-----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, L+yxtCpqJkMZW5zUlFT6Bi+iR+sjmsTtrPmGIUIW2PEyN2skuv5aF1Ye+UWHFsks 6LeF0WGa9iON8fwTRHD9oQ== 0001193805-08-002968.txt : 20081112 0001193805-08-002968.hdr.sgml : 20081111 20081112153647 ACCESSION NUMBER: 0001193805-08-002968 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 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: 081180684 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 e604606_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: September 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, November 12, 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: 1,063 Form 13F Information Table Value Total: 9,765,752 (thousands) List of Other Included Managers: None
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ 3M CORP COM 88579Y101 6,116 89,537 SH Sole 89,537 ABBOTT LABS COM 002824100 15,522 269,566 SH Sole 269,566 ABERCROMBIE & FITCH CO CL A 002896207 360 9,130 SH Sole 9,130 ACADIA REALTY TRUST COM SH BEN INT 004239109 15,808 625,300 SH Sole 625,300 ACCENTURE LTD CL A G1150G111 2,646 69,626 SH Sole 69,626 ACCO BRANDS CORP COM 00081T108 5,168 685,400 SH Sole 685,400 ACE LTD SHS H0023R105 4,842 89,449 SH Sole 89,449 ACTIVISION BLIZZARD INC COM 00507V109 881 57,074 SH Sole 57,074 ADOBE SYSTEMS INC COM 00724F101 2,290 58,010 SH Sole 58,010 ADVANCE AUTO PARTS COM 00751Y106 380 9,590 SH Sole 9,590 ADVANCED MEDICAL NOTE 3.250% 8/0 00763MAK4 457 700,000 PRN Sole 700,000 ADVANCED MICRO DEVICES COM 007903107 434 82,628 SH Sole 82,628 AERCAP HOLDINGS NV SHS N00985106 1,114 105,000 SH Sole 105,000 AES CORP COM 00130H105 2,223 190,121 SH Sole 190,121 AETNA INC COM 00817Y108 2,446 67,742 SH Sole 67,742 AFFILIATED COMPUTER SERVICES CL A 008190100 793 15,661 SH Sole 15,661 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 862 1,232,000 PRN Sole 1,232,000 AFLAC INC COM 001055102 4,419 75,214 SH Sole 75,214 AGCO CORP COM 001084102 375 8,797 SH Sole 8,797 AGILENT TECHNOLOGIES INC COM 00846U101 1,278 43,080 SH Sole 43,080 AGREE REALTY CORP COM 008492100 143 5,000 SH Sole 5,000 AIR PRODUCTS COM 009158106 2,120 30,950 SH Sole 30,950 AIRGAS INC COM 009363102 13,473 271,357 SH Sole 271,357 AK STEEL HOLDING CORP COM 001547108 706 27,251 SH Sole 27,251 AKAMAI TECHNOLOGIES INC COM 00971T101 335 19,200 SH Sole 19,200 ALBERTO-CULVER CO COM 013078100 13 467 SH Sole 467 ALCATEL-LUCENT SPONSORED ADR 013904305 5,162 1,344,400 SH Sole 1,344,400 ALCOA INC COM 013817101 8,314 368,200 SH Sole 368,200 ALCON INC COM SHS H01301102 339 2,102 SH Sole 2,102 ALEXANDER'S INC COM 014752109 524 1,310 SH Sole 1,310 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 46,093 409,719 SH Sole 409,719 ALEXION PHARMACEUTICALS INC COM 015351109 3,726 94,800 SH Sole 94,800 ALLEGHENY ENERGY INC COM 017361106 667 18,134 SH Sole 18,134 ALLEGHENY TECHNOLOGIES INC COM 01741R102 268 9,086 SH Sole 9,086 ALLERGAN INC COM 018490102 1,610 31,260 SH Sole 31,260 ALLIANCE DATA SYSTEMS CORP COM 018581108 493 7,775 SH Sole 7,775 ALLIANT ENERGY CORP COM 018802108 507 15,735 SH Sole 15,735 ALLIANT TECHSYSTEMS INC COM 018804104 2 20 SH Sole 20 ALLIED CAPITAL CORP COM 01903Q108 260 24,086 SH Sole 24,086 ALLIED WASTE COM PAR$.01NEW 019589308 7,876 708,900 SH Sole 708,900 ALLSTATE CORP COM 020002101 3,551 76,990 SH Sole 76,990 ALPHA NATURAL RESOURCES INC COM 02076X102 356 6,914 SH Sole 6,914 ALTERA CORP COM 021441100 935 45,195 SH Sole 45,195 ALTRIA GROUP INC COM 02209S103 53,770 2,710,206 SH Sole 2,710,206 AMAG PHARMACEUTICALS INC COM 00163U106 387 10,000 SH Sole 10,000 AMAZON.COM INC COM 023135106 6,490 89,195 SH Sole 89,195 AMB PROPERTY CORP COM 00163T109 67,750 1,495,583 SH Sole 1,495,583 AMBAC INC COM 023139108 45 19,355 SH Sole 19,355
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ AMDOCS LTD ORD G02602103 2 75 SH Sole 75 AMEREN CORPORATION COM 023608102 2,989 76,590 SH Sole 76,590 AMERICA MOVIL SPON ADR L SHS 02364W105 2,086 45,000 SH Sole 45,000 AMERICAN CAMPUS COMMUNITIES COM 024835100 27,192 802,590 SH Sole 802,590 AMERICAN CAPITAL LTD COM 02503Y103 768 30,102 SH Sole 30,102 AMERICAN EAGLE OUTFITTERS COM 02553E106 275 18,044 SH Sole 18,044 AMERICAN ELECTRIC POWER COM 025537101 2,069 55,886 SH Sole 55,886 AMERICAN EXPRESS CO COM 025816109 4,673 131,884 SH Sole 131,884 AMERICAN FINANCIAL GROUP INC COM 025932104 4 120 SH Sole 120 AMERICAN INTL GROUP COM 026874107 1,294 388,570 SH Sole 388,570 AMERICAN LAND LEASE INC COM 027118108 87 4,500 SH Sole 4,500 AMERICAN STATES WATER CO COM 029899101 2,891 75,100 SH Sole 75,100 AMERICAN TOWER CORP CL A 029912201 1,905 52,948 SH Sole 52,948 AMERICAN WATER WORKS CO INC COM 030420103 2,185 101,615 SH Sole 101,615 AMERIPRISE FINANCIAL INC COM 03076C106 1,044 27,335 SH Sole 27,335 AMERISOURCEBERGEN CORP COM 03073E105 3,435 91,229 SH Sole 91,229 AMGEN INC COM 031162100 17,036 287,438 SH Sole 287,438 AMGEN INC NOTE 0.125% 2/0 031162AN0 124 135,000 PRN Sole 135,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 249 290,000 PRN Sole 290,000 AMPHENOL CORP CL A 032095101 967 24,080 SH Sole 24,080 AMR CORP COM 001765106 11 1,100 SH Sole 1,100 AMYLIN PHARMACEUTICAL INC COM 032346108 3,001 148,440 SH Sole 148,440 ANADARKO PETE COM 032511107 3,573 73,659 SH Sole 73,659 ANALOG DEVICES INC COM 032654105 4,736 179,716 SH Sole 179,716 ANGLO AMERICAN PLC ADR NEW 03485P201 100 6,000 SH Sole 6,000 ANHEUSER BUSCH COS INC COM 035229103 5,675 87,469 SH Sole 87,469 ANNALY CAPITAL MANAGEMENT COM 035710409 800 59,505 SH Sole 59,505 AON CORP COM 037389103 2,357 52,416 SH Sole 52,416 APACHE CORPORATION COM 037411105 15,819 151,696 SH Sole 151,696 APARTMENT INVT&MGMT CO CL A 03748R101 2,505 71,519 SH Sole 71,519 APOLLO GROUP CL A 037604105 1,717 28,957 SH Sole 28,957 APOLLO INVESTMENT CORP COM 03761U106 1,876 110,000 SH Sole 110,000 APPLE INC COM 037833100 18,811 165,500 SH Sole 165,500 APPLIED BIOSYSTEMS INC COM 038149100 921 26,891 SH Sole 26,891 APPLIED MATERIALS COM 038222105 3,091 204,314 SH Sole 204,314 AQUA AMERICA INC COM 03836W103 8,364 470,400 SH Sole 470,400 ARACRUZ CELULOSE SPON ADR PFD B 038496204 29,295 798,000 SH Sole 798,000 ARCH COAL INC COM 039380100 458 13,931 SH Sole 13,931 ARCHER DANIELS MIDLAND COM 039483102 2,230 101,776 SH Sole 101,776 ARROW ELECTRS INC COM 042735100 494 18,855 SH Sole 18,855 ARTHUR J GALLAGHER & CO COM 363576109 1 56 SH Sole 56 ASHFORD HOSPITALITY TRUST COM SHS 044103109 262 64,700 SH Sole 64,700 ASHLAND INC COM 044209104 107 3,657 SH Sole 3,657 ASSOCIATED BANC CORP COM 045487105 237 11,863 SH Sole 11,863 ASSOCIATED ESTATES REALTY CP COM 045604105 130 10,000 SH Sole 10,000 ASSURANT INC COM 04621X108 730 13,280 SH Sole 13,280 ASTORIA FINANCIAL CO COM 046265104 2 75 SH Sole 75 ASTRAZENECA PLC SPONSORED ADR 046353108 8,758 199,600 SH Sole 199,600
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ AT & T INC COM 00206R102 41,671 1,492,502 SH Sole 1,492,502 ATMOS ENERGY CORP COM 049560105 6 240 SH Sole 240 AUTODESK INC COM 052769106 950 28,319 SH Sole 28,319 AUTOLIV INC COM 052800109 15,321 453,968 SH Sole 453,968 AUTOMATIC DATA PROCESS COM 053015103 2,895 67,722 SH Sole 67,722 AUTONATION INC COM 05329W102 251 22,329 SH Sole 22,329 AUTOZONE COM 053332102 794 6,436 SH Sole 6,436 AUXILIUM PHARMACEUTICALS INC COM 05334D107 3,499 108,000 SH Sole 108,000 AVALONBAY COMMUNITIES INC COM 053484101 97,294 988,560 SH Sole 988,560 AVERY DENNISON CORP COM 053611109 560 12,580 SH Sole 12,580 AVIS BUDGET GROUP INC COM 053774105 5 870 SH Sole 870 AVNET COM 053807103 495 20,104 SH Sole 20,104 AVON PRODUCTS INC COM 054303102 2,526 60,766 SH Sole 60,766 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 608 19,189 SH Sole 19,189 BAKER HUGHES COM 057224107 2,083 34,408 SH Sole 34,408 BALL CORP COM 058498106 391 9,900 SH Sole 9,900 BALLARD POWER SYSTEM COM 05858H104 21 6,000 SH Sole 6,000 BANCO BRADESCO SP ADR PFD NEW 059460303 6,102 379,000 SH Sole 379,000 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 4,707 110,000 SH Sole 110,000 BANCOLOMBIA S.A. SPON ADR PREF 05968L102 188 6,600 SH Sole 6,600 BANK OF AMERICA CORP COM 060505104 108,270 3,093,435 SH Sole 3,093,435 BANK OF NEWYORK MELLON CORP COM 064058100 33,779 1,036,804 SH Sole 1,036,804 BARD C R INC COM 067383109 1,628 17,162 SH Sole 17,162 BARR PHARMACEUTICALS INC COM 068306109 664 10,164 SH Sole 10,164 BARRICK GOLD CORP COM 067901108 1,196 32,561 SH Sole 32,561 BAXTER INTERNATIONAL INC COM 071813109 8,709 132,700 SH Sole 132,700 BB&T CORPORATION COM 054937107 2,759 72,955 SH Sole 72,955 BE AEROSPACE INC COM 073302101 16 1,000 SH Sole 1,000 BECKMAN COULTER INC COM 075811109 449 6,324 SH Sole 6,324 BECTON DICKINSON & CO COM 075887109 12,880 160,473 SH Sole 160,473 BED BATH & BEYOND COM 075896100 966 30,767 SH Sole 30,767 BELDEN INC COM 077454106 15,304 481,400 SH Sole 481,400 BEMIS COMPANY INC COM 081437105 2 68 SH Sole 68 BERKSHIRE HATHAWAY INC CL A 084670108 3,918 30 SH Sole 30 BERKSHIRE HATHAWAY INC CL B 084670207 4,369 994 SH Sole 994 BEST BUY COMPANY INC COM 086516101 1,730 46,131 SH Sole 46,131 BHP BILLITON LTD SPONSORED ADR 088606108 3,515 67,600 SH Sole 67,600 BIOGEN IDEC INC COM 09062X103 6,832 135,852 SH Sole 135,852 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,258 47,500 SH Sole 47,500 BIOMED REALTY TRUST INC COM 09063H107 54,874 2,074,623 SH Sole 2,074,623 BJ SERVICES COM 055482103 556 29,064 SH Sole 29,064 BLACK & DECKER INC COM 091797100 1,739 28,627 SH Sole 28,627 BLACKROCK INC COM 09247X101 292 1,500 SH Sole 1,500 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 23 1,500 SH Sole 1,500 BLOCKBUSTER INC CL B 093679207 1 1,000 SH Sole 1,000 BLOCKBUSTER INC CL A 093679108 3 1,700 SH Sole 1,700
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ BMC SOFTWARE COM 055921100 942 32,906 SH Sole 32,906 BOEING CO COM 097023105 5,343 93,171 SH Sole 93,171 BORGWARNER INC COM 099724106 593 18,085 SH Sole 18,085 BOSTON PROPERTIES COM 101121101 258,072 2,755,408 SH Sole 2,755,408 BOSTON SCIENTIFIC CORP COM 101137107 2,095 170,739 SH Sole 170,739 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 1,763 110,000 SH Sole 110,000 BRE PROPERTIES CL A 05564E106 66,730 1,361,845 SH Sole 1,361,845 BRINKER INTERNATIONAL INC COM 109641100 1 75 SH Sole 75 BRISTOL MYERS SQUIBB COM 110122108 114,342 5,484,015 SH Sole 5,484,015 BROADCOM CORP CL A 111320107 1,378 73,979 SH Sole 73,979 BROADRIDGE FINANCIAL SOLUTIONS LLC COM 11133T103 19 1,239 SH Sole 1,239 BROOKFIELD ASSET MANAGE CL A LTD VT SH 112585104 3,570 130,100 SH Sole 130,100 BROWN & BROWN INC COM 115236101 2 102 SH Sole 102 BROWN FORMAN CORP CL B 115637209 5,170 71,996 SH Sole 71,996 BRUNSWICK CORP COM 117043109 28 2,200 SH Sole 2,200 BUCYRUS INTERNATIONAL INC COM 118759109 894 20,000 SH Sole 20,000 BUNGE LIMITED COM G16962105 965 15,273 SH Sole 15,273 BURLINGTON NORTHERN SANTA FE COM 12189T104 4,581 49,562 SH Sole 49,562 C.H.ROBINSON WORLDWIDE INC COM NEW 12541W209 1,370 26,877 SH Sole 26,877 CA INC COM 12673P105 958 47,977 SH Sole 47,977 CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 806 32,031 SH Sole 32,031 CABOT CORP COM 127055101 1 44 SH Sole 44 CABOT OIL & GAS CORP COM 127097103 1,183 32,744 SH Sole 32,744 CADENCE DESIGN COM 127387108 184 27,291 SH Sole 27,291 CADIZ INC COM NEW 127537207 2,205 115,610 SH Sole 115,610 CALAMOS ASSET MANAGEMENT CL A 12811R104 627 35,000 SH Sole 35,000 CALGON CARBON CO COM 129603106 5,605 275,300 SH Sole 275,300 CALIFORNIA PIZZA KIT COM 13054D109 193 15,000 SH Sole 15,000 CALIFORNIA WATER SERVICE GRP COM 130788102 7,223 187,600 SH Sole 187,600 CAMDEN PROPERTY TRUST SH BEN INT 133131102 26,111 569,360 SH Sole 569,360 CAMECO CORP COM 13321L108 9,123 408,900 SH Sole 408,900 CAMERON INTERNATIONAL CORP COM 13342B105 1,200 31,143 SH Sole 31,143 CAMPBELL SOUP CO COM 134429109 1,501 38,897 SH Sole 38,897 CANADIAN NATURAL RESOURCES COM 136385101 8,797 128,500 SH Sole 128,500 CAPITAL ONE FINANCIAL CORP COM 14040H105 12,688 248,793 SH Sole 248,793 CAPLEASE INC COM 140288101 1,699 214,281 SH Sole 214,281 CARDINAL HEALTH INC COM 14149Y108 2,580 52,362 SH Sole 52,362 CARDIOME PHARMA CORPORATION COM NEW 14159U202 1,269 167,000 SH Sole 167,000 CAREER EDUCATION CO COM 141665109 1 46 SH Sole 46 CARLISLE COS INC COM 142339100 13,744 458,600 SH Sole 458,600 CARMAX INC COM 143130102 286 20,408 SH Sole 20,408 CARNIVAL CORP PAIRED CTF 143658300 20,539 581,005 SH Sole 581,005 CARTER S INC COM 146229109 13,612 689,900 SH Sole 689,900 CASCAL N V COM N1842P109 5,546 528,230 SH Sole 528,230 CATERPILLAR INC DEL COM 149123101 4,545 76,250 SH Sole 76,250 CB RICHARD ELLIS GROUP INC CL A 12497T101 241 17,990 SH Sole 17,990 CBL&ASSOCIATES PROPERTIES COM 124830100 2,875 143,200 SH Sole 143,200 CBS CORP CL B 124857202 1,380 94,630 SH Sole 94,630
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ CEDAR SHOPPING CENTERS INC COM NEW 150602209 371 28,100 SH Sole 28,100 CELANESE CORP COM SER A 150870103 2,533 90,756 SH Sole 90,756 CELGENE CORP COM 151020104 14,136 223,387 SH Sole 223,387 CELLCOM ISRAEL LTD SHS M2196U109 15 500 SH Sole 500 CEMEX SAB DE CV SPON ADR NEW 151290889 582 33,779 SH Sole 33,779 CEMIG SA SP ADR N-V PFD 204409601 2,195 111,200 SH Sole 111,200 CENTERPOINT ENERGY INC COM 15189T107 735 50,463 SH Sole 50,463 CENTEX CO COM 152312104 312 19,272 SH Sole 19,272 CENTURY ALUMINUM CO COM 156431108 83 3,000 SH Sole 3,000 CENTURYTEL INC COM 156700106 151 4,125 SH Sole 4,125 CEPHALON INC COM 156708109 1,087 14,032 SH Sole 14,032 CERADYNE INC COM 156710105 1,026 28,000 SH Sole 28,000 CF INDUSTRIES HOLDINGS INC COM 125269100 788 8,617 SH Sole 8,617 CHARLES RIVER LABORATORIES COM 159864107 350 6,300 SH Sole 6,300 CHECK POINT SOFTWARE TECHNOLOGIES ORD M22465104 5,881 258,598 SH Sole 258,598 CHESAPEAKE ENERGY CORP COM 165167107 4,592 128,060 SH Sole 128,060 CHEVRON CORP COM 166764100 80,819 979,866 SH Sole 979,866 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 2,451 127,400 SH Sole 127,400 CHICOS FAS INC COM 168615102 0 82 SH Sole 82 CHILDREN S PLACE COM 168905107 233 7,000 SH Sole 7,000 CHINA MOBILE LTD SPONSORED ADR 16941M109 46 910 SH Sole 910 CHOICE HOTELS INTERN COM 169905106 22 800 SH Sole 800 CHUBB CORP COM 171232101 2,736 49,839 SH Sole 49,839 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 80,633 3,406,540 SH Sole 3,406,540 CIA CERVECERIA UNIDAS-ADR SPONSORED ADR 204429104 145 4,500 SH Sole 4,500 CIA SANEAMENTO BASICO DE SPONSORED ADR 20441A102 14,198 500,800 SH Sole 500,800 CIA TELECOM CHILE SPON ADR NEW 204449300 12 1,800 SH Sole 1,800 CIA VALE DO RIO DOCE SPONSORED ADR 204412209 4,749 248,000 SH Sole 248,000 CIA VALE DO RIO DOCE SPON ADR PFD 204412100 6,354 359,000 SH Sole 359,000 CIGNA CORP COM 125509109 1,565 46,060 SH Sole 46,060 CIMAREX ENERGY CO COM 171798101 381 7,800 SH Sole 7,800 CINCINNATI FINANCIAL CORP COM 172062101 592 20,824 SH Sole 20,824 CINTAS CORP COM 172908105 616 21,456 SH Sole 21,456 CIRCUIT CITY STORES INC COM 172737108 46 1,600 SH Sole 1,600 CISCO SYSTEMS COM 17275R102 50,014 2,216,930 SH Sole 2,216,930 CIT GROUP INC COM 125581108 132 19,037 SH Sole 19,037 CITIGROUP COM 172967101 19,387 945,246 SH Sole 945,246 CITRIX SYSTEMS INC COM 177376100 468 18,518 SH Sole 18,518 CITY HOLDING CO COM 177835105 592 14,000 SH Sole 14,000 CITY NATIONAL CORP COM 178566105 2 29 SH Sole 29 CLARCOR INC COM 179895107 5,188 136,700 SH Sole 136,700 CLEVELAND-CLIFFS INC COM 185896107 457 8,637 SH Sole 8,637 CLOROX CO COM 189054109 1,062 16,948 SH Sole 16,948 CME GROUP INC COM 12572Q105 2,572 6,922 SH Sole 6,922 CMGI INC COM NEW 125750307 5,221 543,340 SH Sole 543,340 CMS ENERGY COM 125896100 7 550 SH Sole 550 CNA FINL CORP COM 126117100 306 11,650 SH Sole 11,650 COACH INC COM 189754104 6,036 241,037 SH Sole 241,037
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ COCA COLA CO COM 191216100 78,525 1,484,971 SH Sole 1,484,971 COCA COLA ENTERPRISE COM 191219104 756 45,053 SH Sole 45,053 COEUR D AKENE MINES NOTE 3.250% 3/1 192108AR9 18 30,000 PRN Sole 30,000 COGDELL SPENCER INC COM 19238U107 143 8,900 SH Sole 8,900 COGNIZANT TECH SOLUTIONS CORP CL A 192446102 1,758 77,023 SH Sole 77,023 COLGATE PALMOLIVE CO COM 194162103 7,646 101,479 SH Sole 101,479 COLLECTIVE BRANDS IN COM 19421W100 256 14,000 SH Sole 14,000 COLONIAL BANCGROUP INC COM 195493309 1 110 SH Sole 110 COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 3,387 181,200 SH Sole 181,200 COMCAST CORP NEW CL A SPL 20030N200 1,817 92,139 SH Sole 92,139 COMCAST CORP NEW CL A 20030N101 5,099 259,742 SH Sole 259,742 COMERICA INC COM 200340107 761 23,207 SH Sole 23,207 COMMERCE BANCSHARES INC COM 200525103 2 44 SH Sole 44 COMMSCOPE INC COM 203372107 2,425 70,000 SH Sole 70,000 COMMUNITY HEALTH SYSTEMS INC COM 203668108 92 3,149 SH Sole 3,149 COMPUTER SCIENCE COM 205363104 1,001 24,908 SH Sole 24,908 COMPUWARE CORP COM 205638109 97 9,984 SH Sole 9,984 CONAGRA INC COM 205887102 1,411 72,512 SH Sole 72,512 CONOCOPHILLIPS COM 20825C104 39,735 542,460 SH Sole 542,460 CONSECO INC COM NEW 208464883 3 720 SH Sole 720 CONSOL ENERGY INC COM 20854P109 4,684 102,060 SH Sole 102,060 CONSOLIDATED EDISON INC COM 209115104 21,611 503,038 SH Sole 503,038 CONSOLIDATED WATER CO ORD G23773107 2,664 156,500 SH Sole 156,500 CONSTELLATION BRANDS INC CL A 21036P108 566 26,354 SH Sole 26,354 CONSTELLATION ENERGY GROUP COM 210371100 806 33,168 SH Sole 33,168 CONTINENTAL AIRLINES CL B 210795308 6 350 SH Sole 350 CONVERGYS CORP COM 212485106 1 88 SH Sole 88 COOPER INDUSTRIES LTD CL A G24182100 837 20,957 SH Sole 20,957 CORINTHIAN COLLEGES COM 218868107 330 22,000 SH Sole 22,000 CORNING INC COM 219350105 7,857 502,357 SH Sole 502,357 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 60,720 1,504,838 SH Sole 1,504,838 CORRECTIONS CORP OF AMERICA COM NEW 22025Y407 3,680 148,100 SH Sole 148,100 COSTCO WHOLESALE CORPORATION COM 22160K105 6,909 106,403 SH Sole 106,403 COUSINS PROPERTIES INC COM 222795106 617 24,450 SH Sole 24,450 COVANCE INC COM 222816100 813 9,195 SH Sole 9,195 COVANTA HOLDING CORP COM 22282E102 10,474 437,500 SH Sole 437,500 COVENTRY HEALTH CARE INC COM 222862104 765 23,512 SH Sole 23,512 COVIDIEN LTD COM G2552X108 3,572 66,443 SH Sole 66,443 CREDICORP LTD COM G2519Y108 104 1,674 SH Sole 1,674 CROWN CASTLE INTL CORP COM 228227104 766 26,454 SH Sole 26,454 CROWN HOLDINGS INC COM 228368106 6 260 SH Sole 260 CSX CORP COM 126408103 2,503 45,859 SH Sole 45,859 CTC MEDIA INC COM 12642X106 450 30,000 SH Sole 30,000 CUBIST PHARMACEUTICALS INC COM 229678107 1,756 79,000 SH Sole 79,000 CUMMINS INC COM 231021106 1,159 26,506 SH Sole 26,506 CV THERAPEUTICS INC COM 126667104 1,179 109,200 SH Sole 109,200 CVS CAREMARK CORP COM 126650100 24,752 735,352 SH Sole 735,352 D&B CORP COM 26483E100 529 5,607 SH Sole 5,607
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ DANA HOLDINGS CORP COM 235825205 1,650 340,880 SH Sole 340,880 DANAHER CORP COM 235851102 46,641 672,059 SH Sole 672,059 DARDEN RESTAURANTS INC COM 237194105 403 14,091 SH Sole 14,091 DAVITA INC COM 23918K108 682 11,958 SH Sole 11,958 DAWSON GEOPHYSICAL CO COM 239359102 140 3,000 SH Sole 3,000 DCT INDUSTRIAL TRUST INC COM 233153105 2,463 328,900 SH Sole 328,900 DEAN FOODS CO COM 242370104 859 36,763 SH Sole 36,763 DEERE & COMPANY COM 244199105 3,439 69,481 SH Sole 69,481 DELL INC COM 24702R101 10,841 657,808 SH Sole 657,808 DENBURY RESOURCES INC COM NEW 247916208 460 24,147 SH Sole 24,147 DENTSPLY INTERNATIONAL INC COM 249030107 561 14,957 SH Sole 14,957 DEVELOPERS DIVERSIFIED RLTY COM 251591103 29,047 916,589 SH Sole 916,589 DEVON ENERGY CORP COM 25179M103 37,744 413,856 SH Sole 413,856 DIAMOND OFFSHORE DRILLING COM 25271C102 809 7,852 SH Sole 7,852 DIAMONDROCK HOSPITALITY CO COM 252784301 1,305 143,407 SH Sole 143,407 DIEBOLD COM 253651103 1 40 SH Sole 40 DIGITAL REALTY TRUST INC COM 253868103 49,447 1,046,498 SH Sole 1,046,498 DILLARDS INC CL A 254067101 5 420 SH Sole 420 DIONEX CORP COM 254546104 7,556 118,900 SH Sole 118,900 DIRECTV GROUP INC COM 25459L106 2,428 92,787 SH Sole 92,787 DISCOVER FINANCIAL SERVICES COM 254709108 4,559 329,895 SH Sole 329,895 DISH NETWORK CORP CL A 25470M109 562 26,749 SH Sole 26,749 DISNEY WALT CO COM DISNEY 254687106 19,801 645,182 SH Sole 645,182 DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 254753106 9 400 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 3,141 73,425 SH Sole 73,425 DOMTAR CORP COM 257559104 232 50,340 SH Sole 50,340 DONALDSON INC COM 257651109 4,623 110,300 SH Sole 110,300 DONNELLEY R R & SONS COM 257867101 739 30,130 SH Sole 30,130 DOUGLAS EMMETT INC COM 25960P109 41,792 1,811,536 SH Sole 1,811,536 DOVER CORP COM 260003108 934 23,036 SH Sole 23,036 DOW CHEM CO COM 260543103 4,143 130,357 SH Sole 130,357 DR HORTON INC COM 23331A109 639 49,088 SH Sole 49,088 DR PEPPER SNAPPLE GROUP INC COM 26138E109 5,453 205,946 SH Sole 205,946 DREAMWORKS ANIMATION SKG INC CL A 26153C103 6,708 213,300 SH Sole 213,300 DST SYSTEMS INC COM 233326107 258 4,615 SH Sole 4,615 DTE ENERGY COMPANY COM 233331107 1,469 36,623 SH Sole 36,623 DU PONT E I DE NEMOURS COM 263534109 56,987 1,414,080 SH Sole 1,414,080 DUKE ENERGY CORP NEW COM 26441C105 76,331 4,379,289 SH Sole 4,379,289 DUKE REALTY CORP COM NEW 264411505 54,620 2,222,130 SH Sole 2,222,130 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 24,989 1,638,622 SH Sole 1,638,622 DYNEGY INC DEL CL A 26817G102 197 55,100 SH Sole 55,100 E TRADE FINANCIAL CORP COM 269246104 114 40,672 SH Sole 40,672 EASTGROUP PROPERTIES COM 277276101 778 16,020 SH Sole 16,020 EASTMAN CHEMICAL CO COM 277432100 976 17,728 SH Sole 17,728 EASTMAN KODAK CO COM 277461109 661 42,993 SH Sole 42,993 EATON CORP COM 278058102 2,466 43,902 SH Sole 43,902
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ EBAY INC COM 278642103 10,695 477,882 SH Sole 477,882 ECHOSTAR CORP CL A 278768106 15 619 SH Sole 619 ECOLAB INC COM 278865100 17,930 369,545 SH Sole 369,545 EDISON INTERNATIONAL COM 281020107 1,578 39,545 SH Sole 39,545 EDUCATION REALTY TRUST INC COM 28140H104 506 45,700 SH Sole 45,700 EDWARDS LIFESCIENCES CORP COM 28176E108 231 4,000 SH Sole 4,000 EL PASO CORPORATION COM 28336L109 4,433 347,387 SH Sole 347,387 ELAN PLC ADR 284131208 3,927 368,000 SH Sole 368,000 ELECTRONIC ARTS INC COM 285512109 5,771 156,023 SH Sole 156,023 EMBARQ CORP COM 29078E105 2,395 59,059 SH Sole 59,059 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 67 4,600 SH Sole 4,600 EMBRAER - EMPRESA BRASILEIRA D SP ADR COM SHS 29081M102 1,269 47,000 SH Sole 47,000 EMC CORP COM 268648102 3,700 309,380 SH Sole 309,380 EMC CORP NOTE 1.750%12/0 268648AK8 240 247,000 PRN Sole 247,000 EMERSON ELEC CO COM 291011104 12,219 299,558 SH Sole 299,558 EMPRESA NACIONAL DE ELECTRIDAD SA SPONSORED ADR 29244T101 147 3,300 SH Sole 3,300 ENCANA CORP COM 292505104 309 4,700 SH Sole 4,700 ENERGEN CORP COM 29265N108 304 6,710 SH Sole 6,710 ENERGIZER HOLDINGS INC COM 29266R108 452 5,616 SH Sole 5,616 ENERSIS S.A SPONSORED ADR 29274F104 173 10,617 SH Sole 10,617 ENSCO INTERNATIONAL INC COM 26874Q100 841 14,587 SH Sole 14,587 ENTERGY CORP COM 29364G103 2,160 24,263 SH Sole 24,263 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 23,352 426,760 SH Sole 426,760 EOG RESOURCES INC COM 26875P101 12,436 139,008 SH Sole 139,008 EQUIFAX INC COM 294429105 440 12,760 SH Sole 12,760 EQUINIX INC COM NEW 29444U502 1,737 25,000 SH Sole 25,000 EQUITABLE RESOURCES INC COM 294549100 439 11,980 SH Sole 11,980 EQUITY LIFESTYLE PROPERTIES COM 29472R108 827 15,600 SH Sole 15,600 EQUITY ONE INC COM 294752100 1,563 76,300 SH Sole 76,300 EQUITY RESIDENTIAL SH BEN INT 29476L107 132,297 2,979,000 SH Sole 2,979,000 ESSEX PROPERTY TRUST INC COM 297178105 44,245 373,910 SH Sole 373,910 ESTEE LAUDER COMPANIES CL A 518439104 10,123 202,826 SH Sole 202,826 EVEREST RE GROUP LTD COM G3223R108 719 8,312 SH Sole 8,312 EW SCRIPPS CO CL A NEW 811054402 0 16 SH Sole 16 EXELON CORPORATION COM 30161N101 52,544 839,096 SH Sole 839,096 EXPEDIA INC COM 30212P105 481 31,853 SH Sole 31,853 EXPEDITORS INTERNATIONAL WASH INC COM 302130109 900 25,836 SH Sole 25,836 EXPRESS SCRIPTS INC COM 302182100 4,799 65,004 SH Sole 65,004 EXTERRAN HOLDINGS INC COM 30225X103 198 6,180 SH Sole 6,180 EXTRA SPACE STORAGE INC COM 30225T102 43,252 2,815,896 SH Sole 2,815,896 EXXON MOBIL CORP COM 30231G102 134,211 1,728,193 SH Sole 1,728,193 F5 NETWORKS INC COM 315616102 187 8,000 SH Sole 8,000 FAIRPOINT COMMUNICATIONS INC COM 305560104 16 1,885 SH Sole 1,885 FAMILY DOLLAR STORES COM 307000109 580 24,465 SH Sole 24,465 FANNIE MAE COM 313586109 157 102,764 SH Sole 102,764 FASTENAL CO COM 311900104 856 17,322 SH Sole 17,322 FEDERAL MOGUL CORP COM 313549404 2,299 183,172 SH Sole 183,172 FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 119,396 1,394,811 SH Sole 1,394,811
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ FEDERATED INVESTORS CL B 314211103 212 7,352 SH Sole 7,352 FEDEX CORPORATION COM 31428X106 3,178 40,206 SH Sole 40,206 FELCOR LODGING TRUST INC COM 31430F101 298 41,600 SH Sole 41,600 FIDELITY NATIONAL FINANCIAL INC CL A 31620R105 418 28,428 SH Sole 28,428 FIDELITY NATIONAL INFORMATION COM 31620M106 494 26,734 SH Sole 26,734 FIFTH THIRD BANCORP COM 316773100 1,125 94,524 SH Sole 94,524 FIRST AMERICAN CORPORATION COM 318522307 370 12,545 SH Sole 12,545 FIRST HORIZON NATIONAL CORP COM 320517105 109 11,605 SH Sole 11,605 FIRST INDUSTRIAL REALTY TR COM 32054K103 820 28,590 SH Sole 28,590 FIRST POTOMAC REALTY TRUST COM 33610F109 1,943 113,059 SH Sole 113,059 FIRST SOLAR INC COM 336433107 720 3,810 SH Sole 3,810 FIRSTENERGY CORP COM 337932107 2,531 37,783 SH Sole 37,783 FISERV INC COM 337738108 959 20,275 SH Sole 20,275 FLEXIBLE SOLUTIONS INTL INC COM 33938T104 317 218,900 SH Sole 218,900 FLEXTRONICS INT'L LTD ORD Y2573F102 8,139 1,149,610 SH Sole 1,149,610 FLOWSERVE CORP COM 34354P105 487 5,486 SH Sole 5,486 FLUOR CORP COM 343412102 1,477 26,522 SH Sole 26,522 FMC TECHNOLOGIES INC COM 30249U101 586 12,585 SH Sole 12,585 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 5,454 143,000 SH Sole 143,000 FOOT LOCKER INC COM 344849104 1 72 SH Sole 72 FORD MOTOR COMPANY COM PAR $0.01 345370860 8,393 1,614,090 SH Sole 1,614,090 FORD MOTOR COMPANY NOTE 4.250%12/1 345370CF5 560 850,000 PRN Sole 850,000 FOREST CITY ENTERPRISES CL A 345550107 195 6,350 SH Sole 6,350 FOREST LABS INC COM 345838106 958 33,868 SH Sole 33,868 FOREST OIL CORP COM PAR $0.01 346091705 402 8,100 SH Sole 8,100 FORESTAR REAL ESTATE GRP COM 346233109 13 851 SH Sole 851 FORTUNE BRANDS INC COM 349631101 1,068 18,621 SH Sole 18,621 FOSTER WHEELER LTD SHS NEW G36535139 516 14,286 SH Sole 14,286 FPL GROUP INC COM 302571104 6,219 123,642 SH Sole 123,642 FRANKLIN RESOURCES INC COM 354613101 1,706 19,360 SH Sole 19,360 FRANKLIN STREET PROPERTIES C COM 35471R106 486 37,400 SH Sole 37,400 FREDDIE MAC COM 313400301 105 61,316 SH Sole 61,316 FREEPORT-MCMORAN COPPER & GOLD PFD CONV 35671D782 1,286 15,150 SH Sole 15,150 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 15,760 277,222 SH Sole 277,222 FRONTIER COMMUNICATIONS CO COM 35906A108 216 18,819 SH Sole 18,819 FRONTLINE LTD SHS G3682E127 385 8,000 SH Sole 8,000 FULTON FINANCIAL CORP COM 360271100 1 127 SH Sole 127 GAMESTOP CORP CL A 36467W109 1,836 53,671 SH Sole 53,671 GANNETT INC COM 364730101 578 34,187 SH Sole 34,187 GAP INC COM 364760108 1,872 105,309 SH Sole 105,309 GARMIN LTD ORD G37260109 381 11,234 SH Sole 11,234 GENENTECH INC COM NEW 368710406 16,696 188,270 SH Sole 188,270 GENERAL DYNAMICS COM 369550108 3,542 48,111 SH Sole 48,111 GENERAL ELEC CO COM 369604103 186,216 7,302,577 SH Sole 7,302,577 GENERAL GROWTH PROPERTIES INC COM 370021107 26,367 1,746,190 SH Sole 1,746,190 GENERAL MILLS COM 370334104 2,975 43,291 SH Sole 43,291 GENERAL MTRS CORP COM 370442105 1,738 183,891 SH Sole 183,891 GENTEX CORP COM 371901109 1 86 SH Sole 86
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ GENUINE PARTS CO COM 372460105 32,307 803,456 SH Sole 803,456 GENWORTH FINANCIAL INC COM CL A 37247D106 709 82,309 SH Sole 82,309 GENZYME CORP COM 372917104 22,553 278,807 SH Sole 278,807 GETTY REALTY CORP COM 374297109 233 10,500 SH Sole 10,500 GILEAD SCIENCES INC COM 375558103 13,999 307,137 SH Sole 307,137 GLADSTONE COMMERCIAL CORP COM 376536108 86 5,700 SH Sole 5,700 GLIMCHER REALTY TRUST SH BEN INT 379302102 267 25,600 SH Sole 25,600 GOLDMAN SACHS GROUP COM 38141G104 11,793 92,135 SH Sole 92,135 GOODRICH BF COM 382388106 985 23,683 SH Sole 23,683 GOODYEAR TIRE & RUBR COM 382550101 548 35,791 SH Sole 35,791 GOOGLE INC CL A 38259P508 14,100 35,203 SH Sole 35,203 GRAINGER W W INC COM 384802104 1,034 11,888 SH Sole 11,888 GRAMERCY CAPITAL CORP COM 384871109 77 29,830 SH Sole 29,830 GRUPO AEROPORTUARIO SUR SPON ADR SER B 40051E202 2,831 57,000 SH Sole 57,000 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 2,349 107,400 SH Sole 107,400 GUARANTY FINANCIAL GROUP COM 40108N106 3 851 SH Sole 851 H & R BLOCK INC COM 093671105 7,751 340,716 SH Sole 340,716 HALLIBURTON CO COM 406216101 3,411 105,317 SH Sole 105,317 HANESBRANDS INC COM 410345102 42 1,932 SH Sole 1,932 HANSEN NATURAL CORPORATION COM 411310105 212 7,000 SH Sole 7,000 HARLEY-DAVIDSON INC COM 412822108 1,057 28,349 SH Sole 28,349 HARMAN INTERNATIONAL COM 413086109 1 30 SH Sole 30 HARRIS CORP COM 413875105 3,085 66,773 SH Sole 66,773 HARSCO CORP COM 415864107 314 8,454 SH Sole 8,454 HARTFORD FINANCIAL SERVICES COM 416515104 11,905 290,448 SH Sole 290,448 HASBRO INC COM 418056107 424 12,226 SH Sole 12,226 HCP INC COM 40414L109 45,729 1,139,525 SH Sole 1,139,525 HDFC BANK LTD-ADR ADR REPS 3 SHS 40415F101 1,818 21,400 SH Sole 21,400 HEALTH CARE REIT INC COM 42217K106 134,996 2,536,081 SH Sole 2,536,081 HEALTH MGMT ASSOCIATES CL A 421933102 151 36,200 SH Sole 36,200 HEALTH NET INC COM 42222G108 396 16,772 SH Sole 16,772 HEALTHCARE REALTY TRUST INC COM 421946104 3,287 112,758 SH Sole 112,758 HEALTHSOUTH CORP COM NEW 421924309 21,171 1,148,700 SH Sole 1,148,700 HEINZ HJ CO COM 423074103 29,358 587,512 SH Sole 587,512 HELIX ENERGY SOLUTIONS GROUP I COM 42330P107 90 3,700 SH Sole 3,700 HELMERICH & PAYNE COM 423452101 427 9,889 SH Sole 9,889 HENRY SCHEIN INC COM 806407102 479 8,898 SH Sole 8,898 HERCULES OFFSHORE INC COM 427093109 1,668 110,000 SH Sole 110,000 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 234 31,500 SH Sole 31,500 HERSHEY CO COM 427866108 775 19,613 SH Sole 19,613 HERTZ GLOBAL HOLDINGS INC COM 42805T105 3,381 446,620 SH Sole 446,620 HESS CORP COM 42809H107 9,639 117,434 SH Sole 117,434 HEWLETT PACKARD CO COM 428236103 15,548 336,248 SH Sole 336,248 HIGHWOODS PROPERTIES INC COM 431284108 71,412 2,008,200 SH Sole 2,008,200 HILLENBRAND INC COM 431571108 1 32 SH Sole 32 HILL-ROM HOLDINGS INC COM 431475102 1 32 SH Sole 32 HOLOGIC INC COM 436440101 458 23,694 SH Sole 23,694 HOME DEPOT COM 437076102 22,779 879,857 SH Sole 879,857
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ HOME PROPERTIES INC COM 437306103 56,717 978,726 SH Sole 978,726 HONEYWELL INTERNATIONAL COM 438516106 5,838 140,512 SH Sole 140,512 HORMEL FOODS CORP COM 440452100 360 9,911 SH Sole 9,911 HOSPIRA INC COM 441060100 1,499 39,243 SH Sole 39,243 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 2,363 115,153 SH Sole 115,153 HOST HOTELS & RESORTS INC COM 44107P104 89,467 6,731,904 SH Sole 6,731,904 HOVNANIAN ENTERPRISES CL A 442487203 4 540 SH Sole 540 HRPT PROPERTIES TRUST COM SH BEN INT 40426W101 3,807 552,500 SH Sole 552,500 HSN INC COM 404303109 30 2,752 SH Sole 2,752 HUDSON CITY BANCORP INC COM 443683107 2,435 132,002 SH Sole 132,002 HUMAN GENOME SCIENSES INC COM 444903108 1,099 173,110 SH Sole 173,110 HUMANA INC COM 444859102 954 23,159 SH Sole 23,159 HUNT J B TRANSPORT SVCS INC COM 445658107 3 100 SH Sole 100 HUNTINGTON BANCSHARES INC COM 446150104 372 46,594 SH Sole 46,594 HUNTSMAN CORP COM 447011107 282 22,365 SH Sole 22,365 IAC/INTERACTIVE CORP COM PAR $.001 44919P508 119 6,880 SH Sole 6,880 ICICI BANK LTD ADR 45104G104 630 26,800 SH Sole 26,800 IDEARC INC COM 451663108 76 60,784 SH Sole 60,784 IDEX CORP COM 45167R104 16,112 519,400 SH Sole 519,400 ILLINOIS TOOL WORKS INC COM 452308109 2,322 52,232 SH Sole 52,232 ILLUMINA INC COM 452327109 4,864 120,000 SH Sole 120,000 IMCLONE SYSTEMS COM 45245W109 4 60 SH Sole 60 IMS HEALTH INC COM 449934108 348 18,387 SH Sole 18,387 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1,822 54,700 SH Sole 54,700 INGERSOLL-RAND CO CL A G4776G101 1,212 38,873 SH Sole 38,873 INGRAM MICRO INC CL A 457153104 15 950 SH Sole 950 INLAND REAL ESTATE CORP COM NEW 457461200 2,989 190,500 SH Sole 190,500 INSITUFORM TECHNOLOGIES CL A 457667103 5,650 377,700 SH Sole 377,700 INTEGRYS ENERGY GROUP INC COM 45822P105 1,687 33,790 SH Sole 33,790 INTEL CORP COM 458140100 77,802 4,153,897 SH Sole 4,153,897 INTEL CORP SDCV 2.950%12/1 458140AD2 196 227,000 PRN Sole 227,000 INTEL GAME TECHNOLOGY DBCV 2.600%12/1 459902AP7 137 144,000 PRN Sole 144,000 INTERCONTINENTALEXCHANGE INC COM 45865V100 443 5,493 SH Sole 5,493 INTERMUNE INC COM 45884X103 2,532 148,000 SH Sole 148,000 INTERNATIONAL BUSINESS MACHINES COM 459200101 49,387 422,256 SH Sole 422,256 INTERNATIONAL FLAVORS & FRAGRANCE COM 459506101 282 7,142 SH Sole 7,142 INTERNATIONAL GAME TECHNOLOGY COM 459902102 649 37,766 SH Sole 37,766 INTERPUBLIC GROUP COM 460690100 460 59,324 SH Sole 59,324 INTERSIL CORPORATION CL A 46069S109 365 22,040 SH Sole 22,040 INTERVAL LEISURE GROUP COM 46113M108 29 2,752 SH Sole 2,752 INTL PAPER CO COM 460146103 1,625 62,075 SH Sole 62,075 INTUIT INC COM 461202103 14,874 470,557 SH Sole 470,557 INTUITIVE SURGICAL INC COM NEW 46120E602 1,604 6,657 SH Sole 6,657 INVESCO LTD SHS G491BT108 6,751 321,769 SH Sole 321,769 INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 399 35,700 SH Sole 35,700 INVITROGEN CORP COM 46185R100 4,127 109,170 SH Sole 109,170 IRON MOUNTAIN INC COM 462846106 454 18,606 SH Sole 18,606 ISHARES TR MSCI EMERG MKT 464287234 231 6,700 SH Sole 6,700
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ ISIS PHARMACEUTICALS INC COM 464330109 1,545 91,500 SH Sole 91,500 ISTAR FINANCIAL INC COM 45031U101 23 8,893 SH Sole 8,893 ITRON INC COM 465741106 16,909 191,000 SH Sole 191,000 ITT CORP COM 450911102 55,064 990,182 SH Sole 990,182 J.C.PENNEY COMPANY INC COM 708160106 979 29,367 SH Sole 29,367 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 317 30,000 SH Sole 30,000 JABIL CIRCUIT INC COM 466313103 106 11,102 SH Sole 11,102 JACOBS ENGINEERING GROUP INC COM 469814107 1,758 32,364 SH Sole 32,364 JANUS CAPITAL GROUP INC COM 47102X105 409 16,860 SH Sole 16,860 JDS UNIPHASE CORP COM PAR $0.001 46612J507 179 21,173 SH Sole 21,173 JETBLUE AIRWAYS CORP COM 477143101 198 40,000 SH Sole 40,000 JOHNSON & JOHNSON COM 478160104 66,677 962,423 SH Sole 962,423 JOHNSON CONTROLS INC COM 478366107 2,249 74,149 SH Sole 74,149 JONES APPAREL GROUP INC COM 480074103 109 5,880 SH Sole 5,880 JOY GLOBAL INC COM 481165108 787 17,434 SH Sole 17,434 JPMORGAN CHASE & CO COM 46625H100 111,643 2,389,681 SH Sole 2,389,681 JUNIPER NETWORKS INC COM 48203R104 2,285 108,459 SH Sole 108,459 KB HOME COM 48666K109 124 6,302 SH Sole 6,302 KBR INC COM 48242W106 334 21,890 SH Sole 21,890 KELLOGG CO COM 487836108 3,502 62,431 SH Sole 62,431 KEYCORP COM 493267108 812 68,017 SH Sole 68,017 KILROY REALTY CORP COM 49427F108 24,023 502,668 SH Sole 502,668 KIMBERLY-CLARK CORP COM 494368103 31,007 478,205 SH Sole 478,205 KIMCO REALTY CORP COM 49446R109 68,645 1,858,297 SH Sole 1,858,297 KINETIC CONCEPTS INC COM NEW 49460W208 1 39 SH Sole 39 KING PHARMACEUTICALS INC COM 495582108 288 30,066 SH Sole 30,066 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 194 185,000 PRN Sole 185,000 KITE REALTY GROUP TRUST COM 49803T102 6,954 632,192 SH Sole 632,192 KLA TENCOR CORP COM 482480100 950 30,010 SH Sole 30,010 KNIGHT CAPITAL GROUP INC CL A 499005106 1,040 70,000 SH Sole 70,000 KOHLS CORP COM 500255104 1,942 42,137 SH Sole 42,137 KRAFT FOODS INC CL A 50075N104 99,849 3,048,833 SH Sole 3,048,833 KRISPY KREME DOUGHNUTS INC COM 501014104 165 50,000 SH Sole 50,000 KROGER CO COM 501044101 2,518 91,647 SH Sole 91,647 KULICKE & SOFFA IND INC NOTE 0.875% 6/0 501242AT8 639 935,000 PRN Sole 935,000 L-3 COMMUNICATIONS HLDGS COM 502424104 2,663 27,081 SH Sole 27,081 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 891 12,818 SH Sole 12,818 LAM RESEARCH COM 512807108 4,445 141,146 SH Sole 141,146 LAMAR ADVERTISING CO CL A 512815101 213 6,906 SH Sole 6,906 LAN AIRLINES SA SPONSORED ADR 501723100 339 29,700 SH Sole 29,700 LAS VEGAS SANDS CORP COM 517834107 375 10,398 SH Sole 10,398 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 18,685 801,226 SH Sole 801,226 LEAR CORP COM 521865105 85 8,080 SH Sole 8,080 LEGG MASON INC COM 524901105 587 15,417 SH Sole 15,417 LEGGETT & PLATT INC COM 524660107 549 25,185 SH Sole 25,185 LENDER PROCESSING SERVICES INC COM 52602E102 117 3,836 SH Sole 3,836 LENNAR CORP CL A 526057104 378 24,906 SH Sole 24,906 LEUCADIA NATIONAL CORP COM 527288104 2,846 62,626 SH Sole 62,626
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 1,070 1,515,000 PRN Sole 1,515,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 417 154,513 SH Sole 154,513 LEXINGTON REALTY TRUST COM 529043101 3,718 215,900 SH Sole 215,900 LEXMARK INTL NEW CL A 529771107 456 13,993 SH Sole 13,993 LIBERTY GLOBAL INC COM SER A 530555101 741 24,460 SH Sole 24,460 LIBERTY GLOBAL INC COM SER C 530555309 464 16,502 SH Sole 16,502 LIBERTY MEDIA CORP NEW DEB 3.125% 3/3 530718AF2 239 269,000 PRN Sole 269,000 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1,226 49,095 SH Sole 49,095 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 207 15,462 SH Sole 15,462 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 949 73,480 SH Sole 73,480 LIBERTY PROPERTY TRUST SH BEN INT 531172104 65,994 1,752,818 SH Sole 1,752,818 LILLY ELI & CO COM 532457108 116,709 2,650,677 SH Sole 2,650,677 LIMITED BRANDS INC COM 532716107 20,409 1,178,342 SH Sole 1,178,342 LINCARE HOLDINGS INC COM 532791100 2 52 SH Sole 52 LINCOLN NATIONAL CORP IND COM 534187109 1,427 33,341 SH Sole 33,341 LINDSAY CORP COM 535555106 9,065 124,600 SH Sole 124,600 LINEAR TECHNOLOGY CORP COM 535678106 1,653 53,917 SH Sole 53,917 LIZ CLAIBORNE INC COM 539320101 1 57 SH Sole 57 LOCKHEED MARTIN COM 539830109 49,252 449,089 SH Sole 449,089 LOEWS CORP COM 540424108 1,766 44,724 SH Sole 44,724 LORILLARD INC COM 544147101 4,253 59,770 SH Sole 59,770 LOUISIANA PAC CORP COM 546347105 13 1,400 SH Sole 1,400 LOWES COS INC COM 548661107 4,521 190,826 SH Sole 190,826 LSI CORPORATION COM 502161102 380 70,879 SH Sole 70,879 LTC PROPERTIES INC COM 502175102 369 12,600 SH Sole 12,600 LUFKIN INDUSTRIES INC COM 549764108 952 12,000 SH Sole 12,000 LUMINEX CORP COM 55027E102 1,891 75,616 SH Sole 75,616 M & T BANK CORP COM 55261F104 863 9,665 SH Sole 9,665 MACERICH CO COM 554382101 126,336 1,984,861 SH Sole 1,984,861 MACK CALI REALTY CORP COM 554489104 9,478 279,830 SH Sole 279,830 MACYS INC COM 55616P104 1,092 60,738 SH Sole 60,738 MAGUIRE PROPERTIES INC COM 559775101 145 24,400 SH Sole 24,400 MANITOWOC COMPANY INC COM 563571108 242 15,587 SH Sole 15,587 MANPOWER INC COM 56418H100 502 11,629 SH Sole 11,629 MARATHON OIL CORP COM 565849106 3,646 91,443 SH Sole 91,443 MARKEL CORP COM 570535104 2 6 SH Sole 6 MARRIOTT INTERNATIONAL CL A 571903202 4,114 157,700 SH Sole 157,700 MARSH & MCLEMANN COM 571748102 2,494 78,511 SH Sole 78,511 MARSHALL&ILSLEY CORP NEW COM 571837103 662 32,851 SH Sole 32,851 MARTIN MARIETTA MATLS INC COM 573284106 457 4,078 SH Sole 4,078 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 597 64,206 SH Sole 64,206 MASCO CORP COM 574599106 1,188 66,231 SH Sole 66,231 MASTERCARD INC CL A 57636Q104 2,683 15,132 SH Sole 15,132 MATTEL INC COM 577081102 17,370 962,852 SH Sole 962,852 MBIA INC COM 55262C100 180 15,100 SH Sole 15,100 MCAFEE INC COM 579064106 2,757 81,196 SH Sole 81,196 MCCLATCHY CO CL A 579489105 1 300 SH Sole 300 MCCORMICK & CO INC COM NON VTG 579780206 444 11,542 SH Sole 11,542
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ MCDERMOTT INTL INC COM 580037109 563 22,037 SH Sole 22,037 MCDONALDS CORP COM 580135101 46,237 749,383 SH Sole 749,383 MCGRAW HILL COMPANIES INC COM 580645109 1,211 38,320 SH Sole 38,320 MCKESSON CORP COM 58155Q103 28,362 527,085 SH Sole 527,085 MDU RESOURCES GROUP INC COM 552690109 626 21,582 SH Sole 21,582 MEADWESTVACO CORP COM 583334107 582 24,976 SH Sole 24,976 MECHEL OAO SPONSORED ADR 583840103 578 32,200 SH Sole 32,200 MEDCO HEALTH SOLUTIONS INC COM 58405U102 42,723 949,411 SH Sole 949,411 MEDICAL PROPERTIES TRUST INC COM 58463J304 14,704 1,295,521 SH Sole 1,295,521 MEDICINES COMPANY COM 584688105 2,099 90,400 SH Sole 90,400 MEDTRONIC NOTE 1.500% 4/1 585055AL0 241 241,000 PRN Sole 241,000 MEDTRONIC INC COM 585055106 6,656 132,862 SH Sole 132,862 MEMC ELECTRONIC MATERIALS INC COM 552715104 1,628 57,615 SH Sole 57,615 MERCK & CO INC COM 589331107 107,116 3,394,040 SH Sole 3,394,040 MERRILL LYNCH & CO INC COM 590188108 4,759 188,089 SH Sole 188,089 METAVANTE TECHNOLOGIES COM 591407101 35 1,841 SH Sole 1,841 METLIFE INC COM 59156R108 5,587 99,776 SH Sole 99,776 METROPCS COMMUNICATIONS INC COM 591708102 259 18,540 SH Sole 18,540 MF GLOBAL LTD SHS G60642108 337 77,547 SH Sole 77,547 MGIC INVESTMENT COM 552848103 39 5,490 SH Sole 5,490 MGM MIRAGE COM 552953101 405 14,200 SH Sole 14,200 MICROCHIP TECHNOLOGY COM 595017104 44,733 1,519,994 SH Sole 1,519,994 MICRON TECHNOLOGY COM 595112103 437 107,880 SH Sole 107,880 MICROSOFT CORP COM 594918104 60,372 2,261,983 SH Sole 2,261,983 MID-AMERICA APARTMENT COMM COM 59522J103 834 16,970 SH Sole 16,970 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 3 50 SH Sole 50 MILLIPORE CORP COM 601073109 8,292 120,525 SH Sole 120,525 MINAS BUENAVENTURA SPONSORED ADR 204448104 316 13,444 SH Sole 13,444 MIRANT CORP COM 60467R100 8,483 463,786 SH Sole 463,786 MISSION WEST PROPERTIES COM 605203108 124 12,700 SH Sole 12,700 MITSUBISHI UFJ FINL GRP SPONSORED ADR 606822104 111 12,680 SH Sole 12,680 MOBILE TELESYSTEMS SPONSORED ADR 607409109 2,345 41,869 SH Sole 41,869 MOHAWK INDUSTRIES COM 608190104 11,410 169,310 SH Sole 169,310 MOLEX INC COM 608554101 1 40 SH Sole 40 MOLEX INC CL A 608554200 1 47 SH Sole 47 MOLSON COORS BREWING CO CL B 60871R209 747 15,979 SH Sole 15,979 MONMOUTH REIT CL A 609720107 119 15,300 SH Sole 15,300 MONSANTO CO COM 61166W101 7,556 76,338 SH Sole 76,338 MONSTER WORLDWIDE INC COM 611742107 3,255 218,281 SH Sole 218,281 MOODYS CORP COM 615369105 9,998 294,065 SH Sole 294,065 MORGAN STANLEY COM NEW 617446448 4,555 197,700 SH Sole 197,700 MOSAIC CO COM 61945A107 1,067 15,689 SH Sole 15,689 MOTOROLA INC COM 620076109 2,237 313,272 SH Sole 313,272 MSCI INC CL A 55354G100 2,359 98,300 SH Sole 98,300 MUELLER WATER PRODUCTS INC COM SER B 624758207 8,034 1,236,000 SH Sole 1,236,000 MURPHY OIL CORP COM 626717102 2,442 38,079 SH Sole 38,079 MYLAN INC COM 628530107 1 109 SH Sole 109 MYLAN INC NOTE 1.250% 3/1 628530AG2 122 160,000 PRN Sole 160,000
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ MYRIAD GENETICS INC COM 62855J104 6,001 92,500 SH Sole 92,500 NABORS INDUSTRIES NOTE 0.940% 5/1 629568AP1 423 466,000 PRN Sole 466,000 NABORS INDUSTRIES INC SHS G6359F103 1,119 44,923 SH Sole 44,923 NALCO HOLDING CO COM 62985Q101 19,180 1,034,500 SH Sole 1,034,500 NASDAQ OMX GROUP COM 631103108 413 13,506 SH Sole 13,506 NATIONAL BANK OF GREECE S A SPONSORED ADR 633643408 26 3,120 SH Sole 3,120 NATIONAL CITY CORP COM 635405103 347 198,306 SH Sole 198,306 NATIONAL OILWELL VARCO INC COM 637071101 4,534 90,268 SH Sole 90,268 NATIONAL RETAIL PROPERTIES INC COM 637417106 19,858 829,129 SH Sole 829,129 NATIONAL SEMICONDUCTOR COM 637640103 672 39,035 SH Sole 39,035 NATIONWIDE FINANCIAL SERVICES INC CL A 638612101 500 10,133 SH Sole 10,133 NATIONWIDE HEALTH PPTYS INC COM 638620104 150,420 4,180,653 SH Sole 4,180,653 NATL HEALTH INVESTORS INC COM 63633D104 491 14,360 SH Sole 14,360 NCR CORP COM 62886E108 115 5,216 SH Sole 5,216 NETAPP INC COM 64110D104 7,657 420,040 SH Sole 420,040 NEW YORK COMMUNITY BANCORP COM 649445103 25,131 1,496,772 SH Sole 1,496,772 NEW YORK TIMES CO CL A 650111107 75 5,263 SH Sole 5,263 NEWELL RUBBERMAID INC COM 651229106 2,020 117,060 SH Sole 117,060 NEWFIELD EXPLORATION CO COM 651290108 10,726 335,292 SH Sole 335,292 NEWMONT MINING CORP HOLDINGS CO COM 651639106 2,251 58,074 SH Sole 58,074 NEWS CORP CL B 65248E203 509 41,889 SH Sole 41,889 NEWS CORP CL A 65248E104 2,753 229,636 SH Sole 229,636 NII HOLDINGS INC CL B NEW 62913F201 822 21,665 SH Sole 21,665 NII HOLDINGS INC NOTE 3.125% 6/1 62913FAJ1 444 600,000 PRN Sole 600,000 NIKE INC CL B 654106103 17,917 267,822 SH Sole 267,822 NISOURCE INC COM 65473P105 2,471 167,387 SH Sole 167,387 NOBLE CORP SHS G65422100 1,604 36,544 SH Sole 36,544 NOBLE ENERGY INC COM 655044105 8,605 154,787 SH Sole 154,787 NOKIA CORP SPONSORED ADR 654902204 1,548 83,000 SH Sole 83,000 NORDSTROM INC COM 655664100 598 20,750 SH Sole 20,750 NORFOLK SOUTHERN CORP COM 655844108 3,135 47,342 SH Sole 47,342 NORTEL NETWORKS C NOTE 2.125% 4/1 656568AE2 675 1,410,000 PRN Sole 1,410,000 NORTHEAST UTILITIES COM 664397106 1,561 60,868 SH Sole 60,868 NORTHERN TRUST CORP COM 665859104 2,611 36,169 SH Sole 36,169 NORTHROP GRUMMAN CORP COM 666807102 2,547 42,067 SH Sole 42,067 NORTHWEST AIRLINES COM 667280408 57 6,277 SH Sole 6,277 NOVELL INC COM 670006105 31 6,000 SH Sole 6,000 NOVELLUS SYSTEMS INC COM 670008101 1 65 SH Sole 65 NRG ENERGY INC COM NEW 629377508 647 26,127 SH Sole 26,127 NSTAR COM 67019E107 126 3,775 SH Sole 3,775 NU SKIN ENTERPRISES INC CL A 67018T105 6,245 385,000 SH Sole 385,000 NUCOR CORP COM 670346105 2,019 51,104 SH Sole 51,104 NUVASIVE INC COM 670704105 296 6,000 SH Sole 6,000 NVIDIA CORP COM 67066G104 1,092 101,938 SH Sole 101,938 NVR INC COM 62944T105 123 215 SH Sole 215 NYSE EURONEXT COM 629491101 588 15,000 SH Sole 15,000 OCCIDENTAL PETE CORP COM 674599105 11,752 166,811 SH Sole 166,811 OFFICE DEPOT INC COM 676220106 270 46,399 SH Sole 46,399
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ OFFICEMAX INC COM 67622P101 54 6,058 SH Sole 6,058 OGE ENERGY CORP COM 670837103 6 204 SH Sole 204 OLD REPUBLIC INTL COM 680223104 452 35,460 SH Sole 35,460 OMEGA HEALTHCARE INVESTORS COM 681936100 73,601 3,743,700 SH Sole 3,743,700 OMNICARE INC COM 681904108 2 55 SH Sole 55 OMNICOM GROUP NOTE 7/3 681919AM8 207 213,000 PRN Sole 213,000 OMNICOM GROUP COM 681919106 1,439 37,323 SH Sole 37,323 ONE LIBERTY PROPERTIES INC COM 682406103 94 5,300 SH Sole 5,300 ONEOK INC NEW COM 682680103 341 9,923 SH Sole 9,923 ONYX PHARMACEUTICALS INC COM 683399109 4,342 120,000 SH Sole 120,000 OPTIONSXPRESS HOLDINGS INC COM 684010101 680 35,000 SH Sole 35,000 ORACLE CORPORATION COM 68389X105 9,811 483,055 SH Sole 483,055 ORIENT EXPRESS HOTELS LTD CL A G67743107 2,598 107,650 SH Sole 107,650 OSI PHARMACEUTICALS INC COM 671040103 5,279 107,100 SH Sole 107,100 OVERSEAS SHIPHOLDING GROUP COM 690368105 23 400 SH Sole 400 OWENS CORNING NEW COM 690742101 9 390 SH Sole 390 OWENS ILLINOIS INC COM NEW 690768403 558 18,994 SH Sole 18,994 PACCAR INC COM 693718108 1,627 42,614 SH Sole 42,614 PACTIV CORPORATION COM 695257105 314 12,640 SH Sole 12,640 PALL CORP COM 696429307 34,813 1,012,296 SH Sole 1,012,296 PARKER HANNIFIN CORP COM 701094104 1,207 22,780 SH Sole 22,780 PARKWAY PROPERTIES INC COM 70159Q104 1,400 36,977 SH Sole 36,977 PARTNERRE LTD COM G6852T105 512 7,516 SH Sole 7,516 PATRIOT COAL CORP COM COM 70336T104 1 44 SH Sole 44 PATTERSON COS INC COM 703395103 366 12,034 SH Sole 12,034 PATTERSON UTI ENERGY INC COM 703481101 308 15,404 SH Sole 15,404 PAYCHEX INC COM 704326107 34,256 1,037,118 SH Sole 1,037,118 PEABODY ENERGY CO COM 704549104 15,799 351,081 SH Sole 351,081 PENN REAL ESTATE INVEST TST SH BEN INT 709102107 12,251 649,900 SH Sole 649,900 PENNICHUCK CORP COM NEW 708254206 612 26,615 SH Sole 26,615 PENTAIR INC COM 709631105 27,802 804,235 SH Sole 804,235 PEOPLES UNITED FINANCIAL IN COM 712704105 664 34,470 SH Sole 34,470 PEPCO HOLDINGS INC COM 713291102 668 29,175 SH Sole 29,175 PEPSI BOTTLING GROUP INC COM 713409100 918 31,455 SH Sole 31,455 PEPSICO INC COM 713448108 73,844 1,036,110 SH Sole 1,036,110 PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 1,072 515,460 SH Sole 515,460 PETROBRAS ENERGIA SP ADR B SHS 71646M102 9 900 SH Sole 900 PETROHAWK ENERGY CORP COM 716495106 3,013 139,300 SH Sole 139,300 PETROLEO BRASILEIRO S A SPONSORED ADR 71654V408 2,637 60,000 SH Sole 60,000 PETROLEO BRASILEIRO S A SP ADR NON VTG 71654V101 33,737 901,590 SH Sole 901,590 PETSMART COM 716768106 302 12,218 SH Sole 12,218 PFIZER INC COM 717081103 93,037 5,045,412 SH Sole 5,045,412 PG&E CORP COM 69331C108 2,035 54,341 SH Sole 54,341 PHARMACEUTICAL PRODUCT DEVELOPMENT COM 717124101 435 10,509 SH Sole 10,509 PHH CORP COM NEW 693320202 5 390 SH Sole 390 PHILADELPHIA CONSOLIDATED HLDG CO COM 717528103 879 15,000 SH Sole 15,000 PHILIP MORRIS INTERNATIONAL COM 718172109 113,675 2,363,310 SH Sole 2,363,310 PHILIPPINE LONG DIST SPONSORED ADR 718252604 176 3,122 SH Sole 3,122
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ PHILLIPS-VAN HEUSEN COM 718592108 5,669 149,532 SH Sole 149,532 PINNACLE WEST CAPITAL CORP COM 723484101 2,003 58,204 SH Sole 58,204 PIONEER NATURAL RESOURCES CO COM 723787107 918 17,564 SH Sole 17,564 PITNEY BOWES INC COM 724479100 22,425 674,244 SH Sole 674,244 PLAINS EXPLORATION & PRODUCT COM 726505100 378 10,760 SH Sole 10,760 PLUM CREEK TIMBER CO COM 729251108 32,821 658,267 SH Sole 658,267 PMC-SIERRA INC COM 69344F106 260 35,000 SH Sole 35,000 PMI GROUP INC COM 69344M101 0 48 SH Sole 48 PNC FINANCIAL COM 693475105 3,535 47,320 SH Sole 47,320 POLARIS INDUSTRIES INC COM 731068102 182 4,000 SH Sole 4,000 POLO RALPH LAUREN CL A 731572103 7,338 110,112 SH Sole 110,112 POPULAR INC COM 733174106 4,516 544,697 SH Sole 544,697 POST PROPERTIES INC COM 737464107 8,598 307,400 SH Sole 307,400 PPG INDUSTRIES COM 693506107 2,969 50,909 SH Sole 50,909 PPL CORPORATION COM 69351T106 1,606 43,372 SH Sole 43,372 PRAXAIR INC COM 74005P104 3,586 49,982 SH Sole 49,982 PRECISION CASTPARTS CORP COM 740189105 1,524 19,342 SH Sole 19,342 PRICELINE. COM INC COM NEW 741503403 520 7,593 SH Sole 7,593 PRIDE INTERNATIONAL INC COM 74153Q102 497 16,780 SH Sole 16,780 PRINCIPAL FINANCIAL GROUP COM 74251V102 1,395 32,075 SH Sole 32,075 PROCTER & GAMBLE CO COM 742718109 110,890 1,591,191 SH Sole 1,591,191 PROGENICS PHARMACEUTICALS COM 743187106 1,464 110,000 SH Sole 110,000 PROGRESS ENERGY INC COM 743263105 21,477 497,963 SH Sole 497,963 PROGRESSIVE CO COM 743315103 1,596 91,723 SH Sole 91,723 PROLOGIS SH BEN INT 743410102 68,134 1,650,940 SH Sole 1,650,940 PROTECTIVE LIFE CORP COM 743674103 13 470 SH Sole 470 PRUDENTIAL FINANCIAL INC FRNT 12/1 744320AG7 402 422,000 PRN Sole 422,000 PRUDENTIAL FINANCIAL INC COM 744320102 3,965 55,064 SH Sole 55,064 PS BUSINESS PARKS INC CALIF COM 69360J107 568 9,860 SH Sole 9,860 PSYCHIATRIC SOLUTIONS INC COM 74439H108 209 5,500 SH Sole 5,500 PUBLIC STORAGE COM 74460D109 96,328 972,910 SH Sole 972,910 PUBLIC SVC ENTERPRISE COM 744573106 2,075 63,269 SH Sole 63,269 PUGET ENERGY INC COM 745310102 123 4,616 SH Sole 4,616 PULTE HOMES INC COM 745867101 823 58,934 SH Sole 58,934 QLOGIC CORPORATION COM 747277101 233 15,200 SH Sole 15,200 QUALCOMM INC COM 747525103 20,455 476,024 SH Sole 476,024 QUEST DIAGNOSTICS INC COM 74834L100 1,252 24,233 SH Sole 24,233 QUESTAR CORP COM 748356102 910 22,241 SH Sole 22,241 QUICKSILVER RESOURCES INC COM 74837R104 194 9,861 SH Sole 9,861 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 749 231,866 SH Sole 231,866 R.H. DONNELLEY CORP COM NEW 74955W307 0 20 SH Sole 20 RADIOSHACK CORP COM 750438103 1 82 SH Sole 82 RAMCO-GERSHENSON PROPERTIES COM SH BEN INT 751452202 1,273 56,800 SH Sole 56,800 RANGE RESOURCES CORP COM 75281A109 1,886 43,986 SH Sole 43,986 RAYONIER INC COM 754907103 23,940 505,600 SH Sole 505,600 RAYONIER TRS HOLDING NOTE 3.750%10/1 75508AAB2 180 180,000 PRN Sole 180,000 RAYTHEON COMPANY COM NEW 755111507 2,808 52,482 SH Sole 52,482 REALTY INCOME CORP COM 756109104 3,510 137,100 SH Sole 137,100
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ RED HAT INC COM 756577102 181 12,000 SH Sole 12,000 REGAL ENTERTAINMENT GROUP CL A 758766109 8 520 SH Sole 520 REGENCY CENTERS CORP COM 758849103 111,176 1,667,061 SH Sole 1,667,061 REGIONS FINANCIAL CORP COM 7591EP100 901 93,815 SH Sole 93,815 RELIANT ENERGY INC COM 75952B105 5,403 735,070 SH Sole 735,070 RENAISSANCERE HOLDINGS LTD COM G7496G103 309 5,950 SH Sole 5,950 REPUBLIC SERVICES INC COM 760759100 5,631 187,822 SH Sole 187,822 RESEARCH IN MOTION COM 760975102 546 8,000 SH Sole 8,000 REYNOLDS AMERICAN INC COM 761713106 1,231 25,321 SH Sole 25,321 ROBBINS & MYERS INC COM NPV COM 770196103 6,805 220,000 SH Sole 220,000 ROBERT HALF INTERNATIONAL INC COM 770323103 380 15,334 SH Sole 15,334 ROCKWELL AUTOMATION INC COM 773903109 617 16,523 SH Sole 16,523 ROCKWELL COLLINS INC COM 774341101 794 16,519 SH Sole 16,519 ROHM & HAAS COM 775371107 1,166 16,658 SH Sole 16,658 ROPER INDUSTRIES COM 776696106 36,182 635,209 SH Sole 635,209 ROSS STORES INC COM 778296103 525 14,255 SH Sole 14,255 ROWAN COMPANIES INC COM 779382100 323 10,572 SH Sole 10,572 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 405 19,522 SH Sole 19,522 RYANAIR HOLDINGS PLC SPONSORED ADR 783513104 1,743 77,700 SH Sole 77,700 RYDER SYSTEMS COM 783549108 16,056 258,975 SH Sole 258,975 SAFEWAY INC COM NEW 786514208 4,486 189,144 SH Sole 189,144 SAIC INC COM 78390X101 9 430 SH Sole 430 SAKS INCORPORATED COM 79377W108 6 600 SH Sole 600 SALESFORCE.COM INC COM 79466L302 938 19,387 SH Sole 19,387 SAN DISK CORPORATION COM 80004C101 9,041 462,465 SH Sole 462,465 SANDRIDGE ENERGY INC COM 80007P307 133 6,788 SH Sole 6,788 SANMINA SCI CORP COM 800907107 292 208,900 SH Sole 208,900 SANOFI AVENTIS SPONSORED ADR 80105N105 7,859 239,100 SH Sole 239,100 SARA LEE CO COM 803111103 1,313 103,960 SH Sole 103,960 SATYAM COMPUTER SERVICES ADR 804098101 654 40,500 SH Sole 40,500 SAUL CENTERS INC COM 804395101 338 6,680 SH Sole 6,680 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2,907 195,000 SH Sole 195,000 SCANA CORP COM 80589M102 966 24,816 SH Sole 24,816 SCHERING PLOUGH CORP COM 806605101 30,373 1,644,430 SH Sole 1,644,430 SCHLUMBERGER LTD COM 806857108 12,501 160,088 SH Sole 160,088 SCHWAB(CHARLES)CORP COM 808513105 4,584 176,326 SH Sole 176,326 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 382 10,532 SH Sole 10,532 SEAGATE TECHNOLOGY SHS G7945J104 7,481 617,206 SH Sole 617,206 SEALED AIR CORP COM 81211K100 357 16,219 SH Sole 16,219 SEARS HOLDINGS CORP COM 812350106 1,407 15,043 SH Sole 15,043 SEI INVESTMENTS COMPANY COM 784117103 284 12,790 SH Sole 12,790 SEMPRA ENERGY COM 816851109 1,577 31,248 SH Sole 31,248 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 7,047 295,733 SH Sole 295,733 SEPRACOR INC COM 817315104 1 48 SH Sole 48 SEQUENOM INC COM NEW 817337405 2,130 80,000 SH Sole 80,000 SHANDA INTERACTIVE SPONSORED ADR 81941Q203 3,145 123,100 SH Sole 123,100 SHERWIN WILLIAMS CO COM 824348106 754 13,191 SH Sole 13,191 SIGMA ALDRICH CORP COM 826552101 1,981 37,791 SH Sole 37,791
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ SIMON PROPERTY GROUP INC COM 828806109 487,037 5,021,004 SH Sole 5,021,004 SINA CORP ORD G81477104 6,917 196,500 SH Sole 196,500 SIRIUS XM RADIO INC COM 82967N108 147 257,706 SH Sole 257,706 SL GREEN REALTY CORP COM 78440X101 38,252 590,315 SH Sole 590,315 SLM CORPORATION SECURITIES COM 78442P106 712 57,717 SH Sole 57,717 SMITH INTERNATIONAL INC COM 832110100 2,558 43,629 SH Sole 43,629 SMITHFIELD FOODS INC COM 832248108 112 7,027 SH Sole 7,027 SMURFIT-STONE CONTAINER CORP COM 832727101 110 23,373 SH Sole 23,373 SOLUTIA INC COM NEW 834376501 2,240 159,986 SH Sole 159,986 SONUS NETWORKS INC COM 835916107 6,922 2,403,300 SH Sole 2,403,300 SOSIEDAD QUIMICA Y MINERA CHILE SPON ADR SER B 833635105 15,913 631,230 SH Sole 631,230 SOUTHERN CO COM 842587107 103,703 2,751,462 SH Sole 2,751,462 SOUTHERN COPPER CORP COM 84265V105 15,145 793,785 SH Sole 793,785 SOUTHWEST AIRLINES COM 844741108 547 37,709 SH Sole 37,709 SOUTHWEST WATER CO COM 845331107 2,594 203,490 SH Sole 203,490 SOUTHWESTERN ENERGY CO COM 845467109 2,516 82,391 SH Sole 82,391 SOVEREIGN BANCORP INC COM 845905108 297 75,147 SH Sole 75,147 SOVRAN SELF STORAGE INC COM 84610H108 2,318 51,860 SH Sole 51,860 SPECTRA ENERGY CORP COM 847560109 1,599 67,173 SH Sole 67,173 SPRINT NEXTEL CORP COM SER 1 852061100 2,584 423,647 SH Sole 423,647 SPX CORP COM 784635104 476 6,179 SH Sole 6,179 ST JOE COMPANY COM 790148100 2 45 SH Sole 45 ST JUDE MEDICAL INC COM 790849103 1,956 44,966 SH Sole 44,966 STANLEY WKS COM 854616109 379 9,074 SH Sole 9,074 STAPLES INC COM 855030102 2,256 100,262 SH Sole 100,262 STARBUCKS CORP COM 855244109 1,243 83,570 SH Sole 83,570 STARWOOD HOTELS & RESORTS COM 85590A401 4,020 142,842 SH Sole 142,842 STATE STREET CORP COM 857477103 3,380 59,426 SH Sole 59,426 STEEL DYNAMICS COM 858119100 268 15,708 SH Sole 15,708 STEINER LEISURE LTD ORD P8744Y102 3,117 90,673 SH Sole 90,673 STERICYCLE INC COM 858912108 707 12,000 SH Sole 12,000 STERLITE INDUSTRIES INDI ADS 859737207 901 100,000 SH Sole 100,000 STRATEGIC HOTELS & RESORTS INC COM 86272T106 18,221 2,413,400 SH Sole 2,413,400 STRYKER CORPOLATION COM 863667101 5,096 81,799 SH Sole 81,799 SUN COMMUNITIES INC COM 866674104 1,058 53,400 SH Sole 53,400 SUN MICROSYSTEMS INC. COM NEW 866810203 768 100,991 SH Sole 100,991 SUNCOR ENERGY INC COM 867229106 2,162 51,300 SH Sole 51,300 SUNOCO INC COM 86764P109 672 18,878 SH Sole 18,878 SUNOPTA INC COM 8676EP108 4,312 700,000 SH Sole 700,000 SUNPOWER CORP COM CL A 867652109 248 3,500 SH Sole 3,500 SUNSTONE HOTEL INVESTORS INC COM 867892101 10,220 757,058 SH Sole 757,058 SUNTECH POWER HOLDINGS ADR 86800C104 427 11,900 SH Sole 11,900 SUNTRUST BKS INC COM 867914103 2,217 49,278 SH Sole 49,278 SUPERTEL HOSPITALITY INC COM 868526104 45 11,100 SH Sole 11,100 SUPERVALU INC COM 868536103 689 31,733 SH Sole 31,733 SYMANTEC CORP COM 871503108 11,763 600,747 SH Sole 600,747 SYNOPSYS INC COM 871607107 281 14,070 SH Sole 14,070 SYNOVUS FINANCIAL CORP COM 87161C105 617 59,654 SH Sole 59,654
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ SYSCO CORP COM 871829107 21,381 693,502 SH Sole 693,502 T ROWE PRICE GROUP INC COM 74144T108 4,350 80,994 SH Sole 80,994 TANGER FACTORY OUTLET CENTER COM 875465106 31,983 730,367 SH Sole 730,367 TARGET CORP COM 87612E106 42,712 870,784 SH Sole 870,784 TAUBMAN CENTERS INC COM 876664103 44,290 885,802 SH Sole 885,802 TCF FINANCIAL CORP COM 872275102 1 74 SH Sole 74 TD AMERITRADE HOLDING CORP COM 87236Y108 569 35,099 SH Sole 35,099 TECH DATA CORP COM 878237106 12 410 SH Sole 410 TECO ENERGY INC COM 872375100 892 56,676 SH Sole 56,676 TELECOM ARGENTINA SPON ADR REP B 879273209 10 800 SH Sole 800 TELEFONOS DE MEXICO SPON ADR ORD L 879403780 309 12,000 SH Sole 12,000 TELEPHONE & DATA SPL COM 879433860 4 103 SH Sole 103 TELEPHONE AND DATA SYSTEMS COM 879433100 304 8,496 SH Sole 8,496 TELLABS INC COM 879664100 1 202 SH Sole 202 TEMPLE-INLAND INC COM 879868107 155 10,184 SH Sole 10,184 TENARIS S A SPONSORED ADR 88031M109 3,587 96,200 SH Sole 96,200 TENET HEALTHCARE COM 88033G100 233 42,000 SH Sole 42,000 TERADATA CORP COM 88076W103 398 20,396 SH Sole 20,396 TERADYNE INC COM 880770102 0 49 SH Sole 49 TEREX CORP COM 880779103 361 11,831 SH Sole 11,831 TESORO PETROLEUM COM 881609101 306 18,586 SH Sole 18,586 TETRA TECH INC COM 88162G103 4,670 194,100 SH Sole 194,100 TEVA PHARM FINANCE CO B NOTE 1.750% 2/0 88165FAA0 213 190,000 PRN Sole 190,000 TEVA PHARMACEUT FIN DBCV 0.250% 2/0 88163VAE9 144 144,000 PRN Sole 144,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,258 93,000 SH Sole 93,000 TEXAS INSTRS INC COM 882508104 3,443 160,165 SH Sole 160,165 TEXTRON INC COM 883203101 897 30,646 SH Sole 30,646 THERMO FISHER SCIENTIFIC INC COM 883556102 33,548 609,960 SH Sole 609,960 THINKORSWIM GROUP INC COM 88409C105 11,308 1,357,452 SH Sole 1,357,452 TICKETMASTER COM 88633P302 30 2,752 SH Sole 2,752 TIFFANY & CO COM 886547108 7,066 198,935 SH Sole 198,935 TIM HORTONS INC COM 88706M103 524 17,698 SH Sole 17,698 TIME WARNER CABLE INC CL A 88732J108 993 41,015 SH Sole 41,015 TIME WARNER INC COM 887317105 18,395 1,403,118 SH Sole 1,403,118 TJX COS INC COM 872540109 4,607 150,962 SH Sole 150,962 TOLL BROTHERS INC COM 889478103 16,747 663,788 SH Sole 663,788 TORCHMARK CORP COM 891027104 695 11,629 SH Sole 11,629 TORO CO COM 891092108 13,910 336,800 SH Sole 336,800 TOTAL SYSTEM SERVICES INC COM 891906109 300 18,263 SH Sole 18,263 TRANSATLANTIC HOLDINGS INC COM 893521104 109 2,000 SH Sole 2,000 TRANSCANADA CORP COM 89353D107 452 12,500 SH Sole 12,500 TRANSOCEAN INC NOTE 1.625%12/1 893830AU3 431 474,000 PRN Sole 474,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 104 113,000 PRN Sole 113,000 TRANSOCEAN INC NOTE 1.500%12/1 893830AW9 111 122,000 PRN Sole 122,000 TRANSOCEAN INC SHS G90073100 21,159 192,636 SH Sole 192,636 TRAVELERS COMPANIES INC COM 89417E109 3,596 79,561 SH Sole 79,561 TREE.COM INC COM 894675107 2 428 SH Sole 428 TRI-CONTINENTAL CORPORATION COM 895436103 1 72 SH Sole 72
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 3,553 223,340 SH Sole 223,340 TYCO ELECTRONICS LTD COM NEW G9144P105 6,087 220,069 SH Sole 220,069 TYCO INTERNATIONAL LTD SHS G9143X208 4,699 134,191 SH Sole 134,191 TYSON FOODS INC CL A 902494103 607 50,850 SH Sole 50,850 UAL CORP COM NEW 902549807 5 540 SH Sole 540 UBS AG SHS NEW H89231338 6,267 357,302 SH Sole 357,302 UDR INC COM 902653104 35,977 1,375,800 SH Sole 1,375,800 ULTRA PETROLEUM CORP COM 903914109 822 14,862 SH Sole 14,862 ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 3,553 142,000 SH Sole 142,000 UMH PROPERTIES INC COM 903002103 24 3,500 SH Sole 3,500 UNDER ARMOUR INC CL A 904311107 4,975 156,658 SH Sole 156,658 UNION PAC CORP COM 907818108 7,620 107,081 SH Sole 107,081 UNIONBANCAL CORP COM 908906100 662 9,032 SH Sole 9,032 UNISYS CORP COM 909214108 0 141 SH Sole 141 UNITED PARCEL SERVICE CL B 911312106 6,941 110,361 SH Sole 110,361 UNITED RENTALS INC COM 911363109 2 156 SH Sole 156 UNITED STATES STEEL CORP COM 912909108 5,712 73,594 SH Sole 73,594 UNITED TECHNOLOGIES COM 913017109 27,310 454,718 SH Sole 454,718 UNITEDHEALTH GROUP INC COM 91324P102 21,766 857,275 SH Sole 857,275 UNITRIN INC COM 913275103 61 2,435 SH Sole 2,435 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 1,258 32,330 SH Sole 32,330 UNIVERSAL HEALTH SERVICES CL B 913903100 1 15 SH Sole 15 UNUM GROUP COM 91529Y106 1,178 46,949 SH Sole 46,949 URBAN OUTFITTERS INC COM 917047102 1,899 59,596 SH Sole 59,596 URS CORP COM 903236107 4,034 110,000 SH Sole 110,000 URSTADT BIDDLE CL A 917286205 1,296 69,100 SH Sole 69,100 US BANCORP COM NEW 902973304 107,168 2,975,266 SH Sole 2,975,266 US CELLULAR CORP COM 911684108 4 83 SH Sole 83 USG CORP COM NEW 903293405 4 143 SH Sole 143 UST INC COM 902911106 49,930 750,371 SH Sole 750,371 U-STORE-IT TRUST COM 91274F104 530 43,200 SH Sole 43,200 V F CORP COM 918204108 854 11,050 SH Sole 11,050 VALERO ENERGY CORP COM 91913Y100 2,508 82,776 SH Sole 82,776 VALLEY NATIONAL BANCORP COM 919794107 1 70 SH Sole 70 VALMONT INDUSTRIES COM 920253101 15,008 181,500 SH Sole 181,500 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,392 24,364 SH Sole 24,364 VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,055 42,000 SH Sole 42,000 VENTAS INC COM 92276F100 185,557 3,754,691 SH Sole 3,754,691 VERISIGN INC COM 92343E102 1,112 42,639 SH Sole 42,639 VERIZON COMMUNICATIONS COM 92343V104 58,543 1,824,337 SH Sole 1,824,337 VERTEX PHARMACEUTICALS COM 92532F100 5,439 163,640 SH Sole 163,640 VIACOM INC CL B 92553P201 1,656 66,680 SH Sole 66,680 VIMPELCOM SPONSORED ADR 68370R109 2,247 110,700 SH Sole 110,700 VIRGIN MEDIA INC COM 92769L101 307 38,814 SH Sole 38,814 VISA INC COM CL A 92826C839 5,528 90,054 SH Sole 90,054 VISTEON CORP COM 92839U107 5 2,100 SH Sole 2,100 VMWARE INC CL A COM 928563402 109 4,100 SH Sole 4,100 VORNADO REALTY TRUST SH BEN INT 929042109 123,024 1,352,650 SH Sole 1,352,650
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ VULCAN MATERIALS CO COM 929160109 943 12,663 SH Sole 12,663 WABCO HOLDINGS INC COM 92927K102 12 331 SH Sole 331 WACHOVIA CORP COM 929903102 965 275,814 SH Sole 275,814 WACHOVIA CORP CONV7.5%PFD CL A 929903219 167 435 SH Sole 435 WALGREEN COM 931422109 3,630 117,263 SH Sole 117,263 WAL-MART STORES INC COM 931142103 22,159 370,044 SH Sole 370,044 WARNACO GROUP INC COM NEW 934390402 6,747 148,983 SH Sole 148,983 WASHINGTON MUTUAL INC COM 939322103 32 391,600 SH Sole 391,600 WASHINGTON POST CL B 939640108 456 819 SH Sole 819 WASHINGTON REAL ESTATE INV SH BEN INT 939653101 8,203 223,940 SH Sole 223,940 WASTE CONNECTIONS INC COM 941053100 3,284 95,750 SH Sole 95,750 WASTE MANAGEMENT INC COM 94106L109 56,605 1,797,549 SH Sole 1,797,549 WATERS CORP COM 941848103 821 14,117 SH Sole 14,117 WATSON PHARMACEUTICALS INC COM 942683103 1 49 SH Sole 49 WATTS WATER TECHNOLOGIES INC CL A 942749102 5,533 202,300 SH Sole 202,300 WEATHERFORD INTL LTD COM G95089101 12,193 484,988 SH Sole 484,988 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 13,194 369,890 SH Sole 369,890 WELLPOINT INC COM 94973V107 3,372 72,104 SH Sole 72,104 WELLS FARGO CO COM 949746101 154,850 4,126,532 SH Sole 4,126,532 WENDYS INTL INC COM 950590109 0 60 SH Sole 60 WESTAMERICA BANCORPORATION COM 957090103 575 10,000 SH Sole 10,000 WESTERN DIGITAL COM 958102105 476 22,343 SH Sole 22,343 WESTERN UNION CO COM 959802109 11,340 459,655 SH Sole 459,655 WEYERHAEUSER CO COM 962166104 1,884 31,096 SH Sole 31,096 WHIRLPOOL CORP COM 963320106 834 10,515 SH Sole 10,515 WHITE MOUNTAINS INSURANCE GROUP COM G9618E107 6,018 12,811 SH Sole 12,811 WHOLE FOODS MARKET INC COM 966837106 290 14,475 SH Sole 14,475 WILLIAMS COS COM 969457100 1,638 69,277 SH Sole 69,277 WILLIAMS SONOMA INC COM 969904101 137 8,461 SH Sole 8,461 WILLIS GROUP HOLDINGS LTD SHS G96655108 9,336 289,409 SH Sole 289,409 WILMINGTON TRUST CORP COM 971807102 25,633 889,100 SH Sole 889,100 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 788 11,100 SH Sole 11,100 WINDSTREAM CORP COM 97381W104 675.41 61,738 SH Sole 61,738 WINTHROP REALTY TRUST SH BEN INT 976391102 139 35,750 SH Sole 35,750 WISCONSIN ENERGY CORP COM 976657106 700 15,580 SH Sole 15,580 WOODWARD GOVERNOR CO COM 980745103 212 6,000 SH Sole 6,000 WR BERKLEY CORP COM 084423102 536 22,744 SH Sole 22,744 WRIGLEY WM JR CO COM 982526105 3,742 47,131 SH Sole 47,131 WYETH COM 983024100 11,996 324,746 SH Sole 324,746 WYETH DBCV 1/1 983024AD2 573 592,000 PRN Sole 592,000 WYNDHAM WORLDWIDE CORP COM 98310W108 6,676 424,948 SH Sole 424,948 WYNN RESORTS LTD COM 983134107 485 5,941 SH Sole 5,941 XCEL ENERGY INC COM 98389B100 1,268 63,447 SH Sole 63,447 XEROX CORP COM 984121103 1,393 120,811 SH Sole 120,811 XILINX INC COM 983919101 845 36,043 SH Sole 36,043 XL CAPITAL LTD CL A G98255105 814 45,356 SH Sole 45,356 XTO ENERGY INC COM 98385X106 4,324 92,960 SH Sole 92,960 YAHOO! INC COM 984332106 2,532 146,384 SH Sole 146,384
Invest- Market ment CUSIP Value Shares/ SH/ PUT/ Discre- Voting Authority Name of Issuer Title of Class Number (x $1000) Prn Amt PRN CALL tion Other (a)Sole (b)Share (c)None - ------------------------------------------------------------------------------------------------------------------------------------ YORK WATER CO COM 987184108 175 14,100 SH Sole 14,100 YRC WORLDWIDE INC COM 984249102 150 12,540 SH Sole 12,540 YUM BRANDS INC COM 988498101 2,273 69,699 SH Sole 69,699 ZEBRA TECHNOLOGIES CORP CL A 989207105 1 33 SH Sole 33 ZIMMER HOLDINGS INC COM 98956P102 2,486 38,502 SH Sole 38,502 ZIONS BANCORPORATION COM 989701107 511 13,212 SH Sole 13,212 ZYMOGENETICS INC COM 98985T109 866 130,000 SH Sole 130,000 9,765,752
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