0001483262-11-000002.txt : 20110502
0001483262-11-000002.hdr.sgml : 20110502
20110502114139
ACCESSION NUMBER: 0001483262-11-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110502
DATE AS OF CHANGE: 20110502
EFFECTIVENESS DATE: 20110502
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: 11798827
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-0331_2011.txt
STATE OF NEW JERSEY COMMON PENSION FUND A
1
Common Pension Fund A 13F-March 2011.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: March 31, 2011
Check here if Amendment ; Amendment Number:
This Amendment (Check only one.): [ ]is a restatement.
[ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: 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: Timothy M. Walsh
Title: Director
Phone: 609-292-5106
Signature, Place, and Date of Signing:
Timothy M. Walsh Trenton, NJ May 2, 2011
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: 963
Form 13F Information Table Value Total: 19470648 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
---------------------------------------------------------------------------------------------------------------------------------
1ST SOURCE CORP COM 33690110 349 17400 SH SOLE 17400
AAR CORP COM 00036110 721 26000 SH SOLE 26000
ABBOTT LABORATORIES COM 00282410 102318 2086000 SH SOLE 2086000
ABERCROMBIE + FITCH CO CL A CL A 00289620 5723 97500 SH SOLE 97500
ABINGTON BANCORP INC COM 00350L10 1843 150700 SH SOLE 150700
ACADIA REALTY TRUST COM SH BEN INT 00423910 4389 231996 SH SOLE 231996
ACCELRYS INC COM 00430U10 560 70000 SH SOLE 70000
ACNB CORP COM 00086810 32 2000 SH SOLE 2000
ACORDA THERAPEUTICS INC COM 00484M10 2088 90000 SH SOLE 90000
ACTIVISION BLIZZARD INC COM 00507V10 4388 400000 SH SOLE 400000
ACTUANT CORP A CL A NEW 00508X20 28304 976000 SH SOLE 976000
ADVANCE AUTO PARTS INC COM 00751Y10 3281 50000 SH SOLE 50000
ADVANCED ENERGY INDUSTRIES COM 00797310 1635 100000 SH SOLE 100000
AES CORP COM 00130H10 16575 1275000 SH SOLE 1275000
AETNA INC COM 00817Y10 64384 1720120 SH SOLE 1720120
AFFILIATED MANAGERS GROUP COM 00825210 2187 20000 SH SOLE 20000
AFFYMAX INC COM 00826A10 2319 395000 SH SOLE 395000
AFFYMETRIX INC COM 00826T10 208 40000 SH SOLE 40000
AFLAC INC COM 00105510 528 10000 SH SOLE 10000
AGCO CORP COM 00108410 13743 250000 SH SOLE 250000
AGILENT TECHNOLOGIES INC COM 00846U10 15673 350000 SH SOLE 350000
AGL RESOURCES INC COM 00120410 4382 110000 SH SOLE 110000
AGREE REALTY CORP COM 00849210 3068 136681 SH SOLE 136681
AIR PRODUCTS + CHEMICALS INC COM 00915810 36072 400000 SH SOLE 400000
AKAMAI TECHNOLOGIES INC COM 00971T10 3040 80000 SH SOLE 80000
AKORN INC COM 00972810 289 50000 SH SOLE 50000
ALASKA AIR GROUP INC COM 01165910 9513 150000 SH SOLE 150000
ALASKA COMM SYSTEMS GROUP COM 01167P10 1598 150000 SH SOLE 150000
ALBEMARLE CORP COM 01265310 20322 340000 SH SOLE 340000
ALEXANDER + BALDWIN INC COM 01448210 7761 170000 SH SOLE 170000
ALEXANDRIA REAL ESTATE EQUIT COM 01527110 13996 179500 SH SOLE 179500
ALKERMES INC COM 01642T10 2137 165000 SH SOLE 165000
ALLEGHANY CORP COM 01717510 3161 9550.26 SH SOLE 9550.26
ALLEGHENY TECHNOLOGIES INC COM 01741R10 54176 800000 SH SOLE 800000
ALLERGAN INC COM 01849010 8664 122000 SH SOLE 122000
ALLIANCE FINANCIAL CORP COM 01920510 67 2000 SH SOLE 2000
ALLIANCE ONE INTERNATIONAL COM 01877210 2412 600000 SH SOLE 600000
ALLIANT ENERGY CORP COM 01880210 2530 65000 SH SOLE 65000
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 1469 70000 SH SOLE 70000
ALLSTATE CORP COM 02000210 16782 528054 SH SOLE 528054
ALTRIA GROUP INC COM 02209S10 122367 4701000 SH SOLE 4701000
AMAG PHARMACEUTICALS INC COM 00163U10 6115 366167 SH SOLE 366167
AMAZON.COM INC COM 02313510 67243 373300 SH SOLE 373300
AMEREN CORPORATION COM 02360810 5389 192000 SH SOLE 192000
AMERICAN APPAREL INC COM 02385010 217 225000 SH SOLE 225000
AMERICAN ASSETS TRUST INC COM 02401310 1064 50000 SH SOLE 50000
AMERICAN AXLE + MFG HOLDINGS COM 02406110 17626 1400000 SH SOLE 1400000
AMERICAN CAMPUS COMMUNITIES COM 02483510 8366 253516 SH SOLE 253516
AMERICAN EAGLE OUTFITTERS COM 02553E10 1589 100000 SH SOLE 100000
AMERICAN ELECTRIC POWER COM 02553710 16129 459000 SH SOLE 459000
AMERICAN EXPRESS CO COM 02581610 96728 2140000 SH SOLE 2140000
AMERICAN GREETINGS CORP CL A CL A 02637510 2950 125000 SH SOLE 125000
AMERICAN STATES WATER CO COM 02989910 897 25000 SH SOLE 25000
AMERICAN TOWER CORP CL A CL A 02991220 73844 1425000 SH SOLE 1425000
AMERICAN WATER WORKS CO INC COM 03042010 1683 60000 SH SOLE 60000
AMERIPRISE FINANCIAL INC COM 03076C10 66394 1087000 SH SOLE 1087000
AMERISOURCEBERGEN CORP COM 03073E10 18198 460000 SH SOLE 460000
AMERON INTERNATIONAL CORP COM 03071010 698 10000 SH SOLE 10000
AMETEK INC COM 03110010 25335 577500 SH SOLE 577500
AMGEN INC COM 03116210 37041 693000 SH SOLE 693000
AMPHENOL CORP CL A CL A 03209510 9246 170000 SH SOLE 170000
AMYLIN PHARMACEUTICALS INC COM 03234610 2331 205000 SH SOLE 205000
ANADARKO PETROLEUM CORP COM 03251110 84417 1030480 SH SOLE 1030480
ANALOG DEVICES INC COM 03265410 35442 900000 SH SOLE 900000
ANGIODYNAMICS INC COM 03475V10 1966 130000 SH SOLE 130000
ANIXTER INTERNATIONAL INC COM 03529010 2446 35000 SH SOLE 35000
ANN INC COM 03611510 2038 70000 SH SOLE 70000
ANNALY CAPITAL MANAGEMENT IN COM 03571040 11744 673000 SH SOLE 673000
ANSYS INC COM 03662Q10 5419 100000 SH SOLE 100000
AON CORP COM 03738910 16153 305000 SH SOLE 305000
APACHE CORP COM 03741110 88633 677000 SH SOLE 677000
APARTMENT INVT + MGMT CO A CL A 03748R10 6750 265000 SH SOLE 265000
APPLE INC COM 03783310 663797 1905000 SH SOLE 1905000
APPLIED MATERIALS INC COM 03822210 17182 1100000 SH SOLE 1100000
APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 5709 550000 SH SOLE 550000
AQUA AMERICA INC COM 03836W10 3357 146666 SH SOLE 146666
ARBOR REALTY TRUST INC COM 03892310 284 50000 SH SOLE 50000
ARCH CAPITAL GROUP LTD ORD G0450A10 11194 112852 SH SOLE 112852
ARCH COAL INC COM 03938010 5730 159000 SH SOLE 159000
ARCHER DANIELS MIDLAND CO COM 03948310 20257 562526 SH SOLE 562526
ARENA PHARMACEUTICALS INC COM 04004710 2731 1965000 SH SOLE 1965000
ARIAD PHARMACEUTICALS INC COM 04033A10 1504 200000 SH SOLE 200000
ARIBA INC COM NEW 04033V20 4097 120000 SH SOLE 120000
ARRIS GROUP INC COM 04269Q10 3822 300000 SH SOLE 300000
ARROW ELECTRONICS INC COM 04273510 26803 640000 SH SOLE 640000
ASCENA RETAIL GROUP INC COM 04351G10 5283 163000 SH SOLE 163000
ASHFORD HOSPITALITY TRUST COM SHS 04410310 2314 210000 SH SOLE 210000
ASHLAND INC COM 04420910 14440 250000 SH SOLE 250000
ASPEN TECHNOLOGY INC COM 04532710 5097 340000 SH SOLE 340000
ASTEC INDUSTRIES INC COM 04622410 2983 80000 SH SOLE 80000
ASTORIA FINANCIAL CORP COM 04626510 1293 90000 SH SOLE 90000
ATMEL CORP COM 04951310 39527 2900000 SH SOLE 2900000
ATMOS ENERGY CORP COM 04956010 1705 50000 SH SOLE 50000
AUTODESK INC COM 05276910 26466 600000 SH SOLE 600000
AUTOZONE INC COM 05333210 9520 34800 SH SOLE 34800
AVALONBAY COMMUNITIES INC COM 05348410 3002 25000 SH SOLE 25000
AVERY DENNISON CORP COM 05361110 5581 133000 SH SOLE 133000
AVID TECHNOLOGY INC COM 05367P10 3122 140000 SH SOLE 140000
AVNET INC COM 05380710 20454 600000 SH SOLE 600000
AVON PRODUCTS INC COM 05430310 39614 1465000 SH SOLE 1465000
AVX CORP COM 00244410 5964 400000 SH SOLE 400000
BAKER HUGHES INC COM 05722410 81554 1110647 SH SOLE 1110647
BALL CORP COM 05849810 10755 300000 SH SOLE 300000
BALLANTYNE STRONG INC COM 05851610 1004 140000 SH SOLE 140000
BALLY TECHNOLOGIES INC COM 05874B10 4542 120000 SH SOLE 120000
BANK MUTUAL CORP COM 06375010 455 107500 SH SOLE 107500
BANK OF AMERICA CORP COM 06050510 198532 14893615 SH SOLE 14893615
BANK OF AMERICA CORP 7.25%CNV PFD L 06050568 33363 33000 SH SOLE 33000
BANK OF KENTUCKY FINL CORP COM 06289610 41 2000 SH SOLE 2000
BANK OF NEW YORK MELLON CORP COM 06405810 41793 1399167 SH SOLE 1399167
BANKFINANCIAL CORP COM 06643P10 246 26800 SH SOLE 26800
BAR HARBOR BANKSHARES COM 06684910 61 2000 SH SOLE 2000
BASIC ENERGY SERVICES INC COM 06985P10 2423 95000 SH SOLE 95000
BAXTER INTERNATIONAL INC COM 07181310 38230 711000 SH SOLE 711000
BE AEROSPACE INC COM 07330210 28424 800000 SH SOLE 800000
BEASLEY BROADCAST GRP INC A CL A 07401410 2070 282000 SH SOLE 282000
BEBE STORES INC COM 07557110 59 10000 SH SOLE 10000
BECKMAN COULTER INC COM 07581110 8722 105000 SH SOLE 105000
BECTON DICKINSON AND CO COM 07588710 17516 220000 SH SOLE 220000
BED BATH + BEYOND INC COM 07589610 13274 275000 SH SOLE 275000
BEL FUSE INC CL B CL B 07734730 2201 100000 SH SOLE 100000
BENCHMARK ELECTRONICS INC COM 08160H10 3794 200000 SH SOLE 200000
BERKSHIRE HATHAWAY INC CL A CL A 08467010 11904 95 SH SOLE 95
BERKSHIRE HATHAWAY INC CL B CL B NEW 08467070 66904 800000 SH SOLE 800000
BERKSHIRE HILLS BANCORP INC COM 08468010 42 2000 SH SOLE 2000
BERRY PETROLEUM CO CLASS A CL A 08578910 43892 870000 SH SOLE 870000
BEST BUY CO INC COM 08651610 25848 900000 SH SOLE 900000
BIG LOTS INC COM 08930210 21281 490000 SH SOLE 490000
BILL BARRETT CORP COM 06846N10 1837 46028 SH SOLE 46028
BIOGEN IDEC INC COM 09062X10 26420 360000 SH SOLE 360000
BIOMED REALTY TRUST INC COM 09063H10 95 5000 SH SOLE 5000
BJ S WHOLESALE CLUB INC COM 05548J10 22359 458000 SH SOLE 458000
BLACK HILLS CORP COM 09211310 1338 40000 SH SOLE 40000
BLACKBOARD INC COM 09193550 2537 70000 SH SOLE 70000
BLACKROCK INC COM 09247X10 93470 465000 SH SOLE 465000
BLUE COAT SYSTEMS INC COM NEW 09534T50 14306 508014 SH SOLE 508014
BOEING CO/THE COM 09702310 22179 300000 SH SOLE 300000
BON TON STORES INC/THE COM 09776J10 29 1859 SH SOLE 1859
BOSTON BEER COMPANY INC CL A CL A 10055710 11855 128000 SH SOLE 128000
BOSTON PROPERTIES INC COM 10112110 20585 217030 SH SOLE 217030
BOSTON SCIENTIFIC CORP COM 10113710 19396 2697697 SH SOLE 2697697
BRANDYWINE REALTY TRUST SH BEN INT NEW 10536820 3339 275000 SH SOLE 275000
BRIGGS + STRATTON COM 10904310 3398 150000 SH SOLE 150000
BRINK S CO/THE COM 10969610 6622 200000 SH SOLE 200000
BRISTOL MYERS SQUIBB CO COM 11012210 39696 1501938 SH SOLE 1501938
BROADCOM CORP CL A CL A 11132010 16737 425000 SH SOLE 425000
BROADWIND ENERGY INC COM 11161T10 393 300000 SH SOLE 300000
BROCADE COMMUNICATIONS SYS COM NEW 11162130 3075 500000 SH SOLE 500000
BROOKLINE BANCORP INC COM 11373M10 2205 209400 SH SOLE 209400
BRYN MAWR BANK CORP COM 11766510 374 18200 SH SOLE 18200
BSQUARE CORP COM NEW 11776U30 1000 140000 SH SOLE 140000
C + F FINANCIAL CORP COM 12466Q10 44 2000 SH SOLE 2000
CABLEVISION SYSTEMS NY GRP A CL A NY CABLVS 12686C10 3461 100000 SH SOLE 100000
CABOT MICROELECTRONICS CORP COM 12709P10 1568 30000 SH SOLE 30000
CABOT OIL + GAS CORP COM 12709710 7946 150000 SH SOLE 150000
CADENCE DESIGN SYS INC COM 12738710 7800 800000 SH SOLE 800000
CALAVO GROWERS INC COM 12824610 9500 434800 SH SOLE 434800
CALGON CARBON CORP COM 12960310 23820 1500000 SH SOLE 1500000
CALIPER LIFE SCIENCES INC COM 13087210 473 70000 SH SOLE 70000
CALIX NETWORKS INC COM 13100M50 1188 58500 SH SOLE 58500
CALPINE CORP COM NEW 13134730 2777 175000 SH SOLE 175000
CAMERON INTERNATIONAL CORP COM 13342B10 10963 192000 SH SOLE 192000
CAMPUS CREST COMMUNITIES INC COM 13466Y10 1183 100000 SH SOLE 100000
CANTEL MEDICAL CORP COM 13809810 3863 150000 SH SOLE 150000
CAPITAL CITY BANK GROUP INC COM 13967410 266 21000 SH SOLE 21000
CAPITAL ONE FINANCIAL CORP COM 14040H10 10392 200000 SH SOLE 200000
CARDINAL HEALTH INC COM 14149Y10 22622 550000 SH SOLE 550000
CAREFUSION CORP COM 14170T10 12126 430000 SH SOLE 430000
CARIBOU COFFEE CO INC COM 14204220 10170 1000000 SH SOLE 1000000
CARLISLE COS INC COM 14233910 13365 300000 SH SOLE 300000
CARMIKE CINEMAS INC COM 14343640 858 120000 SH SOLE 120000
CARNIVAL CORP PAIRED CTF 14365830 44709 1165500 SH SOLE 1165500
CARPENTER TECHNOLOGY COM 14428510 16059 376000 SH SOLE 376000
CARTER S INC COM 14622910 12168 425000 SH SOLE 425000
CASH AMERICA INTL INC COM 14754D10 14736 320000 SH SOLE 320000
CAVIUM NETWORKS INC COM 14965A10 11233 250000 SH SOLE 250000
CB RICHARD ELLIS GROUP INC A CL A 12497T10 4673 175000 SH SOLE 175000
CBOE HOLDINGS INC COM 12503M10 145 5000 SH SOLE 5000
CEDAR SHOPPING CENTERS INC COM NEW 15060220 603 100000 SH SOLE 100000
CELADON GROUP INC COM 15083810 4872 300000 SH SOLE 300000
CELANESE CORP SERIES A COM SER A 15087010 44370 1000000 SH SOLE 1000000
CELGENE CORP COM 15102010 31642 550000 SH SOLE 550000
CENTERPOINT ENERGY INC COM 15189T10 8341 475000 SH SOLE 475000
CEPHALON INC COM 15670810 8715 115000 SH SOLE 115000
CERNER CORP COM 15678210 28356 255000 SH SOLE 255000
CF INDUSTRIES HOLDINGS INC COM 12526910 120375 880000 SH SOLE 880000
CHARLES RIVER LABORATORIES COM 15986410 1919 50000 SH SOLE 50000
CHATHAM LODGING TRUST COM 16208T10 3235 199100 SH SOLE 199100
CHECKPOINT SYSTEMS INC COM 16282510 5845 260000 SH SOLE 260000
CHEMICAL FINANCIAL CORP COM 16373110 594 29800 SH SOLE 29800
CHESAPEAKE ENERGY CORP COM 16516710 61509 1835000 SH SOLE 1835000
CHESAPEAKE LODGING TRUST SH BEN INT 16524010 6692 384400 SH SOLE 384400
CHEVRON CORP COM 16676410 157320 1464400 SH SOLE 1464400
CHICAGO BRIDGE + IRON NY SHR N Y REGISTRY SH 16725010 8132 200000 SH SOLE 200000
CHICO S FAS INC COM 16861510 6377 428000 SH SOLE 428000
CHILDREN S PLACE COM 16890510 5232 105000 SH SOLE 105000
CHUBB CORP COM 17123210 49477 807000 SH SOLE 807000
CHURCH + DWIGHT CO INC COM 17134010 7934 100000 SH SOLE 100000
CIENA CORP COM NEW 17177930 12980 500000 SH SOLE 500000
CIGNA CORP COM 12550910 23247 525000 SH SOLE 525000
CIMAREX ENERGY CO COM 17179810 8780 76186 SH SOLE 76186
CINEMARK HOLDINGS INC COM 17243V10 23994 1240000 SH SOLE 1240000
CIRRUS LOGIC INC COM 17275510 39957 1900000 SH SOLE 1900000
CISCO SYSTEMS INC COM 17275R10 116620 6800000 SH SOLE 6800000
CIT GROUP INC COM NEW 12558180 34040 800000 SH SOLE 800000
CITIGROUP INC COM 17296710 128509 29074423 SH SOLE 29074423
CITIZENS + NORTHERN CORP COM 17292210 345 20500 SH SOLE 20500
CITIZENS HOLDING COMPANY COM 17471510 43 2000 SH SOLE 2000
CITRIX SYSTEMS INC COM 17737610 10284 140000 SH SOLE 140000
CITY NATIONAL CORP COM 17856610 8843 155000 SH SOLE 155000
CLEARWIRE CORP CLASS A CL A 18538Q10 4488 802816 SH SOLE 802816
CLECO CORPORATION COM 12561W10 2057 60000 SH SOLE 60000
CLIFFS NATURAL RESOURCES INC COM 18683K10 49140 500000 SH SOLE 500000
CLIFTON SAVINGS BANCORP INC COM 18712Q10 344 29000 SH SOLE 29000
CLOROX COMPANY COM 18905410 10861 155000 SH SOLE 155000
CLOUD PEAK ENERGY INC COM 18911Q10 19323 895000 SH SOLE 895000
CME GROUP INC COM 12572Q10 4523 15000 SH SOLE 15000
CMS ENERGY CORP COM 12589610 11784 600000 SH SOLE 600000
COACH INC COM 18975410 11813 227000 SH SOLE 227000
COCA COLA CO/THE COM 19121610 158245 2385000 SH SOLE 2385000
COGDELL SPENCER INC COM 19238U10 7259 1222100 SH SOLE 1222100
COLGATE PALMOLIVE CO COM 19416210 75511 935000 SH SOLE 935000
COMCAST CORP SPECIAL CL A CL A SPL 20030N20 41796 1800000 SH SOLE 1800000
COMMUNITY BANK SYSTEM INC COM 20360710 2296 94600 SH SOLE 94600
COMMUNITY HEALTH SYSTEMS INC COM 20366810 49388 1235000 SH SOLE 1235000
COMMUNITY TRUST BANCORP INC COM 20414910 664 24000 SH SOLE 24000
COMPUWARE CORP COM 20563810 4620 400000 SH SOLE 400000
COMSTOCK RESOURCES INC COM NEW 20576820 4177 135000 SH SOLE 135000
CONAGRA FOODS INC COM 20588710 6294 265000 SH SOLE 265000
CONEXANT SYSTEMS INC COM NEW 20714230 595 250000 SH SOLE 250000
CONNECTICUT WATER SVC INC COM 20779710 659 25000 SH SOLE 25000
CONOCOPHILLIPS COM 20825C10 251723 3152051 SH SOLE 3152051
CONSOL ENERGY INC COM 20854P10 13676 255000 SH SOLE 255000
CONSOLIDATED EDISON INC COM 20911510 12579 248000 SH SOLE 248000
CONSTELLATION ENERGY GROUP COM 21037110 11674 375000 SH SOLE 375000
COOPER INDUSTRIES PLC SHS G2414010 38940 600000 SH SOLE 600000
COOPER TIRE + RUBBER COM 21683110 5150 200000 SH SOLE 200000
CORESITE REALTY CORP COM 21870Q10 1822 115000 SH SOLE 115000
CORNING INC COM 21935010 6189 300000 SH SOLE 300000
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T10 3506 97000 SH SOLE 97000
COSTCO WHOLESALE CORP COM 22160K10 14664 200000 SH SOLE 200000
COVANCE INC COM 22281610 9836 179750 SH SOLE 179750
COVENTRY HEALTH CARE INC COM 22286210 1371 42984 SH SOLE 42984
COVIDIEN PLC SHS G2554F10 16361 315000 SH SOLE 315000
CR BARD INC COM 06738310 14400 145000 SH SOLE 145000
CRAY INC COM NEW 22522330 2096 325000 SH SOLE 325000
CROWN HOLDINGS INC COM 22836810 50154 1300000 SH SOLE 1300000
CROWN MEDIA HOLDINGS CLASS A CL A 22841110 186 80000 SH SOLE 80000
CULLEN/FROST BANKERS INC COM 22989910 4722 80000 SH SOLE 80000
CUMMINS INC COM 23102110 35078 320000 SH SOLE 320000
CUMULUS MEDIA INC CL A CL A 23108210 868 200000 SH SOLE 200000
CVB FINANCIAL CORP COM 12660010 3893 418200 SH SOLE 418200
CVS CAREMARK CORP COM 12665010 72928 2124943 SH SOLE 2124943
CYMER INC COM 23257210 1697 30000 SH SOLE 30000
CYPRESS SHARPRIDGE INVESTMEN COM 23281A30 1484 117000 SH SOLE 117000
CYTEC INDUSTRIES INC COM 23282010 29904 550000 SH SOLE 550000
DANAHER CORP COM 23585110 88230 1700000 SH SOLE 1700000
DARDEN RESTAURANTS INC COM 23719410 8843 180000 SH SOLE 180000
DECKERS OUTDOOR CORP COM 24353710 6203 72000 SH SOLE 72000
DEERE + CO COM 24419910 72668 750000 SH SOLE 750000
DELL INC COM 24702R10 7255 500000 SH SOLE 500000
DENBURY RESOURCES INC COM NEW 24791620 11712 480000 SH SOLE 480000
DENDREON CORP COM 24823Q10 9919 265000 SH SOLE 265000
DENTSPLY INTERNATIONAL INC COM 24903010 16830 455000 SH SOLE 455000
DESTINATION MATERNITY CORP COM 25065D10 1846 80000 SH SOLE 80000
DEVELOPERS DIVERSIFIED RLTY COM 25159110 1820 130000 SH SOLE 130000
DEVELOPERS DIVERSIFIED RLTY CP NOTE 3.500% 8/1 251591AQ 1709 1700000 SH SOLE 1700000
DEVON ENERGY CORPORATION COM 25179M10 35056 382000 SH SOLE 382000
DG FASTCHANNEL INC COM 23326R10 6444 200000 SH SOLE 200000
DIAMOND OFFSHORE DRILLING COM 25271C10 6138 79000 SH SOLE 79000
DICK S SPORTING GOODS INC COM 25339310 5957 149000 SH SOLE 149000
DIGI INTERNATIONAL INC COM 25379810 3696 350000 SH SOLE 350000
DIGITAL REALTY TRUST INC COM 25386810 19651 338000 SH SOLE 338000
DIGITAL RIVER INC COM 25388B10 1123 30000 SH SOLE 30000
DIONEX CORP COM 25454610 9444 80000 SH SOLE 80000
DIRECTV CLASS A COM CL A 25490A10 13104 280000 SH SOLE 280000
DISCOVER FINANCIAL SERVICES COM 25470910 9925 411500 SH SOLE 411500
DISCOVERY COMMUNICATIONS C COM SER C 25470F30 7394 210000 SH SOLE 210000
DISH NETWORK CORP A CL A 25470M10 42630 1750000 SH SOLE 1750000
DOLLAR GENERAL CORP COM 25667710 2069 66000 SH SOLE 66000
DOLLAR TREE INC COM 25674610 40085 722000 SH SOLE 722000
DOMINION RESOURCES INC/VA COM 25746U10 25523 570994 SH SOLE 570994
DOUGLAS EMMETT INC COM 25960P10 9150 488000 SH SOLE 488000
DOVER CORP COM 26000310 65740 1000000 SH SOLE 1000000
DOVER MOTORSPORTS INC COM 26017410 600 300000 SH SOLE 300000
DOW CHEMICAL CO/THE COM 26054310 110343 2923000 SH SOLE 2923000
DPL INC COM 23329310 3015 110000 SH SOLE 110000
DTE ENERGY COMPANY COM 23333110 6610 135000 SH SOLE 135000
DU PONT (E.I.) DE NEMOURS COM 26353410 91250 1660000 SH SOLE 1660000
DUKE ENERGY CORP COM 26441C10 25236 1390408 SH SOLE 1390408
DUPONT FABROS TECHNOLOGY COM 26613Q10 12004 495000 SH SOLE 495000
E TRADE FINANCIAL CORP COM NEW 26924640 32432 2075000 SH SOLE 2075000
EAGLE BANCORP MONTANA INC COM 26942G10 23 2000 SH SOLE 2000
EAST WEST BANCORP INC COM 27579R10 3294 150000 SH SOLE 150000
EATON CORP COM 27805810 49896 900000 SH SOLE 900000
EATON VANCE CORP COM NON VTG 27826510 9027 280000 SH SOLE 280000
EBAY INC COM 27864210 36472 1175000 SH SOLE 1175000
ECOLAB INC COM 27886510 37755 740000 SH SOLE 740000
EDISON INTERNATIONAL COM 28102010 12807 350000 SH SOLE 350000
EDUCATION REALTY TRUST INC COM 28140H10 964 120000 SH SOLE 120000
EDWARDS LIFESCIENCES CORP COM 28176E10 6890 79200 SH SOLE 79200
EL PASO CORP COM 28336L10 15583 865700 SH SOLE 865700
ELI LILLY + CO COM 53245710 137075 3897496 SH SOLE 3897496
ELIZABETH ARDEN INC COM 28660G10 1501 50000 SH SOLE 50000
EMC CORP/MASS COM 26864810 49118 1850000 SH SOLE 1850000
EMCLAIRE FINANCIAL CORP COM 29082810 35 2000 SH SOLE 2000
EMCORE CORP COM 29084610 335 130000 SH SOLE 130000
EMERITUS CORP COM 29100510 1528 60000 SH SOLE 60000
EMERSON ELECTRIC CO COM 29101110 18113 310000 SH SOLE 310000
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