-----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, IPXhjcMv8PYeIFn29OHIEKt29VHA4UBbpDp5fGkvgII4/A5ISU4GJNMcLpuvyelj QKo11PHeuEh7kFsP6Owlcw== 0001483262-10-000004.txt : 20100721 0001483262-10-000004.hdr.sgml : 20100721 20100721120403 ACCESSION NUMBER: 0001483262-10-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100721 DATE AS OF CHANGE: 20100721 EFFECTIVENESS DATE: 20100721 FILER: COMPANY DATA: COMPANY CONFORMED NAME: State of New Jersey Common Pension Fund A CENTRAL INDEX KEY: 0001483262 IRS NUMBER: 223681879 STATE OF INCORPORATION: NJ FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13665 FILM NUMBER: 10961901 BUSINESS ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 BUSINESS PHONE: 609 292 5106 MAIL ADDRESS: STREET 1: 50 WEST STATE STREET STREET 2: PO BOX 290 CITY: TRENTON STATE: NJ ZIP: 08625 13F-HR 1 afund-630_2010.txt STATE OF NEW JERSEY COMMON PENSION FUND A 1 Common Pension Fund A 13F-June 2010.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: June 30, 2010 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: New Jersey Division of Investment Address: 50 W State St 9th Floor PO Box 290 Trenton, NJ 08625-0290 13F File Number: 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: Ray A. Joseph Title: Acting Director Phone: 609-292-5106 Signature, Place, and Date of Signing: Ray A. Joseph Trenton, NJ July 21, 2010 Report Type (Check only one.): X 13F HOLDINGS REPORT. 13F NOTICE. 13F COMBINATION REPORT. List of Other Managers reporting for this manager: None FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information table Entry Total: 964 Form 13F Information Table Value Total: 15440915 x 1000 List of other included managers none No. 13F File Number Name Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None - --------------------------------------------------------------------------------------------------------------------------------- 3M CO COM 88579Y10 67142 850000 SH SOLE 850000 3PAR INC COM 88580F10 2560 275000 SH SOLE 275000 AAR CORP. COM 00036110 1507 90000 SH SOLE 90000 ABBOTT LABORATORIES COM 00282410 77234 1651000 SH SOLE 1651000 ABERCROMBIE & FITCH CO-CL A CL A 00289620 767 25000 SH SOLE 25000 ACADIA REALTY TRUST COM SH BEN INT 00423910 3902 231996 SH SOLE 231996 ACCELRYS INC. COM 00430U10 581 90000 SH SOLE 90000 ACORDA THERAPEUTICS INC COM 00484M10 2800 90000 SH SOLE 90000 ACTIVISION BLIZZARD INC. COM 00507V10 18882 1800000 SH SOLE 1800000 ACTUANT CORP. CL A NEW 00508X20 3766 200000 SH SOLE 200000 ADOBE SYSTEMS INC. COM 00724F10 5286 200000 SH SOLE 200000 ADOLOR CORP. COM 00724X10 185 170000 SH SOLE 170000 ADVANCED AUTO PARTS INC COM 00751Y10 2509 50000 SH SOLE 50000 ADVANCED ENERGY INDUSTRIES, INC. COM 00797310 1536 125000 SH SOLE 125000 AEROPOSTALE INC COM 00786510 2076 72500 SH SOLE 72500 AES CORP. (THE) COM 00130H10 11781 1275000 SH SOLE 1275000 AETNA INC COM 00817Y10 42739 1620120 SH SOLE 1620120 AFFILIATED MANAGERS GROUP COM 00825210 6684 110000 SH SOLE 110000 AFFYMAX INC COM 00826A10 7146 1195000 SH SOLE 1195000 AFFYMETRIX, INC. COM 00826T10 236 40000 SH SOLE 40000 AGCO CORP. COM 00108410 7012 260000 SH SOLE 260000 AGILENT TECHNOLOGIES, INC. COM 00846U10 11372 400000 SH SOLE 400000 AIRTRAN HOLDINGS INC COM 00949P10 18430 3800000 SH SOLE 3800000 AK STEEL HOLDING CORP. COM 00154710 2444 205000 SH SOLE 205000 AKAMAI TECHNOLOGIES, INC. COM 00971T10 3246 80000 SH SOLE 80000 AKORN, INC. COM 00972810 149 50000 SH SOLE 50000 ALASKA AIR GROUP INC COM 01165910 21127 470000 SH SOLE 470000 ALASKA COMM SYSTEMS GROUP COM 01167P10 1274 150000 SH SOLE 150000 ALBEMARLE CORP. COM 01265310 7942 200000 SH SOLE 200000 ALEXANDER & BALDWIN, INC. COM 01448210 5063 170000 SH SOLE 170000 ALEXANDRIA REAL ESTATE EQUITIES COM 01527110 10741 169500 SH SOLE 169500 ALKERMES INC COM 01642T10 2054 165000 SH SOLE 165000 ALLEGHANY CORP. COM 01717510 2746 9363 SH SOLE 9363 ALLEGHENY ENERGY, INC. COM 01736110 16544 800000 SH SOLE 800000 ALLEGHENY TECHNOLOGIES INC COM 01741R10 19002 430000 SH SOLE 430000 ALLERGAN, INC. COM 01849010 7108 122000 SH SOLE 122000 ALLIANCE ONE INTERNATIONAL, INC. COM 01877210 2136 600000 SH SOLE 600000 ALLIANT ENERGY CORP. COM 01880210 5078 160000 SH SOLE 160000 ALLIANT TECHSYSTEMS INC COM 01880410 6827 110000 SH SOLE 110000 ALLIS-CHALMERS ENERGY INC. COM PAR $.01NW 01964550 2575 1250000 SH SOLE 1250000 ALLOY, INC. NEW COM 01985530 1407 150000 SH SOLE 150000 ALLSCRIPTS HEALTHCARE SOLUTIONS COM 01988P10 1127 70000 SH SOLE 70000 ALLSTATE CORP. (THE) COM 02000210 18762 653054 SH SOLE 653054 ALMOST FAMILY INC COM 02040910 5240 150000 SH SOLE 150000 ALTERRA CAPITAL HOLDINGS LIM COM G0229R10 1690 90000 SH SOLE 90000 ALTRIA GROUP INC. COM 02209S10 92705 4626000 SH SOLE 4626000 AMAG PHARMACEUTICALS INC. COM 00163U10 6738 196167 SH SOLE 196167 AMAZON.COM INC. COM 02313510 40972 375000 SH SOLE 375000 AMEREN CORP. COM 02360810 14428 607000 SH SOLE 607000 AMERICAN APPAREL INC COM 02385010 824 450000 SH SOLE 450000 AMERICAN CAMPUS COMMUNITIES, INC COM 02483510 6373 233516 SH SOLE 233516 AMERICAN EAGLE OUTFITTERS COM 02553E10 23487 973000 SH SOLE 973000 AMERICAN ELECTRIC POWER CO.,INC. COM 02553710 20963 649000 SH SOLE 649000 AMERICAN EXPRESS CO COM 02581610 73048 1840000 SH SOLE 1840000 AMERICAN GREETINGS CORP-CL A CL A 02637510 1876 100000 SH SOLE 100000 AMERICAN SCIENCE & ENGIN COM 02942910 11432 150000 SH SOLE 150000 AMERICAN STATES WATER CO. COM 02989910 829 25000 SH SOLE 25000 AMERICAN TOWER CORP. CL A CL A 02991220 29815 670000 SH SOLE 670000 AMERICAN WATER WORKS CO INC COM 03042010 7828 380000 SH SOLE 380000 AMERIPRISE FINANCIAL INC COM 03076C10 40718 1127000 SH SOLE 1127000 AMERISOURCEBERGEN CORP. COM 03073E10 17780 560000 SH SOLE 560000 AMERON INTERNATIONAL CORP. COM 03071010 603 10000 SH SOLE 10000 AMETEK, INC. COM 03110010 11242 280000 SH SOLE 280000 AMGEN INC. COM 03116210 23828 453000 SH SOLE 453000 AMPHENOL CORP-CL A CL A 03209510 25532 650000 SH SOLE 650000 AMR CORP. COM 00176510 17730 2615000 SH SOLE 2615000 AMYLIN PHARMACEUTICALS INC COM 03234610 4700 250000 SH SOLE 250000 ANADARKO PETROLEUM CORP COM 03251110 55957 1550480 SH SOLE 1550480 ANADIGICS INC COM 03251510 4360 1000000 SH SOLE 1000000 ANALOG DEVICES, INC. COM 03265410 19223 690000 SH SOLE 690000 ANGIODYNAMICS INC. COM 03475V10 1918 130000 SH SOLE 130000 ANIXTER INTERNATIONAL INC. COM 03529010 13632 320000 SH SOLE 320000 ANNALY CAPITAL MANAGEMENT INC COM 03571040 7940 463000 SH SOLE 463000 ANSYS, INC. COM 03662Q10 4057 100000 SH SOLE 100000 AOL INC COM 00184X10 1247 60000 SH SOLE 60000 AON CORP. COM 03738910 11322 305000 SH SOLE 305000 APACHE CORP COM 03741110 40159 477000 SH SOLE 477000 APARTMENT INVEST. & MGMT. CO. CL A 03748R10 6984 360539 SH SOLE 360539 APOLLO INVESTMENT CORP. COM 03761U10 1866 200000 SH SOLE 200000 APPLE INC COM 03783310 472876 1880000 SH SOLE 1880000 APPLIED MATERIALS, INC. COM 03822210 17429 1450000 SH SOLE 1450000 AQUA AMERICA INC COM 03836W10 4007 226666 SH SOLE 226666 ARBOR REALTY TRUST INC. COM 03892310 257 50000 SH SOLE 50000 ARCH CAPITAL GROUP LTD. ORD G0450A10 8407 112852 SH SOLE 112852 ARCH COAL, INC. COM 03938010 4140 209000 SH SOLE 209000 ARCHER DANIELS MIDLAND CO. COM 03948310 12846 497526 SH SOLE 497526 ARENA PHARMACEUTICALS, INC. COM 04004710 6693 2180000 SH SOLE 2180000 ARIAD PHARMACEUTICALS, INC. COM 04033A10 564 200000 SH SOLE 200000 ARIBA INC. COM NEW 04033V20 1912 120000 SH SOLE 120000 ARRIS GROUP INC. COM 04269Q10 3057 300000 SH SOLE 300000 ART TECHNOLOGY GROUP INC COM 04289L10 5643 1650000 SH SOLE 1650000 ARTIO GLOBAL INVESTORS INC COM CL A 04315B10 3778 240000 SH SOLE 240000 ARVINMERITOR INC COM 04335310 2358 180000 SH SOLE 180000 ASCENT MEDIA CORP. CL A COM SER A 04363210 505 20000 SH SOLE 20000 ASHLAND INC. COM 04420910 18568 400000 SH SOLE 400000 ASPEN TECHNOLOGY INC. COM 04532710 3267 300000 SH SOLE 300000 ASTEC INDUSTRIES INC. COM 04622410 13033 470000 SH SOLE 470000 ASTORIA FINANCIAL CORP. COM 04626510 1238 90000 SH SOLE 90000 ATHENAHEALTH INC COM 04685W10 4181 160000 SH SOLE 160000 ATHEROS COMMUNICATIONS IN COM 04743P10 15973 580000 SH SOLE 580000 ATMEL CORP. COM 04951310 27840 5800000 SH SOLE 5800000 ATMOS ENERGY CP COM 04956010 2704 100000 SH SOLE 100000 AUTODESK INC COM 05276910 29232 1200000 SH SOLE 1200000 AUTOZONE INC. COM 05333210 8308 43000 SH SOLE 43000 AVALON BAY COMMUNITIES, INC. COM 05348410 1140 12212 SH SOLE 12212 AVERY DENNISON CORP. COM 05361110 4273 133000 SH SOLE 133000 AVIAT NETWORKS INC COM 05366Y10 180 49683 SH SOLE 49683 AVID TECHNOLOGY, INC. COM 05367P10 1273 100000 SH SOLE 100000 AVON PRODUCTS, INC. COM 05430310 12323 465000 SH SOLE 465000 AVX CORP. COM 00244410 5513 430000 SH SOLE 430000 BAKER HUGHES INC COM 05722410 9588 230647 SH SOLE 230647 BALL CORP. COM 05849810 2642 50000 SH SOLE 50000 BALLANTYNE STRONG INC COM 05851610 652 90000 SH SOLE 90000 BALLY TECHNOLOGIES INC COM 05874B10 4373 135000 SH SOLE 135000 BANK OF AMERICA CORP COM 06050510 192466 13393615 SH SOLE 13393615 BANK OF NEW YORK MELLON CORP COM 06405810 43434 1759167 SH SOLE 1759167 BARD (C.R.), INC. COM 06738310 13180 170000 SH SOLE 170000 BASIC ENERGY COM 06985P10 1925 250000 SH SOLE 250000 BAXTER INTERNATIONAL INC COM 07181310 57749 1421000 SH SOLE 1421000 BEASLEY BROADCAST GROUP INC. CL A 07401410 1315 270000 SH SOLE 270000 BECKMAN COULTER, INC. COM 07581110 6330 105000 SH SOLE 105000 BECTON DICKINSON AND CO COM 07588710 14876 220000 SH SOLE 220000 BED BATH & BEYOND INC COM 07589610 14832 400000 SH SOLE 400000 BEL FUSE INC. CL B CL B 07734730 1651 100000 SH SOLE 100000 BEMIS CO., INC. COM 08143710 1350 50000 SH SOLE 50000 BENCHMARK ELECTRONICS, INC. COM 08160H10 3170 200000 SH SOLE 200000 BERKSHIRE HATHAWAY INC-CL A CL A 08467010 11400 95 SH SOLE 95 BERRY PETROLEUM CO CL A 08578910 29707 1155000 SH SOLE 1155000 BEST BUY COM 08651610 1761 52000 SH SOLE 52000 BILL BARRETT CORP COM 06846N10 3262 106028 SH SOLE 106028 BIOGEN IDEC INC COM 09062X10 18980 400000 SH SOLE 400000 BIOMED REALTY TRUST INC COM 09063H10 2011 125000 SH SOLE 125000 BLACK HILLS CORP. COM 09211310 1139 40000 SH SOLE 40000 BLACKBOARD, INC. COM 09193550 2240 60000 SH SOLE 60000 BLACKROCK INC COM 09247X10 68115 475000 SH SOLE 475000 BLUE COAT SYSTEMS, INC. COM NEW 09534T50 1226 60000 SH SOLE 60000 BOSTON BEER COMPANY INC. CL-A CL A 10055710 9443 140000 SH SOLE 140000 BOSTON PROPERTIES, INC. COM 10112110 16410 230030 SH SOLE 230030 BOSTON SCIENTIFIC CORP. COM 10113710 17561 3027697 SH SOLE 3027697 BRANDYWINE REALTY TRUST SH BEN INT NEW 10536820 4999 465000 SH SOLE 465000 BRE PROPERTIES INC CL A 05564E10 2770 75000 SH SOLE 75000 BRIGGS & STRATTON CORP. COM 10904310 3234 190000 SH SOLE 190000 BRINKS CO. (THE) COM 10969610 6275 329755 SH SOLE 329755 BRISTOL-MYERS SQUIBB CO. COM 11012210 29976 1201938 SH SOLE 1201938 BROADCOM CORP. CL A 11132010 18134 550000 SH SOLE 550000 BROADWIND ENERGY INC COM 11161T10 1330 475000 SH SOLE 475000 BROCADE COMMUNICATIONS SY COM NEW 11162130 12384 2400000 SH SOLE 2400000 BSQUARE CORP COM NEW 11776U30 295 130000 SH SOLE 130000 BURGER KING HOLDINGS, INC. COM 12120820 2021 120000 SH SOLE 120000 CABLEVISION SYSTEMS-NY GRP-A CL A NY CABLVS 12686C10 12965 540000 SH SOLE 540000 CABOT MICROELECTRONICS CORP. COM 12709P10 8648 250000 SH SOLE 250000 CABOT OIL & GAS COM 12709710 3132 100000 SH SOLE 100000 CADENCE DESIGN SYSTEMS, INC. COM 12738710 5211 900000 SH SOLE 900000 CALAVO GROWERS INC. COM 12824610 1343 74800 SH SOLE 74800 CALGON CARBON CORP COM 12960310 8606 650000 SH SOLE 650000 CALIPER LIFE SCIENCES INC. COM 13087210 299 70000 SH SOLE 70000 CALPINE CORP COM NEW 13134730 2226 175000 SH SOLE 175000 CAMERON INTERNATIONAL CORP. COM 13342B10 10146 312000 SH SOLE 312000 CAMPBELL SOUP CO. COM 13442910 10749 300000 SH SOLE 300000 CANTEL MEDICAL CORP. COM 13809810 2505 150000 SH SOLE 150000 CAPITAL ONE FINANCIAL CORP. COM 14040H10 8060 200000 SH SOLE 200000 CAPLEASE INC COM 14028810 461 100000 SH SOLE 100000 CARDINAL HEALTH, INC. COM 14149Y10 18486 550000 SH SOLE 550000 CAREFUSION CORP COM 14170T10 9761 430000 SH SOLE 430000 CARIBOU COFFEE CO INC COM 14204220 1989 210000 SH SOLE 210000 CARLISLE COMPANIES INC. COM 14233910 13007 360000 SH SOLE 360000 CARMIKE CINEMAS, INC. COM 14343640 727 120000 SH SOLE 120000 CARNIVAL CORP PAIRED CTF 14365830 4823 159500 SH SOLE 159500 CARPENTER TECHNOLOGY CORP. COM 14428510 4925 150000 SH SOLE 150000 CARTER'S INC COM 14622910 13650 520000 SH SOLE 520000 CASH AMERICA INTL. INC. COM 14754D10 4798 140000 SH SOLE 140000 CATO CORP-CL A CL A 14920510 1101 50000 SH SOLE 50000 CAVIUM NETWORKS INC. COM 14965A10 7857 300000 SH SOLE 300000 CBL & ASSOC PPTYS INC COM 12483010 2693 216500 SH SOLE 216500 CBOE HOLDINGS COM 12503M10 163 5000 SH SOLE 5000 CBS CORPORATION CL B 12485720 14223 1100000 SH SOLE 1100000 CELANESE CORPORATION SERIES A COM SER A 15087010 62275 2500000 SH SOLE 2500000 CELGENE CORP. COM 15102010 25918 510000 SH SOLE 510000 CENTERPOINT ENERGY, INC. COM 15189T10 9475 720000 SH SOLE 720000 CEPHALON INC COM 15670810 6526 115000 SH SOLE 115000 CERNER CORP. COM 15678210 21249 280000 SH SOLE 280000 CF INDUSTRIES HOLDINGS INC COM 12526910 12690 200000 SH SOLE 200000 CHARLES RIVER LABS. INTL., INC. COM 15986410 1711 50000 SH SOLE 50000 CHARMING SHOPPES COM 16113310 1198 319500 SH SOLE 319500 CHART INDUSTRIES, INC. COM PAR $0.01 16115Q30 623 40000 SH SOLE 40000 CHATHAM LOOSING TRUST COM 16208T10 715 40000 SH SOLE 40000 CHECKPOINT SYSTEMS, INC. COM 16282510 5034 290000 SH SOLE 290000 CHESAPEAKE ENERGY CORP. COM 16516710 40015 1910000 SH SOLE 1910000 CHESAPEAKE LODGING TRUST SH BEN INT 16524010 1709 108000 SH SOLE 108000 CHEVRON CORP. COM 16676410 128893 1899400 SH SOLE 1899400 CHILDREN'S PLACE COM 16890510 5150 117000 SH SOLE 117000 CHUBB CORP. (THE) COM 17123210 52861 1057000 SH SOLE 1057000 CHURCH & DWIGHT COM 17134010 6271 100000 SH SOLE 100000 CIENA CORPORATION COM NEW 17177930 5516 435000 SH SOLE 435000 CIGNA CORP. COM 12550910 16307 525000 SH SOLE 525000 CIMAREX ENERGY CO. COM 17179810 5453 76186 SH SOLE 76186 CINEMARK HOLDINGS COM 17243V10 13676 1040000 SH SOLE 1040000 CIRRUS LOGIC INC. COM 17275510 3162 200000 SH SOLE 200000 CISCO SYSTEMS INC COM 17275R10 109747 5150000 SH SOLE 5150000 CITIGROUP INC COM 17296710 90501 24069423 SH SOLE 24069423 CITRIX SYSTEMS INC. COM 17737610 5912 140000 SH SOLE 140000 CITY NATIONAL CORP. COM 17856610 7941 155000 SH SOLE 155000 CLARIENT INC. COM 18048910 862 280000 SH SOLE 280000 CLEARWIRE CORP. CL A CL A 18538Q10 11669 1602816 SH SOLE 1602816 CLECO CORP. COM 12561W10 1981 75000 SH SOLE 75000 CLIFFS NATURAL RESOURCES COM 18683K10 125822 2668000 SH SOLE 2668000 CLOROX CO. (THE) COM 18905410 11500 185000 SH SOLE 185000 CLOUD PEAK ENERGY INC COM 18911Q10 11073 835000 SH SOLE 835000 CME GROUP INC COM 12572Q10 4223 15000 SH SOLE 15000 CMS ENERGY CORP. COM 12589610 13186 900000 SH SOLE 900000 COACH INC COM 18975410 10124 277000 SH SOLE 277000 COCA-COLA CO. (THE) COM 19121610 124548 2485000 SH SOLE 2485000 COEUR D'ALENE MINES CORP IDA COM NEW 19210850 16916 1072000 SH SOLE 1072000 COGDELL SPENCER INC. COM 19238U10 8092 1197100 SH SOLE 1197100 COINSTAR INC. COM 19259P30 14610 340000 SH SOLE 340000 COLGATE-PALMOLIVE CO COM 19416210 66159 840000 SH SOLE 840000 COLLECTIVE BRANDS INC COM 19421W10 1975 125000 SH SOLE 125000 COMCAST "A SPL" CL A SPL 20030N20 41897 2550000 SH SOLE 2550000 COMMSCOPE INC. COM 20337210 5348 225000 SH SOLE 225000 COMMUNITY HEALTH SYSTEMS INC. COM 20366810 16398 485000 SH SOLE 485000 COMPUWARE CORP. COM 20563810 3990 500000 SH SOLE 500000 COMSTOCK RESOURCES, INC. COM NEW 20576820 2772 100000 SH SOLE 100000 CONAGRA FOODS, INC. COM 20588710 13875 595000 SH SOLE 595000 CONEXANT SYSTEMS INC. COM NEW 20714230 560 250000 SH SOLE 250000 CONNECTICUT WATER SERVICE, INC. COM 20779710 526 25000 SH SOLE 25000 CONOCOPHILLIPS COM 20825C10 162098 3302051 SH SOLE 3302051 CONSOL ENERGY INC COM 20854P10 30384 900000 SH SOLE 900000 CONSOLIDATED EDISON, INC. COM 20911510 13706 318000 SH SOLE 318000 CONSOLIDATED GRAPHICS, INC. COM 20934110 3459 80000 SH SOLE 80000 CONSTELLATION ENERGY GROUP, INC. COM 21037110 20157 625000 SH SOLE 625000 CONTINENTAL AIR CL B 21079530 40700 1850000 SH SOLE 1850000 COOPER INDUSTRIES PLC SHS G2414010 17600 400000 SH SOLE 400000 COOPER TIRE & RUBBER CO. COM 21683110 1950 100000 SH SOLE 100000 CORNING INC COM 21935010 20591 1275000 SH SOLE 1275000 CORPORATE OFFICE PROPERTIES SH BEN INT 22002T10 3663 97000 SH SOLE 97000 CORRECTIONS CORP OF AMERICA COM NEW 22025Y40 7174 376000 SH SOLE 376000 COSTCO WHOLESALE CORP. COM 22160K10 15078 275000 SH SOLE 275000 COVANCE INC. COM 22281610 9225 179750 SH SOLE 179750 COVENTRY HEALTH CARE, INC. COM 22286210 760 42984 SH SOLE 42984 COVIDIEN PLC SHS G2554F10 9442 235000 SH SOLE 235000 CRANE CO. COM 22439910 5438 180000 SH SOLE 180000 CRAWFORD & COMPANY CL B CL B 22463310 479 151500 SH SOLE 151500 CRAY INC. COM NEW 22522330 1814 325000 SH SOLE 325000 CREE INC COM 22544710 11406 190000 SH SOLE 190000 CROSS TIMBERS ROYALTY TRUST TR UNIT 22757R10 210 6042 SH SOLE 6042 CROWN CASTLE INTERNATIONAL CORP. COM 22822710 26082 700000 SH SOLE 700000 CROWN HOLDINGS, INC. COM 22836810 1252 50000 SH SOLE 50000 CSX CORP COM 12640810 74097 1493000 SH SOLE 1493000 CULLEN/FROST BANKERS, INC. COM 22989910 5140 100000 SH SOLE 100000 CUMULUS MEDIA INC. CL A 23108210 534 200000 SH SOLE 200000 CURTISS-WRIGHT CORP. COM 23156110 5808 200000 SH SOLE 200000 CVS CAREMARK CORP COM 12665010 84293 2874943 SH SOLE 2874943 CYMER INC COM 23257210 6008 200000 SH SOLE 200000 CYNOSURE INC. CL A CL A 23257720 2477 230000 SH SOLE 230000 CYTEC INDUSTRIES INC. COM 23282010 24258 606600 SH SOLE 606600 DANAHER CORP. COM 23585110 46400 1250000 SH SOLE 1250000 DARDEN RESTAURANTS INC COM 23719410 5051 130000 SH SOLE 130000 DECKERS OUTDOOR CORP COM 24353710 3429 24000 SH SOLE 24000 DEERE & CO. COM 24419910 6960 125000 SH SOLE 125000 DELL INC. COM 24702R10 6030 500000 SH SOLE 500000 DELTA AIR LINES INC DEL COM NEW 24736170 32313 2750000 SH SOLE 2750000 DENBURY RESOURCES INC. COM NEW 24791620 5563 380000 SH SOLE 380000 DENTSPLY INTERNATIONAL INC. COM 24903010 13609 455000 SH SOLE 455000 DESTINATION MATERNITY COR COM 25065D10 759 30000 SH SOLE 30000 DEVELOPERS DIVERSIFIED REALTY NOTE 3.500% 8/1 251591AQ 1660 1700000 SH SOLE 1700000 DEVELOPERS DIVERSIFIED RLTY CORP COM 25159110 990 100000 SH SOLE 100000 DEVON ENERGY CORPORATION COM 25179M10 66220 1087000 SH SOLE 1087000 DG FASTCHANNEL COM 23326R10 7493 230000 SH SOLE 230000 DIAMOND OFFSHORE DRILLING, INC. COM 25271C10 4913 79000 SH SOLE 79000 DICKS SPORTING GOODS INC. COM 25339310 3709 149000 SH SOLE 149000 DIGI INTERNATIONAL INC. COM 25379810 2895 350000 SH SOLE 350000 DIGITAL REALTY TRUST INC. COM 25386810 19784 343000 SH SOLE 343000 DIGITAL RIVER INC COM 25388B10 3108 130000 SH SOLE 130000 DIONEX CORP. COM 25454610 5957 80000 SH SOLE 80000 DIRECTV GROUP INC COM CL A 25490A10 13568 400000 SH SOLE 400000 DISCOVER FINANCIAL SERVICES LLC COM 25470910 5753 411500 SH SOLE 411500 DISCOVERY COMMUNICATIONS INC.CLC COM SER C 25470F30 6186 200000 SH SOLE 200000 DISH NETWORKS CL A 25470M10 29040 1600000 SH SOLE 1600000 DOLLAR GENERAL COM 25667710 716 26000 SH SOLE 26000 DOLLAR TREE INC COM 25674610 29224 702000 SH SOLE 702000 DOMINION RESOURCES, INC. COM 25746U10 25413 655994 SH SOLE 655994 DONALDSON CO COM 25765110 8530 200000 SH SOLE 200000 DOUGLAS EMMETT INC COM 25960P10 6939 488000 SH SOLE 488000 DOVER MOTORSPORTS INC. COM 26017410 582 320000 SH SOLE 320000 DOW CHEMICAL COM 26054310 113382 4780000 SH SOLE 4780000 DPL INC. COM 23329310 4422 185000 SH SOLE 185000 DREAMWORKS ANIMATION CL A 26153C10 19985 700000 SH SOLE 700000 DRUGSTORE.COM INC. COM 26224110 1170 380000 SH SOLE 380000 DTE ENERGY CO. COM 23333110 9122 200000 SH SOLE 200000 DU PONT (E.I.) DE NEMOURS COM 26353410 31823 920000 SH SOLE 920000 DUKE ENERGY CORP. COM 26441C10 23847 1490408 SH SOLE 1490408 DUPONT FABROS TECHNOLOGY INC. COM 26613Q10 11912 485000 SH SOLE 485000 DYNEGY INC DEL COM 26817G30 1191 309313 SH SOLE 309313 E TRADE FINANCIAL CORP COM NEW 26924640 887 75000 SH SOLE 75000 EAST WEST BANCORP, INC. COM 27579R10 2288 150000 SH SOLE 150000 EATON CORP. COM 27805810 28139 430000 SH SOLE 430000 EATON VANCE CORP. COM NON VTG 27826510 7731 280000 SH SOLE 280000 EBAY INC COM 27864210 35298 1800000 SH SOLE 1800000 ECHELON CORP. COM 27874N10 1026 140000 SH SOLE 140000 ECOLAB INC COM 27886510 2246 50000 SH SOLE 50000 EDISON INTERNATIONAL INC. COM 28102010 12529 395000 SH SOLE 395000 EDUCATION REALTY TRUST INC COM 28140H10 874 145000 SH SOLE 145000 EDWARDS LIFESCIENCES CORP. COM 28176E10 6117 109200 SH SOLE 109200 EHEALTH INC COM 28238P10 1364 120000 SH SOLE 120000 EL PASO CORP. COM 28336L10 15451 1390700 SH SOLE 1390700 ELECTRONIC ART COM 28551210 11520 800000 SH SOLE 800000 ELI LILLY & CO. COM 53245710 149996 4477496 SH SOLE 4477496 ELIZABETH ARDEN INC. COM 28660G10 726 50000 SH SOLE 50000 EMC CORP/MASS COM 26864810 51240 2800000 SH SOLE 2800000 EMCOR GROUP INC. COM 29084Q10 232 10000 SH SOLE 10000 EMCORE CORP. COM 29084610 205 230000 SH SOLE 230000 EMERGENCY MEDICAL SVCS CO CL A 29100P10 7355 150000 SH SOLE 150000 EMERSON ELECTRIC CO. COM 29101110 38229 875000 SH SOLE 875000 EMMIS COMMUNICATIONS CL A 29152510 3520 1600000 SH SOLE 1600000 ENER1 INC COM NEW 29267A20 1183 350000 SH SOLE 350000 ENERGIZER HOLDINGS INC. COM 29266R10 15537 309000 SH SOLE 309000 ENERGY CONVERSION DEVICES, INC. COM 29265910 369 90000 SH SOLE 90000 ENERGY FOCUS, INC. COM 29268T10 811 670000 SH SOLE 670000 ENERGY RECOVERY INC COM 29270J10 360 90000 SH SOLE 90000 ENTERCOM COMMUNICATIONS CORP. CL A 29363910 11378 1290000 SH SOLE 1290000 ENTERGY CORP. COM 29364G10 14969 209000 SH SOLE 209000 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T10 70239 1845000 SH SOLE 1845000 ENTRAVISION COMMUNICATIONS CORP. CL A 29382R10 127 60000 SH SOLE 60000 ENTROPIC COMMUNICATIONS, INC. COM 29384R10 2219 350000 SH SOLE 350000 ENZON PHARMACEUTICALS, INC. COM 29390410 639 60000 SH SOLE 60000 EOG RESOURCES, INC. COM 26875P10 24494 249000 SH SOLE 249000 EQT CORP COM 26884L10 6505 180000 SH SOLE 180000 EQUITY RESIDENTIAL PROPERTY TRUS SH BEN INT 29476L10 7200 172900 SH SOLE 172900 ESCO TECHNOLOGIES INC. COM 29631510 3863 150000 SH SOLE 150000 ESSEX PROPERTY TRUST INC. COM 29717810 12953 132800 SH SOLE 132800 ESTEE LAUDER COMPANIES INC. CL A CL A 51843910 10031 180000 SH SOLE 180000 ESTERLINE TECHNOLOGIES CORP. COM 29742510 475 10000 SH SOLE 10000 EVEREST RE GROUP, LTD. COM G3223R10 14851 210000 SH SOLE 210000 EXAR CORP. COM 30064510 1036 149460 SH SOLE 149460 EXCEL TRUST COM 30068C10 1200 100000 SH SOLE 100000 EXELIXIS INC. COM 30161Q10 1041 300000 SH SOLE 300000 EXELON CORP. COM 30161N10 54411 1433000 SH SOLE 1433000 EXPEDIA INC CL COM 30212P10 20658 1100000 SH SOLE 1100000 EXPEDITORS INTL OF WASHINGTON,IN COM 30213010 3451 100000 SH SOLE 100000 EXTRA SPACE STORAGE INC. COM 30225T10 1390 100000 SH SOLE 100000 EXXON MOBIL CORP. COM 30231G10 382245 6697834 SH SOLE 6697834 FAIRCHILD SEMICONDUCTOR INTL.INC COM 30372610 6728 800000 SH SOLE 800000 FAMILY DOLLAR STORES, INC. COM 30700010 1885 50000 SH SOLE 50000 FARO TECHNOLOGIES, INC. COM 31164210 1871 100000 SH SOLE 100000 FEDERAL REALTY INVESTMENT TRUST SH BEN INT NEW 31374720 5003 71200 SH SOLE 71200 FEDERAL SIGNAL CORP COM 31385510 2060 341000 SH SOLE 341000 FEDEX CORP COM 31428X10 53985 770000 SH SOLE 770000 FEI COMPANY COM 30241L10 3942 200000 SH SOLE 200000 FIBERTOWER CORP COM NEW 31567R20 241 51000 SH SOLE 51000 FINISAR CORP COM NEW 31787A50 2608 175000 SH SOLE 175000 FIRSTENERGY CORP. COM 33793210 10576 300190 SH SOLE 300190 FLIR SYSTEMS INC COM 30244510 13091 450000 SH SOLE 450000 FLOWERS FOODS, INC. COM 34349810 7573 310000 SH SOLE 310000 FLUOR CORP COM 34341210 21250 500000 SH SOLE 500000 FMC TECHNOLOGIES INC COM 30249U10 7895 149916 SH SOLE 149916 FOOT LOCKER INC COM 34484910 3407 270000 SH SOLE 270000 FORCE PROTECTION, INC. COM NEW 34520320 902 220000 SH SOLE 220000 FORD MOTOR CO COM PAR $0.01 34537086 5544 550000 SH SOLE 550000 FOREST CITY ENTERPRISES-CL A CL A 34555010 1438 127000 SH SOLE 127000 FOREST LABS "A" COM 34583810 8212 299400 SH SOLE 299400 FOREST OIL CORP. COM PAR $0.01 34609170 3694 135000 SH SOLE 135000 FORMFACTOR INC COM 34637510 6480 600000 SH SOLE 600000 FOSTER (LB) CO. CL A COM 35006010 518 20000 SH SOLE 20000 FREEPORT-MCMORAN COPPER-B COM 35671D85 11826 200000 SH SOLE 200000 FRESH DEL MONTE ORD G3673810 2834 140000 SH SOLE 140000 FTI CONSULTING, INC. COM 30294110 6103 140000 SH SOLE 140000 FUEL SYSTEMS SOLUTIONS INC COM 35952W10 14013 540000 SH SOLE 540000 FURIEX PHARMACEUTICALS INC COM 36106P10 233 22916 SH SOLE 22916 GAMESTOP CORP CL A 36467W10 1409 75000 SH SOLE 75000 GAP INC/THE COM 36476010 7103 365000 SH SOLE 365000 GARTNER, INC. COM 36665110 3488 150000 SH SOLE 150000 GENERAL COMMUNICATION INC-A CL A 36938510 1784 235000 SH SOLE 235000 GENERAL ELECTRIC CO. COM 36960410 60564 4200000 SH SOLE 4200000 GENERAL GROWTH PROPERTIES COM 37002110 2320 174940 SH SOLE 174940 GENERAL MILLS, INC. COM 37033410 29898 841720 SH SOLE 841720 GENTEX CORP. COM 37190110 4945 275000 SH SOLE 275000 GENUINE PARTS CO. COM 37246010 7890 200000 SH SOLE 200000 GENZYME CORP COM 37291710 17810 350800 SH SOLE 350800 GEO GROUP INC/THE COM 36159R10 6225 300000 SH SOLE 300000 G-III APPAREL GROUP LTD COM 36237H10 4217 184236 SH SOLE 184236 GILEAD SCIENCES INC COM 37555810 5142 150000 SH SOLE 150000 GLATFELTER COM 37731610 10850 1000000 SH SOLE 1000000 GOLDMAN SACHS GROUP INC COM 38141G10 113089 861500 SH SOLE 861500 GOODRICH CORP COM 38238810 39751 600000 SH SOLE 600000 GOODYEAR TIRE & RUBBER CO COM 38255010 30814 3100000 SH SOLE 3100000 GOOGLE INC CL A 38259P50 183319 412000 SH SOLE 412000 GRANITE CONSTRUCTION INC. COM 38732810 2122 90000 SH SOLE 90000 GRAY TELEVISION, INC. COM 38937510 193 80000 SH SOLE 80000 GREAT PLAINS ENERGY INC. COM 39116410 3404 200000 SH SOLE 200000 GREATBATCH INC. COM 39153L10 3123 140000 SH SOLE 140000 GREIF INC. CL B CL B 39762420 7318 139000 SH SOLE 139000 GSI COMMERCE INC. COM 36238G10 2880 100000 SH SOLE 100000 GUESS? INC COM 40161710 1874 60000 SH SOLE 60000 GYMBOREE CORP COM 40377710 4442 104000 SH SOLE 104000 H&E EQUIPMENT SERVICES INC. COM 40403010 524 70000 SH SOLE 70000 HAEMONETICS CORP. COM 40502410 1606 30000 SH SOLE 30000 HALLIBURTON CO COM 40621610 31521 1283948 SH SOLE 1283948 HANESBRANDS INC COM 41034510 4090 170000 SH SOLE 170000 HARMONIC INC. COM 41316010 1632 300000 SH SOLE 300000 HARRIS CORP. COM 41387510 8330 200000 SH SOLE 200000 HARSCO CORP COM 41586410 18800 800000 SH SOLE 800000 HASBRO, INC. COM 41805610 10275 250000 SH SOLE 250000 HAUPPAGE DIGITAL INC COM 41913110 610 300000 SH SOLE 300000 HAWAIIAN HOLDINGS INC COM 41987910 7238 1400000 SH SOLE 1400000 HCP INC COM 40414L10 18705 580000 SH SOLE 580000 HEALTH CARE REIT INC. COM 42217K10 10530 250000 SH SOLE 250000 HEALTH MANAGEMENT ASSOCIATES,INC CL A 42193310 2098 270000 SH SOLE 270000 HEALTH NET, INC. COM 42222G10 2559 105000 SH SOLE 105000 HECLA MINING CO. COM 42270410 1044 200000 SH SOLE 200000 HEICO CORP. CL A CL A 42280620 3369 125000 SH SOLE 125000 HEINZ (H.J.) CO. COM 42307410 17720 410000 SH SOLE 410000 HELIX TECHNLGY COM 42330P10 1723 160000 SH SOLE 160000 HELMERICH & PAYNE, INC. COM 42345210 5646 154600 SH SOLE 154600 HENRY SCHEIN, INC. COM 80640710 6314 115000 SH SOLE 115000 HERSHA HOSPITALITY TR SH BEN INT A 42782510 1853 410000 SH SOLE 410000 HERTZ GLOBAL HOLDINGS INC COM 42805T10 13244 1400000 SH SOLE 1400000 HESS CORP COM 42809H10 37101 737000 SH SOLE 737000 HEWLETT-PACKARD CO COM 42823610 132004 3050000 SH SOLE 3050000 HHGREGG INC COM 42833L10 1166 50000 SH SOLE 50000 HIBBETT SPORTS INC COM 42856710 599 25000 SH SOLE 25000 HILL INTERNATIONAL INC. COM 43146610 33 8100 SH SOLE 8100 HOLLY CORP. COM PAR $0.01 43575830 26315 990000 SH SOLE 990000 HOLOGIC, INC. COM 43644010 2246 161200 SH SOLE 161200 HOME DEPOT INC COM 43707610 11958 426000 SH SOLE 426000 HOME PROPERTIES INC COM 43730610 992 22000 SH SOLE 22000 HONEYWELL INTERNATIONAL INC COM 43851610 37274 955000 SH SOLE 955000 HOSPIRA, INC. COM 44106010 15000 261100 SH SOLE 261100 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M10 7575 359000 SH SOLE 359000 HUMAN GENOME SCIENCES, INC. COM 44490310 1586 70000 SH SOLE 70000 HUNTSMAN CORP. COM 44701110 7803 900000 SH SOLE 900000 HYATT HOTEL'S COM CL A 44857910 1484 40000 SH SOLE 40000 ICONIX BRAND GROUP INC COM 45105510 3305 230000 SH SOLE 230000 IDACORP, INC. COM 45110710 1331 40000 SH SOLE 40000 ILLINOIS TOOL WORKS INC. COM 45230810 33024 800000 SH SOLE 800000 INCYTE CORP. COM 45337C10 2657 240000 SH SOLE 240000 INFOLOGIX INC COM NEW 45668X20 14 3000 SH SOLE 3000 INFORMATICA CORP. COM 45666Q10 14328 600000 SH SOLE 600000 INFOSPACE INC COM PAR $.0001 45678T30 3760 500000 SH SOLE 500000 INGERSOLL-RAND PLC SHS G4779110 10347 300000 SH SOLE 300000 INTEGRATED DEVICE TECHNOLOGY,INC COM 45811810 2228 450000 SH SOLE 450000 INTEGRATED SILICON SOLUTION, INC COM 45812P10 225 29870 SH SOLE 29870 INTEGRYS ENERGY GROUP INC COM 45822P10 4921 112500 SH SOLE 112500 INTEL CORP COM 45814010 135178 6950000 SH SOLE 6950000 INTERDIGITAL INC. COM 45867G10 4938 200000 SH SOLE 200000 INTERMEC INC. COM 45878610 2153 210000 SH SOLE 210000 INTERMUNE INC COM 45884X10 10613 1135000 SH SOLE 1135000 INTERNAP NETWORK SERVICES CORP. COM PAR $.001 45885A30 1668 400000 SH SOLE 400000 INTERNATIONAL GAME TECHNOLOGY COM 45990210 3533 225000 SH SOLE 225000 INTERPUBLIC GROUP OF COS INC COM 46069010 2139 300000 SH SOLE 300000 INTL BUSINESS MACHINES CORP. COM 45920010 175342 1420000 SH SOLE 1420000 INTL SPEEDWAY CORP. CL A 46033520 1546 60000 SH SOLE 60000 INVACARE CORP. COM 46120310 2178 105000 SH SOLE 105000 ION GEOPHYSICAL CORP. COM 46204410 870 250000 SH SOLE 250000 IROBOT CORP. COM 46272610 1503 80000 SH SOLE 80000 ISIS PHARMACEUTICALS, INC. COM 46433010 574 60000 SH SOLE 60000 ITC HOLDINGS CORP. COM 46568510 1852 35000 SH SOLE 35000 ITT CORP. COM 45091110 26952 600000 SH SOLE 600000 IXIA COM 45071R10 1031 120000 SH SOLE 120000 J&J SNACK FOODS CORP. COM 46603210 16840 400000 SH SOLE 400000 J.C. PENNEY CO INC COM 70816010 2148 100000 SH SOLE 100000 JABIL CIRCUIT, INC. COM 46631310 5320 400000 SH SOLE 400000 JACK IN THE BOX INC. COM 46636710 3307 170000 SH SOLE 170000 JACOBS ENGINEERING GROUP INC COM 46981410 17491 480000 SH SOLE 480000 JAKKS PACIFIC INC COM 47012E10 5896 410000 SH SOLE 410000 JARDEN CORP COM 47110910 5508 205000 SH SOLE 205000 JDA SOFTWARE COM 46612K10 8352 380000 SH SOLE 380000 JDS UNIPHASE CORP. COM PAR $0.001 46612J50 1574 160000 SH SOLE 160000 JEFFERIES GROUP, INC. COM 47231910 2951 140000 SH SOLE 140000 JM SMUCKER CO/THE COM NEW 83269640 10060 167056 SH SOLE 167056 JOHNSON & JOHNSON COM 47816010 190682 3228600 SH SOLE 3228600 JOHNSON CONTROLS INC COM 47836610 35603 1325000 SH SOLE 1325000 JONES APPAREL COM 48007410 6142 387502 SH SOLE 387502 JP MORGAN CHASE & CO COM 46625H10 309653 8458154 SH SOLE 8458154 JUNIPER NETWORKS, INC. COM 48203R10 9699 425000 SH SOLE 425000 KANSAS CITY SOUTHERN COM NEW 48517030 47255 1300000 SH SOLE 1300000 KAYDON CORP. COM 48658710 6901 210000 SH SOLE 210000 KB HOME COM 48666K10 1320 120000 SH SOLE 120000 KBR INC COM 48242W10 10170 500000 SH SOLE 500000 KELLOGG COMPANY COM 48783610 18108 360000 SH SOLE 360000 KENNAMETAL INC. COM 48917010 6103 240000 SH SOLE 240000 KENSEY NASH CORP. COM 49005710 1186 50000 SH SOLE 50000 KID BRANDS INC COM 49375T10 2671 380000 SH SOLE 380000 KIMBERLY-CLARK CORP. COM 49436810 21221 350000 SH SOLE 350000 KIMCO REALTY CORP. COM 49446R10 8642 643000 SH SOLE 643000 KING PHARMACEUTICALS, INC. COM 49558210 1860 245000 SH SOLE 245000 KIT DIGITAL INC COM NEW 48247020 2822 320000 SH SOLE 320000 KLA-TENCOR CORPORATION COM 48248010 7667 275000 SH SOLE 275000 KNOT INC. (THE) COM 49918410 4279 550000 SH SOLE 550000 KOHLS CORP. COM 50025510 23579 496400 SH SOLE 496400 KORN/FERRY INTERNATIONAL COM NEW 50064320 3197 230000 SH SOLE 230000 KRAFT FOODS INC. CL A 50075N10 59169 2113163 SH SOLE 2113163 KROGER CO. (THE) COM 50104410 19513 991000 SH SOLE 991000 L-1 IDENTITY SOLUTIONS INC. COM 50212A10 4095 500000 SH SOLE 500000 L-3 COMMUNICATIONS HOLDINGS,INC. COM 50242410 8147 115000 SH SOLE 115000 LABORATORY CORP OF AMERICA HLDGS COM NEW 50540R40 37298 495000 SH SOLE 495000 LACLEDE GROUP, INC. (THE) COM 50559710 1160 35000 SH SOLE 35000 LAM RESEARCH COM 51280710 5709 150000 SH SOLE 150000 LANCASTER COLONY CORP. COM 51384710 433 8114 SH SOLE 8114 LANCE, INC. COM 51460610 1814 110000 SH SOLE 110000 LAS VEGAS SANDS CORP COM 51783410 3875 175000 SH SOLE 175000 LASALLE HOTEL PROPERTIES COM SH BEN INT 51794210 1337 65000 SH SOLE 65000 LEAP WIRELESS INTERNATIONAL,INC. COM NEW 52186330 12980 1000000 SH SOLE 1000000 LEAR CORP COM NEW 52186520 19860 300000 SH SOLE 300000 LECROY CORP. COM 52324W10 1742 360000 SH SOLE 360000 LEGG MASON INC COM 52490110 15417 550000 SH SOLE 550000 LENNAR CORP. CL A CL A 52605710 1808 130000 SH SOLE 130000 LENNAR CORP. CL B CL B 52605730 453 40000 SH SOLE 40000 LENNOX INTERNATIONAL INC. COM 52610710 2494 60000 SH SOLE 60000 LEVEL 3 COMMUNICATIONS, INC. COM 52729N10 545 500000 SH SOLE 500000 LEXINGTON REALTY TRUST COM 52904310 811 135000 SH SOLE 135000 LIBERTY PROP SH BEN INT 53117210 548 19000 SH SOLE 19000 LIFE TECHNOLOGIES CORP. COM 53217V10 6738 142608 SH SOLE 142608 LIFEPOINT HOSPITALS, INC. COM 53219L10 11921 379664 SH SOLE 379664 LIFETIME BRANDS INC. COM 53222Q10 1462 100000 SH SOLE 100000 LIGAND PHARMACEUTICALS INC. CL B 53220K20 283 193988 SH SOLE 193988 LIMELIGHT NETWORKS, INC. COM 53261M10 1229 280000 SH SOLE 280000 LINCOLN NATIONAL CORP COM 53418710 8137 335000 SH SOLE 335000 LIVEPERSON INC. COM 53814610 2058 300000 SH SOLE 300000 LMI AEROSPACE INC. COM 50207910 7570 480000 SH SOLE 480000 LOCKHEED MARTIN CORP. COM 53983010 7450 100000 SH SOLE 100000 LOGMEIN INC COM 54142L10 787 30000 SH SOLE 30000 LOJACK CORP. COM 53945110 1919 520000 SH SOLE 520000 LOUISIANA-PACIFIC CORP. COM 54634710 4583 685000 SH SOLE 685000 LOWES COMPANIES, INC. COM 54866110 49376 2418000 SH SOLE 2418000 LSI CORP. COM 50216110 4600 1000000 SH SOLE 1000000 LTX-CREDENCE CORP COM 50240310 1670 590000 SH SOLE 590000 M & F WORLDWIDE CORP COM 55254110 8130 300000 SH SOLE 300000 MACK-CALI REALTY CORP. COM 55448910 4341 146000 SH SOLE 146000 MACQUARIE INFRASTRUCTURE CO. LLC MEMBERSHIP INT 55608B10 2686 210000 SH SOLE 210000 MACY'S INC COM 55616P10 14141 790000 SH SOLE 790000 MADISON SQUARE GARDEN INC CL A 55826P10 1377 70000 SH SOLE 70000 MAIDENFORM BRANDS COM 56030510 204 10000 SH SOLE 10000 MAJESCO ENTERTAINMENT CO. COM NEW 56069020 157 221549 SH SOLE 221549 MANHATTAN ASSOCIATES, INC. COM 56275010 3306 120000 SH SOLE 120000 MANITOWOC CO., INC. COM 56357110 366 40000 SH SOLE 40000 MANPOWER INC COM 56418H10 1295 30000 SH SOLE 30000 MARATHON OIL CORP. COM 56584910 23990 771644 SH SOLE 771644 MARINER ENERGY INC COM 56845T30 13225 615674 SH SOLE 615674 MARRIOTT INTERNATIONAL INC. CL A 57190320 7536 251705 SH SOLE 251705 MARSH & MCLENNAN COMPANIES, INC. COM 57174810 3608 160000 SH SOLE 160000 MARTEK BIOSCIENCES CORP COM 57290110 1423 60000 SH SOLE 60000 MARTHA STEWART LIVING CL A CL A 57308310 1574 320000 SH SOLE 320000 MASSEY ENERGY CO. COM 57620610 3091 113000 SH SOLE 113000 MASTEC INC COM 57632310 18988 2020000 SH SOLE 2020000 MASTERCARD INC CL A 57636Q10 46890 235000 SH SOLE 235000 MATTEL INC. COM 57708110 15870 750000 SH SOLE 750000 MAXLINEAR A CL A 57776J10 559 40000 SH SOLE 40000 MCAFEE, INC. COM 57906410 3072 100000 SH SOLE 100000 MCCORMICK & CO., INC. COM NON VTG 57978020 9300 245000 SH SOLE 245000 MCDERMOTT INTERNATIONAL, INC. COM 58003710 4332 200000 SH SOLE 200000 MCDONALD'S CORP. COM 58013510 88260 1339913 SH SOLE 1339913 MCKESSON CORP. COM 58155Q10 62878 936250 SH SOLE 936250 MDU RESOURCES GROUP INC COM 55269010 2885 160000 SH SOLE 160000 MEAD JOHNSON NUTRITION CO COM 58283910 21503 429026 SH SOLE 429026 MEADWESTVACO CORP. COM 58333410 3552 160000 SH SOLE 160000 MEDIACOM COMMUNICATIONS CORP. CL A 58446K10 1008 150000 SH SOLE 150000 MEDICIS PHARMACEUTICAL-CL A CL A NEW 58469030 9408 430000 SH SOLE 430000 MEDTOX SCIENTIFIC INC. COM NEW 58497720 1705 138658 SH SOLE 138658 MEDTRONIC, INC. COM 58505510 31192 860000 SH SOLE 860000 MEMC ELECTRONICS MATERIALS, INC. COM 55271510 3458 350000 SH SOLE 350000 MERCANTILE BANK CORP. COM 58737610 849 158072 SH SOLE 158072 MERCK & CO. INC. COM 58933Y10 287835 8230909 SH SOLE 8230909 MERITAGE HOMES CORP. COM 59001A10 163 10000 SH SOLE 10000 METLIFE, INC. COM 59156R10 33956 899248 SH SOLE 899248 METRO BANCORP INC COM 59161R10 5430 440000 SH SOLE 440000 METROPCS COMMUNICATIONS INC. COM 59170810 39640 4840000 SH SOLE 4840000 MFA FINANCIAL INC COM 55272X10 962 130000 SH SOLE 130000 MICHAEL BAKER CORP COM 05714910 15356 440000 SH SOLE 440000 MICROCHIP TECHNOLOGY INC. COM 59501710 16644 600000 SH SOLE 600000 MICRON TECHNOLOGY INC COM 59511210 25046 2950000 SH SOLE 2950000 MICROSEMI CORP. COM 59513710 3658 250000 SH SOLE 250000 MICROSOFT CORP. COM 59491810 338247 14700000 SH SOLE 14700000 MICROSTRATEGY INC. CL A NEW 59497240 3755 50000 SH SOLE 50000 MID-AMERICA APARTMENT COMM. INC. COM 59522J10 5157 100200 SH SOLE 100200 MIDDLEBY, CORP. (THE) COM 59627810 207 3888 SH SOLE 3888 MIDDLESEX WATER CO. COM 59668010 3725 235000 SH SOLE 235000 MINE SAFETY APPLIANCES CO. COM 60272010 4213 170000 SH SOLE 170000 MIRANT CORP. COM 60467R10 1056 100000 SH SOLE 100000 MODUSLINK GLOBAL SOLUTIONS INC COM 60786L10 9286 1540000 SH SOLE 1540000 MOLEX INC. CL A CL A 60855420 1854 120000 SH SOLE 120000 MOLSON COORS BREWING CO. CL B 60871R20 27746 655000 SH SOLE 655000 MONEYGRAM INTERNATIONAL, INC. COM 60935Y10 980 400000 SH SOLE 400000 MONMOUTH REAL ESTATE INVT CL A 60972010 702 95055 SH SOLE 95055 MONRO MUFFLER BRAKE INC COM 61023610 7906 200000 SH SOLE 200000 MORGAN STANLEY COM NEW 61744644 40618 1750000 SH SOLE 1750000 MORGANS HOTEL GROUP CO COM 61748W10 801 130000 SH SOLE 130000 MOSIAC CO COM 61945A10 19490 500000 SH SOLE 500000 MOVE INC COM 62458M10 2460 1200000 SH SOLE 1200000 MSC INDUSTRIAL DIRECT CO., INC. CL A 55353010 4053 80000 SH SOLE 80000 MSCI INC.-A CL A 55354G10 1370 50000 SH SOLE 50000 MUELLER WATER PRODUCTS INC. COM SER A 62475810 1410 380000 SH SOLE 380000 MURPHY OIL CORP. COM 62671710 11991 242000 SH SOLE 242000 MWI VETERINARY SUPPLY INC COM 55402X10 3016 60000 SH SOLE 60000 MYLAN LABS PFD CONV 62853020 7803 7400 SH SOLE 7400 NABORS INDUSTRIES LTD. SHS G6359F10 7154 406000 SH SOLE 406000 NACCO INDUSTRIES, INC. CL A 62957910 8432 95000 SH SOLE 95000 NATIONAL CINEMEDIA INC. COM 63530910 21158 1270000 SH SOLE 1270000 NATIONAL FUEL GAS CO. COM 63618010 4359 95000 SH SOLE 95000 NATIONAL OILWELL VARCO, INC. COM 63707110 16301 492912 SH SOLE 492912 NATIONAL RETAIL PROPERTIES INC COM 63741710 10506 490000 SH SOLE 490000 NATIONAL SEMICONDUCTOR CORP. COM 63764010 6730 500000 SH SOLE 500000 NAVIGANT CONSULTING, INC. COM 63935N10 311 30000 SH SOLE 30000 NAVISTAR COM 63934E10 11808 240000 SH SOLE 240000 NCR CORP COM 62886E10 16362 1350000 SH SOLE 1350000 NEKTAR THERAPEUTICS COM 64026810 2481 205000 SH SOLE 205000 NETAPP INC. COM 64110D10 11193 300000 SH SOLE 300000 NETSCOUT SYSTEMS, INC. COM 64115T10 1422 100000 SH SOLE 100000 NEUSTAR INC. CL A CL A 64126X20 2062 100000 SH SOLE 100000 NEW JERSEY RESOURCES CORP. COM 64602510 2464 70000 SH SOLE 70000 NEW YORK COMMUNITY BANCORP, INC. COM 64944510 6052 396331 SH SOLE 396331 NEW YORK TIMES CL A 65011110 10380 1200000 SH SOLE 1200000 NEWELL RUBBERMAID INC. COM 65122910 17875 1221000 SH SOLE 1221000 NEWFIELD EXPLORATION CO. COM 65129010 9625 197000 SH SOLE 197000 NEWMONT MINING CORP. COM 65163910 18522 300000 SH SOLE 300000 NEWPARK RESOURCES, INC. COM PAR $.01NEW 65171850 6897 1140000 SH SOLE 1140000 NEWS CORP - CL A CL A 65248E10 17940 1500000 SH SOLE 1500000 NEXTERA ENERGY INC COM 65339F10 37789 775000 SH SOLE 775000 NIC INC. COM 62914B10 3590 560000 SH SOLE 560000 NICOR INC. COM 65408610 1620 40000 SH SOLE 40000 NIKE INC. CL B 65410610 20265 300000 SH SOLE 300000 NISOURCE INC. COM 65473P10 10817 746000 SH SOLE 746000 NOBLE ENERGY INC COM 65504410 12006 199000 SH SOLE 199000 NORDSON CORP. COM 65566310 10655 190000 SH SOLE 190000 NORDSTROM INC COM 65566410 6277 195000 SH SOLE 195000 NORFOLK SOUTHERN CORP. COM 65584410 74270 1400000 SH SOLE 1400000 NORTHEAST UTILITIES COM 66439710 5491 215500 SH SOLE 215500 NORTHERN TRUST CORP. COM 66585910 12749 273000 SH SOLE 273000 NORTHROP GRUMMAN CORP. COM 66680710 35658 655000 SH SOLE 655000 NORTHSTAR RLTY FIN CORP COM 66704R10 195 73128 SH SOLE 73128 NORTHWEST NATURAL GAS CO COM 66765510 3050 70000 SH SOLE 70000 NOVATEL WIRELESS INC. COM NEW 66987M60 1378 240000 SH SOLE 240000 NOVELL INC COM 67000610 20448 3600000 SH SOLE 3600000 NOVELLUS SYSTEMS INC COM 67000810 12680 500000 SH SOLE 500000 NRG ENERGY INC. COM NEW 62937750 30224 1425000 SH SOLE 1425000 NSTAR COM 67019E10 4900 140000 SH SOLE 140000 NTN BUZZTIME INC. COM NEW 62941030 382 720000 SH SOLE 720000 NU HORIZONS ELECTRONICS CORP. COM 66990810 459 150000 SH SOLE 150000 NU SKIN ENTERPRISES INC. CL A 67018T10 9972 400000 SH SOLE 400000 NUANCE COMMUNICATIONS, INC. COM 67020Y10 7475 500000 SH SOLE 500000 NV ENERGY INC. COM 67073Y10 8031 680000 SH SOLE 680000 NVIDIA CORP COM 67066G10 25525 2500000 SH SOLE 2500000 NVR INC COM 62944T10 23581 36000 SH SOLE 36000 OCCAM NETWORKS, INC. COM NEW 67457P30 1112 200000 SH SOLE 200000 OCCIDENTAL PETROLEUM CORP. COM 67459910 69821 905000 SH SOLE 905000 OCEANEERING INTERNATIONAL, INC. COM 67523210 3278 73000 SH SOLE 73000 OCLARO INC COM NEW 67555N20 4172 376201 SH SOLE 376201 OFFICE DEPOT COM 67622010 303 75000 SH SOLE 75000 OGE ENERGY CORP COM 67083710 3656 100000 SH SOLE 100000 OIL STATES INTL COM 67802610 2969 75000 SH SOLE 75000 OMNICARE, INC. COM 68190410 4266 180000 SH SOLE 180000 OMNICOM GROUP INC. COM 68191910 6860 200000 SH SOLE 200000 ON SEMICONDUCTOR CORP COM 68218910 13398 2100000 SH SOLE 2100000 ONEOK, INC. COM 68268010 6920 160000 SH SOLE 160000 ONYX PHARMACEUTICALS INC. COM 68339910 864 40000 SH SOLE 40000 OPNET TECHNOLOGIES, INC. COM 68375710 2938 200000 SH SOLE 200000 OPNEXT INC. COM 68375V10 198 120000 SH SOLE 120000 ORACLE CORP COM 68389X10 152366 7100000 SH SOLE 7100000 ORBITAL SCIENCES CORP. COM 68556410 10566 670000 SH SOLE 670000 O'REILLY AUTOMOTIVE INC. COM 68609110 6183 130000 SH SOLE 130000 ORMAT TECHNOLOGIES INC. COM 68668810 15843 560000 SH SOLE 560000 OSHKOSH CORP. COM 68823920 7790 250000 SH SOLE 250000 OSI SYSTEMS INC COM 67104410 3055 110000 SH SOLE 110000 OTTER TAIL CORP. COM 68964810 2320 120000 SH SOLE 120000 OUTDOOR CHANNEL HOLDINGS INC COM NEW 69002720 5631 1205700 SH SOLE 1205700 P G & E CORP COM 69331C10 16358 398000 SH SOLE 398000 PACER INTERNATIONAL, INC. COM 69373H10 5103 730000 SH SOLE 730000 PACKAGING CORP OF AMERICA COM 69515610 10733 487400 SH SOLE 487400 PALL CORP. COM 69642930 5156 150000 SH SOLE 150000 PANTRY INC. COM 69865710 1693 120000 SH SOLE 120000 PAR PHARMACEUTICAL COMPANIES,INC COM 69888P10 2336 90000 SH SOLE 90000 PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1724 110000 SH SOLE 110000 PARKE BANCORP, INC. COM 70088510 726 78430 SH SOLE 78430 PARKER HANNIFIN CORP COM 70109410 11092 200000 SH SOLE 200000 PARKVALE FINANCIAL CORP. COM 70149210 1089 130000 SH SOLE 130000 PATTERSON-UTI ENERGY INC COM 70348110 2201 171000 SH SOLE 171000 PC MALL INC. COM 69323K10 840 210000 SH SOLE 210000 PDL BIOPHARMA, INC. COM 69329Y10 1377 245000 SH SOLE 245000 PEABODY ENERGY CORP. COM 70454910 12326 315000 SH SOLE 315000 PEBBLEBROOK HOTEL TRUST COM 70509V10 3959 210000 SH SOLE 210000 PENN NATIONAL GAMING INC. COM 70756910 2772 120000 SH SOLE 120000 PENN REAL ESTATE INVEST TRUST SH BEN INT 70910210 2750 225000 SH SOLE 225000 PENN VIRGINIA CORP COM 70788210 3218 160000 SH SOLE 160000 PENSKE AUTO GROUP COM 70959W10 17040 1500000 SH SOLE 1500000 PENWEST PHARMACEUTICALS CO. COM 70975410 330 100000 SH SOLE 100000 PEOPLES UNITED FINANCIAL, INC. COM 71270410 5670 420000 SH SOLE 420000 PEPCO HOLDINGS, INC. COM 71329110 9722 620000 SH SOLE 620000 PEPSICO INC COM 71344810 147475 2419600 SH SOLE 2419600 PERKINELMER, INC. COM 71404610 3514 170000 SH SOLE 170000 PETSMART, INC. COM 71676810 2806 93000 SH SOLE 93000 PFIZER INC COM 71708110 146613 10281425 SH SOLE 10281425 PHARMACEUTICAL PRODUCT DEVELOPM COM 71712410 6988 275000 SH SOLE 275000 PHARMERICA CORP. COM 71714F10 440 30000 SH SOLE 30000 PHILIP MORRIS INTERNATIONAL,INC. COM 71817210 133669 2916000 SH SOLE 2916000 PHILLIPS-VAN HEUSEN COM 71859210 4812 104000 SH SOLE 104000 PHOENIX COMPANIES, INC. (THE) COM 71902E10 190 90000 SH SOLE 90000 PHOTRONICS, INC. COM 71940510 1266 280000 SH SOLE 280000 PIEDMONT NATURAL GAS CO., INC. COM 72018610 1392 55000 SH SOLE 55000 PINNACLE WEST CAPITAL CORP. COM 72348410 8363 230000 SH SOLE 230000 PIONEER NATURAL RESOURCES CO. COM 72378710 6242 105000 SH SOLE 105000 PLAINS EXPLORATION & PROD COM 72650510 4122 200000 SH SOLE 200000 PLUM CREEK TIMBER CO INC COM 72925110 20718 600000 SH SOLE 600000 PNC FINANCIAL SERVICES GROUP,INC COM 69347510 43789 775031 SH SOLE 775031 PNM RESOURCES, INC. COM 69349H10 2292 205000 SH SOLE 205000 POLYCOM INC. COM 73172K10 6703 225000 SH SOLE 225000 PPL CORP COM 69351T10 35529 1424000 SH SOLE 1424000 PRECISION CASTPARTS CORP. COM 74018910 23157 225000 SH SOLE 225000 PRE-PAID LEGAL SERVICES, INC. COM 74006510 2115 46500 SH SOLE 46500 PRICELINE.COM COM NEW 74150340 17654 100000 SH SOLE 100000 PRIDE INTERNATIONAL INC. COM 74153Q10 6590 295000 SH SOLE 295000 PRIMERICA INC COM 74164M10 8362 390000 SH SOLE 390000 PROCTER & GAMBLE CO. COM 74271810 235718 3929945 SH SOLE 3929945 PROGRESS ENERGY, INC. COM 74326310 15178 387000 SH SOLE 387000 PROGRESSIVE CORP COM 74331510 24336 1300000 SH SOLE 1300000 PROLOGIS SH BEN INT 74341010 10130 1000000 SH SOLE 1000000 PROS HOLDINGS INC. COM 74346Y10 6630 1020000 SH SOLE 1020000 PROVIDENT FINANCIAL SERVICES INC COM 74386T10 2104 180000 SH SOLE 180000 PRUDENTIAL FINANCIAL INC COM 74432010 52587 980000 SH SOLE 980000 PS BUSINESS PARKS INC/CA COM 69360J10 2789 50000 SH SOLE 50000 PUBLIC STORAGE COM 74460D10 6593 75000 SH SOLE 75000 PUBLIC SVC ENTERPRISE GROUP INC. COM 74457310 18610 594000 SH SOLE 594000 PULTE GROUP INC COM 74586710 1532 185000 SH SOLE 185000 qOTIX GLOBAL INC COM NEW 68906N20 256 64000 SH SOLE 64000 QUALCOMM COM 74752510 66337 2020000 SH SOLE 2020000 QUANTA SERVICES INC. COM 74762E10 8260 400000 SH SOLE 400000 QUANTUM CORP. COM DSSG 74790620 282 150000 SH SOLE 150000 QUANTUM FUEL SYS TECH WORLDW,INC COM 74765E10 590 1100000 SH SOLE 1100000 QUEST DIAGNOSTICS INC. COM 74834L10 20655 415000 SH SOLE 415000 QUESTAR CORP. COM 74835610 10235 225000 SH SOLE 225000 QUICKLOGIC CORP. COM 74837P10 733 250000 SH SOLE 250000 RADIANT SYSTEMS, INC. COM 75025N10 5784 400000 SH SOLE 400000 RADIOSHACK CORP COM 75043810 33655 1725000 SH SOLE 1725000 RAILAMERICA INC COM 75075340 23014 2320000 SH SOLE 2320000 RALCORP HOLDINGS INC COM 75102810 31050 566608 SH SOLE 566608 RAMBUS INC COM 75091710 7709 440000 SH SOLE 440000 RAMTRON INTERNATIONAL CORP. COM NEW 75190730 780 300000 SH SOLE 300000 RANGE RESOURCES CORP COM 75281A10 5822 145000 SH SOLE 145000 RASER TECHNOLOGIES, INC. COM 75405510 293 500000 SH SOLE 500000 RAYONIER INC. COM 75490710 4402 100000 SH SOLE 100000 RAYTHEON CO WARRANTS *W EXP 06/16/201 75511111 609 50727 SH SOLE 50727 RAYTHEON CO. COM NEW 75511150 21050 435000 SH SOLE 435000 RC2 CORP. COM 74938810 2255 140000 SH SOLE 140000 RCN CORPORATION COM NEW 74936120 2666 180000 SH SOLE 180000 REALNETWORKS, INC. COM 75605L10 495 150000 SH SOLE 150000 REALTY INCOME CORP. COM 75610910 1668 55000 SH SOLE 55000 RED HAT INC. COM 75657710 5788 200000 SH SOLE 200000 REGAL ENTERTAINMENT GROUP-A CL A 75876610 9128 700000 SH SOLE 700000 REGENERON PHARMACEUTICALS, INC. COM 75886F10 6919 310000 SH SOLE 310000 REGIS CORP COM 75893210 2491 160000 SH SOLE 160000 REINSURANCE GROUP OF AMERICA,INC COM NEW 75935160 3669 80272 SH SOLE 80272 REPUBLIC SERVICES, INC. COM 76075910 14122 475000 SH SOLE 475000 RESOURCE AMERICA, INC. CL A 76119520 385 100000 SH SOLE 100000 RESOURCES CONNECTION INC COM 76122Q10 3495 257000 SH SOLE 257000 RETAIL VENTURES, INC. COM 76128Y10 782 100000 SH SOLE 100000 REYNOLDS AMERICAN INC. COM 76171310 33305 639000 SH SOLE 639000 ROBERT HALF INTL INC COM 77032310 6052 257000 SH SOLE 257000 ROCK-TENN COMPANY-CL A CL A 77273920 1987 40000 SH SOLE 40000 ROCKWELL COLLINS, INC. COM 77434110 16470 310000 SH SOLE 310000 ROCKWOOD HOLDINGS INC COM 77441510 13614 600000 SH SOLE 600000 ROCKY MOUNTAIN CHOC FACTORY,INC. COM PAR $0.03 77467840 836 90000 SH SOLE 90000 ROLLINS, INC. COM 77571110 1552 75000 SH SOLE 75000 ROPER INDUSTRIES INC COM 77669610 13710 245000 SH SOLE 245000 ROSS STORES, INC. COM 77829610 11084 208000 SH SOLE 208000 ROWAN COMPANIES INC. COM 77938210 21501 980000 SH SOLE 980000 RRI ENERGY INC. COM 74971X10 853 225000 SH SOLE 225000 RYLAND GROUP, INC. (THE) COM 78376410 1582 100000 SH SOLE 100000 S1 CORPORATION COM 78463B10 228 37902 SH SOLE 37902 SAFEGAURD SCIENTIFICS INC COM NEW 78644920 2640 250000 SH SOLE 250000 SAFEWAY INC. COM NEW 78651420 5996 305000 SH SOLE 305000 SAGA COMMUNICATIONS INC CL A NEW 78659830 2388 100000 SH SOLE 100000 SAIC, INC. COM 78390X10 2678 160000 SH SOLE 160000 SAKS INC. COM 79377W10 3567 470000 SH SOLE 470000 SALEM COMMUNICATIONS CORP. CL A 79409310 1261 340000 SH SOLE 340000 SANDISK CORP. COM 80004C10 4207 100000 SH SOLE 100000 SANMINA-SCI CORP COM NEW 80090720 15515 1140000 SH SOLE 1140000 SAPIENT CORPORATION COM 80306210 1268 125000 SH SOLE 125000 SARA LEE CORP. COM 80311110 12070 856000 SH SOLE 856000 SAVIENT PHARMACEUTICALS I COM 80517Q10 1827 145000 SH SOLE 145000 SAVVIS, INC. COM NEW 80542330 738 50000 SH SOLE 50000 SBA COMMUNICATIONS CORP. COM 78388J10 15305 450000 SH SOLE 450000 SCANA CORP. COM 80589M10 3934 110000 SH SOLE 110000 SCHWAB (CHARLES) CORP. (THE) COM 80851310 19904 1080000 SH SOLE 1080000 SCHWEITZER MAUD COM 80854110 17153 340000 SH SOLE 340000 SEACHANGE INTERNATIONAL, INC. COM 81169910 2222 270000 SH SOLE 270000 SEAHAWK DRILLING INC COM 81201R10 227 23333 SH SOLE 23333 SEMPRA ENERGY COM 81685110 14371 307140 SH SOLE 307140 SENOMYX, INC. COM 81724Q10 682 180000 SH SOLE 180000 SFN GROUP INC COM 78415310 1201 220000 SH SOLE 220000 SHAW GROUP INC (THE) COM 82028010 32509 950000 SH SOLE 950000 SHORETEL, INC. COM 82521110 371 80000 SH SOLE 80000 SI FINANCIAL GROUP, INC. COM 78425W10 188 30000 SH SOLE 30000 SIGMA DESIGNS, INC. COM 82656510 200 20000 SH SOLE 20000 SIGMA-ALDRICH CORP. COM 82655210 4983 100000 SH SOLE 100000 SILICON GRAPHICS INTERNATIONAL COM 82706L10 5947 840000 SH SOLE 840000 SILICON IMAGE, INC. COM 82705T10 702 200000 SH SOLE 200000 SIMON PROPERTY GROUP, INC. COM 82880610 38437 476000 SH SOLE 476000 SINCLAIR BROADCAST GROUP-A CL A 82922610 700 120000 SH SOLE 120000 SJW CORP. COM 78430510 586 25000 SH SOLE 25000 SL GREEN REALTY CORP. COM 78440X10 6990 127000 SH SOLE 127000 SM ENERGY CO COM 78454L10 2410 60000 SH SOLE 60000 SMITH INTERNATIONAL INC COM 83211010 32003 850000 SH SOLE 850000 SNAP-ON INC. COM 83303410 2455 60000 SH SOLE 60000 SOLARWINDS INC COM 83416B10 1123 70000 SH SOLE 70000 SONIC CORP. COM 83545110 465 60000 SH SOLE 60000 SONIC SOLUTIONS COM 83546010 2714 325000 SH SOLE 325000 SOUTH JERSEY INDUSTRIES INC COM 83851810 2792 65000 SH SOLE 65000 SOUTHERN CO COM 84258710 29320 881000 SH SOLE 881000 SOUTHERN UNION COM 84403010 3826 175000 SH SOLE 175000 SOUTHWEST GAS CORP. COM 84489510 1033 35000 SH SOLE 35000 SOUTHWESTERN ENERGY CO COM 84546710 16422 425000 SH SOLE 425000 SOVRAN SELF STORAGE INC COM 84610H10 3099 90000 SH SOLE 90000 SPECTRA ENERGY CORP. COM 84756010 19773 985204 SH SOLE 985204 SPECTRUM CONTROL, INC. COM 84761510 1049 75000 SH SOLE 75000 SPRINT NEXTEL CORP COM SER 1 85206110 42400 10000000 SH SOLE 10000000 SPX CORP. COM 78463510 17163 325000 SH SOLE 325000 SRA INTERNTIONAL INC.-CL A CL A 78464R10 1967 100000 SH SOLE 100000 ST JUDE MEDICAL INC COM 79084910 57023 1580000 SH SOLE 1580000 STAPLES, INC. COM 85503010 12503 656348 SH SOLE 656348 STARWOOD HOTELS & RESORTS COM 85590A40 3107 75000 SH SOLE 75000 STARWOOD PROPERTY TRUST INC COM 85571B10 2924 172500 SH SOLE 172500 STATE STREET CORP COM 85747710 45319 1340000 SH SOLE 1340000 STEC INC COM 78477410 21980 1750000 SH SOLE 1750000 STEEL DYNAMICS INC COM 85811910 22423 1700000 SH SOLE 1700000 STEIN MART INC COM 85837510 498 80000 SH SOLE 80000 STERICYCLE, INC. COM 85891210 14100 215000 SH SOLE 215000 STERLING BANCSHARES, INC. COM 85890710 707 150000 SH SOLE 150000 STEVEN MADDEN, LTD. COM 55626910 16548 525000 SH SOLE 525000 STRYKER CORP. COM 86366710 2253 45000 SH SOLE 45000 SUCCESSFACTORS INC COM 86459610 16320 785000 SH SOLE 785000 SUMMER INFANT INC COM 86564610 688 105000 SH SOLE 105000 SUN BANCORP, INC. COM 86663B10 124 33075 SH SOLE 33075 SUN COMMUNITIES INC. COM 86667410 10254 395000 SH SOLE 395000 SUNOCO, INC. COM 86764P10 6606 190000 SH SOLE 190000 SUPERIOR ENERGY COM 86815710 2334 125000 SH SOLE 125000 SUPERIOR INDUSTRIES INTL COM 86816810 17472 1300000 SH SOLE 1300000 SUPERIOR WELL SERVICES INC COM 86837X10 4765 285000 SH SOLE 285000 SUPPORT COM INC COM 86858W10 1560 375000 SH SOLE 375000 SVB FINANCIAL GROUP COM 78486Q10 16904 410000 SH SOLE 410000 SYMANTEC CORP COM 87150310 18044 1300000 SH SOLE 1300000 SYNAPTICS INCORPORATED COM 87157D10 23650 860000 SH SOLE 860000 SYNCHRONOSS TECHNOLOGIES INC. COM 87157B10 1897 100000 SH SOLE 100000 SYNOPSYS INC COM 87160710 6261 300000 SH SOLE 300000 SYSCO CORP. COM 87182910 21999 770000 SH SOLE 770000 T ROWE PRICE GROUP INC. COM 74144T10 23305 525000 SH SOLE 525000 TALBOTS INC. (THE) COM 87416110 825 80000 SH SOLE 80000 TALECRIS BIO COM 87422710 1055 50000 SH SOLE 50000 TANDY LEATHER FACTORY, INC. COM 87538X10 414 100000 SH SOLE 100000 TANGER FACTORY COM 87546510 3600 87000 SH SOLE 87000 TARGACEPT INC. COM 87611R30 12299 636247 SH SOLE 636247 TARGET CORP. COM 87612E10 58021 1180000 SH SOLE 1180000 TASER INTERNATIONAL, INC. COM 87651B10 1950 500000 SH SOLE 500000 TASTY BAKING CO. COM 87655330 2888 400000 SH SOLE 400000 TECO ENERGY, INC. COM 87237510 6269 416000 SH SOLE 416000 TELEDYNE TECHNOLOGIES INC. COM 87936010 1929 50000 SH SOLE 50000 TELEFLEX INC. COM 87936910 7599 140000 SH SOLE 140000 TEMPLE INLAND COM 87986810 4134 200000 SH SOLE 200000 TENET HEALTHCARE CORP COM 88033G10 11675 2690000 SH SOLE 2690000 TERADATA CORP. COM 88076W10 8534 280000 SH SOLE 280000 TEXAS INDUSTRIES, INC. COM 88249110 2068 70000 SH SOLE 70000 TEXAS INSTRUMENTS INC. COM 88250810 13968 600000 SH SOLE 600000 THERAVANCE INC. COM 88338T10 13250 1054108 SH SOLE 1054108 THERMO ELECTRON CORP. COM 88355610 7358 150000 SH SOLE 150000 THOR INDUSTRIES, INC. COM 88516010 2375 100000 SH SOLE 100000 THORATEC CORP. COM NEW 88517530 2564 60000 SH SOLE 60000 THQ INC. COM NEW 87244340 994 230000 SH SOLE 230000 TIBCO SOFTWARE INC. COM 88632Q10 3618 300000 SH SOLE 300000 TIFFANY & CO. COM 88654710 7127 188000 SH SOLE 188000 TIME WARNER CABLE INC COM 88732J20 37498 720000 SH SOLE 720000 TIME WARNER INC COM NEW 88731730 40474 1400000 SH SOLE 1400000 TIMKEN CO. (THE) COM 88738910 11176 430000 SH SOLE 430000 TIVO INC. COM 88870610 19188 2600000 SH SOLE 2600000 TJX COMPANIES, INC. (THE) COM 87254010 33560 800000 SH SOLE 800000 TOLL BROTHERS, INC. COM 88947810 6544 400000 SH SOLE 400000 TOOTSIE ROLL INDUSTRIES INC. COM 89051610 1863 78784 SH SOLE 78784 TORO CO. (THE) COM 89109210 2947 60000 SH SOLE 60000 TRACTOR SUPPLY CO. COM 89235610 4426 72600 SH SOLE 72600 TRANSDIGM GROUP INC. COM 89364110 7630 149523 SH SOLE 149523 TRAVELERS COMPANIES, INC. (THE) COM 89417E10 43911 891595 SH SOLE 891595 TREX COMPANY, INC. COM 89531P10 2612 130000 SH SOLE 130000 TRIDENT MICROSYSTEMS INC. COM 89591910 1136 800000 SH SOLE 800000 TRIQUINT SEMICONDUCTOR INC COM 89674K10 1833 300000 SH SOLE 300000 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S10 24262 880000 SH SOLE 880000 TUPPERWARE BRANDS CORP. COM 89989610 4583 115000 SH SOLE 115000 TYCO ELECTRONICS LTD SHS H8912P10 42385 1670000 SH SOLE 1670000 TYCO INTERNATIONAL LTD SHS H8912810 20257 575000 SH SOLE 575000 UAL CORP COM NEW 90254980 32896 1600000 SH SOLE 1600000 UGI CORP COM 90268110 1272 50000 SH SOLE 50000 ULTA SALON COSMETICS & FRAGRANCE COM 90384S30 5702 241053 SH SOLE 241053 ULTRA CLEAN HOLDINGS, INC. COM 90385V10 3195 375000 SH SOLE 375000 UNION PACIFIC CORP COM 90781810 129080 1857000 SH SOLE 1857000 UNITED AMERICA INDEMNITY, LTD. CL A 90933T10 2086 283408 SH SOLE 283408 UNITED NATURAL FOODS, INC. COM 91116310 8068 270000 SH SOLE 270000 UNITED ONLINE INC COM 91126810 15552 2700000 SH SOLE 2700000 UNITED PARCEL SERVICE-CL B CL B 91131210 151612 2665000 SH SOLE 2665000 UNITED RENTALS INC. COM 91136310 12116 1300000 SH SOLE 1300000 UNITED STATES STEEL CORP. COM 91290910 3855 100000 SH SOLE 100000 UNITED TECHNOLOGIES CORP COM 91301710 110348 1700000 SH SOLE 1700000 UNITED THERAPEUTICS CORP. COM 91307C10 976 20000 SH SOLE 20000 UNITEDHEALTH GROUP INC COM 91324P10 28690 1010228 SH SOLE 1010228 UNIVERSAL DISPLAY CORP. COM 91347P10 6922 385000 SH SOLE 385000 UNIVERSAL HEALTH SERVICES-B CL B 91390310 25370 665000 SH SOLE 665000 URBAN OUTFITTER COM 91704710 6740 196000 SH SOLE 196000 URS CORP COM 90323610 42499 1080000 SH SOLE 1080000 US AIRWAYS GROUP INC COM 90341W10 11193 1300000 SH SOLE 1300000 US BANCORP COM NEW 90297330 75916 3396671 SH SOLE 3396671 U-STORE-IT TRUST COM 91274F10 1917 257000 SH SOLE 257000 VALASSIS COMMUNICATIONS INC COM 91886610 19032 600000 SH SOLE 600000 VALERO ENERGY CORP. COM 91913Y10 12047 670000 SH SOLE 670000 VALUECLICK, INC. COM 92046N10 4811 450000 SH SOLE 450000 VALUEVISION MEDIA INC. CL A CL A 92047K10 531 300000 SH SOLE 300000 VANDA PHARMACEUTICALS INC COM 92165910 4627 700000 SH SOLE 700000 VARIAN SEMICONDUCTOR EQUIP COM 92220710 7165 250000 SH SOLE 250000 VCA ANTECH INC. COM 91819410 1981 80000 SH SOLE 80000 VECTREN CORPORATION COM 92240G10 2839 120000 SH SOLE 120000 VEECO INSTRUMENTS INC COM 92241710 20568 600000 SH SOLE 600000 VENTAS INC. COM 92276F10 11010 234500 SH SOLE 234500 VERIFONE HOLDINGS INC. COM 92342Y10 3218 170000 SH SOLE 170000 VERISIGN INC COM 92343E10 5841 220000 SH SOLE 220000 VERISK ANALYTICS CL A 92345Y10 1794 60000 SH SOLE 60000 VERTEX PHARMACEUTICALS INC. COM 92532F10 3290 100000 SH SOLE 100000 VF CORP. COM 91820410 8115 114000 SH SOLE 114000 VIACOM INC CL B CL B 92553P20 25096 800000 SH SOLE 800000 VIASAT, INC. COM 92552V10 9768 300000 SH SOLE 300000 VIRTUS INVESTMENT PARTNERS, INC. COM 92828Q10 84 4500 SH SOLE 4500 VISA INC CL A COM CL A 92826C83 48110 680000 SH SOLE 680000 VISHAY INTERTECHNOLOGY, INC. COM 92829810 6579 850000 SH SOLE 850000 VORNADO REALTY CV DEB 3.875% 4/1 929043AC 30638 28500000 SH SOLE 28500000 VORNADO REALTY TRUST SH BEN INT 92904210 6192 84886 SH SOLE 84886 VULCAN MATERIALS CO. COM 92916010 17532 400000 SH SOLE 400000 W R BERKLEY CORP COM 08442310 6560 247905 SH SOLE 247905 W.P. CAREY & CO. LLC COM 92930Y10 4008 145000 SH SOLE 145000 WABCO HOLDINGS INC. COM 92927K10 6296 200000 SH SOLE 200000 WALGREEN CO. COM 93142210 21248 795800 SH SOLE 795800 WAL-MART STORES, INC. COM 93114210 102197 2126000 SH SOLE 2126000 WALT DISNEY CO COM DISNEY 25468710 94500 3000000 SH SOLE 3000000 WARNACO GROUP INC COM NEW 93439040 3253 90000 SH SOLE 90000 WASTE MANAGEMENT INC COM 94106L10 34419 1100000 SH SOLE 1100000 WATERS CORP. COM 94184810 5176 80000 SH SOLE 80000 WATSON PHARMACEUTICALS, INC. COM 94268310 40368 995000 SH SOLE 995000 WATTS WATER TECHNOLOGIES INC CLA CL A 94274910 2006 70000 SH SOLE 70000 WEB.COM GROUP, INC. COM 94733A10 574 160000 SH SOLE 160000 WELLPOINT INC. COM 94973V10 16392 335000 SH SOLE 335000 WELLS FARGO & CO COM 94974610 168445 6579890 SH SOLE 6579890 WESTAR ENERGY INC COM 95709T10 2701 125000 SH SOLE 125000 WESTERN UNION CO COM 95980210 14910 1000000 SH SOLE 1000000 WESTWOOD ONE INC COM NEW 96181530 15 1500 SH SOLE 1500 WEYERHAEUSER CO COM 96216610 54384 1545000 SH SOLE 1545000 WGL HOLDINGS, INC. COM 92924F10 2212 65000 SH SOLE 65000 WILLIAMS COS INC. COM 96945710 12705 695000 SH SOLE 695000 WILMINGTON TRUST CORP. COM 97180710 2662 240000 SH SOLE 240000 WINTHROP REALTY TRUST SH BEN INT NEW 97639130 2575 201008 SH SOLE 201008 WISCONSIN ENERGY CORP. COM 97665710 6784 133700 SH SOLE 133700 WMS INDUSTRIES INC COM 92929710 15975 407000 SH SOLE 407000 WOODWARD GOVERNOR CO. COM 98074510 10723 420000 SH SOLE 420000 WORLD WRESTLING ENTERTAINMENT IN CL A 98156Q10 7780 500000 SH SOLE 500000 WORTHINGTON INDUSTRIES, INC. COM 98181110 2572 200000 SH SOLE 200000 WRIGHT MEDICAL GROUP, INC. COM 98235T10 997 60000 SH SOLE 60000 WYNDHAM WORLDWIDE COM 98310W10 1007 50000 SH SOLE 50000 XCEL ENERGY INC. COM 98389B10 10841 526000 SH SOLE 526000 XILINX, INC. COM 98391910 5052 200000 SH SOLE 200000 XL CAPITAL LTD. CL A G9825510 2882 180000 SH SOLE 180000 YAHOO! INC. COM 98433210 19376 1400000 SH SOLE 1400000 YUM! BRANDS, INC. COM 98849810 28421 728000 SH SOLE 728000 ZIMMER HOLDINGS INC. COM 98956P10 20026 370500 SH SOLE 370500 ZORAN CORP. COM 98975F10 1908 200000 SH SOLE 200000
-----END PRIVACY-ENHANCED MESSAGE-----