0001483262-12-000008.txt : 20120720
0001483262-12-000008.hdr.sgml : 20120720
20120720114803
ACCESSION NUMBER: 0001483262-12-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120720
DATE AS OF CHANGE: 20120720
EFFECTIVENESS DATE: 20120720
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: 12971386
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-0630_2012.txt
STATE OF NEW JERSEY COMMON PENSION FUND A
1
Common Pension Fund A 13F-June 2012.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, 2012
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 July 20, 2012
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: 850
Form 13F Information Table Value Total: 17733282 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
---------------------------------------------------------------------------------------------------------------------------------
3D SYSTEMS CORP COM NEW 88554D20 1024 30000 SH SOLE 30000
ABBOTT LABORATORIES COM 00282410 155115 2406000 SH SOLE 2406000
ABERCROMBIE + FITCH CO CL A CL A 00289620 3021 88500 SH SOLE 88500
ACADIA REALTY TRUST COM SH BEN INT 00423910 4450 191996 SH SOLE 191996
ACCELRYS INC COM 00430U10 566 70000 SH SOLE 70000
ACCO BRANDS CORP COM 00081T10 1365 132000 SH SOLE 132000
ACME PACKET INC COM 00476410 4663 250000 SH SOLE 250000
ACORDA THERAPEUTICS INC COM 00484M10 2120 90000 SH SOLE 90000
ACTIVE NETWORK INC/THE COM 00506D10 616 40000 SH SOLE 40000
ACTIVISION BLIZZARD INC COM 00507V10 15587 1300000 SH SOLE 1300000
ACTUANT CORP A CL A NEW 00508X20 3123 115000 SH SOLE 115000
ADTRAN INC COM 00738A10 6038 200000 SH SOLE 200000
ADVANCE AUTO PARTS INC COM 00751Y10 5799 85000 SH SOLE 85000
AECOM TECHNOLOGY CORP COM 00766T10 11515 700000 SH SOLE 700000
AES CORP COM 00130H10 16358 1275000 SH SOLE 1275000
AETNA INC COM 00817Y10 69985 1805120 SH SOLE 1805120
AFFILIATED MANAGERS GROUP COM 00825210 2189 20000 SH SOLE 20000
AFFYMAX INC COM 00826A10 2834 220000 SH SOLE 220000
AFFYMETRIX INC COM 00826T10 188 40000 SH SOLE 40000
AFLAC INC COM 00105510 21721 510000 SH SOLE 510000
AGCO CORP COM 00108410 2744 60000 SH SOLE 60000
AGILENT TECHNOLOGIES INC COM 00846U10 15696 400000 SH SOLE 400000
AGL RESOURCES INC COM 00120410 2713 70000 SH SOLE 70000
AGREE REALTY CORP COM 00849210 1770 80000 SH SOLE 80000
AIR PRODUCTS + CHEMICALS INC COM 00915810 4198 52000 SH SOLE 52000
AKAMAI TECHNOLOGIES INC COM 00971T10 2540 80000 SH SOLE 80000
AKORN INC COM 00972810 789 50000 SH SOLE 50000
ALASKA AIR GROUP INC COM 01165910 7180 200000 SH SOLE 200000
ALBEMARLE CORP COM 01265310 17892 300000 SH SOLE 300000
ALCOA INC COM 01381710 3500 400000 SH SOLE 400000
ALEXANDRIA REAL ESTATE EQUIT COM 01527110 12326 169500 SH SOLE 169500
ALKERMES PLC SHS G0176710 2800 165000 SH SOLE 165000
ALLEGHANY CORP COM 01717510 3245 9550 SH SOLE 9550
ALLEGHENY TECHNOLOGIES INC COM 01741R10 41457 1300000 SH SOLE 1300000
ALLERGAN INC COM 01849010 6202 67000 SH SOLE 67000
ALLIANCE ONE INTERNATIONAL COM 01877210 2076 600000 SH SOLE 600000
ALLIANT ENERGY CORP COM 01880210 2962 65000 SH SOLE 65000
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 765 70000 SH SOLE 70000
ALLSTATE CORP COM 02000210 18529 528054 SH SOLE 528054
ALTRIA GROUP INC COM 02209S10 131325 3801000 SH SOLE 3801000
AMAG PHARMACEUTICALS INC COM 00163U10 5639 366167 SH SOLE 366167
AMAZON.COM INC COM 02313510 56083 245600 SH SOLE 245600
AMC NETWORKS INC A CL A 00164V10 889 25000 SH SOLE 25000
AMEREN CORPORATION COM 02360810 6440 192000 SH SOLE 192000
AMERESCO INC CL A CL A 02361E10 2027 169900 SH SOLE 169900
AMERICAN APPAREL INC COM 02385010 223 260000 SH SOLE 260000
AMERICAN ASSETS TRUST INC COM 02401310 4789 197500 SH SOLE 197500
AMERICAN CAMPUS COMMUNITIES COM 02483510 10504 233516 SH SOLE 233516
AMERICAN EAGLE OUTFITTERS COM 02553E10 2664 135000 SH SOLE 135000
AMERICAN ELECTRIC POWER COM 02553710 18414 461500 SH SOLE 461500
AMERICAN EXPRESS CO COM 02581610 71598 1230000 SH SOLE 1230000
AMERICAN GREETINGS CORP CL A CL A 02637510 1389 95000 SH SOLE 95000
AMERICAN INTERNATIONAL GROUP COM NEW 02687478 49740 1550000 SH SOLE 1550000
AMERICAN STATES WATER CO COM 02989910 2078 52500 SH SOLE 52500
AMERICAN TOWER CORP COM 03027X10 67974 972300 SH SOLE 972300
AMERICAN WATER WORKS CO INC COM 03042010 1028 30000 SH SOLE 30000
AMERIPRISE FINANCIAL INC COM 03076C10 62556 1197000 SH SOLE 1197000
AMERISOURCEBERGEN CORP COM 03073E10 10428 265000 SH SOLE 265000
AMGEN INC COM 03116210 829 11355 SH SOLE 11355
ANADARKO PETROLEUM CORP COM 03251110 65901 995480 SH SOLE 995480
ANALOG DEVICES INC COM 03265410 15068 400000 SH SOLE 400000
ANGIODYNAMICS INC COM 03475V10 1561 130000 SH SOLE 130000
ANN INC COM 03562310 765 30000 SH SOLE 30000
ANNALY CAPITAL MANAGEMENT IN COM 03571040 6980 416000 SH SOLE 416000
ANSYS INC COM 03662Q10 6311 100000 SH SOLE 100000
AON PLC SHS CL A G0408V10 18478 395000 SH SOLE 395000
APACHE CORP COM 03741110 32080 365000 SH SOLE 365000
APARTMENT INVT + MGMT CO A CL A 03748R10 5947 220000 SH SOLE 220000
APPLE INC COM 03783310 1058208 1812000 SH SOLE 1812000
APPLIED MATERIALS INC COM 03822210 11460 1000000 SH SOLE 1000000
APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 3718 650000 SH SOLE 650000
AQUA AMERICA INC COM 03836W10 3037 121666 SH SOLE 121666
ARCH CAPITAL GROUP LTD ORD G0450A10 13437 338556 SH SOLE 338556
ARCH COAL INC COM 03938010 2646 384000 SH SOLE 384000
ARCHER DANIELS MIDLAND CO COM 03948310 16606 562526 SH SOLE 562526
ARES CAPITAL CORP COM 04010L10 4788 300000 SH SOLE 300000
ARIAD PHARMACEUTICALS INC COM 04033A10 3442 200000 SH SOLE 200000
ARRAY BIOPHARMA INC COM 04269X10 920 265000 SH SOLE 265000
ARRIS GROUP INC COM 04269Q10 2782 200000 SH SOLE 200000
ARROW ELECTRONICS INC COM 04273510 20342 620000 SH SOLE 620000
ASCENA RETAIL GROUP INC COM 04351G10 4487 241000 SH SOLE 241000
ASHFORD HOSPITALITY TRUST COM SHS 04410310 1475 175000 SH SOLE 175000
ASHLAND INC COM 04420910 10397 150000 SH SOLE 150000
ASPEN TECHNOLOGY INC COM 04532710 6945 300000 SH SOLE 300000
ASTORIA FINANCIAL CORP COM 04626510 882 90000 SH SOLE 90000
AT+T INC COM 00206R10 128376 3600000 SH SOLE 3600000
ATMEL CORP COM 04951310 2680 400000 SH SOLE 400000
ATMOS ENERGY CORP COM 04956010 1754 50000 SH SOLE 50000
AUDIENCE INC COM 05070J10 366 19000 SH SOLE 19000
AUTODESK INC COM 05276910 24493 700000 SH SOLE 700000
AUTOZONE INC COM 05333210 12778 34800 SH SOLE 34800
AVALONBAY COMMUNITIES INC COM 05348410 4952 35000 SH SOLE 35000
AVERY DENNISON CORP COM 05361110 3636 133000 SH SOLE 133000
AVID TECHNOLOGY INC COM 05367P10 2229 300000 SH SOLE 300000
AVNET INC COM 05380710 23454 760000 SH SOLE 760000
AVON PRODUCTS INC COM 05430310 5836 360000 SH SOLE 360000
AVX CORP COM 00244410 4276 400000 SH SOLE 400000
BABCOCK + WILCOX CO/THE COM 05615F10 7350 300000 SH SOLE 300000
BAKER HUGHES INC COM 05722410 49121 1195147 SH SOLE 1195147
BALLANTYNE STRONG INC COM 05851610 3881 650000 SH SOLE 650000
BANK OF AMERICA CORP COM 06050510 113650 13893615 SH SOLE 13893615
BANK OF NEW YORK MELLON CORP COM 06405810 22151 1009167 SH SOLE 1009167
BASIC ENERGY SERVICES INC COM 06985P10 464 45000 SH SOLE 45000
BAXTER INTERNATIONAL INC COM 07181310 37790 711000 SH SOLE 711000
BE AEROSPACE INC COM 07330210 9169 210000 SH SOLE 210000
BEASLEY BROADCAST GRP INC A CL A 07401410 1755 298000 SH SOLE 298000
BEBE STORES INC COM 07557110 910 155000 SH SOLE 155000
BECTON DICKINSON AND CO COM 07588710 16445 220000 SH SOLE 220000
BED BATH + BEYOND INC COM 07589610 16995 275000 SH SOLE 275000
BEL FUSE INC CL B CL B 07734730 1761 100000 SH SOLE 100000
BENCHMARK ELECTRONICS INC COM 08160H10 2790 200000 SH SOLE 200000
BERKSHIRE HATHAWAY INC CL A CL A 08467010 11870 95 SH SOLE 95
BERRY PETROLEUM CO CLASS A CL A 08578910 22606 570000 SH SOLE 570000
BIG LOTS INC COM 08930210 901 22100 SH SOLE 22100
BILL BARRETT CORP COM 06846N10 2678 125000 SH SOLE 125000
BIOGEN IDEC INC COM 09062X10 20213 140000 SH SOLE 140000
BJ S RESTAURANTS INC COM 09180C10 407 10700 SH SOLE 10700
BLACK HILLS CORP COM 09211310 2091 65000 SH SOLE 65000
BLACKROCK INC COM 09247X10 60287 355000 SH SOLE 355000
BOEING CO/THE COM 09702310 78015 1050000 SH SOLE 1050000
BOISE INC COM 09746Y10 10528 1600000 SH SOLE 1600000
BOSTON BEER COMPANY INC A CL A 10055710 15488 128000 SH SOLE 128000
BOSTON PROPERTIES INC COM 10112110 19185 177030 SH SOLE 177030
BOSTON SCIENTIFIC CORP COM 10113710 12801 2257697 SH SOLE 2257697
BRANDYWINE REALTY TRUST SH BEN INT NEW 10536820 4164 337400 SH SOLE 337400
BRIGGS + STRATTON COM 10904310 2624 150000 SH SOLE 150000
BRIGHTCOVE COM 10921T10 2745 180000 SH SOLE 180000
BRINK S CO/THE COM 10969610 2318 100000 SH SOLE 100000
BRISTOL MYERS SQUIBB CO COM 11012210 71430 1986938 SH SOLE 1986938
BROADCOM CORP CL A CL A 11132010 43940 1300000 SH SOLE 1300000
BROADWIND ENERGY INC COM 11161T10 39 143098 SH SOLE 143098
BROCADE COMMUNICATIONS SYS COM NEW 11162130 740 150000 SH SOLE 150000
BSQUARE CORP COM NEW 11776U30 876 300000 SH SOLE 300000
C+J ENERGY SERVICES INC COM 12467B30 1388 75000 SH SOLE 75000
CABLEVISION SYSTEMS NY GRP A CL A NY CABLVS 12686C10 37345 2810000 SH SOLE 2810000
CABOT OIL + GAS CORP COM 12709710 13002 330000 SH SOLE 330000
CADENCE DESIGN SYS INC COM 12738710 8792 800000 SH SOLE 800000
CALAVO GROWERS INC COM 12824610 13424 524800 SH SOLE 524800
CALGON CARBON CORP COM 12960310 9954 700000 SH SOLE 700000
CALIFORNIA WATER SERVICE GRP COM 13078810 831 45000 SH SOLE 45000
CALIX NETWORKS INC COM 13100M50 481 58500 SH SOLE 58500
CALPINE CORP COM NEW 13134730 660 40000 SH SOLE 40000
CAMDEN PROPERTY TRUST SH BEN INT 13313110 3384 50000 SH SOLE 50000
CAMERON INTERNATIONAL CORP COM 13342B10 26992 632000 SH SOLE 632000
CAMPUS CREST COMMUNITIES INC COM 13466Y10 1247 120000 SH SOLE 120000
CANTEL MEDICAL CORP COM 13809810 2861 105000 SH SOLE 105000
CAPITAL ONE FINANCIAL CORP COM 14040H10 15851 290000 SH SOLE 290000
CARDINAL HEALTH INC COM 14149Y10 18270 435000 SH SOLE 435000
CAREFUSION CORP COM 14170T10 11042 430000 SH SOLE 430000
CARIBOU COFFEE CO INC COM 14204220 3873 300000 SH SOLE 300000
CARMAX INC COM 14313010 2205 85000 SH SOLE 85000
CARMIKE CINEMAS INC COM 14343640 1319 90000 SH SOLE 90000
CARNIVAL CORP PAIRED CTF 14365830 15936 465000 SH SOLE 465000
CARTER S INC COM 14622910 10573 201000 SH SOLE 201000
CASH AMERICA INTL INC COM 14754D10 4404 100000 SH SOLE 100000
CATERPILLAR INC COM 14912310 69584 819500 SH SOLE 819500
CAVIUM INC COM 14964U10 11900 425000 SH SOLE 425000
CBOE HOLDINGS INC COM 12503M10 138 5000 SH SOLE 5000
CBRE GROUP INC A CL A 12504L10 4663 285000 SH SOLE 285000
CELGENE CORP COM 15102010 28230 440000 SH SOLE 440000
CENTERPOINT ENERGY INC COM 15189T10 8268 400000 SH SOLE 400000
CERNER CORP COM 15678210 22236 269000 SH SOLE 269000
CHARLES RIVER LABORATORIES COM 15986410 1638 50000 SH SOLE 50000
CHART INDUSTRIES INC COM PAR $0.01 16115Q30 34380 500000 SH SOLE 500000
CHATHAM LODGING TRUST COM 16208T10 2843 199100 SH SOLE 199100
CHECKPOINT SYSTEMS INC COM 16282510 2265 260000 SH SOLE 260000
CHENIERE ENERGY INC COM NEW 16411R20 4717 320000 SH SOLE 320000
CHESAPEAKE ENERGY CORP COM 16516710 48639 2615000 SH SOLE 2615000
CHESAPEAKE LODGING TRUST SH BEN INT 16524010 7739 449400 SH SOLE 449400
CHEVRON CORP COM 16676410 114140 1081900 SH SOLE 1081900
CHICO S FAS INC COM 16861510 4155 280000 SH SOLE 280000
CHILDREN S PLACE COM 16890510 5481 110000 SH SOLE 110000
CHUBB CORP COM 17123210 52940 727000 SH SOLE 727000
CHURCH + DWIGHT CO INC COM 17134010 11094 200000 SH SOLE 200000
CIENA CORP COM NEW 17177930 16370 1000000 SH SOLE 1000000
CIGNA CORP COM 12550910 23100 525000 SH SOLE 525000
CIMAREX ENERGY CO COM 17179810 4888 88686 SH SOLE 88686
CINEDIGM DIGITAL CINEMA A COM 17240710 3000 2000000 SH SOLE 2000000
CINEMARK HOLDINGS INC COM 17243V10 34275 1500000 SH SOLE 1500000
CIRRUS LOGIC INC COM 17275510 19123 640000 SH SOLE 640000
CISCO SYSTEMS INC COM 17275R10 140794 8200000 SH SOLE 8200000
CITIGROUP INC COM NEW 17296742 108473 3957442 SH SOLE 3957442
CITRIX SYSTEMS INC COM 17737610 52462 625000 SH SOLE 625000
CITY NATIONAL CORP COM 17856610 6655 137000 SH SOLE 137000
CLEAN ENERGY FUELS CORP COM 18449910 30690 1980000 SH SOLE 1980000
CLEARWIRE CORP CLASS A CL A 18538Q10 899 802816 SH SOLE 802816
CLECO CORPORATION COM 12561W10 2510 60000 SH SOLE 60000
CLIFFS NATURAL RESOURCES INC COM 18683K10 73689 1495000 SH SOLE 1495000
CLOROX COMPANY COM 18905410 23912 330000 SH SOLE 330000
CLOUD PEAK ENERGY INC COM 18911Q10 3196 189000 SH SOLE 189000
CME GROUP INC COM 12572Q10 4022 15000 SH SOLE 15000
CMS ENERGY CORP COM 12589610 9400 400000 SH SOLE 400000
COACH INC COM 18975410 13275 227000 SH SOLE 227000
COCA COLA CO/THE COM 19121610 215022 2750000 SH SOLE 2750000
COLGATE PALMOLIVE CO COM 19416210 79637 765000 SH SOLE 765000
COMCAST CORP SPECIAL CL A CL A SPL 20030N20 56520 1800000 SH SOLE 1800000
COMMUNITY HEALTH SYSTEMS INC COM 20366810 41625 1485000 SH SOLE 1485000
COMMVAULT SYSTEMS INC COM 20416610 4957 100000 SH SOLE 100000
COMPUWARE CORP COM 20563810 21367 2300000 SH SOLE 2300000
COMSTOCK RESOURCES INC COM NEW 20576820 3448 210000 SH SOLE 210000
CONAGRA FOODS INC COM 20588710 6871 265000 SH SOLE 265000
CONNECTICUT WATER SVC INC COM 20779710 1304 45000 SH SOLE 45000
CONOCOPHILLIPS COM 20825C10 121260 2170000 SH SOLE 2170000
CONSOL ENERGY INC COM 20854P10 8467 280000 SH SOLE 280000
CONSOLIDATED EDISON INC COM 20911510 12625 203000 SH SOLE 203000
COOPER TIRE + RUBBER COM 21683110 7016 400000 SH SOLE 400000
CORESITE REALTY CORP COM 21870Q10 5035 195000 SH SOLE 195000
CORNING INC COM 21935010 9051 700000 SH SOLE 700000
COSTCO WHOLESALE CORP COM 22160K10 17575 185000 SH SOLE 185000
COVANCE INC COM 22281610 3816 79750 SH SOLE 79750
COVENTRY HEALTH CARE INC COM 22286210 1366 42984 SH SOLE 42984
COVIDIEN PLC SHS G2554F11 16853 315000 SH SOLE 315000
CR BARD INC COM 06738310 15579 145000 SH SOLE 145000
CRAY INC COM NEW 22522330 3926 325000 SH SOLE 325000
CROWN CASTLE INTL CORP COM 22822710 3297 56200 SH SOLE 56200
CROWN HOLDINGS INC COM 22836810 4311 125000 SH SOLE 125000
CROWN MEDIA HOLDINGS CLASS A CL A 22841110 2800 1600000 SH SOLE 1600000
CSX CORP COM 12640810 50310 2250000 SH SOLE 2250000
CUBESMART COM 22966310 8157 699000 SH SOLE 699000
CUBIC CORP COM 22966910 29810 620000 SH SOLE 620000
CULLEN/FROST BANKERS INC COM 22989910 4599 80000 SH SOLE 80000
CUMMINS INC COM 23102110 25197 260000 SH SOLE 260000
CUMULUS MEDIA INC CL A CL A 23108210 1060 352100 SH SOLE 352100
CVS CAREMARK CORP COM 12665010 99299 2124943 SH SOLE 2124943
CYS INVESTMENTS INC COM 12673A10 5233 380000 SH SOLE 380000
CYTEC INDUSTRIES INC COM 23282010 35653 608000 SH SOLE 608000
DANAHER CORP COM 23585110 39841 765000 SH SOLE 765000
DARDEN RESTAURANTS INC COM 23719410 34428 680000 SH SOLE 680000
DDR CORP COM 23317H10 5622 384000 SH SOLE 384000
DECKERS OUTDOOR CORP COM 24353710 3851 87500 SH SOLE 87500
DEERE + CO COM 24419910 27496 340000 SH SOLE 340000
DELL INC COM 24702R10 6260 500000 SH SOLE 500000
DELTA AIR LINES INC COM NEW 24736170 55845 5100000 SH SOLE 5100000
DENBURY RESOURCES INC COM NEW 24791620 8628 571000 SH SOLE 571000
DENDREON CORP COM 24823Q10 1961 265000 SH SOLE 265000
DENTSPLY INTERNATIONAL INC COM 24903010 17204 455000 SH SOLE 455000
DESTINATION MATERNITY CORP COM 25065D10 2268 105000 SH SOLE 105000
DEVON ENERGY CORPORATION COM 25179M10 21166 365000 SH SOLE 365000
DIAL GLOBAL INC COM 25247X10 365 110000 SH SOLE 110000
DIAMOND FOODS INC COM 25260310 11061 620000 SH SOLE 620000
DIAMOND OFFSHORE DRILLING COM 25271C10 4671 79000 SH SOLE 79000
DICK S SPORTING GOODS INC COM 25339310 5232 109000 SH SOLE 109000
DIGI INTERNATIONAL INC COM 25379810 3584 350000 SH SOLE 350000
DIGITAL REALTY TRUST INC COM 25386810 17604 234500 SH SOLE 234500
DIGITAL RIVER INC COM 25388B10 499 30000 SH SOLE 30000
DIRECTV CLASS A COM CL A 25490A10 18552 380000 SH SOLE 380000
DISCOVER FINANCIAL SERVICES COM 25470910 14230 411500 SH SOLE 411500
DISCOVERY COMMUNICATIONS C COM SER C 25470F30 10519 210000 SH SOLE 210000
DISH NETWORK CORP A CL A 25470M10 22840 800000 SH SOLE 800000
DOLLAR GENERAL CORP COM 25667710 7179 132000 SH SOLE 132000
DOLLAR TREE INC COM 25674610 23564 438000 SH SOLE 438000
DOMINION RESOURCES INC/VA COM 25746U10 27864 515994 SH SOLE 515994
DOUGLAS EMMETT INC COM 25960P10 10926 473000 SH SOLE 473000
DOVER MOTORSPORTS INC COM 26017410 403 310000 SH SOLE 310000
DOW CHEMICAL CO/THE COM 26054310 15750 500000 SH SOLE 500000
DSW INC CLASS A CL A 23334L10 3454 63499 SH SOLE 63499
DTE ENERGY COMPANY COM 23333110 8010 135000 SH SOLE 135000
DU PONT (E.I.) DE NEMOURS COM 26353410 78384 1550000 SH SOLE 1550000
DUKE ENERGY CORP COM 26441C10 29526 1280408 SH SOLE 1280408
DUPONT FABROS TECHNOLOGY COM 26613Q10 14137 495000 SH SOLE 495000
E TRADE FINANCIAL CORP COM NEW 26924640 603 75000 SH SOLE 75000
EAST WEST BANCORP INC COM 27579R10 3519 150000 SH SOLE 150000
EASTGROUP PROPERTIES INC COM 27727610 1173 22000 SH SOLE 22000
EATON CORP COM 27805810 33686 850000 SH SOLE 850000
EATON VANCE CORP COM NON VTG 27826510 6199 230000 SH SOLE 230000
EBAY INC COM 27864210 49152 1170000 SH SOLE 1170000
EDISON INTERNATIONAL COM 28102010 14784 320000 SH SOLE 320000
EDUCATION REALTY TRUST INC COM 28140H10 1717 155000 SH SOLE 155000
EDWARDS LIFESCIENCES CORP COM 28176E10 8181 79200 SH SOLE 79200
ELI LILLY + CO COM 53245710 99015 2307496 SH SOLE 2307496
ELIZABETH ARDEN INC COM 28660G10 1941 50000 SH SOLE 50000
EMAGIN CORPORATION COM NEW 29076N20 443 143426 SH SOLE 143426
EMC CORP/MASS COM 26864810 79453 3100000 SH SOLE 3100000
EMMIS COMMUNICATIONS CLASS A CL A 29152510 2889 1570000 SH SOLE 1570000
ENERGEN CORP COM 29265N10 4513 100000 SH SOLE 100000
ENERGIZER HOLDINGS INC COM 29266R10 40936 544000 SH SOLE 544000
ENTERCOM COMMUNICATIONS CL A CL A 29363910 9150 1520000 SH SOLE 1520000
ENTERGY CORP COM 29364G10 11473 169000 SH SOLE 169000
ENTERTAINMENT PROPERTIES TR COM SH BEN INT 29380T10 79754 1940000 SH SOLE 1940000
ENTRAVISION COMMUNICATIONS A CL A 29382R10 2493 2060000 SH SOLE 2060000
ENTROPIC COMMUNICATIONS INC COM 29384R10 3384 600000 SH SOLE 600000
ENZON PHARMACEUTICALS INC COM 29390410 412 60000 SH SOLE 60000
EOG RESOURCES INC COM 26875P10 21086 234000 SH SOLE 234000
EQT CORP COM 26884L10 6436 120000 SH SOLE 120000
EQUITY LIFESTYLE PROPERTIES COM 29472R10 759 11000 SH SOLE 11000
EQUITY ONE INC COM 29475210 1919 90500 SH SOLE 90500
EQUITY RESIDENTIAL SH BEN INT 29476L10 4546 72900 SH SOLE 72900
ESSEX PROPERTY TRUST INC COM 29717810 17016 110550 SH SOLE 110550
ESTEE LAUDER COMPANIES CL A CL A 51843910 14071 260000 SH SOLE 260000
ETHAN ALLEN INTERIORS INC COM 29760210 797 40000 SH SOLE 40000
EVEREST RE GROUP LTD COM G3223R10 20181 195000 SH SOLE 195000
EXCEL TRUST INC COM 30068C10 3767 315000 SH SOLE 315000
EXELON CORP COM 30161N10 62926 1672680 SH SOLE 1672680
EXPRESS INC COM 30219E10 1272 70000 SH SOLE 70000
EXXON MOBIL CORP COM 30231G10 489189 5716834 SH SOLE 5716834
FAIRCHILD SEMICONDUCTOR INTE COM 30372610 4230 300000 SH SOLE 300000
FAMILY DOLLAR STORES COM 30700010 2194 33000 SH SOLE 33000
FARO TECHNOLOGIES INC COM 31164210 3787 90000 SH SOLE 90000
FEDERAL REALTY INVS TRUST SH BEN INT NEW 31374720 2654 25500 SH SOLE 25500
FEDERAL SIGNAL CORP COM 31385510 1991 341000 SH SOLE 341000
FEDEX CORP COM 31428X10 40308 440000 SH SOLE 440000
FIFTH + PACIFIC CO INC COM 31664510 6129 571205 SH SOLE 571205
FINANCIAL ENGINES INC COM 31748510 5515 257087 SH SOLE 257087
FINISAR CORPORATION COM NEW 31787A50 4114 275000 SH SOLE 275000
FINISH LINE/THE CL A CL A 31792310 2509 120000 SH SOLE 120000
FIRSTENERGY CORP COM 33793210 17639 358580 SH SOLE 358580
FLOWERS FOODS INC COM 34349810 8189 352500 SH SOLE 352500
FLUOR CORP COM 34341210 9868 200000 SH SOLE 200000
FMC CORP COM NEW 30249130 21018 393000 SH SOLE 393000
FMC TECHNOLOGIES INC COM 30249U10 7839 199832 SH SOLE 199832
FNB CORP COM 30252010 3078 283140 SH SOLE 283140
FOOT LOCKER INC COM 34484910 10856 355000 SH SOLE 355000
FORD MOTOR CO COM PAR $0.01 34537086 19180 2000000 SH SOLE 2000000
FOREST CITY ENTERPRISES CL A CL A 34555010 2730 187000 SH SOLE 187000
FOREST LABORATORIES INC COM 34583810 5577 159400 SH SOLE 159400
FOREST OIL CORP COM PAR $0.01 34609170 5168 705000 SH SOLE 705000
FORMFACTOR INC COM 34637510 4206 650000 SH SOLE 650000
FOSSIL INC COM 34988210 2641 34500 SH SOLE 34500
FRANCESCAS HOLDINGS CORP COM 35179310 678 25100 SH SOLE 25100
FREEPORT MCMORAN COPPER COM 35671D85 3407 100000 SH SOLE 100000
FREESCALE SEMICONDUCTOR LTD SHS G3727Q10 2563 250000 SH SOLE 250000
FTI CONSULTING INC COM 30294110 2013 70000 SH SOLE 70000
FURIEX PHARMACEUTICALS COM 36106P10 480 22916 SH SOLE 22916
G III APPAREL GROUP LTD COM 36237H10 6970 294236 SH SOLE 294236
GAMESTOP CORP CLASS A CL A 36467W10 2387 130000 SH SOLE 130000
GAP INC/THE COM 36476010 5472 200000 SH SOLE 200000
GARTNER INC COM 36665110 4305 100000 SH SOLE 100000
GENERAL DYNAMICS CORP COM 36955010 19788 300000 SH SOLE 300000
GENERAL ELECTRIC CO COM 36960410 440870 21155000 SH SOLE 21155000
GENERAL GROWTH PROPERTIES COM 37002310 2728 150825 SH SOLE 150825
GENERAL MILLS INC COM 37033410 27815 721720 SH SOLE 721720
GENERAL MOTORS CO COM 37045V10 27608 1400000 SH SOLE 1400000
GENON ENERGY INC COM 37244E10 770 450000 SH SOLE 450000
GENTEX CORP COM 37190110 4174 200000 SH SOLE 200000
GENUINE PARTS CO COM 37246010 9038 150000 SH SOLE 150000
GENWORTH FINANCIAL INC CL A COM CL A 37247D10 21508 3800000 SH SOLE 3800000
GILEAD SCIENCES INC COM 37555810 78459 1530000 SH SOLE 1530000
GLIMCHER REALTY TRUST SH BEN INT 37930210 3679 360000 SH SOLE 360000
GNC HOLDINGS INC CL A COM CL A 36191G10 1960 50000 SH SOLE 50000
GOLDMAN SACHS GROUP INC COM 38141G10 81816 853500 SH SOLE 853500
GOODYEAR TIRE + RUBBER CO COM 38255010 40154 3400000 SH SOLE 3400000
GOOGLE INC CL A CL A 38259P50 194903 336000 SH SOLE 336000
GREAT PLAINS ENERGY INC COM 39116410 2141 100000 SH SOLE 100000
GREATBATCH INC COM 39153L10 3179 140000 SH SOLE 140000
GREEN MOUNTAIN COFFEE ROASTE COM 39312210 23958 1100000 SH SOLE 1100000
GREIF INC CL B CL B 39762420 2788 62000 SH SOLE 62000
GROUP 1 AUTOMOTIVE INC COM 39890510 2737 60000 SH SOLE 60000
GT ADVANCED TECHNOLOGIES INC COM 36191U10 3696 700000 SH SOLE 700000
GUESS? INC COM 40161710 2430 80000 SH SOLE 80000
HAEMONETICS CORP/MASS COM 40502410 2223 30000 SH SOLE 30000
HALLIBURTON CO COM 40621610 66687 2348948 SH SOLE 2348948
HANESBRANDS INC COM 41034510 5823 210000 SH SOLE 210000
HARMONIC INC COM 41316010 1278 300000 SH SOLE 300000
HARRIS CORP COM 41387510 4185 100000 SH SOLE 100000
HARSCO CORP COM 41586410 12228 600000 SH SOLE 600000
HARTFORD FINANCIAL SVCS GRP COM 41651510 2468 140000 SH SOLE 140000
HASBRO INC COM 41805610 8468 250000 SH SOLE 250000
HATTERAS FINANCIAL CORP COM 41902R10 2202 77000 SH SOLE 77000
HAUPPAUGE DIGITAL INC COM 41913110 348 300000 SH SOLE 300000
HAWAIIAN ELECTRIC INDS COM 41987010 2852 100000 SH SOLE 100000
HCP INC COM 40414L10 7417 168000 SH SOLE 168000
HEALTH CARE REIT INC COM 42217K10 14167 243000 SH SOLE 243000
HEALTH MGMT ASSOCIATES INC A CL A 42193310 2120 270000 SH SOLE 270000
HEALTH NET INC COM 42222G10 2548 105000 SH SOLE 105000
HECKMANN CORP COM 42268010 10140 3000000 SH SOLE 3000000
HECLA MINING CO COM 42270410 25175 5300000 SH SOLE 5300000
HEICO CORP CLASS A CL A 42280620 6301 195312 SH SOLE 195312
HELIX ENERGY SOLUTIONS GROUP COM 42330P10 1641 100000 SH SOLE 100000
HELMERICH + PAYNE COM 42345210 4113 94600 SH SOLE 94600
HENRY SCHEIN INC COM 80640710 9026 115000 SH SOLE 115000
HERSHA HOSPITALITY TRUST SH BEN INT A 42782510 6653 1260000 SH SOLE 1260000
HESS CORP COM 42809H10 43971 1012000 SH SOLE 1012000
HEWLETT PACKARD CO COM 42823610 30165 1500000 SH SOLE 1500000
HHGREGG INC COM 42833L10 679 60000 SH SOLE 60000
HIBBETT SPORTS INC COM 42856710 2597 45000 SH SOLE 45000
HILLSHIRE BRANDS CO COM 43258910 2934 101200 SH SOLE 101200
HJ HEINZ CO COM 42307410 22296 410000 SH SOLE 410000
HOLLYFRONTIER CORP COM 43610610 28876 815000 SH SOLE 815000
HOLOGIC INC COM 43644010 2908 161200 SH SOLE 161200
HOME DEPOT INC COM 43707610 99939 1886000 SH SOLE 1886000
HOME PROPERTIES INC COM 43730610 7394 120500 SH SOLE 120500
HONEYWELL INTERNATIONAL INC COM 43851610 58632 1050000 SH SOLE 1050000
HOSPIRA INC COM 44106010 7909 226100 SH SOLE 226100
HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M10 9140 369000 SH SOLE 369000
HOWARD HUGHES CORP/THE COM 44267D10 1677 27204 SH SOLE 27204
HUDSON PACIFIC PROPERTIES IN COM 44409710 3221 185000 SH SOLE 185000
HUMAN GENOME SCIENCES INC COM 44490310 5383 410000 SH SOLE 410000
HUNTSMAN CORP COM 44701110 23939 1850000 SH SOLE 1850000
HYATT HOTELS CORP CL A COM CL A 44857910 5416 145750 SH SOLE 145750
IAC/INTERACTIVECORP COM PAR $.001 44919P50 24624 540000 SH SOLE 540000
ICONIX BRAND GROUP INC COM 45105510 4018 230000 SH SOLE 230000
IDACORP INC COM 45110710 1683 40000 SH SOLE 40000
INCYTE CORP COM 45337C10 3973 175000 SH SOLE 175000
INFORMATICA CORP COM 45666Q10 25416 600000 SH SOLE 600000
INGERSOLL RAND PLC SHS G4779110 60528 1435000 SH SOLE 1435000
INTEGRATED DEVICE TECH INC COM 45811810 3653 650000 SH SOLE 650000
INTEGRATED SILICON SOLUTION COM 45812P10 301 29870 SH SOLE 29870
INTEGRYS ENERGY GROUP INC COM 45822P10 1564 27500 SH SOLE 27500
INTEL CORP COM 45814010 79950 3000000 SH SOLE 3000000
INTERDIGITAL INC COM 45867G10 5312 180000 SH SOLE 180000
INTERMEC INC COM 45878610 1302 210000 SH SOLE 210000
INTERMUNE INC COM 45884X10 2271 190000 SH SOLE 190000
INTERNAP NETWORK SERVICES COM PAR $.001 45885A30 2604 400000 SH SOLE 400000
INTERNATIONAL PAPER CO COM 46014610 23128 800000 SH SOLE 800000
INTL BUSINESS MACHINES CORP COM 45920010 216507 1107000 SH SOLE 1107000
INTL GAME TECHNOLOGY COM 45990210 1969 125000 SH SOLE 125000
INTL SPEEDWAY CORP CL A CL A 46033520 262 10000 SH SOLE 10000
INVACARE CORP COM 46120310 1080 70000 SH SOLE 70000
ION GEOPHYSICAL CORP COM 46204410 1648 250000 SH SOLE 250000
IROBOT CORP COM 46272610 1772 80000 SH SOLE 80000
ISIS PHARMACEUTICALS INC COM 46433010 720 60000 SH SOLE 60000
IXIA COM 45071R10 6010 500000 SH SOLE 500000
J + J SNACK FOODS CORP COM 46603210 24822 420000 SH SOLE 420000
J.C. PENNEY CO INC COM 70816010 2914 125000 SH SOLE 125000
JABIL CIRCUIT INC COM 46631310 2033 100000 SH SOLE 100000
JACOBS ENGINEERING GROUP INC COM 46981410 25783 681000 SH SOLE 681000
JARDEN CORP COM 47110910 11135 265000 SH SOLE 265000
JDS UNIPHASE CORP COM PAR $0.001 46612J50 4400 400000 SH SOLE 400000
JEFFERIES GROUP INC COM 47231910 1819 140000 SH SOLE 140000
JETBLUE AIRWAYS CORP COM 47714310 1325 250000 SH SOLE 250000
JM SMUCKER CO/THE COM NEW 83269640 5064 67056 SH SOLE 67056
JOHNSON + JOHNSON COM 47816010 218462 3233600 SH SOLE 3233600
JOHNSON CONTROLS INC COM 47836610 8313 300000 SH SOLE 300000
JONES GROUP INC/THE COM 48020T10 6917 723502 SH SOLE 723502
JPMORGAN CHASE + CO COM 46625H10 262616 7350000 SH SOLE 7350000
JUNIPER NETWORKS INC COM 48203R10 11417 700000 SH SOLE 700000
KANSAS CITY SOUTHERN COM NEW 48517030 65039 935000 SH SOLE 935000
KBR INC COM 48242W10 13961 565000 SH SOLE 565000
KBW INC COM 48242310 1974 120000 SH SOLE 120000
KELLOGG CO COM 48783610 15046 305000 SH SOLE 305000
KEMET CORP COM NEW 48836020 280 46666 SH SOLE 46666
KFORCE INC COM 49373210 3432 255000 SH SOLE 255000
KID BRANDS INC COM 49375T10 1140 570000 SH SOLE 570000
KILROY REALTY CORP COM 49427F10 484 10000 SH SOLE 10000
KIMBERLY CLARK CORP COM 49436810 23037 275000 SH SOLE 275000
KIMCO REALTY CORP COM 49446R10 8716 458000 SH SOLE 458000
KINDER MORGAN INC COM 49456B10 9888 306887 SH SOLE 306887
KINDER MORGAN INC WTS *W EXP 05/25/201 49456B11 844 390848 SH SOLE 390848
KINDRED HEALTHCARE INC COM 49458010 17203 1750000 SH SOLE 1750000
KIRBY CORP COM 49726610 7062 150000 SH SOLE 150000
KIT DIGITAL INC COM NEW 48247020 4719 1100000 SH SOLE 1100000
KLA TENCOR CORPORATION COM 48248010 4925 100000 SH SOLE 100000
KNOLL INC COM NEW 49890420 1007 75000 SH SOLE 75000
KOHLS CORP COM 50025510 9139 200900 SH SOLE 200900
KOPPERS HOLDINGS INC COM 50060P10 10200 300000 SH SOLE 300000
KORN/FERRY INTERNATIONAL COM NEW 50064320 2161 150600 SH SOLE 150600
KRAFT FOODS INC CLASS A CL A 50075N10 116368 3013163 SH SOLE 3013163
KROGER CO COM 50104410 12778 551000 SH SOLE 551000
LABORATORY CRP OF AMER HLDGS COM NEW 50540R40 41211 445000 SH SOLE 445000
LANCASTER COLONY CORP COM 51384710 578 8114 SH SOLE 8114
LAS VEGAS SANDS CORP COM 51783410 40620 934000 SH SOLE 934000
LASALLE HOTEL PROPERTIES COM SH BEN INT 51794210 6790 233000 SH SOLE 233000
LECROY CORP COM 52324W10 2852 200000 SH SOLE 200000
LEGG MASON INC COM 52490110 32963 1250000 SH SOLE 1250000
LENNAR CORP B SHS CL B 52605730 1202 50000 SH SOLE 50000
LENNAR CORP A CL A 52605710 9335 302000 SH SOLE 302000
LENNOX INTERNATIONAL INC COM 52610710 2798 60000 SH SOLE 60000
LEXINGTON REALTY TRUST COM 52904310 2287 270000 SH SOLE 270000
LIFE TECHNOLOGIES CORP COM 53217V10 6416 142608 SH SOLE 142608
LIFEPOINT HOSPITALS INC COM 53219L10 13100 319664 SH SOLE 319664
LIGAND PHARMACEUTICALS CL B COM NEW 53220K50 548 32331 SH SOLE 32331
LIMELIGHT NETWORKS INC COM 53261M10 820 280000 SH SOLE 280000
LIMITED BRANDS INC COM 53271610 1063 25000 SH SOLE 25000
LINCOLN NATIONAL CORP COM 53418710 31712 1450000 SH SOLE 1450000
LIONS GATE ENTERTAINMENT COR COM NEW 53591920 8844 600000 SH SOLE 600000
LIVEPERSON INC COM 53814610 7624 400000 SH SOLE 400000
LMI AEROSPACE INC COM 50207910 5214 300000 SH SOLE 300000
LOJACK CORPORATION COM 53945110 1389 460000 SH SOLE 460000
LONE PINE RESOURCES INC COM 54222A10 691 251118 SH SOLE 251118
LOWE S COS INC COM 54866110 28966 1018500 SH SOLE 1018500
LSI CORP COM 50216110 4778 750000 SH SOLE 750000
LTC PROPERTIES INC COM 50217510 2177 60000 SH SOLE 60000
LYONDELLBASELL INDU CL A SHS - A - N5374510 22149 550000 SH SOLE 550000
M + T BANK CORP COM 55261F10 254 3082 SH SOLE 3082
MACK CALI REALTY CORP COM 55448910 581 20000 SH SOLE 20000
MACQUARIE INFRASTRUCTURE CO MEMBERSHIP INT 55608B10 6991 210000 SH SOLE 210000
MACY S INC COM 55616P10 24045 700000 SH SOLE 700000
MANHATTAN ASSOCIATES INC COM 56275010 5028 110000 SH SOLE 110000
MANPOWER INC COM 56418H10 4948 135000 SH SOLE 135000
MARATHON OIL CORP COM 56584910 19475 761644 SH SOLE 761644
MARATHON PETROLEUM CORP COM 56585A10 30919 688322 SH SOLE 688322
MARKETAXESS HOLDINGS INC COM 57060D10 4177 156800 SH SOLE 156800
MARRIOTT INTERNATIONAL CL A CL A 57190320 8338 212705 SH SOLE 212705
MARSH + MCLENNAN COS COM 57174810 5157 160000 SH SOLE 160000
MASTEC INC COM 57632310 15792 1050000 SH SOLE 1050000
MASTERCARD INC CLASS A CL A 57636Q10 30538 71000 SH SOLE 71000
MATSON INC COM 57686G10 9053 170000 SH SOLE 170000
MATTEL INC COM 57708110 53202 1640000 SH SOLE 1640000
MCCORMICK + CO NON VTG SHRS COM NON VTG 57978020 14859 245000 SH SOLE 245000
MCDERMOTT INTL INC COM 58003710 36205 3250000 SH SOLE 3250000
MCDONALD S CORP COM 58013510 92949 1049913 SH SOLE 1049913
MCKESSON CORP COM 58155Q10 71368 761250 SH SOLE 761250
MDU RESOURCES GROUP INC COM 55269010 5403 250000 SH SOLE 250000
MEAD JOHNSON NUTRITION CO COM 58283910 28100 349026 SH SOLE 349026
MEDTOX SCIENTIFIC INC COM NEW 58497720 54 2000 SH SOLE 2000
MEDTRONIC INC COM 58505510 33308 860000 SH SOLE 860000
MEMC ELECTRONIC MATERIALS COM 55271510 7378 3400000 SH SOLE 3400000
MENTOR GRAPHICS CORP COM 58720010 3900 260000 SH SOLE 260000
MERCANTILE BANK CORP COM 58737610 966 52339 SH SOLE 52339
MERCK + CO. INC. COM 58933Y10 294167 7045909 SH SOLE 7045909
METLIFE INC COM 59156R10 69235 2244248 SH SOLE 2244248
METRO BANCORP INC COM 59161R10 2647 220000 SH SOLE 220000
MFA FINANCIAL INC COM 55272X10 2446 310000 SH SOLE 310000
MICHAEL BAKER CORP COM 05714910 12471 478000 SH SOLE 478000
MICROCHIP TECHNOLOGY INC COM 59501710 11578 350000 SH SOLE 350000
MICRON TECHNOLOGY INC COM 59511210 10096 1600000 SH SOLE 1600000
MICROSEMI CORP COM 59513710 3698 200000 SH SOLE 200000
MICROSOFT CORP COM 59491810 371669 12150000 SH SOLE 12150000
MICROSTRATEGY INC CL A CL A NEW 59497240 4545 35000 SH SOLE 35000
MID AMERICA APARTMENT COMM COM 59522J10 5712 83700 SH SOLE 83700
MIDDLESEX WATER CO COM 59668010 3235 170268 SH SOLE 170268
MINE SAFETY APPLIANCES CO COM 60272010 6841 170000 SH SOLE 170000
MMODAL INC COM 60689B10 3050 235000 SH SOLE 235000
MODUSLINK GLOBAL SOLUTIONS I COM 60786L10 748 250000 SH SOLE 250000
MOLEX INC CL A CL A 60855420 2023 100000 SH SOLE 100000
MOLSON COORS BREWING CO B CL B 60871R20 37657 905000 SH SOLE 905000
MOLYCORP INC COM 60875310 9698 450000 SH SOLE 450000
MONEYGRAM INTERNATIONAL INC COM NEW 60935Y20 730 50000 SH SOLE 50000
MONMOUTH REIT CLASS A CL A 60972010 2169 185055 SH SOLE 185055
MONRO MUFFLER BRAKE INC COM 61023610 366 11000 SH SOLE 11000
MORGAN STANLEY COM NEW 61744644 12402 850000 SH SOLE 850000
MOSAIC CO/THE COM 61945C10 52022 950000 SH SOLE 950000
MOTRICITY INC COM 62010710 310 500000 SH SOLE 500000
MOVE INC COM NEW 62458M20 4304 472500 SH SOLE 472500
MSC INDUSTRIAL DIRECT CO A CL A 55353010 3278 50000 SH SOLE 50000
MSCI INC A COM 55354G10 1701 50000 SH SOLE 50000
MURPHY OIL CORP COM 62671710 28766 572000 SH SOLE 572000
MWI VETERINARY SUPPLY INC COM 55402X10 6166 60000 SH SOLE 60000
MYLAN INC COM 62853010 9259 433255 SH SOLE 433255
NABORS INDUSTRIES LTD SHS G6359F10 33696 2340000 SH SOLE 2340000
NATIONAL CINEMEDIA INC COM 63530910 17142 1130000 SH SOLE 1130000
NATIONAL FUEL GAS CO COM 63618010 9631 205000 SH SOLE 205000
NATIONAL OILWELL VARCO INC COM 63707110 23547 365412 SH SOLE 365412
NATIONAL RETAIL PROPERTIES COM 63741710 4159 147000 SH SOLE 147000
NAVISTAR INTERNATIONAL CORP COM 63934E10 25533 900000 SH SOLE 900000
NCR CORPORATION COM 62886E10 2273 100000 SH SOLE 100000
NEKTAR THERAPEUTICS COM 64026810 847 105000 SH SOLE 105000
NETAPP INC COM 64110D10 11137 350000 SH SOLE 350000
NETSCOUT SYSTEMS INC COM 64115T10 2159 100000 SH SOLE 100000
NEUSTAR INC CLASS A CL A 64126X20 366 10955 SH SOLE 10955
NEW JERSEY RESOURCES CORP COM 64602510 3053 70000 SH SOLE 70000
NEW YORK COMMUNITY BANCORP COM 64944510 27520 2196331 SH SOLE 2196331
NEWELL RUBBERMAID INC COM 65122910 9977 550000 SH SOLE 550000
NEWFIELD EXPLORATION CO COM 65129010 12369 422000 SH SOLE 422000
NEWPARK RESOURCES INC COM PAR $.01NEW 65171850 10384 1760000 SH SOLE 1760000
NEWS CORP CL A CL A 65248E10 15603 700000 SH SOLE 700000
NEXTERA ENERGY INC COM 65339F10 24084 350000 SH SOLE 350000
NIC INC COM 62914B10 6858 540000 SH SOLE 540000
NIKE INC CL B CL B 65410610 54424 620000 SH SOLE 620000
NISOURCE INC COM 65473P10 6584 266000 SH SOLE 266000
NOBLE ENERGY INC COM 65504410 13910 164000 SH SOLE 164000
NORDSTROM INC COM 65566410 10932 220000 SH SOLE 220000
NORFOLK SOUTHERN CORP COM 65584410 40704 567150 SH SOLE 567150
NORTHEAST UTILITIES COM 66439710 4871 125500 SH SOLE 125500
NORTHERN TRUST CORP COM 66585910 9342 203000 SH SOLE 203000
NORTHSTAR REALTY FINANCE COR COM 66704R10 591 113128 SH SOLE 113128
NOVATEL WIRELESS INC COM NEW 66987M60 598 240000 SH SOLE 240000
NRG ENERGY INC COM NEW 62937750 17968 1035000 SH SOLE 1035000
NTN BUZZTIME INC COM NEW 62941030 77 580000 SH SOLE 580000
NUANCE COMMUNICATIONS INC COM 67020Y10 17627 740000 SH SOLE 740000
NUTRISYSTEM INC COM 67069D10 9479 820000 SH SOLE 820000
NV ENERGY INC COM 67073Y10 8438 480000 SH SOLE 480000
NVE CORP COM NEW 62944520 1312 24400 SH SOLE 24400
NVIDIA CORP COM 67066G10 11056 800000 SH SOLE 800000
NXSTAGE MEDICAL INC COM 67072V10 1285 76700 SH SOLE 76700
O REILLY AUTOMOTIVE INC COM 67103H10 7958 95000 SH SOLE 95000
OCCIDENTAL PETROLEUM CORP COM 67459910 59181 690000 SH SOLE 690000
OCEANEERING INTL INC COM 67523210 5073 106000 SH SOLE 106000
OCLARO INC COM NEW 67555N20 988 325000 SH SOLE 325000
OFFICE DEPOT INC COM 67622010 1350 625000 SH SOLE 625000
OGE ENERGY CORP COM 67083710 2590 50000 SH SOLE 50000
OIL STATES INTERNATIONAL INC COM 67802610 1324 20000 SH SOLE 20000
OLD DOMINION FREIGHT LINE COM 67958010 9091 210000 SH SOLE 210000
OMNICARE INC COM 68190410 2967 95000 SH SOLE 95000
OMNICOM GROUP COM 68191910 6804 140000 SH SOLE 140000
ON SEMICONDUCTOR CORPORATION COM 68218910 1775 250000 SH SOLE 250000
ONCOTHYREON INC COM 68232410 1147 245000 SH SOLE 245000
ONEOK INC COM 68268010 45399 1073000 SH SOLE 1073000
ONYX PHARMACEUTICALS INC COM 68339910 2658 40000 SH SOLE 40000
OPENTABLE INC COM 68372A10 4985 110744 SH SOLE 110744
OPNET TECHNOLOGIES INC COM 68375710 3989 150000 SH SOLE 150000
OPNEXT INC COM 68375V10 151 120000 SH SOLE 120000
ORACLE CORP COM 68389X10 145530 4900000 SH SOLE 4900000
ORMAT TECHNOLOGIES INC COM 68668810 2995 140000 SH SOLE 140000
OSI SYSTEMS INC COM 67104410 6334 100000 SH SOLE 100000
OUTDOOR CHANNEL HOLDINGS INC COM NEW 69002720 8991 1230000 SH SOLE 1230000
P G + E CORP COM 69331C10 18697 413000 SH SOLE 413000
PACCAR INC COM 69371810 5095 130000 SH SOLE 130000
PACER INTERNATIONAL INC COM 69373H10 2981 550000 SH SOLE 550000
PANDORA MEDIA INC COM 69835410 11398 1048500 SH SOLE 1048500
PANTRY INC COM 69865710 1764 120000 SH SOLE 120000
PAR PHARMACEUTICAL COS INC COM 69888P10 3253 90000 SH SOLE 90000
PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 31440 1500000 SH SOLE 1500000
PARKE BANCORP INC COM 70088510 491 94415 SH SOLE 94415
PARKER HANNIFIN CORP COM 70109410 24602 320000 SH SOLE 320000
PATTERSON UTI ENERGY INC COM 70348110 1762 121000 SH SOLE 121000
PC MALL INC COM 69323K10 1028 190000 SH SOLE 190000
PDL BIOPHARMA INC COM 69329Y10 1624 245000 SH SOLE 245000
PEABODY ENERGY CORP COM 70454910 11279 460000 SH SOLE 460000
PEBBLEBROOK HOTEL TRUST COM 70509V10 11257 482934 SH SOLE 482934
PENN NATIONAL GAMING INC COM 70756910 4191 94000 SH SOLE 94000
PENN VIRGINIA CORP COM 70788210 4551 620000 SH SOLE 620000
PEOPLE S UNITED FINANCIAL COM 71270410 4876 420000 SH SOLE 420000
PEP BOYS MANNY MOE + JACK COM 71327810 1238 125000 SH SOLE 125000
PEPCO HOLDINGS INC COM 71329110 5284 270000 SH SOLE 270000
PEPSICO INC COM 71344810 175209 2479600 SH SOLE 2479600
PERKINELMER INC COM 71404610 3225 125000 SH SOLE 125000
PETSMART INC COM 71676810 4636 68000 SH SOLE 68000
PFIZER INC COM 71708110 260968 11346425 SH SOLE 11346425
PHARMACYCLICS INC COM 71693310 2731 50000 SH SOLE 50000
PHARMERICA CORP COM 71714F10 328 30000 SH SOLE 30000
PHILIP MORRIS INTERNATIONAL COM 71817210 226964 2601000 SH SOLE 2601000
PHILLIPS 66 COM 71854610 39722 1195000 SH SOLE 1195000
PHOENIX COMPANIES INC COM 71902E10 167 90000 SH SOLE 90000
PHOTRONICS INC COM 71940510 1617 265000 SH SOLE 265000
PIEDMONT NATURAL GAS CO COM 72018610 1127 35000 SH SOLE 35000
PIER 1 IMPORTS INC COM 72027910 4108 250000 SH SOLE 250000
PINNACLE WEST CAPITAL COM 72348410 4915 95000 SH SOLE 95000
PIONEER NATURAL RESOURCES CO COM 72378710 9262 105000 SH SOLE 105000
PLAINS EXPLORATION + PRODUCT COM 72650510 3870 110000 SH SOLE 110000
PLX TECHNOLOGY INC COM 69341710 6985 1100000 SH SOLE 1100000
PNC FINANCIAL SERVICES GROUP COM 69347510 90445 1480031 SH SOLE 1480031
PNM RESOURCES INC COM 69349H10 1563 80000 SH SOLE 80000
POLYCOM INC COM 73172K10 3156 300000 SH SOLE 300000
POST HOLDINGS INC COM 73744610 1562 50804 SH SOLE 50804
PPG INDUSTRIES INC COM 69350610 15918 150000 SH SOLE 150000
PPL CORPORATION COM 69351T10 53576 1926500 SH SOLE 1926500
PRECISION CASTPARTS CORP COM 74018910 32898 200000 SH SOLE 200000
PRIMERICA INC COM 74164M10 14702 550000 SH SOLE 550000
PROCTER + GAMBLE CO/THE COM 74271810 229378 3744945 SH SOLE 3744945
PROGRESS ENERGY INC COM 74326310 9146 152000 SH SOLE 152000
PROGRESSIVE CORP COM 74331510 6249 300000 SH SOLE 300000
PROLOGIS INC COM 74340W10 14455 435000 SH SOLE 435000
PROS HOLDINGS INC COM 74346Y10 16147 960000 SH SOLE 960000
PROVIDENT FINANCIAL SERVICES COM 74386T10 2763 180000 SH SOLE 180000
PRUDENTIAL FINANCIAL INC COM 74432010 72161 1490000 SH SOLE 1490000
PUBLIC SERVICE ENTERPRISE GP COM 74457310 17355 534000 SH SOLE 534000
PUBLIC STORAGE COM 74460D10 9387 65000 SH SOLE 65000
PVH CORP COM 69365610 7507 96500 SH SOLE 96500
QEP RESOURCES INC COM 74733V10 5245 175000 SH SOLE 175000
QUALCOMM INC COM 74752510 94656 1700000 SH SOLE 1700000
QUANTUM CORP COM DSSG 74790620 558 275000 SH SOLE 275000
QUEST DIAGNOSTICS INC COM 74834L10 14376 240000 SH SOLE 240000
QUESTAR CORP COM 74835610 4172 200000 SH SOLE 200000
RADIOSHACK CORP COM 75043810 6912 1800000 SH SOLE 1800000
RAILAMERICA INC COM 75075340 28072 1160000 SH SOLE 1160000
RALCORP HOLDINGS INC COM 75102810 6781 101608 SH SOLE 101608
RAMTRON INTERNATIONAL CORP COM NEW 75190730 936 310000 SH SOLE 310000
RANGE RESOURCES CORP COM 75281A10 28770 465000 SH SOLE 465000
REALNETWORKS INC COM NEW 75605L70 324 37500 SH SOLE 37500
REALTY INCOME CORP COM 75610910 2089 50000 SH SOLE 50000
RED HAT INC COM 75657710 11296 200000 SH SOLE 200000
REGAL ENTERTAINMENT GROUP A CL A 75876610 27245 1980000 SH SOLE 1980000
REGIONS FINANCIAL CORP COM 7591EP10 25650 3800000 SH SOLE 3800000
REGIS CORP COM 75893210 718 40000 SH SOLE 40000
REINSURANCE GROUP OF AMERICA COM NEW 75935160 4271 80272 SH SOLE 80272
RENT A CENTER INC COM 76009N10 4724 140000 SH SOLE 140000
REPUBLIC SERVICES INC COM 76075910 38632 1460000 SH SOLE 1460000
RESMED INC COM 76115210 973 31200 SH SOLE 31200
RESOURCE AMERICA INC CL A CL A 76119520 638 100000 SH SOLE 100000
RESOURCES CONNECTION INC COM 76122Q10 3690 300000 SH SOLE 300000
RETAIL PROPERTIES OF AME A CL A 76131V20 923 95000 SH SOLE 95000
REYNOLDS AMERICAN INC COM 76171310 52857 1178000 SH SOLE 1178000
RIGNET INC COM 76658210 3478 200000 SH SOLE 200000
RIVERBED TECHNOLOGY INC COM 76857310 9690 600000 SH SOLE 600000
ROBERT HALF INTL INC COM 77032310 7914 277000 SH SOLE 277000
ROCK TENN COMPANY CL A CL A 77273920 49641 910000 SH SOLE 910000
ROCKWELL AUTOMATION INC COM 77390310 29066 440000 SH SOLE 440000
ROCKY MOUNTAIN CHOC FACT INC COM PAR $0.03 77467840 1045 90000 SH SOLE 90000
ROSS STORES INC COM 77829610 11245 180000 SH SOLE 180000
RTI INTERNATIONAL METALS INC COM 74973W10 19009 840000 SH SOLE 840000
RUE21 INC COM 78129510 573 22700 SH SOLE 22700
RYDER SYSTEM INC COM 78354910 48614 1350000 SH SOLE 1350000
SABRA HEALTH CARE REIT INC COM 78573L10 11720 685000 SH SOLE 685000
SAFEGUARD SCIENTIFICS INC COM NEW 78644920 3870 250000 SH SOLE 250000
SAGA COMMUNICATIONS INC CL A CL A NEW 78659830 2895 78000 SH SOLE 78000
SAIC INC COM 78390X10 2182 180000 SH SOLE 180000
SAKS INC COM 79377W10 4367 410000 SH SOLE 410000
SALEM COMMUNICATIONS CL A CL A 79409310 383 70000 SH SOLE 70000
SANDISK CORP COM 80004C10 33926 930000 SH SOLE 930000
SANMINA SCI CORP COM NEW 80090720 819 100000 SH SOLE 100000
SAPIENT CORPORATION COM 80306210 806 80000 SH SOLE 80000
SBA COMMUNICATIONS CORP CL A COM 78388J10 5112 89600 SH SOLE 89600
SCANA CORP COM 80589M10 5262 110000 SH SOLE 110000
SCHWAB (CHARLES) CORP COM 80851310 7370 570000 SH SOLE 570000
SCIQUEST INC COM 80908T10 2694 150000 SH SOLE 150000
SEACHANGE INTERNATIONAL INC COM 81169910 2222 270000 SH SOLE 270000
SEALED AIR CORP COM 81211K10 15440 1000000 SH SOLE 1000000
SEMPRA ENERGY COM 81685110 14957 217140 SH SOLE 217140
SHUFFLE MASTER INC COM 82554910 3491 253000 SH SOLE 253000
SI FINANCIAL GROUP INC COM 78425V10 310 26943 SH SOLE 26943
SIGMA DESIGNS INC COM 82656510 128 20000 SH SOLE 20000
SILICON IMAGE INC COM 82705T10 828 200000 SH SOLE 200000
SIMON PROPERTY GROUP INC COM 82880610 50422 323927 SH SOLE 323927
SINCLAIR BROADCAST GROUP A CL A 82922610 1087 120000 SH SOLE 120000
SL GREEN REALTY CORP COM 78440X10 8225 102500 SH SOLE 102500
SM ENERGY CO COM 78454L10 1473 30000 SH SOLE 30000
SNYDERS LANCE INC COM 83355110 2775 110000 SH SOLE 110000
SONIC AUTOMOTIVE INC CLASS A CL A 83545G10 5003 366000 SH SOLE 366000
SONIC CORP COM 83545110 601 60000 SH SOLE 60000
SONUS NETWORKS INC COM 83591610 645 300000 SH SOLE 300000
SOUTH JERSEY INDUSTRIES COM 83851810 1784 35000 SH SOLE 35000
SOUTHERN CO/THE COM 84258710 36392 786000 SH SOLE 786000
SOUTHWEST AIRLINES CO COM 84474110 4610 500000 SH SOLE 500000
SOUTHWEST GAS CORP COM 84489510 1528 35000 SH SOLE 35000
SOUTHWESTERN ENERGY CO COM 84546710 15646 490000 SH SOLE 490000
SOVRAN SELF STORAGE INC COM 84610H10 4283 85500 SH SOLE 85500
SPECTRA ENERGY CORP COM 84756010 17297 595204 SH SOLE 595204
SPLUNK INC COM 84863710 703 25000 SH SOLE 25000
SPX CORP COM 78463510 70546 1080000 SH SOLE 1080000
ST JUDE MEDICAL INC COM 79084910 23946 600000 SH SOLE 600000
STAG INDUSTRIAL INC COM 85254J10 3208 220000 SH SOLE 220000
STAPLES INC COM 85503010 6347 486348 SH SOLE 486348
STARWOOD HOTELS + RESORTS COM 85590A40 12146 229000 SH SOLE 229000
STARWOOD PROPERTY TRUST INC COM 85571B10 17591 825500 SH SOLE 825500
STATE STREET CORP COM 85747710 20088 450000 SH SOLE 450000
STEELCASE INC CL A CL A 85815520 2212 245000 SH SOLE 245000
STERICYCLE INC COM 85891210 13751 150000 SH SOLE 150000
STEVEN MADDEN LTD COM 55626910 23733 747500 SH SOLE 747500
STRATASYS INC COM 86268510 7726 155930 SH SOLE 155930
STRATEGIC HOTELS + RESORTS I COM 86272T10 1680 260000 SH SOLE 260000
STRYKER CORP COM 86366710 2480 45000 SH SOLE 45000
SUMMER INFANT INC COM 86564610 1591 485000 SH SOLE 485000
SUN BANCORP INC NJ COM 86663B10 89 33075 SH SOLE 33075
SUN COMMUNITIES INC COM 86667410 15263 345000 SH SOLE 345000
SUNCOKE ENERGY INC COM 86722A10 777 53046 SH SOLE 53046
SUNOCO INC COM 86764P10 1663 35000 SH SOLE 35000
SUPERIOR ENERGY SERVICES INC COM 86815710 1517 75000 SH SOLE 75000
SUPERIOR INDUSTRIES INTL COM 86816810 7530 460000 SH SOLE 460000
SUPPORT.COM INC COM 86858W10 447 140000 SH SOLE 140000
SVB FINANCIAL GROUP COM 78486Q10 5578 95000 SH SOLE 95000
SWIFT TRANSPORTATION CO CL A 87074U10 2155 228000 SH SOLE 228000
SYMANTEC CORP COM 87150310 20454 1400000 SH SOLE 1400000
SYNOPSYS INC COM 87160710 8829 300000 SH SOLE 300000
SYSCO CORP COM 87182910 14905 500000 SH SOLE 500000
T ROWE PRICE GROUP INC COM 74144T10 25499 405000 SH SOLE 405000
TAL INTERNATIONAL GROUP INC COM 87408310 27462 820000 SH SOLE 820000
TALBOTS INC COM 87416110 315 125000 SH SOLE 125000
TANGER FACTORY OUTLET CENTER COM 87546510 2949 92000 SH SOLE 92000
TARGET CORP COM 87612E10 62024 1065880 SH SOLE 1065880
TAUBMAN CENTERS INC COM 87666410 4977 64500 SH SOLE 64500
TE CONNECTIVITY LTD REG SHS H8498910 27124 850000 SH SOLE 850000
TEAVANA HOLDINGS INC COM 87819P10 2201 162700 SH SOLE 162700
TECO ENERGY INC COM 87237510 36860 2041000 SH SOLE 2041000
TELEDYNE TECHNOLOGIES INC COM 87936010 1541 25000 SH SOLE 25000
TELEFLEX INC COM 87936910 2436 40000 SH SOLE 40000
TEMPUR PEDIC INTERNATIONAL COM 88023U10 21051 900000 SH SOLE 900000
TENET HEALTHCARE CORP COM 88033G10 35580 6790000 SH SOLE 6790000
TERADATA CORP COM 88076W10 14402 200000 SH SOLE 200000
TERADYNE INC COM 88077010 2812 200000 SH SOLE 200000
TEXAS INDUSTRIES INC COM 88249110 2731 70000 SH SOLE 70000
TEXAS INSTRUMENTS INC COM 88250810 28690 1000000 SH SOLE 1000000
THERAVANCE INC COM 88338T10 16312 734108 SH SOLE 734108
THERMO FISHER SCIENTIFIC INC COM 88355610 6489 125000 SH SOLE 125000
THOR INDUSTRIES INC COM 88516010 2467 90000 SH SOLE 90000
THORATEC CORP COM NEW 88517530 2015 60000 SH SOLE 60000
THQ INC COM NEW 87244340 161 260000 SH SOLE 260000
TIBCO SOFTWARE INC COM 88632Q10 5984 200000 SH SOLE 200000
TIFFANY + CO COM 88654710 6301 119000 SH SOLE 119000
TILLY S INC CLASS A SHRS CL A 88688510 562 35000 SH SOLE 35000
TIME WARNER CABLE COM 88732J20 27093 330000 SH SOLE 330000
TIME WARNER INC COM NEW 88731730 30800 800000 SH SOLE 800000
TITAN MACHINERY INC COM 88830R10 30370 1000000 SH SOLE 1000000
TIVO INC COM 88870610 3722 450000 SH SOLE 450000
TJX COMPANIES INC COM 87254010 61390 1430000 SH SOLE 1430000
TOLL BROTHERS INC COM 88947810 48044 1616000 SH SOLE 1616000
TOOTSIE ROLL INDS COM 89051610 1994 83581 SH SOLE 83581
TRACTOR SUPPLY COMPANY COM 89235610 10897 131200 SH SOLE 131200
TRANSDIGM GROUP INC COM 89364110 16788 125000 SH SOLE 125000
TRAVELERS COS INC/THE COM 89417E10 39682 621595 SH SOLE 621595
TREX COMPANY INC COM 89531P10 3912 130000 SH SOLE 130000
TRIQUINT SEMICONDUCTOR INC COM 89674K10 1513 275000 SH SOLE 275000
TRIUMPH GROUP INC COM 89681810 40514 720000 SH SOLE 720000
TRW AUTOMOTIVE HOLDINGS CORP COM 87264S10 58816 1600000 SH SOLE 1600000
TUMI HOLDINGS INC COM 89969Q10 613 35000 SH SOLE 35000
TUPPERWARE BRANDS CORP COM 89989610 7666 140000 SH SOLE 140000
TYCO INTERNATIONAL LTD SHS H8912810 127950 2421000 SH SOLE 2421000
TYSON FOODS INC CL A CL A 90249410 18830 1000000 SH SOLE 1000000
ULTA SALON COSMETICS + FRAGR COM 90384S30 15039 161053 SH SOLE 161053
ULTRA CLEAN HOLDINGS COM 90385V10 1608 250000 SH SOLE 250000
UMH PROPERTIES INC COM 90300210 1502 140000 SH SOLE 140000
UNDER ARMOUR INC CLASS A CL A 90431110 34958 370000 SH SOLE 370000
UNITED CONTINENTAL HOLDINGS COM 91004710 3650 150000 SH SOLE 150000
UNITED NATURAL FOODS INC COM 91116310 12069 220000 SH SOLE 220000
UNITED ONLINE INC COM 91126810 12238 2900000 SH SOLE 2900000
UNITED PARCEL SERVICE CL B CL B 91131210 36230 460000 SH SOLE 460000
UNITED RENTALS INC COM 91136310 18722 550000 SH SOLE 550000
UNITED STATES STEEL CORP COM 91290910 3090 150000 SH SOLE 150000
UNITED TECHNOLOGIES CORP COM 91301710 128402 1700000 SH SOLE 1700000
UNITED THERAPEUTICS CORP COM 91307C10 988 20000 SH SOLE 20000
UNITEDHEALTH GROUP INC COM 91324P10 47106 805228 SH SOLE 805228
UNITEK GLOBAL SERVICES INC COM PAR $.00002 91324T30 1029 410000 SH SOLE 410000
UNIVERSAL DISPLAY CORP COM 91347P10 10782 300000 SH SOLE 300000
UNIVERSAL HEALTH SERVICES B CL B 91390310 13164 305000 SH SOLE 305000
URBAN OUTFITTERS INC COM 91704710 2878 104300 SH SOLE 104300
URS CORP COM 90323610 31741 910000 SH SOLE 910000
US AIRWAYS GROUP INC COM 90341W10 42656 3200000 SH SOLE 3200000
US BANCORP COM NEW 90297330 72574 2256671 SH SOLE 2256671
VAIL RESORTS INC COM 91879Q10 1002 20000 SH SOLE 20000
VALASSIS COMMUNICATIONS INC COM 91886610 4350 200000 SH SOLE 200000
VALERO ENERGY CORP COM 91913Y10 19924 825000 SH SOLE 825000
VALUECLICK INC COM 92046N10 7376 450000 SH SOLE 450000
VCA ANTECH INC COM 91819410 1758 80000 SH SOLE 80000
VECTREN CORPORATION COM 92240G10 2066 70000 SH SOLE 70000
VENTAS INC COM 92276F10 8174 129500 SH SOLE 129500
VERA BRADLEY INC COM 92335C10 949 45000 SH SOLE 45000
VERIFONE SYSTEMS INC COM 92342Y10 28127 850000 SH SOLE 850000
VERISIGN INC COM 92343E10 9585 220000 SH SOLE 220000
VERISK ANALYTICS INC CLASS A CL A 92345Y10 2956 60000 SH SOLE 60000
VERIZON COMMUNICATIONS INC COM 92343V10 64678 1455400 SH SOLE 1455400
VF CORP COM 91820410 1535 11500 SH SOLE 11500
VIACOM INC CLASS B CL B 92553P20 58775 1250000 SH SOLE 1250000
VIASAT INC COM 92552V10 7554 200000 SH SOLE 200000
VISA INC CLASS A SHARES COM CL A 92826C83 36471 295000 SH SOLE 295000
VISHAY INTERTECHNOLOGY INC COM 92829810 1415 150000 SH SOLE 150000
VISHAY PRECISION GROUP COM 92835K10 847 60714 SH SOLE 60714
VORNADO REALTY TRUST SH BEN INT 92904210 2510 29886 SH SOLE 29886
W.P. CAREY + CO. LLC COM 92930Y10 1381 30000 SH SOLE 30000
WABASH NATIONAL CORP COM 92956610 21184 3200000 SH SOLE 3200000
WAL MART STORES INC COM 93114210 65084 933500 SH SOLE 933500
WALGREEN CO COM 93142210 13039 440800 SH SOLE 440800
WALT DISNEY CO/THE COM DISNEY 25468710 126100 2600000 SH SOLE 2600000
WARNACO GROUP INC/THE COM NEW 93439040 14477 340000 SH SOLE 340000
WATSON PHARMACEUTICALS INC COM 94268310 55862 755000 SH SOLE 755000
WAUSAU PAPER CORP COM 94331510 7298 750000 SH SOLE 750000
WEB.COM GROUP INC COM 94733A10 2931 160000 SH SOLE 160000
WELLPOINT INC COM 94973V10 21370 335000 SH SOLE 335000
WELLS FARGO + CO COM 94974610 281060 8404890 SH SOLE 8404890
WESTAR ENERGY INC COM 95709T10 2995 100000 SH SOLE 100000
WESTERN ASSET MORTGAGE CAPIT COM 95790D10 1218 62500 SH SOLE 62500
WESTERN UNION CO COM 95980210 13472 800000 SH SOLE 800000
WGL HOLDINGS INC COM 92924F10 1789 45000 SH SOLE 45000
WHIRLPOOL CORP COM 96332010 16146 264000 SH SOLE 264000
WILLIAMS COS INC COM 96945710 17724 615000 SH SOLE 615000
WILLIAMS SONOMA INC COM 96990410 2972 85000 SH SOLE 85000
WINTHROP REALTY TRUST SH BEN INT NEW 97639130 2432 200000 SH SOLE 200000
WISCONSIN ENERGY CORP COM 97665710 5437 137400 SH SOLE 137400
WPX ENERGY INC COM 98212B10 5744 355000 SH SOLE 355000
WR BERKLEY CORP COM 08442310 4200 107905 SH SOLE 107905
WRIGHT MEDICAL GROUP INC COM 98235T10 1281 60000 SH SOLE 60000
WYNDHAM WORLDWIDE CORP COM 98310W10 19619 372000 SH SOLE 372000
WYNN RESORTS LTD COM 98313410 22559 217500 SH SOLE 217500
XCEL ENERGY INC COM 98389B10 13523 476000 SH SOLE 476000
XILINX INC COM 98391910 10071 300000 SH SOLE 300000
XL GROUP PLC SHS G9829010 3787 180000 SH SOLE 180000
XO GROUP INC COM 98377210 4879 550000 SH SOLE 550000
YAHOO INC COM 98433210 9973 630000 SH SOLE 630000
YUM BRANDS INC COM 98849810 51407 798000 SH SOLE 798000
ZIMMER HOLDINGS INC COM 98956P10 17409 270500 SH SOLE 270500
ZYNGA INC CL A 98986T10 18496 3400000 SH SOLE 3400000