0001398739-11-000004.txt : 20110516 0001398739-11-000004.hdr.sgml : 20110516 20110516103645 ACCESSION NUMBER: 0001398739-11-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110516 DATE AS OF CHANGE: 20110516 EFFECTIVENESS DATE: 20110516 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: 11844073 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-20110331.txt SEC FORM 13F 2007-03-31 UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2011 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: 200 E. 18th Street Austin, TX 78701 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: Chris Glancy Title: Investment Accounting Manager Phone: 512-867-7104 Signature, Place, and Date of Signing: Chris Glancy Austin, Texas May 12, 2011 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: 1062 Form 13F Information Table Value Total: $7,968,429 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 25801 275944 SH SOLE 275944 AAR CORP COM 000361105 1441 52000 SH SOLE 52000 ABBOTT LABS COM 002824100 38651 788000 SH SOLE 788000 ABERCROMBIE & FITCH CO CL A 002896207 5694 97000 SH SOLE 97000 ABM INDS INC COM 000957100 2158 85000 SH SOLE 85000 ACADIA RLTY TR COM SH BEN INT 004239109 1253 66217 SH SOLE 66217 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1759 32000 SH SOLE 32000 ACE LTD SHS H0023R105 11782 182100 SH SOLE 182100 ACME PACKET INC COM 004764106 1100 15500 SH SOLE 15500 ACTIVISION BLIZZARD INC COM 00507V109 1108 101000 SH SOLE 101000 ACTUANT CORP CL A NEW 00508X203 3248 112000 SH SOLE 112000 ACUITY BRANDS INC COM 00508Y102 2515 43000 SH SOLE 43000 ACXIOM CORP COM 005125109 1521 106000 SH SOLE 106000 ADOBE SYS INC COM 00724F101 10810 326000 SH SOLE 326000 ADTRAN INC COM 00738A106 2463 58000 SH SOLE 58000 ADVANCE AUTO PARTS INC COM 00751Y106 5053 77000 SH SOLE 77000 ADVANCED MICRO DEVICES INC COM 007903107 946 110000 SH SOLE 110000 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 822 150000 SH SOLE 150000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 3383 122000 SH SOLE 122000 AES CORP COM 00130H105 9212 708648 SH SOLE 708648 AETNA INC NEW COM 00817Y108 3556 95000 SH SOLE 95000 AFFILIATED MANAGERS GROUP COM 008252108 7480 68390 SH SOLE 68390 AFLAC INC COM 001055102 16761 317560 SH SOLE 317560 AGCO CORP COM 001084102 4178 76000 SH SOLE 76000 AGILENT TECHNOLOGIES INC COM 00846U101 3135 70000 SH SOLE 70000 AGL RES INC COM 001204106 1394 35000 SH SOLE 35000 AIR PRODS & CHEMS INC COM 009158106 10551 117000 SH SOLE 117000 AIRGAS INC COM 009363102 797 12000 SH SOLE 12000 AK STL HLDG CORP COM 001547108 363 23000 SH SOLE 23000 AKAMAI TECHNOLOGIES INC COM 00971T101 10374 273000 SH SOLE 273000 ALBEMARLE CORP COM 012653101 3138 52500 SH SOLE 52500 ALCOA INC COM 013817101 15645 886400 SH SOLE 886400 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5325 68300 SH SOLE 68300 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1422 21000 SH SOLE 21000 ALLEGIANT TRAVEL CO COM 01748X102 1051 24000 SH SOLE 24000 ALLERGAN INC COM 018490102 13920 196000 SH SOLE 196000 ALLETE INC COM NEW 018522300 2065 53000 SH SOLE 53000 ALLIANCE DATA SYSTEMS CORP COM 018581108 4295 50000 SH SOLE 50000 ALLIANT ENERGY CORP COM 018802108 1830 47000 SH SOLE 47000 ALLIANT TECHSYSTEMS INC COM 018804104 1696 24000 SH SOLE 24000 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1548 24700 SH SOLE 24700 ALLSTATE CORP COM 020002101 6756 212600 SH SOLE 212600 ALTERA CORP COM 021441100 2905 66000 SH SOLE 66000 ALTRA HOLDINGS INC COM 02208R106 1960 83000 SH SOLE 83000 ALTRIA GROUP INC COM 02209S103 42877 1647204 SH SOLE 1647204 AMAZON COM INC COM 023135106 33414 185500 SH SOLE 185500 AMB PROPERTY CORP COM 00163T109 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COM 03076C106 10384 170000 SH SOLE 170000 AMERISOURCEBERGEN CORP COM 03073E105 2255 57000 SH SOLE 57000 AMETEK INC NEW COM 031100100 5949 135600 SH SOLE 135600 AMGEN INC COM 031162100 26688 499300 SH SOLE 499300 AMPHENOL CORP NEW CL A 032095101 1904 35000 SH SOLE 35000 AMSURG CORP COM 03232P405 2824 111000 SH SOLE 111000 ANADARKO PETE CORP COM 032511107 24289 296500 SH SOLE 296500 ANALOG DEVICES INC COM 032654105 2560 65000 SH SOLE 65000 ANNALY CAP MGMT INC COM 035710409 5668 324827 SH SOLE 324827 ANSYS INC COM 03662Q105 4010 74000 SH SOLE 74000 AON CORP COM 037389103 4555 86000 SH SOLE 86000 APAC CUSTOMER SERVICES INC COM 00185E106 1494 248600 SH SOLE 248600 APACHE CORP COM 037411105 29195 223000 SH SOLE 223000 APARTMENT INVT & MGMT CO CL A 03748R101 2970 116590 SH SOLE 116590 APOGEE ENTERPRISES INC COM 037598109 1227 93000 SH SOLE 93000 APOLLO GROUP INC CL A 037604105 1043 25000 SH SOLE 25000 APPLE INC COM 037833100 166559 478000 SH SOLE 478000 APPLIED MATLS INC COM 038222105 14141 905300 SH SOLE 905300 ARCH COAL INC COM 039380100 3370 93500 SH SOLE 93500 ARCHER DANIELS MIDLAND CO COM 039483102 7685 213400 SH SOLE 213400 ARIBA INC COM NEW 04033V203 3619 106000 SH SOLE 106000 ARRIS GROUP INC COM 04269Q100 1707 134000 SH SOLE 134000 ARROW ELECTRS INC COM 042735100 1558 37200 SH SOLE 37200 ASCENA RETAIL GROUP INC COM 04351G101 3371 104000 SH SOLE 104000 ASHLAND INC NEW COM 044209104 3812 66000 SH SOLE 66000 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1169 42400 SH SOLE 42400 ASSOCIATED BANC CORP COM 045487105 1936 130400 SH SOLE 130400 ASSOCIATED ESTATES RLTY CORP COM 045604105 318 20000 SH SOLE 20000 ASSURANT INC COM 04621X108 1617 42000 SH SOLE 42000 ASTRAZENECA PLC SPONSORED ADR 046353108 4543 98500 SH SOLE 98500 AT&T INC COM 00206R102 81580 2666000 SH SOLE 2666000 ATMOS ENERGY CORP COM 049560105 1841 54000 SH SOLE 54000 ATWOOD OCEANICS INC COM 050095108 5013 107978 SH SOLE 107978 AUTODESK INC COM 052769106 11954 271000 SH SOLE 271000 AUTOMATIC DATA PROCESSING IN COM 053015103 11340 221000 SH SOLE 221000 AUTONATION INC COM 05329W102 318 9000 SH SOLE 9000 AUTOZONE INC COM 053332102 6839 25000 SH SOLE 25000 AVALONBAY CMNTYS INC COM 053484101 10518 87589 SH SOLE 87589 AVERY DENNISON CORP COM 053611109 1007 24000 SH SOLE 24000 AVID TECHNOLOGY INC COM 05367P100 2542 114000 SH SOLE 114000 AVISTA CORP COM 05379B107 2752 119000 SH SOLE 119000 AVON PRODS INC COM 054303102 7263 268620 SH SOLE 268620 AZZ INC COM 002474104 1596 35000 SH SOLE 35000 BABCOCK & WILCOX CO NEW COM 05615F102 3182 95340 SH SOLE 95340 BAIDU INC SPON ADR REP A 056752108 1116 8100 SH SOLE 8100 BAKER HUGHES INC COM 057224107 16118 219500 SH SOLE 219500 BALL CORP COM 058498106 1377 38400 SH SOLE 38400 BANCORPSOUTH INC COM 059692103 590 38200 SH SOLE 38200 BANK OF AMERICA CORPORATION COM 060505104 61035 4578800 SH SOLE 4578800 BANK OF NEW YORK MELLON CORP COM 064058100 11724 392500 SH SOLE 392500 BANK OF THE OZARKS INC COM 063904106 1311 30000 SH SOLE 30000 BARD C R INC COM 067383109 1986 20000 SH SOLE 20000 BARNES GROUP INC COM 067806109 2986 143000 SH SOLE 143000 BAXTER INTL INC COM 071813109 26950 501200 SH SOLE 501200 BB&T CORP COM 054937107 6821 248500 SH SOLE 248500 BECKMAN COULTER INC COM 075811109 1911 23000 SH SOLE 23000 BECTON DICKINSON & CO COM 075887109 4061 51000 SH SOLE 51000 BED BATH & BEYOND INC COM 075896100 6685 138500 SH SOLE 138500 BELDEN INC COM 077454106 3717 99000 SH SOLE 99000 BEMIS INC COM 081437105 919 28000 SH SOLE 28000 BERKLEY W R CORP COM 084423102 2165 67200 SH SOLE 67200 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 52528 628100 SH SOLE 628100 BEST BUY INC COM 086516101 2068 72000 SH SOLE 72000 BIG LOTS INC COM 089302103 3778 87000 SH SOLE 87000 BIO RAD LABS INC CL A 090572207 6608 55000 SH SOLE 55000 BIOGEN IDEC INC COM 09062X103 6899 94000 SH SOLE 94000 BIOMED REALTY TRUST INC COM 09063H107 4285 225300 SH SOLE 225300 BJS RESTAURANTS INC COM 09180C106 1691 43000 SH SOLE 43000 BLACK BOX CORP DEL COM 091826107 4183 119000 SH SOLE 119000 BLACKBOARD INC COM 091935502 1377 38000 SH SOLE 38000 BLOCK H & R INC COM 093671105 1657 99000 SH SOLE 99000 BLUE COAT SYSTEMS INC COM NEW 09534T508 1774 63000 SH SOLE 63000 BMC SOFTWARE INC COM 055921100 6317 127000 SH SOLE 127000 BOB EVANS FARMS INC COM 096761101 1467 45000 SH SOLE 45000 BOEING CO COM 097023105 11607 157000 SH SOLE 157000 BORGWARNER INC COM 099724106 6774 85000 SH SOLE 85000 BOSTON PROPERTIES INC COM 101121101 9604 101250 SH SOLE 101250 BOSTON SCIENTIFIC CORP COM 101137107 2330 324000 SH SOLE 324000 BP PLC SPONSORED ADR 055622104 13383 303200 SH SOLE 303200 BRADY CORP CL A 104674106 3248 91000 SH SOLE 91000 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1159 95502 SH SOLE 95502 BRE PROPERTIES INC CL A 05564E106 1250 26500 SH SOLE 26500 BRIGHTPOINT INC COM NEW 109473405 2710 250000 SH SOLE 250000 BRINKS CO COM 109696104 1394 42100 SH SOLE 42100 BRISTOL MYERS SQUIBB CO COM 110122108 21805 825000 SH SOLE 825000 BROADCOM CORP CL A 111320107 3662 93000 SH SOLE 93000 BROOKLINE BANCORP INC DEL COM 11373M107 1316 125000 SH SOLE 125000 BROWN FORMAN CORP CL B 115637209 1366 20000 SH SOLE 20000 BROWN SHOE INC NEW COM 115736100 660 54000 SH SOLE 54000 BRUNSWICK CORP COM 117043109 2645 104000 SH SOLE 104000 BUCKEYE TECHNOLOGIES INC COM 118255108 2805 103000 SH SOLE 103000 BUCKLE INC COM 118440106 1293 32000 SH SOLE 32000 BUCYRUS INTL INC NEW COM 118759109 6036 66000 SH SOLE 66000 BUFFALO WILD WINGS INC COM 119848109 1415 26000 SH SOLE 26000 BUNGE LIMITED COM G16962105 3240 44800 SH SOLE 44800 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2595 35000 SH SOLE 35000 CA INC COM 12673P105 1910 79000 SH SOLE 79000 CABELAS INC COM 126804301 1401 56000 SH SOLE 56000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1038 30000 SH SOLE 30000 CABOT MICROELECTRONICS CORP COM 12709P103 2247 43000 SH SOLE 43000 CABOT OIL & GAS CORP COM 127097103 3417 64500 SH SOLE 64500 CACI INTL INC CL A 127190304 4967 81000 SH SOLE 81000 CADENCE DESIGN SYSTEM INC COM 127387108 1092 112000 SH SOLE 112000 CAL MAINE FOODS INC COM NEW 128030202 3216 109000 SH SOLE 109000 CALGON CARBON CORP COM 129603106 1123 70700 SH SOLE 70700 CAMDEN PPTY TR SH BEN INT 133131102 6433 113220 SH SOLE 113220 CAMERON INTERNATIONAL CORP COM 13342B105 9393 164500 SH SOLE 164500 CAMPBELL SOUP CO COM 134429109 14568 440000 SH SOLE 440000 CAPITAL ONE FINL CORP COM 14040H105 24645 474300 SH SOLE 474300 CARBO CERAMICS INC COM 140781105 4092 28999 SH SOLE 28999 CARDINAL FINL CORP COM 14149F109 1481 127000 SH SOLE 127000 CARDINAL HEALTH INC COM 14149Y108 5224 127000 SH SOLE 127000 CAREFUSION CORP COM 14170T101 1495 53000 SH SOLE 53000 CARMAX INC COM 143130102 1701 53000 SH SOLE 53000 CARNIVAL CORP PAIRED CTF 143658300 19690 513300 SH SOLE 513300 CARPENTER TECHNOLOGY CORP COM 144285103 1965 46000 SH SOLE 46000 CARTER INC COM 146229109 2348 82000 SH SOLE 82000 CASEYS GEN STORES INC COM 147528103 2379 61000 SH SOLE 61000 CASH AMER INTL INC COM 14754D100 2671 58000 SH SOLE 58000 CATERPILLAR INC DEL COM 149123101 39975 359000 SH SOLE 359000 CB RICHARD ELLIS GROUP INC CL A 12497T101 3952 148000 SH SOLE 148000 CBL & ASSOC PPTYS INC COM 124830100 788 45240 SH SOLE 45240 CBS CORP NEW CL B 124857202 5684 227000 SH SOLE 227000 CELGENE CORP COM 151020104 19848 345000 SH SOLE 345000 CEMEX SAB DE CV SPON ADR NEW 151290889 557 62400 SH SOLE 62400 CENTENE CORP DEL COM 15135B101 1649 50000 SH SOLE 50000 CENTERPOINT ENERGY INC COM 15189T107 5356 305000 SH SOLE 305000 CENTURYLINK INC COM 156700106 6421 154540 SH SOLE 154540 CEPHALON INC COM 156708109 7502 99000 SH SOLE 99000 CERNER CORP COM 156782104 1890 17000 SH SOLE 17000 CF INDS HLDGS INC COM 125269100 9551 69825 SH SOLE 69825 CHECK POINT SOFTWARE TECH LT ORD M22465104 11649 228196 SH SOLE 228196 CHEESECAKE FACTORY INC COM 163072101 1384 46000 SH SOLE 46000 CHEMED CORP NEW COM 16359R103 2731 41000 SH SOLE 41000 CHESAPEAKE ENERGY CORP COM 165167107 7542 225000 SH SOLE 225000 CHEVRON CORP NEW COM 166764100 99848 929420 SH SOLE 929420 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 6424 158000 SH SOLE 158000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 6334 113000 SH SOLE 113000 CHINA MOBILE LIMITED SPONSORED ADR 16941M109 23028 498000 SH SOLE 498000 CHINACAST EDU CORP COM 16946T109 1101 175000 SH SOLE 175000 CHIPOTLE MEXICAN GRILL INC COM 169656105 5202 19100 SH SOLE 19100 CHUBB CORP COM 171232101 6376 104000 SH SOLE 104000 CIGNA CORP COM 125509109 2524 57000 SH SOLE 57000 CINCINNATI FINL CORP COM 172062101 1115 34000 SH SOLE 34000 CINEMARK HOLDINGS INC COM 17243V102 1490 77000 SH SOLE 77000 CINTAS CORP COM 172908105 1029 34000 SH SOLE 34000 CISCO SYS INC COM 17275R102 44470 2593000 SH SOLE 2593000 CITIGROUP INC COM 172967101 64053 14491600 SH SOLE 14491600 CITRIX SYS INC COM 177376100 17043 232000 SH SOLE 232000 CLARCOR INC COM 179895107 3325 74000 SH SOLE 74000 CLEAN HARBORS INC COM 184496107 2368 24000 SH SOLE 24000 CLEARWATER PAPER CORP COM 18538R103 2035 25000 SH SOLE 25000 CLECO CORP NEW COM 12561W105 2777 81000 SH SOLE 81000 CLIFFS NATURAL RESOURCES INC COM 18683K101 7967 81062 SH SOLE 81062 CLOROX CO DEL COM 189054109 2102 30000 SH SOLE 30000 CME GROUP INC COM 12572Q105 8745 29000 SH SOLE 29000 CMS ENERGY CORP COM 125896100 5110 260200 SH SOLE 260200 CNOOC LTD SPONSORED ADR 126132109 24697 97600 SH SOLE 97600 COACH INC COM 189754104 10437 200566 SH SOLE 200566 COCA COLA BOTTLING CO CONS COM 191098102 1404 21000 SH SOLE 21000 COCA COLA CO COM 191216100 83137 1253000 SH SOLE 1253000 COCA COLA ENTERPRISES INC NE COM 19122T109 1911 70000 SH SOLE 70000 COGNEX CORP COM 192422103 2543 90000 SH SOLE 90000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 13675 168000 SH SOLE 168000 COHERENT INC COM 192479103 1453 25000 SH SOLE 25000 COLGATE PALMOLIVE CO COM 194162103 41317 511600 SH SOLE 511600 COLLECTIVE BRANDS INC COM 19421W100 1273 59000 SH SOLE 59000 COLONIAL PPTYS TR COM SH BEN INT 195872106 3517 182720 SH SOLE 182720 COMCAST CORP NEW CL A 20030N101 37065 1499400 SH SOLE 1499400 COMERICA INC COM 200340107 3191 86900 SH SOLE 86900 COMFORT SYS USA INC COM 199908104 2603 185000 SH SOLE 185000 COMMERCE BANCSHARES INC COM 200525103 2912 72000 SH SOLE 72000 COMMERCIAL METALS CO COM 201723103 855 49500 SH SOLE 49500 COMMONWEALTH REIT COM SH BEN INT 203233101 815 31375 SH SOLE 31375 COMMUNITY HEALTH SYS INC NEW COM 203668108 3359 84000 SH SOLE 84000 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 7011 420800 SH SOLE 420800 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 3126 52900 SH SOLE 52900 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1719 40000 SH SOLE 40000 COMPUTER SCIENCES CORP COM 205363104 2729 56000 SH SOLE 56000 COMPUWARE CORP COM 205638109 693 60000 SH SOLE 60000 COMSTOCK RES INC COM NEW 205768203 928 30000 SH SOLE 30000 COMTECH TELECOMMUNICATIONS C COM NEW 205826209 2039 75000 SH SOLE 75000 CONAGRA FOODS INC COM 205887102 3658 154000 SH SOLE 154000 CONCUR TECHNOLOGIES INC COM 206708109 2273 41000 SH SOLE 41000 CONMED CORP COM 207410101 920 35000 SH SOLE 35000 CONOCOPHILLIPS COM 20825C104 65629 821800 SH SOLE 821800 CONSOL ENERGY INC COM 20854P109 11747 219038 SH SOLE 219038 CONSOLIDATED EDISON INC COM 209115104 3398 67000 SH SOLE 67000 CONSOLIDATED GRAPHICS INC COM 209341106 1530 28000 SH SOLE 28000 CONSTELLATION BRANDS INC CL A 21036P108 9903 488300 SH SOLE 488300 CONSTELLATION ENERGY GROUP I COM 210371100 3720 119500 SH SOLE 119500 COPA HOLDINGS SA CL A P31076105 7044 133412 SH SOLE 133412 COPART INC COM 217204106 3033 70000 SH SOLE 70000 CORE LABORATORIES N V COM N22717107 4271 41800 SH SOLE 41800 CORN PRODS INTL INC COM 219023108 2280 44000 SH SOLE 44000 CORNING INC COM 219350105 27385 1327417 SH SOLE 1327417 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 849 23500 SH SOLE 23500 CORRECTIONS CORP AMER NEW COM NEW 22025Y407 2728 111800 SH SOLE 111800 COSTCO WHSL CORP NEW COM 22160K105 6965 95000 SH SOLE 95000 COUSINS PPTYS INC COM 222795106 418 50000 SH SOLE 50000 COVENTRY HEALTH CARE INC COM 222862104 2073 65000 SH SOLE 65000 CRACKER BARREL OLD CTRY STOR COM 22410J106 1572 32000 SH SOLE 32000 CREDICORP LTD COM G2519Y108 3242 30900 SH SOLE 30900 CREE INC COM 225447101 4062 88000 SH SOLE 88000 CROWN HOLDINGS INC COM 228368106 2508 65000 SH SOLE 65000 CRYOLIFE INC COM 228903100 555 91000 SH SOLE 91000 CSX CORP COM 126408103 6602 84000 SH SOLE 84000 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2946 71000 SH SOLE 71000 CUBIST PHARMACEUTICALS INC COM 229678107 1262 50000 SH SOLE 50000 CULLEN FROST BANKERS INC COM 229899109 1812 30700 SH SOLE 30700 CUMMINS INC COM 231021106 12826 117000 SH SOLE 117000 CURTISS WRIGHT CORP COM 231561101 2460 70000 SH SOLE 70000 CVB FINL CORP COM 126600105 1769 190000 SH SOLE 190000 CVS CAREMARK CORPORATION COM 126650100 24594 716600 SH SOLE 716600 CYTEC INDS INC COM 232820100 3643 67000 SH SOLE 67000 D R HORTON INC COM 23331A109 583 50000 SH SOLE 50000 DANAHER CORP DEL COM 235851102 24601 474000 SH SOLE 474000 DARDEN RESTAURANTS INC COM 237194105 1621 33000 SH SOLE 33000 DAVITA INC COM 23918K108 4361 51000 SH SOLE 51000 DCT INDUSTRIAL TRUST INC COM 233153105 852 153500 SH SOLE 153500 DEAN FOODS CO NEW COM 242370104 12160 1216000 SH SOLE 1216000 DECKERS OUTDOOR CORP COM 243537107 6461 75000 SH SOLE 75000 DEERE & CO COM 244199105 31392 324000 SH SOLE 324000 DELL INC COM 24702R101 17557 1210000 SH SOLE 1210000 DELPHI FINL GROUP INC CL A 247131105 2150 70000 SH SOLE 70000 DELTA AIR LINES INC DEL COM NEW 247361702 2388 243700 SH SOLE 243700 DENBURY RES INC COM NEW 247916208 3611 148000 SH SOLE 148000 DENTSPLY INTL INC NEW COM 249030107 1258 34000 SH SOLE 34000 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1581 112900 SH SOLE 112900 DEVON ENERGY CORP NEW COM 25179M103 24980 272200 SH SOLE 272200 DEVRY INC DEL COM 251893103 4598 83500 SH SOLE 83500 DIAGEO P L C SPON ADR NEW 25243Q205 4916 64500 SH SOLE 64500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1010 13000 SH SOLE 13000 DIAMONDROCK HOSPITALITY CO COM 252784301 2595 232309 SH SOLE 232309 DICKS SPORTING GOODS INC COM 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14003 213000 SH SOLE 213000 DOW CHEM CO COM 260543103 22880 606100 SH SOLE 606100 DPL INC COM 233293109 2960 108000 SH SOLE 108000 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1858 50000 SH SOLE 50000 DR REDDYS LABS LTD ADR 256135203 3823 102500 SH SOLE 102500 DREAMWORKS ANIMATION SKG INC CL A 26153C103 866 31000 SH SOLE 31000 DRESSER-RAND GROUP INC COM 261608103 2145 40000 SH SOLE 40000 DRIL-QUIP INC COM 262037104 5927 75000 SH SOLE 75000 DTE ENERGY CO COM 233331107 4480 91500 SH SOLE 91500 DU PONT E I DE NEMOURS & CO COM 263534109 30113 547800 SH SOLE 547800 DUKE ENERGY CORP NEW COM 26441C105 5899 325000 SH SOLE 325000 DUKE REALTY CORP COM NEW 264411505 2974 212260 SH SOLE 212260 DUN & BRADSTREET CORP DEL NE COM 26483E100 883 11000 SH SOLE 11000 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 606 25000 SH SOLE 25000 E M C CORP MASS COM 268648102 31727 1195000 SH SOLE 1195000 E TRADE FINANCIAL CORP COM NEW 269246401 625 40000 SH SOLE 40000 EAGLE MATERIALS INC COM 26969P108 3601 119000 SH SOLE 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47000 SH SOLE 47000 GEN-PROBE INC NEW COM 36866T103 4114 62000 SH SOLE 62000 GENTEX CORP COM 371901109 5143 170000 SH SOLE 170000 GENTIVA HEALTH SERVICES INC COM 37247A102 8101 289000 SH SOLE 289000 GENUINE PARTS CO COM 372460105 6169 115000 SH SOLE 115000 GENWORTH FINL INC COM CL A 37247D106 2261 168000 SH SOLE 168000 GENZYME CORP COM 372917104 3808 50000 SH SOLE 50000 GEO GROUP INC COM 36159R103 1590 62000 SH SOLE 62000 GEOEYE INC COM 37250W108 707 17000 SH SOLE 17000 GIBRALTAR INDS INC COM 374689107 1539 129000 SH SOLE 129000 GILEAD SCIENCES INC COM 375558103 24297 572496 SH SOLE 572496 GLACIER BANCORP INC NEW COM 37637Q105 978 65000 SH SOLE 65000 GLOBAL PMTS INC COM 37940X102 3424 70000 SH SOLE 70000 GOLDMAN SACHS GROUP INC COM 38141G104 37199 234740 SH SOLE 234740 GOODRICH CORP COM 382388106 8596 100500 SH SOLE 100500 GOODYEAR TIRE & RUBR CO COM 382550101 3910 261000 SH SOLE 261000 GOOGLE INC CL A 38259P508 79725 136000 SH SOLE 136000 GRAINGER W W INC COM 384802104 1928 14000 SH SOLE 14000 GREAT PLAINS ENERGY INC COM 391164100 2342 117000 SH SOLE 117000 GREATBATCH INC COM 39153L106 926 35000 SH SOLE 35000 GREIF INC CL A 397624107 1635 25000 SH SOLE 25000 GROUP 1 AUTOMOTIVE INC COM 398905109 2097 49000 SH SOLE 49000 GT SOLAR INTL INC COM 3623E0209 1999 187500 SH SOLE 187500 GUESS INC COM 401617105 1731 44000 SH SOLE 44000 HAEMONETICS CORP COM 405024100 1888 28800 SH SOLE 28800 HALLIBURTON CO COM 406216101 20160 404500 SH SOLE 404500 HANCOCK HLDG CO COM 410120109 1051 32000 SH SOLE 32000 HANESBRANDS INC COM 410345102 2352 87000 SH SOLE 87000 HANOVER INS GROUP INC COM 410867105 1131 25000 SH SOLE 25000 HANSEN NAT CORP COM 411310105 2771 46000 SH SOLE 46000 HARLEY DAVIDSON INC COM 412822108 7351 173000 SH SOLE 173000 HARMAN INTL INDS INC COM 413086109 4167 89000 SH SOLE 89000 HARRIS CORP DEL COM 413875105 2802 56500 SH SOLE 56500 HARSCO CORP COM 415864107 3211 91000 SH SOLE 91000 HARTFORD FINL SVCS GROUP INC COM 416515104 3662 136000 SH SOLE 136000 HASBRO INC COM 418056107 4075 87000 SH SOLE 87000 HCC INS HLDGS INC COM 404132102 3072 98100 SH SOLE 98100 HCP INC COM 40414L109 11103 292655 SH SOLE 292655 HEALTH CARE REIT INC COM 42217K106 8541 162867 SH SOLE 162867 HEALTH MGMT ASSOC INC NEW CL A 421933102 2191 201000 SH SOLE 201000 HEALTH NET INC COM 42222G108 1472 45000 SH SOLE 45000 HEALTHCARE RLTY TR COM 421946104 2109 92900 SH SOLE 92900 HEALTHCARE SVCS GRP INC COM 421906108 791 45000 SH SOLE 45000 HEALTHSPRING INC COM 42224N101 2765 74000 SH SOLE 74000 HEARTLAND EXPRESS INC COM 422347104 1686 96000 SH SOLE 96000 HEARTLAND PMT SYS INC COM 42235N108 894 51000 SH SOLE 51000 HEINZ H J CO COM 423074103 6493 133000 SH SOLE 133000 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1978 115000 SH SOLE 115000 HELMERICH & PAYNE INC COM 423452101 1786 26000 SH SOLE 26000 HERBALIFE LTD COM USD SHS G4412G101 4113 50549 SH SOLE 50549 HERSHA HOSPITALITY TR SH BEN INT A 427825104 475 80000 SH SOLE 80000 HERSHEY CO COM 427866108 1957 36000 SH SOLE 36000 HESS CORP 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COM 445658107 3756 82700 SH SOLE 82700 HUNTINGTON BANCSHARES INC COM 446150104 2324 350000 SH SOLE 350000 HYATT HOTELS CORP COM CL A 448579102 779 18100 SH SOLE 18100 IBERIABANK CORP COM 450828108 1022 17000 SH SOLE 17000 ICON PUB LTD CO SPONSORED ADR 45103T107 3724 172500 SH SOLE 172500 ICONIX BRAND GROUP INC COM 451055107 1890 88000 SH SOLE 88000 ILLINOIS TOOL WKS INC COM 452308109 18743 348900 SH SOLE 348900 IMAX CORP COM 45245E109 704 22000 SH SOLE 22000 INCYTE CORP COM 45337C102 1110 70000 SH SOLE 70000 INFORMATICA CORP COM 45666Q102 2246 43000 SH SOLE 43000 INGERSOLL-RAND PLC SHS G47791101 6604 136700 SH SOLE 136700 INGRAM MICRO INC CL A 457153104 3049 145000 SH SOLE 145000 INLAND REAL ESTATE CORP COM NEW 457461200 391 41000 SH SOLE 41000 INSULET CORP COM 45784P101 1175 57000 SH SOLE 57000 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 1091 23000 SH SOLE 23000 INTEGRYS ENERGY GROUP INC COM 45822P105 808 16000 SH SOLE 16000 INTEL CORP COM 458140100 64219 3183900 SH SOLE 3183900 INTERCONTINENTALEXCHANGE INC COM 45865V100 7968 64500 SH SOLE 64500 INTERNATIONAL BUSINESS MACHS COM 459200101 117842 722645 SH SOLE 722645 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1371 22000 SH SOLE 22000 INTERNATIONAL GAME TECHNOLOG COM 459902102 1802 111000 SH SOLE 111000 INTERPUBLIC GROUP COS INC COM 460690100 1634 130000 SH SOLE 130000 INTL PAPER CO COM 460146103 11529 382000 SH SOLE 382000 INTREPID POTASH INC COM 46121Y102 1184 34000 SH SOLE 34000 INTUIT COM 461202103 3452 65000 SH SOLE 65000 INTUITIVE SURGICAL INC COM NEW 46120E602 3001 9000 SH SOLE 9000 INVACARE CORP COM 461203101 1151 37000 SH SOLE 37000 INVESCO LTD SHS G491BT108 7443 291200 SH SOLE 291200 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 728 40000 SH SOLE 40000 IPG PHOTONICS CORP COM 44980X109 1557 27000 SH SOLE 27000 IRON MTN INC COM 462846106 1374 44000 SH SOLE 44000 ISHARES INC MSCI CDA INDEX 464286509 4373 130000 PRN SOLE 130000 ISIS PHARMACEUTICALS INC COM 464330109 1826 202000 SH SOLE 202000 ITRON INC COM 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302000 SH SOLE 302000 L-3 COMMUNICATIONS HLDGS INC COM 502424104 9444 120600 SH SOLE 120600 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3501 38000 SH SOLE 38000 LAKELAND FINL CORP COM 511656100 1588 70000 SH SOLE 70000 LANDAUER INC COM 51476K103 738 12000 SH SOLE 12000 LANDSTAR SYS INC COM 515098101 2649 58000 SH SOLE 58000 LAS VEGAS SANDS CORP COM 517834107 3167 75000 SH SOLE 75000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 3410 126300 SH SOLE 126300 LAUDER ESTEE COS INC CL A 518439104 2409 25000 SH SOLE 25000 LAWSON PRODS INC COM 520776105 829 36000 SH SOLE 36000 LEAR CORP COM NEW 521865204 1466 30000 SH SOLE 30000 LEGG MASON INC COM 524901105 1191 33000 SH SOLE 33000 LEGGETT & PLATT INC COM 524660107 784 32000 SH SOLE 32000 LENDER PROCESSING SVCS INC COM 52602E102 1642 51000 SH SOLE 51000 LENNAR CORP CL A 526057104 634 35000 SH SOLE 35000 LEUCADIA NATL CORP COM 527288104 1614 43000 SH SOLE 43000 LEXINGTON REALTY TRUST COM 529043101 691 73899 SH SOLE 73899 LEXMARK INTL NEW CL A 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LORILLARD INC COM 544147101 3135 33000 SH SOLE 33000 LOWES COS INC COM 548661107 19569 740400 SH SOLE 740400 LSI CORPORATION COM 502161102 2584 380000 SH SOLE 380000 LUBRIZOL CORP COM 549271104 3938 29400 SH SOLE 29400 LUFKIN INDS INC COM 549764108 4842 51800 SH SOLE 51800 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1594 40300 SH SOLE 40300 M & T BK CORP COM 55261F104 2212 25000 SH SOLE 25000 MACERICH CO COM 554382101 7825 157988 SH SOLE 157988 MACK CALI RLTY CORP COM 554489104 3627 107000 SH SOLE 107000 MACYS INC COM 55616P104 7703 317500 SH SOLE 317500 MADDEN STEVEN LTD COM 556269108 1408 30000 SH SOLE 30000 MAGELLAN HEALTH SVCS INC COM NEW 559079207 3926 80000 SH SOLE 80000 MANHATTAN ASSOCS INC COM 562750109 3082 94200 SH SOLE 94200 MANPOWER INC COM 56418H100 7558 120200 SH SOLE 120200 MANTECH INTL CORP CL A 564563104 1738 41000 SH SOLE 41000 MARATHON OIL CORP COM 565849106 39667 744082 SH SOLE 744082 MARRIOTT INTL INC NEW CL A 571903202 3932 110500 SH SOLE 110500 MARSH & 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PARTNERS INC CL A SUB VTG 552697104 2247 134000 SH SOLE 134000 MDU RES GROUP INC COM 552690109 3974 173000 SH SOLE 173000 MEAD JOHNSON NUTRITION CO COM 582839106 2433 42000 SH SOLE 42000 MEADWESTVACO CORP COM 583334107 1244 41000 SH SOLE 41000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 11457 204000 SH SOLE 204000 MEDICAL PPTYS TRUST INC COM 58463J304 1840 159000 SH SOLE 159000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1890 59000 SH SOLE 59000 MEDNAX INC COM 58502B106 2931 44000 SH SOLE 44000 MEDTRONIC INC COM 585055106 22709 577100 SH SOLE 577100 MELLANOX TECHNOLOGIES LTD SHS M51363113 1262 50000 SH SOLE 50000 MEMC ELECTR MATLS INC COM 552715104 3655 282000 SH SOLE 282000 MENS WEARHOUSE INC COM 587118100 1759 65000 SH SOLE 65000 MENTOR GRAPHICS CORP COM 587200106 732 50000 SH SOLE 50000 MERCK & CO INC NEW COM 58933Y105 40866 1238000 SH SOLE 1238000 MERCURY COMPUTER SYS COM 589378108 2324 109828 SH SOLE 109828 METALICO INC COM 591176102 1630 262000 SH SOLE 262000 METLIFE INC COM 59156R108 15208 340000 SH SOLE 340000 METROPCS COMMUNICATIONS INC COM 591708102 3915 241100 SH SOLE 241100 MICROCHIP TECHNOLOGY INC COM 595017104 4485 118000 SH SOLE 118000 MICRON TECHNOLOGY INC COM 595112103 14657 1279000 SH SOLE 1279000 MICROS SYS INC COM 594901100 2076 42000 SH SOLE 42000 MICROSEMI CORP COM 595137100 2071 100000 SH SOLE 100000 MICROSOFT CORP COM 594918104 111769 4407283 SH SOLE 4407283 MID-AMER APT CMNTYS INC COM 59522J103 4109 64000 SH SOLE 64000 MOLEX INC COM 608554101 754 30000 SH SOLE 30000 MOLSON COORS BREWING CO CL B 60871R209 1500 32000 SH SOLE 32000 MONOLITHIC PWR SYS INC COM 609839105 922 65000 SH SOLE 65000 MONSANTO CO NEW COM 61166W101 18210 252000 SH SOLE 252000 MONSTER WORLDWIDE INC COM 611742107 557 35000 SH SOLE 35000 MOODYS CORP COM 615369105 4052 119500 SH SOLE 119500 MOOG INC CL A 615394202 2938 64000 SH SOLE 64000 MORGAN STANLEY COM NEW 617446448 17731 649000 SH SOLE 649000 MOTOROLA MOBILITY HLDGS INC COM 620097105 2654 108750 SH SOLE 108750 MOTOROLA SOLUTIONS INC COM NEW 620076307 9507 212728 SH SOLE 212728 MSCI INC CL A 55354G100 2246 61000 SH SOLE 61000 MTS SYS CORP COM 553777103 2186 48000 SH SOLE 48000 MURPHY OIL CORP COM 626717102 10117 137800 SH SOLE 137800 MYLAN INC COM 628530107 5736 253000 SH SOLE 253000 MYRIAD GENETICS INC COM 62855J104 3164 157000 SH SOLE 157000 NABORS INDUSTRIES LTD SHS G6359F103 6222 204800 SH SOLE 204800 NASDAQ OMX GROUP INC COM 631103108 904 35000 SH SOLE 35000 NATIONAL FUEL GAS CO N J COM 636180101 3626 49000 SH SOLE 49000 NATIONAL HEALTH INVS INC COM 63633D104 551 11500 SH SOLE 11500 NATIONAL OILWELL VARCO INC COM 637071101 18153 229000 SH SOLE 229000 NATIONAL RETAIL PROPERTIES I COM 637417106 2788 106700 SH SOLE 106700 NATIONAL SEMICONDUCTOR CORP COM 637640103 1879 131000 SH SOLE 131000 NATIONWIDE HEALTH PPTYS INC COM 638620104 7561 177780 SH SOLE 177780 NCR CORP NEW COM 62886E108 848 45000 SH SOLE 45000 NEKTAR THERAPEUTICS COM 640268108 1250 132000 SH SOLE 132000 NETAPP INC COM 64110D104 10551 219000 SH SOLE 219000 NETFLIX INC COM 64110L106 4272 18000 SH SOLE 18000 NEW JERSEY RES COM 646025106 3479 81000 SH SOLE 81000 NEW YORK CMNTY BANCORP INC COM 649445103 4933 285800 SH SOLE 285800 NEWELL RUBBERMAID INC COM 651229106 1132 59200 SH SOLE 59200 NEWFIELD EXPL CO COM 651290108 8779 115500 SH SOLE 115500 NEWMONT MINING CORP COM 651639106 17084 313000 SH SOLE 313000 NEWS CORP CL A 65248E104 23116 1316400 SH SOLE 1316400 NEXEN INC COM 65334H102 2198 88200 SH SOLE 88200 NEXTERA ENERGY INC COM 65339F101 9977 181000 SH SOLE 181000 NICOR INC COM 654086107 591 11000 SH SOLE 11000 NIKE INC CL B 654106103 15064 199000 SH SOLE 199000 NISOURCE INC COM 65473P105 3015 157200 SH SOLE 157200 NOBLE ENERGY INC COM 655044105 8892 92000 SH SOLE 92000 NORDSTROM INC COM 655664100 5123 114143 SH SOLE 114143 NORFOLK SOUTHERN CORP COM 655844108 12815 185000 SH SOLE 185000 NORTHEAST UTILS COM 664397106 4048 117000 SH SOLE 117000 NORTHERN TR CORP COM 665859104 2436 48000 SH SOLE 48000 NORTHROP GRUMMAN CORP COM 666807102 9394 149800 SH SOLE 149800 NORTHWESTERN CORP COM NEW 668074305 1818 60000 SH SOLE 60000 NOVELL INC COM 670006105 474 80000 SH SOLE 80000 NOVELLUS SYS INC COM 670008101 1003 27000 SH SOLE 27000 NRG ENERGY INC COM NEW 629377508 1077 50000 SH SOLE 50000 NSTAR COM 67019E107 2082 45000 SH SOLE 45000 NUCOR CORP COM 670346105 5614 122000 SH SOLE 122000 NV ENERGY INC COM 67073Y106 4293 288300 SH SOLE 288300 NVIDIA CORP COM 67066G104 4892 265000 SH SOLE 265000 NVR INC COM 62944T105 2419 3200 SH SOLE 3200 NYSE EURONEXT COM 629491101 1934 55000 SH SOLE 55000 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3218 56000 SH SOLE 56000 OCCIDENTAL PETE CORP DEL COM 674599105 54690 523400 SH SOLE 523400 OCEANEERING INTL INC COM 675232102 6977 78000 SH SOLE 78000 OCH ZIFF CAP MGMT GROUP CL A 67551U105 1232 75500 PRN SOLE 75500 OFFICE DEPOT INC COM 676220106 1393 300800 SH SOLE 300800 OFFICEMAX INC DEL COM 67622P101 1022 79000 SH SOLE 79000 OGE ENERGY CORP COM 670837103 3893 77000 SH SOLE 77000 OLD DOMINION FGHT LINES INC COM 679580100 2263 64500 SH SOLE 64500 OLIN CORP COM PAR $1 680665205 1192 52000 SH SOLE 52000 OM GROUP INC COM 670872100 1180 32300 SH SOLE 32300 OMEGA HEALTHCARE INVS INC COM 681936100 2323 104000 SH SOLE 104000 OMNICARE INC COM 681904108 5728 191000 SH SOLE 191000 OMNICOM GROUP INC COM 681919106 6329 129000 SH SOLE 129000 ON ASSIGNMENT INC COM 682159108 1288 136100 SH SOLE 136100 ONEOK INC NEW COM 682680103 2408 36000 SH SOLE 36000 OPENTABLE INC COM 68372A104 2233 21000 SH SOLE 21000 OPTIONSXPRESS HLDGS INC COM 684010101 1941 106000 SH SOLE 106000 ORACLE CORP COM 68389X105 63837 1913000 SH SOLE 1913000 ORIENT-EXPRESS HOTELS LTD CL A G67743107 433 35000 SH SOLE 35000 OSHKOSH CORP COM 688239201 2901 82000 SH SOLE 82000 OWENS CORNING NEW COM 690742101 4103 114000 SH SOLE 114000 OWENS ILL INC COM NEW 690768403 15654 518519 SH SOLE 518519 PACCAR INC COM 693718108 3952 75500 SH SOLE 75500 PALL CORP COM 696429307 1498 26000 SH SOLE 26000 PAR PHARMACEUTICAL COS INC COM 69888P106 904 29100 SH SOLE 29100 PARKER HANNIFIN CORP COM 701094104 12640 133500 SH SOLE 133500 PATTERSON COMPANIES INC COM 703395103 644 20000 SH SOLE 20000 PAYCHEX INC COM 704326107 3280 104600 SH SOLE 104600 PEABODY ENERGY CORP COM 704549104 11694 162500 SH SOLE 162500 PENN VA CORP COM 707882106 1526 90000 SH SOLE 90000 PENNEY J C INC COM 708160106 4525 126000 SH SOLE 126000 PEOPLES UNITED FINANCIAL INC COM 712704105 994 79000 SH SOLE 79000 PEP BOYS MANNY MOE & JACK COM 713278109 890 70000 SH SOLE 70000 PEPCO HOLDINGS INC COM 713291102 1044 56000 SH SOLE 56000 PEPSICO INC COM 713448108 70582 1095816 SH SOLE 1095816 PERKINELMER INC COM 714046109 552 21000 SH SOLE 21000 PERRIGO CO COM 714290103 2306 29000 SH SOLE 29000 PETROHAWK ENERGY CORP COM 716495106 1423 58000 SH SOLE 58000 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 29762 837430 SH SOLE 837430 PETROLEUM DEV CORP COM 716578109 1944 40500 SH SOLE 40500 PETSMART INC COM 716768106 3767 92000 SH SOLE 92000 PFIZER INC COM 717081103 78713 3875600 SH SOLE 3875600 PG&E CORP COM 69331C108 7157 162000 SH SOLE 162000 PHARMERICA CORP COM 71714F104 858 75000 SH SOLE 75000 PHILIP MORRIS INTL INC COM 718172109 69491 1058835 SH SOLE 1058835 PHILLIPS VAN HEUSEN CORP COM 718592108 1106 17000 SH SOLE 17000 PIEDMONT NAT GAS INC COM 720186105 1366 45000 SH SOLE 45000 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 563 29000 SH SOLE 29000 PIKE ELEC CORP COM 721283109 1209 127000 SH SOLE 127000 PINNACLE ENTMT INC COM 723456109 940 69000 SH SOLE 69000 PINNACLE WEST CAP CORP COM 723484101 1113 26000 SH SOLE 26000 PIONEER NAT RES CO COM 723787107 2650 26000 SH SOLE 26000 PITNEY BOWES INC COM 724479100 1105 43000 SH SOLE 43000 PLANTRONICS INC NEW COM 727493108 1904 52000 SH SOLE 52000 PLEXUS CORP COM 729132100 1316 37543 SH SOLE 37543 PLUM CREEK TIMBER CO INC COM 729251108 1439 33000 SH SOLE 33000 PNC FINL SVCS GROUP INC COM 693475105 19382 307700 SH SOLE 307700 POLARIS INDS INC COM 731068102 4464 51300 SH SOLE 51300 POLO RALPH LAUREN CORP CL A 731572103 2720 22000 SH SOLE 22000 POLYCOM INC COM 73172K104 4682 90300 SH SOLE 90300 POPULAR INC COM 733174106 1083 372000 SH SOLE 372000 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 2980 35000 SH SOLE 35000 POSCO SPONSORED ADR 693483109 4206 36800 SH SOLE 36800 POST PPTYS INC COM 737464107 3219 82000 SH SOLE 82000 POWER INTEGRATIONS INC COM 739276103 1533 40000 SH SOLE 40000 POWER ONE INC NEW COM 73930R102 1750 200000 SH SOLE 200000 PPG INDS INC COM 693506107 3428 36000 SH SOLE 36000 PPL CORP COM 69351T106 4605 182000 SH SOLE 182000 PRAXAIR INC COM 74005P104 16358 161000 SH SOLE 161000 PRECISION CASTPARTS CORP COM 740189105 15160 103000 SH SOLE 103000 PRICE T ROWE GROUP INC COM 74144T108 8303 125000 SH SOLE 125000 PRICELINE COM INC COM NEW 741503403 17979 35500 SH SOLE 35500 PRINCIPAL FINL GROUP INC COM 74251V102 2055 64000 SH SOLE 64000 PROASSURANCE CORP COM 74267C106 3042 48000 SH SOLE 48000 PROCTER & GAMBLE CO COM 742718109 85936 1395066 SH SOLE 1395066 PROGRESS ENERGY INC COM 743263105 2630 57000 SH SOLE 57000 PROGRESSIVE CORP OHIO COM 743315103 5156 244000 SH SOLE 244000 PROLOGIS SH BEN INT 743410102 7839 490521 SH SOLE 490521 PROSPERITY BANCSHARES INC COM 743606105 1069 25000 SH SOLE 25000 PRUDENTIAL FINL INC COM 744320102 10961 178000 SH SOLE 178000 PS BUSINESS PKS INC CALIF COM 69360J107 464 8000 SH SOLE 8000 PSS WORLD MED INC COM 69366A100 1548 57000 SH SOLE 57000 PT INDOSAT TBK SPONSORED ADR 744383100 636 21010 SH SOLE 21010 PUBLIC STORAGE COM 74460D109 16489 148670 SH SOLE 148670 PUBLIC SVC ENTERPRISE GROUP COM 744573106 6491 206000 SH SOLE 206000 PULTE GROUP INC COM 745867101 370 50000 SH SOLE 50000 QEP RES INC COM 74733V100 2432 60000 SH SOLE 60000 QUALCOMM INC COM 747525103 52143 951000 SH SOLE 951000 QUANTA SVCS INC COM 74762E102 1009 45000 SH SOLE 45000 QUEST DIAGNOSTICS INC COM 74834L100 1905 33000 SH SOLE 33000 QUEST SOFTWARE INC COM 74834T103 2514 99000 SH SOLE 99000 QUESTAR CORP COM 748356102 1579 90500 SH SOLE 90500 QUICKSILVER RESOURCES INC COM 74837R104 615 43000 SH SOLE 43000 QWEST COMMUNICATIONS INTL IN COM 749121109 5061 741000 SH SOLE 741000 RADIOSHACK CORP COM 750438103 450 30000 SH SOLE 30000 RALCORP HLDGS INC NEW COM 751028101 890 13000 SH SOLE 13000 RANGE RES CORP COM 75281A109 5408 92500 SH SOLE 92500 RAYMOND JAMES FINANCIAL INC COM 754730109 1954 51100 SH SOLE 51100 RAYTHEON CO COM NEW 755111507 23512 462200 SH SOLE 462200 RC2 CORP COM 749388104 1349 48000 SH SOLE 48000 REALTY INCOME CORP COM 756109104 1520 43500 SH SOLE 43500 RED HAT INC COM 756577102 1906 42000 SH SOLE 42000 RED ROBIN GOURMET BURGERS IN COM 75689M101 1049 39000 SH SOLE 39000 REGAL BELOIT CORP COM 758750103 3175 43000 SH SOLE 43000 REGENCY CTRS CORP COM 758849103 5236 120425 SH SOLE 120425 REGIONS FINANCIAL CORP NEW COM 7591EP100 1917 264000 SH SOLE 264000 REHABCARE GROUP INC COM 759148109 1696 46000 SH SOLE 46000 REINSURANCE GROUP AMER INC COM NEW 759351604 3610 57500 SH SOLE 57500 RELIANCE STEEL & ALUMINUM CO COM 759509102 3259 56400 SH SOLE 56400 RENT A CTR INC NEW COM 76009N100 1986 56900 SH SOLE 56900 REPUBLIC SVCS INC COM 760759100 8081 269000 SH SOLE 269000 RESMED INC COM 761152107 1740 58000 SH SOLE 58000 REYNOLDS AMERICAN INC COM 761713106 2381 67000 SH SOLE 67000 RIVERBED TECHNOLOGY INC COM 768573107 1995 53000 SH SOLE 53000 ROBBINS & MYERS INC COM 770196103 3127 68000 SH SOLE 68000 ROBERT HALF INTL INC COM 770323103 1040 34000 SH SOLE 34000 ROCK-TENN CO CL A 772739207 1387 20000 SH SOLE 20000 ROCKWELL AUTOMATION INC COM 773903109 2934 31000 SH SOLE 31000 ROCKWELL COLLINS INC COM 774341101 2075 32000 SH SOLE 32000 ROPER INDS INC NEW COM 776696106 2075 24000 SH SOLE 24000 ROSS STORES INC COM 778296103 10042 141200 SH SOLE 141200 ROVI CORP COM 779376102 7565 141000 SH SOLE 141000 ROWAN COS INC COM 779382100 1149 26000 SH SOLE 26000 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1572 38100 SH SOLE 38100 RUBY TUESDAY INC COM 781182100 1875 143000 SH SOLE 143000 RUDDICK CORP COM 781258108 3049 79000 SH SOLE 79000 RUTHS HOSPITALITY GROUP INC COM 783332109 1068 207000 SH SOLE 207000 RYDER SYS INC COM 783549108 658 13000 SH SOLE 13000 SAFEWAY INC COM NEW 786514208 9416 400000 SH SOLE 400000 SAIC INC COM 78390X101 1032 61000 SH SOLE 61000 SALESFORCE COM INC COM 79466L302 10152 76000 SH SOLE 76000 SALIX PHARMACEUTICALS INC COM 795435106 806 23000 SH SOLE 23000 SANDISK CORP COM 80004C101 7006 152000 SH SOLE 152000 SANMINA SCI CORP COM NEW 800907206 1192 106333 SH SOLE 106333 SANOFI AVENTIS SPONSORED ADR 80105N105 4737 134500 SH SOLE 134500 SARA LEE CORP COM 803111103 2633 149000 SH SOLE 149000 SAUL CTRS INC COM 804395101 312 7000 SH SOLE 7000 SCANA CORP NEW COM 80589M102 2598 66000 SH SOLE 66000 SCHLUMBERGER LTD COM 806857108 70784 759000 SH SOLE 759000 SCHWAB CHARLES CORP NEW COM 808513105 4814 267000 SH SOLE 267000 SCHWEITZER-MAUDUIT INTL INC COM 808541106 3138 62000 SH SOLE 62000 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2655 53000 SH SOLE 53000 SEACOR HOLDINGS INC COM 811904101 2312 25000 SH SOLE 25000 SEAGATE TECHNOLOGY PLC SHS G7945M107 1627 113000 SH SOLE 113000 SEALED AIR CORP NEW COM 81211K100 800 30000 SH SOLE 30000 SEARS HLDGS CORP COM 812350106 827 10000 SH SOLE 10000 SEMPRA ENERGY COM 816851109 2782 52000 SH SOLE 52000 SENIOR HSG PPTYS TR SH BEN INT 81721M109 4767 206920 SH SOLE 206920 SENSIENT TECHNOLOGIES CORP COM 81725T100 1882 52500 SH SOLE 52500 SFN GROUP INC COM 784153108 2423 172000 SH SOLE 172000 SHANDA GAMES LTD SP ADR REPTG A 81941U105 921 145000 SH SOLE 145000 SHAW GROUP INC COM 820280105 5489 155000 SH SOLE 155000 SHERWIN WILLIAMS CO COM 824348106 1596 19000 SH SOLE 19000 SIGMA ALDRICH CORP COM 826552101 1591 25000 SH SOLE 25000 SIGNATURE BK NEW YORK N Y COM 82669G104 2764 49000 SH SOLE 49000 SILVER STD RES INC COM 82823L106 628 20000 SH SOLE 20000 SILVER WHEATON CORP COM 828336107 2558 59000 SH SOLE 59000 SIMON PPTY GROUP INC NEW COM 828806109 35024 326836 SH SOLE 326836 SL GREEN RLTY CORP COM 78440X101 6870 91354 SH SOLE 91354 SLM CORP COM 78442P106 17019 1112372 SH SOLE 1112372 SM ENERGY CO COM 78454L100 10387 140000 SH SOLE 140000 SMITH & WESSON HLDG CORP COM 831756101 934 263000 SH SOLE 263000 SMITH A O COM 831865209 2616 59000 SH SOLE 59000 SMITHFIELD FOODS INC COM 832248108 5808 241400 SH SOLE 241400 SMUCKER J M CO COM NEW 832696405 1785 25000 SH SOLE 25000 SNAP ON INC COM 833034101 661 11000 SH SOLE 11000 SNYDERS-LANCE INC COM 833551104 1429 72000 SH SOLE 72000 SOLARWINDS INC COM 83416B109 2581 110000 SH SOLE 110000 SONOCO PRODS CO COM 835495102 3333 92000 SH SOLE 92000 SOTHEBYS COM 835898107 3393 64500 SH SOLE 64500 SOURCEFIRE INC COM 83616T108 3081 112000 SH SOLE 112000 SOUTHERN CO COM 842587107 8003 210000 SH SOLE 210000 SOUTHERN UN CO NEW COM 844030106 4150 145000 SH SOLE 145000 SOUTHWEST AIRLS CO COM 844741108 1932 153000 SH SOLE 153000 SOUTHWESTERN ENERGY CO COM 845467109 9131 212500 SH SOLE 212500 SOVRAN SELF STORAGE INC COM 84610H108 2373 60000 SH SOLE 60000 SPARTAN STORES INC COM 846822104 4703 318000 SH SOLE 318000 SPECTRA ENERGY CORP COM 847560109 11701 430500 SH SOLE 430500 SPRINT NEXTEL CORP COM SER 1 852061100 11156 2404400 SH SOLE 2404400 SPX CORP COM 784635104 4684 59000 SH SOLE 59000 ST JUDE MED INC COM 790849103 13891 271000 SH SOLE 271000 STAGE STORES INC COM NEW 85254C305 1442 75000 SH SOLE 75000 STANCORP FINL GROUP INC COM 852891100 2154 46700 SH SOLE 46700 STANLEY BLACK & DECKER INC COM 854502101 17852 233050 SH SOLE 233050 STAPLES INC COM 855030102 2894 149000 SH SOLE 149000 STARBUCKS CORP COM 855244109 14484 392000 SH SOLE 392000 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 7062 121500 SH SOLE 121500 STATE STR CORP COM 857477103 13981 311100 SH SOLE 311100 STEEL DYNAMICS INC COM 858119100 4052 215900 SH SOLE 215900 STEELCASE INC CL A 858155203 910 80000 SH SOLE 80000 STEPAN CO COM 858586100 3038 41900 SH SOLE 41900 STERICYCLE INC COM 858912108 4567 51500 SH SOLE 51500 STERIS CORP COM 859152100 1002 29000 SH SOLE 29000 STERLING BANCSHARES INC COM 858907108 818 95000 SH SOLE 95000 STIFEL FINL CORP COM 860630102 2441 34000 SH SOLE 34000 STILLWATER MNG CO COM 86074Q102 2064 90000 SH SOLE 90000 STR HLDGS INC COM 78478V100 4028 210000 SH SOLE 210000 STRAYER ED INC COM 863236105 2974 22794 SH SOLE 22794 STRYKER CORP COM 863667101 4560 75000 SH SOLE 75000 SUN COMMUNITIES INC COM 866674104 374 10500 SH SOLE 10500 SUN HEALTHCARE GROUP INC NEW COM 86677E100 1004 71333 SH SOLE 71333 SUNOCO INC COM 86764P109 5937 130236 SH SOLE 130236 SUNSTONE HOTEL INVS INC NEW COM 867892101 1046 102660 SH SOLE 102660 SUNTRUST BKS INC COM 867914103 3201 111000 SH SOLE 111000 SUPERIOR ENERGY SVCS INC COM 868157108 3075 75000 SH SOLE 75000 SUPERTEX INC COM 868532102 3342 150000 SH SOLE 150000 SUPERVALU INC COM 868536103 268 30000 SH SOLE 30000 SWIFT ENERGY CO COM 870738101 2433 57000 SH SOLE 57000 SYMANTEC CORP COM 871503108 6081 328000 SH SOLE 328000 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1772 51000 SH SOLE 51000 SYNNEX CORP COM 87162W100 1473 45000 SH SOLE 45000 SYSCO CORP COM 871829107 8061 291000 SH SOLE 291000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 36806 3021862 SH SOLE 3021862 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1276 83000 SH SOLE 83000 TALEO CORP CL A 87424N104 2567 72000 SH SOLE 72000 TANGER FACTORY OUTLET CTRS I COM 875465106 3416 130200 SH SOLE 130200 TARGET CORP COM 87612E106 8902 178000 SH SOLE 178000 TAUBMAN CTRS INC COM 876664103 964 18000 SH SOLE 18000 TCF FINL CORP COM 872275102 952 60000 SH SOLE 60000 TECH DATA CORP COM 878237106 2797 55000 SH SOLE 55000 TECO ENERGY INC COM 872375100 976 52000 SH SOLE 52000 TELEDYNE TECHNOLOGIES INC COM 879360105 1344 26000 SH SOLE 26000 TELEPHONE & DATA SYS INC COM 879433100 2696 80000 SH SOLE 80000 TELLABS INC COM 879664100 419 80000 SH SOLE 80000 TENARIS S A SPONSORED ADR 88031M109 5609 113400 SH SOLE 113400 TENET HEALTHCARE CORP COM 88033G100 7942 1066000 SH SOLE 1066000 TERADATA CORP DEL COM 88076W103 5577 110000 SH SOLE 110000 TERADYNE INC COM 880770102 2315 130000 SH SOLE 130000 TESORO CORP COM 881609101 2012 75000 SH SOLE 75000 TETRA TECH INC NEW COM 88162G103 1395 56500 SH SOLE 56500 TETRA TECHNOLOGIES INC DEL COM 88162F105 1548 100500 SH SOLE 100500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 20246 403549 SH SOLE 403549 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1274 49000 SH SOLE 49000 TEXAS INSTRS INC COM 882508104 18859 545700 SH SOLE 545700 TEXAS ROADHOUSE INC COM 882681109 1784 105000 SH SOLE 105000 TEXTRON INC COM 883203101 1534 56000 SH SOLE 56000 THERMO FISHER SCIENTIFIC INC COM 883556102 14276 257000 SH SOLE 257000 THOMAS & BETTS CORP COM 884315102 3449 58000 SH SOLE 58000 THORATEC CORP COM NEW 885175307 1685 65000 SH SOLE 65000 THQ INC COM NEW 872443403 748 164000 SH SOLE 164000 TIBCO SOFTWARE INC COM 88632Q103 5695 209000 SH SOLE 209000 TIFFANY & CO NEW COM 886547108 5530 90000 SH SOLE 90000 TIME WARNER CABLE INC COM 88732J207 12085 169400 SH SOLE 169400 TIME WARNER INC COM NEW 887317303 16875 472700 SH SOLE 472700 TITANIUM METALS CORP COM NEW 888339207 279 15000 SH SOLE 15000 TJX COS INC NEW COM 872540109 20544 413110 SH SOLE 413110 TORCHMARK CORP COM 891027104 1130 17000 SH SOLE 17000 TOTAL SYS SVCS INC COM 891906109 631 35000 SH SOLE 35000 TOWER GROUP INC COM 891777104 2235 93000 SH SOLE 93000 TRACTOR SUPPLY CO COM 892356106 6704 112000 SH SOLE 112000 TRANSATLANTIC HLDGS INC COM 893521104 1606 33000 SH SOLE 33000 TRAVELERS COMPANIES INC COM 89417E109 13841 232700 SH SOLE 232700 TRIMBLE NAVIGATION LTD COM 896239100 2022 40000 SH SOLE 40000 TRIQUINT SEMICONDUCTOR INC COM 89674K103 2453 190000 SH SOLE 190000 TRIUMPH GROUP INC NEW COM 896818101 1265 14300 SH SOLE 14300 TRUE RELIGION APPAREL INC COM 89784N104 845 36000 SH SOLE 36000 TRUEBLUE INC COM 89785X101 856 51000 SH SOLE 51000 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1531 27800 SH SOLE 27800 TUPPERWARE BRANDS CORP COM 899896104 5016 84000 SH SOLE 84000 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 8529 567470 SH SOLE 567470 TYCO INTERNATIONAL LTD SHS H89128104 4656 104000 SH SOLE 104000 TYSON FOODS INC CL A 902494103 1286 67000 SH SOLE 67000 U STORE IT TR COM 91274F104 911 86570 SH SOLE 86570 UDR INC COM 902653104 1866 76583 SH SOLE 76583 UGI CORP NEW COM 902681105 6682 203086 SH SOLE 203086 UIL HLDG CORP COM 902748102 2503 82000 SH SOLE 82000 ULTRA PETROLEUM CORP COM 903914109 1157 23500 SH SOLE 23500 ULTRATECH INC COM 904034105 2646 90000 SH SOLE 90000 UNION PAC CORP COM 907818108 28811 293000 SH SOLE 293000 UNIT CORP COM 909218109 2757 44500 SH SOLE 44500 UNITED CONTL HLDGS INC COM 910047109 4228 183900 SH SOLE 183900 UNITED PARCEL SERVICE INC CL B 911312106 37680 507000 SH SOLE 507000 UNITED STATES STL CORP NEW COM 912909108 2481 46000 SH SOLE 46000 UNITED STATIONERS INC COM 913004107 2870 40400 SH SOLE 40400 UNITED TECHNOLOGIES CORP COM 913017109 40717 481000 SH SOLE 481000 UNITED THERAPEUTICS CORP DEL COM 91307C102 7841 117000 SH SOLE 117000 UNITEDHEALTH GROUP INC COM 91324P102 37783 835900 SH SOLE 835900 UNITRIN INC COM 913275103 1359 44000 SH SOLE 44000 UNIVERSAL HLTH SVCS INC CL B 913903100 7560 153000 SH SOLE 153000 UNUM GROUP COM 91529Y106 3728 142000 SH SOLE 142000 URBAN OUTFITTERS INC COM 917047102 746 25000 SH SOLE 25000 US BANCORP DEL COM NEW 902973304 17417 659000 SH SOLE 659000 USANA HEALTH SCIENCES INC COM 90328M107 1104 32000 SH SOLE 32000 V F CORP COM 918204108 1675 17000 SH SOLE 17000 VALE S A ADR 91912E105 26797 803500 SH SOLE 803500 VALERO ENERGY CORP NEW COM 91913Y100 6575 220500 SH SOLE 220500 VALIDUS HOLDINGS LTD COM SHS G9319H102 1243 37300 SH SOLE 37300 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 64 1300 PRN SOLE 1300 VARIAN MED SYS INC COM 92220P105 2164 32000 SH SOLE 32000 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 2920 60000 SH SOLE 60000 VEECO INSTRS INC DEL COM 922417100 3813 75000 SH SOLE 75000 VENTAS INC COM 92276F100 6922 127473 SH SOLE 127473 VERIFONE SYS INC COM 92342Y109 9891 180000 SH SOLE 180000 VERISIGN INC COM 92343E102 1267 35000 SH SOLE 35000 VERIZON COMMUNICATIONS INC COM 92343V104 51967 1348400 SH SOLE 1348400 VERTEX PHARMACEUTICALS INC COM 92532F100 4314 90000 SH SOLE 90000 VIACOM INC NEW CL B 92553P201 17938 385600 SH SOLE 385600 VIRGIN MEDIA INC COM 92769L101 4419 159000 SH SOLE 159000 VIROPHARMA INC COM 928241108 2348 118000 SH SOLE 118000 VISA INC COM CL A 92826C839 20761 282000 SH SOLE 282000 VMWARE INC CL A COM 928563402 2609 32000 SH SOLE 32000 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 4942 171900 SH SOLE 171900 VOLCANO CORPORATION COM 928645100 2022 79000 SH SOLE 79000 VORNADO RLTY TR SH BEN INT 929042109 16250 185717 SH SOLE 185717 VULCAN MATLS CO COM 929160109 1231 27000 SH SOLE 27000 WABTEC CORP COM 929740108 3324 49000 SH SOLE 49000 WADDELL & REED FINL INC CL A 930059100 6984 171986 SH SOLE 171986 WAL MART STORES INC COM 931142103 43634 838300 SH SOLE 838300 WALGREEN CO COM 931422109 20010 498500 SH SOLE 498500 WARNACO GROUP INC COM NEW 934390402 2974 52000 SH SOLE 52000 WASHINGTON FED INC COM 938824109 2304 132900 SH SOLE 132900 WASHINGTON POST CO CL B 939640108 525 1200 SH SOLE 1200 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 839 27000 SH SOLE 27000 WASTE CONNECTIONS INC COM 941053100 2807 97500 SH SOLE 97500 WASTE MGMT INC DEL COM 94106L109 3846 103000 SH SOLE 103000 WATERS CORP COM 941848103 7326 84305 SH SOLE 84305 WATSON PHARMACEUTICALS INC COM 942683103 4593 82000 SH SOLE 82000 WD-40 CO COM 929236107 2117 50000 SH SOLE 50000 WEINGARTEN RLTY INVS SH BEN INT 948741103 4605 183740 SH SOLE 183740 WELLPOINT INC COM 94973V107 35439 507800 SH SOLE 507800 WELLS FARGO & CO NEW COM 949746101 93547 2951000 SH SOLE 2951000 WESCO INTL INC COM 95082P105 1438 23000 SH SOLE 23000 WESTERN DIGITAL CORP COM 958102105 8980 240828 SH SOLE 240828 WESTERN UN CO COM 959802109 11610 559000 SH SOLE 559000 WEYERHAEUSER CO COM 962166104 2639 107283 SH SOLE 107283 WHIRLPOOL CORP COM 963320106 6743 79000 SH SOLE 79000 WHITING PETE CORP NEW COM 966387102 8520 116000 SH SOLE 116000 WHOLE FOODS MKT INC COM 966837106 2241 34000 SH SOLE 34000 WILEY JOHN & SONS INC CL A 968223206 1424 28000 SH SOLE 28000 WILLIAMS COS INC DEL COM 969457100 6626 212500 SH SOLE 212500 WILLIAMS SONOMA INC COM 969904101 3402 84000 SH SOLE 84000 WINDSTREAM CORP COM 97381W104 4350 338027 SH SOLE 338027 WINNEBAGO INDS INC COM 974637100 722 54000 SH SOLE 54000 WISCONSIN ENERGY CORP COM 976657106 4301 141000 SH SOLE 141000 WMS INDS INC COM 929297109 5956 168500 SH SOLE 168500 WOLVERINE WORLD WIDE INC COM 978097103 3355 90000 SH SOLE 90000 WORLD ACCEP CORP DEL COM 981419104 3130 48000 SH SOLE 48000 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 773 50000 SH SOLE 50000 WYNDHAM WORLDWIDE CORP COM 98310W108 1304 41000 SH SOLE 41000 WYNN RESORTS LTD COM 983134107 2163 17000 SH SOLE 17000 XCEL ENERGY INC COM 98389B100 3751 157000 SH SOLE 157000 XEROX CORP COM 984121103 3051 286440 SH SOLE 286440 XILINX INC COM 983919101 1935 59000 SH SOLE 59000 XL GROUP PLC SHS G98290102 1722 70000 SH SOLE 70000 YAHOO INC COM 984332106 8225 494000 SH SOLE 494000 YUM BRANDS INC COM 988498101 14489 282000 SH SOLE 282000 ZALE CORP NEW COM 988858106 1720 431000 SH SOLE 431000 ZIMMER HLDGS INC COM 98956P102 2542 42000 SH SOLE 42000 ZIONS BANCORPORATION COM 989701107 692 30000 SH SOLE 30000 ZUMIEZ INC COM 989817101 1903 72000 SH SOLE 72000