-----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, JoJT8C6bLjYuCKrZk5VFT15tPgtQMztONNoEUWFhpx/cbFUgsWH2OnGnQyC+9daC ko1UMg2dK5eSTccCnzjmow== 0000762152-08-000008.txt : 20081114 0000762152-08-000008.hdr.sgml : 20081114 20081114143518 ACCESSION NUMBER: 0000762152-08-000008 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE TREASURER STATE OF MICHIGAN CENTRAL INDEX KEY: 0000762152 IRS NUMBER: 386000134 STATE OF INCORPORATION: MI FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-01462 FILM NUMBER: 081190014 BUSINESS ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 BUSINESS PHONE: 517-373-3140 MAIL ADDRESS: STREET 1: MICHIGAN DEPT OF TREASURY STREET 2: BUREAU OF INVESTMENTS PO BOX 15128 CITY: LANSING STATE: MI ZIP: 48901 13F-HR 1 q3-2008.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: Sep 30, 2008 Check here if Amendment[ ]; Amendment Number: This Amendment (Check only one):[ ] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: State Treasurer, State of Michigan Address: P.O. Box 15128 Lansing, MI 48901 13F File Number: 28-1462 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: Vernon L. Johnson Title: Administrator Phone: 517-373-3157 Signature, Place, and Date of Signing: Vernon L. Johnson East Lansing, Michigan Nov 14, 2008 Report Type (Check only one.): [ x ] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: NONE I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 872 Form 13F Information Table Value Total: $22,443,604.00 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 MANAGER Sole SHARED NONE - ------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ --- ADC TELECOMMUNICATIONS INC COMMON 000886309 809 95708 SH Sole 95708 AFLAC INC COMMON 001055102 18126 308533 SH Sole 308533 AGCO CORP COMMON 001084102 3179 74600 SH Sole 74600 AGL RES INC COMMON 001204106 1956 62320 SH Sole 62320 AES CORP COMMON 00130H105 5096 435903 SH Sole 435903 AK STL HLDG CORP COMMON 001547108 1883 72656 SH Sole 72656 AMB PPTY CORP COM 00163T109 3610 79700 SH Sole 79700 AT+T INC COMMON 00206R102 239894 8592208 SH Sole 8592208 ABBOTT LABS COMMON 002824100 57516 998885 SH Sole 998885 ABERCROMBIE + FITCH CO CL A 002896207 2225 56400 SH Sole 56400 ACI WORLDWIDE INC COMMON 004498101 490 27950 SH Sole 27950 ACXIOM CORP COMMON 005125109 688 54900 SH Sole 54900 ADOBE SYS INC COMMON 00724F101 13563 343637 SH Sole 343637 ADTRAN INC COMMON 00738A106 885 45400 SH Sole 45400 ADVANCE AUTO PARTS COMMON 00751Y106 3084 77750 SH Sole 77750 ADVANCED MED OPTICS INC COM 00763M108 752 42310 SH Sole 42310 AEROPOSTALE COMMON 007865108 1745 54350 SH Sole 54350 ADVANCED MICRO DEVICES INC COMMON 007903107 2065 393340 SH Sole 393340 ADVENT SOFTWARE INC COMMON 007974108 476 13500 SH Sole 13500 AETNA INC COMMON 00817Y108 11033 305538 SH Sole 305538 AFFILIATED COMPUTER SVCS INC CL A 008190100 3192 63044 SH Sole 63044 AFFILIATED MANAGERS GROUP INC COMMON 008252108 2751 33200 SH Sole 33200 AFFYMETRIX INC COMMON 00826T108 442 57100 SH Sole 57100 AGILENT TECHNOLOGIES INC COMMON 00846U101 6869 231598 SH Sole 231598 AIR PRODS + CHEMS INC COMMON 009158106 9400 137249 SH Sole 137249 AIRGAS INC COMMON 009363102 3327 67010 SH Sole 67010 AIRTRAN HOLDINGS INC COMMON 00949P108 231 95200 SH Sole 95200 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1910 109513 SH Sole 109513 ALASKA AIR GROUP INC COMMON 011659109 597 29260 SH Sole 29260 ALBEMARLE CORP COMMON 012653101 2292 74320 SH Sole 74320 ALBERTO CULVER CO NEW COMMON 013078100 1874 68791 SH Sole 68791 ALCOA INC COMMON 013817101 25163 1114414 SH Sole 1114414 ALEXANDER + BALDWIN INC COMMON 014482103 1480 33620 SH Sole 33620 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 2936 26100 SH Sole 26100 ALLEGHENY ENERGY INC COMMON 017361106 4022 109371 SH Sole 109371 ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 6647 224954 SH Sole 224954 ALLERGAN INC COMMON 018490102 71696 1392160 SH Sole 1392160 ALLIANCE DATA SYSTEMS CORP COMMON 018581108 3467 54700 SH Sole 54700 ALLIANT ENERGY CORP COMMON 018802108 2891 89760 SH Sole 89760 ALLIANT TECHSYSTEMS INC COMMON 018804104 2518 26800 SH Sole 26800 ALLIANCEBERNSTEIN HLDG LP UNIT LTD PARTN 01881G106 42265 1142000 SH Sole 1142000 ALLIED WASTE INDUSTRIES INC COM PAR $.01 NEW 019589308 2439 219534 SH Sole 219534 ALLSTATE CORP COMMON 020002101 16182 350860 SH Sole 350860 ALTERA CORP COMMON 021441100 4031 194916 SH Sole 194916 ALTRIA GROUP INC COMMON 02209S103 50782 2559572 SH Sole 2559572 AMAZON COM INC COMMON 023135106 15062 207007 SH Sole 207007 AMEREN CORP COMMON 023608102 5318 136262 SH Sole 136262 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 13908 300000 SH Sole 300000 AMERICAN CAP LTD COMMON 02503Y103 3421 134122 SH Sole 134122 AMERICAN ELEC PWR INC COMMON 025537101 9651 260636 SH Sole 260636 AMERICAN EAGLE OUTFITTERS INC COM 02553E106 2552 167375 SH Sole 167375 AMERICAN EXPRESS CO COMMON 025816109 52360 1477845 SH Sole 1477845 AMERICAN FINL GROUP INC OHIO COM 025932104 1796 60890 SH Sole 60890 AMERICAN GREETINGS CORP CL A 026375105 607 39724 SH Sole 39724 AMERICAN INTL GROUP INC COMMON 026874107 22381 6720900 SH Sole 6720900 AMERICAN TOWER CORP CL A 029912201 9180 255225 SH Sole 255225 AMERICREDIT CORP COMMON 03060R101 957 94500 SH Sole 94500 AMERISOURCEBERGEN CORP COMMON 03073E105 3865 102649 SH Sole 102649 AMERIPRISE FINL INC COMMON 03076C106 5368 140533 SH Sole 140533 AMETEK INC NEW COMMON 031100100 26733 655710 SH Sole 655710 AMGEN INC COMMON 031162100 199294 3362481 SH Sole 3362481 AMPHENOL CORP NEW CL A 032095101 4576 114000 SH Sole 114000 ANADARKO PETE CORP COMMON 032511107 14727 303582 SH Sole 303582 ANALOG DEVICES INC COMMON 032654105 4959 188202 SH Sole 188202 ANHEUSER BUSCH COS INC COMMON 035229103 30228 465907 SH Sole 465907 ANNTAYLOR STORES CORP COMMON 036115103 958 46400 SH Sole 46400 ANSYS INC COMMON 03662Q105 2738 72300 SH Sole 72300 AON CORP COMMON 037389103 8091 179951 SH Sole 179951 APACHE CORP COMMON 037411105 154038 1477161 SH Sole 1477161 APARTMENT INVT + MGMT CO CL A 03748R101 2089 59642 SH Sole 59642 APOLLO GROUP INC CL A 037604105 4080 68806 SH Sole 68806 APOLLO INVT CORP COMMON 03761U106 1971 115600 SH Sole 115600 APPLE INC COMMON 037833100 202115 1778245 SH Sole 1778245 APRIA HEALTHCARE GROUP INC COMMON 037933108 650 35650 SH Sole 35650 APPLIED BIOSYSTEMS INC COMMON 038149100 3761 109809 SH Sole 109809 APPLIED MATERIALS INC COMMON 038222105 13153 869312 SH Sole 869312 APTARGROUP INC COMMON 038336103 2159 55200 SH Sole 55200 AQUA AMER INC COMMON 03836W103 1949 109633 SH Sole 109633 ARCH COAL INC COMMON 039380100 3858 117300 SH Sole 117300 ARCHER DANIELS MIDLAND CO COMMON 039483102 9144 417354 SH Sole 417354 ARROW ELECTRS INC COMMON 042735100 2550 97262 SH Sole 97262 ARVINMERITOR INC COMMON 043353101 782 59967 SH Sole 59967 ASHLAND INC NEW COMMON 044209104 1074 36724 SH Sole 36724 ASSOCIATED BANC CORP COMMON 045487105 2069 103689 SH Sole 103689 ASSURANT INC COMMON 04621X108 4228 76872 SH Sole 76872 ASTORIA FINL CORP COMMON 046265104 1357 65450 SH Sole 65450 ATMEL CORP COMMON 049513104 1229 362630 SH Sole 362630 AUTODESK INCORPORATED COMMON 052769106 4891 145769 SH Sole 145769 AUTOMATIC DATA PROCESSING INC COM 053015103 14096 329727 SH Sole 329727 AUTONATION INC DEL COMMON 05329W102 784 69776 SH Sole 69776 AUTOZONE INC COMMON 053332102 3337 27054 SH Sole 27054 AUXILIUM PHARMACEUTICALS INC COM 05334D107 327 10100 SH Sole 10100 AVALONBAY CMNTYS INC COM 053484101 4919 49976 SH Sole 49976 AVERY DENNISON CORP COMMON 053611109 72147 1622007 SH Sole 1622007 AVIS BUDGET GROUP INC COMMON 053774105 473 82355 SH Sole 82355 AVNET INC COMMON 053807103 3011 122240 SH Sole 122240 AVOCENT CORP COMMON 053893103 746 36450 SH Sole 36450 AVON PRODS INC COMMON 054303102 51372 1235784 SH Sole 1235784 BB+T CORP COMMON 054937107 13458 356041 SH Sole 356041 BJ SVCS CO COMMON 055482103 3646 190572 SH Sole 190572 BJS WHSL CLUB INC COMMON 05548J106 1873 48200 SH Sole 48200 BRE PPTYS INC CL A 05564E106 2034 41500 SH Sole 41500 BMC SOFTWARE INC COMMON 055921100 3525 123133 SH Sole 123133 BAKER HUGHES INC COMMON 057224107 12091 199720 SH Sole 199720 BALL CORP COMMON 058498106 2476 62695 SH Sole 62695 BANCORPSOUTH INC COMMON 059692103 1654 58800 SH Sole 58800 BANK OF AMERICA CORP COM 060505104 158167 4519045 SH Sole 4519045 BANK HAWAII CORP COMMON 062540109 2073 38790 SH Sole 38790 BANK NEW YORK MELLON CORP COM 064058100 47488 1457584 SH Sole 1457584 BARD C R INC COMMON 067383109 6105 64347 SH Sole 64347 BARE ESCENTUALS INC COMMON 067511105 2718 250000 SH Sole 250000 BARNES + NOBLE INC COMMON 067774109 780 29900 SH Sole 29900 BARR PHARMACEUTICALS INC COMMON 068306109 4607 70548 SH Sole 70548 BARRETT BILL CORP COMMON 06846N104 963 30000 SH Sole 30000 BAXTER INTL INC COMMON 071813109 72242 1100751 SH Sole 1100751 BE AEROSPACE INC COMMON 073302101 1276 80600 SH Sole 80600 BECKMAN COULTER INC COMMON 075811109 3586 50510 SH Sole 50510 BECTON DICKINSON + CO COMMON 075887109 12669 157850 SH Sole 157850 BED BATH + BEYOND INC COMMON 075896100 61974 1973053 SH Sole 1973053 BELO CORP COM SER A 080555105 426 71470 SH Sole 71470 BEMIS CO INC COMMON 081437105 1690 64487 SH Sole 64487 BERKLEY W R CORP COMMON 084423102 2681 113855 SH Sole 113855 BERKSHIRE HATHAWAY INC DEL CL B 084670207 25271 5750 SH Sole 5750 BEST BUY CO INC COMMON 086516101 8208 218869 SH Sole 218869 BIG LOTS INC COMMON 089302103 1478 53096 SH Sole 53096 BIOGEN IDEC INC COMMON 09062X103 9460 188111 SH Sole 188111 BLACK + DECKER CORPORATION COMMON 091797100 2360 38852 SH Sole 38852 BLACK HILLS CORP COMMON 092113109 971 31245 SH Sole 31245 BLOCK H + R INC COMMON 093671105 4834 212492 SH Sole 212492 BLYTH INC COMMON 09643P108 223 19700 SH Sole 19700 BOB EVANS FARMS INC COMMON 096761101 687 25176 SH Sole 25176 BOEING CO COMMON 097023105 73398 1279828 SH Sole 1279828 BORDERS GROUP INC COMMON 099709107 323 49200 SH Sole 49200 BORG WARNER INC COMMON 099724106 3097 94500 SH Sole 94500 BOSTON PROPERTIES INC COM 101121101 7268 77601 SH Sole 77601 BOSTON SCIENTIFIC CORP COMMON 101137107 66592 5427239 SH Sole 5427239 BOYD GAMING CORP COMMON 103304101 434 46400 SH Sole 46400 BRINKER INTL INC COMMON 109641100 1474 82377 SH Sole 82377 BRINKS CO COMMON 109696104 2091 34260 SH Sole 34260 BRISTOL MYERS SQUIBB CO COMMON 110122108 55693 2671135 SH Sole 2671135 BROADCOM CORP CL A 111320107 5326 285909 SH Sole 285909 BROADRIDGE FINL SOLUTIONS INC COM 11133T103 1756 114122 SH Sole 114122 BROWN + BROWN INC COMMON 115236101 2028 93800 SH Sole 93800 BROWN FORMAN CORP CL B 115637209 3650 50835 SH Sole 50835 BURLINGTON NORTHN SANTA FE COM 12189T104 16912 182975 SH Sole 182975 CBS CORP CL B 124857202 19073 1308150 SH Sole 1308150 CB RICHARD ELLIS GROUP INC CL A 12497T101 1490 111442 SH Sole 111442 CF INDS HLDGS INC COMMON 125269100 3350 36628 SH Sole 36628 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 41217 808813 SH Sole 808813 CIGNA CORP COMMON 125509109 6053 178142 SH Sole 178142 CIT GROUP INC COMMON 125581108 12596 1809827 SH Sole 1809827 CME GROUP INC COMMON 12572Q105 56273 151472 SH Sole 151472 CMS ENERGY CORP COMMON 125896100 1819 145868 SH Sole 145868 CSX CORP COMMON 126408103 14416 264183 SH Sole 264183 CVS CAREMARK CORP COMMON 126650100 76578 2275056 SH Sole 2275056 CA INC COMMON 12673P105 5094 255192 SH Sole 255192 CABOT CORP COMMON 127055101 1661 52280 SH Sole 52280 CABOT OIL + GAS CORP COMMON 127097103 2422 67011 SH Sole 67011 CADENCE DESIGN SYS INC COMMON 127387108 1430 211510 SH Sole 211510 CALLAWAY GOLF CO COMMON 131193104 742 52710 SH Sole 52710 CAMDEN PPTY TR SH BEN INT 133131102 1981 43200 SH Sole 43200 CAMERON INTL CORP COMMON 13342B105 5435 141025 SH Sole 141025 CAMPBELL SOUP CO COMMON 134429109 5296 137202 SH Sole 137202 CAPITAL ONE FINL CORP COMMON 14040H105 81668 1601342 SH Sole 1601342 CARDINAL HEALTH INC COMMON 14149Y108 92921 1885577 SH Sole 1885577 CAREER EDUCATION CORP COMMON 141665109 976 59700 SH Sole 59700 CARLISLE COS INC COMMON 142339100 1487 49620 SH Sole 49620 CARMAX INC COMMON 143130102 2507 179086 SH Sole 179086 CARNIVAL CORP PAIRED CTF 143658300 42354 1198142 SH Sole 1198142 CARPENTER TECHNOLOGY CORP COMMON 144285103 926 36100 SH Sole 36100 CATERPILLAR INC COMMON 149123101 23512 394504 SH Sole 394504 CATHAY GENERAL BANCORP COMMON 149150104 957 40200 SH Sole 40200 CELGENE CORP COMMON 151020104 65061 1028140 SH Sole 1028140 CEMEX SAB DE CV SPON ADR NEW 151290889 38711 2248000 SH Sole 2248000 CENTERPOINT ENERGY INC COMMON 15189T107 42565 2921381 SH Sole 2921381 CENTEX CORP COMMON 152312104 1295 79961 SH Sole 79961 CENTURYTEL INC COMMON 156700106 2430 66315 SH Sole 66315 CEPHALON INC COMMON 156708109 4285 55300 SH Sole 55300 CERNER CORP COMMON 156782104 2464 55200 SH Sole 55200 CHARLES RIV LABORATORIES INTL COMMON 159864107 3060 55100 SH Sole 55100 CHARMING SHOPPES INC COMMON 161133103 452 92400 SH Sole 92400 CHEESECAKE FACTORY COMMON 163072101 769 52599 SH Sole 52599 CHEMTURA CORP COMMON 163893100 898 197026 SH Sole 197026 CHESAPEAKE ENERGY CORP COMMON 165167107 12111 337742 SH Sole 337742 CHEVRON CORP COMMON 166764100 339863 4120550 SH Sole 4120550 CHICOS FAS INC COMMON 168615102 785 143500 SH Sole 143500 CHIPOTLE MEXICAN GRILL INC CL A 169656105 1487 26800 SH Sole 26800 CHUBB CORP COMMON 171232101 12827 233642 SH Sole 233642 CHURCH & DWIGHT INC COMMON 171340102 3365 54195 SH Sole 54195 CIENA CORP COM NEW 171779309 589 58450 SH Sole 58450 CIMAREX ENERGY CO COMMON 171798101 3301 67500 SH Sole 67500 CINCINNATI BELL INC NEW COMMON 171871106 591 191400 SH Sole 191400 CINCINNATI FINL CORP COMMON 172062101 2992 105203 SH Sole 105203 CISCO SYS INC COMMON 17275R102 343842 15241209 SH Sole 15241209 CINTAS CORP COMMON 172908105 2456 85558 SH Sole 85558 CITIGROUP INC COMMON 172967101 199267 9715594 SH Sole 9715594 CITRIX SYS INC COMMON 177376100 2985 118169 SH Sole 118169 CITY NATL CORP COMMON 178566105 1773 32659 SH Sole 32659 CLOROX CO COMMON 189054109 5609 89477 SH Sole 89477 COACH INC COMMON 189754104 80404 3211009 SH Sole 3211009 COCA COLA CO COMMON 191216100 109431 2069416 SH Sole 2069416 COCA COLA ENTERPRISES INC COMMON 191219104 3445 205403 SH Sole 205403 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 74119 3246543 SH Sole 3246543 COLDWATER CREEK INC COMMON 193068103 222 38400 SH Sole 38400 COLGATE PALMOLIVE CO COMMON 194162103 24695 327740 SH Sole 327740 COLLECTIVE BRANDS INC COMMON 19421W100 949 51849 SH Sole 51849 COLONIAL BANCGROUPINC COMMON 195493309 1291 164300 SH Sole 164300 COMCAST CORP NEW CL A 20030N101 37115 1890736 SH Sole 1890736 COMERICA INC COMMON 200340107 3196 97481 SH Sole 97481 COMMERCE BANCSHARES INC COMMON 200525103 2362 50900 SH Sole 50900 COMMERCIAL METALS CO COMMON 201723103 1572 93100 SH Sole 93100 COMMSCOPE INC COMMON 203372107 1976 57038 SH Sole 57038 COMMUNITY HEALTH SYS INC COM 203668108 2283 77900 SH Sole 77900 COMPUTER SCIENCES CORP COMMON 205363104 3938 97996 SH Sole 97996 COMPUWARE CORP COMMON 205638109 1600 165105 SH Sole 165105 CONAGRA FOODS INC COMMON 205887102 5712 293518 SH Sole 293518 CON WAY INC COMMON 205944101 1639 37150 SH Sole 37150 CONOCOPHILLIPS COMMON 20825C104 177041 2416946 SH Sole 2416946 CONSOL ENERGY INC COMMON 20854P109 5445 118645 SH Sole 118645 CONSOLIDATED EDISON INC COMMON 209115104 7606 177056 SH Sole 177056 CONSTELLATION BRANDS INC CL A 21036P108 2694 125519 SH Sole 125519 CONSTELLATION ENERGY GROUP INC COM 210371100 2806 115480 SH Sole 115480 CONVERGYS CORP COMMON 212485106 18074 1222876 SH Sole 1222876 COPART INC COMMON 217204106 2022 53200 SH Sole 53200 CORINTHIAN COLLEGES INC COMMON 218868107 1041 69400 SH Sole 69400 CORN PRODUCTS INTL INC COMMON 219023108 1953 60500 SH Sole 60500 CORNING INC COMMON 219350105 154485 9877551 SH Sole 9877551 CORPORATE EXECUTIVE BRD CO COMMON 21988R102 866 27700 SH Sole 27700 CORRECTIONS CORP AMER NEW COM 22025Y407 2532 101900 SH Sole 101900 COSTCO WHSL CORP NEW COMMON 22160K105 18294 281750 SH Sole 281750 COUSINS PPTYS INC COM 222795106 896 35500 SH Sole 35500 COVANCE INC COMMON 222816100 4531 51250 SH Sole 51250 COVENTRY HEALTH CARE INC COMMON 222862104 3124 95975 SH Sole 95975 CRANE CO COMMON 224399105 1169 39332 SH Sole 39332 CREE INC COMMON 225447101 1631 71600 SH Sole 71600 CULLEN FROST BANKERS INC COMMON 229899109 2880 48000 SH Sole 48000 CUMMINS INC COMMON 231021106 5743 131364 SH Sole 131364 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 643 123250 SH Sole 123250 CYTEC INDS INC COMMON 232820100 1504 38650 SH Sole 38650 DPL INC COMMON 233293109 2289 92293 SH Sole 92293 DRS TECHNOLOGIES INC COMMON 23330X100 2586 33700 SH Sole 33700 D R HORTON INC COMMON 23331A109 8182 628415 SH Sole 628415 DST SYS INC DEL COMMON 233326107 1948 34800 SH Sole 34800 DTE ENERGY CO COMMON 233331107 4241 105712 SH Sole 105712 DANAHER CORP COMMON 235851102 54614 786940 SH Sole 786940 DARDEN RESTAURANTS INC COMMON 237194105 21502 751029 SH Sole 751029 DAVITA INC COMMON 23918K108 32361 567640 SH Sole 567640 DEAN FOODS CO NEW COMMON 242370104 2305 98678 SH Sole 98678 DEERE + CO COMMON 244199105 13697 276714 SH Sole 276714 DELL INC COMMON 24702R101 204959 12436831 SH Sole 12436831 DENBURY RES INC COM NEW 247916208 3821 200700 SH Sole 200700 DELUXE CORP COMMON 248019101 602 41862 SH Sole 41862 DENTSPLY INTL INC NEW COMMON 249030107 4534 120790 SH Sole 120790 DEVELOPERS DIVERSIFIED RLTY COM 251591103 2469 77901 SH Sole 77901 DEVON ENERGY CORPORATION NEW COMMON 25179M103 80369 881239 SH Sole 881239 DEVRY INC DEL COMMON 251893103 2475 49950 SH Sole 49950 DICKS SPORTING GOODS INC COMMON 253393102 1351 69000 SH Sole 69000 DIEBOLD INC COMMON 253651103 1769 53430 SH Sole 53430 DIGITAL RIV INC COMMON 25388B104 975 30100 SH Sole 30100 DILLARDS INC CL A 254067101 437 37031 SH Sole 37031 DIRECTV GROUP INC COMMON 25459L106 9787 373970 SH Sole 373970 DISNEY WALT CO COM DISNEY 254687106 37313 1215791 SH Sole 1215791 DISCOVER FINL SVCS COMMON 254709108 4292 310583 SH Sole 310583 DOLLAR TREE INC COMMON 256746108 2671 73460 SH Sole 73460 DOMINION RES INC VA NEW COMMON 25746U109 16074 375728 SH Sole 375728 DONALDSON CO INC COMMON 257651109 2676 63860 SH Sole 63860 DONNELLEY R R + SONS CO COMMON 257867101 3337 136023 SH Sole 136023 DOVER CORP COMMON 260003108 4935 121701 SH Sole 121701 DOW CHEM CO COMMON 260543103 83258 2619831 SH Sole 2619831 DREAMWORKS ANIMATION SKG CL A 26153C103 2057 65400 SH Sole 65400 DU PONT E I DE NEMOURS + CO COM 263534109 23557 584529 SH Sole 584529 DUKE RLTY CORP COM NEW 264411505 2935 119400 SH Sole 119400 DUKE ENERGY HLDG CORP COMMON 26441C105 23696 1359502 SH Sole 1359502 DUN + BRADSTREET CORP DEL NEW COM 26483E100 4189 44397 SH Sole 44397 DYCOM INDS INC COMMON 267475101 416 31950 SH Sole 31950 DYNEGY INC DEL CL A 26817G102 1173 327559 SH Sole 327559 EMC CORP COMMON 268648102 16045 1341549 SH Sole 1341549 ENSCO INTL INC COMMON 26874Q100 5354 92908 SH Sole 92908 EOG RESOURCES INC COMMON 26875P101 77044 861214 SH Sole 861214 E TRADE FINL CORP COMMON 269246104 975 348063 SH Sole 348063 EASTMAN CHEM CO COMMON 277432100 2724 49477 SH Sole 49477 EASTMAN KODAK CO COMMON 277461109 2871 186682 SH Sole 186682 EATON CORP COMMON 278058102 6049 107673 SH Sole 107673 EATON VANCE CORP COM NON VTG 278265103 3322 94300 SH Sole 94300 EBAY INC COMMON 278642103 134157 5994525 SH Sole 5994525 ECOLAB INC COMMON 278865100 5522 113808 SH Sole 113808 EDISON INTL COMMON 281020107 8422 211084 SH Sole 211084 EDWARDS LIFESCIENCES CORP COMMON 28176E108 2642 45741 SH Sole 45741 EL PASO CORP COMMON 28336L109 5797 454307 SH Sole 454307 ELECTRONIC ARTS INC COMMON 285512109 7641 206578 SH Sole 206578 EMBARQ CORP COMMON 29078E105 3743 92317 SH Sole 92317 EMERSON ELEC CO COMMON 291011104 20510 502816 SH Sole 502816 ENCORE AQUISITION CO COMMON 29255W100 1809 43300 SH Sole 43300 ENDO PHARMACEUTICALS HLDGS COM 29264F205 1956 97800 SH Sole 97800 ENERGEN CORP COMMON 29265N108 2640 58300 SH Sole 58300 ENERGIZER HLDGS INC COMMON 29266R108 3806 47244 SH Sole 47244 ENTERCOM COMMUNICATIONS CORP CL A 293639100 111 22150 SH Sole 22150 ENTERGY CORP NEW COMMON 29364G103 11046 124100 SH Sole 124100 EQUIFAX INC COMMON 294429105 19536 567081 SH Sole 567081 EQUITABLE RES INC COMMON 294549100 3903 106400 SH Sole 106400 EQUITY ONE INC COM 294752100 531 25900 SH Sole 25900 EQUITY RESIDENTIAL SH BEN INT 29476L107 7798 175595 SH Sole 175595 ESSEX PROPERTY TRUST INC COM 297178105 2461 20800 SH Sole 20800 EXELON CORP COMMON 30161N101 55854 891950 SH Sole 891950 EXPEDIA INC DEL COMMON 30212P105 2047 135480 SH Sole 135480 EXPEDITORS INTL WA INC COMMON 302130109 4809 138038 SH Sole 138038 EXPRESS SCRIPTS INC COMMON 302182100 11796 159789 SH Sole 159789 EXTERRAN HLDGS INC COMMON 30225X103 1707 53412 SH Sole 53412 EXXON MOBIL CORP COMMON 30231G102 619596 7978315 SH Sole 7978315 FLIR SYS INC COMMON 302445101 4345 113100 SH Sole 113100 FMC CORP COM NEW 302491303 3123 60776 SH Sole 60776 FMC TECHNOLOGIES INC COMMON 30249U101 4820 103538 SH Sole 103538 FPL GROUP INC COMMON 302571104 13313 264668 SH Sole 264668 FACTSET RESH SYS INC COMMON 303075105 1891 36200 SH Sole 36200 FAIR ISAAC CORPORATION COMMON 303250104 908 39400 SH Sole 39400 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 903 101600 SH Sole 101600 FAMILY DLR STORES INC COMMON 307000109 2143 90440 SH Sole 90440 FASTENAL CO COMMON 311900104 4136 83746 SH Sole 83746 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 4100 47900 SH Sole 47900 FEDERAL SIGNAL CORP COMMON 313855108 528 38563 SH Sole 38563 FEDERATED INVS INC PA CL B 314211103 1643 56950 SH Sole 56950 FEDEX CORP COMMON 31428X106 15937 201636 SH Sole 201636 FERRO CORP COMMON 315405100 714 35500 SH Sole 35500 F5 NETWORKS INC COMMON 315616102 1529 65400 SH Sole 65400 FIDELITY NATL INFORMATION SVC COM 31620M106 2268 122866 SH Sole 122866 FIDELITY NATL FINL INC CL A 31620R105 2526 171869 SH Sole 171869 FIFTH THIRD BANCORP COMMON 316773100 9040 759667 SH Sole 759667 FIRST AMERICAN CORP CALIF COMMON 318522307 2221 75300 SH Sole 75300 FIRST HORIZON NATL CORP COMMON 320517105 1224 130733 SH Sole 130733 FIRST NIAGARA FINL GROUP INC COMMON 33582V108 1499 95200 SH Sole 95200 FISERV INC COMMON 337738108 5032 106331 SH Sole 106331 FIRSTMERIT CORP COMMON 337915102 1380 65700 SH Sole 65700 FIRSTENERGY CORP COMMON 337932107 13234 197556 SH Sole 197556 FLUOR CORP NEW COMMON 343412102 6460 115982 SH Sole 115982 FLOWSERVE CORP COMMON 34354P105 4142 46655 SH Sole 46655 FOOT LOCKER INC COMMON 344849104 2036 126000 SH Sole 126000 FORD MTR CO DEL COM PAR $0.01 345370860 14723 2831312 SH Sole 2831312 FOREST LABS INC COMMON 345838106 5586 197508 SH Sole 197508 FOREST OIL CORP COM PAR $0.01 346091705 3621 73000 SH Sole 73000 FORTUNE BRANDS INC COMMON 349631101 5572 97139 SH Sole 97139 FOUNDRY NETWORKS INC COMMON 35063R100 2180 119700 SH Sole 119700 FRANKLIN RES INC COMMON 354613101 51686 586479 SH Sole 586479 FREEPORT MCMORAN COPPER + GOLD COM 35671D857 39220 689893 SH Sole 689893 FRONTIER COMMUNICATIONS CORP COM 35906A108 2353 204652 SH Sole 204652 FRONTIER OIL CORP COMMON 35914P105 1555 84400 SH Sole 84400 FURNITURE BRANDS INTL INC COMMON 360921100 355 33750 SH Sole 33750 GATX CORPORATION COMMON 361448103 1567 39590 SH Sole 39590 GALLAGHER ARTHUR J + CO COMMON 363576109 1945 75800 SH Sole 75800 GAMESTOP CORP NEW CL A 36467W109 32872 960897 SH Sole 960897 GANNETT INC COMMON 364730101 17295 1022756 SH Sole 1022756 GAP INC COMMON 364760108 5408 304144 SH Sole 304144 GARTNER INC COMMON 366651107 1091 48100 SH Sole 48100 GEN PROBE INC NEW COMMON 36866T103 26955 508100 SH Sole 508100 GENERAL DYNAMICS CORP COMMON 369550108 18950 257403 SH Sole 257403 GENERAL ELEC CO COMMON 369604103 416061 16316113 SH Sole 16316113 GENERAL GROWTH PPTYS INC COM 370021107 2225 147370 SH Sole 147370 GENERAL MLS INC COMMON 370334104 14971 217853 SH Sole 217853 GENERAL MTRS CORP COMMON 370442105 7057 746760 SH Sole 746760 GENTEX CORP COMMON 371901109 1650 115400 SH Sole 115400 GENUINE PARTS CO COMMON 372460105 4215 104829 SH Sole 104829 GENWORTH FINL INC COM CL A 37247D106 19636 2280592 SH Sole 2280592 GENZYME CORP COMMON 372917104 52713 651666 SH Sole 651666 GILEAD SCIENCES INC COMMON 375558103 64714 1419783 SH Sole 1419783 GLOBAL PMTS INC COMMON 37940X102 2907 64800 SH Sole 64800 GOLDMAN SACHS GROUP INC COMMON 38141G104 45571 356021 SH Sole 356021 GOODRICH CORP COMMON 382388106 3373 81071 SH Sole 81071 GOODYEAR TIRE AND RUBBER COMMON 382550101 2392 156220 SH Sole 156220 GOOGLE INC CL A 38259P508 278671 695773 SH Sole 695773 GRACO INC COMMON 384109104 1738 48800 SH Sole 48800 GRAINGER W W INC COMMON 384802104 3655 42030 SH Sole 42030 GRANITE CONSTR INC COMMON 387328107 958 26745 SH Sole 26745 GREAT PLAINS ENERGY INC COMMON 391164100 2144 96510 SH Sole 96510 GREIF INC CL A 397624107 1818 27700 SH Sole 27700 GUESS INC COMMON 401617105 1701 48900 SH Sole 48900 HCC INS HLDGS INC COMMON 404132102 2516 93200 SH Sole 93200 HCP INC COM 40414L109 6544 163076 SH Sole 163076 HNI CORP COMMON 404251100 911 35970 SH Sole 35970 HALLIBURTON CO COMMON 406216101 86008 2655384 SH Sole 2655384 HANESBRANDS INC COMMON 410345102 1657 76181 SH Sole 76181 HANOVER INS GROUP INC COMMON 410867105 1887 41450 SH Sole 41450 HANSEN NAT CORP COMMON 411310105 1815 60000 SH Sole 60000 HARLEY DAVIDSON INC COMMON 412822108 28654 768203 SH Sole 768203 HARMAN INTL INDS INC NEW COMMON 413086109 1293 37957 SH Sole 37957 HARRIS CORP DEL COMMON 413875105 4016 86933 SH Sole 86933 HARSCO CORP COMMON 415864107 2548 68520 SH Sole 68520 HARTE HANKS INC COMMON 416196103 319 30800 SH Sole 30800 HARTFORD FINANCIAL SVCS GRP COM 416515104 49583 1209628 SH Sole 1209628 HASBRO INC COMMON 418056107 2824 81350 SH Sole 81350 HAWAIIAN ELEC INDS INC COMMON 419870100 2004 68840 SH Sole 68840 HEALTH MGMT ASSOC CL A 421933102 826 198600 SH Sole 198600 HEALTH CARE REIT INC COM 42217K106 4407 82800 SH Sole 82800 HEALTH NET INC COMMON 42222G108 2060 87268 SH Sole 87268 HEINZ H J CO COMMON 423074103 10113 202378 SH Sole 202378 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 1814 74700 SH Sole 74700 HELLENIC TELECOMMUNICATIONS SPONSORED ADR 423325307 33 3650 SH Sole 3650 HELMERICH AND PAYNE INC COMMON 423452101 3692 85480 SH Sole 85480 HENRY JACK + ASSOC INC COMMON 426281101 1422 69950 SH Sole 69950 HERCULES INC COMMON 427056106 1444 72955 SH Sole 72955 HERSHEY CO / THE COMMON 427866108 4246 107375 SH Sole 107375 HESS CORP COMMON 42809H107 15055 183422 SH Sole 183422 HEWLETT PACKARD CO COMMON 428236103 117766 2546847 SH Sole 2546847 HIGHWOODS PPTYS INC COM 431284108 1824 51300 SH Sole 51300 HILL ROM HLDGS COMMON 431475102 1538 50750 SH Sole 50750 HOLOGIC INC COMMON 436440101 4026 208280 SH Sole 208280 HOME DEPOT INC COMMON 437076102 89205 3445527 SH Sole 3445527 HONDA MOTOR LTD AMERN SHS 438128308 112193 3726100 SH Sole 3726100 HONEYWELL INTL INC COMMON 438516106 20041 482327 SH Sole 482327 HORACE MANN EDUCATORS CORP NEW COM 440327104 409 31750 SH Sole 31750 HORMEL FOODS CORP COMMON 440452100 2068 56990 SH Sole 56990 HOSPIRA INC COMMON 441060100 3945 103279 SH Sole 103279 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1568 76400 SH Sole 76400 HOST HOTELS + RESORTS INC COM 44107P104 4472 336513 SH Sole 336513 HOVNANIAN ENTERPRISES INC CL A 442487203 329 41200 SH Sole 41200 HUBBELL INC CL B 443510201 1602 45714 SH Sole 45714 HUDSON CITY BANCORP INC COMMON 443683107 6212 336713 SH Sole 336713 HUMANA INC COMMON 444859102 4507 109395 SH Sole 109395 HUNT J B TRANS SVCS INC COMMON 445658107 2214 66360 SH Sole 66360 HUNTINGTON BANCSHARES INC COMMON 446150104 1895 237206 SH Sole 237206 IMS HEALTH INC COMMON 449934108 2228 117823 SH Sole 117823 ITT EDUCATIONAL SERVICES INC COM 45068B109 2071 25600 SH Sole 25600 ITT CORP NEW COMMON 450911102 23233 417788 SH Sole 417788 IDACORP INC COMMON 451107106 1070 36780 SH Sole 36780 IDEX CORP COMMON 45167R104 2081 67100 SH Sole 67100 IDEXX LABS INC COMMON 45168D104 2647 48300 SH Sole 48300 ILLINOIS TOOL WKS INC COMMON 452308109 24353 547863 SH Sole 547863 IMATION CORP COMMON 45245A107 554 24520 SH Sole 24520 INGRAM MICRO INC CL A 457153104 2166 134800 SH Sole 134800 INTEGRATED DEVICE TECHNOLOGY COM 458118106 1075 138120 SH Sole 138120 INTEL CORP COMMON 458140100 93513 4992678 SH Sole 4992678 INTEGRYS ENERGY GROUP INC COMMON 45822P105 28244 565550 SH Sole 565550 INTERCONTINENTALEXCHANGE INC COM 45865V100 35406 438847 SH Sole 438847 INTERNATIONAL BUSINESS MACHS COM 459200101 102687 877967 SH Sole 877967 INTERNATIONAL FLAVRS + FRAGRNC COM 459506101 2008 50882 SH Sole 50882 INTERNATIONAL GAME TECHNOLOGY COM 459902102 63189 3678033 SH Sole 3678033 INTERNATIONAL PAPER CO COMMON 460146103 7252 277004 SH Sole 277004 INTERNATIONAL RECTIFIER CORP COM 460254105 1125 59150 SH Sole 59150 INTERNATIONAL SPEEDWAY CORP CL A 460335201 893 22950 SH Sole 22950 INTERPUBLIC GROUP COS INC COMMON 460690100 2392 308676 SH Sole 308676 INTERSIL CORP CL A 46069S109 1666 100500 SH Sole 100500 INTUIT COMMON 461202103 6575 207992 SH Sole 207992 INTUITIVE SURGICAL INC COM NEW 46120E602 6082 25238 SH Sole 25238 INVITROGEN CORP COMMON 46185R100 2835 75000 SH Sole 75000 ISHARES TR S&P MIDCAP 400 464287507 40571 560680 SH Sole 560680 J CREW GROUP INC COMMON 46612H402 1203 42100 SH Sole 42100 JDS UNIPHASE CORP COM PAR $0.001 46612J507 41190 4868821 SH Sole 4868821 JPMORGAN CHASE + CO COMMON 46625H100 202836 4343385 SH Sole 4343385 JABIL CIRCUIT INC COMMON 466313103 1298 136007 SH Sole 136007 JACOBS ENGR GROUP INC COMMON 469814107 4308 79330 SH Sole 79330 JANUS CAP GROUP INC COMMON 47102X105 2514 103550 SH Sole 103550 JEFFRIES GROUP INC NEW COMMON 472319102 2186 97600 SH Sole 97600 JETBLUE AIRWAYS CORP COMMON 477143101 736 148623 SH Sole 148623 JOHNSON & JOHNSON COMMON 478160104 529369 7641002 SH Sole 7641002 JOHNSON CTLS INC COMMON 478366107 42604 1404686 SH Sole 1404686 JONES APPAREL GROUP INC COMMON 480074103 1000 54035 SH Sole 54035 JONES LANG LASALLE INC COMMON 48020Q107 1426 32800 SH Sole 32800 JOY GLOBAL INC COMMON 481165108 3954 87600 SH Sole 87600 JUNIPER NETWORKS INC COMMON 48203R104 46576 2210519 SH Sole 2210519 KBR INC COMMON 48242W106 2108 138042 SH Sole 138042 KLA TENCOR CORP COMMON 482480100 3552 112212 SH Sole 112212 KANSAS CITY SOUTHERN COM NEW 485170302 3278 73900 SH Sole 73900 KB HOME COMMON 48666K109 959 48707 SH Sole 48707 KELLOGG CO COMMON 487836108 9102 162247 SH Sole 162247 KELLY SVCS INC CL A 488152208 424 22270 SH Sole 22270 KENNAMETAL INC COMMON 489170100 1688 62260 SH Sole 62260 KEYCORP NEW COMMON 493267108 3827 320480 SH Sole 320480 KIMBERLY CLARK CORP COMMON 494368103 17442 268994 SH Sole 268994 KIMCO RLTY CORP COM 49446R109 5433 147070 SH Sole 147070 KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 494550106 10406 200000 SH Sole 200000 KINDRED HEALTHCARE INC COMMON 494580103 670 24300 SH Sole 24300 KINETIC CONCEPTS INC COM 49460W208 1315 46000 SH Sole 46000 KING PHARMACEUTICALS INC COMMON 495582108 1530 159711 SH Sole 159711 KOHLS CORP COMMON 500255104 9095 197368 SH Sole 197368 KORN / FERRY INTL COM NEW 500643200 690 38700 SH Sole 38700 KRAFT FOODS INC CL A 50075N104 68195 2082300 SH Sole 2082300 KROGER CO COMMON 501044101 11659 424276 SH Sole 424276 LSI CORP COMMON 502161102 2235 417032 SH Sole 417032 L 3 COMMUNICATIONS HLDG CORP COM 502424104 7738 78701 SH Sole 78701 LABORATORY CORP AMER HLDGS COM 50540R409 5008 72056 SH Sole 72056 LAM RESEARCH CORP COMMON 512807108 3209 101900 SH Sole 101900 LAMAR ADVERTISING CO CL A 512815101 1903 61600 SH Sole 61600 LANCASTER COLONY CORP COMMON 513847103 615 16320 SH Sole 16320 LAUDER ESTEE COS INC CL A 518439104 46138 924414 SH Sole 924414 LEAR CORP COMMON 521865105 660 62850 SH Sole 62850 LEGGETT & PLATT INC COMMON 524660107 2268 104088 SH Sole 104088 LEGG MASON INC COMMON 524901105 105116 2761849 SH Sole 2761849 LENDERPROCESSING SVCS INC COMMON 52602E102 2069 67802 SH Sole 67802 LENNAR CORP CL A 526057104 1390 91485 SH Sole 91485 LEUCADIA NATL CORP COMMON 527288104 5209 114629 SH Sole 114629 LEXMARK INTL INC CL A 529771107 58755 1803957 SH Sole 1803957 LIBERTY PROPERTY SH BEN INT 531172104 2854 75800 SH Sole 75800 LIFE TIME FITNESS INC COMMON 53217R207 885 28300 SH Sole 28300 LIFEPOINT HOSPS INC COMMON 53219L109 1392 43300 SH Sole 43300 LILLY ELI & CO COMMON 532457108 57164 1298300 SH Sole 1298300 LIMITED BRANDS INC COMMON 532716107 3203 184906 SH Sole 184906 LINCARE HLDGS INC COMMON 532791100 1796 59700 SH Sole 59700 LINCOLN ELEC HLDGS INC COMMON 533900106 2238 34800 SH Sole 34800 LINCOLN NATL CORP IN COMMON 534187109 7125 166436 SH Sole 166436 LINEAR TECHNOLOGY CORP COMMON 535678106 27396 893530 SH Sole 893530 LIZ CLAIBORNE INC COMMON 539320101 1008 61364 SH Sole 61364 LOCKHEED MARTIN CORP COMMON 539830109 130109 1186371 SH Sole 1186371 LOEWS CORP COMMON 540424108 34933 884592 SH Sole 884592 LORILLARD INC COMMON 544147101 8015 112650 SH Sole 112650 LOUISIANA PAC CORP COMMON 546347105 687 73899 SH Sole 73899 LOWES COS INC COMMON 548661107 177880 7508643 SH Sole 7508643 LUBRIZOL CORP COMMON 549271104 2374 55030 SH Sole 55030 M & T BK CORP COMMON 55261F104 4460 49976 SH Sole 49976 MBIA INC COMMON 55262C100 1507 126654 SH Sole 126654 M.D.C. HOLDINGS INC COMMON 552676108 1090 29800 SH Sole 29800 MDU RES GROUP INC COMMON 552690109 4317 148862 SH Sole 148862 MEMC ELECTR MATLS INC COMMON 552715104 33752 1194341 SH Sole 1194341 MGIC INVT CORP WIS COMMON 552848103 569 80997 SH Sole 80997 MPS GROUP INC COMMON 553409103 761 75540 SH Sole 75540 MSC INDL DIRECT INC CL A 553530106 1695 36800 SH Sole 36800 MACERICH CO COM 554382101 3864 60700 SH Sole 60700 MACK CA RLTY CORP COM 554489104 1809 53400 SH Sole 53400 MACROVISION SOLUTIONS CORP COMMON 55611C108 1042 67750 SH Sole 67750 MACYS INC COMMON 55616P104 4899 272465 SH Sole 272465 MAGNA INTL INC CL A 559222401 24059 470000 SH Sole 470000 MANITOWOC INC COMMON 563571108 1312 84375 SH Sole 84375 MANPOWER INC WIS COMMON 56418H100 2785 64530 SH Sole 64530 MARATHON OIL CORP COMMON 565849106 81931 2054962 SH Sole 2054962 MARSH & MCLENNAN COS INC COMMON 571748102 10552 332240 SH Sole 332240 MARSHALL & ILSLEY CORP NEW COMMON 571837103 3387 168071 SH Sole 168071 MARRIOTT INTL INC NEW CL A 571903202 4995 191437 SH Sole 191437 MARTIN MARIETTA MATLS INC COMMON 573284106 3763 33600 SH Sole 33600 MARVEL ENTERTAINMENT INC COMMON 57383T103 1362 39900 SH Sole 39900 MASCO CORP COMMON 574599106 4184 233202 SH Sole 233202 MASSEY ENERGY CORP COMMON 576206106 1954 54792 SH Sole 54792 MASTERCARD INC CL A 57636Q104 8315 46889 SH Sole 46889 MATTEL INC COMMON 577081102 4213 233532 SH Sole 233532 MATTHEWS INTL CORP CL A 577128101 1274 25100 SH Sole 25100 MCAFEE INC COMMON 579064106 4175 122950 SH Sole 122950 MCCORMICK & CO INC COM NON VTG 579780206 3212 83546 SH Sole 83546 MCDONALDS CORP COMMON 580135101 44961 728702 SH Sole 728702 MCGRAW HILL COS INC COMMON 580645109 73003 2309502 SH Sole 2309502 MCKESSON CORP COMMON 58155Q103 9618 178737 SH Sole 178737 MEADWESTVACO CORP COMMON 583334107 2579 110620 SH Sole 110620 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 14748 327741 SH Sole 327741 MEDIA GEN INC CL A 584404107 231 18550 SH Sole 18550 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 687 46100 SH Sole 46100 MEDTRONIC INC COMMON 585055106 77734 1551570 SH Sole 1551570 MENTOR GRAPHICS CORP COMMON 587200106 852 75060 SH Sole 75060 MERCK & CO INC COMMON 589331107 150169 4758209 SH Sole 4758209 MERCURY GEN CORP COMMON 589400100 1582 28900 SH Sole 28900 MEREDITH CORP COMMON 589433101 657 23415 SH Sole 23415 MERRILL LYNCH & CO INC COMMON 590188108 117452 4642385 SH Sole 4642385 METAVANTE TECHNOLOGIES INC COMMON 591407101 1404 72893 SH Sole 72893 METLIFE INC COMMON 59156R108 103314 1844897 SH Sole 1844897 METROPCS COMMUNICATIONS INC COM 591708102 1590 113669 SH Sole 113669 MICROSOFT CORP COMMON 594918104 676301 25339126 SH Sole 25339126 MICROCHIP TECHNOLOGY INC COMMON 595017104 3512 119345 SH Sole 119345 MICRON TECHNOLOGY INC COMMON 595112103 1997 493082 SH Sole 493082 MILLER HERMAN INC COMMON 600544100 1109 45330 SH Sole 45330 MILLIPORE CORP COMMON 601073109 2459 35739 SH Sole 35739 MINE SAFETY APPLIANCES CO COMMON 602720104 919 24100 SH Sole 24100 MINERALS TECHNOLOGIES INC COMMON 603158106 911 15340 SH Sole 15340 MODINE MFG CO COMMON 607828100 380 26270 SH Sole 26270 MOHAWK INDS INC COMMON 608190104 3073 45600 SH Sole 45600 MOLEX INC COMMON 608554101 2073 92358 SH Sole 92358 MOLSON COORS BREWING CO CL B 60871R209 4565 97652 SH Sole 97652 MONSANTO CO NEW COMMON 61166W101 84470 853407 SH Sole 853407 MONSTER WORLDWIDE INC COMMON 611742107 12379 830259 SH Sole 830259 MOODYS CORP COMMON 615369105 4348 127889 SH Sole 127889 MORGAN STANLEY COM NEW 617446448 16525 718490 SH Sole 718490 MOTOROLA INC COMMON 620076109 47647 6673289 SH Sole 6673289 MURPHY OIL CORP COMMON 626717102 20743 323401 SH Sole 323401 MYLAN INC COMMON 628530107 22703 1987988 SH Sole 1987988 NBTY INC COMMON 628782104 1302 44100 SH Sole 44100 NCR CORP NEW COMMON 62886E108 2931 132940 SH Sole 132940 NTT DOCOMO INC SPONS ADR 62942M201 326 20500 SH Sole 20500 NVR INC COMMON 62944T105 2500 4370 SH Sole 4370 NYSE EURONEXT COMMON 629491101 6755 172408 SH Sole 172408 NATIONAL FUEL GAS CO N J COMMON 636180101 2791 66180 SH Sole 66180 NATIONAL INSTRS CORP COMMON 636518102 1384 46050 SH Sole 46050 NATIONAL OILWELL VARCO INC COMMON 637071101 55607 1107039 SH Sole 1107039 NATIONAL SEMICONDUCTOR CORP COM 637640103 2173 126274 SH Sole 126274 NATIONWIDE HEALTH PPTYS INC COM 638620104 2832 78700 SH Sole 78700 NAVIGANT CONSULTING CO COMMON 63935N107 750 37700 SH Sole 37700 NETAPP INC COMMON 64110D104 3867 212108 SH Sole 212108 NETFLIX COM INC COMMON 64110L106 1084 35100 SH Sole 35100 NETEZZA CORP COMMON 64111N101 635 59843 SH Sole 59843 NEUSTAR INC CL A 64126X201 1273 64000 SH Sole 64000 NEW YORK CMNTY BANCORP INC COMMON 649445103 4691 279370 SH Sole 279370 NEW YORK TIMES CO CL A 650111107 1077 75400 SH Sole 75400 NEWELL RUBBERMAID INC COMMON 651229106 3098 179484 SH Sole 179484 NEWFIELD EXPL CO COMMON 651290108 3436 107400 SH Sole 107400 NEWMONT MNG CORP COMMON 651639106 11471 295949 SH Sole 295949 NEWS CORP CL A 65248E104 37653 3140406 SH Sole 3140406 NICOR INC COMMON 654086107 1297 29252 SH Sole 29252 NIKE INC CL B 654106103 17005 254179 SH Sole 254179 99 CENTS ONLY STORES COMMON 65440K106 419 38166 SH Sole 38166 NISOURCE INC COMMON 65473P105 2622 177617 SH Sole 177617 NOKIA CORP SPONSORED ADR 654902204 100087 5366600 SH Sole 5366600 NOBLE ENERGY INC COMMON 655044105 6219 111871 SH Sole 111871 NORDSON CORP COMMON 655663102 1359 27680 SH Sole 27680 NORDSTROM INC COMMON 655664100 2978 103315 SH Sole 103315 NORFOLK SOUTHERN CORP COMMON 655844108 16095 243086 SH Sole 243086 NORTEL NETWORKS CORP NEW COM NEW 656568508 19107 8530000 SH Sole 8530000 NORTHEAST UTILS COMMON 664397106 3243 126430 SH Sole 126430 NORTHERN TRUST CORP COMMON 665859104 10337 143176 SH Sole 143176 NORTHROP GRUMMAN CORP COMMON 666807102 13244 218769 SH Sole 218769 NOVARTIS AG SPONSORED ADR 66987V109 78790 1491100 SH Sole 1491100 NOVELL INC COMMON 670006105 1150 223675 SH Sole 223675 NOVELLUS SYS INC COMMON 670008101 1260 64180 SH Sole 64180 NOVO NORDISK A S SPONSORED ADR 670100205 783 15300 SH Sole 15300 NSTAR COMMON 67019E107 2908 86800 SH Sole 86800 NUCOR CORP COMMON 670346105 8101 205101 SH Sole 205101 NVIDIA CORP COMMON 67066G104 3862 360551 SH Sole 360551 OGE ENERGY CORP COMMON 670837103 2318 75060 SH Sole 75060 OCCIDENTAL PETE CORP COMMON 674599105 63713 904370 SH Sole 904370 OFFICE DEPOT INC COMMON 676220106 39833 6844192 SH Sole 6844192 OLD REP INTL CORP COMMON 680223104 2391 187527 SH Sole 187527 OLIN CORP COM PAR $1 680665205 1189 61290 SH Sole 61290 OMNICARE INC COMMON 681904108 2432 84530 SH Sole 84530 OMNICOM GROUP COMMON 681919106 7967 206612 SH Sole 206612 ONEOK INC NEW COMMON 682680103 2920 84884 SH Sole 84884 ORACLE CORP COMMON 68389X105 256971 12652458 SH Sole 12652458 O REILLY AUTOMOTIVE INC COMMON 686091109 2915 108900 SH Sole 108900 OSHKOSH CORP COMMON 688239201 797 60600 SH Sole 60600 OVERSEAS SHIPHOLDING GROUP INC COM 690368105 1279 21930 SH Sole 21930 PDL BIOPHARMA INC COMMON 69329Y104 904 97100 SH Sole 97100 PG&E CORP COMMON 69331C108 77984 2082349 SH Sole 2082349 PMI GROUP INC COMMON 69344M101 166 56380 SH Sole 56380 PNC FINL SVCS GROUP INC COMMON 693475105 16771 224518 SH Sole 224518 PNM RES INC COMMON 69349H107 719 70234 SH Sole 70234 PPG INDS INC COMMON 693506107 44108 756318 SH Sole 756318 PPL CORP COMMON 69351T106 8984 242670 SH Sole 242670 PACCAR INC COMMON 693718108 8991 235441 SH Sole 235441 PACIFIC SUNWEAR OF CALIF COMMON 694873100 359 53400 SH Sole 53400 PACKAGING CORP AMER COMMON 695156109 1952 84200 SH Sole 84200 PACTIV CORP COMMON 695257105 2104 84755 SH Sole 84755 PACWEST BANCORP DEL COMMON 695263103 569 19900 SH Sole 19900 PALL CORP COMMON 696429307 2671 77667 SH Sole 77667 PALM INC NEW COMMON 696643105 527 88300 SH Sole 88300 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 1725 93739 SH Sole 93739 PARKER HANNIFIN CORP COMMON 701094104 5755 108582 SH Sole 108582 PATRIOT COAL CORPORATION COMMON 70336T104 1496 51500 SH Sole 51500 PATTERSON COMPANIES INC COMMON 703395103 1794 59008 SH Sole 59008 PATTERSON UTI ENERGY INC COMMON 703481101 2549 127300 SH Sole 127300 PAYCHEX INC COMMON 704326107 6865 207839 SH Sole 207839 PEABODY ENERGY CORP COMMON 704549104 7930 176224 SH Sole 176224 J C PENNEY INC COMMON 708160106 52806 1583850 SH Sole 1583850 PENTAIR INC COMMON 709631105 2779 80400 SH Sole 80400 PEPCO HLDGS INC COMMON 713291102 2995 130722 SH Sole 130722 PEPSI BOTTLING GROUP INC COMMON 713409100 2580 88462 SH Sole 88462 PEPSIAMERICAS INC COMMON 71343P200 964 46510 SH Sole 46510 PEPSICO INC COMMON 713448108 213331 2993273 SH Sole 2993273 PERKINELMER INC COMMON 714046109 1932 77382 SH Sole 77382 PERRIGO CO COMMON 714290103 2426 63070 SH Sole 63070 PETSMART INC COMMON 716768106 2543 102900 SH Sole 102900 PFIZER INC COMMON 717081103 370862 20111832 SH Sole 20111832 PHARMACEUTICAL PROD DEV INC COM 717124101 4003 96800 SH Sole 96800 PHILADELPHIA CONS HLDG CORP COM 717528103 2759 47100 SH Sole 47100 PHILIP MORRIS INTL ORD SHR COMMON 718172109 90933 1890501 SH Sole 1890501 PHILLIPS VAN HEUSEN CORP COMMON 718592108 1585 41800 SH Sole 41800 PINNACLE WEST CAP CORP COMMON 723484101 2245 65257 SH Sole 65257 PIONEER NAT RES CO COMMON 723787107 4055 77572 SH Sole 77572 PITNEY BOWES INC COMMON 724479100 44391 1334653 SH Sole 1334653 PLAINS EXPL + PRODTN CO COMMON 726505100 3075 87467 SH Sole 87467 PLANTRONICS INC NEW COMMON 727493108 896 39800 SH Sole 39800 PLUM CREEK TIMBER CO INC COM 729251108 5527 110842 SH Sole 110842 POLO RALPH LAUREN CORP CL A 731572103 2456 36857 SH Sole 36857 POLYCOM INC COMMON 73172K104 1599 69150 SH Sole 69150 POTLATCH CORP NEW COM 737630103 1491 32141 SH Sole 32141 PRAXAIR INC COMMON 74005P104 14645 204146 SH Sole 204146 PRECISION CASTPARTS CORP COMMON 740189105 111437 1414540 SH Sole 1414540 PRICE T ROWE GROUP INC COMMON 74144T108 9004 167642 SH Sole 167642 PRICELINE COM INC COM NEW 741503403 2162 31600 SH Sole 31600 PRIDE INTERNATIONAL INC COMMON 74153Q102 4165 140650 SH Sole 140650 PRINCIPAL FINANCIAL GROUP COM 74251V102 7302 167892 SH Sole 167892 PROCTER & GAMBLE CO COMMON 742718109 209860 3011342 SH Sole 3011342 PROGRESS ENERGY INC COMMON 743263105 7321 169752 SH Sole 169752 PROGRESSIVE CORP OHIO COMMON 743315103 62860 3612671 SH Sole 3612671 PROLOGIS SH BEN INT 743410102 7018 170050 SH Sole 170050 PROTECTIVE LIFE CORP COMMON 743674103 1619 56800 SH Sole 56800 PRUDENTIAL FINL INC COMMON 744320102 96961 1346676 SH Sole 1346676 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 1715 45200 SH Sole 45200 PUBLIC SVC ENTERPRISE GROUP COM 744573106 10802 329439 SH Sole 329439 PUBLIC STORAGE COM 74460D109 8038 81188 SH Sole 81188 PUGET ENERGY INC COMMON 745310102 2814 105410 SH Sole 105410 PULTE HOMES INC COMMON 745867101 1933 138390 SH Sole 138390 QLOGIC CORP COMMON 747277101 1304 84921 SH Sole 84921 QUALCOMM INC COMMON 747525103 221661 5158501 SH Sole 5158501 QUANTA SERVICES INC COMMON 74762E102 3850 142550 SH Sole 142550 QUEST DIAGNOSTICS INC COMMON 74834L100 32160 622410 SH Sole 622410 QUESTAR CORP COMMON 748356102 50019 1222371 SH Sole 1222371 QUICKSILVER RESOURCES INC COMMON 74837R104 1806 92000 SH Sole 92000 QWEST COMMUNICATIONS INTL INC COM 749121109 18610 5761644 SH Sole 5761644 RPM INTL INC COMMON 749685103 2047 105818 SH Sole 105818 RF MICRO DEVICES INC COMMON 749941100 621 212700 SH Sole 212700 RADIOSHACK CORP COMMON 750438103 1467 84916 SH Sole 84916 RALCORP HLDGS INC NEW COMMON 751028101 3081 45700 SH Sole 45700 RANGE RES CORP COMMON 75281A109 4308 100481 SH Sole 100481 RAYMOND JAMES FINANCIAL INC COM 754730109 2573 78025 SH Sole 78025 RAYONIER INC COM 754907103 3026 63906 SH Sole 63906 RAYTHEON CO COM NEW 755111507 14456 270146 SH Sole 270146 REALTY INCOME CORP COM 756109104 2109 82400 SH Sole 82400 REGENCY CTRS CORP COM 758849103 3795 56900 SH Sole 56900 REGIS CORP MINNESOTA COMMON 758932107 962 35000 SH Sole 35000 REGIONS FINANCIAL CORP NEW COMMON 7591EP100 4321 450139 SH Sole 450139 RELIANCE STL & ALUM CO COM 759509102 1967 51800 SH Sole 51800 RENT A CTR INC NEW COMMON 76009N100 1208 54200 SH Sole 54200 REPUBLIC SVCS INC COMMON 760759100 3770 125750 SH Sole 125750 RESMED INC COMMON 761152107 2640 61400 SH Sole 61400 REYNOLDS AMERN INC COMMON 761713106 5359 110213 SH Sole 110213 ROBERT HALF INTL INC COMMON 770323103 2501 101047 SH Sole 101047 ROCKWELL AUTOMATION INC COMMON 773903109 3523 94360 SH Sole 94360 ROCKWELL COLLINS INC COMMON 774341101 4967 103292 SH Sole 103292 ROHM & HAAS CO COMMON 775371107 5621 80297 SH Sole 80297 ROLLINS INC COMMON 775711104 637 33584 SH Sole 33584 ROPER INDS COMMON 776696106 39308 690100 SH Sole 690100 ROSS STORES INC COMMON 778296103 3935 106900 SH Sole 106900 ROWAN COS INC COMMON 779382100 2236 73191 SH Sole 73191 ROYAL DUTCH SHELL PLC SPON ADR A 780259206 8102 137300 SH Sole 137300 RUDDICK CORP COMMON 781258108 1033 31820 SH Sole 31820 RYDER SYS INC COMMON 783549108 2269 36594 SH Sole 36594 RYLAND GROUP INC COMMON 783764103 918 34600 SH Sole 34600 SAIC INC COMMON 78390X101 3164 156400 SH Sole 156400 SEI INVESTMENTS CO COMMON 784117103 2420 109000 SH Sole 109000 SLM CORP COMMON 78442P106 3736 302761 SH Sole 302761 SPDR TRUST UNIT SER 1 78462F103 1062932 9164000 SH Sole 9164000 SPX CORP COMMON 784635104 38731 503004 SH Sole 503004 SRA INTL INC CL A 78464R105 783 34600 SH Sole 34600 SVB FINL GROUP COMMON 78486Q101 1529 26400 SH Sole 26400 SAFEWAY INC COM NEW 786514208 6692 282114 SH Sole 282114 ST JUDE MED INC COMMON 790849103 9630 221424 SH Sole 221424 SAKS INC COMMON 79377W108 1067 115332 SH Sole 115332 SALESFORCE COM INC COMMON 79466L302 3264 67440 SH Sole 67440 SANDISK CORP COMMON 80004C101 2849 145741 SH Sole 145741 SARA LEE CORP COMMON 803111103 5780 457672 SH Sole 457672 SCANA CORP NEW COMMON 80589M102 3700 95050 SH Sole 95050 SCHEIN HENRY INC COMMON 806407102 3909 72600 SH Sole 72600 SCHERING PLOUGH CORP COMMON 806605101 118335 6406852 SH Sole 6406852 SCHLUMBERGER LTD COMMON 806857108 95417 1221883 SH Sole 1221883 SCHOLASTIC CORP COMMON 807066105 552 21500 SH Sole 21500 SCHWAB CHARLES CORP COMMON 808513105 15715 604426 SH Sole 604426 SCIENTIFIC GAMES CORP CL A 80874P109 1215 52800 SH Sole 52800 SCOTTS MIRACLE GRO CO CL A 810186106 832 35175 SH Sole 35175 SCRIPPS NETWORKS INTERACTIVE I CL A COM 811065101 2116 58279 SH Sole 58279 SEALED AIR CORP NEW COMMON 81211K100 2252 102394 SH Sole 102394 SEARS HLDGS CORP COMMON 812350106 3446 36858 SH Sole 36858 SELECT SECTOR SPDR TR SBI INT ENERGY 81369Y506 100014 1580000 SH Sole 1580000 SELECT SECTOR SPDR TR SBI INT FINL 81369Y605 66532 3345000 SH Sole 3345000 SEMTECH CORP COMMON 816850101 700 50150 SH Sole 50150 SEMPRA ENERGY COMMON 816851109 8055 159599 SH Sole 159599 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 1105 39270 SH Sole 39270 SEPRACOR INC COMMON 817315104 1621 88510 SH Sole 88510 SERVICE CORP INTL COMMON 817565104 1747 209000 SH Sole 209000 SHAW GROUP INC COMMON 820280105 2083 67800 SH Sole 67800 SHERWIN WILLIAMS CO COMMON 824348106 3655 63941 SH Sole 63941 SIERRA PAC RES NEW COMMON 826428104 1823 190264 SH Sole 190264 SIGMA ALDRICH CORP COMMON 826552101 4281 81664 SH Sole 81664 SILICON LABORATORIES INC COMMON 826919102 1194 38900 SH Sole 38900 SIMON PPTY GROUP INC NEW COM 828806109 14147 145841 SH Sole 145841 SMITH INTL INC COMMON 832110100 8207 139956 SH Sole 139956 SMITHFIELD FOODS INC COMMON 832248108 1509 95000 SH Sole 95000 SMUCKER J M CO COM NEW 832696405 2258 44553 SH Sole 44553 SNAP ON INC COMMON 833034101 1958 37189 SH Sole 37189 SONOCO PRODS CO COMMON 835495102 2401 80911 SH Sole 80911 SOTHEBYS COMMON 835898107 1098 54727 SH Sole 54727 SOUTHERN CO COMMON 842587107 18809 499044 SH Sole 499044 SOUTHWEST AIRLS CO COMMON 844741108 6899 475458 SH Sole 475458 SOUTHWESTERN ENERGY CO COMMON 845467109 6792 222384 SH Sole 222384 SOVEREIGN BANCORP INC COMMON 845905108 1391 352066 SH Sole 352066 SPECTRA ENERGY CORP COMMON 847560109 9481 398361 SH Sole 398361 SPRINT NEXTEL CORP COM SER 1 852061100 23542 3859277 SH Sole 3859277 STANCORP FINL GROUP INC COMMON 852891100 2064 39700 SH Sole 39700 STANLEY WORKS COMMON 854616109 2127 50947 SH Sole 50947 STAPLES INC COMMON 855030102 10365 460688 SH Sole 460688 STARBUCKS CORP COMMON 855244109 62941 4232746 SH Sole 4232746 STARWOOD HOTELS & RESORTS INC COM 85590A401 3403 120922 SH Sole 120922 STATE STREET CORPORATION COMMON 857477103 15912 279746 SH Sole 279746 STEEL DYNAMICS INC COMMON 858119100 2478 145000 SH Sole 145000 STERICYCLE INC COMMON 858912108 4088 69400 SH Sole 69400 STERIS CORP COMMON 859152100 1804 48000 SH Sole 48000 STRAYER ED INC COMMON 863236105 2323 11600 SH Sole 11600 STRYKER CORP COMMON 863667101 9984 160262 SH Sole 160262 SUN MICROSYSTEMS INC COM NEW 866810203 3708 487835 SH Sole 487835 SUNOCO INC COMMON 86764P109 2693 75689 SH Sole 75689 SUNTRUST BKS INC COMMON 867914103 15711 349210 SH Sole 349210 SUPERIOR ENERGY SVCS INC COMMON 868157108 2046 65700 SH Sole 65700 SUPERVALU INC COMMON 868536103 2984 137510 SH Sole 137510 SYBASE INC COMMON 871130100 2004 65447 SH Sole 65447 SYMANTEC CORP COMMON 871503108 10645 543649 SH Sole 543649 SYNOPSYS INC COMMON 871607107 2336 117100 SH Sole 117100 SYNOVUS FINL CORP COMMON 87161C105 2360 228036 SH Sole 228036 SYSCO CORP COMMON 871829107 24665 800024 SH Sole 800024 TCF FINANCIAL CORP COMMON 872275102 1688 93760 SH Sole 93760 TECO ENERGY INC COMMON 872375100 2168 137818 SH Sole 137818 TJX COS INC NEW COMMON 872540109 8294 271748 SH Sole 271748 TARGET CORP COMMON 87612E106 23986 489004 SH Sole 489004 TECH DATA CORP COMMON 878237106 1225 41050 SH Sole 41050 TECHNE CORP COMMON 878377100 2265 31400 SH Sole 31400 TELEFLEX INC COMMON 879369106 2046 32230 SH Sole 32230 TELEPHONE + DATA SYS INC COMMON 879433100 2576 72060 SH Sole 72060 TELEPHONE + DATA SYS INC SPL COM 879433860 530 14760 SH Sole 14760 TELLABS INC COMMON 879664100 1046 257569 SH Sole 257569 TEMPLE INLAND INC COMMON 879868107 1318 86374 SH Sole 86374 TENET HEALTHCARE CORP COMMON 88033G100 1492 268798 SH Sole 268798 TERADATA CORP COMMON 88076W103 2254 115598 SH Sole 115598 TERADYNE INC COMMON 880770102 854 109368 SH Sole 109368 TEREX CORP NEW COMMON 880779103 1920 62924 SH Sole 62924 TERRA INDS INC COMMON 880915103 2193 74600 SH Sole 74600 TESORO CORP COMMON 881609101 1472 89291 SH Sole 89291 TEXAS INSTRS INC COMMON 882508104 40063 1863418 SH Sole 1863418 TEXTRON INC COMMON 883203101 4715 161022 SH Sole 161022 THERMO FISHER SCIENTIFIC INC COM 883556102 90634 1647890 SH Sole 1647890 THOMAS + BETTS CORP COMMON 884315102 1829 46816 SH Sole 46816 THOR INDS INC COMMON 885160101 715 28800 SH Sole 28800 3COM CORP COMMON 885535104 767 329392 SH Sole 329392 3M CO COMMON 88579Y101 63049 922978 SH Sole 922978 TIDEWATER INC COMMON 886423102 2321 41920 SH Sole 41920 TIFFANY + CO NEW COMMON 886547108 2855 80370 SH Sole 80370 TIMBERLAND CO CL A 887100105 665 38300 SH Sole 38300 TIME WARNER INC COMMON 887317105 30434 2321433 SH Sole 2321433 TIMKEN CO COMMON 887389104 1956 69000 SH Sole 69000 TITANIUM METALS CORP COM 888339207 624 55021 SH Sole 55021 TOLL BROTHERS INC COMMON 889478103 2672 105900 SH Sole 105900 TOOTSIE ROLL INDS INC COMMON 890516107 608 21035 SH Sole 21035 TORCHMARK INC COMMON 891027104 3378 56480 SH Sole 56480 TOTAL SYS SVCS INC COMMON 891906109 2100 128057 SH Sole 128057 TRANSDIGM GROUP INC COMMON 893641100 685 20000 SH Sole 20000 TRAVELERS COMPANIES INC COMMON 89417E109 80937 1790633 SH Sole 1790633 TRIMBLE NAVIGATION LTD COMMON 896239100 2542 98300 SH Sole 98300 TRINITY INDS INC COMMON 896522109 1708 66397 SH Sole 66397 TUPPERWARE BRANDS CORP COMMON 899896104 1395 50487 SH Sole 50487 TYSON FOODS INC (DEL) CL A 902494103 2320 194345 SH Sole 194345 UDR INC COM 902653104 2722 104100 SH Sole 104100 UST INC COMMON 902911106 6364 95636 SH Sole 95636 US BANCORP DEL COM NEW 902973304 62270 1728770 SH Sole 1728770 URS CORP NEW COMMON 903236107 2516 68600 SH Sole 68600 ULTRA PETROLEUM CORP COMMON 903914109 30437 550000 SH Sole 550000 UNDER ARMOUR INC CL A 904311107 940 29600 SH Sole 29600 UNION PAC CORP COMMON 907818108 23483 330005 SH Sole 330005 UNISYS CORP COMMON 909214108 641 232951 SH Sole 232951 UNITED PARCEL SVC INC CL B 911312106 41082 653233 SH Sole 653233 UNITED RENTALS INC COMMON 911363109 735 48236 SH Sole 48236 UNITED STATES STL CORP NEW COMMON 912909108 5914 76206 SH Sole 76206 UNITED TECHNOLOGIES CORP COMMON 913017109 210332 3502030 SH Sole 3502030 UNITED THERAPEUTICS CORP DEL COM 91307C102 1946 18500 SH Sole 18500 UNITEDHEALTH GROUP INC COMMON 91324P102 210581 8293859 SH Sole 8293859 UNITRIN INC COMMON 913275103 1006 40350 SH Sole 40350 UNIVERSAL CORP VA COMMON 913456109 1014 20650 SH Sole 20650 UNIVERSAL HEALTH SVCS INC CL B 913903100 2314 41300 SH Sole 41300 UNUM GROUP COMMON 91529Y106 5617 223801 SH Sole 223801 URBAN OUTFITTERS INC COMMON 917047102 2948 92500 SH Sole 92500 VCA ANTECH INC COMMON 918194101 2022 68600 SH Sole 68600 V F CORP COMMON 918204108 32239 417008 SH Sole 417008 VALASSIS COMMUNICATIONS INC COM 918866104 338 39050 SH Sole 39050 VALEANT PHARMACEUTICALS INTL COM 91911X104 1466 71600 SH Sole 71600 VALERO ENERGY CORP COMMON 91913Y100 44725 1476071 SH Sole 1476071 VALSPAR CORP COMMON 920355104 1808 81100 SH Sole 81100 VALUECLICK INC COMMON 92046N102 720 70400 SH Sole 70400 VARIAN INC COMMON 922206107 1025 23900 SH Sole 23900 VARIAN MED SYS INC COMMON 92220P105 4625 80959 SH Sole 80959 VECTREN CORP COMMON 92240G101 1834 65860 SH Sole 65860 VERISIGN INC COMMON 92343E102 3263 125119 SH Sole 125119 VERIZON COMMUNICATIONS COMMON 92343V104 59209 1845105 SH Sole 1845105 VERTEX PHARMACEUTICALS INC COMMON 92532F100 3823 115000 SH Sole 115000 VIACOM INC NEW CL B 92553P201 22117 890364 SH Sole 890364 VISA INC COM CL A 92826C839 22407 365000 SH Sole 365000 VISHAY INTERTECHNOLOGY INC COMMON 928298108 1003 151552 SH Sole 151552 VNUS MED TECHNOLOGIES INC COMMON 928566108 614 29356 SH Sole 29356 VORNADO RLTY TR SH BEN INT 929042109 8073 88762 SH Sole 88762 VULCAN MATLS CO COMMON 929160109 5302 71169 SH Sole 71169 WGL HLDGS INC COMMON 92924F106 1316 40540 SH Sole 40540 WABTEC COMMON 929740108 2018 39400 SH Sole 39400 WACHOVIA CORP 2ND NEW COMMON 929903102 4896 1398740 SH Sole 1398740 WADDELL & REED FINL INC CL A 930059100 1725 69700 SH Sole 69700 WAL MART STORES INC COMMON 931142103 240581 4017052 SH Sole 4017052 WALGREEN CO COMMON 931422109 98804 3191350 SH Sole 3191350 WARNACO GROUP INC COM NEW 934390402 1694 37400 SH Sole 37400 WASHINGTON FED INC COMMON 938824109 1318 71423 SH Sole 71423 WASHINGTON POST CO CL B 939640108 2209 3967 SH Sole 3967 WASTE MGMT INC DEL COMMON 94106L109 10007 317789 SH Sole 317789 WATERS CORP COMMON 941848103 44458 764153 SH Sole 764153 WATSON PHARMACEUTICALS INC COMMON 942683103 1928 67651 SH Sole 67651 WEBSTER FINL CORP WATERBURY COMMON 947890109 1079 42750 SH Sole 42750 WEINGARTEN RLTY INVS SH BEN INT 948741103 2165 60700 SH Sole 60700 WELLCARE HEALTH PLANS INC COMMON 94946T106 1220 33900 SH Sole 33900 WELLPOINT INC COMMON 94973V107 100190 2142185 SH Sole 2142185 WELLS FARGO & CO NEW COMMON 949746101 225610 6011462 SH Sole 6011462 WERNER ENTERPRISES INC COMMON 950755108 751 34575 SH Sole 34575 WESTAMERICA BANCORPORATION COMMON 957090103 1354 23530 SH Sole 23530 WESTSTAR ENERGY INC COMMON 95709T100 2026 87950 SH Sole 87950 WESTERN DIGITAL CORP COMMON 958102105 3838 180000 SH Sole 180000 WESTERN UN CO COMMON 959802109 60994 2472376 SH Sole 2472376 WEYERHAEUSER CO COMMON 962166104 8295 136934 SH Sole 136934 WHIRLPOOL CORP COMMON 963320106 46245 583243 SH Sole 583243 WHOLE FOODS MKT INC COMMON 966837106 1819 90820 SH Sole 90820 WILEY JOHN + SONS INC CL A 968223206 1420 35100 SH Sole 35100 WILLIAMS COS INC COMMON 969457100 8830 373359 SH Sole 373359 WILLIAMS SONOMA INC COMMON 969904101 1139 70400 SH Sole 70400 WILMINGTON TRUST CORP COMMON 971807102 1579 54760 SH Sole 54760 WIND RIV SYS INC COMMON 973149107 564 56350 SH Sole 56350 WINDSTREAM CORP COMMON 97381W104 3115 284762 SH Sole 284762 WISCONSIN ENERGY CORP COMMON 976657106 4268 95055 SH Sole 95055 WORTHINGTON INDS IN COMMON 981811102 727 48678 SH Sole 48678 WRIGLEY WM JR CO COMMON 982526105 11087 139629 SH Sole 139629 WYETH COMMON 983024100 31915 863975 SH Sole 863975 WYNDHAM WORLDWIDE CORP COMMON 98310W108 1806 114948 SH Sole 114948 XTO ENERGY INC COMMON 98385X106 48423 1040917 SH Sole 1040917 XCEL ENERGY INC COMMON 98389B100 5775 288910 SH Sole 288910 XILINX INC COMMON 983919101 4200 179110 SH Sole 179110 XEROX CORP COMMON 984121103 6516 565160 SH Sole 565160 YRC WORLDWIDE INC COMMON 984249102 557 46600 SH Sole 46600 YAHOO INC COMMON 984332106 15533 897839 SH Sole 897839 YUM BRANDS INC COMMON 988498101 9904 303712 SH Sole 303712 ZEBRA TECHNOLOGIES CORP CL A 989207105 1476 53000 SH Sole 53000 ZIMMER HOLDINGS INC COMMON 98956P102 36858 570908 SH Sole 570908 ZIONS BANCORP COMMON 989701107 2875 74284 SH Sole 74284 COOPER INDUSTRIES LTD CL A G24182100 4501 112678 SH Sole 112678 COVIDIEN LTD COMMON G2552X108 17483 325201 SH Sole 325201 EVEREST REINSURANCE GROUP LTD COMMON G3223R108 4337 50120 SH Sole 50120 INGERSOLL RAND COMPANY LIMITED CL A G4776G101 6434 206406 SH Sole 206406 INVESCO LTD SHS G491BT108 5258 250609 SH Sole 250609 NABORS INDUSTRIES LTD SHS G6359F103 49131 1971556 SH Sole 1971556 NOBLE CORPORATION SHS G65422100 7654 174358 SH Sole 174358 TRANSOCEAN INC SHS G90073100 70354 640509 SH Sole 640509 TYCO INTERNATIONAL LTD BERMUDA SHS G9143X208 10774 307666 SH Sole 307666 TYCO ELECTRONICS LTD COM NEW G9144P105 8464 306008 SH Sole 306008 WEATHERFORD INTERNATIONAL LTD COM G95089101 17522 696978 SH Sole 696978 XL CAPITAL LTD CL A G98255105 3626 202091 SH Sole 202091 ACE LIMITED SHS H0023R105 34914 645000 SH Sole 645000
-----END PRIVACY-ENHANCED MESSAGE-----