-----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, WIv7qczB7VL1dYSQOKV7wMa6dBSdbK9u9G4Is55wjatpn67gFugm4T6/49n4nKOs 2PYnOflIXPkmxWaW1hYuxw== 0001097241-09-000001.txt : 20090123 0001097241-09-000001.hdr.sgml : 20090123 20090123091031 ACCESSION NUMBER: 0001097241-09-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090123 DATE AS OF CHANGE: 20090123 EFFECTIVENESS DATE: 20090123 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VIRGINIA RETIREMENT SYSTEMS ET AL CENTRAL INDEX KEY: 0001005354 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05994 FILM NUMBER: 09540493 BUSINESS ADDRESS: STREET 1: 1200 EAST MAIN STREET CITY: RICHMOND STATE: VA ZIP: 23219 13F-HR 1 vrs4q08.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2008 Check here if Amendment: Not an Amendment. Amendment Number: Not an Amendment. This Amendment is a restatement(Check only one.): Not an Amendment. Or This Amendment adds new holding entries: Not an Amendment. Institutional Investment Manager Filing this Report: Name: Virginia Retirement System Address: 1200 East Main Street Richmond, VA 23219 Form 13F File Number: 028-5994 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: Charles W. Grant, CFA Title: Chief Investment Officer Phone: 804-344-3154 Signature, Place, and Date of Signing: /s/ Charles W. Grant, CFA Richmond, VA January 22, 2009 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,282 Form 13F Information Table Value Total: $3,447,468(x1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D AIRCASTLE LTD COM G0129K104 208 43600 SH SOLE 43600 0 0 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 2164 53300 SH SOLE 53300 0 0 D ARCH CAP GROUP LTD ORD G0450A105 1788 25500 SH SOLE 25500 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1802 74300 SH SOLE 74300 0 0 D ASSURED GUARANTY LTD COM G0585R106 571 50100 SH SOLE 50100 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 4543 156000 SH SOLE 156000 0 0 D ACCENTURE LTD BERMUDA CL A G1150G111 11309 344900 SH SOLE 344900 0 0 D BUNGE LIMITED COM G16962105 4954 95700 SH SOLE 95700 0 0 D CASTLEPOINT HOLDINGS LTD COM G19522112 262 19300 SH SOLE 19300 0 0 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 799 36800 SH SOLE 36800 0 0 D COVIDIEN LTD COM G2552X108 202 5575 SH SOLE 5575 0 0 D FOSTER WHEELER LTD SHS NEW G36535139 1241 53100 SH SOLE 53100 0 0 D FRESH DEL MONTE PRODUCE INC ORD G36738105 253 11300 SH SOLE 11300 0 0 D GARMIN LTD ORD G37260109 3846 200600 SH SOLE 200600 0 0 D GLOBAL CROSSING LTD SHS NEW G3921A175 596 75000 SH SOLE 75000 0 0 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 244 18800 SH SOLE 18800 0 0 D HELEN OF TROY CORP LTD COM G4388N106 1141 65700 SH SOLE 65700 0 0 D INVESCO LTD SHS G491BT108 700 48500 SH SOLE 48500 0 0 D IPC HLDGS LTD ORD G4933P101 2021 67600 SH SOLE 67600 0 0 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 270 18400 SH SOLE 18400 0 0 D LAZARD LTD SHS A G54050102 1657 55700 SH SOLE 55700 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3307 495800 SH SOLE 495800 0 0 D MF GLOBAL LTD SHS G60642108 26 12700 SH SOLE 12700 0 0 D MONTPELIER RE HOLDINGS LTD SHS G62185106 1521 90600 SH SOLE 90600 0 0 D NOBLE CORPORATION SHS G65422100 5571 252200 SH SOLE 252200 0 0 D NORDIC AMERICAN TANKER SHIPP COM G65773106 699 20700 SH SOLE 20700 0 0 D PLATINUM UNDERWRITER HLDGS L COM G7127P100 2212 61300 SH SOLE 61300 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 407 7900 SH SOLE 7900 0 0 D SEAGATE TECHNOLOGY SHS G7945J104 394 89000 SH SOLE 89000 0 0 D SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 80 51700 SH SOLE 51700 0 0 D TBS INTERNATIONAL LIMITED COM CL A G86975151 469 46800 SH SOLE 46800 0 0 D UTI WORLDWIDE INC ORD G87210103 159 11100 SH SOLE 11100 0 0 D TYCO INTL LTD BERMUDA SHS G9143X208 2719 125875 SH SOLE 125875 0 0 D VALIDUS HOLDINGS LTD COM SHS G9319H102 1277 48800 SH SOLE 48800 0 0 D WEATHERFORD INTERNATIONAL LT COM G95089101 407 37600 SH SOLE 37600 0 0 D WILLIS GROUP HOLDINGS LTD SHS G96655108 786 31595 SH SOLE 31595 0 0 D XL CAP LTD CL A G98255105 522 141100 SH SOLE 141100 0 0 D ACE LTD SHS H0023R105 2037 38500 SH SOLE 38500 0 0 D ORTHOFIX INTL N V COM N6748L102 480 31300 SH SOLE 31300 0 0 D BANCO LATINOAMERICANO DE EXP CL E P16994132 559 38900 SH SOLE 38900 0 0 D COPA HOLDINGS SA CL A P31076105 2341 77200 SH SOLE 77200 0 0 D ULTRAPETROL BAHAMAS LTD COM P94398107 123 38600 SH SOLE 38600 0 0 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3069 223200 SH SOLE 223200 0 0 D DHT MARITIME INC COM Y2065G105 61 11000 SH SOLE 11000 0 0 D TEEKAY CORPORATION COM Y8564W103 1065 54200 SH SOLE 54200 0 0 D AAR CORP COM 000361105 434 23600 SH SOLE 23600 0 0 D AFLAC INC COM 001055102 3635 79306 SH SOLE 79306 0 0 D AGCO CORP COM 001084102 1555 65900 SH SOLE 65900 0 0 D AGL RES INC COM 001204106 816 26042 SH SOLE 26042 0 0 D AES CORP COM 00130H105 199 24154 SH SOLE 24154 0 0 D AK STL HLDG CORP COM 001547108 320 34300 SH SOLE 34300 0 0 D AMB PROPERTY CORP COM 00163T109 2096 89506 SH SOLE 89506 0 0 D AMR CORP COM 001765106 1775 166400 SH SOLE 166400 0 0 D AT&T INC COM 00206R102 55291 1940032 SH SOLE 1940032 0 0 D ATMI INC COM 00207R101 572 37100 SH SOLE 37100 0 0 D ATC TECHNOLOGY CORP COM 00211W104 658 45000 SH SOLE 45000 0 0 D AZZ INC COM 002474104 535 21300 SH SOLE 21300 0 0 D AARON RENTS INC COM 002535201 564 21200 SH SOLE 21200 0 0 D ABBOTT LABS COM 002824100 28841 540390 SH SOLE 540390 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 512 22174 SH SOLE 22174 0 0 D ACADIA RLTY TR COM SH BEN INT 004239109 156 10900 SH SOLE 10900 0 0 D ACCURAY INC COM 004397105 131 25300 SH SOLE 25300 0 0 D ACTEL CORP COM 004934105 286 24400 SH SOLE 24400 0 0 D ACTIVISION BLIZZARD INC COM 00507V109 5735 663730 SH SOLE 663730 0 0 D ACTUANT CORP CL A NEW 00508X203 1803 94800 SH SOLE 94800 0 0 D ACUITY BRANDS INC COM 00508Y102 1365 39100 SH SOLE 39100 0 0 D ADOBE SYS INC COM 00724F101 6005 282052 SH SOLE 282052 0 0 D ADVANCE AUTO PARTS INC COM 00751Y106 3483 103495 SH SOLE 103495 0 0 D AECOM TECHNOLOGY CORP DELAWA COM 00766T100 387 12600 SH SOLE 12600 0 0 D AEROPOSTALE COM 007865108 1423 88400 SH SOLE 88400 0 0 D ADVANTA CORP CL B 007942204 83 39800 SH SOLE 39800 0 0 D ADVANCED ENERGY INDS COM 007973100 478 48000 SH SOLE 48000 0 0 D AETNA INC NEW COM 00817Y108 5122 179720 SH SOLE 179720 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 2561 61100 SH SOLE 61100 0 0 D AGFEED INDUSTRIES INC COM 00846L101 29 17900 SH SOLE 17900 0 0 D AGILYSYS INC COM 00847J105 67 15600 SH SOLE 15600 0 0 D AIR PRODS & CHEMS INC COM 009158106 2926 58215 SH SOLE 58215 0 0 D ALASKA AIR GROUP INC COM 011659109 737 25200 SH SOLE 25200 0 0 D ALBANY MOLECULAR RESH INC COM 012423109 588 60400 SH SOLE 60400 0 0 D ALCOA INC COM 013817101 2434 216157 SH SOLE 216157 0 0 D ALEXANDER & BALDWIN INC COM 014482103 1130 45100 SH SOLE 45100 0 0 D ALEXANDERS INC COM 014752109 433 1700 SH SOLE 1700 0 0 D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1647 27300 SH SOLE 27300 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 398 11000 SH SOLE 11000 0 0 D ALIGN TECHNOLOGY INC COM 016255101 1004 114700 SH SOLE 114700 0 0 D ALKERMES INC COM 01642T108 311 29200 SH SOLE 29200 0 0 D ALLEGHANY CORP DEL COM 017175100 620 2198 SH SOLE 2198 0 0 D ALLEGHENY ENERGY INC COM 017361106 1693 50000 SH SOLE 50000 0 0 D ALLEGIANT TRAVEL CO COM 01748X102 1632 33600 SH SOLE 33600 0 0 D ALLERGAN INC COM 018490102 7971 197706 SH SOLE 197706 0 0 D ALLETE INC COM NEW 018522300 833 25800 SH SOLE 25800 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 1474 31687 SH SOLE 31687 0 0 D ALLIANT ENERGY CORP COM 018802108 1951 66869 SH SOLE 66869 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 4668 54427 SH SOLE 54427 0 0 D ALLIED CAP CORP NEW COM 01903Q108 48 18032 SH SOLE 18032 0 0 D ALLOS THERAPEUTICS INC COM 019777101 263 43000 SH SOLE 43000 0 0 D ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 364 36700 SH SOLE 36700 0 0 D ALLSTATE CORP COM 020002101 2594 79196 SH SOLE 79196 0 0 D ALMOST FAMILY INC COM 020409108 643 14300 SH SOLE 14300 0 0 D ALNYLAM PHARMACEUTICALS INC COM 02043Q107 715 28900 SH SOLE 28900 0 0 D ALTRA HOLDINGS INC COM 02208R106 113 14300 SH SOLE 14300 0 0 D ALTRIA GROUP INC COM 02209S103 14957 993131 SH SOLE 993131 0 0 D AMAZON COM INC COM 023135106 4394 85680 SH SOLE 85680 0 0 D AMBASSADORS GROUP INC COM 023177108 146 15900 SH SOLE 15900 0 0 D AMEDISYS INC COM 023436108 1466 35466 SH SOLE 35466 0 0 D AMEREN CORP COM 023608102 1548 46534 SH SOLE 46534 0 0 D AMCORE FINL INC COM 023912108 104 28631 SH SOLE 28631 0 0 D AMERICAN AXLE & MFG HLDGS IN COM 024061103 72 25000 SH SOLE 25000 0 0 D AMERICAN CAMPUS CMNTYS INC COM 024835100 985 48100 SH SOLE 48100 0 0 D AMERICAN CAPITAL AGENCY CORP COM 02503X105 453 21200 SH SOLE 21200 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1953 208700 SH SOLE 208700 0 0 D AMERICAN ECOLOGY CORP COM NEW 025533407 453 22400 SH SOLE 22400 0 0 D AMERICAN ELEC PWR INC COM 025537101 7589 228039 SH SOLE 228039 0 0 D AMERICAN EQTY INVT LIFE HLD COM 025676206 935 133600 SH SOLE 133600 0 0 D AMERICAN EXPRESS CO COM 025816109 2189 118025 SH SOLE 118025 0 0 D AMERICAN FINL GROUP INC OHIO COM 025932104 1275 55731 SH SOLE 55731 0 0 D AMERICAN GREETINGS CORP CL A 026375105 333 44000 SH SOLE 44000 0 0 D AMERICAN INTL GROUP INC COM 026874107 1035 659091 SH SOLE 659091 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 702 78100 SH SOLE 78100 0 0 D AMERICAN ORIENTAL BIOENGR IN COM 028731107 1080 159000 SH SOLE 159000 0 0 D AMERICAN PHYSICIANS CAPITAL COM 028884104 553 11500 SH SOLE 11500 0 0 D AMERICAN REPROGRAPHICS CO COM 029263100 809 117300 SH SOLE 117300 0 0 D AMERICAN SCIENCE & ENGR INC COM 029429107 666 9000 SH SOLE 9000 0 0 D AMERICAN TOWER CORP CL A 029912201 215 7344 SH SOLE 7344 0 0 D AMERICAN WTR WKS CO INC NEW COM 030420103 223 10700 SH SOLE 10700 0 0 D AMERICAN WOODMARK CORP COM 030506109 977 53600 SH SOLE 53600 0 0 D AMERICREDIT CORP COM 03060R101 412 53929 SH SOLE 53929 0 0 D AMERICAS CAR MART INC COM 03062T105 684 49500 SH SOLE 49500 0 0 D AMERISAFE INC COM 03071H100 809 39400 SH SOLE 39400 0 0 D AMERIGROUP CORP COM 03073T102 1928 65300 SH SOLE 65300 0 0 D AMERIPRISE FINL INC COM 03076C106 3298 141165 SH SOLE 141165 0 0 D AMERIS BANCORP COM 03076K108 203 17100 SH SOLE 17100 0 0 D AMETEK INC NEW COM 031100100 2028 67143 SH SOLE 67143 0 0 D AMGEN INC COM 031162100 25291 437935 SH SOLE 437935 0 0 D AMKOR TECHNOLOGY INC COM 031652100 528 242200 SH SOLE 242200 0 0 D AMPHENOL CORP NEW CL A 032095101 2475 103232 SH SOLE 103232 0 0 D AMTRUST FINANCIAL SERVICES I COM 032359309 436 37600 SH SOLE 37600 0 0 D ANADARKO PETE CORP COM 032511107 2080 53954 SH SOLE 53954 0 0 D ANAREN INC COM 032744104 296 24800 SH SOLE 24800 0 0 D ANGIODYNAMICS INC COM 03475V101 218 15900 SH SOLE 15900 0 0 D ANIXTER INTL INC COM 035290105 398 13200 SH SOLE 13200 0 0 D ANNALY CAP MGMT INC COM 035710409 3460 218044 SH SOLE 218044 0 0 D ANSYS INC COM 03662Q105 3473 124511 SH SOLE 124511 0 0 D ANTHRACITE CAP INC COM 037023108 185 82900 SH SOLE 82900 0 0 D AON CORP COM 037389103 7656 167603 SH SOLE 167603 0 0 D APACHE CORP COM 037411105 10254 137582 SH SOLE 137582 0 0 D APARTMENT INVT & MGMT CO CL A 03748R101 2577 223089 SH SOLE 223089 0 0 D APOGEE ENTERPRISES INC COM 037598109 544 52500 SH SOLE 52500 0 0 D APOLLO GROUP INC CL A 037604105 3269 42671 SH SOLE 42671 0 0 D APOLLO INVT CORP COM 03761U106 917 98481 SH SOLE 98481 0 0 D APPLE INC COM 037833100 25506 298840 SH SOLE 298840 0 0 D APPLIED MATLS INC COM 038222105 153 15068 SH SOLE 15068 0 0 D APPLIED SIGNAL TECHNOLOGY IN COM 038237103 222 12400 SH SOLE 12400 0 0 D AQUA AMERICA INC COM 03836W103 387 18779 SH SOLE 18779 0 0 D ARBOR RLTY TR INC COM 038923108 99 33700 SH SOLE 33700 0 0 D ARCH COAL INC COM 039380100 660 40500 SH SOLE 40500 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 8170 283382 SH SOLE 283382 0 0 D ARES CAP CORP COM 04010L103 883 139430 SH SOLE 139430 0 0 D ARGON ST INC COM 040149106 307 16300 SH SOLE 16300 0 0 D ARIBA INC COM NEW 04033V203 127 17600 SH SOLE 17600 0 0 D ARMSTRONG WORLD INDS INC NEW COM 04247X102 549 25400 SH SOLE 25400 0 0 D ARQULE INC COM 04269E107 159 37700 SH SOLE 37700 0 0 D ARRIS GROUP INC COM 04269Q100 89 11200 SH SOLE 11200 0 0 D ASIAINFO HLDGS INC COM 04518A104 123 10400 SH SOLE 10400 0 0 D ASSET ACCEP CAP CORP COM 04543P100 129 25200 SH SOLE 25200 0 0 D ASSOCIATED ESTATES RLTY CORP COM 045604105 118 12900 SH SOLE 12900 0 0 D ASSURANT INC COM 04621X108 2640 88000 SH SOLE 88000 0 0 D ASTA FDG INC COM 046220109 98 36200 SH SOLE 36200 0 0 D ASTORIA FINL CORP COM 046265104 181 10972 SH SOLE 10972 0 0 D ATHEROS COMMUNICATIONS INC COM 04743P108 1311 91600 SH SOLE 91600 0 0 D ATLANTIC TELE NETWORK INC COM NEW 049079205 510 19200 SH SOLE 19200 0 0 D ATWOOD OCEANICS INC COM 050095108 1108 72500 SH SOLE 72500 0 0 D AUTODESK INC COM 052769106 1597 81250 SH SOLE 81250 0 0 D AUTOLIV INC COM 052800109 5652 263379 SH SOLE 263379 0 0 D AUTOMATIC DATA PROCESSING IN COM 053015103 379 9637 SH SOLE 9637 0 0 D AUTOZONE INC COM 053332102 7365 52805 SH SOLE 52805 0 0 D AVALONBAY CMNTYS INC COM 053484101 4810 79405 SH SOLE 79405 0 0 D AVID TECHNOLOGY INC COM 05367P100 352 32300 SH SOLE 32300 0 0 D AVISTA CORP COM 05379B107 209 10800 SH SOLE 10800 0 0 D AVOCENT CORP COM 053893103 1648 92000 SH SOLE 92000 0 0 D AVON PRODS INC COM 054303102 1316 54746 SH SOLE 54746 0 0 D AXSYS TECHNOLOGIES INC COM 054615109 461 8400 SH SOLE 8400 0 0 D BB&T CORP COM 054937107 4600 167520 SH SOLE 167520 0 0 D BGC PARTNERS INC CL A 05541T101 335 121200 SH SOLE 121200 0 0 D BOK FINL CORP COM NEW 05561Q201 210 5206 SH SOLE 5206 0 0 D BRE PROPERTIES INC CL A 05564E106 741 26468 SH SOLE 26468 0 0 D BAKER HUGHES INC COM 057224107 1501 46804 SH SOLE 46804 0 0 D BALCHEM CORP COM 057665200 685 27500 SH SOLE 27500 0 0 D BALL CORP COM 058498106 857 20610 SH SOLE 20610 0 0 D BALLY TECHNOLOGIES INC COM 05874B107 935 38900 SH SOLE 38900 0 0 D BANCORPSOUTH INC COM 059692103 1243 53200 SH SOLE 53200 0 0 D BANK OF AMERICA CORPORATION COM 060505104 23330 1656929 SH SOLE 1656929 0 0 D BANK HAWAII CORP COM 062540109 250 5531 SH SOLE 5531 0 0 D BANK OF NEW YORK MELLON CORP COM 064058100 13761 485738 SH SOLE 485738 0 0 D BANKFINANCIAL CORP COM 06643P104 368 36100 SH SOLE 36100 0 0 D BARD C R INC COM 067383109 2897 34378 SH SOLE 34378 0 0 D BARRETT BILL CORP COM 06846N104 482 22800 SH SOLE 22800 0 0 D BAXTER INTL INC COM 071813109 8549 159527 SH SOLE 159527 0 0 D BE AEROSPACE INC COM 073302101 1094 142300 SH SOLE 142300 0 0 D BECTON DICKINSON & CO COM 075887109 4581 66987 SH SOLE 66987 0 0 D BED BATH & BEYOND INC COM 075896100 320 12574 SH SOLE 12574 0 0 D BELDEN INC COM 077454106 1556 74500 SH SOLE 74500 0 0 D BEMIS INC COM 081437105 2228 94092 SH SOLE 94092 0 0 D BENCHMARK ELECTRS INC COM 08160H101 839 65700 SH SOLE 65700 0 0 D BERKLEY W R CORP COM 084423102 1024 33040 SH SOLE 33040 0 0 D BERRY PETE CO CL A 085789105 228 30100 SH SOLE 30100 0 0 D BEST BUY INC COM 086516101 3468 123359 SH SOLE 123359 0 0 D BIG LOTS INC COM 089302103 1421 98100 SH SOLE 98100 0 0 D BIO RAD LABS INC CL A 090572207 1484 19700 SH SOLE 19700 0 0 D BIOCRYST PHARMACEUTICALS COM 09058V103 17 12300 SH SOLE 12300 0 0 D BIOGEN IDEC INC COM 09062X103 8548 179458 SH SOLE 179458 0 0 D BLACK BOX CORP DEL COM 091826107 632 24200 SH SOLE 24200 0 0 D BLACKBAUD INC COM 09227Q100 649 48100 SH SOLE 48100 0 0 D BLACKROCK INC COM 09247X101 4965 37013 SH SOLE 37013 0 0 D BLOCKBUSTER INC CL A 093679108 56 44100 SH SOLE 44100 0 0 D BLUE COAT SYSTEMS INC COM NEW 09534T508 1008 120000 SH SOLE 120000 0 0 D BOB EVANS FARMS INC COM 096761101 1526 74700 SH SOLE 74700 0 0 D BOEING CO COM 097023105 7798 182751 SH SOLE 182751 0 0 D BORGWARNER INC COM 099724106 1087 49928 SH SOLE 49928 0 0 D BOSTON PRIVATE FINL HLDGS IN COM 101119105 454 66400 SH SOLE 66400 0 0 D BOSTON PROPERTIES INC COM 101121101 6641 120745 SH SOLE 120745 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 129 16641 SH SOLE 16641 0 0 D BRADY CORP CL A 104674106 297 12400 SH SOLE 12400 0 0 D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1934 250900 SH SOLE 250900 0 0 D BRIGGS & STRATTON CORP COM 109043109 396 22500 SH SOLE 22500 0 0 D BRINKER INTL INC COM 109641100 107 10160 SH SOLE 10160 0 0 D BRISTOL MYERS SQUIBB CO COM 110122108 17174 738670 SH SOLE 738670 0 0 D BROADCOM CORP CL A 111320107 7259 427772 SH SOLE 427772 0 0 D BROADRIDGE FINL SOLUTIONS IN COM 11133T103 520 41442 SH SOLE 41442 0 0 D BROWN & BROWN INC COM 115236101 6308 301842 SH SOLE 301842 0 0 D BROWN SHOE INC NEW COM 115736100 333 39300 SH SOLE 39300 0 0 D BRUKER CORP COM 116794108 328 81300 SH SOLE 81300 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 77 21200 SH SOLE 21200 0 0 D BUCKLE INC COM 118440106 268 12300 SH SOLE 12300 0 0 D BUCYRUS INTL INC NEW COM 118759109 569 30700 SH SOLE 30700 0 0 D BURLINGTON NORTHN SANTA FE C COM 12189T104 5206 68762 SH SOLE 68762 0 0 D CBL & ASSOC PPTYS INC COM 124830100 75 11551 SH SOLE 11551 0 0 D C D I CORP COM 125071100 432 33400 SH SOLE 33400 0 0 D CF INDS HLDGS INC COM 125269100 1753 35660 SH SOLE 35660 0 0 D CH ENERGY GROUP INC COM 12541M102 874 17000 SH SOLE 17000 0 0 D C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5851 106320 SH SOLE 106320 0 0 D CIGNA CORP COM 125509109 3990 236775 SH SOLE 236775 0 0 D CIT GROUP INC COM 125581108 524 115500 SH SOLE 115500 0 0 D CKX INC COM 12562M106 43 11600 SH SOLE 11600 0 0 D CME GROUP INC COM 12572Q105 3333 16017 SH SOLE 16017 0 0 D CMS ENERGY CORP COM 125896100 1364 134900 SH SOLE 134900 0 0 D CPI CORP COM 125902106 39 11000 SH SOLE 11000 0 0 D CNA FINL CORP COM 126117100 501 30493 SH SOLE 30493 0 0 D CNA SURETY CORP COM 12612L108 411 21400 SH SOLE 21400 0 0 D CSG SYS INTL INC COM 126349109 639 36600 SH SOLE 36600 0 0 D CSX CORP COM 126408103 4990 153695 SH SOLE 153695 0 0 D CTC MEDIA INC COM 12642X106 733 152700 SH SOLE 152700 0 0 D CTS CORP COM 126501105 120 21700 SH SOLE 21700 0 0 D CVB FINL CORP COM 126600105 1598 134286 SH SOLE 134286 0 0 D CVS CAREMARK CORPORATION COM 126650100 9062 315317 SH SOLE 315317 0 0 D CABELAS INC COM 126804301 279 47900 SH SOLE 47900 0 0 D CACI INTL INC CL A 127190304 1407 31200 SH SOLE 31200 0 0 D CAL MAINE FOODS INC COM NEW 128030202 304 10600 SH SOLE 10600 0 0 D CALIFORNIA PIZZA KITCHEN INC COM 13054D109 304 28400 SH SOLE 28400 0 0 D CALLAWAY GOLF CO COM 131193104 820 88300 SH SOLE 88300 0 0 D CALPINE CORP COM NEW 131347304 545 74800 SH SOLE 74800 0 0 D CAMBREX CORP COM 132011107 73 15800 SH SOLE 15800 0 0 D CAMDEN PPTY TR SH BEN INT 133131102 783 24971 SH SOLE 24971 0 0 D CAMERON INTERNATIONAL CORP COM 13342B105 1935 94412 SH SOLE 94412 0 0 D CAMPBELL SOUP CO COM 134429109 2510 83653 SH SOLE 83653 0 0 D CANTEL MEDICAL CORP COM 138098108 436 29700 SH SOLE 29700 0 0 D CAPELLA EDUCATION COMPANY COM 139594105 999 17000 SH SOLE 17000 0 0 D CAPITAL ONE FINL CORP COM 14040H105 4898 153576 SH SOLE 153576 0 0 D CAPITALSOURCE INC COM 14055X102 61 13148 SH SOLE 13148 0 0 D CAPITOL BANCORP LTD COM 14056D105 153 19600 SH SOLE 19600 0 0 D CAPSTEAD MTG CORP COM NO PAR 14067E506 391 36300 SH SOLE 36300 0 0 D CARBO CERAMICS INC COM 140781105 878 24700 SH SOLE 24700 0 0 D CARDINAL FINL CORP COM 14149F109 77 13500 SH SOLE 13500 0 0 D CARNIVAL CORP PAIRED CTF 143658300 6214 255500 SH SOLE 255500 0 0 D CASCADE BANCORP COM 147154108 84 12400 SH SOLE 12400 0 0 D CASEYS GEN STORES INC COM 147528103 1398 61400 SH SOLE 61400 0 0 D CATERPILLAR INC DEL COM 149123101 5869 131394 SH SOLE 131394 0 0 D CATO CORP NEW CL A 149205106 269 17800 SH SOLE 17800 0 0 D CEDAR SHOPPING CTRS INC COM NEW 150602209 372 52500 SH SOLE 52500 0 0 D CELANESE CORP DEL COM SER A 150870103 268 21600 SH SOLE 21600 0 0 D CELGENE CORP COM 151020104 2928 52964 SH SOLE 52964 0 0 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 141 17500 SH SOLE 17500 0 0 D CENTENE CORP DEL COM 15135B101 1762 89400 SH SOLE 89400 0 0 D CENTERPOINT ENERGY INC COM 15189T107 5043 399637 SH SOLE 399637 0 0 D CENTEX CORP COM 152312104 263 24732 SH SOLE 24732 0 0 D CENTRAL EUROPEAN DIST CORP COM 153435102 3085 156600 SH SOLE 156600 0 0 D CENTRAL PAC FINL CORP COM 154760102 1053 104900 SH SOLE 104900 0 0 D CENVEO INC COM 15670S105 462 103900 SH SOLE 103900 0 0 D CENTURYTEL INC COM 156700106 5530 202359 SH SOLE 202359 0 0 D CEPHALON INC COM 156708109 1939 25170 SH SOLE 25170 0 0 D CERADYNE INC COM 156710105 1135 55900 SH SOLE 55900 0 0 D CHART INDS INC COM PAR $0.01 16115Q308 691 65000 SH SOLE 65000 0 0 D CHATTEM INC COM 162456107 1760 24600 SH SOLE 24600 0 0 D CHECKPOINT SYS INC COM 162825103 1021 103800 SH SOLE 103800 0 0 D CHEMICAL FINL CORP COM 163731102 452 16200 SH SOLE 16200 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 439 27141 SH SOLE 27141 0 0 D CHEVRON CORP NEW COM 166764100 53204 719260 SH SOLE 719260 0 0 D CHICOS FAS INC COM 168615102 401 95900 SH SOLE 95900 0 0 D CHINA SEC & SURVE TECH INC COM 16942J105 106 23900 SH SOLE 23900 0 0 D CHINDEX INTERNATIONAL INC COM 169467107 166 20900 SH SOLE 20900 0 0 D CHIPOTLE MEXICAN GRILL INC CL B 169656204 756 13200 SH SOLE 13200 0 0 D CHOICE HOTELS INTL INC COM 169905106 3628 120700 SH SOLE 120700 0 0 D CHIQUITA BRANDS INTL INC COM 170032809 786 53200 SH SOLE 53200 0 0 D CHRISTOPHER & BANKS CORP COM 171046105 216 38500 SH SOLE 38500 0 0 D CHUBB CORP COM 171232101 5573 109268 SH SOLE 109268 0 0 D CHURCH & DWIGHT INC COM 171340102 8076 143903 SH SOLE 143903 0 0 D CIBER INC COM 17163B102 80 16600 SH SOLE 16600 0 0 D CIMAREX ENERGY CO COM 171798101 273 10200 SH SOLE 10200 0 0 D CISCO SYS INC COM 17275R102 27248 1671685 SH SOLE 1671685 0 0 D CIRRUS LOGIC INC COM 172755100 95 35300 SH SOLE 35300 0 0 D CITIGROUP INC COM 172967101 12742 1898972 SH SOLE 1898972 0 0 D CITIZENS REPUBLIC BANCORP IN COM 174420109 666 223600 SH SOLE 223600 0 0 D CITRIX SYS INC COM 177376100 1651 70060 SH SOLE 70060 0 0 D CITY BK LYNNWOOD WASH COM 17770A109 92 17700 SH SOLE 17700 0 0 D CITY HLDG CO COM 177835105 372 10700 SH SOLE 10700 0 0 D CITY NATL CORP COM 178566105 277 5689 SH SOLE 5689 0 0 D CLARCOR INC COM 179895107 1161 35000 SH SOLE 35000 0 0 D CLIFFS NATURAL RESOURCES INC COM 18683K101 1928 75300 SH SOLE 75300 0 0 D COACH INC COM 189754104 6957 334954 SH SOLE 334954 0 0 D COCA COLA CO COM 191216100 36395 803948 SH SOLE 803948 0 0 D COCA COLA ENTERPRISES INC COM 191219104 169 14014 SH SOLE 14014 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2652 146840 SH SOLE 146840 0 0 D COGO GROUP INC COM 192448108 68 14000 SH SOLE 14000 0 0 D COHERENT INC COM 192479103 421 19600 SH SOLE 19600 0 0 D COLFAX CORP COM 194014106 212 20400 SH SOLE 20400 0 0 D COLGATE PALMOLIVE CO COM 194162103 15109 220445 SH SOLE 220445 0 0 D COLONIAL PPTYS TR COM SH BEN INT 195872106 551 66200 SH SOLE 66200 0 0 D COLUMBIA SPORTSWEAR CO COM 198516106 1040 29400 SH SOLE 29400 0 0 D COMFORT SYS USA INC COM 199908104 187 17500 SH SOLE 17500 0 0 D COMCAST CORP NEW CL A 20030N101 11015 652548 SH SOLE 652548 0 0 D COMERICA INC COM 200340107 1708 86035 SH SOLE 86035 0 0 D COMMERCE BANCSHARES INC COM 200525103 449 10216 SH SOLE 10216 0 0 D COMMSCOPE INC COM 203372107 2329 149900 SH SOLE 149900 0 0 D COMMUNITY BK SYS INC COM 203607106 432 17700 SH SOLE 17700 0 0 D COMMUNITY TR BANCORP INC COM 204149108 515 14000 SH SOLE 14000 0 0 D COMMVAULT SYSTEMS INC COM 204166102 1310 97700 SH SOLE 97700 0 0 D COMPASS MINERALS INTL INC COM 20451N101 1449 24700 SH SOLE 24700 0 0 D COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 534 47500 SH SOLE 47500 0 0 D COMPUTER PROGRAMS & SYS INC COM 205306103 761 28400 SH SOLE 28400 0 0 D COMPUTER SCIENCES CORP COM 205363104 806 22925 SH SOLE 22925 0 0 D COMSTOCK RES INC COM NEW 205768203 1366 28900 SH SOLE 28900 0 0 D COMSYS IT PARTNERS INC COM 20581E104 121 53800 SH SOLE 53800 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 1159 25300 SH SOLE 25300 0 0 D CONAGRA FOODS INC COM 205887102 1455 88157 SH SOLE 88157 0 0 D CON-WAY INC COM 205944101 836 31442 SH SOLE 31442 0 0 D CONOCOPHILLIPS COM 20825C104 25435 491028 SH SOLE 491028 0 0 D CONSOL ENERGY INC COM 20854P109 304 10654 SH SOLE 10654 0 0 D CONSOLIDATED COMM HLDGS INC COM 209034107 485 40822 SH SOLE 40822 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 799 35300 SH SOLE 35300 0 0 D CONTANGO OIL & GAS COMPANY COM NEW 21075N204 1036 18400 SH SOLE 18400 0 0 D CONTINENTAL AIRLS INC CL B 210795308 327 18100 SH SOLE 18100 0 0 D CONTINENTAL RESOURCES INC COM 212015101 1230 59400 SH SOLE 59400 0 0 D CONVERGYS CORP COM 212485106 430 67044 SH SOLE 67044 0 0 D COOPER TIRE & RUBR CO COM 216831107 966 156800 SH SOLE 156800 0 0 D COPART INC COM 217204106 1718 63200 SH SOLE 63200 0 0 D CORINTHIAN COLLEGES INC COM 218868107 1000 61100 SH SOLE 61100 0 0 D CORN PRODS INTL INC COM 219023108 4517 156570 SH SOLE 156570 0 0 D CORNELL COMPANIES INC COM 219141108 325 17500 SH SOLE 17500 0 0 D CORNING INC COM 219350105 1778 186561 SH SOLE 186561 0 0 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 1953 63600 SH SOLE 63600 0 0 D CORUS BANKSHARES INC COM 220873103 41 37300 SH SOLE 37300 0 0 D COSTCO WHSL CORP NEW COM 22160K105 2726 51933 SH SOLE 51933 0 0 D COUSINS PPTYS INC COM 222795106 234 16880 SH SOLE 16880 0 0 D COVENTRY HEALTH CARE INC COM 222862104 2671 179522 SH SOLE 179522 0 0 D CRACKER BARREL OLD CTRY STOR COM 22410J106 1040 50500 SH SOLE 50500 0 0 D CUBIST PHARMACEUTICALS INC COM 229678107 1887 78100 SH SOLE 78100 0 0 D CULLEN FROST BANKERS INC COM 229899109 438 8642 SH SOLE 8642 0 0 D CUMMINS INC COM 231021106 3484 130332 SH SOLE 130332 0 0 D CYNOSURE INC CL A 232577205 375 41100 SH SOLE 41100 0 0 D DCT INDUSTRIAL TRUST INC COM 233153105 1150 227300 SH SOLE 227300 0 0 D DPL INC COM 233293109 3936 172340 SH SOLE 172340 0 0 D D R HORTON INC COM 23331A109 234 33083 SH SOLE 33083 0 0 D DST SYS INC DEL COM 233326107 5963 156994 SH SOLE 156994 0 0 D DAKTRONICS INC COM 234264109 167 17800 SH SOLE 17800 0 0 D DARDEN RESTAURANTS INC COM 237194105 3670 130221 SH SOLE 130221 0 0 D DARLING INTL INC COM 237266101 645 117500 SH SOLE 117500 0 0 D DATASCOPE CORP COM 238113104 909 17400 SH SOLE 17400 0 0 D DAWSON GEOPHYSICAL CO COM 239359102 313 17601 SH SOLE 17601 0 0 D DEERE & CO COM 244199105 8011 209068 SH SOLE 209068 0 0 D DEL MONTE FOODS CO COM 24522P103 515 72189 SH SOLE 72189 0 0 D DELEK US HLDGS INC COM 246647101 172 32500 SH SOLE 32500 0 0 D DELL INC COM 24702R101 2239 218621 SH SOLE 218621 0 0 D DELPHI FINL GROUP INC CL A 247131105 365 19800 SH SOLE 19800 0 0 D DELTA AIR LINES INC DEL COM NEW 247361702 2379 207575 SH SOLE 207575 0 0 D DELUXE CORP COM 248019101 3460 231300 SH SOLE 231300 0 0 D DEVELOPERS DIVERSIFIED RLTY COM 251591103 1823 373478 SH SOLE 373478 0 0 D DEVON ENERGY CORP NEW COM 25179M103 5938 90364 SH SOLE 90364 0 0 D DIAMOND FOODS INC COM 252603105 1205 59800 SH SOLE 59800 0 0 D DIAMOND OFFSHORE DRILLING IN COM 25271C102 1114 18898 SH SOLE 18898 0 0 D DIAMONDROCK HOSPITALITY CO COM 252784301 260 51300 SH SOLE 51300 0 0 D DIGI INTL INC COM 253798102 297 36600 SH SOLE 36600 0 0 D DIGITAL RLTY TR INC COM 253868103 3423 104200 SH SOLE 104200 0 0 D DIGITAL RIV INC COM 25388B104 206 8300 SH SOLE 8300 0 0 D DIONEX CORP COM 254546104 1112 24800 SH SOLE 24800 0 0 D DIRECTV GROUP INC COM 25459L106 6873 300012 SH SOLE 300012 0 0 D DISNEY WALT CO COM DISNEY 254687106 8126 358150 SH SOLE 358150 0 0 D DISH NETWORK CORP CL A 25470M109 5849 527427 SH SOLE 527427 0 0 D DISCOVER FINL SVCS COM 254709108 1284 134705 SH SOLE 134705 0 0 D DOLAN MEDIA CO COM 25659P402 98 14800 SH SOLE 14800 0 0 D DOLBY LABORATORIES INC COM 25659T107 1096 33470 SH SOLE 33470 0 0 D DOLLAR TREE INC COM 256746108 5073 121679 SH SOLE 121679 0 0 D DOMINION RES INC VA NEW COM 25746U109 3650 101836 SH SOLE 101836 0 0 D DOMTAR CORP COM 257559104 101 60489 SH SOLE 60489 0 0 D DONALDSON INC COM 257651109 452 13440 SH SOLE 13440 0 0 D DONNELLEY R R & SONS CO COM 257867101 1698 125004 SH SOLE 125004 0 0 D DOUGLAS EMMETT INC COM 25960P109 1959 150000 SH SOLE 150000 0 0 D DOVER CORP COM 260003108 3405 103419 SH SOLE 103419 0 0 D DOW CHEM CO COM 260543103 2886 191283 SH SOLE 191283 0 0 D DR PEPPER SNAPPLE GROUP INC COM 26138E109 741 45600 SH SOLE 45600 0 0 D DRESSER-RAND GROUP INC COM 261608103 614 35600 SH SOLE 35600 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 3360 132794 SH SOLE 132794 0 0 D DUKE ENERGY CORP NEW COM 26441C105 1392 92718 SH SOLE 92718 0 0 D DUKE REALTY CORP COM NEW 264411505 3630 331228 SH SOLE 331228 0 0 D DUN & BRADSTREET CORP DEL NE COM 26483E100 1392 18029 SH SOLE 18029 0 0 D DUPONT FABROS TECHNOLOGY INC COM 26613Q106 49 23818 SH SOLE 23818 0 0 D DYCOM INDS INC COM 267475101 514 62500 SH SOLE 62500 0 0 D E M C CORP MASS COM 268648102 241 22988 SH SOLE 22988 0 0 D EMC INS GROUP INC COM 268664109 374 14600 SH SOLE 14600 0 0 D EMS TECHNOLOGIES INC COM 26873N108 1006 38900 SH SOLE 38900 0 0 D ENSCO INTL INC COM 26874Q100 5805 204466 SH SOLE 204466 0 0 D EOG RES INC COM 26875P101 8197 123114 SH SOLE 123114 0 0 D EXCO RESOURCES INC COM 269279402 145 16000 SH SOLE 16000 0 0 D EARTHLINK INC COM 270321102 410 60600 SH SOLE 60600 0 0 D EAST WEST BANCORP INC COM 27579R104 351 22000 SH SOLE 22000 0 0 D EASTGROUP PPTY INC COM 277276101 1690 47500 SH SOLE 47500 0 0 D EASTMAN CHEM CO COM 277432100 2076 65454 SH SOLE 65454 0 0 D EATON CORP COM 278058102 1944 39102 SH SOLE 39102 0 0 D EBAY INC COM 278642103 6429 460500 SH SOLE 460500 0 0 D ECHOSTAR CORP CL A 278768106 982 66065 SH SOLE 66065 0 0 D ECLIPSYS CORP COM 278856109 508 35800 SH SOLE 35800 0 0 D ECOLAB INC COM 278865100 6923 196944 SH SOLE 196944 0 0 D EDISON INTL COM 281020107 2523 78555 SH SOLE 78555 0 0 D EDUCATION RLTY TR INC COM 28140H104 250 47800 SH SOLE 47800 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 959 17452 SH SOLE 17452 0 0 D EL PASO CORP COM 28336L109 3458 441587 SH SOLE 441587 0 0 D EL PASO ELEC CO COM NEW 283677854 347 19200 SH SOLE 19200 0 0 D ELECTRO SCIENTIFIC INDS COM 285229100 538 79200 SH SOLE 79200 0 0 D ELIZABETH ARDEN INC COM 28660G106 178 14100 SH SOLE 14100 0 0 D ELLIS PERRY INTL INC COM 288853104 288 45350 SH SOLE 45350 0 0 D EMBARQ CORP COM 29078E105 3957 110049 SH SOLE 110049 0 0 D EMCOR GROUP INC COM 29084Q100 956 42600 SH SOLE 42600 0 0 D EMERITUS CORP COM 291005106 194 19300 SH SOLE 19300 0 0 D EMERSON ELEC CO COM 291011104 8865 242160 SH SOLE 242160 0 0 D EMPIRE DIST ELEC CO COM 291641108 831 47200 SH SOLE 47200 0 0 D EMULEX CORP COM NEW 292475209 623 89200 SH SOLE 89200 0 0 D ENCORE ACQUISITION CO COM 29255W100 2524 98900 SH SOLE 98900 0 0 D ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2815 108773 SH SOLE 108773 0 0 D ENERGEN CORP COM 29265N108 4112 140200 SH SOLE 140200 0 0 D ENERGIZER HLDGS INC COM 29266R108 1238 22863 SH SOLE 22863 0 0 D ENER1 INC COM NEW 29267A203 293 41000 SH SOLE 41000 0 0 D ENERSYS COM 29275Y102 116 10500 SH SOLE 10500 0 0 D ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 449 79400 SH SOLE 79400 0 0 D ENNIS INC COM 293389102 741 61200 SH SOLE 61200 0 0 D ENTERCOM COMMUNICATIONS CORP CL A 293639100 51 41100 SH SOLE 41100 0 0 D ENTERGY CORP NEW COM 29364G103 13362 160741 SH SOLE 160741 0 0 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1025 34400 SH SOLE 34400 0 0 D ENZON PHARMACEUTICALS INC COM 293904108 784 134500 SH SOLE 134500 0 0 D ENZO BIOCHEM INC COM 294100102 65 13200 SH SOLE 13200 0 0 D EPICOR SOFTWARE CORP COM 29426L108 157 32800 SH SOLE 32800 0 0 D EQUITY LIFESTYLE PPTYS INC COM 29472R108 1818 47400 SH SOLE 47400 0 0 D EQUITY ONE COM 294752100 467 26400 SH SOLE 26400 0 0 D EQUITY RESIDENTIAL SH BEN INT 29476L107 10387 348308 SH SOLE 348308 0 0 D ERESEARCHTECHNOLOGY INC COM 29481V108 697 105100 SH SOLE 105100 0 0 D ESSA BANCORP INC COM 29667D104 311 22000 SH SOLE 22000 0 0 D ESSEX PPTY TR INC COM 297178105 3707 48300 SH SOLE 48300 0 0 D ESTERLINE TECHNOLOGIES CORP COM 297425100 1807 47700 SH SOLE 47700 0 0 D EVERCORE PARTNERS INC CLASS A 29977A105 152 12200 SH SOLE 12200 0 0 D EVERGREEN SOLAR INC COM 30033R108 161 50400 SH SOLE 50400 0 0 D EXAR CORP COM 300645108 610 91400 SH SOLE 91400 0 0 D EXELON CORP COM 30161N101 6897 124030 SH SOLE 124030 0 0 D EXIDE TECHNOLOGIES COM NEW 302051206 914 172800 SH SOLE 172800 0 0 D EXPEDIA INC DEL COM 30212P105 1675 203323 SH SOLE 203323 0 0 D EXPEDITORS INTL WASH INC COM 302130109 1411 42402 SH SOLE 42402 0 0 D EXPRESS SCRIPTS INC COM 302182100 5558 101100 SH SOLE 101100 0 0 D EXTRA SPACE STORAGE INC COM 30225T102 2208 214000 SH SOLE 214000 0 0 D EZCORP INC CL A NON VTG 302301106 584 38400 SH SOLE 38400 0 0 D EXXON MOBIL CORP COM 30231G102 143182 1793585 SH SOLE 1793585 0 0 D FLIR SYS INC COM 302445101 3243 105700 SH SOLE 105700 0 0 D FMC TECHNOLOGIES INC COM 30249U101 283 11862 SH SOLE 11862 0 0 D FPL GROUP INC COM 302571104 821 16304 SH SOLE 16304 0 0 D FACET BIOTECH CORP SHS 30303Q103 352 36680 SH SOLE 36680 0 0 D FACTSET RESH SYS INC COM 303075105 4700 106250 SH SOLE 106250 0 0 D FAIRPOINT COMMUNICATIONS INC COM 305560104 478 145700 SH SOLE 145700 0 0 D FARO TECHNOLOGIES INC COM 311642102 180 10700 SH SOLE 10700 0 0 D FASTENAL CO COM 311900104 521 14956 SH SOLE 14956 0 0 D FEDERAL HOME LN MTG CORP COM 313400301 57 77425 SH SOLE 77425 0 0 D FEDERAL NATL MTG ASSN COM 313586109 106 139977 SH SOLE 139977 0 0 D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3099 49920 SH SOLE 49920 0 0 D FEDERATED INVS INC PA CL B 314211103 1304 76861 SH SOLE 76861 0 0 D FEDEX CORP COM 31428X106 1757 27384 SH SOLE 27384 0 0 D FELCOR LODGING TR INC COM 31430F101 60 32600 SH SOLE 32600 0 0 D F5 NETWORKS INC COM 315616102 1385 60600 SH SOLE 60600 0 0 D FIDELITY NATIONAL FINANCIAL CL A 31620R105 2970 167316 SH SOLE 167316 0 0 D FIFTH THIRD BANCORP COM 316773100 1334 161445 SH SOLE 161445 0 0 D FIRST ADVANTAGE CORP CL A 31845F100 393 27800 SH SOLE 27800 0 0 D FIRST BANCORP P R COM 318672102 150 13500 SH SOLE 13500 0 0 D FIRST CTZNS BANCSHARES INC N CL A 31946M103 1109 7260 SH SOLE 7260 0 0 D FIRST FINL BANKSHARES COM 32020R109 1516 27466 SH SOLE 27466 0 0 D FIRST FINL CORP IND COM 320218100 250 6100 SH SOLE 6100 0 0 D FIRST INDUSTRIAL REALTY TRUS COM 32054K103 792 104900 SH SOLE 104900 0 0 D FIRST MERCHANTS CORP COM 320817109 422 19000 SH SOLE 19000 0 0 D FIRST POTOMAC RLTY TR COM 33610F109 725 78000 SH SOLE 78000 0 0 D FIRST SOLAR INC COM 336433107 1693 12270 SH SOLE 12270 0 0 D 1ST SOURCE CORP COM 336901103 307 13000 SH SOLE 13000 0 0 D FIRSTFED FINL CORP COM 337907109 35 20200 SH SOLE 20200 0 0 D FIRSTMERIT CORP COM 337915102 1110 53900 SH SOLE 53900 0 0 D FIRSTENERGY CORP COM 337932107 8294 170732 SH SOLE 170732 0 0 D FLUOR CORP NEW COM 343412102 2916 64978 SH SOLE 64978 0 0 D FLOWERS FOODS INC COM 343498101 2227 91400 SH SOLE 91400 0 0 D FLOWSERVE CORP COM 34354P105 1877 36450 SH SOLE 36450 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 59 25628 SH SOLE 25628 0 0 D FOREST LABS INC COM 345838106 9095 357102 SH SOLE 357102 0 0 D FORESTAR GROUP INC COM 346233109 135 14200 SH SOLE 14200 0 0 D FORRESTER RESH INC COM 346563109 322 11400 SH SOLE 11400 0 0 D FORWARD AIR CORP COM 349853101 840 34600 SH SOLE 34600 0 0 D FOSTER L B CO COM 350060109 854 27300 SH SOLE 27300 0 0 D FRANKLIN RES INC COM 354613101 1337 20964 SH SOLE 20964 0 0 D FRANKLIN STREET PPTYS CORP COM 35471R106 1503 101900 SH SOLE 101900 0 0 D FREDS INC CL A 356108100 156 14500 SH SOLE 14500 0 0 D FREEPORT-MCMORAN COPPER & GO COM 35671D857 4492 183789 SH SOLE 183789 0 0 D FRONTIER FINL CORP WASH COM 35907K105 221 50700 SH SOLE 50700 0 0 D FRONTIER OIL CORP COM 35914P105 136 10800 SH SOLE 10800 0 0 D FUEL SYS SOLUTIONS INC COM 35952W103 750 22900 SH SOLE 22900 0 0 D FULLER H B CO COM 359694106 723 44900 SH SOLE 44900 0 0 D FULTON FINL CORP PA COM 360271100 211 21976 SH SOLE 21976 0 0 D FURNITURE BRANDS INTL INC COM 360921100 57 26000 SH SOLE 26000 0 0 D FUQI INTERNATIONAL INC COM NEW 36102A207 144 23000 SH SOLE 23000 0 0 D FUSHI COPPERWELD INC COM 36113E107 85 16200 SH SOLE 16200 0 0 D GEO GROUP INC COM 36159R103 197 10900 SH SOLE 10900 0 0 D GFI GROUP INC COM 361652209 696 196700 SH SOLE 196700 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 733 28278 SH SOLE 28278 0 0 D GAMESTOP CORP NEW CL A 36467W109 3704 171000 SH SOLE 171000 0 0 D GANNETT INC COM 364730101 294 36774 SH SOLE 36774 0 0 D GAP INC DEL COM 364760108 2332 174167 SH SOLE 174167 0 0 D GENENTECH INC COM NEW 368710406 10845 130810 SH SOLE 130810 0 0 D GENERAL DYNAMICS CORP COM 369550108 10106 175482 SH SOLE 175482 0 0 D GENERAL ELECTRIC CO COM 369604103 52620 3248147 SH SOLE 3248147 0 0 D GENERAL MLS INC COM 370334104 2167 35678 SH SOLE 35678 0 0 D GENTEK INC COM NEW 37245X203 337 22400 SH SOLE 22400 0 0 D GENUINE PARTS CO COM 372460105 2156 56955 SH SOLE 56955 0 0 D GENZYME CORP COM 372917104 7277 109647 SH SOLE 109647 0 0 D GERON CORP COM 374163103 196 41900 SH SOLE 41900 0 0 D GETTY RLTY CORP NEW COM 374297109 230 10900 SH SOLE 10900 0 0 D GILEAD SCIENCES INC COM 375558103 22460 439192 SH SOLE 439192 0 0 D GLACIER BANCORP INC NEW COM 37637Q105 890 46800 SH SOLE 46800 0 0 D GLOBAL CASH ACCESS HLDGS INC COM 378967103 48 21800 SH SOLE 21800 0 0 D GLIMCHER RLTY TR SH BEN INT 379302102 390 138700 SH SOLE 138700 0 0 D GLOBAL PMTS INC COM 37940X102 1738 53010 SH SOLE 53010 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 12170 144212 SH SOLE 144212 0 0 D GOODRICH CORP COM 382388106 2421 65388 SH SOLE 65388 0 0 D GOODRICH PETE CORP COM NEW 382410405 273 9100 SH SOLE 9100 0 0 D GOOGLE INC CL A 38259P508 24795 80595 SH SOLE 80595 0 0 D GORMAN RUPP CO COM 383082104 690 22187 SH SOLE 22187 0 0 D GRACO INC COM 384109104 1529 64443 SH SOLE 64443 0 0 D GRAFTECH INTL LTD COM 384313102 1505 180900 SH SOLE 180900 0 0 D GRAHAM CORP COM 384556106 738 68200 SH SOLE 68200 0 0 D GRAINGER W W INC COM 384802104 3953 50134 SH SOLE 50134 0 0 D GRAY TELEVISION INC COM 389375106 39 96400 SH SOLE 96400 0 0 D GREAT SOUTHN BANCORP INC COM 390905107 162 14200 SH SOLE 14200 0 0 D GREAT PLAINS ENERGY INC COM 391164100 4431 229234 SH SOLE 229234 0 0 D GREATBATCH INC COM 39153L106 474 17900 SH SOLE 17900 0 0 D GREEN MTN COFFEE ROASTERS IN COM 393122106 232 6000 SH SOLE 6000 0 0 D GREEN BANKSHARES INC COM NEW 394361208 227 16754 SH SOLE 16754 0 0 D GUESS INC COM 401617105 1002 65300 SH SOLE 65300 0 0 D GULFMARK OFFSHORE INC COM 402629109 595 25000 SH SOLE 25000 0 0 D GULFPORT ENERGY CORP COM NEW 402635304 405 102500 SH SOLE 102500 0 0 D H & E EQUIPMENT SERVICES INC COM 404030108 301 39100 SH SOLE 39100 0 0 D HCC INS HLDGS INC COM 404132102 1272 47560 SH SOLE 47560 0 0 D HCP INC COM 40414L109 9792 352624 SH SOLE 352624 0 0 D HRPT PPTYS TR COM SH BEN INT 40426W101 1590 471789 SH SOLE 471789 0 0 D HALLIBURTON CO COM 406216101 747 41093 SH SOLE 41093 0 0 D HANCOCK HLDG CO COM 410120109 868 19100 SH SOLE 19100 0 0 D HANESBRANDS INC COM 410345102 3095 242725 SH SOLE 242725 0 0 D HANSEN NAT CORP COM 411310105 278 8300 SH SOLE 8300 0 0 D HARLEY DAVIDSON INC COM 412822108 1877 110614 SH SOLE 110614 0 0 D HARLEYSVILLE NATL CORP PA COM 412850109 541 37491 SH SOLE 37491 0 0 D HARMAN INTL INDS INC COM 413086109 986 58950 SH SOLE 58950 0 0 D HARRIS CORP DEL COM 413875105 1884 49516 SH SOLE 49516 0 0 D HARRIS STRATEX NTWRKS INC CL A 41457P106 248 48100 SH SOLE 48100 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 1939 118083 SH SOLE 118083 0 0 D HASBRO INC COM 418056107 7507 257349 SH SOLE 257349 0 0 D HAWAIIAN ELEC INDUSTRIES COM 419870100 1196 54034 SH SOLE 54034 0 0 D HAWAIIAN HOLDINGS INC COM 419879101 749 117400 SH SOLE 117400 0 0 D HEALTHCARE RLTY TR COM 421946104 535 22800 SH SOLE 22800 0 0 D HEADWATERS INC COM 42210P102 377 55800 SH SOLE 55800 0 0 D HEALTH CARE REIT INC COM 42217K106 3207 76000 SH SOLE 76000 0 0 D HEALTH NET INC COM 42222G108 244 22369 SH SOLE 22369 0 0 D HEALTHSPRING INC COM 42224N101 1488 74500 SH SOLE 74500 0 0 D HEALTHWAYS INC COM 422245100 752 65500 SH SOLE 65500 0 0 D HEARST-ARGYLE TELEVISION INC COM 422317107 102 16855 SH SOLE 16855 0 0 D HEIDRICK & STRUGGLES INTL IN COM 422819102 1103 51200 SH SOLE 51200 0 0 D HEINZ H J CO COM 423074103 1073 28537 SH SOLE 28537 0 0 D HELMERICH & PAYNE INC COM 423452101 3287 144500 SH SOLE 144500 0 0 D HENRY JACK & ASSOC INC COM 426281101 322 16600 SH SOLE 16600 0 0 D HERCULES TECH GROWTH CAP INC COM 427096508 165 20801 SH SOLE 20801 0 0 D HERSHA HOSPITALITY TR SH BEN INT A 427825104 273 91000 SH SOLE 91000 0 0 D HERTZ GLOBAL HOLDINGS INC COM 42805T105 73 14400 SH SOLE 14400 0 0 D HESS CORP COM 42809H107 6006 111964 SH SOLE 111964 0 0 D HEWITT ASSOCS INC COM 42822Q100 1606 56600 SH SOLE 56600 0 0 D HEWLETT PACKARD CO COM 428236103 25729 708973 SH SOLE 708973 0 0 D HI-TECH PHARMACAL INC COM 42840B101 119 21400 SH SOLE 21400 0 0 D HIGHWOODS PPTYS INC COM 431284108 1975 72200 SH SOLE 72200 0 0 D HILLENBRAND INC COM 431571108 572 34268 SH SOLE 34268 0 0 D HOLOGIC INC COM 436440101 375 28700 SH SOLE 28700 0 0 D HOME DEPOT INC COM 437076102 8402 364989 SH SOLE 364989 0 0 D HOME PROPERTIES INC COM 437306103 792 19500 SH SOLE 19500 0 0 D HONEYWELL INTL INC COM 438516106 3295 100356 SH SOLE 100356 0 0 D HOOKER FURNITURE CORP COM 439038100 98 12800 SH SOLE 12800 0 0 D HORACE MANN EDUCATORS CORP N COM 440327104 174 18900 SH SOLE 18900 0 0 D HORMEL FOODS CORP COM 440452100 4541 146098 SH SOLE 146098 0 0 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 770 51750 SH SOLE 51750 0 0 D HOSPIRA INC COM 441060100 1262 47047 SH SOLE 47047 0 0 D HOST HOTELS & RESORTS INC COM 44107P104 6947 917687 SH SOLE 917687 0 0 D HOUSTON WIRE & CABLE CO COM 44244K109 518 55600 SH SOLE 55600 0 0 D HUB GROUP INC CL A 443320106 1634 61600 SH SOLE 61600 0 0 D HUDSON CITY BANCORP COM 443683107 7603 476391 SH SOLE 476391 0 0 D HUDSON HIGHLAND GROUP INC COM 443792106 46 13600 SH SOLE 13600 0 0 D HUMANA INC COM 444859102 3313 88870 SH SOLE 88870 0 0 D HUNTINGTON BANCSHARES INC COM 446150104 459 59981 SH SOLE 59981 0 0 D HUNTSMAN CORP COM 447011107 201 58500 SH SOLE 58500 0 0 D HURCO COMPANIES INC COM 447324104 144 12000 SH SOLE 12000 0 0 D HURON CONSULTING GROUP INC COM 447462102 1775 31000 SH SOLE 31000 0 0 D HUTCHINSON TECHNOLOGY INC COM 448407106 235 67500 SH SOLE 67500 0 0 D ICT GROUP INC COM 44929Y101 60 13100 SH SOLE 13100 0 0 D ICU MED INC COM 44930G107 709 21400 SH SOLE 21400 0 0 D IMS HEALTH INC COM 449934108 537 35436 SH SOLE 35436 0 0 D ISTAR FINL INC COM 45031U101 163 72923 SH SOLE 72923 0 0 D ITT EDUCATIONAL SERVICES INC COM 45068B109 1248 13140 SH SOLE 13140 0 0 D IXIA COM 45071R109 73 12700 SH SOLE 12700 0 0 D ICONIX BRAND GROUP INC COM 451055107 382 39100 SH SOLE 39100 0 0 D IDEX CORP COM 45167R104 1490 61699 SH SOLE 61699 0 0 D ILLINOIS TOOL WKS INC COM 452308109 5307 151402 SH SOLE 151402 0 0 D IMMUCOR INC COM 452526106 1034 38900 SH SOLE 38900 0 0 D INCYTE CORP COM 45337C102 525 138500 SH SOLE 138500 0 0 D INDEPENDENT BANK CORP MASS COM 453836108 340 13000 SH SOLE 13000 0 0 D INFINITY PPTY & CAS CORP COM 45665Q103 893 19100 SH SOLE 19100 0 0 D INFORMATICA CORP COM 45666Q102 199 14500 SH SOLE 14500 0 0 D INFOGROUP INC COM 45670G108 87 18400 SH SOLE 18400 0 0 D INFOSPACE INC COM NEW 45678T201 761 100800 SH SOLE 100800 0 0 D INLAND REAL ESTATE CORP COM NEW 457461200 2236 172300 SH SOLE 172300 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 73 10600 SH SOLE 10600 0 0 D INSITUFORM TECHNOLOGIES INC CL A 457667103 209 10600 SH SOLE 10600 0 0 D INNOSPEC INC COM 45768S105 263 44700 SH SOLE 44700 0 0 D INNOPHOS HOLDINGS INC COM 45774N108 341 17200 SH SOLE 17200 0 0 D INSTEEL INDUSTRIES INC COM 45774W108 128 11300 SH SOLE 11300 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 1208 215300 SH SOLE 215300 0 0 D INTEL CORP COM 458140100 27297 1862009 SH SOLE 1862009 0 0 D INTERACTIVE INTELLIGENCE INC COM 45839M103 197 30800 SH SOLE 30800 0 0 D INTERACTIVE DATA CORP COM 45840J107 1734 70300 SH SOLE 70300 0 0 D INTERCONTINENTALEXCHANGE INC COM 45865V100 2646 32100 SH SOLE 32100 0 0 D INTERDIGITAL INC COM 45867G101 715 26000 SH SOLE 26000 0 0 D INTERLINE BRANDS INC COM 458743101 725 68200 SH SOLE 68200 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 37627 447088 SH SOLE 447088 0 0 D INTERNATIONAL GAME TECHNOLOG COM 459902102 119 10016 SH SOLE 10016 0 0 D INTL PAPER CO COM 460146103 2199 186337 SH SOLE 186337 0 0 D INTERNATIONAL SPEEDWAY CORP CL A 460335201 961 33440 SH SOLE 33440 0 0 D INTERNET CAP GROUP INC COM NEW 46059C205 313 57400 SH SOLE 57400 0 0 D INTERVAL LEISURE GROUP INC COM 46113M108 849 157564 SH SOLE 157564 0 0 D INTERWOVEN INC COM NEW 46114T508 129 10200 SH SOLE 10200 0 0 D INTEVAC INC COM 461148108 734 144700 SH SOLE 144700 0 0 D INTUITIVE SURGICAL INC COM NEW 46120E602 676 5320 SH SOLE 5320 0 0 D INTUIT COM 461202103 6868 288710 SH SOLE 288710 0 0 D INVACARE CORP COM 461203101 914 58900 SH SOLE 58900 0 0 D INTREPID POTASH INC COM 46121Y102 2831 136300 SH SOLE 136300 0 0 D INVENTIV HEALTH INC COM 46122E105 557 48300 SH SOLE 48300 0 0 D INVERNESS MED INNOVATIONS IN COM 46126P106 193 10200 SH SOLE 10200 0 0 D INVERNESS MED INNOVATIONS IN PFD CONV SER B 46126P304 678 5539 SH SOLE 5539 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 545 24000 SH SOLE 24000 0 0 D INVESTORS BANCORP INC COM 46146P102 1241 92400 SH SOLE 92400 0 0 D INVESTORS REAL ESTATE TR SH BEN INT 461730103 585 54600 SH SOLE 54600 0 0 D ION GEOPHYSICAL CORP COM 462044108 462 134600 SH SOLE 134600 0 0 D IRIS INTL INC COM 46270W105 152 10900 SH SOLE 10900 0 0 D ISHARES TR RUSSELL 1000 464287622 2654 54300 SH SOLE 54300 0 0 D ISHARES TR RUSSELL 2000 464287655 714 14500 SH SOLE 14500 0 0 D ISIS PHARMACEUTICALS INC COM 464330109 540 38100 SH SOLE 38100 0 0 D IXYS CORP COM 46600W106 424 51300 SH SOLE 51300 0 0 D JPMORGAN & CHASE & CO COM 46625H100 43126 1367763 SH SOLE 1367763 0 0 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 1036 51700 SH SOLE 51700 0 0 D JACK IN THE BOX INC COM 466367109 636 28800 SH SOLE 28800 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 3429 71282 SH SOLE 71282 0 0 D JAKKS PAC INC COM 47012E106 1525 73900 SH SOLE 73900 0 0 D JAMES RIVER COAL CO COM NEW 470355207 268 17500 SH SOLE 17500 0 0 D JOHNSON & JOHNSON COM 478160104 61906 1034706 SH SOLE 1034706 0 0 D JONES LANG LASALLE INC COM 48020Q107 2291 82700 SH SOLE 82700 0 0 D JOY GLOBAL INC COM 481165108 791 34550 SH SOLE 34550 0 0 D JUNIPER NETWORKS INC COM 48203R104 5498 313975 SH SOLE 313975 0 0 D KAISER ALUMINUM CORP COM PAR $0.01 483007704 536 23800 SH SOLE 23800 0 0 D KAMAN CORP COM 483548103 604 33300 SH SOLE 33300 0 0 D KANSAS CITY SOUTHERN COM NEW 485170302 509 26700 SH SOLE 26700 0 0 D KELLOGG CO COM 487836108 3838 87529 SH SOLE 87529 0 0 D KENEXA CORP COM 488879107 313 39200 SH SOLE 39200 0 0 D KEY ENERGY SVCS INC COM 492914106 540 122400 SH SOLE 122400 0 0 D KEYCORP NEW COM 493267108 1239 145471 SH SOLE 145471 0 0 D KILROY RLTY CORP COM 49427F108 1827 54600 SH SOLE 54600 0 0 D KIMBALL INTL INC CL B 494274103 592 68700 SH SOLE 68700 0 0 D KIMBERLY CLARK CORP COM 494368103 7320 138787 SH SOLE 138787 0 0 D KIMCO REALTY CORP COM 49446R109 3988 218155 SH SOLE 218155 0 0 D KINDRED HEALTHCARE INC COM 494580103 150 11500 SH SOLE 11500 0 0 D KINETIC CONCEPTS INC COM NEW 49460W208 1941 101200 SH SOLE 101200 0 0 D KING PHARMACEUTICALS INC COM 495582108 1107 104196 SH SOLE 104196 0 0 D KITE RLTY GROUP TR COM 49803T102 440 79100 SH SOLE 79100 0 0 D KNOLL INC COM NEW 498904200 538 59700 SH SOLE 59700 0 0 D KNIGHT CAPITAL GROUP INC CL A 499005106 832 51500 SH SOLE 51500 0 0 D KNIGHT TRANSN INC COM 499064103 493 30600 SH SOLE 30600 0 0 D KNOLOGY INC COM 499183804 211 40800 SH SOLE 40800 0 0 D KOHLS CORP COM 500255104 4774 131865 SH SOLE 131865 0 0 D KORN FERRY INTL COM NEW 500643200 280 24500 SH SOLE 24500 0 0 D KRAFT FOODS INC CL A 50075N104 4276 159264 SH SOLE 159264 0 0 D KROGER CO COM 501044101 6871 260157 SH SOLE 260157 0 0 D LCA-VISION INC COM PAR $.001 501803308 202 49200 SH SOLE 49200 0 0 D LHC GROUP INC COM 50187A107 925 25700 SH SOLE 25700 0 0 D L-1 IDENTITY SOLUTIONS INC COM 50212A106 173 25600 SH SOLE 25600 0 0 D LSI CORPORATION COM 502161102 274 83208 SH SOLE 83208 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 8227 111513 SH SOLE 111513 0 0 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 2425 37656 SH SOLE 37656 0 0 D LABRANCHE & CO INC COM 505447102 145 30300 SH SOLE 30300 0 0 D LACLEDE GROUP INC COM 505597104 239 5100 SH SOLE 5100 0 0 D LADISH INC COM NEW 505754200 206 14900 SH SOLE 14900 0 0 D LAKELAND FINL CORP COM 511656100 255 10700 SH SOLE 10700 0 0 D LANDAUER INC COM 51476K103 1063 14500 SH SOLE 14500 0 0 D LANDRYS RESTAURANTS INC COM 51508L103 472 40700 SH SOLE 40700 0 0 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 661 59800 SH SOLE 59800 0 0 D LENNAR CORP CL A 526057104 3873 446766 SH SOLE 446766 0 0 D LEUCADIA NATL CORP COM 527288104 1829 92384 SH SOLE 92384 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 12 16900 SH SOLE 16900 0 0 D LEXMARK INTL NEW CL A 529771107 5479 203695 SH SOLE 203695 0 0 D LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 156 50001 SH SOLE 50001 0 0 D LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 406 86299 SH SOLE 86299 0 0 D LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 7441 425676 SH SOLE 425676 0 0 D LIBERTY PPTY TR SH BEN INT 531172104 2993 131104 SH SOLE 131104 0 0 D LIFE TECHNOLOGIES CORP COM 53217V109 1535 65864 SH SOLE 65864 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 434 19000 SH SOLE 19000 0 0 D LILLY ELI & CO COM 532457108 19436 482647 SH SOLE 482647 0 0 D LINCARE HLDGS INC COM 532791100 911 33839 SH SOLE 33839 0 0 D LINCOLN ELEC HLDGS INC COM 533900106 433 8500 SH SOLE 8500 0 0 D LINEAR TECHNOLOGY CORP COM 535678106 2712 122606 SH SOLE 122606 0 0 D LITTELFUSE INC COM 537008104 387 23300 SH SOLE 23300 0 0 D LOCKHEED MARTIN CORP COM 539830109 8697 103434 SH SOLE 103434 0 0 D LOEWS CORP COM 540424108 3587 126985 SH SOLE 126985 0 0 D LORAL SPACE & COMMUNICATNS I COM 543881106 459 31600 SH SOLE 31600 0 0 D LORILLARD INC COM 544147101 1289 22873 SH SOLE 22873 0 0 D LOUISIANA PAC CORP COM 546347105 28 17700 SH SOLE 17700 0 0 D LOWES COS INC COM 548661107 5989 278304 SH SOLE 278304 0 0 D LUBRIZOL CORP COM 549271104 952 26159 SH SOLE 26159 0 0 D LUBYS INC COM 549282101 50 12000 SH SOLE 12000 0 0 D LUFKIN INDS INC COM 549764108 452 13100 SH SOLE 13100 0 0 D LUMINEX CORP DEL COM 55027E102 457 21400 SH SOLE 21400 0 0 D M & T BK CORP COM 55261F104 498 8682 SH SOLE 8682 0 0 D MBIA INC COM 55262C100 124 30569 SH SOLE 30569 0 0 D MDU RES GROUP INC COM 552690109 549 25441 SH SOLE 25441 0 0 D MEMC ELECTR MATLS INC COM 552715104 6374 446371 SH SOLE 446371 0 0 D MGIC INVT CORP WIS COM 552848103 39 11169 SH SOLE 11169 0 0 D MTS SYS CORP COM 553777103 597 22400 SH SOLE 22400 0 0 D MVC CAPITAL INC COM 553829102 295 26900 SH SOLE 26900 0 0 D MWI VETERINARY SUPPLY INC COM 55402X105 404 15000 SH SOLE 15000 0 0 D MACERICH CO COM 554382101 4710 259336 SH SOLE 259336 0 0 D MACK CALI RLTY CORP COM 554489104 3147 128438 SH SOLE 128438 0 0 D MACROVISION SOLUTIONS CORP COM 55611C108 426 33700 SH SOLE 33700 0 0 D MADDEN STEVEN LTD COM 556269108 1121 52600 SH SOLE 52600 0 0 D MAIDENFORM BRANDS INC COM 560305104 694 68400 SH SOLE 68400 0 0 D MAINSOURCE FINANCIAL GP INC COM 56062Y102 179 11550 SH SOLE 11550 0 0 D MANHATTAN ASSOCS INC COM 562750109 1037 65600 SH SOLE 65600 0 0 D MANITOWOC INC COM 563571108 1763 203600 SH SOLE 203600 0 0 D MANNATECH INC COM 563771104 88 36100 SH SOLE 36100 0 0 D MANPOWER INC COM 56418H100 221 6491 SH SOLE 6491 0 0 D MANTECH INTL CORP CL A 564563104 206 3800 SH SOLE 3800 0 0 D MARATHON OIL CORP COM 565849106 6069 221814 SH SOLE 221814 0 0 D MARCHEX INC CL B 56624R108 72 12300 SH SOLE 12300 0 0 D MARSH & MCLENNAN COS INC COM 571748102 1593 65651 SH SOLE 65651 0 0 D MARSHALL & ILSLEY CORP NEW COM 571837103 4565 334673 SH SOLE 334673 0 0 D MARTEK BIOSCIENCES CORP COM 572901106 1767 58300 SH SOLE 58300 0 0 D MARTEN TRANS LTD COM 573075108 523 27600 SH SOLE 27600 0 0 D MARVEL ENTERTAINMENT INC COM 57383T103 849 27600 SH SOLE 27600 0 0 D MASSEY ENERGY CORP COM 576206106 145 10500 SH SOLE 10500 0 0 D MASTEC INC COM 576323109 119 10300 SH SOLE 10300 0 0 D MASTERCARD INC CL A 57636Q104 1829 12800 SH SOLE 12800 0 0 D MATRIX SVC CO COM 576853105 335 43700 SH SOLE 43700 0 0 D MATTEL INC COM 577081102 2403 150172 SH SOLE 150172 0 0 D MATTHEWS INTL CORP CL A 577128101 257 7000 SH SOLE 7000 0 0 D MAXYGEN INC COM 577776107 91 10200 SH SOLE 10200 0 0 D MAXIMUS INC COM 577933104 688 19600 SH SOLE 19600 0 0 D MCCORMICK & CO INC COM NON VTG 579780206 1274 40002 SH SOLE 40002 0 0 D MCDERMOTT INTL INC COM 580037109 495 50100 SH SOLE 50100 0 0 D MCDONALDS CORP COM 580135101 25594 411553 SH SOLE 411553 0 0 D MCGRAW HILL COS INC COM 580645109 3209 138376 SH SOLE 138376 0 0 D MCKESSON CORP COM 58155Q103 3711 95805 SH SOLE 95805 0 0 D MCMORAN EXPLORATION CO COM 582411104 344 35100 SH SOLE 35100 0 0 D MEADOWBROOK INS GROUP INC COM 58319P108 166 25800 SH SOLE 25800 0 0 D MEASUREMENT SPECIALTIES INC COM 583421102 224 32200 SH SOLE 32200 0 0 D MEDAREX INC COM 583916101 387 69400 SH SOLE 69400 0 0 D MEDCATH CORP COM 58404W109 384 36800 SH SOLE 36800 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 5669 135270 SH SOLE 135270 0 0 D MEDICAL ACTION INDS INC COM 58449L100 140 13950 SH SOLE 13950 0 0 D MEDICINES CO COM 584688105 1570 106600 SH SOLE 106600 0 0 D MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 398 28600 SH SOLE 28600 0 0 D MEDTRONIC INC COM 585055106 10300 327804 SH SOLE 327804 0 0 D MENS WEARHOUSE INC COM 587118100 437 32300 SH SOLE 32300 0 0 D MENTOR GRAPHICS CORP COM 587200106 997 192900 SH SOLE 192900 0 0 D MERCER INTL INC COM 588056101 92 47800 SH SOLE 47800 0 0 D MERCK & CO INC COM 589331107 18107 595639 SH SOLE 595639 0 0 D MERCURY COMPUTER SYS COM 589378108 429 68000 SH SOLE 68000 0 0 D MERIDIAN BIOSCIENCE INC COM 589584101 509 20000 SH SOLE 20000 0 0 D MERIT MED SYS INC COM 589889104 938 52300 SH SOLE 52300 0 0 D MERRILL LYNCH & CO INC COM 590188108 4341 372955 SH SOLE 372955 0 0 D METAVANTE TECHNOLOGIES INC COM 591407101 318 19724 SH SOLE 19724 0 0 D METHODE ELECTRS INC COM 591520200 846 125500 SH SOLE 125500 0 0 D METLIFE INC COM 59156R108 7506 215307 SH SOLE 215307 0 0 D METTLER TOLEDO INTERNATIONAL COM 592688105 309 4586 SH SOLE 4586 0 0 D MICREL INC COM 594793101 197 26900 SH SOLE 26900 0 0 D MICROSOFT CORP COM 594918104 56029 2882145 SH SOLE 2882145 0 0 D MICROSEMI CORP COM 595137100 316 25000 SH SOLE 25000 0 0 D MID-AMER APT CMNTYS INC COM 59522J103 1167 31400 SH SOLE 31400 0 0 D MIDDLEBY CORP COM 596278101 1036 38000 SH SOLE 38000 0 0 D MILLER HERMAN INC COM 600544100 670 51400 SH SOLE 51400 0 0 D MINE SAFETY APPLIANCES CO COM 602720104 399 16700 SH SOLE 16700 0 0 D MIRANT CORP NEW COM 60467R100 961 50926 SH SOLE 50926 0 0 D MITCHAM INDS INC COM 606501104 83 20800 SH SOLE 20800 0 0 D MOBILE MINI INC COM 60740F105 376 26100 SH SOLE 26100 0 0 D MODINE MFG CO COM 607828100 187 38400 SH SOLE 38400 0 0 D MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 186 64400 SH SOLE 64400 0 0 D MOLSON COORS BREWING CO CL B 60871R209 3096 63284 SH SOLE 63284 0 0 D MOMENTA PHARMACEUTICALS INC COM 60877T100 297 25600 SH SOLE 25600 0 0 D MONOTYPE IMAGING HOLDINGS IN COM 61022P100 108 18600 SH SOLE 18600 0 0 D MONSANTO CO NEW COM 61166W101 12838 182482 SH SOLE 182482 0 0 D MONSTER WORLDWIDE INC COM 611742107 449 37133 SH SOLE 37133 0 0 D MOODYS CORP COM 615369105 566 28158 SH SOLE 28158 0 0 D MOOG INC CL A 615394202 223 6100 SH SOLE 6100 0 0 D MORGAN STANLEY COM NEW 617446448 8527 531611 SH SOLE 531611 0 0 D MOSAIC CO COM 61945A107 1969 56900 SH SOLE 56900 0 0 D MOTOROLA INC COM 620076109 1218 274995 SH SOLE 274995 0 0 D MUELLER INDS INC COM 624756102 251 10000 SH SOLE 10000 0 0 D MULTIMEDIA GAMES INC COM 625453105 327 137500 SH SOLE 137500 0 0 D MURPHY OIL CORP COM 626717102 441 9940 SH SOLE 9940 0 0 D MYRIAD GENETICS INC COM 62855J104 1517 22900 SH SOLE 22900 0 0 D NCI BUILDING SYS INC COM 628852105 346 21200 SH SOLE 21200 0 0 D NCR CORP NEW COM 62886E108 765 54092 SH SOLE 54092 0 0 D NGP CAP RES CO COM 62912R107 112 13412 SH SOLE 13412 0 0 D NII HLDGS INC CL B NEW 62913F201 2345 129000 SH SOLE 129000 0 0 D NYSE EURONEXT COM 629491101 627 22900 SH SOLE 22900 0 0 D NALCO HOLDING COMPANY COM 62985Q101 223 19300 SH SOLE 19300 0 0 D NARA BANCORP INC COM 63080P105 759 77200 SH SOLE 77200 0 0 D NASDAQ OMX GROUP INC COM 631103108 2659 107600 SH SOLE 107600 0 0 D NASH FINCH CO COM 631158102 1095 24400 SH SOLE 24400 0 0 D NATIONAL BEVERAGE CORP COM 635017106 131 14600 SH SOLE 14600 0 0 D NATIONAL CITY CORP COM 635405103 85 47086 SH SOLE 47086 0 0 D NATIONAL HEALTHCARE CORP COM 635906100 496 9800 SH SOLE 9800 0 0 D NATIONAL FINL PARTNERS CORP COM 63607P208 71 23400 SH SOLE 23400 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 5256 215038 SH SOLE 215038 0 0 D NATIONAL PENN BANCSHARES INC COM 637138108 1260 86803 SH SOLE 86803 0 0 D NATIONAL RETAIL PROPERTIES I COM 637417106 2039 118600 SH SOLE 118600 0 0 D NATIONWIDE FINL SVCS INC CL A 638612101 262 5014 SH SOLE 5014 0 0 D NATIONWIDE HEALTH PPTYS INC COM 638620104 2605 90700 SH SOLE 90700 0 0 D NAVIGANT CONSULTING INC COM 63935N107 892 56200 SH SOLE 56200 0 0 D NELNET INC CL A 64031N108 398 27800 SH SOLE 27800 0 0 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 1338 97700 SH SOLE 97700 0 0 D NETFLIX INC COM 64110L106 655 21900 SH SOLE 21900 0 0 D NETGEAR INC COM 64111Q104 694 60800 SH SOLE 60800 0 0 D NETLOGIC MICROSYSTEMS INC COM 64118B100 374 17000 SH SOLE 17000 0 0 D NEUROCRINE BIOSCIENCES INC COM 64125C109 67 20900 SH SOLE 20900 0 0 D NEUSTAR INC CL A 64126X201 6950 363300 SH SOLE 363300 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 524 43800 SH SOLE 43800 0 0 D NEWMARKET CORP COM 651587107 932 26700 SH SOLE 26700 0 0 D NEWMONT MINING CORP COM 651639106 1518 37300 SH SOLE 37300 0 0 D NEWS CORP CL A 65248E104 4470 491726 SH SOLE 491726 0 0 D NIKE INC CL B 654106103 9315 182652 SH SOLE 182652 0 0 D NISOURCE INC COM 65473P105 2069 188602 SH SOLE 188602 0 0 D NOBLE ENERGY INC COM 655044105 1203 24448 SH SOLE 24448 0 0 D NORFOLK SOUTHERN CORP COM 655844108 10420 221468 SH SOLE 221468 0 0 D NORTHEAST UTILS COM 664397106 2993 124402 SH SOLE 124402 0 0 D NORTHERN TR CORP COM 665859104 4059 77845 SH SOLE 77845 0 0 D NORTHROP GRUMMAN CORP COM 666807102 2064 45822 SH SOLE 45822 0 0 D NORTHSTAR RLTY FIN CORP COM 66704R100 55 14100 SH SOLE 14100 0 0 D NORTHWEST NAT GAS CO COM 667655104 1690 38200 SH SOLE 38200 0 0 D NORTHWESTERN CORP COM NEW 668074305 836 35600 SH SOLE 35600 0 0 D NOVATEL WIRELESS INC COM NEW 66987M604 80 17200 SH SOLE 17200 0 0 D NOVEN PHARMACEUTICALS INC COM 670009109 176 16000 SH SOLE 16000 0 0 D NU SKIN ENTERPRISES INC CL A 67018T105 194 18600 SH SOLE 18600 0 0 D NSTAR COM 67019E107 1846 50588 SH SOLE 50588 0 0 D NTELOS HLDGS CORP COM 67020Q107 244 9900 SH SOLE 9900 0 0 D NUANCE COMMUNICATIONS INC COM 67020Y100 2453 236800 SH SOLE 236800 0 0 D NUCOR CORP COM 670346105 6178 133728 SH SOLE 133728 0 0 D NVIDIA CORP COM 67066G104 2957 366373 SH SOLE 366373 0 0 D NV ENERGY INC COM 67073Y106 1282 129600 SH SOLE 129600 0 0 D OGE ENERGY CORP COM 670837103 4961 192420 SH SOLE 192420 0 0 D OSI PHARMACEUTICALS INC COM 671040103 2405 61600 SH SOLE 61600 0 0 D OSI SYSTEMS INC COM 671044105 371 26800 SH SOLE 26800 0 0 D OBAGI MEDICAL PRODUCTS INC COM 67423R108 539 72300 SH SOLE 72300 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 18433 307264 SH SOLE 307264 0 0 D OCEANEERING INTL INC COM 675232102 251 8600 SH SOLE 8600 0 0 D OCEANFIRST FINL CORP COM 675234108 229 13800 SH SOLE 13800 0 0 D OCWEN FINL CORP COM NEW 675746309 516 56200 SH SOLE 56200 0 0 D ODYSSEY HEALTHCARE INC COM 67611V101 304 32900 SH SOLE 32900 0 0 D OFFICEMAX INC DEL COM 67622P101 1344 175854 SH SOLE 175854 0 0 D OIL STS INTL INC COM 678026105 822 44000 SH SOLE 44000 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 692 24300 SH SOLE 24300 0 0 D OLD NATL BANCORP IND COM 680033107 1890 104100 SH SOLE 104100 0 0 D OLD SECOND BANCORP INC ILL COM 680277100 147 12700 SH SOLE 12700 0 0 D OLIN CORP COM PAR $1 680665205 1589 87900 SH SOLE 87900 0 0 D OMNICOM GROUP INC COM 681919106 2499 92840 SH SOLE 92840 0 0 D OMEGA HEALTHCARE INVS INC COM 681936100 2020 126500 SH SOLE 126500 0 0 D OMNIVISION TECHNOLOGIES INC COM 682128103 582 110800 SH SOLE 110800 0 0 D ON ASSIGNMENT INC COM 682159108 298 52500 SH SOLE 52500 0 0 D 1 800 FLOWERS COM CL A 68243Q106 50 13000 SH SOLE 13000 0 0 D ONEOK INC NEW COM 682680103 1257 43180 SH SOLE 43180 0 0 D ONLINE RES CORP COM 68273G101 106 22400 SH SOLE 22400 0 0 D OPLINK COMMUNICATIONS INC COM NEW 68375Q403 502 58400 SH SOLE 58400 0 0 D ORACLE CORP COM 68389X105 29504 1664078 SH SOLE 1664078 0 0 D OPTIONSXPRESS HLDGS INC COM 684010101 595 44500 SH SOLE 44500 0 0 D ORIENTAL FINL GROUP INC COM 68618W100 520 86000 SH SOLE 86000 0 0 D ORITANI FINL CORP COM 686323106 270 16000 SH SOLE 16000 0 0 D OSHKOSH CORP COM 688239201 137 15400 SH SOLE 15400 0 0 D OVERSEAS SHIPHOLDING GROUP I COM 690368105 1032 24500 SH SOLE 24500 0 0 D OWENS & MINOR INC NEW COM 690732102 809 21500 SH SOLE 21500 0 0 D OWENS ILL INC COM NEW 690768403 2393 87546 SH SOLE 87546 0 0 D PDF SOLUTIONS INC COM 693282105 43 29773 SH SOLE 29773 0 0 D PDL BIOPHARMA INC COM 69329Y104 1133 183400 SH SOLE 183400 0 0 D PG&E CORP COM 69331C108 6491 167671 SH SOLE 167671 0 0 D PHH CORP COM NEW 693320202 134 10500 SH SOLE 10500 0 0 D P F CHANGS CHINA BISTRO INC COM 69333Y108 586 28000 SH SOLE 28000 0 0 D PICO HLDGS INC COM NEW 693366205 1047 39400 SH SOLE 39400 0 0 D PMA CAP CORP CL A 693419202 170 24000 SH SOLE 24000 0 0 D PMC-SIERRA INC COM 69344F106 524 107900 SH SOLE 107900 0 0 D PNC FINL SVCS GROUP INC COM 693475105 3712 75747 SH SOLE 75747 0 0 D PPG INDS INC COM 693506107 2106 49635 SH SOLE 49635 0 0 D PPL CORP COM 69351T106 2990 97422 SH SOLE 97422 0 0 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C503 75 18500 SH SOLE 18500 0 0 D PS BUSINESS PKS INC CALIF COM 69360J107 1170 26200 SH SOLE 26200 0 0 D PACER INTL INC TENN COM 69373H106 685 65700 SH SOLE 65700 0 0 D PACIFIC CAP BANCORP NEW COM 69404P101 1654 98000 SH SOLE 98000 0 0 D PACWEST BANCORP DEL COM 695263103 463 17200 SH SOLE 17200 0 0 D PAIN THERAPEUTICS INC COM 69562K100 108 18200 SH SOLE 18200 0 0 D PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 458 39700 SH SOLE 39700 0 0 D PAR PHARMACEUTICAL COS INC COM 69888P106 684 51000 SH SOLE 51000 0 0 D PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 775 61280 SH SOLE 61280 0 0 D PAREXEL INTL CORP COM 699462107 1520 156500 SH SOLE 156500 0 0 D PARK ELECTROCHEMICAL CORP COM 700416209 739 39000 SH SOLE 39000 0 0 D PARK NATL CORP COM 700658107 237 3300 SH SOLE 3300 0 0 D PARKER DRILLING CO COM 701081101 324 111800 SH SOLE 111800 0 0 D PARKER HANNIFIN CORP COM 701094104 5471 128619 SH SOLE 128619 0 0 D PARKWAY PPTYS INC COM 70159Q104 491 27300 SH SOLE 27300 0 0 D PATTERSON UTI ENERGY INC COM 703481101 2975 258488 SH SOLE 258488 0 0 D PEABODY ENERGY CORP COM 704549104 773 33960 SH SOLE 33960 0 0 D PEDIATRIX MED GROUP COM 705324101 1892 59700 SH SOLE 59700 0 0 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 959 128719 SH SOLE 128719 0 0 D PEOPLES UNITED FINANCIAL INC COM 712704105 757 42463 SH SOLE 42463 0 0 D PEP BOYS MANNY MOE & JACK COM 713278109 552 133600 SH SOLE 133600 0 0 D PEPCO HOLDINGS INC COM 713291102 1461 82267 SH SOLE 82267 0 0 D PEPSI BOTTLING GROUP INC COM 713409100 2705 120174 SH SOLE 120174 0 0 D PEPSICO INC COM 713448108 31587 576713 SH SOLE 576713 0 0 D PERINI CORP COM 713839108 1842 78800 SH SOLE 78800 0 0 D PEROT SYS CORP CL A 714265105 332 24300 SH SOLE 24300 0 0 D PETMED EXPRESS INC COM 716382106 1338 75900 SH SOLE 75900 0 0 D PETROLEUM DEV CORP COM 716578109 602 25000 SH SOLE 25000 0 0 D PETROQUEST ENERGY INC COM 716748108 317 46900 SH SOLE 46900 0 0 D PETSMART INC COM 716768106 2012 109034 SH SOLE 109034 0 0 D PFIZER INC COM 717081103 41627 2350460 SH SOLE 2350460 0 0 D PHILIP MORRIS INTL INC COM 718172109 31063 713931 SH SOLE 713931 0 0 D PHOENIX COS INC NEW COM 71902E109 634 194000 SH SOLE 194000 0 0 D PHOENIX TECHNOLOGY LTD COM 719153108 60 17000 SH SOLE 17000 0 0 D PIEDMONT NAT GAS INC COM 720186105 1631 51500 SH SOLE 51500 0 0 D PINNACLE WEST CAP CORP COM 723484101 1875 58344 SH SOLE 58344 0 0 D PIONEER DRILLING CO COM 723655106 210 37700 SH SOLE 37700 0 0 D PIPER JAFFRAY COS COM 724078100 668 16800 SH SOLE 16800 0 0 D PITNEY BOWES INC COM 724479100 447 17544 SH SOLE 17544 0 0 D PLAINS EXPL& PRODTN CO COM 726505100 1440 61976 SH SOLE 61976 0 0 D PLANTRONICS INC NEW COM 727493108 1385 104900 SH SOLE 104900 0 0 D PLEXUS CORP COM 729132100 1398 82500 SH SOLE 82500 0 0 D POLARIS INDS INC COM 731068102 656 22900 SH SOLE 22900 0 0 D POLO RALPH LAUREN CORP CL A 731572103 294 6478 SH SOLE 6478 0 0 D POPULAR INC COM 733174106 201 38917 SH SOLE 38917 0 0 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 240 7100 SH SOLE 7100 0 0 D POTLATCH CORP NEW COM 737630103 851 32700 SH SOLE 32700 0 0 D POWER INTEGRATIONS INC COM 739276103 1197 60200 SH SOLE 60200 0 0 D POZEN INC COM 73941U102 71 14100 SH SOLE 14100 0 0 D PRAXAIR INC COM 74005P104 5129 86408 SH SOLE 86408 0 0 D PRE PAID LEGAL SVCS INC COM 740065107 276 7400 SH SOLE 7400 0 0 D PRECISION CASTPARTS CORP COM 740189105 6930 116504 SH SOLE 116504 0 0 D PRECISION DRILLING TR TR UNIT 740215108 118 14112 SH SOLE 14112 0 0 D PREMIERE GLOBAL SVCS INC COM 740585104 1150 133600 SH SOLE 133600 0 0 D PRESIDENTIAL LIFE CORP COM 740884101 344 34800 SH SOLE 34800 0 0 D PRESTIGE BRANDS HLDGS INC COM 74112D101 723 68500 SH SOLE 68500 0 0 D PRICE T ROWE GROUP INC COM 74144T108 293 8268 SH SOLE 8268 0 0 D PRICELINE COM INC COM NEW 741503403 1458 19800 SH SOLE 19800 0 0 D PRIDE INTL INC DEL COM 74153Q102 1308 81855 SH SOLE 81855 0 0 D PRINCIPAL FINANCIAL GROUP IN COM 74251V102 433 19187 SH SOLE 19187 0 0 D PROCTER & GAMBLE CO COM 742718109 66272 1072014 SH SOLE 1072014 0 0 D PROGENICS PHARMACEUTICALS IN COM 743187106 783 75900 SH SOLE 75900 0 0 D PROGRESS SOFTWARE CORP COM 743312100 686 35600 SH SOLE 35600 0 0 D PROGRESSIVE CORP OHIO COM 743315103 1297 87560 SH SOLE 87560 0 0 D PROLOGIS SH BEN INT 743410102 3724 268097 SH SOLE 268097 0 0 D PROVIDENT BANKSHARES CORP COM 743859100 177 18300 SH SOLE 18300 0 0 D PROVIDENT FINL SVCS INC COM 74386T105 800 52300 SH SOLE 52300 0 0 D PRUDENTIAL FINL INC COM 744320102 4201 138826 SH SOLE 138826 0 0 D PSYCHIATRIC SOLUTIONS INC COM 74439H108 407 14600 SH SOLE 14600 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 2976 102022 SH SOLE 102022 0 0 D PUBLIC STORAGE COM 74460D109 10571 132970 SH SOLE 132970 0 0 D PUGET ENERGY INC NEW COM 745310102 1948 71431 SH SOLE 71431 0 0 D QLOGIC CORP COM 747277101 6590 490312 SH SOLE 490312 0 0 D QUALCOMM INC COM 747525103 20438 570409 SH SOLE 570409 0 0 D QUEST SOFTWARE INC COM 74834T103 914 72600 SH SOLE 72600 0 0 D QUESTAR CORP COM 748356102 4662 142614 SH SOLE 142614 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 137 24600 SH SOLE 24600 0 0 D QUIDEL CORP COM 74838J101 767 58700 SH SOLE 58700 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 714 196159 SH SOLE 196159 0 0 D RAIT FINANCIAL TRUST COM 749227104 174 66900 SH SOLE 66900 0 0 D RCN CORP COM NEW 749361200 104 17600 SH SOLE 17600 0 0 D RC2 CORP COM 749388104 250 23400 SH SOLE 23400 0 0 D RLI CORP COM 749607107 1486 24300 SH SOLE 24300 0 0 D RPC INC COM 749660106 579 59350 SH SOLE 59350 0 0 D RTI INTL METALS INC COM 74973W107 332 23200 SH SOLE 23200 0 0 D RADIANT SYSTEMS INC COM 75025N102 80 23700 SH SOLE 23700 0 0 D RADIOSHACK CORP COM 750438103 1592 133307 SH SOLE 133307 0 0 D RADISYS CORP COM 750459109 67 12200 SH SOLE 12200 0 0 D RALCORP HLDGS INC NEW COM 751028101 625 10700 SH SOLE 10700 0 0 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 174 28100 SH SOLE 28100 0 0 D RAVEN INDS INC COM 754212108 477 19800 SH SOLE 19800 0 0 D RAYMOND JAMES FINANCIAL INC COM 754730109 212 12352 SH SOLE 12352 0 0 D RAYTHEON CO COM NEW 755111507 2877 56358 SH SOLE 56358 0 0 D RED ROBIN GOURMET BURGERS IN COM 75689M101 328 19500 SH SOLE 19500 0 0 D REGAL BELOIT CORP COM 758750103 1189 31300 SH SOLE 31300 0 0 D REGENCY CTRS CORP COM 758849103 2394 51260 SH SOLE 51260 0 0 D REGENERON PHARMACEUTICALS COM 75886F107 865 47100 SH SOLE 47100 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 1775 222981 SH SOLE 222981 0 0 D REHABCARE GROUP INC COM 759148109 938 61900 SH SOLE 61900 0 0 D REINSURANCE GROUP AMER INC COM NEW 759351604 679 15859 SH SOLE 15859 0 0 D RELIANT ENERGY INC COM 75952B105 437 75602 SH SOLE 75602 0 0 D RENT A CTR INC NEW COM 76009N100 2428 137550 SH SOLE 137550 0 0 D REPUBLIC AWYS HLDGS INC COM 760276105 682 63900 SH SOLE 63900 0 0 D REPUBLIC BANCORP KY CL A 760281204 1177 43264 SH SOLE 43264 0 0 D REPUBLIC SVCS INC COM 760759100 1681 67815 SH SOLE 67815 0 0 D RESOURCES CONNECTION INC COM 76122Q105 600 36600 SH SOLE 36600 0 0 D REYNOLDS AMERICAN INC COM 761713106 2719 67460 SH SOLE 67460 0 0 D RICKS CABARET INTL INC COM NEW 765641303 121 30400 SH SOLE 30400 0 0 D RIMAGE CORP COM 766721104 237 17700 SH SOLE 17700 0 0 D ROBBINS & MYERS INC COM 770196103 171 10600 SH SOLE 10600 0 0 D ROCKWELL COLLINS INC COM 774341101 1537 39326 SH SOLE 39326 0 0 D ROLLINS INC COM 775711104 824 45550 SH SOLE 45550 0 0 D ROPER INDS INC NEW COM 776696106 5860 135000 SH SOLE 135000 0 0 D ROSETTA RESOURCES INC COM 777779307 429 60600 SH SOLE 60600 0 0 D ROWAN COS INC COM 779382100 539 33922 SH SOLE 33922 0 0 D RUBY TUESDAY INC COM 781182100 23 14800 SH SOLE 14800 0 0 D S & T BANCORP INC COM 783859101 831 23400 SH SOLE 23400 0 0 D SEI INVESTMENTS CO COM 784117103 1231 78327 SH SOLE 78327 0 0 D SL GREEN RLTY CORP COM 78440X101 1847 71321 SH SOLE 71321 0 0 D SLM CORP COM 78442P106 2719 305548 SH SOLE 305548 0 0 D SPDR TR UNIT SER 1 78462F103 2238 24800 SH SOLE 24800 0 0 D SPSS INC COM 78462K102 342 12700 SH SOLE 12700 0 0 D SPX CORP COM 784635104 1190 29340 SH SOLE 29340 0 0 D STEC INC COM 784774101 748 175700 SH SOLE 175700 0 0 D SWS GROUP INC COM 78503N107 1547 81650 SH SOLE 81650 0 0 D S Y BANCORP INC COM 785060104 274 9950 SH SOLE 9950 0 0 D SAFEWAY INC COM NEW 786514208 3043 127998 SH SOLE 127998 0 0 D ST JUDE MED INC COM 790849103 8310 252131 SH SOLE 252131 0 0 D SALIX PHARMACEUTICALS INC COM 795435106 230 26000 SH SOLE 26000 0 0 D SALLY BEAUTY HLDGS INC COM 79546E104 300 52700 SH SOLE 52700 0 0 D SANDY SPRING BANCORP INC COM 800363103 445 20400 SH SOLE 20400 0 0 D SAPIENT CORP COM 803062108 846 190500 SH SOLE 190500 0 0 D SARA LEE CORP COM 803111103 909 92808 SH SOLE 92808 0 0 D SAUL CTRS INC COM 804395101 482 12200 SH SOLE 12200 0 0 D SAVVIS INC COM NEW 805423308 243 35200 SH SOLE 35200 0 0 D SCANA CORP NEW COM 80589M102 1648 46298 SH SOLE 46298 0 0 D SCHAWK INC CL A 806373106 129 11300 SH SOLE 11300 0 0 D SCHEIN HENRY INC COM 806407102 2303 62778 SH SOLE 62778 0 0 D SCHERING PLOUGH CORP COM 806605101 12007 705063 SH SOLE 705063 0 0 D SCHLUMBERGER LTD COM 806857108 13465 318100 SH SOLE 318100 0 0 D SCHOOL SPECIALTY INC COM 807863105 245 12800 SH SOLE 12800 0 0 D SCHULMAN A INC COM 808194104 439 25800 SH SOLE 25800 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 2996 185265 SH SOLE 185265 0 0 D SCHWEITZER-MAUDUIT INTL INC COM 808541106 669 33400 SH SOLE 33400 0 0 D SEABOARD CORP COM 811543107 836 700 SH SOLE 700 0 0 D SEABRIGHT INSURANCE HLDGS IN COM 811656107 802 68300 SH SOLE 68300 0 0 D SEACHANGE INTL INC COM 811699107 169 23500 SH SOLE 23500 0 0 D SEALED AIR CORP NEW COM 81211K100 436 29214 SH SOLE 29214 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 4371 243900 SH SOLE 243900 0 0 D SEPRACOR INC COM 817315104 990 90198 SH SOLE 90198 0 0 D SEQUENOM INC COM NEW 817337405 688 34700 SH SOLE 34700 0 0 D SHAW GROUP INC COM 820280105 2823 137900 SH SOLE 137900 0 0 D SHENANDOAH TELECOMMUNICATION COM 82312B106 853 30400 SH SOLE 30400 0 0 D SHENGDA TECH INC COM 823213103 45 12900 SH SOLE 12900 0 0 D SHERWIN WILLIAMS CO COM 824348106 5801 97093 SH SOLE 97093 0 0 D SHUTTERFLY INC COM 82568P304 254 36400 SH SOLE 36400 0 0 D SIGMA ALDRICH CORP COM 826552101 4640 109860 SH SOLE 109860 0 0 D SIGMA DESIGNS INC COM 826565103 111 11700 SH SOLE 11700 0 0 D SIGNATURE BK NEW YORK N Y COM 82669G104 416 14500 SH SOLE 14500 0 0 D SILICON IMAGE INC COM 82705T102 246 58500 SH SOLE 58500 0 0 D SILICON STORAGE TECHNOLOGY I COM 827057100 55 24200 SH SOLE 24200 0 0 D SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 286 9700 SH SOLE 9700 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 15030 282884 SH SOLE 282884 0 0 D SIMS METAL MANAGEMENT LTD SPONS ADR 829160100 510 41085 SH SOLE 41085 0 0 D SINCLAIR BROADCAST GROUP INC CL A 829226109 88 28500 SH SOLE 28500 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 310 29500 SH SOLE 29500 0 0 D SIRIUS XM RADIO INC COM 82967N108 5 38933 SH SOLE 38933 0 0 D SKECHERS U S A INC CL A 830566105 140 10900 SH SOLE 10900 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 101 18200 SH SOLE 18200 0 0 D SMART BALANCE INC COM 83169Y108 116 17100 SH SOLE 17100 0 0 D SMITH INTL INC COM 832110100 896 39128 SH SOLE 39128 0 0 D SMUCKER J M CO COM NEW 832696405 1359 31351 SH SOLE 31351 0 0 D SOHU COM INC COM 83408W103 2613 55200 SH SOLE 55200 0 0 D SOLUTIA INC COM NEW 834376501 277 61500 SH SOLE 61500 0 0 D SONOCO PRODS CO COM 835495102 1641 70873 SH SOLE 70873 0 0 D SOUTH FINL GROUP INC COM 837841105 148 34200 SH SOLE 34200 0 0 D SOUTH JERSEY INDS INC COM 838518108 1514 38000 SH SOLE 38000 0 0 D SOUTHERN CO COM 842587107 8109 219168 SH SOLE 219168 0 0 D SOUTHERN COPPER CORP COM 84265V105 915 56956 SH SOLE 56956 0 0 D SOUTHERN UN CO NEW COM 844030106 942 72245 SH SOLE 72245 0 0 D SOUTHWEST AIRLS CO COM 844741108 3455 400763 SH SOLE 400763 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 1538 53100 SH SOLE 53100 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 425 11800 SH SOLE 11800 0 0 D SPARTAN MTRS INC COM 846819100 83 17600 SH SOLE 17600 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 439 239744 SH SOLE 239744 0 0 D STANCORP FINL GROUP INC COM 852891100 1124 26898 SH SOLE 26898 0 0 D STANLEY INC COM 854532108 1097 30300 SH SOLE 30300 0 0 D STANLEY WKS COM 854616109 1754 51433 SH SOLE 51433 0 0 D STARBUCKS CORP COM 855244109 263 27814 SH SOLE 27814 0 0 D STATE STR CORP COM 857477103 8308 211237 SH SOLE 211237 0 0 D STEPAN CO COM 858586100 930 19800 SH SOLE 19800 0 0 D STERICYCLE INC COM 858912108 2545 48858 SH SOLE 48858 0 0 D STERIS CORP COM 859152100 1271 53200 SH SOLE 53200 0 0 D STERLING BANCORP COM 859158107 178 12700 SH SOLE 12700 0 0 D STONERIDGE INC COM 86183P102 66 14400 SH SOLE 14400 0 0 D STRAYER ED INC COM 863236105 3017 14070 SH SOLE 14070 0 0 D STRYKER CORP COM 863667101 1969 49292 SH SOLE 49292 0 0 D SUFFOLK BANCORP COM 864739107 424 11800 SH SOLE 11800 0 0 D SUN BANCORP INC COM 86663B102 112 14894 SH SOLE 14894 0 0 D SUN COMMUNITIES INC COM 866674104 781 55800 SH SOLE 55800 0 0 D SUNOCO INC COM 86764P109 409 9420 SH SOLE 9420 0 0 D SUNTRUST BKS INC COM 867914103 4094 138584 SH SOLE 138584 0 0 D SUPER MICRO COMPUTER INC COM 86800U104 152 24000 SH SOLE 24000 0 0 D SUPERIOR ENERGY SVCS INC COM 868157108 3310 207800 SH SOLE 207800 0 0 D SUPERIOR INDS INTL INC COM 868168105 127 12100 SH SOLE 12100 0 0 D SUPERTEX INC COM 868532102 355 14800 SH SOLE 14800 0 0 D SUPERVALU INC COM 868536103 3226 220974 SH SOLE 220974 0 0 D SUREWEST COMMUNICATIONS COM 868733106 287 25132 SH SOLE 25132 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 325 20400 SH SOLE 20400 0 0 D SWIFT ENERGY CO COM 870738101 561 33400 SH SOLE 33400 0 0 D SYMANTEC CORP COM 871503108 3167 234256 SH SOLE 234256 0 0 D SYMMETRY MED INC COM 871546206 245 30700 SH SOLE 30700 0 0 D SYNAPTICS INC COM 87157D109 1004 60650 SH SOLE 60650 0 0 D SYNOVUS FINL CORP COM 87161C105 275 33091 SH SOLE 33091 0 0 D SYNTEL INC COM 87162H103 1253 54200 SH SOLE 54200 0 0 D SYNIVERSE HLDGS INC COM 87163F106 1773 148500 SH SOLE 148500 0 0 D SYSCO CORP COM 871829107 1968 85773 SH SOLE 85773 0 0 D TD AMERITRADE HLDG CORP COM 87236Y108 5672 398047 SH SOLE 398047 0 0 D TECO ENERGY INC COM 872375100 603 48821 SH SOLE 48821 0 0 D TJX COS INC NEW COM 872540109 978 47558 SH SOLE 47558 0 0 D TNS INC COM 872960109 972 103500 SH SOLE 103500 0 0 D T-3 ENERGY SRVCS INC COM 87306E107 190 20100 SH SOLE 20100 0 0 D TALBOTS INC COM 874161102 86 36000 SH SOLE 36000 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 1588 42200 SH SOLE 42200 0 0 D TARGET CORP COM 87612E106 4618 133746 SH SOLE 133746 0 0 D TAUBMAN CTRS INC COM 876664103 1492 58600 SH SOLE 58600 0 0 D TAYLOR CAP GROUP INC COM 876851106 66 11300 SH SOLE 11300 0 0 D TECHNE CORP COM 878377100 4349 67400 SH SOLE 67400 0 0 D TECHNITROL INC COM 878555101 122 35100 SH SOLE 35100 0 0 D TECHWELL INC COM 87874D101 259 39800 SH SOLE 39800 0 0 D TECUMSEH PRODS CO CL A 878895200 574 59900 SH SOLE 59900 0 0 D TELEPHONE & DATA SYS INC COM 879433100 4345 136857 SH SOLE 136857 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 489 69000 SH SOLE 69000 0 0 D TENNECO INC COM 880349105 548 185700 SH SOLE 185700 0 0 D TERADATA CORP DEL COM 88076W103 5012 337992 SH SOLE 337992 0 0 D TEREX CORP NEW COM 880779103 327 18900 SH SOLE 18900 0 0 D TERRA INDS INC COM 880915103 2741 164400 SH SOLE 164400 0 0 D TESORO CORP COM 881609101 238 18100 SH SOLE 18100 0 0 D TEXAS INSTRS INC COM 882508104 7772 500753 SH SOLE 500753 0 0 D TEXAS ROADHOUSE INC CL A 882681109 189 24400 SH SOLE 24400 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 7055 207078 SH SOLE 207078 0 0 D THOMAS PPTYS GROUP INC COM 884453101 55 21300 SH SOLE 21300 0 0 D THORATEC CORP COM NEW 885175307 1654 50900 SH SOLE 50900 0 0 D 3M CO COM 88579Y101 18124 314976 SH SOLE 314976 0 0 D TIBCO SOFTWARE INC COM 88632Q103 686 132100 SH SOLE 132100 0 0 D TIDEWATER INC COM 886423102 1386 34420 SH SOLE 34420 0 0 D TIFFANY & CO NEW COM 886547108 1388 58753 SH SOLE 58753 0 0 D TIM HORTONS INC COM 88706M103 208 7227 SH SOLE 7227 0 0 D TIME WARNER INC COM 887317105 12425 1235074 SH SOLE 1235074 0 0 D TIME WARNER CABLE INC CL A 88732J108 2829 131900 SH SOLE 131900 0 0 D TOMPKINS FINANCIAL CORPORATI COM 890110109 600 10350 SH SOLE 10350 0 0 D TORCHMARK CORP COM 891027104 5255 117560 SH SOLE 117560 0 0 D TORO CO COM 891092108 3260 98800 SH SOLE 98800 0 0 D TOTAL SYS SVCS INC COM 891906109 1636 116844 SH SOLE 116844 0 0 D TRACTOR SUPPLY CO COM 892356106 1684 46600 SH SOLE 46600 0 0 D TRANSDIGM GROUP INC COM 893641100 544 16200 SH SOLE 16200 0 0 D TRAVELERS COMPANIES INC COM 89417E109 13289 293997 SH SOLE 293997 0 0 D TREX INC COM 89531P105 176 10700 SH SOLE 10700 0 0 D TRICO MARINE SERVICES INC COM NEW 896106200 101 22600 SH SOLE 22600 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 1634 75600 SH SOLE 75600 0 0 D TRINITY INDS INC COM 896522109 723 45900 SH SOLE 45900 0 0 D TRUSTMARK CORP COM 898402102 905 41900 SH SOLE 41900 0 0 D TWIN DISC INC COM 901476101 74 10800 SH SOLE 10800 0 0 D UDR INC COM 902653104 3378 244941 SH SOLE 244941 0 0 D UGI CORP NEW COM 902681105 1231 50426 SH SOLE 50426 0 0 D UIL HLDG CORP COM 902748102 312 10400 SH SOLE 10400 0 0 D UMB FINL CORP COM 902788108 2084 42400 SH SOLE 42400 0 0 D US BANCORP DEL COM NEW 902973304 9673 386766 SH SOLE 386766 0 0 D USEC INC COM 90333E108 271 60400 SH SOLE 60400 0 0 D USA MOBILITY INC COM 90341G103 730 63100 SH SOLE 63100 0 0 D U S AIRWAYS GROUP INC COM 90341W108 206 26600 SH SOLE 26600 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 334 40300 SH SOLE 40300 0 0 D ULTIMATE SOFTWARE GROUP INC COM 90385D107 695 47600 SH SOLE 47600 0 0 D UMPQUA HLDGS CORP COM 904214103 293 20215 SH SOLE 20215 0 0 D UNION PAC CORP COM 907818108 13552 283522 SH SOLE 283522 0 0 D UNISOURCE ENERGY CORP COM 909205106 1814 61800 SH SOLE 61800 0 0 D UNIT CORP COM 909218109 4489 168000 SH SOLE 168000 0 0 D UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 616 45389 SH SOLE 45389 0 0 D UNITED FINANCIAL BANCORP INC COM 91030T109 374 24700 SH SOLE 24700 0 0 D UNITED ONLINE INC COM 911268100 754 124277 SH SOLE 124277 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 12371 224283 SH SOLE 224283 0 0 D UNITED RENTALS INC COM 911363109 1827 200300 SH SOLE 200300 0 0 D U STORE IT TR COM 91274F104 574 129039 SH SOLE 129039 0 0 D UNITED STATES STL CORP NEW COM 912909108 873 23476 SH SOLE 23476 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 21073 393156 SH SOLE 393156 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 14929 561245 SH SOLE 561245 0 0 D UNIVERSAL CORP VA COM 913456109 305 10200 SH SOLE 10200 0 0 D UNUM GROUP COM 91529Y106 4456 239586 SH SOLE 239586 0 0 D URBAN OUTFITTERS INC COM 917047102 993 66300 SH SOLE 66300 0 0 D V F CORP COM 918204108 1182 21588 SH SOLE 21588 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911X104 1470 64200 SH SOLE 64200 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 1381 63830 SH SOLE 63830 0 0 D VALLEY NATL BANCORP COM 919794107 334 16473 SH SOLE 16473 0 0 D VALUECLICK INC COM 92046N102 1257 183800 SH SOLE 183800 0 0 D VARIAN MED SYS INC COM 92220P105 1439 41058 SH SOLE 41058 0 0 D VASCO DATA SEC INTL INC COM 92230Y104 575 55700 SH SOLE 55700 0 0 D VENTAS INC COM 92276F100 5757 171486 SH SOLE 171486 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 35723 1053789 SH SOLE 1053789 0 0 D VIAD CORP COM NEW 92552R406 485 19600 SH SOLE 19600 0 0 D VIASAT INC COM 92552V100 551 22900 SH SOLE 22900 0 0 D VIACOM INC NEW CL B 92553P201 420 22060 SH SOLE 22060 0 0 D VIRGIN MEDIA INC COM 92769L101 304 60926 SH SOLE 60926 0 0 D VIROPHARMA INC COM 928241108 1741 133700 SH SOLE 133700 0 0 D VISA INC COM CL A 92826C839 6556 125000 SH SOLE 125000 0 0 D VIVUS INC COM 928551100 135 25300 SH SOLE 25300 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 962 134500 SH SOLE 134500 0 0 D VORNADO RLTY TR SH BEN INT 929042109 10722 177663 SH SOLE 177663 0 0 D W & T OFFSHORE INC COM 92922P106 1650 115200 SH SOLE 115200 0 0 D WD-40 CO COM 929236107 311 11000 SH SOLE 11000 0 0 D WABCO HLDGS INC COM 92927K102 1078 68283 SH SOLE 68283 0 0 D WMS INDS INC COM 929297109 1159 43100 SH SOLE 43100 0 0 D WABASH NATL CORP COM 929566107 74 16400 SH SOLE 16400 0 0 D WACHOVIA CORP NEW COM 929903102 3789 684016 SH SOLE 684016 0 0 D WADDELL & REED FINL INC CL A 930059100 572 37000 SH SOLE 37000 0 0 D WAL MART STORES INC COM 931142103 47258 842985 SH SOLE 842985 0 0 D WALGREEN CO COM 931422109 4919 199384 SH SOLE 199384 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 408 14400 SH SOLE 14400 0 0 D WASTE MGMT INC DEL COM 94106L109 2419 72994 SH SOLE 72994 0 0 D WASTE SERVICES INC DEL COM NEW 941075202 160 24300 SH SOLE 24300 0 0 D WAUSAU PAPER CORP COM 943315101 728 63600 SH SOLE 63600 0 0 D WEBSENSE INC COM 947684106 1009 67400 SH SOLE 67400 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 3242 110191 SH SOLE 110191 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 3396 164157 SH SOLE 164157 0 0 D WEIS MKTS INC COM 948849104 679 20200 SH SOLE 20200 0 0 D WELLPOINT INC COM 94973V107 3859 91601 SH SOLE 91601 0 0 D WELLS FARGO & CO NEW COM 949746101 35558 1206184 SH SOLE 1206184 0 0 D WEST PHARMACEUTICAL SVSC INC COM 955306105 249 6600 SH SOLE 6600 0 0 D WESTAR ENERGY INC COM 95709T100 6660 324700 SH SOLE 324700 0 0 D WESTERN ALLIANCE BANCORP COM 957638109 321 31800 SH SOLE 31800 0 0 D WESTERN DIGITAL CORP COM 958102105 5119 447035 SH SOLE 447035 0 0 D WESTERN UN CO COM 959802109 6032 420631 SH SOLE 420631 0 0 D WHIRLPOOL CORP COM 963320106 608 14695 SH SOLE 14695 0 0 D WHITING PETE CORP NEW COM 966387102 1275 38100 SH SOLE 38100 0 0 D WILLBROS GROUP INC COM 969199108 192 22700 SH SOLE 22700 0 0 D WILLIAMS CLAYTON ENERGY INC COM 969490101 491 10800 SH SOLE 10800 0 0 D WILMINGTON TRUST CORP COM 971807102 647 29088 SH SOLE 29088 0 0 D WILSHIRE BANCORP INC COM 97186T108 228 25100 SH SOLE 25100 0 0 D WIND RIVER SYSTEMS INC COM 973149107 201 22300 SH SOLE 22300 0 0 D WINDSTREAM CORP COM 97381W104 2609 283640 SH SOLE 283640 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 1628 77400 SH SOLE 77400 0 0 D WOODWARD GOVERNOR CO COM 980745103 665 28900 SH SOLE 28900 0 0 D WORTHINGTON INDS INC COM 981811102 343 31100 SH SOLE 31100 0 0 D WRIGHT EXPRESS CORP COM 98233Q105 1018 80800 SH SOLE 80800 0 0 D WYETH COM 983024100 16239 432928 SH SOLE 432928 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 2512 383501 SH SOLE 383501 0 0 D XTO ENERGY INC COM 98385X106 8526 241725 SH SOLE 241725 0 0 D XCEL ENERGY INC COM 98389B100 8953 482640 SH SOLE 482640 0 0 D XILINX INC COM 983919101 651 36529 SH SOLE 36529 0 0 D XENOPORT INC COM 98411C100 818 32600 SH SOLE 32600 0 0 D YAHOO INC COM 984332106 3457 283374 SH SOLE 283374 0 0 D YUM BRANDS INC COM 988498101 9646 306234 SH SOLE 306234 0 0 D ZEP INC COM 98944B108 492 25500 SH SOLE 25500 0 0 D ZIMMER HLDGS INC COM 98956P102 4481 110864 SH SOLE 110864 0 0 D ZIONS BANCORPORATION COM 989701107 1109 45244 SH SOLE 45244 0 0 D ZORAN CORP COM 98975F101 1179 172600 SH SOLE 172600 0 0 D ZYGO CORP COM 989855101 234 33800 SH SOLE 33800 0 0 D ZOLL MED CORP COM 989922109 340 18000 SH SOLE 18000 0 0 S REPORT SUMMARY 1282 DATA RECORDS 3447468 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----