-----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, J38Qr4l6F1MZVSophklm3zlAnhEHnz1WjUJ/lVTxHrkQQpJAd07mO3KOzyYLbxz4 R1dwro0VM2uV4gap0PQAwg== 0001398739-09-000006.txt : 20090814 0001398739-09-000006.hdr.sgml : 20090814 20090814101311 ACCESSION NUMBER: 0001398739-09-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090814 DATE AS OF CHANGE: 20090814 EFFECTIVENESS DATE: 20090814 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Employees Retirement System of Texas CENTRAL INDEX KEY: 0001398739 IRS NUMBER: 746000098 STATE OF INCORPORATION: TX FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12470 FILM NUMBER: 091012746 BUSINESS ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 BUSINESS PHONE: 512-867-7711 MAIL ADDRESS: STREET 1: P.O. BOX 13207 CITY: AUSTIN STATE: TX ZIP: 78711-3207 13F-HR 1 sec13f-20090630.txt 2009-06-30 13F FORM 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, 2009 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: Employees Retirement System of Texas Address: 18th & Brazos Austin, TX 78711 13F File Number: 28-99999 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: Eddie Chan Title: Assistant Director of Finance Phone: 512-867-7310 Signature, Place, and Date of Signing: Eddie Chan Austin, Texas August 14, 2009 Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1192 Form 13F Information Table Value Total: $7,295,338 List of Other Included Managers: None FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ---------------- --------- -------- ---------- --- ---- ------- ---------- ---------- -------- ------ 3M CO COM 88579Y101 20134 335000 SH SOLE 335000 3PAR INC COM 88580F109 1034 83400 SH SOLE 83400 99 CENTS ONLY STORES COM 65440K106 516 38000 SH SOLE 38000 AARONS INC COM 002535201 1998 67000 SH SOLE 67000 ABBOTT LABS COM 002824100 54990 1169000 SH SOLE 1169000 ABERCROMBIE & FITCH CO CL A 002896207 559 22000 SH SOLE 22000 ABM INDS INC COM 000957100 2566 142000 SH SOLE 142000 ACADIA RLTY TR COM SH BEN INT 004239109 1429 109530 SH SOLE 109530 ACCELRYS INC COM 00430U103 843 142600 SH SOLE 142600 ACCENTURE LTD BERMUDA CL A G1150G111 2476 74000 SH SOLE 74000 ACE LTD SHS H0023R105 12955 292900 SH SOLE 292900 ACORDA THERAPEUTICS INC COM 00484M106 493 17500 SH SOLE 17500 ACTIVISION BLIZZARD INC COM 00507V109 1516 120000 SH SOLE 120000 ACUITY BRANDS INC COM 00508Y102 2973 106000 SH SOLE 106000 ADOBE SYS INC COM 00724F101 16640 588000 SH SOLE 588000 ADTRAN INC COM 00738A106 1018 47400 SH SOLE 47400 ADVANCE AUTO PARTS INC COM 00751Y106 1784 43000 SH SOLE 43000 ADVANCED ENERGY INDS COM 007973100 450 50000 SH SOLE 50000 ADVANCED MICRO DEVICES INC COM 007903107 677 175000 SH SOLE 175000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2304 72000 SH SOLE 72000 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 1013 67100 SH SOLE 67100 AEROPOSTALE COM 007865108 2409 70300 SH SOLE 70300 AES CORP COM 00130H105 2206 190000 SH SOLE 190000 AETNA INC NEW COM 00817Y108 10822 432000 SH SOLE 432000 AFFILIATED COMPUTER SERVICES CL A 008190100 1333 30000 SH SOLE 30000 AFFILIATED MANAGERS GROUP COM 008252108 791 13600 SH SOLE 13600 AFLAC INC COM 001055102 8767 282000 SH SOLE 282000 AGCO CORP COM 001084102 1744 60000 SH SOLE 60000 AGILENT TECHNOLOGIES INC COM 00846U101 5748 283000 SH SOLE 283000 AGILYSYS INC COM 00847J105 655 140000 SH SOLE 140000 AGL RES INC COM 001204106 1113 35000 SH SOLE 35000 AIR PRODS & CHEMS INC COM 009158106 7557 117000 SH SOLE 117000 AIRGAS INC COM 009363102 1512 37300 SH SOLE 37300 AIRTRAN HLDGS INC COM 00949P108 1796 290080 SH SOLE 290080 AK STL HLDG CORP COM 001547108 633 33000 SH SOLE 33000 AKAMAI TECHNOLOGIES INC COM 00971T101 10108 527000 SH SOLE 527000 ALBANY INTL CORP CL A 012348108 512 45000 SH SOLE 45000 ALBEMARLE CORP COM 012653101 2161 84500 SH SOLE 84500 ALCOA INC COM 013817101 4504 436000 SH SOLE 436000 ALCON INC COM SHS H01301102 3275 28200 SH SOLE 28200 ALEXANDERS INC COM 014752109 404 1500 SH SOLE 1500 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2040 57000 SH SOLE 57000 ALKERMES INC COM 01642T108 509 47000 SH SOLE 47000 ALLEGHENY ENERGY INC COM 017361106 1257 49000 SH SOLE 49000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 978 28000 SH SOLE 28000 ALLERGAN INC COM 018490102 4282 90000 SH SOLE 90000 ALLIANCE DATA SYSTEMS CORP COM 018581108 2060 50000 SH SOLE 50000 ALLIANT ENERGY CORP COM 018802108 2247 86000 SH SOLE 86000 ALLIANT TECHSYSTEMS INC COM 018804104 4365 53000 SH SOLE 53000 ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 1009 24700 SH SOLE 24700 ALLOS THERAPEUTICS INC COM 019777101 551 66500 SH SOLE 66500 ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 975 61500 SH SOLE 61500 ALLSTATE CORP COM 020002101 16004 655900 SH SOLE 655900 ALTERA CORP COM 021441100 1384 85000 SH SOLE 85000 ALTRIA GROUP INC COM 02209S103 32931 2009200 SH SOLE 2009200 AMAZON COM INC COM 023135106 23257 278000 SH SOLE 278000 AMB PROPERTY CORP COM 00163T109 2850 151500 SH SOLE 151500 AMEDISYS INC COM 023436108 528 16000 SH SOLE 16000 AMEREN CORP COM 023608102 1568 63000 SH SOLE 63000 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 13004 335839 SH SOLE 335839 AMERICAN CARESOURCE HLDGS IN COM 02505A103 329 87900 SH SOLE 87900 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1346 95000 SH SOLE 95000 AMERICAN ELEC PWR INC COM 025537101 16722 578800 SH SOLE 578800 AMERICAN EXPRESS CO COM 025816109 12340 531000 SH SOLE 531000 AMERICAN FINL GROUP INC OHIO COM 025932104 973 45100 SH SOLE 45100 AMERICAN INTL GROUP INC COM 026874107 876 755000 SH SOLE 755000 AMERICAN MED SYS HLDGS INC COM 02744M108 964 61000 SH SOLE 61000 AMERICAN PHYSICIANS CAPITAL COM 028884104 1022 26100 SH SOLE 26100 AMERICAN SCIENCE & ENGR INC COM 029429107 1935 28000 SH SOLE 28000 AMERICAN TOWER CORP CL A 029912201 13842 439000 SH SOLE 439000 AMERIGON INC COM 03070L300 3795 622200 SH SOLE 622200 AMERIGROUP CORP COM 03073T102 3893 145000 SH SOLE 145000 AMERIPRISE FINL INC COM 03076C106 1456 60000 SH SOLE 60000 AMERISAFE INC COM 03071H100 1060 68100 SH SOLE 68100 AMERISOURCEBERGEN CORP COM 03073E105 1597 90000 SH SOLE 90000 AMETEK INC NEW COM 031100100 2054 59400 SH SOLE 59400 AMGEN INC COM 031162100 40859 771800 SH SOLE 771800 AMN HEALTHCARE SERVICES INC COM 001744101 798 125000 SH SOLE 125000 AMPHENOL CORP NEW CL A 032095101 1582 50000 SH SOLE 50000 AMSURG CORP COM 03232P405 2058 96000 SH SOLE 96000 ANADARKO PETE CORP COM 032511107 17770 391500 SH SOLE 391500 ANALOG DEVICES INC COM 032654105 2255 91000 SH SOLE 91000 ANNALY CAP MGMT INC COM 035710409 1211 80000 SH SOLE 80000 ANSYS INC COM 03662Q105 499 16000 SH SOLE 16000 AON CORP COM 037389103 6438 170000 SH SOLE 170000 APACHE CORP COM 037411105 25916 359200 SH SOLE 359200 APARTMENT INVT & MGMT CO CL A 03748R101 1387 156702 SH SOLE 156702 APOGEE ENTERPRISES INC COM 037598109 1144 93000 SH SOLE 93000 APOLLO GROUP INC CL A 037604105 8392 118000 SH SOLE 118000 APPLE INC COM 037833100 75773 532000 SH SOLE 532000 APPLIED INDL TECHNOLOGIES IN COM 03820C105 552 28000 SH SOLE 28000 APPLIED MATLS INC COM 038222105 5858 534000 SH SOLE 534000 APPLIED SIGNAL TECHNOLOGY IN COM 038237103 944 37000 SH SOLE 37000 APTARGROUP INC COM 038336103 3477 102950 SH SOLE 102950 AQUA AMERICA INC COM 03836W103 985 55000 SH SOLE 55000 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 653 44000 SH SOLE 44000 ARCH CAP GROUP LTD ORD G0450A105 908 15500 SH SOLE 15500 ARCH COAL INC COM 039380100 692 45000 SH SOLE 45000 ARCHER DANIELS MIDLAND CO COM 039483102 21437 800800 SH SOLE 800800 ARCSIGHT INC COM 039666102 1343 75600 SH SOLE 75600 ARENA RESOURCES INC COM 040049108 1306 41000 SH SOLE 41000 ARIBA INC COM NEW 04033V203 905 92000 SH SOLE 92000 ARRAY BIOPHARMA INC COM 04269X105 1546 492500 SH SOLE 492500 ARRIS GROUP INC COM 04269Q100 1629 134000 SH SOLE 134000 ARVINMERITOR INC COM 043353101 1624 370000 SH SOLE 370000 ASIAINFO HLDGS INC COM 04518A104 1170 68000 SH SOLE 68000 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 947 42400 SH SOLE 42400 ASSOCIATED BANC CORP COM 045487105 430 34400 SH SOLE 34400 ASSURANT INC COM 04621X108 1301 54000 SH SOLE 54000 ASTEC INDS INC COM 046224101 2138 72000 SH SOLE 72000 ASTRAZENECA PLC SPONSORED ADR 046353108 5756 130400 SH SOLE 130400 ASTRONICS CORP COM 046433108 635 61115 SH SOLE 61115 AT&T INC COM 00206R102 122503 4931700 SH SOLE 4931700 ATHENAHEALTH INC COM 04685W103 655 17700 SH SOLE 17700 ATMEL CORP COM 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2855 120000 SH SOLE 120000 BALL CORP COM 058498106 7483 165700 SH SOLE 165700 BANCO LATINOAMERICANO DE EXP CL E P16994132 237 19100 SH SOLE 19100 BANCORPSOUTH INC COM 059692103 1437 70000 SH SOLE 70000 BANK MUTUAL CORP NEW COM 063750103 698 80000 SH SOLE 80000 BANK OF AMERICA CORPORATION COM 060505104 69094 5234400 SH SOLE 5234400 BANK OF NEW YORK MELLON CORP COM 064058100 17908 611000 SH SOLE 611000 BANK OF THE OZARKS INC COM 063904106 2379 110000 SH SOLE 110000 BARD C R INC COM 067383109 2159 29000 SH SOLE 29000 BAXTER INTL INC COM 071813109 25421 480000 SH SOLE 480000 BB&T CORP COM 054937107 9871 449100 SH SOLE 449100 BE AEROSPACE INC COM 073302101 727 50600 SH SOLE 50600 BECKMAN COULTER INC COM 075811109 457 8000 SH SOLE 8000 BECTON DICKINSON & CO COM 075887109 12978 182000 SH SOLE 182000 BED BATH & BEYOND INC COM 075896100 2399 78000 SH SOLE 78000 BEMIS INC COM 081437105 756 30000 SH SOLE 30000 BERKLEY W R CORP COM 084423102 799 37200 SH SOLE 37200 BEST BUY INC COM 086516101 4756 142000 SH SOLE 142000 BIG 5 SPORTING GOODS CORP COM 08915P101 1659 150000 SH SOLE 150000 BIG LOTS INC COM 089302103 5363 255000 SH SOLE 255000 BIOGEN IDEC INC COM 09062X103 8082 179000 SH SOLE 179000 BIOMED REALTY TRUST INC COM 09063H107 3113 304300 SH SOLE 304300 BJ SVCS CO COM 055482103 2924 214500 SH SOLE 214500 BJS RESTAURANTS INC COM 09180C106 670 39700 SH SOLE 39700 BLACK & DECKER CORP COM 091797100 487 17000 SH SOLE 17000 BLACK BOX CORP DEL COM 091826107 4217 126000 SH SOLE 126000 BLACKBOARD INC COM 091935502 1097 38000 SH SOLE 38000 BLACKROCK INC COM 09247X101 5228 29800 SH SOLE 29800 BLOCK H & R INC COM 093671105 2309 134000 SH SOLE 134000 BLUE COAT SYSTEMS INC COM NEW 09534T508 3017 182400 SH SOLE 182400 BMC SOFTWARE INC COM 055921100 6048 179000 SH SOLE 179000 BOB EVANS FARMS INC COM 096761101 641 22300 SH SOLE 22300 BOEING CO COM 097023105 12193 286900 SH SOLE 286900 BORGWARNER INC COM 099724106 1809 53000 SH SOLE 53000 BOSTON PROPERTIES INC COM 101121101 6440 135000 SH 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INC NEW COM 118759109 2542 89000 SH SOLE 89000 BUNGE LIMITED COM G16962105 7200 119500 SH SOLE 119500 BURLINGTON NORTHN SANTA FE C COM 12189T104 15738 214000 SH SOLE 214000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 10743 206000 SH SOLE 206000 CA INC COM 12673P105 1952 112000 SH SOLE 112000 CABOT OIL & GAS CORP COM 127097103 5622 183500 SH SOLE 183500 CACI INTL INC CL A 127190304 4442 104000 SH SOLE 104000 CALGON CARBON CORP COM 129603106 4723 340000 SH SOLE 340000 CAMDEN PPTY TR SH BEN INT 133131102 1739 63000 SH SOLE 63000 CAMERON INTERNATIONAL CORP COM 13342B105 5802 205000 SH SOLE 205000 CAMPBELL SOUP CO COM 134429109 10709 364000 SH SOLE 364000 CAPITAL ONE FINL CORP COM 14040H105 6341 289800 SH SOLE 289800 CARBO CERAMICS INC COM 140781105 992 29000 SH SOLE 29000 CARDICA INC COM 14141R101 139 97400 SH SOLE 97400 CARDINAL FINL CORP COM 14149F109 1762 225000 SH SOLE 225000 CARDINAL HEALTH INC COM 14149Y108 17456 571400 SH SOLE 571400 CAREER EDUCATION CORP COM 141665109 871 35000 SH SOLE 35000 CARNIVAL CORP PAIRED CTF 143658300 3350 130000 SH SOLE 130000 CASH AMER INTL INC COM 14754D100 1614 69000 SH SOLE 69000 CATALYST HEALTH SOLUTIONS IN COM 14888B103 1247 50000 SH SOLE 50000 CATERPILLAR INC DEL COM 149123101 14438 437000 SH SOLE 437000 CATO CORP NEW CL A 149205106 820 47000 SH SOLE 47000 CB RICHARD ELLIS GROUP INC CL A 12497T101 562 60000 SH SOLE 60000 CBL & ASSOC PPTYS INC COM 124830100 179 33240 SH SOLE 33240 CBS CORP NEW CL B 124857202 7541 1089700 SH SOLE 1089700 CEC ENTMT INC COM 125137109 1386 47000 SH SOLE 47000 CELGENE CORP COM 151020104 16266 340000 SH SOLE 340000 CEMEX SAB DE CV SPON ADR NEW 151290889 577 61752 SH SOLE 61752 CENTENE CORP DEL COM 15135B101 799 40000 SH SOLE 40000 CENTERPOINT ENERGY INC COM 15189T107 1906 172000 SH SOLE 172000 CENTEX CORP COM 152312104 212 25000 SH SOLE 25000 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 69 3500 SH SOLE 3500 CENTURYTEL INC COM 156700106 921 30000 SH SOLE 30000 CEPHALON INC COM 156708109 2974 52500 SH 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127000 CHIPOTLE MEXICAN GRILL INC CL A 169656105 1048 13100 SH SOLE 13100 CHUBB CORP COM 171232101 5942 149000 SH SOLE 149000 CIENA CORP COM NEW 171779309 300 29000 SH SOLE 29000 CIGNA CORP COM 125509109 1951 81000 SH SOLE 81000 CINCINNATI FINL CORP COM 172062101 1922 86000 SH SOLE 86000 CINTAS CORP COM 172908105 1622 71000 SH SOLE 71000 CISCO SYS INC COM 17275R102 80525 4320000 SH SOLE 4320000 CIT GROUP INC COM 125581108 172 80000 SH SOLE 80000 CITIGROUP INC COM 172967101 6644 2237000 SH SOLE 2237000 CITRIX SYS INC COM 177376100 13968 438000 SH SOLE 438000 CLARCOR INC COM 179895107 2043 70000 SH SOLE 70000 CLEAN HARBORS INC COM 184496107 1134 21000 SH SOLE 21000 CLECO CORP NEW COM 12561W105 3856 172000 SH SOLE 172000 CLIFFS NATURAL RESOURCES INC COM 18683K101 1796 73400 SH SOLE 73400 CLOROX CO DEL COM 189054109 2233 40000 SH SOLE 40000 CME GROUP INC COM 12572Q105 17764 57100 SH SOLE 57100 CMS ENERGY CORP COM 125896100 2452 203000 SH SOLE 203000 CNOOC LTD SPONSORED ADR 126132109 3469 28200 SH SOLE 28200 COACH INC COM 189754104 4785 178000 SH SOLE 178000 COCA COLA CO COM 191216100 77096 1606500 SH SOLE 1606500 COCA COLA ENTERPRISES INC COM 191219104 11089 666000 SH SOLE 666000 COGNEX CORP COM 192422103 1272 90000 SH SOLE 90000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7716 289000 SH SOLE 289000 COGO GROUP INC COM 192448108 472 79100 SH SOLE 79100 COLDWATER CREEK INC COM 193068103 1315 217000 SH SOLE 217000 COLGATE PALMOLIVE CO COM 194162103 32399 458000 SH SOLE 458000 COMCAST CORP NEW CL A 20030N101 30927 2134400 SH SOLE 2134400 COMERICA INC COM 200340107 973 46000 SH SOLE 46000 COMFORT SYS USA INC COM 199908104 2091 204000 SH SOLE 204000 COMMERCE BANCSHARES INC COM 200525103 1114 35000 SH SOLE 35000 COMMERCIAL METALS CO COM 201723103 1298 81000 SH SOLE 81000 COMMSCOPE INC COM 203372107 937 35700 SH SOLE 35700 COMMUNITY HEALTH SYS INC NEW COM 203668108 2954 117000 SH SOLE 117000 COMMVAULT SYSTEMS INC COM 204166102 771 46500 SH SOLE 46500 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 585 15200 SH SOLE 15200 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 7966 356400 SH SOLE 356400 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 312 8900 SH SOLE 8900 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 216 9000 SH SOLE 9000 COMPELLENT TECHNOLOGIES INC COM 20452A108 15 1000 SH SOLE 1000 COMPUTER SCIENCES CORP COM 205363104 3633 82000 SH SOLE 82000 COMPUWARE CORP COM 205638109 412 60000 SH SOLE 60000 COMSTOCK RES INC COM NEW 205768203 301 9100 SH SOLE 9100 CONAGRA FOODS INC COM 205887102 15031 788600 SH SOLE 788600 CONCUR TECHNOLOGIES INC COM 206708109 1709 55000 SH SOLE 55000 CONMED CORP COM 207410101 2281 147000 SH SOLE 147000 CONOCOPHILLIPS COM 20825C104 45829 1089600 SH SOLE 1089600 CONSOL ENERGY INC COM 20854P109 2887 85000 SH SOLE 85000 CONSOLIDATED EDISON INC COM 209115104 6803 181800 SH SOLE 181800 CONSTELLATION BRANDS INC CL A 21036P108 5085 401000 SH SOLE 401000 CONSTELLATION ENERGY GROUP I COM 210371100 1409 53000 SH SOLE 53000 CONTINENTAL AIRLS INC CL B 210795308 3145 355000 SH SOLE 355000 CONVERGYS CORP COM 212485106 371 40000 SH SOLE 40000 CON-WAY INC COM 205944101 498 14100 SH SOLE 14100 COOPER COS INC COM NEW 216648402 1781 72000 SH SOLE 72000 COOPER INDS LTD CL A G24182100 10538 339400 SH SOLE 339400 COPA HOLDINGS SA CL A P31076105 286 7000 SH SOLE 7000 COPART INC COM 217204106 1456 42000 SH SOLE 42000 CORE LABORATORIES N V COM N22717107 2475 28400 SH SOLE 28400 CORN PRODS INTL INC COM 219023108 1179 44000 SH SOLE 44000 CORNING INC COM 219350105 26467 1648000 SH SOLE 1648000 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1100 37500 SH SOLE 37500 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 3819 224800 SH SOLE 224800 COSTCO WHSL CORP NEW COM 22160K105 5713 125000 SH SOLE 125000 COUGAR BIOTECHNOLOGY INC COM 222083107 601 14000 SH SOLE 14000 COVANCE INC COM 222816100 1181 24000 SH SOLE 24000 COVENTRY HEALTH CARE INC COM 222862104 842 45000 SH SOLE 45000 COVIDIEN PLC SHS G2554F105 7114 190000 SH SOLE 190000 CRA INTL INC COM 12618T105 1024 36900 SH SOLE 36900 CREDICORP LTD COM G2519Y108 3044 52300 SH SOLE 52300 CREE INC COM 225447101 3233 110000 SH SOLE 110000 CRYOLIFE INC COM 228903100 632 114000 SH SOLE 114000 CSX CORP COM 126408103 4086 118000 SH SOLE 118000 CTC MEDIA INC COM 12642X106 227 19200 SH SOLE 19200 CUBIST PHARMACEUTICALS INC COM 229678107 642 35000 SH SOLE 35000 CULLEN FROST BANKERS INC COM 229899109 1623 35200 SH SOLE 35200 CUMMINS INC COM 231021106 2993 85000 SH SOLE 85000 CURTISS WRIGHT CORP COM 231561101 1278 43000 SH SOLE 43000 CVS CAREMARK CORPORATION COM 126650100 27153 852000 SH SOLE 852000 D R HORTON INC COM 23331A109 749 80000 SH SOLE 80000 DAKTRONICS INC COM 234264109 1425 185000 SH SOLE 185000 DANAHER CORP DEL COM 235851102 22906 371000 SH SOLE 371000 DARDEN RESTAURANTS INC COM 237194105 3265 99000 SH SOLE 99000 DARLING INTL INC COM 237266101 1591 241000 SH SOLE 241000 DAVITA INC COM 23918K108 1484 30000 SH SOLE 30000 DCT INDUSTRIAL TRUST INC COM 233153105 755 185000 SH SOLE 185000 DEALERTRACK HLDGS INC COM 242309102 804 47300 SH SOLE 47300 DEAN FOODS CO NEW COM 242370104 960 50000 SH SOLE 50000 DECKERS OUTDOOR CORP COM 243537107 4286 61000 SH SOLE 61000 DEERE & CO COM 244199105 11745 294000 SH SOLE 294000 DELL INC COM 24702R101 15213 1108000 SH SOLE 1108000 DELTA AIR LINES INC DEL COM NEW 247361702 2472 427000 SH SOLE 427000 DENBURY RES INC COM NEW 247916208 1944 132000 SH SOLE 132000 DENTSPLY INTL INC NEW COM 249030107 1221 40000 SH SOLE 40000 DEUTSCHE BANK AG NAMEN AKT D18190898 10407 170600 SH SOLE 170600 DEVELOPERS DIVERSIFIED RLTY COM 251591103 627 128396 SH SOLE 128396 DEVON ENERGY CORP NEW COM 25179M103 26552 487200 SH SOLE 487200 DEVRY INC DEL COM 251893103 2577 51500 SH SOLE 51500 DEXCOM INC COM 252131107 771 124600 SH SOLE 124600 DG FASTCHANNEL INC COM 23326R109 623 34071 SH SOLE 34071 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1744 21000 SH SOLE 21000 DIAMONDROCK HOSPITALITY CO COM 252784301 572 91400 SH SOLE 91400 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CHEM CO COM 260543103 5165 320000 SH SOLE 320000 DPL INC COM 233293109 556 24000 SH SOLE 24000 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1483 70000 SH SOLE 70000 DR REDDYS LABS LTD ADR 256135203 178 10500 SH SOLE 10500 DREAMWORKS ANIMATION SKG INC CL A 26153C103 753 27300 SH SOLE 27300 DRESS BARN INC COM 261570105 2917 204000 SH SOLE 204000 DRESSER-RAND GROUP INC COM 261608103 2088 80000 SH SOLE 80000 DRIL-QUIP INC COM 262037104 5791 152000 SH SOLE 152000 DTE ENERGY CO COM 233331107 2336 73000 SH SOLE 73000 DTS INC COM 23335C101 896 33114 SH SOLE 33114 DU PONT E I DE NEMOURS & CO COM 263534109 21721 847800 SH SOLE 847800 DUKE ENERGY CORP NEW COM 26441C105 8594 589000 SH SOLE 589000 DUKE REALTY CORP COM NEW 264411505 1675 191000 SH SOLE 191000 DUN & BRADSTREET CORP DEL NE COM 26483E100 2323 28600 SH SOLE 28600 DYNEGY INC DEL CL A 26817G102 295 130000 SH SOLE 130000 E M C CORP MASS COM 268648102 20056 1531000 SH SOLE 1531000 E TRADE FINANCIAL CORP COM 269246104 640 500000 SH SOLE 500000 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117000 SH SOLE 117000 F M C CORP COM NEW 302491303 1183 25000 SH SOLE 25000 F5 NETWORKS INC COM 315616102 3729 107800 SH SOLE 107800 FACTSET RESH SYS INC COM 303075105 6767 135700 SH SOLE 135700 FAIR ISAAC CORP COM 303250104 642 41500 SH SOLE 41500 FAIRPOINT COMMUNICATIONS INC COM 305560104 9 15313 SH SOLE 15313 FAMILY DLR STORES INC COM 307000109 6481 229000 SH SOLE 229000 FARO TECHNOLOGIES INC COM 311642102 1398 90000 SH SOLE 90000 FASTENAL CO COM 311900104 1161 35000 SH SOLE 35000 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3416 66300 SH SOLE 66300 FEDERATED INVS INC PA CL B 314211103 1173 48700 SH SOLE 48700 FEDEX CORP COM 31428X106 5006 90000 SH SOLE 90000 FIDELITY NATIONAL FINANCIAL CL A 31620R105 920 68000 SH SOLE 68000 FIDELITY NATL INFORMATION SV COM 31620M106 998 50000 SH SOLE 50000 FIFTH THIRD BANCORP COM 316773100 1633 230000 SH SOLE 230000 FINANCIAL FED CORP COM 317492106 925 45000 SH SOLE 45000 FIRST COMWLTH FINL CORP PA COM 319829107 2291 361400 SH SOLE 361400 FIRST FINL BANCORP OH COM 320209109 1254 166800 SH SOLE 166800 FIRST HORIZON NATL CORP COM 320517105 722 60198 SH SOLE 60198 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 104 24000 SH SOLE 24000 FIRST NIAGARA FINL GP INC COM 33582V108 1394 122100 SH SOLE 122100 FIRSTENERGY CORP COM 337932107 6006 155000 SH SOLE 155000 FIRSTMERIT CORP COM 337915102 864 50872 SH SOLE 50872 FISERV INC COM 337738108 2239 49000 SH SOLE 49000 FLEXTRONICS INTL LTD ORD Y2573F102 6149 1496070 SH SOLE 1496070 FLIR SYS INC COM 302445101 3993 177000 SH SOLE 177000 FLOWERS FOODS INC COM 343498101 546 25000 SH SOLE 25000 FLOWSERVE CORP COM 34354P105 1047 15000 SH SOLE 15000 FLUOR CORP NEW COM 343412102 8873 173000 SH SOLE 173000 FMC TECHNOLOGIES INC COM 30249U101 3608 96000 SH SOLE 96000 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 6203 192400 SH SOLE 192400 FOOT LOCKER INC COM 344849104 4017 383700 SH SOLE 383700 FORD MTR CO DEL COM PAR $0.01 345370860 5767 950000 SH SOLE 950000 FOREST CITY ENTERPRISES INC CL A 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698 33000 SH SOLE 33000 GAFISA S A SPONS ADR 362607301 1815 110000 SH SOLE 110000 GAMESTOP CORP NEW CL A 36467W109 4050 184000 SH SOLE 184000 GANNETT INC COM 364730101 236 66000 SH SOLE 66000 GAP INC DEL COM 364760108 7974 486200 SH SOLE 486200 GAYLORD ENTMT CO NEW COM 367905106 614 48300 SH SOLE 48300 GENERAL CABLE CORP DEL NEW COM 369300108 1372 36500 SH SOLE 36500 GENERAL DYNAMICS CORP COM 369550108 14235 257000 SH SOLE 257000 GENERAL ELECTRIC CO COM 369604103 82986 7080700 SH SOLE 7080700 GENERAL MLS INC COM 370334104 18778 335200 SH SOLE 335200 GENESCO INC COM 371532102 846 45000 SH SOLE 45000 GENOMIC HEALTH INC COM 37244C101 607 35000 SH SOLE 35000 GENOPTIX INC COM 37243V100 710 22200 SH SOLE 22200 GEN-PROBE INC NEW COM 36866T103 1375 32000 SH SOLE 32000 GENTEX CORP COM 371901109 2320 200000 SH SOLE 200000 GENTIVA HEALTH SERVICES INC COM 37247A102 1235 75000 SH SOLE 75000 GENUINE PARTS CO COM 372460105 8558 255000 SH SOLE 255000 GENWORTH FINL INC COM CL A 37247D106 5674 811800 SH 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COM 416515104 6629 558500 SH SOLE 558500 HASBRO INC COM 418056107 848 35000 SH SOLE 35000 HCC INS HLDGS INC COM 404132102 2235 93100 SH SOLE 93100 HCP INC COM 40414L109 7852 370537 SH SOLE 370537 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1444 14000 SH SOLE 14000 HEALTH CARE REIT INC COM 42217K106 5260 154257 SH SOLE 154257 HEALTHCARE RLTY TR COM 421946104 848 50400 SH SOLE 50400 HEALTHCARE SVCS GRP INC COM 421906108 843 47150 SH SOLE 47150 HEALTHSPRING INC COM 42224N101 3584 330000 SH SOLE 330000 HEARTLAND EXPRESS INC COM 422347104 6712 456000 SH SOLE 456000 HEINZ H J CO COM 423074103 13280 372000 SH SOLE 372000 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1761 162000 SH SOLE 162000 HERITAGE CRYSTAL CLEAN INC COM 42726M106 581 47800 SH SOLE 47800 HERSHEY CO COM 427866108 1836 51000 SH SOLE 51000 HERTZ GLOBAL HOLDINGS INC COM 42805T105 2755 344800 SH SOLE 344800 HESS CORP COM 42809H107 11771 219000 SH SOLE 219000 HEWLETT PACKARD CO COM 428236103 56120 1452000 SH SOLE 1452000 HHGREGG INC COM 42833L108 866 57100 SH SOLE 57100 HIGHWOODS PPTYS INC COM 431284108 1186 53000 SH SOLE 53000 HILLENBRAND INC COM 431571108 1997 120000 SH SOLE 120000 HITTITE MICROWAVE CORP COM 43365Y104 1230 35400 SH SOLE 35400 HMS HLDGS CORP COM 40425J101 3311 81300 SH SOLE 81300 HOLOGIC INC COM 436440101 1793 126000 SH SOLE 126000 HOME DEPOT INC COM 437076102 20241 856600 SH SOLE 856600 HOME PROPERTIES INC COM 437306103 2711 79500 SH SOLE 79500 HONEYWELL INTL INC COM 438516106 6751 215000 SH SOLE 215000 HORMEL FOODS CORP COM 440452100 829 24000 SH SOLE 24000 HOSPIRA INC COM 441060100 7088 184000 SH SOLE 184000 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 833 70100 SH SOLE 70100 HOST HOTELS & RESORTS INC COM 44107P104 6305 751500 SH SOLE 751500 HOT TOPIC INC COM 441339108 1842 252000 SH SOLE 252000 HRPT PPTYS TR COM SH BEN INT 40426W101 690 170000 SH SOLE 170000 HUB GROUP INC CL A 443320106 2530 122600 SH SOLE 122600 HUBBELL INC CL B 443510201 1250 39000 SH SOLE 39000 HUDSON CITY BANCORP COM 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ENERGY GROUP INC COM 45822P105 690 23000 SH SOLE 23000 INTEL CORP COM 458140100 52751 3187400 SH SOLE 3187400 INTERCONTINENTALEXCHANGE INC COM 45865V100 12681 111000 SH SOLE 111000 INTERNATIONAL BUSINESS MACHS COM 459200101 95241 912100 SH SOLE 912100 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 785 24000 SH SOLE 24000 INTERNATIONAL GAME TECHNOLOG COM 459902102 4977 313000 SH SOLE 313000 INTERPUBLIC GROUP COS INC COM 460690100 682 135000 SH SOLE 135000 INTERSIL CORP CL A 46069S109 5028 400000 SH SOLE 400000 INTEVAC INC COM 461148108 1307 150000 SH SOLE 150000 INTL PAPER CO COM 460146103 3450 228000 SH SOLE 228000 INTUIT COM 461202103 2732 97000 SH SOLE 97000 INTUITIVE SURGICAL INC COM NEW 46120E602 2520 15400 SH SOLE 15400 INVACARE CORP COM 461203101 777 44000 SH SOLE 44000 INVENTIV HEALTH INC COM 46122E105 771 57000 SH SOLE 57000 INVESCO LTD SHS G491BT108 2317 130000 SH SOLE 130000 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1223 60000 SH SOLE 60000 IPC THE HOSPITALIST CO INC COM 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JOHNSON & JOHNSON COM 478160104 120416 2120000 SH SOLE 2120000 JOHNSON CTLS INC COM 478366107 3910 180000 SH SOLE 180000 JONES APPAREL GROUP INC COM 480074103 4376 407800 SH SOLE 407800 JONES LANG LASALLE INC COM 48020Q107 982 30000 SH SOLE 30000 JOS A BANK CLOTHIERS INC COM 480838101 2412 70000 SH SOLE 70000 JPMORGAN CHASE & CO COM 46625H100 100389 2943100 SH SOLE 2943100 JUNIPER NETWORKS INC COM 48203R104 3776 160000 SH SOLE 160000 KAMAN CORP COM 483548103 2021 121000 SH SOLE 121000 KANSAS CITY SOUTHERN COM NEW 485170302 661 41000 SH SOLE 41000 KB HOME COM 48666K109 1792 131000 SH SOLE 131000 KBR INC COM 48242W106 1844 100000 SH SOLE 100000 KELLOGG CO COM 487836108 10991 236000 SH SOLE 236000 KENDLE INTERNATIONAL INC COM 48880L107 330 27000 SH SOLE 27000 KENNAMETAL INC COM 489170100 1630 85000 SH SOLE 85000 KEYCORP NEW COM 493267108 1048 200000 SH SOLE 200000 KHD HUMBOLDT WEDAG INTL LTD COM 482462108 1086 130000 SH SOLE 130000 KILROY RLTY CORP COM 49427F108 2568 125000 SH SOLE 125000 KIMBERLY CLARK CORP COM 494368103 21454 409200 SH SOLE 409200 KIMCO REALTY CORP COM 49446R109 4173 415183 SH SOLE 415183 KING PHARMACEUTICALS INC COM 495582108 4902 509000 SH SOLE 509000 KINROSS GOLD CORP COM NO PAR 496902404 3031 167000 SH SOLE 167000 KIRBY CORP COM 497266106 4018 126400 SH SOLE 126400 KLA-TENCOR CORP COM 482480100 5151 204000 SH SOLE 204000 KOHLS CORP COM 500255104 10517 246000 SH SOLE 246000 KRAFT FOODS INC CL A 50075N104 26364 1040400 SH SOLE 1040400 KROGER CO COM 501044101 9532 432300 SH SOLE 432300 KT CORP SPONSORED ADR 48268K101 5685 395885 SH SOLE 395885 L-3 COMMUNICATIONS HLDGS INC COM 502424104 8881 128000 SH SOLE 128000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 4949 73000 SH SOLE 73000 LACLEDE GROUP INC COM 505597104 629 19000 SH SOLE 19000 LAM RESEARCH CORP COM 512807108 2340 90000 SH SOLE 90000 LANDAUER INC COM 51476K103 797 13000 SH SOLE 13000 LANDSTAR SYS INC COM 515098101 3982 110900 SH SOLE 110900 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1259 102000 SH SOLE 102000 LAUDER ESTEE COS INC CL A 518439104 11209 343100 SH SOLE 343100 LAZARD LTD SHS A G54050102 2883 107100 SH SOLE 107100 LEGG MASON INC COM 524901105 1000 41000 SH SOLE 41000 LEGGETT & PLATT INC COM 524660107 2665 175000 SH SOLE 175000 LENDER PROCESSING SVCS INC COM 52602E102 811 29200 SH SOLE 29200 LENNAR CORP CL A 526057104 262 27000 SH SOLE 27000 LEUCADIA NATL CORP COM 527288104 1055 50000 SH SOLE 50000 LEXINGTON REALTY TRUST COM 529043101 321 94397 SH SOLE 94397 LEXMARK INTL NEW CL A 529771107 380 24000 SH SOLE 24000 LHC GROUP INC COM 50187A107 1644 74000 SH SOLE 74000 LIBERTY GLOBAL INC COM SER A 530555101 7430 467600 SH SOLE 467600 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 2969 111000 SH SOLE 111000 LIBERTY PPTY TR SH BEN INT 531172104 3306 143500 SH SOLE 143500 LIFE TECHNOLOGIES CORP COM 53217V109 12377 296658 SH SOLE 296658 LIFE TIME FITNESS INC COM 53217R207 664 33200 SH SOLE 33200 LIFEPOINT HOSPITALS INC COM 53219L109 368 14000 SH SOLE 14000 LILLY ELI & CO COM 532457108 29143 841300 SH SOLE 841300 LIMITED BRANDS INC COM 532716107 2729 228000 SH SOLE 228000 LINCARE HLDGS INC COM 532791100 917 39000 SH SOLE 39000 LINCOLN NATL CORP IND COM 534187109 7244 420900 SH SOLE 420900 LINEAR TECHNOLOGY CORP COM 535678106 4997 214000 SH SOLE 214000 LITHIA MTRS INC CL A 536797103 2079 225000 SH SOLE 225000 LKQ CORP COM 501889208 3876 235600 SH SOLE 235600 LOCKHEED MARTIN CORP COM 539830109 24276 301000 SH SOLE 301000 LOEWS CORP COM 540424108 6343 231500 SH SOLE 231500 LO-JACK CORP COM 539451104 712 170000 SH SOLE 170000 LORILLARD INC COM 544147101 11080 163500 SH SOLE 163500 LOWES COS INC COM 548661107 12558 647000 SH SOLE 647000 LSB INDS INC COM 502160104 859 53100 SH SOLE 53100 LSI CORPORATION COM 502161102 821 180000 SH SOLE 180000 LUBRIZOL CORP COM 549271104 1419 30000 SH SOLE 30000 LUFKIN INDS INC COM 549764108 673 16000 SH SOLE 16000 LUMBER LIQUIDATORS INC COM 55003Q103 797 50600 SH SOLE 50600 LUMINEX CORP DEL COM 55027E102 799 43100 SH SOLE 43100 M & T BK CORP COM 55261F104 1019 20000 SH SOLE 20000 MACERICH CO COM 554382101 1764 100147 SH SOLE 100147 MACK CALI RLTY CORP COM 554489104 2474 108500 SH SOLE 108500 MACROVISION SOLUTIONS CORP COM 55611C108 3758 172300 SH SOLE 172300 MACYS INC COM 55616P104 6965 592300 SH SOLE 592300 MAGELLAN HEALTH SVCS INC COM NEW 559079207 2527 77000 SH SOLE 77000 MAGNA INTL INC CL A 559222401 2108 49900 SH SOLE 49900 MANHATTAN ASSOCS INC COM 562750109 2172 119200 SH SOLE 119200 MANITOWOC INC COM 563571108 200 38000 SH SOLE 38000 MANPOWER INC COM 56418H100 635 15000 SH SOLE 15000 MANTECH INTL CORP CL A 564563104 1291 30000 SH SOLE 30000 MARATHON OIL CORP COM 565849106 13589 451000 SH SOLE 451000 MARRIOTT INTL INC NEW CL A 571903202 3489 158081 SH SOLE 158081 MARSH & MCLENNAN COS INC COM 571748102 4324 214800 SH SOLE 214800 MARSHALL & ILSLEY CORP NEW COM 571837103 509 106000 SH SOLE 106000 MARTEN TRANS LTD COM 573075108 1412 68000 SH SOLE 68000 MARTIN MARIETTA MATLS INC COM 573284106 1578 20000 SH SOLE 20000 MARVEL ENTERTAINMENT INC COM 57383T103 783 22000 SH SOLE 22000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4423 380000 SH SOLE 380000 MASCO CORP COM 574599106 3114 325000 SH SOLE 325000 MASIMO CORP COM 574795100 547 22700 SH SOLE 22700 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 2739 4150000 PRN SOLE 4150000 MASSEY ENERGY CORP COM 576206106 938 48000 SH SOLE 48000 MASTERCARD INC CL A 57636Q104 5689 34000 SH SOLE 34000 MATTEL INC COM 577081102 3547 221000 SH SOLE 221000 MATTHEWS INTL CORP CL A 577128101 850 27300 SH SOLE 27300 MAXIMUS INC COM 577933104 1444 35000 SH SOLE 35000 MBIA INC COM 55262C100 217 50000 SH SOLE 50000 MCAFEE INC COM 579064106 3122 74000 SH SOLE 74000 MCCORMICK & CO INC COM NON VTG 579780206 4925 151400 SH SOLE 151400 MCDERMOTT INTL INC COM 580037109 2254 111000 SH SOLE 111000 MCDONALDS CORP COM 580135101 46297 805300 SH SOLE 805300 MCGRAW HILL COS INC COM 580645109 11472 381000 SH SOLE 381000 MCKESSON CORP COM 58155Q103 6644 151000 SH SOLE 151000 MDU RES GROUP INC COM 552690109 1138 60000 SH SOLE 60000 MEADWESTVACO CORP COM 583334107 3319 202285 SH SOLE 202285 MEDASSETS INC COM 584045108 2838 145900 SH SOLE 145900 MEDCO HEALTH SOLUTIONS INC COM 58405U102 9304 204000 SH SOLE 204000 MEDICAL PPTYS TRUST INC COM 58463J304 2929 482500 SH SOLE 482500 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1126 69000 SH SOLE 69000 MEDIVATION INC COM 58501N101 495 22100 SH SOLE 22100 MEDNAX INC COM 58502B106 4259 101100 SH SOLE 101100 MEDTRONIC INC COM 585055106 28191 808000 SH SOLE 808000 MELLANOX TECHNOLOGIES LTD SHS M51363113 2815 234000 SH SOLE 234000 MEMC ELECTR MATLS INC COM 552715104 3722 209000 SH SOLE 209000 MENS WEARHOUSE INC COM 587118100 1074 56000 SH SOLE 56000 MENTOR GRAPHICS CORP COM 587200106 274 50000 SH SOLE 50000 MERCK & CO INC COM 589331107 58053 2076300 SH SOLE 2076300 MERCURY COMPUTER SYS COM 589378108 711 76828 SH SOLE 76828 MEREDITH CORP COM 589433101 179 7000 SH SOLE 7000 MERIT MED SYS INC COM 589889104 962 59000 SH SOLE 59000 METLIFE INC COM 59156R108 26805 893200 SH SOLE 893200 MICROCHIP TECHNOLOGY INC COM 595017104 11749 521000 SH SOLE 521000 MICRON TECHNOLOGY INC COM 595112103 1645 325000 SH SOLE 325000 MICROSEMI CORP COM 595137100 1380 100000 SH SOLE 100000 MICROSOFT CORP COM 594918104 142437 5992300 SH SOLE 5992300 MICRUS ENDOVASCULAR CORP COM 59518V102 689 76200 SH SOLE 76200 MID-AMER APT CMNTYS INC COM 59522J103 2753 75000 SH SOLE 75000 MILLIPORE CORP COM 601073109 1123 16000 SH SOLE 16000 MKS INSTRUMENT INC COM 55306N104 260 19700 SH SOLE 19700 MOLEX INC COM 608554101 622 40000 SH SOLE 40000 MOLSON COORS BREWING CO CL B 60871R209 1863 44000 SH SOLE 44000 MONSANTO CO NEW COM 61166W101 33825 455000 SH SOLE 455000 MONSTER WORLDWIDE INC COM 611742107 413 35000 SH SOLE 35000 MOODYS CORP COM 615369105 2740 104000 SH SOLE 104000 MOOG INC CL A 615394202 1833 71000 SH SOLE 71000 MORGAN STANLEY COM NEW 617446448 34725 1218000 SH SOLE 1218000 MORGANS HOTEL GROUP CO COM 61748W108 601 157000 SH SOLE 157000 MOTOROLA INC COM 620076109 14233 2146700 SH SOLE 2146700 MTS MEDICATION TECHNLGS INC COM 553773102 253 45100 SH SOLE 45100 MULTI FINELINE ELECTRONIX IN COM 62541B101 713 33300 SH SOLE 33300 MURPHY OIL CORP COM 626717102 7388 136000 SH SOLE 136000 MYERS INDS INC COM 628464109 632 76000 SH SOLE 76000 MYLAN INC COM 628530107 1918 147000 SH SOLE 147000 NABORS INDUSTRIES LTD SHS G6359F103 3194 205000 SH SOLE 205000 NASDAQ OMX GROUP INC COM 631103108 2817 132200 SH SOLE 132200 NATIONAL CINEMEDIA INC COM 635309107 1032 75000 SH SOLE 75000 NATIONAL FUEL GAS CO N J COM 636180101 1010 28000 SH SOLE 28000 NATIONAL OILWELL VARCO INC COM 637071101 8932 273494 SH SOLE 273494 NATIONAL RETAIL PROPERTIES I COM 637417106 2970 171200 SH SOLE 171200 NATIONAL SEMICONDUCTOR CORP COM 637640103 1694 135000 SH SOLE 135000 NATIONWIDE HEALTH PPTYS INC COM 638620104 6615 257000 SH SOLE 257000 NAVIGANT CONSULTING INC COM 63935N107 687 53200 SH SOLE 53200 NAVIGATORS GROUP INC COM 638904102 1751 39400 SH SOLE 39400 NBTY INC COM 628782104 1350 48000 SH SOLE 48000 NCI INC CL A 62886K104 837 27500 SH SOLE 27500 NCR CORP NEW COM 62886E108 532 45000 SH SOLE 45000 NEKTAR THERAPEUTICS COM 640268108 483 74500 SH SOLE 74500 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 197 20200 SH SOLE 20200 NETAPP INC COM 64110D104 4989 253000 SH SOLE 253000 NETFLIX INC COM 64110L106 1075 26000 SH SOLE 26000 NETLOGIC MICROSYSTEMS INC COM 64118B100 820 22500 SH SOLE 22500 NETSCOUT SYS INC COM 64115T104 724 77200 SH SOLE 77200 NEUTRAL TANDEM INC COM 64128B108 642 21750 SH SOLE 21750 NEW JERSEY RES COM 646025106 2500 67500 SH SOLE 67500 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2176 32300 SH SOLE 32300 NEW YORK CMNTY BANCORP INC COM 649445103 1498 140100 SH SOLE 140100 NEW YORK TIMES CO CL A 650111107 187 34000 SH SOLE 34000 NEWALLIANCE BANCSHARES INC COM 650203102 1056 91800 SH SOLE 91800 NEWELL RUBBERMAID INC COM 651229106 804 77200 SH SOLE 77200 NEWFIELD EXPL CO COM 651290108 2271 69500 SH SOLE 69500 NEWMONT MINING CORP COM 651639106 6744 165000 SH SOLE 165000 NEWS CORP CL A 65248E104 25178 2763800 SH SOLE 2763800 NEXEN INC COM 65334H102 4655 215000 SH SOLE 215000 NIC INC COM 62914B100 533 78700 SH SOLE 78700 NICE SYS LTD SPONSORED ADR 653656108 1294 56100 SH SOLE 56100 NICOR INC COM 654086107 381 11000 SH SOLE 11000 NIKE INC CL B 654106103 13670 264000 SH SOLE 264000 NISOURCE INC COM 65473P105 7066 606000 SH SOLE 606000 NOBLE ENERGY INC COM 655044105 4069 69000 SH SOLE 69000 NOKIA CORP SPONSORED ADR 654902204 13115 899500 SH SOLE 899500 NORDSTROM INC COM 655664100 796 40000 SH SOLE 40000 NORFOLK SOUTHERN CORP COM 655844108 4144 110000 SH SOLE 110000 NORTH AMERN ENERGY PARTNERS COM 656844107 619 101700 SH SOLE 101700 NORTHEAST UTILS COM 664397106 4083 183000 SH SOLE 183000 NORTHERN OIL & GAS INC NEV COM 665531109 404 63500 SH SOLE 63500 NORTHERN TR CORP COM 665859104 10629 198000 SH SOLE 198000 NORTHROP GRUMMAN CORP COM 666807102 13942 305200 SH SOLE 305200 NORTHWEST NAT GAS CO COM 667655104 2672 60300 SH SOLE 60300 NOVELL INC COM 670006105 489 108000 SH SOLE 108000 NOVELLUS SYS INC COM 670008101 451 27000 SH SOLE 27000 NSTAR COM 67019E107 1445 45000 SH SOLE 45000 NUANCE COMMUNICATIONS INC COM 67020Y100 1245 103000 SH SOLE 103000 NUCOR CORP COM 670346105 9730 219000 SH SOLE 219000 NV ENERGY INC COM 67073Y106 607 56300 SH SOLE 56300 NVIDIA CORP COM 67066G104 11792 1044500 SH SOLE 1044500 NVR INC COM 62944T105 628 1250 SH SOLE 1250 NYSE EURONEXT COM 629491101 2098 77000 SH SOLE 77000 O CHARLEYS INC COM 670823103 2313 250000 SH SOLE 250000 O REILLY AUTOMOTIVE INC COM 686091109 2818 74000 SH SOLE 74000 O2MICRO INTERNATIONAL LTD SPONS ADR 67107W100 1500 300000 SH SOLE 300000 OCCIDENTAL PETE CORP DEL COM 674599105 46521 706900 SH SOLE 706900 OCEANEERING INTL INC COM 675232102 7910 175000 SH SOLE 175000 OFFICE DEPOT INC COM 676220106 333 73000 SH SOLE 73000 OGE ENERGY CORP COM 670837103 878 31000 SH SOLE 31000 OLD DOMINION FGHT LINES INC COM 679580100 1746 52000 SH SOLE 52000 OLIN CORP COM PAR $1 680665205 535 45000 SH SOLE 45000 OMEGA HEALTHCARE INVS INC COM 681936100 1397 90000 SH SOLE 90000 OMNICARE INC COM 681904108 1906 74000 SH SOLE 74000 OMNICOM GROUP INC COM 681919106 7769 246000 SH SOLE 246000 OMNITURE INC COM 68212S109 2575 205000 SH SOLE 205000 ON SEMICONDUCTOR CORP COM 682189105 1784 260000 SH SOLE 260000 ONEOK INC NEW COM 682680103 708 24000 SH SOLE 24000 ONLINE RES CORP COM 68273G101 1285 205850 SH SOLE 205850 OPEN TEXT CORP COM 683715106 441 12100 SH SOLE 12100 ORACLE CORP COM 68389X105 63832 2980000 SH SOLE 2980000 ORBCOMM INC COM 68555P100 810 460000 SH SOLE 460000 ORIENT-EXPRESS HOTELS LTD CL A G67743107 297 35000 SH SOLE 35000 ORION MARINE GROUP INC COM 68628V308 1188 62500 SH SOLE 62500 ORTHOVITA INC COM 68750U102 862 167400 SH SOLE 167400 OSIRIS THERAPEUTICS INC COM 68827R108 1168 87000 SH SOLE 87000 OWENS & MINOR INC NEW COM 690732102 2454 56000 SH SOLE 56000 OWENS ILL INC COM NEW 690768403 6918 247000 SH SOLE 247000 P F CHANGS CHINA BISTRO INC COM 69333Y108 802 25000 SH SOLE 25000 PACCAR INC COM 693718108 7038 216500 SH SOLE 216500 PACKAGING CORP AMER COM 695156109 3175 196000 SH SOLE 196000 PACTIV CORP COM 695257105 3971 183000 SH SOLE 183000 PALL CORP COM 696429307 930 35000 SH SOLE 35000 PAN AMERICAN SILVER CORP COM 697900108 1411 77000 SH SOLE 77000 PANERA BREAD CO CL A 69840W108 972 19500 SH SOLE 19500 PARKER HANNIFIN CORP COM 701094104 1761 41000 SH SOLE 41000 PATTERSON COMPANIES INC COM 703395103 933 43000 SH SOLE 43000 PAYCHEX INC COM 704326107 4183 166000 SH SOLE 166000 PEABODY ENERGY CORP COM 704549104 5022 166500 SH SOLE 166500 PEETS COFFEE & TEA INC COM 705560100 766 30400 SH SOLE 30400 PEGASYSTEMS INC COM 705573103 1034 39200 SH SOLE 39200 PENN VA CORP COM 707882106 1473 90000 SH SOLE 90000 PENNEY J C INC COM 708160106 7132 248400 SH SOLE 248400 PENSKE AUTOMOTIVE GRP INC COM 70959W103 2496 150000 SH SOLE 150000 PEOPLES UNITED FINANCIAL INC COM 712704105 2391 159000 SH SOLE 159000 PEPCO HOLDINGS INC COM 713291102 806 60000 SH SOLE 60000 PEPSI BOTTLING GROUP INC COM 713409100 5719 169000 SH SOLE 169000 PEPSICO INC COM 713448108 70843 1289000 SH SOLE 1289000 PERKINELMER INC COM 714046109 619 35600 SH SOLE 35600 PETROHAWK ENERGY CORP COM 716495106 624 28000 SH SOLE 28000 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 20216 606000 SH SOLE 606000 PETSMART INC COM 716768106 258 12000 SH SOLE 12000 PFIZER INC COM 717081103 93251 6216700 SH SOLE 6216700 PG&E CORP COM 69331C108 8034 209000 SH SOLE 209000 PHARMACEUTICAL PROD DEV INC COM 717124101 641 27600 SH SOLE 27600 PHASE FORWARD INC COM 71721R406 2260 149600 SH SOLE 149600 PHILIP MORRIS INTL INC COM 718172109 54695 1253900 SH SOLE 1253900 PHILLIPS VAN HEUSEN CORP COM 718592108 1558 54300 SH SOLE 54300 PIEDMONT NAT GAS INC COM 720186105 2700 112000 SH SOLE 112000 PIKE ELEC CORP COM 721283109 1663 138000 SH SOLE 138000 PINNACLE ENTMT INC COM 723456109 1487 160100 SH SOLE 160100 PINNACLE FINL PARTNERS INC COM 72346Q104 639 48000 SH SOLE 48000 PINNACLE WEST CAP CORP COM 723484101 1387 46000 SH SOLE 46000 PIONEER NAT RES CO COM 723787107 1071 42000 SH SOLE 42000 PITNEY BOWES INC COM 724479100 1184 54000 SH SOLE 54000 PLUM CREEK TIMBER CO INC COM 729251108 2948 99000 SH SOLE 99000 PLX TECHNOLOGY INC COM 693417107 754 200000 SH SOLE 200000 PNC FINL SVCS GROUP INC COM 693475105 8616 222000 SH SOLE 222000 POLARIS INDS INC COM 731068102 845 26300 SH SOLE 26300 POLO RALPH LAUREN CORP CL A 731572103 1767 33000 SH SOLE 33000 POLYCOM INC COM 73172K104 2844 140300 SH SOLE 140300 POOL CORPORATION COM 73278L105 613 37000 SH SOLE 37000 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2959 76400 SH SOLE 76400 POSCO SPONSORED ADR 693483109 3497 42300 SH SOLE 42300 POST PPTYS INC COM 737464107 1286 95700 SH SOLE 95700 POWER INTEGRATIONS INC COM 739276103 2888 121400 SH SOLE 121400 POWER-ONE INC COM 739308104 3278 2200000 SH SOLE 2200000 PPG INDS INC COM 693506107 2107 48000 SH SOLE 48000 PPL CORP COM 69351T106 6229 189000 SH SOLE 189000 PRAXAIR INC COM 74005P104 14498 204000 SH SOLE 204000 PRECISION CASTPARTS CORP COM 740189105 6573 90000 SH SOLE 90000 PRICE T ROWE GROUP INC COM 74144T108 3167 76000 SH SOLE 76000 PRICELINE COM INC COM NEW 741503403 1684 15100 SH SOLE 15100 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1451 77000 SH SOLE 77000 PROASSURANCE CORP COM 74267C106 3512 76000 SH SOLE 76000 PROCTER & GAMBLE CO COM 742718109 129404 2532366 SH SOLE 2532366 PROGRESS ENERGY INC COM 743263105 3896 103000 SH SOLE 103000 PROGRESSIVE CORP OHIO COM 743315103 4971 329000 SH SOLE 329000 PROLOGIS SH BEN INT 743410102 3708 460081 SH SOLE 460081 PROSPERITY BANCSHARES INC COM 743606105 2091 70100 SH SOLE 70100 PRUDENTIAL FINL INC COM 744320102 13485 362300 SH SOLE 362300 PS BUSINESS PKS INC CALIF COM 69360J107 727 15000 SH SOLE 15000 PSS WORLD MED INC COM 69366A100 3572 193000 SH SOLE 193000 PSYCHIATRIC SOLUTIONS INC COM 74439H108 1774 78000 SH SOLE 78000 PT INDOSAT TBK SPONSORED ADR 744383100 49 2010 SH SOLE 2010 PUBLIC STORAGE COM 74460D109 8964 136900 SH SOLE 136900 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9136 280000 SH SOLE 280000 PULTE HOMES INC COM 745867101 530 60000 SH SOLE 60000 QLOGIC CORP COM 747277101 279 22000 SH SOLE 22000 QUALCOMM INC COM 747525103 61110 1352000 SH SOLE 1352000 QUALITY SYS INC COM 747582104 1196 21000 SH SOLE 21000 QUEST DIAGNOSTICS INC COM 74834L100 8860 157000 SH SOLE 157000 QUEST SOFTWARE INC COM 74834T103 1004 72000 SH SOLE 72000 QUESTAR CORP COM 748356102 6957 224000 SH SOLE 224000 QUICKSILVER RESOURCES INC COM 74837R104 399 43000 SH SOLE 43000 QUIDEL CORP COM 74838J101 1471 101000 SH SOLE 101000 QWEST COMMUNICATIONS INTL IN COM 749121109 1868 450000 SH SOLE 450000 RADIOSHACK CORP COM 750438103 4230 303000 SH SOLE 303000 RALCORP HLDGS INC NEW COM 751028101 792 13000 SH SOLE 13000 RANGE RES CORP COM 75281A109 6253 151000 SH SOLE 151000 RAYMOND JAMES FINANCIAL INC COM 754730109 1046 60800 SH SOLE 60800 RAYONIER INC COM 754907103 727 20000 SH SOLE 20000 RAYTHEON CO COM NEW 755111507 17097 384800 SH SOLE 384800 REALTY INCOME CORP COM 756109104 1699 77500 SH SOLE 77500 REGAL BELOIT CORP COM 758750103 3479 87600 SH SOLE 87600 REGENCY CTRS CORP COM 758849103 3366 96425 SH SOLE 96425 REGENERON PHARMACEUTICALS COM 75886F107 624 34800 SH SOLE 34800 REGIONS FINANCIAL CORP NEW COM 7591EP100 1212 300000 SH SOLE 300000 REINSURANCE GROUP AMER INC COM NEW 759351604 2374 68000 SH SOLE 68000 RENT A CTR INC NEW COM 76009N100 658 36900 SH SOLE 36900 REPUBLIC SVCS INC COM 760759100 7054 289000 SH SOLE 289000 RESMED INC COM 761152107 2122 52100 SH SOLE 52100 REYNOLDS AMERICAN INC COM 761713106 5971 154600 SH SOLE 154600 RIO TINTO PLC SPONSORED ADR 767204100 590 3600 SH SOLE 3600 RIVERBED TECHNOLOGY INC COM 768573107 3096 133500 SH SOLE 133500 ROBBINS & MYERS INC COM 770196103 1835 95300 SH SOLE 95300 ROBERT HALF INTL INC COM 770323103 1323 56000 SH SOLE 56000 ROCK-TENN CO CL A 772739207 2442 64000 SH SOLE 64000 ROCKWELL AUTOMATION INC COM 773903109 1221 38000 SH SOLE 38000 ROCKWELL COLLINS INC COM 774341101 1794 43000 SH SOLE 43000 ROPER INDS INC NEW COM 776696106 2266 50000 SH SOLE 50000 ROSETTA STONE INC COM 777780107 631 23000 SH SOLE 23000 ROSS STORES INC COM 778296103 2247 58200 SH SOLE 58200 ROWAN COS INC COM 779382100 966 50000 SH SOLE 50000 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 9155 182400 SH SOLE 182400 RRI ENERGY INC COM 74971X107 2053 409800 SH SOLE 409800 RRSAT GLOBAL COMM NTWRK LTD SHS M8183P102 556 45400 SH SOLE 45400 RTI BIOLOGICS INC COM 74975N105 1248 291000 SH SOLE 291000 RUBY TUESDAY INC COM 781182100 946 142000 SH SOLE 142000 RUDDICK CORP COM 781258108 1195 51000 SH SOLE 51000 RUSH ENTERPRISES INC CL A 781846209 431 37000 SH SOLE 37000 RYDER SYS INC COM 783549108 363 13000 SH SOLE 13000 RYLAND GROUP INC COM 783764103 890 53000 SH SOLE 53000 S1 CORPORATION COM 78463B101 543 78700 SH SOLE 78700 SAFEWAY INC COM NEW 786514208 13232 649600 SH SOLE 649600 SAIC INC COM 78390X101 1558 84000 SH SOLE 84000 SALESFORCE COM INC COM 79466L302 3664 96000 SH SOLE 96000 SANDISK CORP COM 80004C101 2718 185000 SH SOLE 185000 SANMINA SCI CORP COM 800907107 365 830000 SH SOLE 830000 SARA LEE CORP COM 803111103 8612 882400 SH SOLE 882400 SASOL LTD SPONSORED ADR 803866300 749 21500 SH SOLE 21500 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1220 88000 SH SOLE 88000 SAVVIS INC COM NEW 805423308 829 72295 SH SOLE 72295 SCANA CORP NEW COM 80589M102 1786 55000 SH SOLE 55000 SCHEIN HENRY INC COM 806407102 1295 27000 SH SOLE 27000 SCHERING PLOUGH CORP COM 806605101 34593 1377100 SH SOLE 1377100 SCHLUMBERGER LTD COM 806857108 50052 925000 SH SOLE 925000 SCHWAB CHARLES CORP NEW COM 808513105 8507 485000 SH SOLE 485000 SCIENTIFIC GAMES CORP CL A 80874P109 536 34000 SH SOLE 34000 SCOTTS MIRACLE GRO CO CL A 810186106 1479 42200 SH SOLE 42200 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3868 139000 SH SOLE 139000 SEABRIGHT INSURANCE HLDGS IN COM 811656107 1680 165800 SH SOLE 165800 SEACOR HOLDINGS INC COM 811904101 1881 25000 SH SOLE 25000 SEAGATE TECHNOLOGY SHS G7945J104 1778 170000 SH SOLE 170000 SEALED AIR CORP NEW COM 81211K100 812 44000 SH SOLE 44000 SEARS HLDGS CORP COM 812350106 1197 18000 SH SOLE 18000 SEATTLE GENETICS INC COM 812578102 597 61400 SH SOLE 61400 SEMPRA ENERGY COM 816851109 6253 126000 SH SOLE 126000 SEMTECH CORP COM 816850101 1273 80000 SH SOLE 80000 SENIOR HSG PPTYS TR SH BEN INT 81721M109 5271 323000 SH SOLE 323000 SERVICE CORP INTL COM 817565104 1063 194000 SH SOLE 194000 SHAW GROUP INC COM 820280105 1562 57000 SH SOLE 57000 SHERWIN WILLIAMS CO COM 824348106 1451 27000 SH SOLE 27000 SHORETEL INC COM 825211105 1643 205400 SH SOLE 205400 SHUTTERFLY INC COM 82568P304 757 54300 SH SOLE 54300 SIGMA ALDRICH CORP COM 826552101 4956 100000 SH SOLE 100000 SIGNATURE BK NEW YORK N Y COM 82669G104 4071 150100 SH SOLE 150100 SILGAN HOLDINGS INC COM 827048109 1324 27000 SH SOLE 27000 SIMON PPTY GROUP INC NEW COM 828806109 20078 390391 SH SOLE 390391 SKYWORKS SOLUTIONS INC COM 83088M102 1056 108000 SH SOLE 108000 SL GREEN RLTY CORP COM 78440X101 2292 99934 SH SOLE 99934 SLM CORP COM 78442P106 1951 190000 SH SOLE 190000 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 908 400000 SH SOLE 400000 SMITH & WESSON HLDG CORP COM 831756101 1108 195000 SH SOLE 195000 SMITH INTL INC COM 832110100 4712 183000 SH SOLE 183000 SMITHFIELD FOODS INC COM 832248108 4769 341400 SH SOLE 341400 SMUCKER J M CO COM NEW 832696405 1703 35000 SH SOLE 35000 SNAP ON INC COM 833034101 1983 69000 SH SOLE 69000 SONOSITE INC COM 83568G104 977 48700 SH SOLE 48700 SOTHEBYS COM 835898107 3161 224000 SH SOLE 224000 SOUTH JERSEY INDS INC COM 838518108 1710 49000 SH SOLE 49000 SOUTHERN CO COM 842587107 10407 334000 SH SOLE 334000 SOUTHERN UN CO NEW COM 844030106 3586 195000 SH SOLE 195000 SOUTHWEST AIRLS CO COM 844741108 1413 210000 SH SOLE 210000 SOUTHWEST GAS CORP COM 844895102 1555 70000 SH SOLE 70000 SOUTHWESTERN ENERGY CO COM 845467109 17288 445000 SH SOLE 445000 SPARTAN STORES INC COM 846822104 1638 132000 SH SOLE 132000 SPECTRA ENERGY CORP COM 847560109 5237 309500 SH SOLE 309500 SPRINT NEXTEL CORP COM SER 1 852061100 15211 3162300 SH SOLE 3162300 SPX CORP COM 784635104 1983 40500 SH SOLE 40500 ST JUDE MED INC COM 790849103 17221 419000 SH SOLE 419000 ST MARY LD & EXPL CO COM 792228108 2922 140000 SH SOLE 140000 STANCORP FINL GROUP INC COM 852891100 794 27700 SH SOLE 27700 STANLEY WKS COM 854616109 2301 68000 SH SOLE 68000 STAPLES INC COM 855030102 8673 430000 SH SOLE 430000 STARBUCKS CORP COM 855244109 4320 311000 SH SOLE 311000 STARENT NETWORKS CORP COM 85528P108 1289 52800 SH SOLE 52800 STARLIMS TECHNOLOGIES LTD SHS M8484K109 446 57200 SH SOLE 57200 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2016 90800 SH SOLE 90800 STATE STR CORP COM 857477103 18644 395000 SH SOLE 395000 STEC INC COM 784774101 1275 55000 SH SOLE 55000 STEEL DYNAMICS INC COM 858119100 1757 119300 SH SOLE 119300 STEIN MART INC COM 858375108 1418 160000 SH SOLE 160000 STERICYCLE INC COM 858912108 7987 155000 SH SOLE 155000 STERIS CORP COM 859152100 4222 161900 SH SOLE 161900 STERLING BANCSHARES INC COM 858907108 2298 363000 SH SOLE 363000 STRAYER ED INC COM 863236105 654 3000 SH SOLE 3000 STRYKER CORP COM 863667101 2782 70000 SH SOLE 70000 SUN COMMUNITIES INC COM 866674104 758 55000 SH SOLE 55000 SUN MICROSYSTEMS INC COM NEW 866810203 2121 230000 SH SOLE 230000 SUNOCO INC COM 86764P109 510 22000 SH SOLE 22000 SUNPOWER CORP COM CL A 867652109 480 18000 SH SOLE 18000 SUNSTONE HOTEL INVS INC NEW COM 867892101 241 45000 SH SOLE 45000 SUNTRUST BKS INC COM 867914103 3455 210000 SH SOLE 210000 SUPERIOR ENERGY SVCS INC COM 868157108 1295 75000 SH SOLE 75000 SUPERVALU INC COM 868536103 842 65000 SH SOLE 65000 SURMODICS INC COM 868873100 459 20300 SH SOLE 20300 SWITCH & DATA FACILITIES COM COM 871043105 526 44800 SH SOLE 44800 SXC HEALTH SOLUTIONS CORP COM 78505P100 336 13200 SH SOLE 13200 SYBASE INC COM 871130100 1974 63000 SH SOLE 63000 SYMANTEC CORP COM 871503108 10700 687630 SH SOLE 687630 SYNAPTICS INC COM 87157D109 669 17300 SH SOLE 17300 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 926 44600 SH SOLE 44600 SYNOVUS FINL CORP COM 87161C105 216 72300 SH SOLE 72300 SYSCO CORP COM 871829107 17494 778200 SH SOLE 778200 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 29992 3187196 SH SOLE 3187196 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1136 120000 SH SOLE 120000 TANGER FACTORY OUTLET CTRS I COM 875465106 2760 85100 SH SOLE 85100 TARGET CORP COM 87612E106 12946 328000 SH SOLE 328000 TAUBMAN CTRS INC COM 876664103 779 29000 SH SOLE 29000 TCF FINL CORP COM 872275102 1044 78100 SH SOLE 78100 TECH DATA CORP COM 878237106 2421 74000 SH SOLE 74000 TECO ENERGY INC COM 872375100 620 52000 SH SOLE 52000 TELEDYNE TECHNOLOGIES INC COM 879360105 295 9000 SH SOLE 9000 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 6747 416230 SH SOLE 416230 TELEPHONE & DATA SYS INC COM 879433100 1160 41000 SH SOLE 41000 TELLABS INC COM 879664100 670 117000 SH SOLE 117000 TENARIS S A SPONSORED ADR 88031M109 3553 131400 SH SOLE 131400 TENET HEALTHCARE CORP COM 88033G100 437 155000 SH SOLE 155000 TERADATA CORP DEL COM 88076W103 4264 182000 SH SOLE 182000 TERADYNE INC COM 880770102 412 60000 SH SOLE 60000 TERRA INDS INC COM 880915103 896 37000 SH SOLE 37000 TESORO CORP COM 881609101 446 35000 SH SOLE 35000 TETRA TECH INC NEW COM 88162G103 1619 56500 SH SOLE 56500 TETRA TECHNOLOGIES INC DEL COM 88162F105 1242 156000 SH SOLE 156000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 21564 437049 SH SOLE 437049 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1996 129000 SH SOLE 129000 TEXAS INSTRS INC COM 882508104 8201 385000 SH SOLE 385000 TEXAS ROADHOUSE INC CL A 882681109 2867 262800 SH SOLE 262800 TEXTRON INC COM 883203101 725 75000 SH SOLE 75000 THERMO FISHER SCIENTIFIC INC COM 883556102 11334 278000 SH SOLE 278000 THOMAS & BETTS CORP COM 884315102 1000 34700 SH SOLE 34700 THQ INC COM NEW 872443403 823 114900 SH SOLE 114900 TIBCO SOFTWARE INC COM 88632Q103 2517 351000 SH SOLE 351000 TIFFANY & CO NEW COM 886547108 888 35000 SH SOLE 35000 TIME WARNER CABLE INC COM 88732J207 15134 477854 SH SOLE 477854 TIME WARNER INC COM NEW 887317303 36789 1460466 SH SOLE 1460466 TITAN INTL INC ILL COM 88830M102 530 71000 SH SOLE 71000 TITAN MACHY INC COM 88830R101 464 36600 SH SOLE 36600 TITANIUM METALS CORP COM NEW 888339207 230 25000 SH SOLE 25000 TJX COS INC NEW COM 872540109 11105 353000 SH SOLE 353000 TORCHMARK CORP COM 891027104 4241 114500 SH SOLE 114500 TOTAL S A SPONSORED ADR 89151E109 6394 117900 SH SOLE 117900 TOTAL SYS SVCS INC COM 891906109 736 55000 SH SOLE 55000 TOWER GROUP INC COM 891777104 1772 71500 SH SOLE 71500 TRACTOR SUPPLY CO COM 892356106 1942 47000 SH SOLE 47000 TRANS1 INC COM 89385X105 571 91700 SH SOLE 91700 TRAVELERS COMPANIES INC COM 89417E109 26397 643200 SH SOLE 643200 TRICO BANCSHARES COM 896095106 1962 126602 SH SOLE 126602 TRIMBLE NAVIGATION LTD COM 896239100 1865 95000 SH SOLE 95000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2201 414500 SH SOLE 414500 TRIUMPH GROUP INC NEW COM 896818101 1492 37300 SH SOLE 37300 TTM TECHNOLOGIES INC COM 87305R109 576 72300 SH SOLE 72300 TUESDAY MORNING CORP COM NEW 899035505 1483 440000 SH SOLE 440000 TUPPERWARE BRANDS CORP COM 899896104 1873 72000 SH SOLE 72000 TYCO ELECTRONICS LTD COM NEW G9144P105 2587 140000 SH SOLE 140000 TYSON FOODS INC CL A 902494103 8861 702700 SH SOLE 702700 UDR INC COM 902653104 1147 111083 SH SOLE 111083 UGI CORP NEW COM 902681105 1947 76400 SH SOLE 76400 UIL HLDG CORP COM 902748102 561 25000 SH SOLE 25000 ULTIMATE SOFTWARE GROUP INC COM 90385D107 1151 47500 SH SOLE 47500 ULTRA CLEAN HLDGS INC COM 90385V107 1368 570000 SH SOLE 570000 ULTRA PETROLEUM CORP COM 903914109 585 15000 SH SOLE 15000 ULTRATECH INC COM 904034105 1847 150000 SH SOLE 150000 UMB FINL CORP COM 902788108 2927 77000 SH SOLE 77000 UNDER ARMOUR INC CL A 904311107 560 25000 SH SOLE 25000 UNION PAC CORP COM 907818108 20824 400000 SH SOLE 400000 UNISOURCE ENERGY CORP COM 909205106 2389 90000 SH SOLE 90000 UNIT CORP COM 909218109 551 20000 SH SOLE 20000 UNITED NAT FOODS INC COM 911163103 2496 95100 SH SOLE 95100 UNITED PARCEL SERVICE INC CL B 911312106 33558 671300 SH SOLE 671300 UNITED STATES STL CORP NEW COM 912909108 2144 60000 SH SOLE 60000 UNITED STATIONERS INC COM 913004107 767 22000 SH SOLE 22000 UNITED TECHNOLOGIES CORP COM 913017109 36117 695100 SH SOLE 695100 UNITED THERAPEUTICS CORP DEL COM 91307C102 4691 56300 SH SOLE 56300 UNITEDHEALTH GROUP INC COM 91324P102 24131 966000 SH SOLE 966000 UNIVERSAL HLTH SVCS INC CL B 913903100 684 14000 SH SOLE 14000 UNUM GROUP COM 91529Y106 8701 548600 SH SOLE 548600 URBAN OUTFITTERS INC COM 917047102 755 36200 SH SOLE 36200 URS CORP NEW COM 903236107 941 19000 SH SOLE 19000 US BANCORP DEL COM NEW 902973304 26170 1460400 SH SOLE 1460400 USANA HEALTH SCIENCES INC COM 90328M107 951 32000 SH SOLE 32000 V F CORP COM 918204108 4201 75900 SH SOLE 75900 VALEANT PHARMACEUTICALS INTL COM 91911X104 669 26000 SH SOLE 26000 VALERO ENERGY CORP NEW COM 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