-----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, GfV0QkR0krWjiRmqzjU4BTyEa9TPRzrBFtyu2Hy7bQbmN4wIVCNtdJwkdXB3tb2u O34aNmooXJcRIJA1WXRVcQ== 0001193805-08-001876.txt : 20080807 0001193805-08-001876.hdr.sgml : 20080807 20080807133436 ACCESSION NUMBER: 0001193805-08-001876 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080807 DATE AS OF CHANGE: 20080807 EFFECTIVENESS DATE: 20080807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NOMURA ASSET MANAGEMENT CO LTD CENTRAL INDEX KEY: 0001055964 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06746 FILM NUMBER: 08997731 BUSINESS ADDRESS: STREET 1: 2 1 14 NIHONBASHI STREET 2: CHUO KU, TOKYO CITY: JAPAN 103-0027 STATE: M0 BUSINESS PHONE: 0332419511 MAIL ADDRESS: STREET 1: 2 1 14 NIHONBASHI CHUO STREET 2: CHUO KU, TOKYO CITY: JAPAN 103-0027 13F-HR 1 e604101_13f-namtokyo.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2008 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: Nomura Asset Management Co., Ltd. Address: 1-12-1 Nihonbashi, Chuo-ku Tokyo, Japan 103-8260 13F File Number: 28-6746 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Tatsuro Kochi Title: Chief Compliance Officer Phone: 03-3241-9506 Signature, Place, and Date of Signing: /s/ Tatsuro Kochi - --------------------- Tatsuro Kochi, Tokyo, August 7, 2008 - -------------------------------------------------------------------------------- Report Type (Check only one.): |X| 13F HOLDINGS REPORT. |_| 13F NOTICE. |_| 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: - -------------------------------------------------------------------------------- - -------------------------------------------------------------------------------- - -------------------------------------------------------------------------------- I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,065 Form 13F Information Table Value Total: 10,616,170 (thousands) List of Other Included Managers: None
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ 3M CORP COM 88579Y101 5,813 83,537 SH Sole 83,537 ABBOTT LABS COM 002824100 13,964 263,613 SH Sole 263,613 ABERCROMBIE & FITCH CO CL A 002896207 579 9,230 SH Sole 9,230 ACADIA REALTY TRUST COM SH BEN INT 004239109 17,957 775,700 SH Sole 775,700 ACCENTURE LTD CL A G1150G111 2,626 64,482 SH Sole 64,482 ACCO BRANDS CORP COM 00081T108 11,845 1,054,800 SH Sole 1,054,800 ACE LIMITED ORD G0070K103 5,110 92,749 SH Sole 92,749 ACTIVISION INC COM NEW 004930202 948 27,837 SH Sole 27,837 ADOBE SYSTEMS INC COM 00724F101 2,161 54,863 SH Sole 54,863 ADVANCE AUTO PARTS COM 00751Y106 368 9,470 SH Sole 9,470 ADVANCED MICRO DEVICES INC COM 007903107 482 82,628 SH Sole 82,628 AERCAP HOLDINGS NV SHS N00985106 1,642 130,000 SH Sole 130,000 AES CORP COM 00130H105 11,017 573,521 SH Sole 573,521 AETNA INC NEW COM 00817Y108 2,853 70,392 SH Sole 70,392 AFFILIATED COMPUTER SERIVCES CL A 008190100 667 12,461 SH Sole 12,461 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 995 1,232,000 PRN Sole 1,232,000 AFLAC INC COM 001055102 4,146 66,020 SH Sole 66,020 AGCO CORP COM 001084102 435 8,297 SH Sole 8,297 AGILENT TECHNOLOGIES COM 00846U101 1,465 41,210 SH Sole 41,210 AGREE REALTY CORP COM 008492100 110 5,000 SH Sole 5,000 AIR PRODUCTS COM 009158106 2,891 29,240 SH Sole 29,240 AIRGAS INC COM 009363102 15,958 273,300 SH Sole 273,300 AK STEEL HOLDING COR COM 001547108 976 14,151 SH Sole 14,151 AKAMAI TECHNOLOGIES INC COM 00971T101 540 15,510 SH Sole 15,510 ALBERTO-CULVER CO COM 013078100 12 467 SH Sole 467 ALCATEL-LUCENT SPONSORED ADR 013904305 14,501 2,400,900 SH Sole 2,400,900 ALCOA INC COM 013817101 9,207 258,466 SH Sole 258,466 ALCON INC COM SHS H01301102 342 2,102 SH Sole 2,102 ALEXANDERS INC COM 014752109 376 1,210 SH Sole 1,210 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 45,927 471,819 SH Sole 471,819 ALEXION PHARMACEUTICALS INC COM 015351109 3,509 48,400 SH Sole 48,400 ALLEGHENY ENERGY INC COM 017361106 874 17,434 SH Sole 17,434 ALLEGHENY TECHNOLOGIES INC COM 01741R102 503 8,486 SH Sole 8,486 ALLERGAN INC COM 018490102 1,596 30,663 SH Sole 30,663 ALLIANCE DATA SYSTEMS CORP COM 018581108 432 7,640 SH Sole 7,640 ALLIANT ENERGY CORP COM 018802108 503 14,678 SH Sole 14,678 ALLIANT TECHSYSTEMS INC COM 018804104 2 20 SH Sole 20 ALLIED CAPITAL CORP COM 01903Q108 16,853 1,213,343 SH Sole 1,213,343 ALLIED WASTE COM PAR$.01NEW 019589308 4,374 346,630 SH Sole 346,630 ALLSTATE CORP COM 020002101 3,383 74,204 SH Sole 74,204 ALTERA CORP COM 021441100 613 29,595 SH Sole 29,595 ALTRIA GROUP INC COM 02209S103 54,726 2,661,788 SH Sole 2,661,788 AMAZON COM INC COM 023135106 6,914 94,288 SH Sole 94,288 AMB PROPERTY CORP COM 00163T109 107,440 2,132,585 SH Sole 2,132,585 AMBAC INC COM 023139108 26 19,355 SH Sole 19,355 AMDOCS LTD ORD G02602103 2 75 SH Sole 75 AMEREN CORPORATION COM 023608102 3,234 76,590 SH Sole 76,590 AMERICA MOVIL SPON ADR L SHS 02364W105 2,849 54,000 SH Sole 54,000 AMERICAN CAMPUS COMMUNITIES COM 024835100 21,710 779,800 SH Sole 779,800 AMERICAN CAPITAL LTD COM 024937104 18,119 762,250 SH Sole 762,250 AMERICAN EAGLE OUTFITTERS COM 02553E106 211 15,475 SH Sole 15,475 AMERICAN ELECTRIC PO COM 025537101 2,192 54,486 SH Sole 54,486 AMERICAN EXPRESS CO COM 025816109 4,676 124,127 SH Sole 124,127 AMERICAN FINANCIAL GROUP INC COM 025932104 3 120 SH Sole 120 AMERICAN INTL GROUP COM 026874107 19,583 740,100 SH Sole 740,100 AMERICAN LAND LEASE INC COM 027118108 86 4,500 SH Sole 4,500 AMERICAN STATES WATER CO COM 029899101 5,699 163,100 SH Sole 163,100 AMERICAN TOWER CORP CL A 029912201 2,098 49,648 SH Sole 49,648 AMERIPRISE FINANCIAL COM 03076C106 1,079 26,535 SH Sole 26,535 AMERISOURCEBERGEN CO COM 03073E105 3,689 92,260 SH Sole 92,260
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ AMGEN INC COM 031162100 23,118 490,198 SH Sole 490,198 AMGEN INC NOTE 0.125% 2/0 031162AN0 271 298,000 PRN Sole 298,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 257 290,000 PRN Sole 290,000 AMPHENOL CORP CL A 032095101 1,027 22,880 SH Sole 22,880 AMR CORP COM 001765106 6 1,100 SH Sole 1,100 AMYLIN PHARMACEUTICAL INC COM 032346108 4,267 168,068 SH Sole 168,068 ANADARKO PETE COM 032511107 5,146 68,759 SH Sole 68,759 ANALOG DEVICES INC COM 032654105 5,640 177,516 SH Sole 177,516 ANGLO AMERICAN PLC ADR NEW 03485P201 213 6,000 SH Sole 6,000 ANHEUSER BUSCH COS I COM 035229103 6,054 97,455 SH Sole 97,455 ANNALY CAPITAL MANAG COM 035710409 923 59,505 SH Sole 59,505 AON CORP COM 037389103 2,192 47,716 SH Sole 47,716 APACHE CORPORATION COM 037411105 17,368 124,947 SH Sole 124,947 APARTMENT INVT&MGMT CL A 03748R101 2,313 67,916 SH Sole 67,916 APOLLO GROUP CL A 037604105 2,103 47,523 SH Sole 47,523 APOLLO INVESTMENT CORP COM 03761U106 2,150 150,000 SH Sole 150,000 APPLE INC COM 037833100 25,125 150,052 SH Sole 150,052 APPLIED BIOSYSTEMS COM AP BIO GRP 038020103 994 29,691 SH Sole 29,691 APPLIED MATERIALS COM 038222105 3,727 195,248 SH Sole 195,248 AQUA AMERICA INC COM 03836W103 7,512 470,400 SH Sole 470,400 ARACRUZ CELULOSE SPON ADR PFD B 038496204 41,597 566,800 SH Sole 566,800 ARCH COAL INC COM 039380100 1,008 13,431 SH Sole 13,431 ARCHER DANIELS MIDLA COM 039483102 2,811 83,276 SH Sole 83,276 ARROW ELECTRS INC COM 042735100 542 17,656 SH Sole 17,656 ARTHUR J GALLAGHER & CO COM 363576109 1 56 SH Sole 56 ASHFORD HOSPITALITY TRUST COM SHS 044103109 299 64,700 SH Sole 64,700 ASHLAND INC COM 044209104 176 3,657 SH Sole 3,657 ASSOCIATED BANC-CORP COM 045487105 229 11,863 SH Sole 11,863 ASSOCIATED ESTATES REALTY CP COM 045604105 94 8,800 SH Sole 8,800 ASSURANT INC COM 04621X108 843 12,780 SH Sole 12,780 ASTORIA FINANCIAL CO COM 046265104 2 75 SH Sole 75 ASTRAZENECA PLC SPONSORED ADR 046353108 9,433 221,800 SH Sole 221,800 AT & T INC COM 00206R102 48,826 1,449,267 SH Sole 1,449,267 ATMOS ENERGY CORP COM 049560105 7 240 SH Sole 240 AUTODESK INC COM 052769106 883 26,119 SH Sole 26,119 AUTOLIV INC COM 052800109 20,996 450,368 SH Sole 450,368 AUTOMATIC DATA PROCE COM 053015103 2,712 64,722 SH Sole 64,722 AUTONATION INC COM 05329W102 323 32,229 SH Sole 32,229 AUTOZONE COM 053332102 682 5,636 SH Sole 5,636 AUXILIUM PHARMACEUTICALS INC COM 05334D107 4,404 131,000 SH Sole 131,000 AVALONBAY COMMUNITIE COM 053484101 106,844 1,198,336 SH Sole 1,198,336 AVERY DENNISON CORP COM 053611109 550 12,531 SH Sole 12,531 AVIS BUDGET GROUP INC COM 053774105 7 870 SH Sole 870 AVNET COM 053807103 538 19,724 SH Sole 19,724 AVON PRODUCTS INC COM 054303102 2,125 58,992 SH Sole 58,992 AXIS CAPITAL HOLDING SHS G0692U109 527 17,689 SH Sole 17,689 BAKER HUGHES COM 057224107 18,447 211,208 SH Sole 211,208 BALL CORP COM 058498106 434 9,100 SH Sole 9,100 BALLARD POWER SYSTEM COM 05858H104 25 6,000 SH Sole 6,000 BANCO BRADESCO SP ADR PFD NEW 059460303 8,286 405,000 SH Sole 405,000 BANCO DE CHILE SPONSORED ADR 059520106 4 100 SH Sole 100 BANCO MACRO SA SPON ADR B 05961W105 7 400 SH Sole 400 BANCO SANTANDER CHILE SP ADR REP COM 05965X109 5,230 121,600 SH Sole 121,600 BANCOLOMBIA S.A. SPON ADR PREF 05968L102 22 700 SH Sole 700 BANK OF AMERICA CORP COM 060505104 67,459 2,826,086 SH Sole 2,826,086 BANK OF NEWYORK MELL COM 064058100 41,126 1,087,136 SH Sole 1,087,136 BARD (C R) COM 067383109 1,338 15,217 SH Sole 15,217 BARR PHARMACEUTICALS INC COM 068306109 447 9,916 SH Sole 9,916 BARRICK GOLD CORP COM 067901108 1,527 33,561 SH Sole 33,561 BAXTER INTERNATIONAL COM 071813109 7,897 123,514 SH Sole 123,514 BB&T CORPORATION COM 054937107 1,573 69,101 SH Sole 69,101 BE AEROSPACE INC COM 073302101 186 8,000 SH Sole 8,000 BECKMAN COULTER INC COM 075811109 353 5,224 SH Sole 5,224
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ BECTON,DICKINSON COM 075887109 9,134 112,353 SH Sole 112,353 BED BATH & BEYOND COM 075896100 865 30,767 SH Sole 30,767 BELDEN INC COM 077454106 21,141 624,000 SH Sole 624,000 BEMIS COMPANY INC COM 081437105 2 68 SH Sole 68 BERKSHIRE HATHAWAY I CL A 084670108 3,743 31 SH Sole 31 BERKSHIRE HATHAWAY INC CL B 084670207 3,727 929 SH Sole 929 BEST BUY COMPANY INC COM 086516101 1,775 44,831 SH Sole 44,831 BIG LOTS INC COM 089302103 312 10,000 SH Sole 10,000 BIOGEN IDEC INC COM 09062X103 8,485 151,815 SH Sole 151,815 BIOMED REALTY TRUST INC COM 09063H107 51,513 2,099,994 SH Sole 2,099,994 BJ SERVICES COM 055482103 848 26,564 SH Sole 26,564 BLACK & DECKER INC COM 091797100 2,221 38,627 SH Sole 38,627 BLACKSTONE GROUP LP COM UNIT LTD 09253U108 27 1,500 SH Sole 1,500 BLOCKBUSTER INC CL B 093679207 2 1,000 SH Sole 1,000 BLOCKBUSTER INC CL A 093679108 4 1,700 SH Sole 1,700 BMC SOFTWARE COM 055921100 783 21,752 SH Sole 21,752 BOEING CO COM 097023105 5,937 90,344 SH Sole 90,344 BORGWARNER INC COM 099724106 465 10,485 SH Sole 10,485 BOSTON PROPERTIES COM 101121101 299,473 3,319,367 SH Sole 3,319,367 BOSTON SCIENTIFIC CO COM 101137107 1,947 158,439 SH Sole 158,439 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 2,837 180,000 SH Sole 180,000 BRE PROPERTIES CL A 05564E106 60,229 1,391,606 SH Sole 1,391,606 BRINKER INTERNATIONAL INC COM 109641100 1 75 SH Sole 75 BRISTOL MYERS SQUIBB COM 110122108 126,434 6,158,505 SH Sole 6,158,505 BROADCOM CORP CL A 111320107 2,147 78,679 SH Sole 78,679 BROADRIDGE FINANCIAL SOLUTIONS LLC COM 11133T103 26 1,239 SH Sole 1,239 BROOKFIELD ASSET MANAGE CL A LTD VT SH 112585104 1,341 41,200 SH Sole 41,200 BROWN & BROWN INC COM 115236101 2 102 SH Sole 102 BROWN-FORMAN CORP CL B 115637209 7,151 94,630 SH Sole 94,630 BRUNSWICK CORP COM 117043109 54 5,100 SH Sole 5,100 BUCYRUS INTERNATIONAL INC COM 118759109 2,483 34,000 SH Sole 34,000 BUNGE LIMITED COM G16962105 1,860 17,273 SH Sole 17,273 BURLINGTON NORTHERN COM 12189T104 3,900 39,041 SH Sole 39,041 C.H.ROBINSON WORLDWIDE INC COM NEW 12541W209 980 17,877 SH Sole 17,877 CA INC COM 12673P105 1,057 45,777 SH Sole 45,777 CABLEVISION SYSTEMS- CL A NY CABLVS 12686C109 724 32,031 SH Sole 32,031 CABOT CORP COM 127055101 1 44 SH Sole 44 CABOT OIL & GAS CORP COM 127097103 823 12,144 SH Sole 12,144 CADENCE DESIGN COM 127387108 205 20,291 SH Sole 20,291 CADIZ INC COM NEW 127537207 1,864 115,610 SH Sole 115,610 CALGON CARBON CO COM 129603106 4,813 311,300 SH Sole 311,300 CALIFORNIA WATER SERVICE GRP COM 130788102 8,291 253,000 SH Sole 253,000 CAMDEN PROPERTY TRUST SH BEN INT 133131102 49,461 1,117,500 SH Sole 1,117,500 CAMECO CORP COM 13321L108 8,051 187,800 SH Sole 187,800 CAMERON INTERNATIONA COM 13342B105 1,876 33,893 SH Sole 33,893 CAMPBELL SOUP CO COM 134429109 966 28,859 SH Sole 28,859 CAPITAL ONE FINANCIA COM 14040H105 10,810 284,393 SH Sole 284,393 CAPLEASE INC COM 140288101 1,358 181,359 SH Sole 181,359 CARDINAL HEALTH INC COM 14149Y108 2,606 50,522 SH Sole 50,522 CARDIOME PHARMA CORPORATION COM NEW 14159U202 1,822 207,000 SH Sole 207,000 CAREER EDUCATION CO COM 141665109 1 46 SH Sole 46 CARLISLE COS INC COM 142339100 22,345 770,500 SH Sole 770,500 CARMAX INC COM 143130102 290 20,408 SH Sole 20,408 CARNIVAL CORP PAIRED CTF 143658300 36,189 1,097,978 SH Sole 1,097,978 CARTER S INC COM 146229109 15,646 1,132,100 SH Sole 1,132,100 CASCAL N.V. COM N1842P109 8,479 689,330 SH Sole 689,330 CATERPILLAR INC DEL COM 149123101 5,244 71,044 SH Sole 71,044 CB RICHARD ELLIS GROUP INC CL A 12497T101 319 16,590 SH Sole 16,590 CBL&ASSOCIATES PROPERTIES COM 124830100 3,530 154,533 SH Sole 154,533 CBS CORP CL B 124857202 3,374 173,107 SH Sole 173,107 CEDAR SHOPPING CENTERS INC COM NEW 150602209 309 26,400 SH Sole 26,400 CELANESE CORP COM SER A 150870103 4,117 90,156 SH Sole 90,156 CELGENE CORP COM 151020104 17,330 271,328 SH Sole 271,328
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ CELLCOM ISRAEL LTD SHS M2196U109 17 500 SH Sole 500 CEMEX SA SPON ADR NEW 151290889 1,946 78,779 SH Sole 78,779 CEMIG SA SP ADR N-V PFD 204409601 3,344 136,200 SH Sole 136,200 CENTERPOINT ENERGY I COM 15189T107 778 48,463 SH Sole 48,463 CENTEX CO COM 152312104 234 17,472 SH Sole 17,472 CENTURY ALUMINUM CO COM 156431108 798 12,000 SH Sole 12,000 CENTURYTEL INC COM 156700106 147 4,125 SH Sole 4,125 CEPHALON INC COM 156708109 580 8,700 SH Sole 8,700 CERADYNE INC COM 156710105 995 29,000 SH Sole 29,000 CF INDUSTRIES HOLDINGS INC COM 125269100 735 4,807 SH Sole 4,807 CHARLES RIVER LABORATORIES COM 159864107 403 6,300 SH Sole 6,300 CHECK POINT SOFTWARE TECHNOLOGIES ORD M22465104 9,458 399,598 SH Sole 399,598 CHESAPEAKE ENERGY CO COM 165167107 4,094 62,074 SH Sole 62,074 CHEVRON CORP COM 166764100 94,800 956,319 SH Sole 956,319 CHICOS FAS INC COM 168615102 0 82 SH Sole 82 CHILDREN S PLACE COM 168905107 289 8,000 SH Sole 8,000 CHOICE HOTELS INTERN COM 169905106 21 800 SH Sole 800 CHOICEPOINT INC COM 170388102 301 6,248 SH Sole 6,248 CHUBB CORP COM 171232101 2,286 46,639 SH Sole 46,639 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 99,269 3,912,840 SH Sole 3,912,840 CIA CERVECERIA UNIDAS SPONSORED ADR 204429104 9 300 SH Sole 300 CIA SANEAMENTO BASICO DE SPONSORED ADR 20441A102 26,879 525,400 SH Sole 525,400 CIA TELECOM CHILE SPON ADR NEW 204449300 10 1,800 SH Sole 1,800 CIA VALE DO RIO DOCE SPONSORED ADR 204412209 2,436 68,000 SH Sole 68,000 CIA VALE DO RIO DOCE SPON ADR PFD 204412100 10,713 359,000 SH Sole 359,000 CIENA CORPORATION COM NEW 171779309 765 33,000 SH Sole 33,000 CIGNA CORP COM 125509109 1,800 50,860 SH Sole 50,860 CIMAREX ENERGY CO COM 171798101 516 7,400 SH Sole 7,400 CINCINNATI FINANCIAL COM 172062101 478 18,824 SH Sole 18,824 CINTAS CORP COM 172908105 387 14,611 SH Sole 14,611 CIRCUIT CITY STORES INC COM 172737108 5 1,600 SH Sole 1,600 CISCO SYSTEMS COM 17275R102 42,685 1,835,116 SH Sole 1,835,116 CIT GROUP INC COM 125581108 130 19,037 SH Sole 19,037 CITIGROUP COM 172967101 13,336 795,713 SH Sole 795,713 CITIZENS COMMUNICATI COM 17453B101 213 18,819 SH Sole 18,819 CITRIX SYSTEMS INC COM 177376100 574 19,518 SH Sole 19,518 CITY NATIONAL CORP COM 178566105 1 29 SH Sole 29 CLARCOR INC COM 179895107 5,079 144,700 SH Sole 144,700 CLEAR CHANNEL COMMUN COM 184502102 1,989 56,505 SH Sole 56,505 CLEVELAND CLIFFS INC COM 185896107 976 8,187 SH Sole 8,187 CLOROX CO COM 189054109 906 17,348 SH Sole 17,348 CME GROUP INC COM 12572Q105 2,341 6,108 SH Sole 6,108 CMGI INC COM NEW 125750307 7,281 686,840 SH Sole 686,840 CMS ENERGY COM 125896100 8 550 SH Sole 550 CNA FINL CORP COM 126117100 293 11,650 SH Sole 11,650 COACH INC COM 189754104 4,271 147,903 SH Sole 147,903 COCA COLA CO COM 191216100 71,530 1,376,102 SH Sole 1,376,102 COCA COLA ENTERPRISE COM 191219104 779 45,053 SH Sole 45,053 COEUR D ALENE MINES CORP NOTE 3.250% 3/1 192108AR9 24 30,000 PRN Sole 30,000 COGDELL SPENCER INC COM 19238U107 1,087 66,900 SH Sole 66,900 COGNIZANT TECH SOLUTIONS CORP CL A 192446102 2,511 77,223 SH Sole 77,223 COLGATE PALMOLIVE CO COM 194162103 6,860 99,270 SH Sole 99,270 COLONIAL BANCGROUP INC COM 195493309 0 110 SH Sole 110 COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 7,574 378,300 SH Sole 378,300 COMCAST CORP CL A 20030N101 4,828 254,522 SH Sole 254,522 COMCAST CORP SPECIAL CL A SPL 20030N200 1,660 88,489 SH Sole 88,489 COMERICA INC COM 200340107 563 21,980 SH Sole 21,980 COMMERCE BANCSHARES INC COM 200525103 2 44 SH Sole 44 COMMSCOPE INC COM 203372107 3,852 73,000 SH Sole 73,000 COMMUNITY HEALTH SYSTEMS INC COM 203668108 104 3,149 SH Sole 3,149 COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR 204448104 407 6,222 SH Sole 6,222 COMPUTER SCIENCE COM 205363104 1,115 23,808 SH Sole 23,808 COMPUWARE CORP COM 205638109 1 84 SH Sole 84
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ CONAGRA INC COM 205887102 1,366 70,863 SH Sole 70,863 CONOCOPHILLIPS COM 20825C104 50,004 529,762 SH Sole 529,762 CONSECO INC COM NEW 208464883 7 720 SH Sole 720 CONSOL ENERGY INC COM 20854P109 8,663 77,090 SH Sole 77,090 CONSOLIDATED EDISON COM 209115104 23,793 608,672 SH Sole 608,672 CONSOLIDATED WATER CO ORD G23773107 3,346 169,000 SH Sole 169,000 CONSTELLATION BRANDS CL A 21036P108 467 23,500 SH Sole 23,500 CONSTELLATION ENERGY COM 210371100 2,781 33,868 SH Sole 33,868 CONTINENTAL AIRLINES CL B 210795308 4 350 SH Sole 350 CONVERGYS CORP COM 212485106 1 88 SH Sole 88 COOPER INDUSTRIES LT CL A G24182100 828 20,957 SH Sole 20,957 COPART INC COM 217204106 300 7,000 SH Sole 7,000 CORINTHIAN COLLEGES COM 218868107 23 2,000 SH Sole 2,000 CORNING INC COM 219350105 6,336 274,887 SH Sole 274,887 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 34,331 1,000,030 SH Sole 1,000,030 CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 1,659 60,400 SH Sole 60,400 COSTCO WHOLESALE COR COM 22160K105 7,468 106,477 SH Sole 106,477 COUNTRYWIDE FINANCIA COM 222372104 551 129,590 SH Sole 129,590 COUSINS PROPERTIES INC COM 222795106 547 23,700 SH Sole 23,700 COVANCE INC COM 222816100 477 5,540 SH Sole 5,540 COVANTA HOLDING CORP COM 22282E102 10,983 411,500 SH Sole 411,500 COVENTRY HEALTH CARE COM 222862104 1,046 34,390 SH Sole 34,390 COVIDIEN LTD COM G2552X108 2,970 62,027 SH Sole 62,027 CREDICORP LTD COM G2519Y108 236 2,874 SH Sole 2,874 CROWN CASTLE INTL CO COM 228227104 1,005 25,954 SH Sole 25,954 CROWN HOLDINGS INC COM 228368106 7 260 SH Sole 260 CSX CORP COM 126408103 2,744 43,687 SH Sole 43,687 CTC MEDIA INC COM 12642X106 740 30,000 SH Sole 30,000 CUBIST PHARMACEUTICALS INC COM 229678107 2,036 114,000 SH Sole 114,000 CUMMINS INC COM 231021106 1,665 25,406 SH Sole 25,406 CV THERAPEUTICS INC COM 126667104 1,804 219,200 SH Sole 219,200 CVS CAREMARK CORP COM 126650100 28,115 710,515 SH Sole 710,515 D&B CORP COM 26483E100 456 5,207 SH Sole 5,207 DANA HOLDINGS CORP COM 235825205 1,741 325,396 SH Sole 325,396 DANAHER CORP COM 235851102 59,260 766,624 SH Sole 766,624 DARDEN RESTAURANTS INC COM 237194105 450 14,091 SH Sole 14,091 DAVITA INC COM 23918K108 572 10,758 SH Sole 10,758 DAWSON GEOPHYSICAL CO COM 239359102 416 7,000 SH Sole 7,000 DCT INDUSTRIAL TRUST INC COM 233153105 850 102,600 SH Sole 102,600 DEAN FOODS CO COM 242370104 491 25,014 SH Sole 25,014 DEERE & COMPANY COM 244199105 4,385 60,799 SH Sole 60,799 DELL INC COM 24702R101 14,842 678,350 SH Sole 678,350 DENBURY RESOURCES INC COM NEW 247916208 801 21,947 SH Sole 21,947 DENTSPLY INTERNATIONAL INC COM 249030107 550 14,957 SH Sole 14,957 DEVELOPERS DIVERSIFI COM 251591103 6,541 188,452 SH Sole 188,452 DEVON ENERGY CORP COM 25179M103 49,552 412,380 SH Sole 412,380 DIAMOND OFFSHORE DRI COM 25271C102 1,065 7,652 SH Sole 7,652 DIAMONDROCK HOSPITALITY CO COM 252784301 21,073 1,935,079 SH Sole 1,935,079 DIEBOLD COM 253651103 1 40 SH Sole 40 DIGITAL REALTY TRUST INC COM 253868103 41,330 1,010,258 SH Sole 1,010,258 DILLARDS INC-CL A CL A 254067101 5 420 SH Sole 420 DIONEX CORP COM 254546104 8,489 127,900 SH Sole 127,900 DIRECTV GROUP INC/TH COM 25459L106 2,086 80,526 SH Sole 80,526 DISCOVER FINANCIAL S COM 254709108 14,015 1,064,195 SH Sole 1,064,195 DISCOVERY HOLDING CO CL A COM 25468Y107 538 24,509 SH Sole 24,509 DISH NETWORK CORP CL A 25470M109 783 26,749 SH Sole 26,749 DISNEY (WALT) CO COM DISNEY 254687106 19,554 626,738 SH Sole 626,738 DISTRIBUCION Y SERVICIO SPONSORED ADR 254753106 8 400 SH Sole 400 DNP SELECT INCOME FUND INC COM 23325P104 1 131 SH Sole 131 DOLLAR TREE INC COM 256746108 2 46 SH Sole 46 DOMINION RESOURCES INC VA NEW COM 25746U109 3,439 72,425 SH Sole 72,425 DOMTAR CORP COM 257559104 269 49,312 SH Sole 49,312 DONALDSON INC COM 257651109 5,906 132,300 SH Sole 132,300
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ DONNELLEY R R & SONS COM 257867101 851 28,675 SH Sole 28,675 DOUGLAS EMMETT INC COM 25960P109 39,163 1,782,569 SH Sole 1,782,569 DOVER CORP COM 260003108 1,149 23,764 SH Sole 23,764 DOW CHEM CO COM 260543103 4,279 122,584 SH Sole 122,584 DR HORTON INC COM 23331A109 533 49,088 SH Sole 49,088 DR PEPPER SNAPPLE GROUP INC COM 26138E109 4,105 195,646 SH Sole 195,646 DREAMWORKS ANIMATION SKG INC CL A 26153C103 9,009 302,200 SH Sole 302,200 DST SYSTEMS INC COM 233326107 254 4,615 SH Sole 4,615 DTE ENERGY COMPANY COM 233331107 1,491 35,140 SH Sole 35,140 DU PONT E I DE NEMOURS & CO COM 263534109 60,155 1,402,552 SH Sole 1,402,552 DUKE ENERGY CORP COM 26441C105 75,525 4,345,539 SH Sole 4,345,539 DUKE REALTY CORP COM NEW 264411505 8,576 382,014 SH Sole 382,014 DUPONT FABROS TECHNOLOGY COM 26613Q106 11,663 625,700 SH Sole 625,700 DYNAVAX TECHNOLOGIES CORP COM 268158102 234 160,000 SH Sole 160,000 DYNEGY INC CL A 26817G102 676 79,100 SH Sole 79,100 E TRADE FINANCIAL CORP COM 269246104 128 40,672 SH Sole 40,672 EASTGROUP PROPERTIES COM 277276101 621 14,470 SH Sole 14,470 EASTMAN CHEMICAL CO COM 277432100 750 10,889 SH Sole 10,889 EASTMAN KODAK CO COM 277461109 620 42,993 SH Sole 42,993 EATON CORP COM 278058102 1,530 18,002 SH Sole 18,002 EBAY INC COM 278642103 12,780 467,605 SH Sole 467,605 ECHOSTAR CORP CL A 278768106 19 619 SH Sole 619 ECOLAB INC COM 278865100 19,598 455,865 SH Sole 455,865 EDISON INTERNATIONAL COM 281020107 2,006 39,045 SH Sole 39,045 EDUCATION REALTY TRUST INC COM 28140H104 1,704 146,300 SH Sole 146,300 EL PASO CORPORATION COM 28336L109 4,388 201,830 SH Sole 201,830 ELAN CORP PLC-ADR ADR 284131208 11,344 319,100 SH Sole 319,100 ELECTRONIC ARTS COM 285512109 1,463 32,923 SH Sole 32,923 ELECTRONIC DATA SYST COM 285661104 1,857 75,362 SH Sole 75,362 EMBARQ CORP COM 29078E105 2,516 53,226 SH Sole 53,226 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 70 4,600 SH Sole 4,600 EMBRAER-EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,670 63,000 SH Sole 63,000 EMC CORP COM 268648102 4,840 329,502 SH Sole 329,502 EMC CORP NOTE 1.750%12/0 268648AK8 174 157,000 PRN Sole 157,000 EMERSON ELEC COM 291011104 15,971 322,969 SH Sole 322,969 EMPRESA NACIONAL DE ELECTRIDAD SA SPONSORED ADR 29244T101 141 3,300 SH Sole 3,300 ENCANA CORP COM 292505104 427 4,700 SH Sole 4,700 ENERGEN CORP COM 29265N108 492 6,310 SH Sole 6,310 ENERGIZER HOLDINGS INC COM 29266R108 372 5,096 SH Sole 5,096 ENERGY EAST CORP COM 29266M109 541 21,868 SH Sole 21,868 ENERSIS S A SPONSORED ADR 29274F104 162 10,417 SH Sole 10,417 ENSCO INTERNATIONAL INC COM 26874Q100 1,049 12,987 SH Sole 12,987 ENTERGY CORP COM 29364G103 3,052 25,332 SH Sole 25,332 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 17,154 346,960 SH Sole 346,960 EOG RESOURCES INC COM 26875P101 8,877 67,662 SH Sole 67,662 EQUIFAX INC COM 294429105 462 13,733 SH Sole 13,733 EQUINIX INC COM NEW 29444U502 2,231 25,000 SH Sole 25,000 EQUITABLE RESOURCES INC COM 294549100 827 11,980 SH Sole 11,980 EQUITY LIFESTYLE PROPERTIES COM 29472R108 647 14,700 SH Sole 14,700 EQUITY ONE INC COM 294752100 450 21,900 SH Sole 21,900 EQUITY RESIDENTIAL SH BEN INT 29476L107 104,664 2,734,878 SH Sole 2,734,878 ESSEX PROPERTY TRUST INC COM 297178105 47,452 445,560 SH Sole 445,560 ESTEE LAUDER COMPANI CL A 518439104 10,029 215,901 SH Sole 215,901 EVEREST RE GROUP LTD COM G3223R108 623 7,812 SH Sole 7,812 EW SCRIPPS CO CL A 811054204 346 8,332 SH Sole 8,332 EXELON CORPORATION COM 30161N101 68,194 758,052 SH Sole 758,052 EXPEDIA INC COM 30212P105 828 45,038 SH Sole 45,038 EXPEDITORS INTERNATIONAL WASH INC COM 302130109 922 21,436 SH Sole 21,436 EXPRESS SCRIPTS INC COM 302182100 3,958 63,107 SH Sole 63,107 EXTERRAN HOLDINGS INC COM 30225X103 370 5,180 SH Sole 5,180 EXTRA SPACE STORAGE INC COM 30225T102 43,796 2,851,302 SH Sole 2,851,302 EXXON MOBIL CORP COM 30231G102 148,159 1,681,139 SH Sole 1,681,139 FAIRPOINT COMMUNICAT COM 305560104 4,108 569,785 SH Sole 569,785
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ FAMILY DOLLAR STORES COM 307000109 217 10,865 SH Sole 10,865 FASTENAL CO COM 311900104 536 12,422 SH Sole 12,422 FEDERAL HOME LN MTG CORP COM 313400301 4,234 258,146 SH Sole 258,146 FEDERAL MOGUL CORP CL A 313549404 2,955 183,172 SH Sole 183,172 FEDERAL NATL MTG ASSN COM 313586109 3,560 182,495 SH Sole 182,495 FEDERAL REALTY INVT TRUST SH BEN INT NEW 313747206 132,528 1,920,697 SH Sole 1,920,697 FEDERATED INVS INC PA CL B 314211103 301 8,752 SH Sole 8,752 FEDEX CORPORATION COM 31428X106 3,002 38,106 SH Sole 38,106 FELCOR LODGING TRUST INC COM 31430F101 390 37,100 SH Sole 37,100 FIDELITY NATIONAL FINANCIAL CL A 31620R105 352 27,929 SH Sole 27,929 FIDELITY NATL INFORMATION SV COM 31620M106 1,042 28,234 SH Sole 28,234 FIFTH THIRD BANCORP COM 316773100 775 76,176 SH Sole 76,176 FIRST AMERN CORP CALIF COM 318522307 331 12,545 SH Sole 12,545 FIRST HORIZON NATL CORP COM 320517105 84 11,263 SH Sole 11,263 FIRST INDUSTRIAL REALTY TR COM 32054K103 730 26,590 SH Sole 26,590 FIRST POTOMAC REALTY TRUST COM 33610F109 2,272 149,059 SH Sole 149,059 FIRST SOLAR INC COM 336433107 1,233 4,520 SH Sole 4,520 FIRSTENERGY CORP COM 337932107 3,001 36,453 SH Sole 36,453 FISERV INC COM 337738108 787 17,350 SH Sole 17,350 FLEXIBLE SOLUTIONS INTL INC COM 33938T104 547 218,900 SH Sole 218,900 FLEXTRONICS INTL LTD ORD Y2573F102 10,293 1,094,960 SH Sole 1,094,960 FLOWSERVE CORP COM 34354P105 702 5,136 SH Sole 5,136 FLUOR CORP COM 343412102 2,207 11,859 SH Sole 11,859 FMC TECHNOLOGIES INC COM 30249U101 968 12,585 SH Sole 12,585 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 9,056 199,000 SH Sole 199,000 FOOT LOCKER INC COM 344849104 1 72 SH Sole 72 FORD MOTOR COMPANY COM PAR $0.01 345370860 8,215 1,707,985 SH Sole 1,707,985 FOREST CITY ENTERPRISES INC CL A 345550107 205 6,350 SH Sole 6,350 FOREST LABS INC COM 345838106 1,128 32,468 SH Sole 32,468 FOREST OIL CORP COM PAR $0.01 346091705 574 7,700 SH Sole 7,700 FORESTAR REAL ESTATE GROUP COM 346233109 16 851 SH Sole 851 FORTUNE BRANDS INC COM 349631101 1,137 18,221 SH Sole 18,221 FOSTER WHEELER LTD SHS NEW G36535139 935 12,780 SH Sole 12,780 FPL GROUP INC COM 302571104 5,948 90,695 SH Sole 90,695 FRANKLIN RESOURCES INC COM 354613101 1,691 18,451 SH Sole 18,451 FRANKLIN STREET PROPERTIES CORP COM 35471R106 460 36,400 SH Sole 36,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 36,213 309,012 SH Sole 309,012 FRONTLINE LTD SHS G3682E127 558 8,000 SH Sole 8,000 FULTON FINANCIAL CORP COM 360271100 1 127 SH Sole 127 GAMESTOP CORP CL A 36467W109 2,173 53,780 SH Sole 53,780 GANNETT INC COM 364730101 713 32,887 SH Sole 32,887 GAP INC COM 364760108 1,709 102,509 SH Sole 102,509 GARMIN LTD ORD G37260109 884 20,634 SH Sole 20,634 GENENTECH INC COM NEW 368710406 10,879 143,333 SH Sole 143,333 GENERAL DYNAMICS COM 369550108 3,684 43,752 SH Sole 43,752 GENERAL ELEC CO COM 369604103 201,878 7,563,805 SH Sole 7,563,805 GENERAL GROWTH PPTYS INC COM 370021107 75,718 2,161,510 SH Sole 2,161,510 GENERAL MILLS INC COM 370334104 2,424 39,891 SH Sole 39,891 GENERAL MTRS CORP COM 370442105 1,798 156,330 SH Sole 156,330 GENTEX CORP COM 371901109 1 86 SH Sole 86 GENUINE PARTS CO COM 372460105 37,984 957,256 SH Sole 957,256 GENWORTH FINANCIAL INC COM CL A 37247D106 1,398 78,481 SH Sole 78,481 GENZYME CORP COM 372917104 15,489 215,064 SH Sole 215,064 GETTY REALTY CORP COM 374297109 151 10,500 SH Sole 10,500 GFI GROUP INC COM 361652209 68 7,500 SH Sole 7,500 GILEAD SCIENCES INC COM 375558103 19,051 359,790 SH Sole 359,790 GLADSTONE COMMERCIAL CORP COM 376536108 99 5,700 SH Sole 5,700 GLIMCHER REALTY TRUST SH BEN INT 379302102 1,289 115,300 SH Sole 115,300 GOLDMAN SACHS GROUP COM 38141G104 9,700 55,458 SH Sole 55,458 GOODRICH BF COM 382388106 1,243 26,183 SH Sole 26,183 GOODYEAR TIRE & RUBR CO COM 382550101 563 31,587 SH Sole 31,587 GOOGLE INC CL A 38259P508 17,739 33,697 SH Sole 33,697 GRAINGER W W INC COM 384802104 948 11,588 SH Sole 11,588
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ GRAMERCY CAPITAL CORP COM 384871109 301 25,930 SH Sole 25,930 GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 3,605 70,000 SH Sole 70,000 GRUPO TELEVISA SP ADR REP ORD 40049J206 4,646 196,700 SH Sole 196,700 GUARANTY FINANCIAL GROUP COM 40108N106 5 851 SH Sole 851 GYMBOREE CORP COM 403777105 240 6,000 SH Sole 6,000 H & R BLOCK INC COM 093671105 12,355 577,327 SH Sole 577,327 HALLIBURTON CO COM 406216101 5,043 95,020 SH Sole 95,020 HANESBRANDS INC COM 410345102 115 4,232 SH Sole 4,232 HANSEN NATURAL CORPORATION COM 411310105 159 5,500 SH Sole 5,500 HARLEY DAVIDSON INC COM 412822108 988 27,249 SH Sole 27,249 HARMAN INTERNATIONAL COM 413086109 1 30 SH Sole 30 HARRIS CORP COM 413875105 3,422 67,773 SH Sole 67,773 HARSCO CORP COM 415864107 385 7,070 SH Sole 7,070 HARTFORD FINANCIAL SVCS GROUP INC COM 416515104 18,496 286,443 SH Sole 286,443 HASBRO INC COM 418056107 383 10,723 SH Sole 10,723 HCP INC COM 40414L109 33,059 1,039,250 SH Sole 1,039,250 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,147 16,000 SH Sole 16,000 HEALTH CARE REIT INC COM 42217K106 123,989 2,786,271 SH Sole 2,786,271 HEALTH MGMT ASSOCIAT CL A 421933102 431 66,200 SH Sole 66,200 HEALTH NET INC COM 42222G108 404 16,772 SH Sole 16,772 HEALTHCARE REALTY TRUST INC COM 421946104 4,200 176,690 SH Sole 176,690 HEALTHSOUTH CORP COM NEW 421924309 28,033 1,685,700 SH Sole 1,685,700 HEINZ HJ CO COM 423074103 33,366 697,312 SH Sole 697,312 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 154 3,700 SH Sole 3,700 HELMERICH & PAYNE INC COM 423452101 676 9,389 SH Sole 9,389 HERCULES OFFSHORE INC COM 427093109 4,372 115,000 SH Sole 115,000 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 196 25,900 SH Sole 25,900 HERSHEY CO/THE COM 427866108 643 19,613 SH Sole 19,613 HERTZ GLOBAL HOLDING COM 42805T105 4,912 511,620 SH Sole 511,620 HESS CORP COM 42809H107 11,375 90,143 SH Sole 90,143 HEWLETT PACKARD CO COM 428236103 14,462 327,122 SH Sole 327,122 HIGHWOODS PROPERTIES INC COM 431284108 76,148 2,423,560 SH Sole 2,423,560 HILL ROM HLDGS INC COM 431475102 1 32 SH Sole 32 HILLENBRAND INC COM 431571108 1 32 SH Sole 32 HOLOGIC INC COM 436440101 517 23,694 SH Sole 23,694 HOME DEPOT INC COM 437076102 22,936 979,325 SH Sole 979,325 HOME PROPERTIES INC COM 437306103 48,787 1,015,136 SH Sole 1,015,136 HONEYWELL INTL INC COM 438516106 8,381 166,686 SH Sole 166,686 HORMEL FOODS CORP COM 440452100 343 9,911 SH Sole 9,911 HOSPIRA INC COM 441060100 1,454 36,243 SH Sole 36,243 HOSPITALITY PROPERTI COM SH BEN INT 44106M102 5,412 221,272 SH Sole 221,272 HOST HOTELS & RESORT COM 44107P104 110,826 8,119,111 SH Sole 8,119,111 HOVNANIAN ENTERPRISES CL A 442487203 3 540 SH Sole 540 HRPT PROPERTIES TRUST COM SH BEN INT 40426W101 5,516 814,700 SH Sole 814,700 HUDSON CITY BANCORP COM 443683107 1,862 111,602 SH Sole 111,602 HUMAN GENOME SCIENSES INC COM 444903108 1,371 263,110 SH Sole 263,110 HUMANA INC COM 444859102 1,239 31,159 SH Sole 31,159 HUNT J B TRANSPORT S COM 445658107 336 10,100 SH Sole 10,100 HUNTINGTON BANCSHARE COM 446150104 269 46,594 SH Sole 46,594 HUNTSMAN CORP COM 447011107 255 22,365 SH Sole 22,365 IAC/INTERACTIVE CORP COM NEW 44919P300 628 32,550 SH Sole 32,550 ICICI BANK LTD ADR 45104G104 719 25,000 SH Sole 25,000 IDEARC INC COM 451663108 143 60,784 SH Sole 60,784 IDEX CORP COM 45167R104 18,199 494,000 SH Sole 494,000 ILLINOIS TOOL WORKS COM 452308109 2,320 48,832 SH Sole 48,832 ILLUMINA INC COM 452327109 8,145 93,500 SH Sole 93,500 IMCLONE SYSTEMS COM 45245W109 460 11,360 SH Sole 11,360 IMS HEALTH INC COM 449934108 407 17,487 SH Sole 17,487 INFOSYS TECHNOLOGIES SPONSORED ADR 456788108 3,242 74,600 SH Sole 74,600 INGERSOLL-RAND COMPANY LTD CL A G4776G101 1,429 38,189 SH Sole 38,189 INGRAM MICRO INC CL A 457153104 17 950 SH Sole 950 INLAND REAL ESTATE CORP COM NEW 457461200 499 34,600 SH Sole 34,600 INSITUFORM TECHNOLOGIES CL A 457667103 6,285 412,700 SH Sole 412,700
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ INTEGRYS ENERGY GROUP INC COM 45822P105 2,317 45,590 SH Sole 45,590 INTEL CORP COM 458140100 40,545 1,887,563 SH Sole 1,887,563 INTEL CORP SDCV 2.950%12/1 458140AD2 222 227,000 PRN Sole 227,000 INTEL GAME TECHNOLOGY DBCV 2.600%12/1 459902AP7 302 305,000 PRN Sole 305,000 INTERCONTINENTALEXCHANGE INC COM 45865V100 626 5,493 SH Sole 5,493 INTERMUNE INC COM 45884X103 2,926 223,000 SH Sole 223,000 INTERNATIONAL BUSINESS MACHS COM 459200101 48,497 409,150 SH Sole 409,150 INTERNATIONAL FLAVORS & FRAGRANCE COM 459506101 279 7,142 SH Sole 7,142 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,134 45,382 SH Sole 45,382 INTERPUBLIC GROUP COM 460690100 510 59,324 SH Sole 59,324 INTERSIL CORP CL A 46069S109 1,120 46,040 SH Sole 46,040 INTL PAPER CO COM 460146103 1,410 60,495 SH Sole 60,495 INTUIT INC COM 461202103 12,968 470,357 SH Sole 470,357 INTUITIVE SURGICAL INC COM NEW 46120E602 1,546 5,737 SH Sole 5,737 INVESCO LTD SHS G491BT108 8,953 373,369 SH Sole 373,369 INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 341 35,700 SH Sole 35,700 INVITROGEN CORP COM 46185R100 5,071 129,170 SH Sole 129,170 IRON MOUNTAIN INC COM 462846106 494 18,606 SH Sole 18,606 ISIS PHARMACEUTICALS INC COM 464330109 1,929 141,500 SH Sole 141,500 ISTAR FINANCIAL INC COM 45031U101 117 8,893 SH Sole 8,893 ITRON INC COM 465741106 22,522 229,000 SH Sole 229,000 ITT CORP COM 450911102 73,637 1,162,752 SH Sole 1,162,752 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 674 40,000 SH Sole 40,000 JABIL CIRCUIT INC COM 466313103 182 11,102 SH Sole 11,102 JACOBS ENGR GROUP INC DEL COM 469814107 2,079 25,764 SH Sole 25,764 JANUS CAPITAL GROUP INC COM 47102X105 440 16,630 SH Sole 16,630 JDS UNIPHASE CORP COM PAR $0.001 46612J507 468 41,173 SH Sole 41,173 JOHNSON & JOHNSON COM 478160104 55,990 870,217 SH Sole 870,217 JOHNSON CONTROLS INC COM 478366107 2,043 71,248 SH Sole 71,248 JONES APPAREL GROUP INC COM 480074103 81 5,880 SH Sole 5,880 JOY GLOBAL INC COM 481165108 2,657 35,034 SH Sole 35,034 JP MORGAN CHASE & CO COM 46625H100 65,299 1,903,193 SH Sole 1,903,193 JUNIPER NETWORKS INC COM 48203R104 3,141 141,607 SH Sole 141,607 KB HOME COM 48666K109 107 6,302 SH Sole 6,302 KBR INC COM 48242W106 728 20,850 SH Sole 20,850 KELLOGG CO COM 487836108 2,872 59,801 SH Sole 59,801 KEYCORP COM 493267108 569 51,840 SH Sole 51,840 KILROY REALTY CORP COM 49427F108 31,119 661,691 SH Sole 661,691 KIMBERLY CLARK CORP COM 494368103 53,868 901,099 SH Sole 901,099 KIMCO REALTY CORP COM 49446R109 64,388 1,865,234 SH Sole 1,865,234 KINETIC CONCEPTS INC COM NEW 49460W208 2 39 SH Sole 39 KING PHARMACEUTICALS INC COM 495582108 1 66 SH Sole 66 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 191 185,000 PRN Sole 185,000 KITE REALTY GROUP TRUST COM 49803T102 10,711 856,892 SH Sole 856,892 KLA-TENCOR CORP COM 482480100 1,425 35,010 SH Sole 35,010 KNIGHT CAPITAL GROUP INC CL A 499005106 1,259 70,000 SH Sole 70,000 KOHLS CORP COM 500255104 1,427 35,637 SH Sole 35,637 KRAFT FOODS INC CL A 50075N104 75,106 2,639,936 SH Sole 2,639,936 KROGER CO COM 501044101 2,955 102,372 SH Sole 102,372 KULICKE & SOFFA INDS INC NOTE 0.875% 6/0 501242AT8 486 630,000 PRN Sole 630,000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,329 25,634 SH Sole 25,634 LABORATORY CORP AMER HLDGS COM NEW 50540R409 844 12,118 SH Sole 12,118 LAM RESEARCH CORP COM 512807108 3,411 94,346 SH Sole 94,346 LAMAR ADVERTISING CO CL A 512815101 241 6,700 SH Sole 6,700 LAN AIRLINES SA SPONSORED ADR 501723100 217 21,200 SH Sole 21,200 LAS VEGAS SANDS CORP COM 517834107 458 9,660 SH Sole 9,660 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 24,333 968,290 SH Sole 968,290 LAYNE CHRISTENSEN COMPANY COM 521050104 3,356 76,637 SH Sole 76,637 LEAR CORP COM 521865105 115 8,080 SH Sole 8,080 LEGG MASON INC COM 524901105 664 15,248 SH Sole 15,248 LEGGETT & PLATT INC COM 524660107 422 25,185 SH Sole 25,185 LEHMAN BROS HLDGS INC COM 524908100 16,738 844,926 SH Sole 844,926 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 105 130 SH Sole 130
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ LENNAR CORP CL A 526057104 307 24,906 SH Sole 24,906 LEUCADIA NATIONAL CORP COM 527288104 2,557 54,476 SH Sole 54,476 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 1,261 1,515,000 PRN Sole 1,515,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 456 154,513 SH Sole 154,513 LEXINGTON REALTY TRUST COM 529043101 2,932 215,100 SH Sole 215,100 LEXMARK INTL GROUP CL A 529771107 406 12,150 SH Sole 12,150 LIBERTY GLOBAL INC COM SER A 530555101 769 24,460 SH Sole 24,460 LIBERTY GLOBAL INC COM SER C 530555309 501 16,502 SH Sole 16,502 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 218 209,000 PRN Sole 209,000 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1,107 45,695 SH Sole 45,695 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 223 15,462 SH Sole 15,462 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1,022 69,263 SH Sole 69,263 LIBERTY PROPERTY TRU SH BEN INT 531172104 61,908 1,867,502 SH Sole 1,867,502 LILLY ELI & CO COM 532457108 138,192 2,993,764 SH Sole 2,993,764 LIMITED BRANDS INC COM 532716107 25,212 1,496,242 SH Sole 1,496,242 LINCARE HOLDINGS INC COM 532791100 1 52 SH Sole 52 LINCOLN NATIONAL CORP IND COM 534187109 1,470 32,438 SH Sole 32,438 LINDSAY CORP COM 535555106 3,756 44,200 SH Sole 44,200 LINEAR TECHNOLOGY CORP NOTE 3.125% 5/0 535678AD8 29 30,000 PRN Sole 30,000 LINEAR TECHNOLOGY CORP COM 535678106 1,547 47,510 SH Sole 47,510 LIZ CLAIBORNE INC COM 539320101 1 57 SH Sole 57 LOCKHEED MARTIN CORP COM 539830109 36,405 368,997 SH Sole 368,997 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 78 57,000 PRN Sole 57,000 LOEWS CORP COM 540424108 2,173 46,324 SH Sole 46,324 LORILLARD INC COM 544147101 4,113 59,469 SH Sole 59,469 LOUISIANA PAC CORP COM 546347105 12 1,400 SH Sole 1,400 LOWES COS INC COM 548661107 3,484 167,924 SH Sole 167,924 LSI CORP COM 502161102 349 56,854 SH Sole 56,854 LTC PROPERTIES INC COM 502175102 322 12,600 SH Sole 12,600 LUFKIN INDUSTRIES INC COM 549764108 1,332 16,000 SH Sole 16,000 LUMINEX CORP COM 55027E102 1,965 95,616 SH Sole 95,616 M & T BANK CORP COM 55261F104 646 9,165 SH Sole 9,165 MACERICH CO COM 554382101 119,289 1,919,998 SH Sole 1,919,998 MACK CALI REALTY CORP COM 554489104 29,093 851,430 SH Sole 851,430 MACYS INC COM 55616P104 1,180 60,738 SH Sole 60,738 MAGUIRE PROPERTIES INC COM 559775101 549 45,123 SH Sole 45,123 MANITOWOC COMPANY INC COM 563571108 455 13,987 SH Sole 13,987 MANPOWER INC COM 56418H100 677 11,629 SH Sole 11,629 MARATHON OIL CORP COM 565849106 4,593 88,556 SH Sole 88,556 MARKEL CORP COM 570535104 2 6 SH Sole 6 MARRIOTT INTL INC NEW CL A 571903202 6,710 255,700 SH Sole 255,700 MARSH & MCLENNAN COS INC COM 571748102 2,096 78,958 SH Sole 78,958 MARSHALL & ILSLEY CORP NEW COM 571837103 479 31,251 SH Sole 31,251 MARTIN MARIETTA MATLS INC COM 573284106 422 4,078 SH Sole 4,078 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 14,884 842,806 SH Sole 842,806 MASCO CORP COM 574599106 5,556 353,231 SH Sole 353,231 MASTERCARD INC CL A 57636Q104 2,054 7,735 SH Sole 7,735 MATTEL INC COM 577081102 16,432 959,826 SH Sole 959,826 MBIA INC COM 55262C100 1,716 390,979 SH Sole 390,979 MCAFEE INC COM 579064106 2,157 63,380 SH Sole 63,380 MCCLATCHY CO CL A 579489105 2 300 SH Sole 300 MCCORMICK & CO INC COM NON VTG 579780206 357 10,022 SH Sole 10,022 MCDERMOTT INTL INC COM 580037109 1,277 20,637 SH Sole 20,637 MCDONALDS CORP COM 580135101 9,738 173,216 SH Sole 173,216 MCGRAW HILL COS INC COM 580645109 1,453 36,220 SH Sole 36,220 MCKESSON CORP COM 58155Q103 25,781 461,113 SH Sole 461,113 MDU RESOURCES GROUP COM 552690109 724 20,782 SH Sole 20,782 MEADWESTVACO CORP COM 583334107 595 24,976 SH Sole 24,976 MECHEL OAO SPONSORED ADR 583840103 59 1,200 SH Sole 1,200 MEDAREX INC COM 583916101 780 118,000 SH Sole 118,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 45,497 963,924 SH Sole 963,924 MEDICAL PROPERTIES TRUST INC COM 58463J304 20,722 2,047,631 SH Sole 2,047,631 MEDICINES COMPANY COM 584688105 2,485 125,400 SH Sole 125,400
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 636 599,000 PRN Sole 599,000 MEDTRONIC INC COM 585055106 6,262 121,009 SH Sole 121,009 MEMC ELECTRONIC MATERIALS INC COM 552715104 2,592 42,115 SH Sole 42,115 MERCK & CO INC COM 589331107 177,647 4,713,364 SH Sole 4,713,364 MERRILL LYNCH & CO INC COM 590188108 3,625 114,308 SH Sole 114,308 METAVANTE TECHNOLOGIES INC COM 591407101 42 1,841 SH Sole 1,841 METLIFE INC COM 59156R108 4,739 89,796 SH Sole 89,796 METROPCS COMMUNICATIONS INC COM 591708102 328 18,540 SH Sole 18,540 MF GLOBAL LTD SHS G60642108 489 77,547 SH Sole 77,547 MGIC INVESTMENT CORP COM 552848103 34 5,490 SH Sole 5,490 MGM MIRAGE COM 552953101 481 14,200 SH Sole 14,200 MICROCHIP TECHNOLOGY COM 595017104 46,201 1,512,794 SH Sole 1,512,794 MICRON TECHNOLOGY COM 595112103 647 107,880 SH Sole 107,880 MICROSOFT CORP COM 594918104 60,179 2,187,548 SH Sole 2,187,548 MID-AMERICA APT CMNTYS INC COM 59522J103 800 15,670 SH Sole 15,670 MIDDLESEX WATER CO COM 596680108 551 33,200 SH Sole 33,200 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 5 50 SH Sole 50 MILLIPORE CORP COM 601073109 9,489 139,825 SH Sole 139,825 MIRANT CORP COM 60467R100 19,899 508,286 SH Sole 508,286 MISSION WEST PROPERTIES COM 605203108 139 12,700 SH Sole 12,700 MITSUBISHI UFJ FINL GRP SPONSORED ADR 606822104 112 12,680 SH Sole 12,680 MOBILE TELESYSTEMS SPONSORED ADR 607409109 2,932 38,269 SH Sole 38,269 MOHAWK INDUSTRIES COM 608190104 9,930 154,910 SH Sole 154,910 MOLEX INC COM 608554101 1 40 SH Sole 40 MOLEX INC CL A 608554200 1 47 SH Sole 47 MOLSON COORS BREWING CL B 60871R209 836 15,379 SH Sole 15,379 MONMOUTH REIT CL A 609720107 98 15,300 SH Sole 15,300 MONSANTO CO COM 61166W101 8,333 65,902 SH Sole 65,902 MONSTER WORLDWIDE INC COM 611742107 8,374 406,330 SH Sole 406,330 MOODYS CORP COM 615369105 9,806 284,728 SH Sole 284,728 MORGAN STANLEY COM NEW 617446448 14,831 411,182 SH Sole 411,182 MOSAIC CO COM 61945A107 2,084 14,404 SH Sole 14,404 MOTOROLA INC COM 620076109 2,184 297,572 SH Sole 297,572 MSCI INC CL A 55354G100 1,586 43,700 SH Sole 43,700 MUELLER WTR PRODS INC COM SER B 624758207 11,206 1,312,223 SH Sole 1,312,223 MURPHY OIL CORP COM 626717102 2,953 30,117 SH Sole 30,117 MYLAN INC COM 628530107 1 109 SH Sole 109 MYLAN INC PFD CONV 628530206 62 70 SH Sole 70 MYRIAD GENETICS INC COM 62855J104 6,637 145,800 SH Sole 145,800 NABORS INDUSTRIES INC NOTE 0.940% 5/1 629568AP1 369 299,000 PRN Sole 299,000 NABORS INDUSTRIES INC SHS G6359F103 1,645 33,423 SH Sole 33,423 NALCO HOLDING CO COM 62985Q101 26,046 1,231,500 SH Sole 1,231,500 NASDAQ OMX GROUP COM 631103108 359 13,506 SH Sole 13,506 NATIONAL BANK OF GREECE S A SPONSORED ADR 633643408 28 3,120 Sole 3,120 NATIONAL CITY CORP COM 635405103 872 182,906 SH Sole 182,906 NATIONAL OILWELL VARCO INC COM 637071101 6,843 77,134 SH Sole 77,134 NATIONAL RETAIL PROPERTIES INC COM 637417106 21,402 1,024,029 SH Sole 1,024,029 NATIONAL SEMICONDUCT COM 637640103 818 39,835 SH Sole 39,835 NATIONWIDE FINANCIAL CL A 638612101 486 10,133 SH Sole 10,133 NATIONWIDE HEALTH PPTYS INC COM 638620104 150,944 4,793,383 SH Sole 4,793,383 NATL HEALTH INVESTORS INC COM 63633D104 415 14,560 SH Sole 14,560 NAVTEQ CORP COM 63936L100 699 9,081 SH Sole 9,081 NCR CORP COM 62886E108 131 5,216 SH Sole 5,216 NEKTAR THERAPEUTICS COM 640268108 352 105,000 SH Sole 105,000 NETAPP INC COM 64110D104 9,254 427,240 SH Sole 427,240 NETEASE COM INC SPONSORED ADR 64110W102 218 10,000 SH Sole 10,000 NEW YORK COMMUNITY BANCORP INC COM 649445103 23,619 1,323,955 SH Sole 1,323,955 NEW YORK TIMES CO CL A 650111107 81 5,263 SH Sole 5,263 NEWELL RUBBERMAID INC COM 651229106 2,124 126,521 SH Sole 126,521 NEWFIELD EXPLORATION COM 651290108 6,701 102,692 SH Sole 102,692 NEWMONT MINING CORP COM 651639106 3,076 58,974 SH Sole 58,974 NEWS CORP CL A 65248E104 3,251 216,136 SH Sole 216,136 NEWS CORP CL B 65248E203 637 41,518 SH Sole 41,518
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ NII HOLDINGS INC CL B NEW 62913F201 791 16,665 SH Sole 16,665 NII HOLDINGS INC NOTE 3.125% 6/1 62913FAJ1 505 600,000 PRN Sole 600,000 NIKE INC CL B 654106103 15,861 266,072 SH Sole 266,072 NISOURCE INC COM 65473P105 2,960 165,187 SH Sole 165,187 NOBLE CORP SHS G65422100 2,367 36,444 SH Sole 36,444 NOBLE ENERGY INC COM 655044105 2,141 21,287 SH Sole 21,287 NOKIA CORP SPONSORED ADR 654902204 2,083 85,000 SH Sole 85,000 NORDSTROM INC COM 655664100 574 18,950 SH Sole 18,950 NORFOLK SOUTHERN COR COM 655844108 2,867 45,742 SH Sole 45,742 NORTEL NETWORKS C NOTE 2.125% 4/1 656568AE2 276 410,000 PRN Sole 410,000 NORTHEAST UTILITIES COM 664397106 168 6,568 SH Sole 6,568 NORTHERN TRUST CORP COM 665859104 2,034 29,669 SH Sole 29,669 NORTHROP GRUMMAN COR COM 666807102 2,709 40,488 SH Sole 40,488 NOVELL INC COM 670006105 35 6,000 SH Sole 6,000 NOVELLUS SYSTEMS INC COM 670008101 1 65 SH Sole 65 NRG ENERGY INC COM NEW 629377508 1,074 25,027 SH Sole 25,027 NSTAR COM 67019E107 128 3,775 SH Sole 3,775 NU SKIN ENTERPRISES INC CL A 67018T105 7,023 470,700 SH Sole 470,700 NUCOR CORP COM 670346105 2,883 38,604 SH Sole 38,604 NUVASIVE INC COM 670704105 447 10,000 SH Sole 10,000 NVIDIA CORP COM 67066G104 1,984 105,998 SH Sole 105,998 NVR INC COM 62944T105 108 215 SH Sole 215 NYMEX HOLDINGS INC COM 62948N104 725 8,586 SH Sole 8,586 NYSE EURONEXT COM 629491101 714 14,100 SH Sole 14,100 OCCIDENTAL PETE CORP COM 674599105 11,765 130,927 SH Sole 130,927 OFFICE DEPOT INC COM 676220106 467 42,699 SH Sole 42,699 OFFICEMAX INC COM 67622P101 84 6,058 SH Sole 6,058 OGE ENERGY CORP COM 670837103 6 204 SH Sole 204 OLD REPUBLIC INTL COM 680223104 420 35,460 SH Sole 35,460 OMEGA HEALTHCARE INVESTORS COM 681936100 65,251 3,919,000 SH Sole 3,919,000 OMNICARE INC COM 681904108 1 55 SH Sole 55 OMNICOM NOTE 7/3 681919AM8 213 213,000 PRN Sole 213,000 OMNICOM GROUP COM 681919106 1,586 35,345 SH Sole 35,345 ONE LIBERTY PROPERTIES INC COM 682406103 86 5,300 SH Sole 5,300 ONEOK INC COM 682680103 460 9,423 SH Sole 9,423 ONYX PHARMACEUTICALS INC COM 683399109 6,408 180,000 SH Sole 180,000 ORACLE CORPORATION COM 68389X105 9,377 446,517 SH Sole 446,517 ORIENT EXPRESS HOTELS LTD CL A G67743107 5,309 122,221 SH Sole 122,221 OSHKOSH CORP COM 688239201 116 5,600 SH Sole 5,600 OSI PHARMACEUTICALS INC COM 671040103 6,446 156,000 SH Sole 156,000 OVERSEAS SHIPHOLDING COM 690368105 32 400 SH Sole 400 OWENS CORNING INC COM 690742101 9 390 SH Sole 390 OWENS ILLINOIS INC COM NEW 690768403 792 18,994 SH Sole 18,994 PACCAR INC COM 693718108 1,703 40,713 SH Sole 40,713 PACTIV CORPORATION COM 695257105 264 12,451 SH Sole 12,451 PALL CORP COM 696429307 47,112 1,187,296 SH Sole 1,187,296 PARKER HANNIFIN CORP COM 701094104 1,525 21,380 SH Sole 21,380 PARKWAY PROPERTIES INC COM 70159Q104 2,502 74,177 SH Sole 74,177 PARTNERRE LTD COM G6852T105 478 6,916 SH Sole 6,916 PATRIOT COAL CORP COM 70336T104 2 12 SH Sole 12 PATTERSON COMPANIES INC COM 703395103 310 10,534 SH Sole 10,534 PATTERSON UTI ENERGY INC COM 703481101 555 15,404 SH Sole 15,404 PAYCHEX INC COM 704326107 36,257 1,159,096 SH Sole 1,159,096 PEABODY ENERGY CORP COM 704549104 29,055 329,979 SH Sole 329,979 PENNEY J C INC COM 708160106 2,289 63,067 SH Sole 63,067 PENNICHUCK CORP COM NEW 708254206 1,155 49,900 SH Sole 49,900 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 23,131 999,600 SH Sole 999,600 PENTAIR INC COM 709631105 34,699 990,835 SH Sole 990,835 PEOPLES UNITED FINANCIAL INC COM 712704105 466 29,850 SH Sole 29,850 PEPCO HOLDINGS INC COM 713291102 694 27,075 SH Sole 27,075 PEPSI BOTTLING GROUP INC COM 713409100 1,338 47,918 SH Sole 47,918 PEPSICO INC COM 713448108 32,596 512,599 SH Sole 512,599 PERKINELMER INC COM 714046109 58 2,100 SH Sole 2,100
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 1,490 515,460 SH Sole 515,460 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 11 900 SH Sole 900 PETROHAWK ENERGY CORP COM 716495106 7,410 160,000 SH Sole 160,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,675 66,000 SH Sole 66,000 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 43,155 744,690 SH Sole 744,690 PETSMART INC COM 716768106 244 12,218 SH Sole 12,218 PFIZER INC COM 717081103 128,562 7,359,028 SH Sole 7,359,028 PG&E CORP COM 69331C108 2,069 52,141 SH Sole 52,141 PHARMACEUTICAL PROD DEV INC COM 717124101 451 10,509 SH Sole 10,509 PHH CORP COM NEW 693320202 6 390 SH Sole 390 PHILADELPHIA CONS HLDG CORP COM 717528103 510 15,000 SH Sole 15,000 PHILIP MORRIS INTERN COM 718172109 118,972 2,408,819 SH Sole 2,408,819 PHILIPPINE LONG DIST SPONSORED ADR 718252604 1,752 32,800 SH Sole 32,800 PHILLIPS VAN HEUSEN CORP COM 718592108 3,149 85,992 SH Sole 85,992 PINNACLE WEST CAPITA COM 723484101 1,355 44,045 SH Sole 44,045 PIONEER NATURAL RESO COM 723787107 1,157 14,780 SH Sole 14,780 PITNEY BOWES INC. COM 724479100 25,638 751,844 SH Sole 751,844 PLAINS EXPLORATION & PRODUCT COM 726505100 778 10,660 SH Sole 10,660 PLUM CREEK TIMBER CO INC COM 729251108 33,757 790,367 SH Sole 790,367 PMC-SIERRA INC COM 69344F106 268 35,000 SH Sole 35,000 PMI GROUP INC COM 69344M101 0 48 SH Sole 48 PNC FINL SVCS GROUP INC COM 693475105 2,281 39,950 SH Sole 39,950 POLARIS INDUSTRIES INC COM 731068102 428 10,600 SH Sole 10,600 POLO RALPH LAUREN CL A 731572103 4,217 67,167 SH Sole 67,167 POPULAR INC COM 733174106 2,880 436,997 SH Sole 436,997 POST PROPERTIES INC COM 737464107 23,718 797,236 SH Sole 797,236 PPG INDUSTRIES COM 693506107 3,492 60,865 SH Sole 60,865 PPL CORPORATION COM 69351T106 2,223 42,535 SH Sole 42,535 PRAXAIR INC COM 74005P104 4,212 44,692 SH Sole 44,692 PRECISION CASTPARTS CORP COM 740189105 2,449 25,417 SH Sole 25,417 PRICE T ROWE GROUP INC COM 74144T108 4,289 75,959 SH Sole 75,959 PRICELINE COM INC COM NEW 741503403 1,776 15,383 SH Sole 15,383 PRIDE INTL INC DEL COM 74153Q102 794 16,780 SH Sole 16,780 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 1,325 31,575 SH Sole 31,575 PROCTER & GAMBLE CO COM 742718109 84,369 1,387,412 SH Sole 1,387,412 PROGENICS PHARMACEUTICALS COM 743187106 2,368 149,200 SH Sole 149,200 PROGRESS ENERGY INC COM 743263105 24,604 588,191 SH Sole 588,191 PROGRESSIVE CO COM 743315103 1,560 83,323 SH Sole 83,323 PROLOGIS SH BEN INT 743410102 119,284 2,194,732 SH Sole 2,194,732 PROTECTIVE LIFE CORP COM 743674103 18 470 SH Sole 470 PRUDENTIAL FINANCIAL COM 744320102 3,176 53,156 SH Sole 53,156 PRUDENTIAL FINANCIAL FRNT 12/1 744320AG7 413 422,000 PRN Sole 422,000 PRUDENTIAL PLC PER SUB 6.50% G7293H189 31 1,700 SH Sole 1,700 PS BUSINESS PARKS INC CALIF COM 69360J107 2,965 57,460 SH Sole 57,460 PSYCHIATRIC SOLUTIONS INC COM 74439H108 208 5,500 SH Sole 5,500 PUBLIC STORAGE COM 74460D109 99,056 1,226,098 SH Sole 1,226,098 PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,741 59,683 SH Sole 59,683 PUGET ENERGY INC NEW COM 745310102 111 4,616 SH Sole 4,616 PULTE HOMES INC COM 745867101 355 36,820 SH Sole 36,820 QLOGIC CORPORATION COM 747277101 35 2,400 SH Sole 2,400 QUALCOMM INC COM 747525103 33,606 757,408 SH Sole 757,408 QUEST DIAGNOSTICS IN COM 74834L100 1,456 30,044 SH Sole 30,044 QUESTAR CORP COM 748356102 1,357 19,100 SH Sole 19,100 QUICKSILVER RESOURCES INC COM 74837R104 381 9,861 SH Sole 9,861 QWEST COMMUNICATIONS COM 749121109 837 212,866 SH Sole 212,866 R.H. DONNELLEY CORP COM NEW 74955W307 0 20 SH Sole 20 RADIOSHACK CORP COM 750438103 1 82 SH Sole 82 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 238 11,600 SH Sole 11,600 RANGE RESOURCES CORP COM 75281A109 1,782 27,186 SH Sole 27,186 RAYONIER INC COM 754907103 17,655 415,800 SH Sole 415,800 RAYONIER TRS HOLDING NOTE 3.750%10/1 75508AAB2 184 180,000 PRN Sole 180,000 RAYTHEON COMPANY COM NEW 755111507 2,798 49,717 SH Sole 49,717 REALTY INCOME CORP COM 756109104 3,052 134,100 SH Sole 134,100
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ REGAL ENTERTAINMENT GROUP CL A 758766109 8 520 SH Sole 520 REGENCY CENTERS CORP COM 758849103 117,555 1,988,407 SH Sole 1,988,407 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,024 93,815 SH Sole 93,815 RELIANT ENERGY INC COM 75952B105 17,656 830,070 SH Sole 830,070 RENAISSANCERE HOLDINGS LTD COM G7496G103 239 5,350 SH Sole 5,350 REPUBLIC SERVICES INC COM 760759100 5,771 194,322 SH Sole 194,322 RESEARCH IN MOTION COM 760975102 2,338 20,000 SH Sole 20,000 REYNOLDS AMERICAN IN COM 761713106 1,144 24,521 SH Sole 24,521 RITE AID CORP COM 767754104 6 3,700 SH Sole 3,700 ROBBINS & MYERS INC COM NPV COM 770196103 16,981 340,500 SH Sole 340,500 ROBERT HALF INTERNATIONAL INC COM 770323103 294 12,280 SH Sole 12,280 ROCKWELL AUTOMATION COM 773903109 683 15,623 SH Sole 15,623 ROCKWELL COLLINS INC COM 774341101 735 15,319 SH Sole 15,319 ROHM & HAAS COM 775371107 747 16,075 SH Sole 16,075 ROPER INDUSTRIES COM 776696106 52,967 803,999 SH Sole 803,999 ROSS STORES INC COM 778296103 862 24,255 SH Sole 24,255 ROWAN COMPANIES INC COM 779382100 465 9,940 SH Sole 9,940 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 439 19,522 SH Sole 19,522 RSC HOLDINGS INC COM 74972L102 1,667 180,000 SH Sole 180,000 RYANAIR HOLDINGS PLC SPONSORED ADR 783513104 8,796 306,800 SH Sole 306,800 RYDER SYSTEMS COM 783549108 18,424 267,475 SH Sole 267,475 SAFECO CORP COM 786429100 909 13,537 SH Sole 13,537 SAFEWAY INC COM NEW 786514208 1,760 61,644 SH Sole 61,644 SAIC INC COM 78390X101 9 430 SH Sole 430 SAKS INCORPORATED COM 79377W108 7 600 SH Sole 600 SALESFORCE.COM INC COM 79466L302 968 14,187 SH Sole 14,187 SAN DISK CORPORATION COM 80004C101 478 25,542 SH Sole 25,542 SANDRIDGE ENERGY INC COM 80007P307 438 6,788 SH Sole 6,788 SANMINA SCI CORP COM 800907107 139 108,900 SH Sole 108,900 SANOFI AVENTIS SPONSORED ADR 80105N105 9,916 298,400 SH Sole 298,400 SARA LEE CO COM 803111103 1,228 100,205 SH Sole 100,205 SATYAM COMPUTER SERVICES ADR 804098101 993 40,500 SH Sole 40,500 SAUL CENTERS INC COM 804395101 314 6,680 SH Sole 6,680 SAVIENT PHARMACEUTICALS INC COM 80517Q100 4,428 175,000 SH Sole 175,000 SCANA CORP COM 80589M102 830 22,420 SH Sole 22,420 SCHEIN HENRY INC COM 806407102 459 8,898 SH Sole 8,898 SCHERING PLOUGH CORP COM 806605101 28,865 1,465,982 SH Sole 1,465,982 SCHLUMBERGER LTD COM 806857108 16,263 151,385 SH Sole 151,385 SCHWAB CHARLES CORP NEW COM 808513105 2,830 137,779 SH Sole 137,779 SEAGATE TECHNOLOGY SHS G7945J104 11,905 622,306 SH Sole 622,306 SEALED AIR CORP COM 81211K100 275 14,452 SH Sole 14,452 SEARS HOLDINGS CORP COM 812350106 1,064 14,443 SH Sole 14,443 SEI INVESTMENTS COMPANY COM 784117103 270 11,490 SH Sole 11,490 SEMPRA ENERGY COM 816851109 1,719 30,448 SH Sole 30,448 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 7,598 389,051 SH Sole 389,051 SEPRACOR INC COM 817315104 1 48 SH Sole 48 SHERWIN WILLIAMS CO COM 824348106 606 13,191 SH Sole 13,191 SIGMA ALDRICH CORP COM 826552101 1,530 28,411 SH Sole 28,411 SIMON PROPERTY GROUP COM 828806109 476,305 5,298,751 SH Sole 5,298,751 SIRIUS SATELLITE RADIO INC COM 82966U103 228 118,782 SH Sole 118,782 SL GREEN REALTY CORP COM 78440X101 103,193 1,247,503 SH Sole 1,247,503 SLM CORP COM 78442P106 1,068 55,217 SH Sole 55,217 SMITH INTL INC COM 832110100 3,119 37,519 SH Sole 37,519 SMITHFIELD FOODS INC COM 832248108 140 7,027 SH Sole 7,027 SMURFIT-STONE CONTAINER CORP COM 832727101 95 23,373 SH Sole 23,373 SOHU COM INC COM 83408W103 211 3,000 SH Sole 3,000 SOLUTIA INC COM NEW 834376501 2,051 159,986 SH Sole 159,986 SONUS NETWORKS INC COM 835916107 9,961 2,912,700 SH Sole 2,912,700 SOSIEDAD QUIMICA MINERA CHILE SPON ADR SER B 833635105 36,764 788,930 SH Sole 788,930 SOUTHERN CO COM 842587107 123,759 3,544,060 SH Sole 3,544,060 SOUTHERN COPPER CORP COM 84265V105 16,303 152,895 SH Sole 152,895 SOUTHWEST AIRLINES COM 844741108 492 37,709 SH Sole 37,709 SOUTHWEST WATER CO COM 845331107 2,650 264,490 SH Sole 264,490
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ SOUTHWESTERN ENERGY CO COM 845467109 2,097 44,040 SH Sole 44,040 SOVEREIGN BANCORP IN COM 845905108 8,696 1,181,514 SH Sole 1,181,514 SOVRAN SELF STORAGE INC COM 84610H108 2,135 51,360 SH Sole 51,360 SPECTRA ENERGY CORP COM 847560109 1,896 65,973 SH Sole 65,973 SPRINT NEXTEL CORP COM SER 1 852061100 4,135 435,297 SH Sole 435,297 SPX CORP COM 784635104 776 5,888 SH Sole 5,888 ST JOE COMPANY COM 790148100 2 45 SH Sole 45 ST JUDE MEDICAL INC COM 790849103 1,789 43,766 SH Sole 43,766 STANLEY WKS COM 854616109 407 9,074 SH Sole 9,074 STAPLES INC COM 855030102 2,091 88,022 SH Sole 88,022 STARBUCKS CORP COM 855244109 1,252 79,570 SH Sole 79,570 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 5,636 140,648 SH Sole 140,648 STATE STREET CORP COM 857477103 11,202 175,063 SH Sole 175,063 STEEL DYNAMICS INC COM 858119100 590 15,108 SH Sole 15,108 STEINER LEISURE LTD ORD P8744Y102 3,279 115,664 SH Sole 115,664 STERICYCLE INC COM 858912108 620 12,000 SH Sole 12,000 STERLITE INDS INDIA LTD ADS 859737207 2,226 140,000 SH Sole 140,000 STRATEGIC HOTELS & RESORTS INC COM 86272T106 22,941 2,448,300 SH Sole 2,448,300 STRYKER CORPOLATION COM 863667101 5,225 83,099 SH Sole 83,099 SUN COMMUNITIES INC COM 866674104 1,468 80,500 SH Sole 80,500 SUN MICROSYSTEMS INC COM NEW 866810203 6,247 574,191 SH Sole 574,191 SUNCOR ENERGY INC COM 867229106 2,906 50,000 SH Sole 50,000 SUNOCO INC COM 86764P109 685 16,836 SH Sole 16,836 SUNOPTA INC COM 8676EP108 5,639 1,086,600 SH Sole 1,086,600 SUNPOWER CORP COM CL A 867652109 209 2,900 SH Sole 2,900 SUNSTONE HOTEL INVESTORS INC COM 867892101 26,655 1,605,740 SH Sole 1,605,740 SUNTECH POWER HLDGS NOTE 0.250% 2/1 86800CAC8 36 35,000 PRN Sole 35,000 SUNTECH POWER HOLDINGS ADR 86800C104 337 9,000 SH Sole 9,000 SUNTRUST BKS INC COM 867914103 1,580 43,628 SH Sole 43,628 SUPERTEL HOSPITALITY INC COM 868526104 55 11,100 SH Sole 11,100 SUPERVALU INC COM 868536103 893 28,911 SH Sole 28,911 SYMANTEC CORP COM 871503108 3,356 173,439 SH Sole 173,439 SYNERON MEDICAL LTD ORD SHS M87245102 13 800 SH Sole 800 SYNOPSYS INC COM 871607107 336 14,070 SH Sole 14,070 SYNOVUS FINANCIAL CO COM 87161C105 45,607 5,224,156 SH Sole 5,224,156 SYSCO CORP COM 871829107 20,294 737,702 SH Sole 737,702 TANGER FACTORY OUTLET CTRS I COM 875465106 27,571 767,347 SH Sole 767,347 TARGET CORP COM 87612E106 37,509 806,827 SH Sole 806,827 TAUBMAN CENTERS INC COM 876664103 46,981 965,702 SH Sole 965,702 TCF FINANCIAL CORP COM 872275102 1 74 SH Sole 74 TD AMERITRADE HOLDIN COM 87236Y108 613 33,899 SH Sole 33,899 TECH DATA CORP COM 878237106 14 410 SH Sole 410 TECO ENERGY INC COM 872375100 1,068 49,676 SH Sole 49,676 TELECOM ARGENTINA S A SPON ADR REP B 879273209 11 800 SH Sole 800 TELEPHONE & DATA SYS INC SPL COM 879433860 5 103 SH Sole 103 TELEPHONE & DATA SYS INC COM 879433100 354 7,496 SH Sole 7,496 TELLABS INC COM 879664100 1 202 SH Sole 202 TEMPLE INLAND INC COM 879868107 115 10,184 SH Sole 10,184 TENARIS S A SPONSORED ADR 88031M109 7,845 105,300 SH Sole 105,300 TENET HEALTHCARE CORP COM 88033G100 11 2,000 SH Sole 2,000 TERADATA CORP DEL COM 88076W103 428 18,496 SH Sole 18,496 TERADYNE INC COM 880770102 1 49 SH Sole 49 TEREX CORP NEW COM 880779103 602 11,712 SH Sole 11,712 TESORO CORP COM 881609101 367 18,586 SH Sole 18,586 TETRA TECHNOLOGIES INC DEL COM 88162G103 8,433 372,800 SH Sole 372,800 TEVA PHARMACEUT FIN LLC DBCV 0.250% 2/0 88163VAE9 86 83,000 PRN Sole 83,000 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 212 190,000 PRN Sole 190,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 10,259 224,000 SH Sole 224,000 TEXAS INSTRS INC COM 882508104 4,268 151,546 SH Sole 151,546 TEXTRON INC COM 883203101 1,531 31,946 SH Sole 31,946 THERMO FISHER SCIENTIFIC INC COM 883556102 41,353 742,024 SH Sole 742,024 THINKORSWIM GROUP INC COM 88409C105 13,186 1,870,285 SH Sole 1,870,285 TIFFANY & CO COM 886547108 7,063 173,324 SH Sole 173,324
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ TIM HORTONS INC COM 88706M103 471 16,411 SH Sole 16,411 TIME WARNER CABLE INC CL A 88732J108 1,080 40,800 SH Sole 40,800 TIME WARNER INC COM 887317105 19,118 1,291,742 SH Sole 1,291,742 TJX COS INC COM 872540109 4,886 155,262 SH Sole 155,262 TOLL BROTHERS INC COM 889478103 11,339 605,405 SH Sole 605,405 TORCHMARK CORP COM 891027104 682 11,629 SH Sole 11,629 TORO CO COM 891092108 15,530 466,800 SH Sole 466,800 TOTAL SYSTEM SERVICES INC COM 891906109 403 18,143 SH Sole 18,143 TRANSATLANTIC HLDGS INC COM 893521104 113 2,000 SH Sole 2,000 TRANSCANADA CORP COM 89353D107 485 12,500 SH Sole 12,500 TRANSOCEAN INC NEW SHS G90073100 32,241 211,572 SH Sole 211,572 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 533 474,000 PRN Sole 474,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 128 113,000 PRN Sole 113,000 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 139 122,000 PRN Sole 122,000 TRAVELERS COMPANIES INC COM 89417E109 3,299 76,015 SH Sole 76,015 TRI CONTINENTAL CORP COM 895436103 1 72 SH Sole 72 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 8,216 444,840 SH Sole 444,840 TYCO ELECTRONICS LTD COM NEW G9144P105 7,773 216,989 SH Sole 216,989 TYCO INTL LTD BERMUDA SHS G9143X208 5,384 134,477 SH Sole 134,477 TYSON FOODS INC CL A 902494103 716 47,950 SH Sole 47,950 UAL CORP COM NEW 902549807 3 540 SH Sole 540 UBS AG SHS NEW H89231338 10,954 530,202 SH Sole 530,202 UCBH HOLDINGS INC COM 90262T308 1,872 831,900 SH Sole 831,900 UDR INC COM 902653104 31,323 1,399,600 SH Sole 1,399,600 ULTRA PETROLEUM CORP COM 903914109 1,950 19,862 SH Sole 19,862 ULTRAPAR PARTICPAC SP ADR REP PFD 90400P101 5,400 142,000 SH Sole 142,000 UMH PROPERTIES INC COM 903002103 44 5,000 SH Sole 5,000 UNDER ARMOUR INC CL A 904311107 3,269 127,500 SH Sole 127,500 UNION PAC CORP COM 907818108 8,211 108,760 SH Sole 108,760 UNIONBANCAL CORP COM 908906100 397 9,832 SH Sole 9,832 UNISYS CORP COM 909214108 1 141 SH Sole 141 UNITED PARCEL SERVIC CL B 911312106 6,416 104,369 SH Sole 104,369 UNITED RENTALS INC COM 911363109 5 250 SH Sole 250 UNITED STATES STEEL COM 912909108 10,291 55,694 SH Sole 55,694 UNITED TECHNOLOGIES COM 913017109 27,588 447,132 SH Sole 447,132 UNITEDHEAL GROUP INC COM 91324P102 27,028 1,029,634 SH Sole 1,029,634 UNITRIN INC COM 913275103 67 2,435 SH Sole 2,435 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 970 32,330 SH Sole 32,330 UNIVERSAL HEALTH SERVICES CL B 913903100 1 15 SH Sole 15 UNUM GROUP COM 91529Y106 954 46,663 SH Sole 46,663 URBAN OUTFITTERS INC COM 917047102 1,929 61,856 SH Sole 61,856 URS CORP COM 903236107 2,422 57,700 SH Sole 57,700 URSTADT BIDDLE CL A 917286205 208 14,200 SH Sole 14,200 US BANCORP COM NEW 902973304 78,076 2,799,426 SH Sole 2,799,426 US CELLULAR CORP COM 911684108 5 83 SH Sole 83 USG CORP COM NEW 903293405 4 143 SH Sole 143 UST INC COM 902911106 79,215 1,450,551 SH Sole 1,450,551 U-STORE-IT TRUST COM 91274F104 359 30,000 SH Sole 30,000 V F CORP COM 918204108 758 10,650 SH Sole 10,650 VALERO ENERGY CORP COM 91913Y100 4,842 117,576 SH Sole 117,576 VALLEY NATIONAL BANCORP COM 919794107 1 70 SH Sole 70 VALMONT INDUSTRIES COM 920253101 20,837 199,800 SH Sole 199,800 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,113 21,464 SH Sole 21,464 VARIAN SEMICONDUCTOR EQUIP COM 922207105 2,333 67,000 SH Sole 67,000 VENTAS INC COM 92276F100 159,035 3,735,858 SH Sole 3,735,858 VERISIGN INC COM 92343E102 1,290 34,139 SH Sole 34,139 VERIZON COMMUNICATIO COM 92343V104 57,488 1,623,968 SH Sole 1,623,968 VERTEX PHARMACEUTICALS COM 92532F100 6,397 191,140 SH Sole 191,140 VIACOM INC CL B 92553P201 1,887 61,780 SH Sole 61,780 VIMPELCOM SPONSORED ADR 68370R109 3,277 110,400 SH Sole 110,400 VIRGIN MEDIA INC COM 92769L101 528 38,814 SH Sole 38,814 VISA INC COM CL A 92826C839 3,399 41,800 SH Sole 41,800 VISTEON CORP COM 92839U107 6 2,100 SH Sole 2,100
Invest- Market ment Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class CUSIP (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ VMWARE INC CL A COM 928563402 221 4,100 SH Sole 4,100 VORNADO REALTY TRUST SH BEN INT 929042109 129,924 1,476,413 SH Sole 1,476,413 VULCAN MATERIALS CO COM 929160109 757 12,663 SH Sole 12,663 W&T OFFSHORE INC COM 92922P106 293 5,000 SH Sole 5,000 WABCO HOLDINGS INC COM 92927K102 15 331 SH Sole 331 WACHOVIA CORP COM 929903102 11,009 708,913 SH Sole 708,913 WACHOVIA CORP CONV7.5%PFD CL A 929903219 472 535 SH Sole 535 WALGREEN COM 931422109 3,679 113,160 SH Sole 113,160 WAL-MART STORES INC COM 931142103 19,931 354,637 SH Sole 354,637 WARNACO GROUP INC COM NEW 934390402 6,855 155,544 SH Sole 155,544 WASHINGTON MUTUAL IN COM 939322103 3,853 781,600 SH Sole 781,600 WASHINGTON POST CL B 939640108 562 958 SH Sole 958 WASHINGTON REAL ESTATE INV SH BEN INT 939653101 2,420 80,540 SH Sole 80,540 WASTE CONNECTIONS INC COM 941053100 3,313 103,750 SH Sole 103,750 WASTE MANAGEMENT INC COM 94106L109 69,908 1,853,841 SH Sole 1,853,841 WATERS CORP COM 941848103 1,394 21,617 SH Sole 21,617 WATSON PHARMACEUTICALS INC COM 942683103 1 49 SH Sole 49 WATTS WATER TECHNOLOGIES INC CL A 942749102 4,863 195,300 SH Sole 195,300 WEATHERFORD INTL LTD COM G95089101 20,652 416,465 SH Sole 416,465 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 10,230 337,390 SH Sole 337,390 WELLPOINT INC COM 94973V107 3,494 73,304 SH Sole 73,304 WELLS FARGO CO COM 949746101 94,807 3,991,869 SH Sole 3,991,869 WENDYS INTL INC COM 950590109 2 60 SH Sole 60 WESTAMERICA BANCORPORATION COM 957090103 526 10,000 SH Sole 10,000 WESTERN DIGITAL COM 958102105 654 18,950 SH Sole 18,950 WESTERN UNION CO COM 959802109 15,733 636,440 SH Sole 636,440 WEYERHAEUSER CO COM 962166104 1,498 29,296 SH Sole 29,296 WHIRLPOOL CORP COM 963320106 647 10,488 SH Sole 10,488 WHITE MOUNTAINS INSURANCE GROUP COM G9618E107 346 806 SH Sole 806 WHOLE FOODS MARKET I COM 966837106 345 14,575 SH Sole 14,575 WILLIAMS COS COM 969457100 3,067 76,077 SH Sole 76,077 WILLIAMS SONOMA INC COM 969904101 144 7,261 SH Sole 7,261 WILLIS GROUP HOLDING SHS G96655108 9,036.88 288,074 SH Sole 288,074 WILMINGTON TRUST CORP COM 971807102 20,219 764,700 SH Sole 764,700 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 1,168 11,100 SH Sole 11,100 WINDSTREAM CORP COM 97381W104 737 59,738 SH Sole 59,738 WINTHROP REALTY TRUST SH BEN INT 976391102 129 35,750 SH Sole 35,750 WISCONSIN ENERGY COR COM 976657106 673 14,880 SH Sole 14,880 WOODWARD GOVERNOR CO COM 980745103 214 6,000 SH Sole 6,000 WR BERKLEY CORP COM 084423102 501 20,744 SH Sole 20,744 WRIGLEY WM JR CO COM 982526105 3,161 40,642 SH Sole 40,642 WYETH COM 983024100 12,484 260,297 SH Sole 260,297 WYETH DBCV 1/1 983024AD2 613 592,000 PRN Sole 592,000 WYNDHAM WORLDWIDE CO COM 98310W108 7,611 424,948 SH Sole 424,948 WYNN RESORTS LTD COM 983134107 483 5,941 SH Sole 5,941 XCEL ENERGY INC COM 98389B100 1,272 63,378 SH Sole 63,378 XEROX CORP COM 984121103 1,573 116,011 SH Sole 116,011 XILINX INC COM 983919101 921 36,466 SH Sole 36,466 XILINX INC DBCV 3.125% 3/1 983919AD3 75 80,000 PRN Sole 80,000 XL CAPITAL LTD-CLASS CL A G98255105 578 28,123 SH Sole 28,123 XM SATELLITE RADIO HOLD CL A 983759101 237 30,201 SH Sole 30,201 XTO ENERGY INC COM 98385X106 5,169 75,450 SH Sole 75,450 YAHOO INC COM 984332106 2,620 126,820 SH Sole 126,820 YORK WATER CO COM 987184108 205 14,100 SH Sole 14,100 YRC WORLDWIDE INC COM 984249102 8 540 SH Sole 540 YUM BRANDS INC COM 988498101 2,106 60,030 SH Sole 60,030 ZEBRA TECHNOLOGIES CORP CL A 989207105 1 33 SH Sole 33 ZIMMER HOLDINGS INC COM 98956P102 2,395 35,202 SH Sole 35,202 ZIONS BANCORPORATION COM 989701107 416 13,212 SH Sole 13,212 ZYMOGENETICS INC COM 98985T109 1,221 145,000 SH Sole 145,000 10,616,170 322,983,874
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