 

758,814 

Freeport-McMoRan Copper & Gold, Inc.  

 

106,699 

 

6,065,838 

Newmont Mining Corp.  

 

131,700 

 

5,104,692 

Nucor Corp.  

 

86,836 

 

3,430,022 

Titanium Metals Corp.  

 

23,400 

 

265,356 

United States Steel Corp.  

 

32,492 

 

2,521,704 

 

**24,167,746**

**Paper & Forest Products 0.3%**

 
International Paper Co.  

 

119,104 

 

3,118,143 

MeadWestvaco Corp.  

 

48,244 

 

1,124,567 

Weyerhaeuser Co.  

 

58,529 

 

3,545,687 

 

**7,788,397**

**Telecommunication Services 3.0%**

 
**Diversified Telecommunication Services 2.7%**

 
AT&T, Inc.  

 

1,624,830 

 

45,365,254 

CenturyTel, Inc.  

 

28,555 

 

1,046,541 

Embarq Corp.  

 

39,281 

 

1,592,844 

Frontier Communications Corp.  

 

86,005 

 

989,057 

Qwest Communications International, Inc.  

 

409,281 

 

1,321,978 

Verizon Communications, Inc.  

 

782,212 

 

25,101,183 

Windstream Corp.  

 

125,474 

 

1,372,686 

 

**76,789,543**

**Wireless Telecommunication Services 0.3%**

 
American Tower Corp. "A"*  

 

107,500 

 

3,866,775 

Sprint Nextel Corp.  

 

782,228 

 

4,771,591 

 

**8,638,366**

**Utilities 3.5%**

 
**Electric Utilities 2.1%**

 
Allegheny Energy, Inc.  

 

43,418 

 

1,596,480 

American Electric Power Co., Inc.  

 

104,915 

 

3,885,002 

 

 

 

Duke Energy Corp.  

 

353,396 

 

6,159,692 

Edison International  

 

85,090 

 

3,395,091 

Entergy Corp.  

 

57,209 

 

5,092,173 

Exelon Corp.  

 

187,038 

 

11,712,320 

FirstEnergy Corp.  

 

90,395 

 

6,055,561 

FPL Group, Inc.  

 

118,794 

 

5,975,338 

Pepco Holdings, Inc.  

 

51,700 

 

1,184,447 

Pinnacle West Capital Corp.  

 

26,196 

 

901,404 

PPL Corp.  

 

100,048 

 

3,703,777 

Progress Energy, Inc.  

 

67,650 

 

2,917,745 

Southern Co.  

 

222,088 

 

8,370,497 

 

**60,949,527**

**Gas Utilities 0.1%**

 
Nicor, Inc.  

 

12,337 

 

547,146 

Questar Corp.  

 

45,100 

 

1,845,492 

 

**2,392,638**

**Independent Power Producers & Energy Traders 0.1%**

 
AES Corp.*  

 

175,750 

 

2,054,518 

Constellation Energy Group, Inc.  

 

50,387 

 

1,224,404 

Dynegy, Inc. "A"*  

 

113,261 

 

405,474 

 

**3,684,396**

**Multi-Utilities 1.2%**

 
Ameren Corp.  

 

56,319 

 

2,198,131 

CenterPoint Energy, Inc.  

 

83,568 

 

1,217,586 

CMS Energy Corp.  

 

59,049 

 

736,341 

Consolidated Edison, Inc.  

 

66,816 

 

2,870,415 

Dominion Resources, Inc.  

 

152,080 

 

6,505,983 

DTE Energy Co.  

 

44,603 

 

1,789,472 

Integrys Energy Group, Inc.  

 

20,100 

 

1,003,794 

NiSource, Inc.  

 

72,066 

 

1,063,694 

PG&E Corp.  

 

92,347 

 

3,458,395 

Public Service Enterprise Group, Inc.  

 

150,546 

 

4,936,403 

Sempra Energy  

 

77,190 

 

3,895,779 

TECO Energy, Inc.  

 

55,888 

 

879,118 

Xcel Energy, Inc.  

 

108,737 

 

2,173,653 

 

**32,728,764**

**Total Common Stocks** (Cost $2,401,983,491)

 

**2,807,873,746**

 

**Principal****Amount ($)**

 

**Value ($)**

 

**Government & Agency Obligation 0.1%**

 
**US Treasury Obligation**

 
US Treasury Bill, 2.06% **, 12/4/2008 (a) (Cost $3,297,878)

 

3,310,000 

 

**3,305,793**

 

**Shares**

 

**Value ($)**

 

**Cash Equivalents 1.0%**

 
Cash Management QP Trust, 2.38% (b)(Cost $26,797,757)

 

 

26,797,757

 

**26,797,757**

 

 

 

 

**% of****Net Assets**

 

**Value ($)**

**Total Investment Portfolio** (Cost $2,432,079,126) †

100.0

 

**2,837,977,296**

**Other Assets and Liabilities, Net**

0.0

 

**1,050,857**

**Net Assets**

100.0

 

**2,839,028,153**

*For information on the Fund's policies regarding the valuation of investments and other significant accounting policies, please refer to the Fund's most recent semi-annual or annual financial statements.*

***

*Non-income producing security.*

****

*Annualized yield at time of purchase; not a coupon rate.*

*†*

*The cost for federal income tax purposes was $2,618,701,269.  At September 30, 2008, net unrealized appreciation for all securities based on tax cost was $219,276,027.  This consisted of aggregate gross unrealized appreciation for all securities in which there was an excess of value over tax cost of $834,596,761 and aggregate gross unrealized depreciation for all securities in which there was an excess of tax cost over value of $615,320,734.*

*(a)*

*At September 30, 2008, this security has been pledged, in whole or in part, to cover initial margin requirements for open futures contracts.*

*(b)*

*Affiliated fund managed by Deutsche Investment Management Americas Inc.  The rate shown is the annualized seven-day yield at period end.*

*REIT: Real Estate Investment Trust*

*At September 30, 2008, open futures contracts purchased were as follows:*

**Futures**

 

**Expiration****Date**

 

**Contracts**

 

**Aggregated****Face****Value ($)**

 

**Value ($)**

 

**Unrealized****Depreciation ($)**

 

S&P 500 Index 

 

12/18/2008 

 

108 

 

32,278,459 

 

31,519,800 

 

**(758,659)**

 
 

***Fair Value Measurements***

 

*The following is a summary of the inputs used as of September 30, 2008 in valuing the Fund's investments. Please see below for information on the Fund’s policy regarding valuation inputs, and their aggregate levels used in the table below:*

 

**Valuation Inputs**

**Investments in  Securities**

**Other Financial Instruments***††*

Level 1 

$           2,834,671,503   

$             (758,659)   

Level 2 

3,305,793   

-   

Level 3 

-   

-   

**Total**

**$           2,837,977,296**

**$             (758,659)**

 

*†† Other financial instruments are derivative instruments not reflected in the Investment Portfolio, such as future contracts, which are valued at the unrealized appreciation (depreciation) on the instrument.*

 

*The Fund adopted Financial Accounting Standards Board Statement of Financial Accounting Standards No. 157, Fair Value Measurements ("FAS* *157"), effective at the beginning of the Fund’s fiscal year. FAS* *157 establishes a three-tier hierarchy to maximize the use of observable market data and minimize the use of unobservable inputs and requires additional disclosure about the classification of fair value measurements.*

*Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in three broad levels.  Level 1 includes quoted prices in active markets for identical securities.  Level 2 includes other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).  Level 3 includes significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).  The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.*

 

 

 

**ITEM 2.**

**CONTROLS AND PROCEDURES**

 

 

 

(a)          The Chief Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on the evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

 

 

 

(b)          There have been no changes in the registrant’s internal control over financial reporting that occurred during the registrant’s last fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant’s internal controls over financial reporting.

 

 

**ITEM 3.**

**EXHIBITS**

 

 

 

Certification pursuant to Rule 30a-2(a) under the Investment Company Act of 1940 (17 CFR 270.30a-2(a)) is filed and attached hereto as Exhibit 99.CERT.

 

 

**SIGNATURES**

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

DWS Global Commodities Stock Fund, Inc.

Daily Assets Fund Institutional, a series of DWS Institutional Funds

DWS Commodity Securities Fund, a series of DWS Institutional Funds

The European Equity Fund, Inc.

The New Germany Fund, Inc.

Cash Management Portfolio

Prime Series, a series of Cash Reserve Fund, Inc.

DWS RREEF Global Real Estate Securities Fund, a series of DWS Advisor Funds

DWS RREEF Real Estate Securities Fund, a series of DWS Advisor Funds

NY Tax Free Money Fund, a series of DWS Advisor Funds

Tax Free Money Fund Investment, a series of DWS Advisor Funds

DWS Communications Fund, Inc.

DWS Equity 500 Index Portfolio

DWS RREEF Global Infrastructure Fund, a series of DWS Global/International Fund, Inc.

Cash Management Fund Institutional, a series of DWS Institutional Funds

Cash Reserves Fund Institutional, a series of DWS Institutional Funds

DWS EAFE Equity Index Fund, a series of DWS Institutional Funds

DWS Equity 500 Index Fund, a series of DWS Institutional Funds

DWS U.S. Bond Index Fund, a series of DWS Institutional Funds

DWS S&P 500 Index Fund, a series of DWS Investment Trust

DWS Equity 500 Index VIP, a series of DWS Investments VIT Funds

DWS Small Cap Index VIP, a series of DWS Investments VIT Funds

DWS Money Market Series, a series of DWS Money Market Trust

DWS RREEF Real Estate Fund II, Inc.

DWS RREEF Real Estate Fund, Inc.

DWS RREEF World Real Estate & Tactical Strategies Fund, Inc.

DWS Variable Series I

DWS Variable Series II

 

By:

/s/Michael G. Clark

 

Michael G. Clark

President

 

Date:

November 14, 2008

 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

By:

/s/Michael G. Clark

 

Michael G. Clark

President

 

Date:

November 14, 2008

 

By:

/s/Paul Schubert

 

Paul Schubert

Chief Financial Officer and Treasurer

 

Date:

November 14, 2008

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