-----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, TxYKxxX2ra96fwKKBd+3pwgk9cuHYwK6LrlXU54dOAgva3xxWbPXJ5e/2OjOSR/b C5ZBVsR7E0SeV33+kVw75w== 0001097241-10-000035.txt : 20100512 0001097241-10-000035.hdr.sgml : 20100512 20100512122428 ACCESSION NUMBER: 0001097241-10-000035 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100512 DATE AS OF CHANGE: 20100512 EFFECTIVENESS DATE: 20100512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: STATE OF WISCONSIN INVESTMENT BOARD CENTRAL INDEX KEY: 0000854157 IRS NUMBER: 396006423 STATE OF INCORPORATION: WI FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02519 FILM NUMBER: 10823408 BUSINESS ADDRESS: STREET 1: 121 EAST WILSON STREET CITY: MADISON STATE: WI ZIP: 53707 BUSINESS PHONE: 6082662381 MAIL ADDRESS: STREET 1: P.O. BOX 7842 STREET 2: 121 EAST WILSON STREET CITY: MADISON STATE: WI ZIP: 53707 13F-HR 1 swb1q10.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, 2010 Check here if Amendment: Not an Amendment. Amendment Number: Not an Amendment. This Amendment is a restatement(Check only one.): Not an Amendment. Or This Amendment adds new holding entries: Not an Amendment. Institutional Investment Manager Filing this Report: Name: State of Wisconsin Investment Board Address: 121 East Wilson Street Madison, WI 53702 Form 13F File Number: 028-02519 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: David Villa Title: Chief Investment Officer - Investment Groups Phone: 608-266-2381 Signature, Place, and Date of Signing: /s/ David Villa Madison, WI May 10, 2010 Report Type (Check only one.): (X) 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) ( ) 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) ( ) 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 1,380 Form 13F Information Table Value Total: $21,003,604(x1000) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. (If there are no entries in this list, state "NONE" and omit the column headings and list entries.) NONE VALUE SHARES/ SH/ PUT/ INVSTMT -----VOTING AUTHORITY----- NAME OF ISSUER -TITLE OF CLASS- --CUSIP-- (X$1000) PRN AMT PRN CALL DSCRETN -MANAGERS- SOLE SHARED NONE D DAIMLER AG REG SHS D1668R123 17699 375278 SH SOLE 375278 0 0 D DEUTSCHE BANK AG NAMEN AKT D18190898 59555 771768 SH SOLE 771768 0 0 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G203 2442 54458 SH SOLE 54458 0 0 D AMDOCS LTD ORD G02602103 7965 264526 SH SOLE 264526 0 0 D ARCH CAP GROUP LTD ORD G0450A105 6150 80650 SH SOLE 80650 0 0 D ARGO GROUP INTL HLDGS LTD COM G0464B107 10429 320000 SH SOLE 320000 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2630 91186 SH SOLE 91186 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 5042 161279 SH SOLE 161279 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12542 298964 SH SOLE 298964 0 0 D BUNGE LIMITED COM G16962105 9084 147402 SH SOLE 147402 0 0 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1107 37759 SH SOLE 37759 0 0 D CHINA YUCHAI INTL LTD COM G21082105 572 32571 SH SOLE 32571 0 0 D COOPER INDUSTRIES PLC SHS G24140108 3713 77451 SH SOLE 77451 0 0 D COVIDIEN PLC SHS G2554F105 5782 115000 SH SOLE 115000 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 2413 64942 SH SOLE 64942 0 0 D ENSTAR GROUP LIMITED SHS G3075P101 1729 25000 SH SOLE 25000 0 0 D EVEREST RE GROUP LTD COM G3223R108 5478 67687 SH SOLE 67687 0 0 D FRONTLINE LTD SHS G3682E127 1121 36584 SH SOLE 36584 0 0 D GARMIN LTD ORD G37260109 6529 169670 SH SOLE 169670 0 0 D GENPACT LIMITED SHS G3922B107 1153 68733 SH SOLE 68733 0 0 D HERBALIFE LTD COM USD SHS G4412G101 7933 172014 SH SOLE 172014 0 0 D INVESCO LTD SHS G491BT108 15758 719222 SH SOLE 719222 0 0 D LAZARD LTD SHS A G54050102 3004 84149 SH SOLE 84149 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 16047 787395 SH SOLE 787395 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 7016 357425 SH SOLE 357425 0 0 D ONEBEACON INSURANCE GROUP LT CL A G67742109 438 25407 SH SOLE 25407 0 0 D PARTNERRE LTD COM G6852T105 11868 148870 SH SOLE 148870 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 7835 138037 SH SOLE 138037 0 0 D SEAGATE TECHNOLOGY SHS G7945J104 11683 639822 SH SOLE 639822 0 0 D SIGNET JEWELERS LIMITED SHS G81276100 3033 93773 SH SOLE 93773 0 0 D UTI WORLDWIDE INC ORD G87210103 1685 110005 SH SOLE 110005 0 0 D VALIDUS HOLDINGS LTD COM SHS G9319H102 4417 160453 SH SOLE 160453 0 0 D WHITE MTNS INS GROUP LTD COM G9618E107 3062 8624 SH SOLE 8624 0 0 D XL CAP LTD CL A G98255105 7110 376182 SH SOLE 376182 0 0 D ACE LTD SHS H0023R105 23208 443754 SH SOLE 443754 0 0 D ALCON INC COM SHS H01301102 808 5000 SH SOLE 5000 0 0 D WEATHERFORD INTERNATIONAL LT REG H27013103 10233 645195 SH SOLE 645195 0 0 D FOSTER WHEELER AG COM H27178104 1441 53097 SH SOLE 53097 0 0 D NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1785 42673 SH SOLE 42673 0 0 D TRANSOCEAN LTD REG SHS H8817H100 15322 177381 SH SOLE 177381 0 0 D TYCO ELECTRONICS LTD SWITZER SHS H8912P106 3276 119205 SH SOLE 119205 0 0 D TYCO INTERNATIONAL LTD SHS H89128104 6594 172386 SH SOLE 172386 0 0 D UBS AG SHS NEW H89231338 11708 718965 SH SOLE 718965 0 0 D MILLICOM INTL CELLULAR S A SHS NEW L6388F110 1961 22000 SH SOLE 22000 0 0 D CHECK POINT SOFTWARE TECH LT ORD M22465104 901 25687 SH SOLE 25687 0 0 D VISTAPRINT N V SHS N93540107 3356 58495 SH SOLE 58495 0 0 D COPA HOLDINGS SA CL A P31076105 6099 100305 SH SOLE 100305 0 0 D ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4746 143856 SH SOLE 143856 0 0 D GIGAMEDIA LTD ORD Y2711Y104 1369 429198 SH SOLE 429198 0 0 D TEEKAY CORPORATION COM Y8564W103 1051 46203 SH SOLE 46203 0 0 D AEP INDS INC COM 001031103 327 12585 SH SOLE 12585 0 0 D AFLAC INC COM 001055102 29319 540041 SH SOLE 540041 0 0 D AGCO CORP COM 001084102 3826 106653 SH SOLE 106653 0 0 D AGL RES INC COM 001204106 3280 84871 SH SOLE 84871 0 0 D AES CORP COM 00130H105 14537 1321538 SH SOLE 1321538 0 0 D AK STL HLDG CORP COM 001547108 2747 120149 SH SOLE 120149 0 0 D AMB PROPERTY CORP COM 00163T109 7441 273172 SH SOLE 273172 0 0 D AMR CORP COM 001765106 3330 365582 SH SOLE 365582 0 0 D AOL INC COM 00184X105 3023 119594 SH SOLE 119594 0 0 D AT&T INC COM 00206R102 211919 8201187 SH SOLE 8201187 0 0 D ATMI INC COM 00207R101 2628 136090 SH SOLE 136090 0 0 D AVX CORP NEW COM 002444107 759 53456 SH SOLE 53456 0 0 D AXT INC COM 00246W103 121 37969 SH SOLE 37969 0 0 D AARONS INC COM 002535201 1749 52473 SH SOLE 52473 0 0 D ABBOTT LABS COM 002824100 130029 2468278 SH SOLE 2468278 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 7023 153889 SH SOLE 153889 0 0 D ABRAXIS BIOSCIENCE INC NEW COM 00383Y102 398 7693 SH SOLE 7693 0 0 D ACTEL CORP COM 004934105 1440 103955 SH SOLE 103955 0 0 D ACTIVIDENTITY CORP COM 00506P103 156 54820 SH SOLE 54820 0 0 D ACTIVISION BLIZZARD INC COM 00507V109 8265 685317 SH SOLE 685317 0 0 D ACUITY BRANDS INC COM 00508Y102 11520 272932 SH SOLE 272932 0 0 D ADAPTEC INC COM 00651F108 1186 362583 SH SOLE 362583 0 0 D ADEPT TECHNOLOGY INC COM NEW 006854202 3701 792609 SH SOLE 792609 0 0 D ADOBE SYS INC COM 00724F101 39522 1117393 SH SOLE 1117393 0 0 D ADVANCE AMER CASH ADVANCE CT COM 00739W107 482 82900 SH SOLE 82900 0 0 D ADVANCE AUTO PARTS INC COM 00751Y106 6042 144128 SH SOLE 144128 0 0 D AEHR TEST SYSTEMS COM 00760J108 1895 699166 SH SOLE 699166 0 0 D AECOM TECHNOLOGY CORP DELAWA COM 00766T100 3453 121729 SH SOLE 121729 0 0 D AEROPOSTALE COM 007865108 5336 185078 SH SOLE 185078 0 0 D ADVANCED MICRO DEVICES INC NOTE 5.750% 8 007903AN7 2521 2530000 SH SOLE 2530000 0 0 D ADVANCED MICRO DEVICES INC COM 007903107 6251 674299 SH SOLE 674299 0 0 D AEROVIRONMENT INC COM 008073108 522 20000 SH SOLE 20000 0 0 D AES TR III PFD CV 6.75% 00808N202 299 6621 SH SOLE 6621 0 0 D AETNA INC NEW COM 00817Y108 27264 776521 SH SOLE 776521 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 3585 45379 SH SOLE 45379 0 0 D AFFYMAX INC COM 00826A109 978 41743 SH SOLE 41743 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 24007 698076 SH SOLE 698076 0 0 D AGNICO EAGLE MINES LTD COM 008474108 1466 26216 SH SOLE 26216 0 0 D AGRIUM INC COM 008916108 8977 126930 SH SOLE 126930 0 0 D AIR METHODS CORP COM PAR $.06 009128307 9501 279446 SH SOLE 279446 0 0 D AIR PRODS & CHEMS INC COM 009158106 28049 379302 SH SOLE 379302 0 0 D AIRGAS INC COM 009363102 5691 89447 SH SOLE 89447 0 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 5969 190045 SH SOLE 190045 0 0 D ALBANY INTL CORP CL A 012348108 2526 117319 SH SOLE 117319 0 0 D ALBEMARLE CORP COM 012653101 4414 103553 SH SOLE 103553 0 0 D ALBERTO CULVER CO NEW COM 013078100 2449 93654 SH SOLE 93654 0 0 D ALCOA INC COM 013817101 21308 1496376 SH SOLE 1496376 0 0 D ALEXANDER & BALDWIN INC COM 014482103 1491 45115 SH SOLE 45115 0 0 D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4116 60883 SH SOLE 60883 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 5748 105722 SH SOLE 105722 0 0 D ALLEGHANY CORP DEL COM 017175100 1814 6239 SH SOLE 6239 0 0 D ALLEGHENY ENERGY INC COM 017361106 4920 213928 SH SOLE 213928 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 5820 107796 SH SOLE 107796 0 0 D ALLERGAN INC COM 018490102 38363 587308 SH SOLE 587308 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 6299 98442 SH SOLE 98442 0 0 D ALLIANT ENERGY CORP COM 018802108 4647 139707 SH SOLE 139707 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 12872 158323 SH SOLE 158323 0 0 D ALLSCRIPT MISYS HEALTCAR SOL COM 01988P108 3812 194893 SH SOLE 194893 0 0 D ALLSTATE CORP COM 020002101 33258 1029354 SH SOLE 1029354 0 0 D ALPHA NATURAL RESOURCES INC COM 02076X102 7551 151350 SH SOLE 151350 0 0 D ALTERA CORP COM 021441100 8588 353260 SH SOLE 353260 0 0 D ALTRIA GROUP INC COM 02209S103 67608 3294725 SH SOLE 3294725 0 0 D AMAZON COM INC COM 023135106 60180 443382 SH SOLE 443382 0 0 D AMEDISYS INC COM 023436108 1991 36047 SH SOLE 36047 0 0 D AMEREN CORP COM 023608102 7786 298555 SH SOLE 298555 0 0 D AMERICAN CAMPUS CMNTYS INC COM 024835100 3171 114650 SH SOLE 114650 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 17310 934676 SH SOLE 934676 0 0 D AMERICAN ELEC PWR INC COM 025537101 20584 602227 SH SOLE 602227 0 0 D AMERICAN EQTY INVT LIFE HLD COM 025676206 195 18319 SH SOLE 18319 0 0 D AMERICAN EXPRESS CO COM 025816109 56118 1360110 SH SOLE 1360110 0 0 D AMERICAN FINL GROUP INC OHIO COM 025932104 2690 94566 SH SOLE 94566 0 0 D AMERICAN INTL GROUP INC COM NEW 026874784 6312 184896 SH SOLE 184896 0 0 D AMERICAN ITALIAN PASTA CO CL A 027070101 1238 31844 SH SOLE 31844 0 0 D AMERICAN MED SYS HLDGS INC COM 02744M108 11751 632461 SH SOLE 632461 0 0 D AMERICAN NATL INS CO COM 028591105 1990 17526 SH SOLE 17526 0 0 D AMERICAN TOWER CORP CL A 029912201 22180 520524 SH SOLE 520524 0 0 D AMERICAN WTR WKS CO INC NEW COM 030420103 2666 122528 SH SOLE 122528 0 0 D AMERICREDIT CORP COM 03060R101 3000 126275 SH SOLE 126275 0 0 D AMERISTAR CASINOS INC COM 03070Q101 820 45000 SH SOLE 45000 0 0 D AMERISAFE INC COM 03071H100 7433 454069 SH SOLE 454069 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 13783 476595 SH SOLE 476595 0 0 D AMERIGROUP CORP COM 03073T102 366 11000 SH SOLE 11000 0 0 D AMERIPRISE FINL INC COM 03076C106 12973 285992 SH SOLE 285992 0 0 D AMETEK INC NEW COM 031100100 7333 176860 SH SOLE 176860 0 0 D AMGEN INC COM 031162100 104321 1745660 SH SOLE 1745660 0 0 D AMPHENOL CORP NEW CL A 032095101 9504 225256 SH SOLE 225256 0 0 D AMSURG CORP COM 03232P405 3175 147076 SH SOLE 147076 0 0 D AMYLIN PHARMACEUTICALS INC COM 032346108 3907 173741 SH SOLE 173741 0 0 D ANADARKO PETE CORP COM 032511107 45818 629109 SH SOLE 629109 0 0 D ANALOG DEVICES INC COM 032654105 15040 521872 SH SOLE 521872 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 2079 48650 SH SOLE 48650 0 0 D ANCHOR BANCORP WIS INC COM 032839102 79 71589 SH SOLE 71589 0 0 D ANGIOTECH PHARMACEUTICALS IN COM 034918102 29 26657 SH SOLE 26657 0 0 D ANIXTER INTL INC COM 035290105 7984 170420 SH SOLE 170420 0 0 D ANNALY CAP MGMT INC COM 035710409 11997 698286 SH SOLE 698286 0 0 D ANNTAYLOR STORES CORP COM 036115103 6895 333112 SH SOLE 333112 0 0 D ANSYS INC COM 03662Q105 17871 414254 SH SOLE 414254 0 0 D AON CORP COM 037389103 15136 354398 SH SOLE 354398 0 0 D A123 SYS INC COM 03739T108 424 30878 SH SOLE 30878 0 0 D APACHE CORP COM 037411105 42977 423423 SH SOLE 423423 0 0 D APARTMENT INVT & MGMT CO CL A 03748R101 4121 223824 SH SOLE 223824 0 0 D APOLLO GROUP INC CL A 037604105 8942 145902 SH SOLE 145902 0 0 D APPLE INC COM 037833100 335943 1429972 SH SOLE 1429972 0 0 D APPLIED ENERGETICS INC COM 03819M106 6716 8638570 SH SOLE 8638570 0 0 D APPLIED MATLS INC COM 038222105 26648 1976833 SH SOLE 1976833 0 0 D APPLIED SIGNAL TECHNOLOGY IN COM 038237103 5752 293750 SH SOLE 293750 0 0 D APTARGROUP INC COM 038336103 9130 232027 SH SOLE 232027 0 0 D AQUA AMERICA INC COM 03836W103 2621 149163 SH SOLE 149163 0 0 D ARBITRON INC COM 03875Q108 2759 103476 SH SOLE 103476 0 0 D ARCH CHEMICALS INC COM 03937R102 5687 165355 SH SOLE 165355 0 0 D ARCH COAL INC COM 039380100 4688 205164 SH SOLE 205164 0 0 D ARCHER DANIELS MIDLAND CO COM 039483102 25105 868696 SH SOLE 868696 0 0 D ARGON ST INC COM 040149106 665 25000 SH SOLE 25000 0 0 D ARKANSAS BEST CORP DEL COM 040790107 3563 119251 SH SOLE 119251 0 0 D ARMSTRONG WORLD INDS INC NEW COM 04247X102 816 22466 SH SOLE 22466 0 0 D ARRAY BIOPHARMA INC COM 04269X105 658 240000 SH SOLE 240000 0 0 D ARROW ELECTRS INC COM 042735100 5399 179196 SH SOLE 179196 0 0 D ARTIO GLOBAL INVS INC COM CL A 04315B107 618 25000 SH SOLE 25000 0 0 D ARUBA NETWORKS INC COM 043176106 693 50731 SH SOLE 50731 0 0 D ASHLAND INC NEW COM 044209104 5142 97442 SH SOLE 97442 0 0 D ASSOCIATED BANC CORP COM 045487105 8141 589948 SH SOLE 589948 0 0 D ASSURANT INC COM 04621X108 7264 211291 SH SOLE 211291 0 0 D ASTRAZENECA PLC SPONSORED ADR 046353108 9852 220300 SH SOLE 220300 0 0 D ATHEROS COMMUNICATIONS INC COM 04743P108 6123 158183 SH SOLE 158183 0 0 D ATMEL CORP COM 049513104 2494 495732 SH SOLE 495732 0 0 D ATMOS ENERGY CORP COM 049560105 8051 281804 SH SOLE 281804 0 0 D ATWOOD OCEANICS INC COM 050095108 4015 115946 SH SOLE 115946 0 0 D AUTODESK INC COM 052769106 8405 285686 SH SOLE 285686 0 0 D AUTOLIV INC COM 052800109 8894 172593 SH SOLE 172593 0 0 D AUTOMATIC DATA PROCESSING IN COM 053015103 35442 796981 SH SOLE 796981 0 0 D AUTONATION INC COM 05329W102 1447 80045 SH SOLE 80045 0 0 D AUTOZONE INC COM 053332102 8801 50847 SH SOLE 50847 0 0 D AVALONBAY CMNTYS INC COM 053484101 17247 199729 SH SOLE 199729 0 0 D AVERY DENNISON CORP COM 053611109 7129 195801 SH SOLE 195801 0 0 D AVID TECHNOLOGY INC COM 05367P100 258 18757 SH SOLE 18757 0 0 D AVNET INC COM 053807103 7533 251099 SH SOLE 251099 0 0 D AVON PRODS INC COM 054303102 23751 701247 SH SOLE 701247 0 0 D BB&T CORP COM 054937107 35388 1092565 SH SOLE 1092565 0 0 D BCE INC COM NEW 05534B760 12684 431091 SH SOLE 431091 0 0 D BJS WHOLESALE CLUB INC COM 05548J106 2665 72055 SH SOLE 72055 0 0 D BJ SVCS CO COM 055482103 7897 369018 SH SOLE 369018 0 0 D BOK FINL CORP COM NEW 05561Q201 1166 22228 SH SOLE 22228 0 0 D BRE PROPERTIES INC CL A 05564E106 3155 88251 SH SOLE 88251 0 0 D BMC SOFTWARE INC COM 055921100 16304 429057 SH SOLE 429057 0 0 D BAKER HUGHES INC COM 057224107 18330 391330 SH SOLE 391330 0 0 D BALDOR ELEC CO COM 057741100 5389 144101 SH SOLE 144101 0 0 D BALL CORP COM 058498106 10561 197852 SH SOLE 197852 0 0 D BANCO MACRO SA SPON ADR B 05961W105 915 30600 SH SOLE 30600 0 0 D BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 8135 119242 SH SOLE 119242 0 0 D BANCORPSOUTH INC COM 059692103 1920 91617 SH SOLE 91617 0 0 D BANK OF AMERICA CORPORATION COM 060505104 258338 14472743 SH SOLE 14472743 0 0 D BANK HAWAII CORP COM 062540109 2364 52586 SH SOLE 52586 0 0 D BANK MONTREAL QUE COM 063671101 4090 67310 SH SOLE 67310 0 0 D BANK OF NEW YORK MELLON CORP COM 064058100 56064 1815550 SH SOLE 1815550 0 0 D BANK NOVA SCOTIA HALIFAX COM 064149107 4086 81470 SH SOLE 81470 0 0 D BARD C R INC COM 067383109 12519 144531 SH SOLE 144531 0 0 D BARRICK GOLD CORP COM 067901108 7925 206404 SH SOLE 206404 0 0 D BASIC ENERGY SVCS INC NEW COM 06985P100 1671 216700 SH SOLE 216700 0 0 D BAXTER INTL INC COM 071813109 52113 895404 SH SOLE 895404 0 0 D BAYTEX ENERGY TR TRUST UNIT 073176109 2417 71400 SH SOLE 71400 0 0 D BE AEROSPACE INC COM 073302101 3183 104544 SH SOLE 104544 0 0 D BECKMAN COULTER INC COM 075811109 9011 143481 SH SOLE 143481 0 0 D BECTON DICKINSON & CO COM 075887109 30864 392018 SH SOLE 392018 0 0 D BED BATH & BEYOND INC COM 075896100 21230 485158 SH SOLE 485158 0 0 D BELDEN INC COM 077454106 2611 95089 SH SOLE 95089 0 0 D BEMIS INC COM 081437105 3411 118751 SH SOLE 118751 0 0 D BERKLEY W R CORP COM 084423102 3855 147776 SH SOLE 147776 0 0 D BEST BUY INC COM 086516101 30104 707673 SH SOLE 707673 0 0 D BIG LOTS INC COM 089302103 5296 145403 SH SOLE 145403 0 0 D BIO RAD LABS INC CL A 090572207 3067 29628 SH SOLE 29628 0 0 D BIOMARIN PHARMACEUTICAL INC COM 09061G101 2570 109951 SH SOLE 109951 0 0 D BIOGEN IDEC INC COM 09062X103 18601 324286 SH SOLE 324286 0 0 D BIOMED REALTY TRUST INC COM 09063H107 965 58350 SH SOLE 58350 0 0 D BIOVAIL CORP COM 09067J109 7713 460600 SH SOLE 460600 0 0 D BLACK BOX CORP DEL COM 091826107 1899 61747 SH SOLE 61747 0 0 D BLACKROCK INC COM 09247X101 10161 46662 SH SOLE 46662 0 0 D BLOCK H & R INC COM 093671105 8414 472709 SH SOLE 472709 0 0 D BOEING CO COM 097023105 77111 1061995 SH SOLE 1061995 0 0 D BORGWARNER INC COM 099724106 12237 320508 SH SOLE 320508 0 0 D BOSTON BEER INC CL A 100557107 579 11076 SH SOLE 11076 0 0 D BOSTON PROPERTIES INC COM 101121101 28454 377169 SH SOLE 377169 0 0 D BOSTON SCIENTIFIC CORP COM 101137107 20299 2811540 SH SOLE 2811540 0 0 D BOYD GAMING CORP COM 103304101 597 60459 SH SOLE 60459 0 0 D BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3266 267526 SH SOLE 267526 0 0 D BRIGGS & STRATTON CORP COM 109043109 3989 204546 SH SOLE 204546 0 0 D BRINKER INTL INC COM 109641100 2420 125497 SH SOLE 125497 0 0 D BRINKS CO COM 109696104 1488 52727 SH SOLE 52727 0 0 D BRINKS HOME SEC HLDGS INC COM 109699108 6452 151625 SH SOLE 151625 0 0 D BRISTOL MYERS SQUIBB CO COM 110122108 68349 2559886 SH SOLE 2559886 0 0 D BRISTOW GROUP INC COM 110394103 5146 136400 SH SOLE 136400 0 0 D BROADCOM CORP CL A 111320107 32853 990157 SH SOLE 990157 0 0 D BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5226 244456 SH SOLE 244456 0 0 D BROCADE COMMUNICATIONS SYS I COM NEW 111621306 6141 1075469 SH SOLE 1075469 0 0 D BROOKDALE SR LIVING INC COM 112463104 1006 48274 SH SOLE 48274 0 0 D BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 5551 217879 SH SOLE 217879 0 0 D BROOKFIELD PPTYS CORP COM 112900105 2044 132500 SH SOLE 132500 0 0 D BROWN & BROWN INC COM 115236101 2298 128240 SH SOLE 128240 0 0 D BROWN FORMAN CORP CL B 115637209 6338 106604 SH SOLE 106604 0 0 D BROWN SHOE INC NEW COM 115736100 2717 175544 SH SOLE 175544 0 0 D BUCKEYE TECHNOLOGIES INC COM 118255108 512 39152 SH SOLE 39152 0 0 D BUCYRUS INTL INC NEW COM 118759109 29907 453212 SH SOLE 453212 0 0 D BURGER KING HLDGS INC COM 121208201 2485 116883 SH SOLE 116883 0 0 D C&D TECHNOLOGIES INC COM 124661109 4088 2555063 SH SOLE 2555063 0 0 D CBS CORP NEW CL B 124857202 11305 811000 SH SOLE 811000 0 0 D CB RICHARD ELLIS GROUP INC CL A 12497T101 5963 376211 SH SOLE 376211 0 0 D CEC ENTMT INC COM 125137109 6161 161759 SH SOLE 161759 0 0 D CF INDS HLDGS INC COM 125269100 6567 72028 SH SOLE 72028 0 0 D CH ENERGY GROUP INC COM 12541M102 1294 31685 SH SOLE 31685 0 0 D C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11188 200331 SH SOLE 200331 0 0 D CIGNA CORP COM 125509109 12619 344963 SH SOLE 344963 0 0 D CME GROUP INC COM 12572Q105 32777 103689 SH SOLE 103689 0 0 D CMS ENERGY CORP NOTE 5.500% 6 125896BD1 1743 1460000 SH SOLE 1460000 0 0 D CMS ENERGY CORP COM 125896100 3856 249426 SH SOLE 249426 0 0 D CNA FINL CORP COM 126117100 794 29732 SH SOLE 29732 0 0 D CNX GAS CORP COM 12618H309 1029 27034 SH SOLE 27034 0 0 D CSX CORP COM 126408103 25762 506132 SH SOLE 506132 0 0 D CTC MEDIA INC COM 12642X106 641 37228 SH SOLE 37228 0 0 D CVS CAREMARK CORPORATION COM 126650100 72846 1992516 SH SOLE 1992516 0 0 D CA INC COM 12673P105 10137 431905 SH SOLE 431905 0 0 D CABLEVISION SYS CORP CL A NY CABLVS 12686C109 6227 257948 SH SOLE 257948 0 0 D CABOT CORP COM 127055101 2186 71915 SH SOLE 71915 0 0 D CABOT OIL & GAS CORP COM 127097103 4817 130888 SH SOLE 130888 0 0 D CACHE INC COM NEW 127150308 1896 344022 SH SOLE 344022 0 0 D CACI INTL INC CL A 127190304 7816 159992 SH SOLE 159992 0 0 D CADENCE DESIGN SYSTEM INC COM 127387108 2802 420662 SH SOLE 420662 0 0 D CALAMP CORP COM 128126109 2394 851850 SH SOLE 851850 0 0 D CALIPER LIFE SCIENCES INC COM 130872104 395 100000 SH SOLE 100000 0 0 D CALPINE CORP COM NEW 131347304 7101 597268 SH SOLE 597268 0 0 D CAMBREX CORP COM 132011107 44 10900 SH SOLE 10900 0 0 D CAMDEN PPTY TR SH BEN INT 133131102 5850 140530 SH SOLE 140530 0 0 D CAMECO CORP COM 13321L108 1755 64039 SH SOLE 64039 0 0 D CAMERON INTERNATIONAL CORP COM 13342B105 15932 371725 SH SOLE 371725 0 0 D CAMPBELL SOUP CO COM 134429109 12014 339863 SH SOLE 339863 0 0 D CDN IMPERIAL BK OF COMMERCE COM 136069101 29756 406862 SH SOLE 406862 0 0 D CANADIAN NATL RY CO COM 136375102 10908 179809 SH SOLE 179809 0 0 D CANADIAN NAT RES LTD COM 136385101 12392 167275 SH SOLE 167275 0 0 D CANADIAN PAC RY LTD COM 13645T100 1759 31173 SH SOLE 31173 0 0 D CAPITAL ONE FINL CORP COM 14040H105 28802 695525 SH SOLE 695525 0 0 D CAPITALSOURCE INC COM 14055X102 1505 269223 SH SOLE 269223 0 0 D CAPITOL FED FINL COM 14057C106 825 22014 SH SOLE 22014 0 0 D CARBO CERAMICS INC COM 140781105 1870 30000 SH SOLE 30000 0 0 D CARDINAL HEALTH INC COM 14149Y108 17400 482935 SH SOLE 482935 0 0 D CAREER EDUCATION CORP COM 141665109 3399 107431 SH SOLE 107431 0 0 D CAREFUSION CORP COM 14170T101 6982 264155 SH SOLE 264155 0 0 D CARLISLE COS INC COM 142339100 4228 110963 SH SOLE 110963 0 0 D CARMAX INC COM 143130102 11187 445323 SH SOLE 445323 0 0 D CARNIVAL CORP PAIRED CTF 143658300 24163 621481 SH SOLE 621481 0 0 D CARPENTER TECHNOLOGY CORP COM 144285103 1773 48434 SH SOLE 48434 0 0 D CASCADE MICROTECH INC COM 147322101 2556 615800 SH SOLE 615800 0 0 D CASEYS GEN STORES INC COM 147528103 7287 232055 SH SOLE 232055 0 0 D CATERPILLAR INC DEL COM 149123101 64624 1028230 SH SOLE 1028230 0 0 D CELANESE CORP DEL COM SER A 150870103 5484 172189 SH SOLE 172189 0 0 D CELESTICA INC SUB VTG SHS 15101Q108 10377 948500 SH SOLE 948500 0 0 D CELGENE CORP COM 151020104 39973 645142 SH SOLE 645142 0 0 D CENOVUS ENERGY INC COM 15135U109 9329 356749 SH SOLE 356749 0 0 D CENTERPOINT ENERGY INC COM 15189T107 7423 516958 SH SOLE 516958 0 0 D CENTERSTATE BANKS INC COM 15201P109 2511 205000 SH SOLE 205000 0 0 D CENTRAL EUROPEAN DIST CORP COM 153435102 2356 67309 SH SOLE 67309 0 0 D CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 173 18896 SH SOLE 18896 0 0 D CENTRAL VT PUB SVC CORP COM 155771108 1203 59637 SH SOLE 59637 0 0 D CENTURYTEL INC COM 156700106 13290 374788 SH SOLE 374788 0 0 D CEPHALON INC COM 156708109 16280 240186 SH SOLE 240186 0 0 D CERNER CORP COM 156782104 33734 396590 SH SOLE 396590 0 0 D CHARLES RIV LABS INTL INC COM 159864107 6961 177086 SH SOLE 177086 0 0 D CHESAPEAKE ENERGY CORP NOTE 2.500% 5 165167BZ9 619 755000 SH SOLE 755000 0 0 D CHESAPEAKE ENERGY CORP NOTE 2.250%12 165167CB1 640 880000 SH SOLE 880000 0 0 D CHESAPEAKE ENERGY CORP COM 165167107 18649 788894 SH SOLE 788894 0 0 D CHEVRON CORP NEW COM 166764100 246196 3246687 SH SOLE 3246687 0 0 D CHICAGO BRIDGE & IRON CO N V N Y REGISTRY S 167250109 2869 123365 SH SOLE 123365 0 0 D CHICOS FAS INC COM 168615102 9205 638368 SH SOLE 638368 0 0 D CHIMERA INVT CORP COM 16934Q109 2867 737126 SH SOLE 737126 0 0 D CHIPOTLE MEXICAN GRILL INC COM 169656105 6888 61133 SH SOLE 61133 0 0 D CHOICE HOTELS INTL INC COM 169905106 7192 206613 SH SOLE 206613 0 0 D CHUBB CORP COM 171232101 23898 460900 SH SOLE 460900 0 0 D CHURCH & DWIGHT INC COM 171340102 5170 77216 SH SOLE 77216 0 0 D CIBER INC COM 17163B102 1140 304821 SH SOLE 304821 0 0 D CIENA CORP NOTE 0.875% 6 171779AE1 1566 2320000 SH SOLE 2320000 0 0 D CIENA CORP COM NEW 171779309 1520 99710 SH SOLE 99710 0 0 D CIMAREX ENERGY CO COM 171798101 15736 264997 SH SOLE 264997 0 0 D CINCINNATI FINL CORP COM 172062101 4598 159086 SH SOLE 159086 0 0 D CISCO SYS INC COM 17275R102 287031 11026919 SH SOLE 11026919 0 0 D CINTAS CORP COM 172908105 4064 144664 SH SOLE 144664 0 0 D CITIGROUP INC COM 172967101 104827 25883127 SH SOLE 25883127 0 0 D CITRIX SYS INC COM 177376100 14118 297404 SH SOLE 297404 0 0 D CITY NATL CORP COM 178566105 2556 47364 SH SOLE 47364 0 0 D CLARCOR INC COM 179895107 4807 139360 SH SOLE 139360 0 0 D CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 471 44398 SH SOLE 44398 0 0 D CLEARWIRE CORP NEW CL A 18538Q105 504 70553 SH SOLE 70553 0 0 D CLEARWATER PAPER CORP COM 18538R103 877 17800 SH SOLE 17800 0 0 D CLIFFS NATURAL RESOURCES INC COM 18683K101 10219 144028 SH SOLE 144028 0 0 D CLOROX CO DEL COM 189054109 18508 288560 SH SOLE 288560 0 0 D COACH INC COM 189754104 17331 438542 SH SOLE 438542 0 0 D COBALT INTL ENERGY INC COM 19075F106 1061 78040 SH SOLE 78040 0 0 D COCA COLA CO COM 191216100 211616 3847563 SH SOLE 3847563 0 0 D COCA COLA ENTERPRISES INC COM 191219104 32839 1187240 SH SOLE 1187240 0 0 D COCA COLA FEMSA S A B DE C V SPON ADR REP L 191241108 1862 28018 SH SOLE 28018 0 0 D COGDELL SPENCER INC COM 19238U107 114 15450 SH SOLE 15450 0 0 D COGENT INC COM 19239Y108 6673 654236 SH SOLE 654236 0 0 D COGNEX CORP COM 192422103 5665 306409 SH SOLE 306409 0 0 D COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 28122 551637 SH SOLE 551637 0 0 D COHERENT INC COM 192479103 3706 115959 SH SOLE 115959 0 0 D COLDWATER CREEK INC COM 193068103 3237 466360 SH SOLE 466360 0 0 D COLGATE PALMOLIVE CO COM 194162103 73068 856999 SH SOLE 856999 0 0 D COLONIAL PPTYS TR COM SH BEN INT 195872106 1107 85912 SH SOLE 85912 0 0 D COMCAST CORP NEW CL A 20030N101 64889 3447858 SH SOLE 3447858 0 0 D COMERICA INC COM 200340107 7376 193904 SH SOLE 193904 0 0 D COMMERCE BANCSHARES INC COM 200525103 2858 69460 SH SOLE 69460 0 0 D COMMERCIAL METALS CO COM 201723103 4122 273721 SH SOLE 273721 0 0 D COMMSCOPE INC COM 203372107 2884 102924 SH SOLE 102924 0 0 D COMMUNITY HEALTH SYS INC NEW COM 203668108 6684 180985 SH SOLE 180985 0 0 D COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 11360 366809 SH SOLE 366809 0 0 D COMPASS MINERALS INTL INC COM 20451N101 3420 42627 SH SOLE 42627 0 0 D COMPTON PETE CORP COM 204940100 1187 1281283 SH SOLE 1281283 0 0 D COMPUTER SCIENCES CORP COM 205363104 9079 166613 SH SOLE 166613 0 0 D COMPUWARE CORP COM 205638109 2101 250063 SH SOLE 250063 0 0 D COMSTOCK RES INC COM NEW 205768203 1624 51081 SH SOLE 51081 0 0 D COMTECH TELECOMMUNICATIONS C COM NEW 205826209 9277 290000 SH SOLE 290000 0 0 D CONAGRA FOODS INC COM 205887102 12329 491801 SH SOLE 491801 0 0 D CON-WAY INC COM 205944101 2624 74711 SH SOLE 74711 0 0 D CONCHO RES INC COM 20605P101 4503 89423 SH SOLE 89423 0 0 D CONMED CORP COM 207410101 2298 96512 SH SOLE 96512 0 0 D CONOCOPHILLIPS COM 20825C104 95132 1859134 SH SOLE 1859134 0 0 D CONSOL ENERGY INC COM 20854P109 10000 234423 SH SOLE 234423 0 0 D CONSOLIDATED EDISON INC COM 209115104 15443 346717 SH SOLE 346717 0 0 D CONSOLIDATED GRAPHICS INC COM 209341106 4378 105731 SH SOLE 105731 0 0 D CONSTELLATION BRANDS INC CL A 21036P108 3440 209236 SH SOLE 209236 0 0 D CONSTELLATION ENERGY GROUP I COM 210371100 12423 353829 SH SOLE 353829 0 0 D CONTINENTAL AIRLS INC CL B 210795308 3335 151812 SH SOLE 151812 0 0 D CONTINENTAL RESOURCES INC COM 212015101 1428 33571 SH SOLE 33571 0 0 D CONVERGYS CORP COM 212485106 1320 107633 SH SOLE 107633 0 0 D COOPER COS INC COM NEW 216648402 6344 163180 SH SOLE 163180 0 0 D COPART INC COM 217204106 2614 73414 SH SOLE 73414 0 0 D CORN PRODS INTL INC COM 219023108 14363 414405 SH SOLE 414405 0 0 D CORNING INC COM 219350105 51638 2555086 SH SOLE 2555086 0 0 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 3252 81048 SH SOLE 81048 0 0 D CORRECTIONS CORP AMER NEW COM NEW 22025Y407 3349 168646 SH SOLE 168646 0 0 D CORUS ENTERTAINMENT INC COM CL B NON V 220874101 5740 293400 SH SOLE 293400 0 0 D COSTCO WHSL CORP NEW COM 22160K105 33365 558792 SH SOLE 558792 0 0 D COVANCE INC COM 222816100 10700 174288 SH SOLE 174288 0 0 D COVANTA HLDG CORP COM 22282E102 2363 141827 SH SOLE 141827 0 0 D COVENTRY HEALTH CARE INC COM 222862104 6425 259922 SH SOLE 259922 0 0 D CRANE CO COM 224399105 3024 85192 SH SOLE 85192 0 0 D CREE INC COM 225447101 13887 197764 SH SOLE 197764 0 0 D CROWN CASTLE INTL CORP COM 228227104 16585 433830 SH SOLE 433830 0 0 D CROWN HOLDINGS INC COM 228368106 12568 466180 SH SOLE 466180 0 0 D CUBIC CORP COM 229669106 4435 123194 SH SOLE 123194 0 0 D CULLEN FROST BANKERS INC COM 229899109 11849 212340 SH SOLE 212340 0 0 D CUMMINS INC COM 231021106 15761 254416 SH SOLE 254416 0 0 D CURTISS WRIGHT CORP COM 231561101 8252 237131 SH SOLE 237131 0 0 D CYMER INC COM 232572107 3862 103544 SH SOLE 103544 0 0 D CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 794 161955 SH SOLE 161955 0 0 D CYPRESS SEMICONDUCTOR CORP COM 232806109 3256 283132 SH SOLE 283132 0 0 D CYTEC INDS INC COM 232820100 2472 52899 SH SOLE 52899 0 0 D DCT INDUSTRIAL TRUST INC COM 233153105 1057 202100 SH SOLE 202100 0 0 D DPL INC COM 233293109 3467 127525 SH SOLE 127525 0 0 D D R HORTON INC COM 23331A109 3843 304962 SH SOLE 304962 0 0 D DST SYS INC DEL COM 233326107 3097 74705 SH SOLE 74705 0 0 D DTE ENERGY CO COM 233331107 9238 207132 SH SOLE 207132 0 0 D DSW INC CL A 23334L102 260 10195 SH SOLE 10195 0 0 D DAKTRONICS INC COM 234264109 4713 618477 SH SOLE 618477 0 0 D DANAHER CORP DEL COM 235851102 37476 468982 SH SOLE 468982 0 0 D DARDEN RESTAURANTS INC COM 237194105 8004 179698 SH SOLE 179698 0 0 D DAVITA INC COM 23918K108 11515 181625 SH SOLE 181625 0 0 D DEAN FOODS CO NEW COM 242370104 3104 197841 SH SOLE 197841 0 0 D DEERE & CO COM 244199105 34028 572282 SH SOLE 572282 0 0 D DEL MONTE FOODS CO COM 24522P103 3175 217449 SH SOLE 217449 0 0 D DELL INC COM 24702R101 48878 3256345 SH SOLE 3256345 0 0 D DELPHI FINL GROUP INC CL A 247131105 5864 233083 SH SOLE 233083 0 0 D DELTA AIR LINES INC DEL COM NEW 247361702 14302 980263 SH SOLE 980263 0 0 D DENBURY RES INC COM NEW 247916208 8399 497844 SH SOLE 497844 0 0 D DENDREON CORP COM 24823Q107 11781 323020 SH SOLE 323020 0 0 D DENTSPLY INTL INC NEW COM 249030107 6048 173535 SH SOLE 173535 0 0 D DEVELOPERS DIVERSIFIED RLTY COM 251591103 910 74800 SH SOLE 74800 0 0 D DEVON ENERGY CORP NEW COM 25179M103 35888 557011 SH SOLE 557011 0 0 D DEVRY INC DEL COM 251893103 7304 112022 SH SOLE 112022 0 0 D DEX ONE CORP COM 25212W100 1215 43516 SH SOLE 43516 0 0 D DIAMOND OFFSHORE DRILLING IN COM 25271C102 9997 112566 SH SOLE 112566 0 0 D DIAMONDROCK HOSPITALITY CO COM 252784301 959 94852 SH SOLE 94852 0 0 D DICKS SPORTING GOODS INC COM 253393102 4455 170638 SH SOLE 170638 0 0 D DIEBOLD INC COM 253651103 4785 150648 SH SOLE 150648 0 0 D DIGITAL RLTY TR INC COM 253868103 10826 199746 SH SOLE 199746 0 0 D DIME CMNTY BANCSHARES COM 253922108 2314 183213 SH SOLE 183213 0 0 D DILLARDS INC CL A 254067101 861 36500 SH SOLE 36500 0 0 D DISNEY WALT CO COM DISNEY 254687106 101558 2909130 SH SOLE 2909130 0 0 D DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 20131 684484 SH SOLE 684484 0 0 D DISH NETWORK CORP CL A 25470M109 4602 221039 SH SOLE 221039 0 0 D DISCOVER FINL SVCS COM 254709108 8777 589086 SH SOLE 589086 0 0 D DIRECTV COM CL A 25490A101 55932 1654318 SH SOLE 1654318 0 0 D DOLBY LABORATORIES INC COM 25659T107 15909 271167 SH SOLE 271167 0 0 D DOLE FOOD CO INC NEW COM 256603101 2014 170000 SH SOLE 170000 0 0 D DOLLAR GEN CORP NEW COM 256677105 946 37456 SH SOLE 37456 0 0 D DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 784 24409 SH SOLE 24409 0 0 D DOLLAR TREE INC COM 256746108 12336 208301 SH SOLE 208301 0 0 D DOMINION RES INC VA NEW COM 25746U109 30677 746220 SH SOLE 746220 0 0 D DOMTAR CORP COM NEW 257559203 814 12644 SH SOLE 12644 0 0 D DONALDSON INC COM 257651109 3831 84902 SH SOLE 84902 0 0 D DONNELLEY R R & SONS CO COM 257867101 8971 420211 SH SOLE 420211 0 0 D DOUGLAS EMMETT INC COM 25960P109 4878 317381 SH SOLE 317381 0 0 D DOVER CORP COM 260003108 22548 482307 SH SOLE 482307 0 0 D DOW CHEM CO COM 260543103 55437 1874760 SH SOLE 1874760 0 0 D DR PEPPER SNAPPLE GROUP INC COM 26138E109 27596 784650 SH SOLE 784650 0 0 D DREAMWORKS ANIMATION SKG INC CL A 26153C103 4779 121316 SH SOLE 121316 0 0 D DRESSER-RAND GROUP INC COM 261608103 9474 301529 SH SOLE 301529 0 0 D DU PONT E I DE NEMOURS & CO COM 263534109 58723 1576890 SH SOLE 1576890 0 0 D DUKE ENERGY CORP NEW COM 26441C105 26573 1628263 SH SOLE 1628263 0 0 D DUKE REALTY CORP COM NEW 264411505 3971 320227 SH SOLE 320227 0 0 D DUN & BRADSTREET CORP DEL NE COM 26483E100 12643 169889 SH SOLE 169889 0 0 D DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1008 46700 SH SOLE 46700 0 0 D DYNEGY INC DEL CL A 26817G102 689 546625 SH SOLE 546625 0 0 D E M C CORP MASS COM 268648102 63912 3542777 SH SOLE 3542777 0 0 D EOG RES INC COM 26875P101 29403 316370 SH SOLE 316370 0 0 D EQT CORP COM 26884L109 13787 336275 SH SOLE 336275 0 0 D EXCO RESOURCES INC COM 269279402 2811 152949 SH SOLE 152949 0 0 D EV3 INC COM 26928A200 1586 100000 SH SOLE 100000 0 0 D EAGLE MATERIALS INC COM 26969P108 1273 47962 SH SOLE 47962 0 0 D EAST WEST BANCORP INC COM 27579R104 3117 178927 SH SOLE 178927 0 0 D EASTMAN CHEM CO COM 277432100 5087 79884 SH SOLE 79884 0 0 D EATON CORP COM 278058102 15800 208522 SH SOLE 208522 0 0 D EATON VANCE CORP COM NON VTG 278265103 4526 134956 SH SOLE 134956 0 0 D EBAY INC COM 278642103 54440 2020048 SH SOLE 2020048 0 0 D ECHOSTAR CORP CL A 278768106 844 41603 SH SOLE 41603 0 0 D ECOLAB INC COM 278865100 12062 274451 SH SOLE 274451 0 0 D EDISON INTL COM 281020107 13968 408778 SH SOLE 408778 0 0 D EDUCATION MGMT CORP NEW COM 28140M103 551 25177 SH SOLE 25177 0 0 D EDWARDS LIFESCIENCES CORP COM 28176E108 13032 131800 SH SOLE 131800 0 0 D EL PASO CORP COM 28336L109 9593 884984 SH SOLE 884984 0 0 D EL PASO ELEC CO COM NEW 283677854 2951 143245 SH SOLE 143245 0 0 D ELDORADO GOLD CORP NEW COM 284902103 4774 392804 SH SOLE 392804 0 0 D ELECTRONIC ARTS INC COM 285512109 6627 355137 SH SOLE 355137 0 0 D EMCOR GROUP INC COM 29084Q100 12876 522785 SH SOLE 522785 0 0 D EMDEON INC CL A 29084T104 499 30229 SH SOLE 30229 0 0 D EMERGENCY MEDICAL SVCS CORP CL A 29100P102 10518 185991 SH SOLE 185991 0 0 D EMERSON ELEC CO COM 291011104 66493 1320880 SH SOLE 1320880 0 0 D EMPLOYERS HOLDINGS INC COM 292218104 4455 300000 SH SOLE 300000 0 0 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1538 32736 SH SOLE 32736 0 0 D ENBRIDGE INC COM 29250N105 6890 144310 SH SOLE 144310 0 0 D ENCANA CORP COM 292505104 45686 1466797 SH SOLE 1466797 0 0 D ENDO PHARMACEUTICALS HLDGS I COM 29264F205 3052 128818 SH SOLE 128818 0 0 D ENERGEN CORP COM 29265N108 10421 223963 SH SOLE 223963 0 0 D ENERGIZER HLDGS INC COM 29266R108 4782 76197 SH SOLE 76197 0 0 D ENERPLUS RES FD UNIT TR G NEW 29274D604 684 28832 SH SOLE 28832 0 0 D ENERSIS S A SPONSORED ADR 29274F104 8298 415102 SH SOLE 415102 0 0 D ENTERGY CORP NEW COM 29364G103 20056 246544 SH SOLE 246544 0 0 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1444 35100 SH SOLE 35100 0 0 D EQUIFAX INC COM 294429105 4969 138805 SH SOLE 138805 0 0 D EQUINIX INC COM NEW 29444U502 5447 55956 SH SOLE 55956 0 0 D EQUITY LIFESTYLE PPTYS INC COM 29472R108 1008 18700 SH SOLE 18700 0 0 D EQUITY RESIDENTIAL SH BEN INT 29476L107 21190 541252 SH SOLE 541252 0 0 D ERIE INDTY CO CL A 29530P102 1399 32447 SH SOLE 32447 0 0 D ESSEX PPTY TR INC COM 297178105 7773 86420 SH SOLE 86420 0 0 D ESTERLINE TECHNOLOGIES CORP COM 297425100 10611 214662 SH SOLE 214662 0 0 D ETHAN ALLEN INTERIORS INC COM 297602104 2724 132040 SH SOLE 132040 0 0 D EXELON CORP COM 30161N101 36849 841103 SH SOLE 841103 0 0 D EXPEDIA INC DEL COM 30212P105 9058 362882 SH SOLE 362882 0 0 D EXPEDITORS INTL WASH INC COM 302130109 8621 233503 SH SOLE 233503 0 0 D EXPRESS SCRIPTS INC COM 302182100 47114 462994 SH SOLE 462994 0 0 D EXTRA SPACE STORAGE INC COM 30225T102 1284 101300 SH SOLE 101300 0 0 D EXTERRAN HLDGS INC COM 30225X103 1660 68662 SH SOLE 68662 0 0 D EXXON MOBIL CORP COM 30231G102 513207 7662089 SH SOLE 7662089 0 0 D FEI CO COM 30241L109 6302 275069 SH SOLE 275069 0 0 D FLIR SYS INC COM 302445101 23061 817783 SH SOLE 817783 0 0 D FMC TECHNOLOGIES INC COM 30249U101 12365 191322 SH SOLE 191322 0 0 D F M C CORP COM NEW 302491303 8330 137589 SH SOLE 137589 0 0 D FPL GROUP INC COM 302571104 27022 559116 SH SOLE 559116 0 0 D FSI INTL INC COM 302633102 6078 1570596 SH SOLE 1570596 0 0 D FTI CONSULTING INC COM 302941109 2419 61521 SH SOLE 61521 0 0 D FACTSET RESH SYS INC COM 303075105 7776 105983 SH SOLE 105983 0 0 D FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1450 136164 SH SOLE 136164 0 0 D FAMILY DLR STORES INC COM 307000109 6103 166707 SH SOLE 166707 0 0 D FARO TECHNOLOGIES INC COM 311642102 2587 100485 SH SOLE 100485 0 0 D FASTENAL CO COM 311900104 6976 145363 SH SOLE 145363 0 0 D FEDERAL MOGUL CORP COM 313549404 420 22854 SH SOLE 22854 0 0 D FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 11796 162010 SH SOLE 162010 0 0 D FEDERATED INVS INC PA CL B 314211103 3091 117158 SH SOLE 117158 0 0 D FEDEX CORP COM 31428X106 50844 544364 SH SOLE 544364 0 0 D FELCOR LODGING TR INC PFD CV A $1.95 31430F200 362 20000 SH SOLE 20000 0 0 D FERRO CORP NOTE 6.500% 8 315405AL4 2406 2500000 SH SOLE 2500000 0 0 D F5 NETWORKS INC COM 315616102 13383 217577 SH SOLE 217577 0 0 D FIDELITY NATL INFORMATION SV COM 31620M106 18493 788932 SH SOLE 788932 0 0 D FIDELITY NATIONAL FINANCIAL CL A 31620R105 3827 258208 SH SOLE 258208 0 0 D FIFTH THIRD BANCORP COM 316773100 11885 874573 SH SOLE 874573 0 0 D FIRST AMERN CORP CALIF COM 318522307 3701 109378 SH SOLE 109378 0 0 D FIRST CTZNS BANCSHARES INC N CL A 31946M103 1321 6644 SH SOLE 6644 0 0 D FIRST HORIZON NATL CORP COM 320517105 3481 247736 SH SOLE 247736 0 0 D FIRST MIDWEST BANCORP DEL COM 320867104 1750 129132 SH SOLE 129132 0 0 D FIRST NIAGARA FINL GP INC COM 33582V108 2942 206889 SH SOLE 206889 0 0 D FIRST POTOMAC RLTY TR COM 33610F109 606 40300 SH SOLE 40300 0 0 D FIRST SOLAR INC COM 336433107 7395 60290 SH SOLE 60290 0 0 D FISERV INC COM 337738108 18111 356806 SH SOLE 356806 0 0 D FIRSTENERGY CORP COM 337932107 15048 384962 SH SOLE 384962 0 0 D FLUOR CORP NEW COM 343412102 21385 459800 SH SOLE 459800 0 0 D FLOWERS FOODS INC COM 343498101 10265 414916 SH SOLE 414916 0 0 D FLOWSERVE CORP COM 34354P105 12366 112145 SH SOLE 112145 0 0 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2017 110450 SH SOLE 110450 0 0 D FOOT LOCKER INC COM 344849104 2575 171188 SH SOLE 171188 0 0 D FORD MTR CO DEL COM PAR $0.01 345370860 53044 4219864 SH SOLE 4219864 0 0 D FOREST CITY ENTERPRISES INC CL A 345550107 1737 120562 SH SOLE 120562 0 0 D FOREST LABS INC COM 345838106 10401 331673 SH SOLE 331673 0 0 D FOREST OIL CORP COM PAR $0.01 346091705 3940 152580 SH SOLE 152580 0 0 D FORMFACTOR INC COM 346375108 5538 311825 SH SOLE 311825 0 0 D FORTINET INC COM 34959E109 527 30000 SH SOLE 30000 0 0 D FORTUNE BRANDS INC COM 349631101 8012 165161 SH SOLE 165161 0 0 D FOSSIL INC COM 349882100 9888 262005 SH SOLE 262005 0 0 D FRANKLIN RES INC COM 354613101 36684 330789 SH SOLE 330789 0 0 D FREDS INC CL A 356108100 2014 168125 SH SOLE 168125 0 0 D FREEPORT-MCMORAN COPPER & GO COM 35671D857 54107 647680 SH SOLE 647680 0 0 D FRONTIER COMMUNICATIONS CORP COM 35906A108 2555 343475 SH SOLE 343475 0 0 D FRONTIER OIL CORP COM 35914P105 1555 115201 SH SOLE 115201 0 0 D FULLER H B CO COM 359694106 10166 437988 SH SOLE 437988 0 0 D FULTON FINL CORP PA COM 360271100 7114 698090 SH SOLE 698090 0 0 D G & K SVCS INC CL A 361268105 2589 100041 SH SOLE 100041 0 0 D GATX CORP COM 361448103 1487 51909 SH SOLE 51909 0 0 D GEO GROUP INC COM 36159R103 1013 51100 SH SOLE 51100 0 0 D GALLAGHER ARTHUR J & CO COM 363576109 3595 146428 SH SOLE 146428 0 0 D GAMESTOP CORP NEW CL A 36467W109 3966 181019 SH SOLE 181019 0 0 D GANNETT INC COM 364730101 4222 255589 SH SOLE 255589 0 0 D GAP INC DEL COM 364760108 26379 1141447 SH SOLE 1141447 0 0 D GARDNER DENVER INC COM 365558105 4943 112233 SH SOLE 112233 0 0 D GEN-PROBE INC NEW COM 36866T103 3699 73978 SH SOLE 73978 0 0 D GENERAL CABLE CORP DEL NEW COM 369300108 1542 57108 SH SOLE 57108 0 0 D GENERAL DYNAMICS CORP COM 369550108 35679 462165 SH SOLE 462165 0 0 D GENERAL ELECTRIC CO COM 369604103 289762 15921002 SH SOLE 15921002 0 0 D GENERAL MLS INC COM 370334104 28010 395673 SH SOLE 395673 0 0 D GENESCO INC COM 371532102 3319 107038 SH SOLE 107038 0 0 D GENTEX CORP COM 371901109 6567 338134 SH SOLE 338134 0 0 D GENUINE PARTS CO COM 372460105 7406 175330 SH SOLE 175330 0 0 D GENWORTH FINL INC COM CL A 37247D106 14340 781923 SH SOLE 781923 0 0 D GENZYME CORP COM 372917104 15376 296662 SH SOLE 296662 0 0 D GILEAD SCIENCES INC COM 375558103 64231 1412282 SH SOLE 1412282 0 0 D GILDAN ACTIVEWEAR INC COM 375916103 4935 187560 SH SOLE 187560 0 0 D GLATFELTER COM 377316104 233 16110 SH SOLE 16110 0 0 D GLG PARTNERS INC COM 37929X107 641 208659 SH SOLE 208659 0 0 D GLIMCHER RLTY TR SH BEN INT 379302102 89 17650 SH SOLE 17650 0 0 D GLOBAL PMTS INC COM 37940X102 20602 452292 SH SOLE 452292 0 0 D GOLDCORP INC NEW COM 380956409 7198 192443 SH SOLE 192443 0 0 D GOLDMAN SACHS GROUP INC COM 38141G104 136568 800373 SH SOLE 800373 0 0 D GOODRICH CORP COM 382388106 22945 325372 SH SOLE 325372 0 0 D GOODYEAR TIRE & RUBR CO COM 382550101 3361 265923 SH SOLE 265923 0 0 D GOOGLE INC CL A 38259P508 228252 402553 SH SOLE 402553 0 0 D GRACO INC COM 384109104 9692 302889 SH SOLE 302889 0 0 D GRAFTECH INTL LTD COM 384313102 8016 586400 SH SOLE 586400 0 0 D GRAINGER W W INC COM 384802104 21320 197185 SH SOLE 197185 0 0 D GRAN TIERRA ENERGY INC COM 38500T101 1524 257750 SH SOLE 257750 0 0 D GREAT PLAINS ENERGY INC COM 391164100 2757 148490 SH SOLE 148490 0 0 D GREAT WOLF RESORTS INC COM 391523107 1341 421834 SH SOLE 421834 0 0 D GREEN MTN COFFEE ROASTERS IN COM 393122106 9104 94030 SH SOLE 94030 0 0 D GREENHILL & CO INC COM 395259104 2103 25620 SH SOLE 25620 0 0 D GREIF INC CL A 397624107 2007 36544 SH SOLE 36544 0 0 D GRIFFON CORP COM 398433102 1625 130410 SH SOLE 130410 0 0 D GROUPE CGI INC CL A SUB VTG 39945C109 9942 663572 SH SOLE 663572 0 0 D GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 1818 49097 SH SOLE 49097 0 0 D GUESS INC COM 401617105 21486 457353 SH SOLE 457353 0 0 D GYMBOREE CORP COM 403777105 5165 100032 SH SOLE 100032 0 0 D H & E EQUIPMENT SERVICES INC COM 404030108 590 54746 SH SOLE 54746 0 0 D HCC INS HLDGS INC COM 404132102 3405 123385 SH SOLE 123385 0 0 D HCP INC COM 40414L109 21490 651217 SH SOLE 651217 0 0 D HRPT PPTYS TR COM SH BEN INT 40426W101 2912 374313 SH SOLE 374313 0 0 D HSN INC COM 404303109 985 33454 SH SOLE 33454 0 0 D HAEMONETICS CORP COM 405024100 8798 153948 SH SOLE 153948 0 0 D HALLIBURTON CO COM 406216101 34154 1133549 SH SOLE 1133549 0 0 D HANESBRANDS INC COM 410345102 2897 104130 SH SOLE 104130 0 0 D HANOVER INS GROUP INC COM 410867105 2273 52126 SH SOLE 52126 0 0 D HANSEN NAT CORP COM 411310105 3592 82804 SH SOLE 82804 0 0 D HARLEY DAVIDSON INC COM 412822108 7237 257825 SH SOLE 257825 0 0 D HARMAN INTL INDS INC COM 413086109 12934 276491 SH SOLE 276491 0 0 D HARRIS CORP DEL COM 413875105 10564 222446 SH SOLE 222446 0 0 D HARSCO CORP COM 415864107 7761 242984 SH SOLE 242984 0 0 D HARTFORD FINL SVCS GROUP INC COM 416515104 17825 627194 SH SOLE 627194 0 0 D HASBRO INC COM 418056107 5268 137619 SH SOLE 137619 0 0 D HAWAIIAN ELEC INDUSTRIES COM 419870100 2259 100643 SH SOLE 100643 0 0 D HEALTHCARE SVCS GRP INC COM 421906108 2711 121083 SH SOLE 121083 0 0 D HEALTH MGMT ASSOC INC NEW CL A 421933102 4689 545186 SH SOLE 545186 0 0 D HEALTH CARE REIT INC COM 42217K106 12907 285357 SH SOLE 285357 0 0 D HEALTH NET INC COM 42222G108 2840 114206 SH SOLE 114206 0 0 D HEALTHSPRING INC COM 42224N101 897 50964 SH SOLE 50964 0 0 D HEIDRICK & STRUGGLES INTL IN COM 422819102 3233 115356 SH SOLE 115356 0 0 D HEINZ H J CO COM 423074103 32721 717420 SH SOLE 717420 0 0 D HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3722 285651 SH SOLE 285651 0 0 D HELMERICH & PAYNE INC COM 423452101 5071 133157 SH SOLE 133157 0 0 D HERSHEY CO COM 427866108 15632 365142 SH SOLE 365142 0 0 D HESKA CORP COM 42805E108 7393 9005346 SH SOLE 9005346 0 0 D HERTZ GLOBAL HOLDINGS INC COM 42805T105 2053 205520 SH SOLE 205520 0 0 D HESS CORP COM 42809H107 22980 367380 SH SOLE 367380 0 0 D HEWITT ASSOCS INC COM 42822Q100 4724 118762 SH SOLE 118762 0 0 D HEWLETT PACKARD CO COM 428236103 208816 3928809 SH SOLE 3928809 0 0 D HHGREGG INC COM 42833L108 5893 233460 SH SOLE 233460 0 0 D HIGHWOODS PPTYS INC COM 431284108 3557 112100 SH SOLE 112100 0 0 D HILL ROM HLDGS INC COM 431475102 3586 131804 SH SOLE 131804 0 0 D HILLENBRAND INC COM 431571108 1891 85981 SH SOLE 85981 0 0 D HOLLY CORP COM PAR $0.01 435758305 1390 49787 SH SOLE 49787 0 0 D HOLOGIC INC FRNT 2.000%12 436440AA9 1763 1970000 SH SOLE 1970000 0 0 D HOLOGIC INC COM 436440101 8382 452104 SH SOLE 452104 0 0 D HOME DEPOT INC COM 437076102 86323 2668406 SH SOLE 2668406 0 0 D HOME PROPERTIES INC COM 437306103 1053 22500 SH SOLE 22500 0 0 D HONEYWELL INTL INC COM 438516106 52114 1151189 SH SOLE 1151189 0 0 D HORMEL FOODS CORP COM 440452100 3220 76639 SH SOLE 76639 0 0 D HORNBECK OFFSHORE SVCS INC N COM 440543106 3916 210900 SH SOLE 210900 0 0 D HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4625 193091 SH SOLE 193091 0 0 D HOSPIRA INC COM 441060100 20279 357977 SH SOLE 357977 0 0 D HOST HOTELS & RESORTS INC COM 44107P104 22997 1569796 SH SOLE 1569796 0 0 D HUBBELL INC CL B 443510201 3728 73919 SH SOLE 73919 0 0 D HUDSON CITY BANCORP COM 443683107 7284 514397 SH SOLE 514397 0 0 D HUMANA INC COM 444859102 12329 263606 SH SOLE 263606 0 0 D HUMAN GENOME SCIENCES INC NOTE 2.250%10 444903AK4 580 290000 SH SOLE 290000 0 0 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8 444903AM0 3058 1700000 SH SOLE 1700000 0 0 D HUNT J B TRANS SVCS INC COM 445658107 3907 108898 SH SOLE 108898 0 0 D HUNTINGTON BANCSHARES INC COM 446150104 4218 785493 SH SOLE 785493 0 0 D HUNTSMAN CORP COM 447011107 2149 178317 SH SOLE 178317 0 0 D HYATT HOTELS CORP COM CL A 448579102 1876 48140 SH SOLE 48140 0 0 D HYPERCOM CORP COM 44913M105 59 15345 SH SOLE 15345 0 0 D IAC INTERACTIVECORP COM PAR $.001 44919P508 2107 92665 SH SOLE 92665 0 0 D IESI BFC LTD COM 44951D108 258 14900 SH SOLE 14900 0 0 D ITT EDUCATIONAL SERVICES INC COM 45068B109 4386 38998 SH SOLE 38998 0 0 D IBERIABANK CORP COM 450828108 6301 105000 SH SOLE 105000 0 0 D ITT CORP NEW COM 450911102 22460 418952 SH SOLE 418952 0 0 D IAMGOLD CORP COM 450913108 2467 185409 SH SOLE 185409 0 0 D ICON PUB LTD CO SPONSORED ADR 45103T107 1584 60000 SH SOLE 60000 0 0 D ICONIX BRAND GROUP INC NOTE 1.875% 6 451055AB3 764 820000 SH SOLE 820000 0 0 D IDEX CORP COM 45167R104 14941 451391 SH SOLE 451391 0 0 D IDEXX LABS INC COM 45168D104 20617 358237 SH SOLE 358237 0 0 D IHS INC CL A 451734107 3691 69029 SH SOLE 69029 0 0 D ILLINOIS TOOL WKS INC COM 452308109 34772 734209 SH SOLE 734209 0 0 D ILLUMINA INC COM 452327109 8180 210296 SH SOLE 210296 0 0 D IMAX CORP COM 45245E109 2652 147390 SH SOLE 147390 0 0 D IMMUCOR INC COM 452526106 11824 528108 SH SOLE 528108 0 0 D IMMUNOGEN INC COM 45253H101 820 101383 SH SOLE 101383 0 0 D IMPERIAL OIL LTD COM NEW 453038408 1870 48360 SH SOLE 48360 0 0 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3357 57046 SH SOLE 57046 0 0 D INGRAM MICRO INC CL A 457153104 3124 178002 SH SOLE 178002 0 0 D INSIGHT ENTERPRISES INC COM 45765U103 447 31136 SH SOLE 31136 0 0 D INTEGRATED DEVICE TECHNOLOGY COM 458118106 1114 181772 SH SOLE 181772 0 0 D INTEL CORP SDCV 2.950%12 458140AD2 2198 2240000 SH SOLE 2240000 0 0 D INTEL CORP COM 458140100 209114 9394182 SH SOLE 9394182 0 0 D INTEGRYS ENERGY GROUP INC COM 45822P105 5066 106919 SH SOLE 106919 0 0 D INTERACTIVE DATA CORP COM 45840J107 1278 39923 SH SOLE 39923 0 0 D INTERACTIVE BROKERS GROUP IN COM 45841N107 719 44549 SH SOLE 44549 0 0 D INTERCONTINENTALEXCHANGE INC COM 45865V100 9670 86204 SH SOLE 86204 0 0 D INTERNATIONAL BUSINESS MACHS COM 459200101 298053 2324004 SH SOLE 2324004 0 0 D INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4354 91330 SH SOLE 91330 0 0 D INTERNATIONAL GAME TECHNOLOG COM 459902102 10279 557119 SH SOLE 557119 0 0 D INTL PAPER CO COM 460146103 11697 475283 SH SOLE 475283 0 0 D INTERNATIONAL RECTIFIER CORP COM 460254105 1807 78902 SH SOLE 78902 0 0 D INTERNATIONAL SPEEDWAY CORP CL A 460335201 852 33055 SH SOLE 33055 0 0 D INTERSIL CORP CL A 46069S109 2360 159896 SH SOLE 159896 0 0 D INTERPUBLIC GROUP COS INC COM 460690100 4377 526072 SH SOLE 526072 0 0 D INTUITIVE SURGICAL INC COM NEW 46120E602 22643 65042 SH SOLE 65042 0 0 D INTUIT COM 461202103 18285 532469 SH SOLE 532469 0 0 D INTREPID POTASH INC COM 46121Y102 1373 45285 SH SOLE 45285 0 0 D INVERNESS MED INNOVATIONS IN COM 46126P106 8010 205640 SH SOLE 205640 0 0 D INVESTMENT TECHNOLOGY GRP NE COM 46145F105 795 47610 SH SOLE 47610 0 0 D INVITROGEN CORP NOTE 1.500% 2 46185RAK6 264 225000 SH SOLE 225000 0 0 D IRON MTN INC COM 462846106 8662 316125 SH SOLE 316125 0 0 D ISHARES TR INDEX S&P GBL TELCM 464287275 446 8400 SH SOLE 8400 0 0 D ISHARES TR INDEX S&P GBL ENER 464287341 364 10300 SH SOLE 10300 0 0 D ISHARES TR INDEX RUSSELL 2000 464287655 42042 620000 SH SOLE 620000 0 0 D ISHARES TR INDEX DJ US REAL EST 464287739 49388 992128 SH SOLE 992128 0 0 D ISHARES TR INDEX S&P SMLCAP 600 464287804 155753 2620345 SH SOLE 2620345 0 0 D ITC HLDGS CORP COM 465685105 3010 54725 SH SOLE 54725 0 0 D ITRON INC COM 465741106 3154 43465 SH SOLE 43465 0 0 D IVANHOE MINES LTD COM 46579N103 3528 202250 SH SOLE 202250 0 0 D J & J SNACK FOODS CORP COM 466032109 2419 55650 SH SOLE 55650 0 0 D JDS UNIPHASE CORP COM PAR $0.001 46612J507 2905 231850 SH SOLE 231850 0 0 D JDA SOFTWARE GROUP INC COM 46612K108 3537 127149 SH SOLE 127149 0 0 D JPMORGAN CHASE & CO COM 46625H100 284105 6348706 SH SOLE 6348706 0 0 D JABIL CIRCUIT INC COM 466313103 3342 206395 SH SOLE 206395 0 0 D JACK IN THE BOX INC COM 466367109 9256 393047 SH SOLE 393047 0 0 D JACOBS ENGR GROUP INC DEL COM 469814107 7829 173242 SH SOLE 173242 0 0 D JANUS CAP GROUP INC COM 47102X105 2862 200265 SH SOLE 200265 0 0 D JARDEN CORP COM 471109108 3216 96603 SH SOLE 96603 0 0 D JEFFERIES GROUP INC NEW COM 472319102 11428 482819 SH SOLE 482819 0 0 D JO-ANN STORES INC COM 47758P307 2333 55584 SH SOLE 55584 0 0 D JOHNSON & JOHNSON COM 478160104 301903 4630411 SH SOLE 4630411 0 0 D JOHNSON CTLS INC COM 478366107 39322 1191946 SH SOLE 1191946 0 0 D JONES LANG LASALLE INC COM 48020Q107 3348 45939 SH SOLE 45939 0 0 D JOY GLOBAL INC COM 481165108 7564 133632 SH SOLE 133632 0 0 D JUNIPER NETWORKS INC COM 48203R104 33353 1087127 SH SOLE 1087127 0 0 D KAR AUCTION SVCS INC COM 48238T109 458 30400 SH SOLE 30400 0 0 D KBR INC COM 48242W106 5270 237810 SH SOLE 237810 0 0 D KLA-TENCOR CORP COM 482480100 10946 354017 SH SOLE 354017 0 0 D K-SWISS INC CL A 482686102 1556 148788 SH SOLE 148788 0 0 D K12 INC COM 48273U102 947 42655 SH SOLE 42655 0 0 D K V PHARMACEUTICAL CO CL A 482740206 68 38900 SH SOLE 38900 0 0 D KAMAN CORP COM 483548103 2226 89000 SH SOLE 89000 0 0 D KANSAS CITY SOUTHERN COM NEW 485170302 11428 315948 SH SOLE 315948 0 0 D KB HOME COM 48666K109 1408 84055 SH SOLE 84055 0 0 D KELLOGG CO COM 487836108 19696 368638 SH SOLE 368638 0 0 D KENDLE INTERNATIONAL INC NOTE 3.375% 7 48880LAA5 1465 1550000 SH SOLE 1550000 0 0 D KENNAMETAL INC COM 489170100 2513 89379 SH SOLE 89379 0 0 D KEYCORP NEW COM 493267108 7487 966102 SH SOLE 966102 0 0 D KILROY RLTY CORP COM 49427F108 1301 42200 SH SOLE 42200 0 0 D KIMBERLY CLARK CORP COM 494368103 51165 813689 SH SOLE 813689 0 0 D KIMCO REALTY CORP COM 49446R109 10678 682750 SH SOLE 682750 0 0 D KINDER MORGAN MANAGEMENT LLC SHS 49455U100 734 12514 SH SOLE 12514 0 0 D KINDRED HEALTHCARE INC COM 494580103 757 41925 SH SOLE 41925 0 0 D KINETIC CONCEPTS INC COM NEW 49460W208 5716 119558 SH SOLE 119558 0 0 D KING PHARMACEUTICALS INC COM 495582108 3207 272665 SH SOLE 272665 0 0 D KINROSS GOLD CORP COM NO PAR 496902404 2018 117876 SH SOLE 117876 0 0 D KIRBY CORP COM 497266106 12848 336781 SH SOLE 336781 0 0 D KITE RLTY GROUP TR COM 49803T102 470 99300 SH SOLE 99300 0 0 D KNIGHT TRANSN INC COM 499064103 9385 445005 SH SOLE 445005 0 0 D KOHLS CORP COM 500255104 42281 771837 SH SOLE 771837 0 0 D KORN FERRY INTL COM NEW 500643200 4815 272800 SH SOLE 272800 0 0 D KRAFT FOODS INC CL A 50075N104 86883 2873121 SH SOLE 2873121 0 0 D KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 11627 814797 SH SOLE 814797 0 0 D KROGER CO COM 501044101 35244 1627171 SH SOLE 1627171 0 0 D KULICKE & SOFFA INDS INC NOTE 1.000% 6 501242AP6 1096 1130000 SH SOLE 1130000 0 0 D KULICKE & SOFFA INDS INC COM 501242101 5311 732618 SH SOLE 732618 0 0 D LKQ CORP COM 501889208 11705 576622 SH SOLE 576622 0 0 D LSI CORPORATION COM 502161102 4367 713549 SH SOLE 713549 0 0 D LTC PPTYS INC COM 502175102 368 13600 SH SOLE 13600 0 0 D LTX-CREDENCE CORP COM 502403108 15543 5129810 SH SOLE 5129810 0 0 D L-3 COMMUNICATIONS HLDGS INC COM 502424104 15291 166883 SH SOLE 166883 0 0 D LA BARGE INC COM 502470107 1795 162447 SH SOLE 162447 0 0 D LABORATORY CORP AMER HLDGS COM NEW 50540R409 11940 157706 SH SOLE 157706 0 0 D LAM RESEARCH CORP COM 512807108 5530 148182 SH SOLE 148182 0 0 D LAMAR ADVERTISING CO CL A 512815101 2154 62704 SH SOLE 62704 0 0 D LANCE INC COM 514606102 1621 70086 SH SOLE 70086 0 0 D LANDSTAR SYS INC COM 515098101 13185 314071 SH SOLE 314071 0 0 D LAS VEGAS SANDS CORP COM 517834107 6992 330572 SH SOLE 330572 0 0 D LASALLE HOTEL PPTYS COM SH BEN INT 517942108 343 14700 SH SOLE 14700 0 0 D LAUDER ESTEE COS INC CL A 518439104 13311 205191 SH SOLE 205191 0 0 D LEAP WIRELESS INTL INC COM NEW 521863308 1058 64688 SH SOLE 64688 0 0 D LECROY CORP COM 52324W109 3134 630538 SH SOLE 630538 0 0 D LEGGETT & PLATT INC COM 524660107 5028 232337 SH SOLE 232337 0 0 D LEGG MASON INC COM 524901105 5048 176063 SH SOLE 176063 0 0 D LENDER PROCESSING SVCS INC COM 52602E102 11149 295335 SH SOLE 295335 0 0 D LENNAR CORP CL A 526057104 2964 172224 SH SOLE 172224 0 0 D LENNOX INTL INC COM 526107107 8275 186704 SH SOLE 186704 0 0 D LEUCADIA NATL CORP COM 527288104 5108 205879 SH SOLE 205879 0 0 D LEVEL 3 COMMUNICATIONS INC NOTE 10.000% 5 52729NBE9 1125 1095000 SH SOLE 1095000 0 0 D LEVEL 3 COMMUNICATIONS INC COM 52729N100 3333 2057162 SH SOLE 2057162 0 0 D LEXMARK INTL NEW CL A 529771107 3098 85864 SH SOLE 85864 0 0 D LIBERTY GLOBAL INC COM SER A 530555101 8533 292638 SH SOLE 292638 0 0 D LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 10036 655528 SH SOLE 655528 0 0 D LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 3210 88254 SH SOLE 88254 0 0 D LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 3116 56990 SH SOLE 56990 0 0 D LIBERTY PPTY TR SH BEN INT 531172104 5956 175476 SH SOLE 175476 0 0 D LIFE TECHNOLOGIES CORP COM 53217V109 20797 397877 SH SOLE 397877 0 0 D LIFEPOINT HOSPITALS INC COM 53219L109 2198 59756 SH SOLE 59756 0 0 D LILLY ELI & CO COM 532457108 45923 1267883 SH SOLE 1267883 0 0 D LIMITED BRANDS INC COM 532716107 12656 514064 SH SOLE 514064 0 0 D LINCARE HLDGS INC COM 532791100 5693 126840 SH SOLE 126840 0 0 D LINCOLN ELEC HLDGS INC COM 533900106 4873 89691 SH SOLE 89691 0 0 D LINCOLN NATL CORP IND COM 534187109 12944 421613 SH SOLE 421613 0 0 D LINEAR TECHNOLOGY CORP COM 535678106 10806 382106 SH SOLE 382106 0 0 D LOCKHEED MARTIN CORP COM 539830109 39641 476343 SH SOLE 476343 0 0 D LOEWS CORP COM 540424108 13434 360352 SH SOLE 360352 0 0 D LORILLARD INC COM 544147101 19348 257152 SH SOLE 257152 0 0 D LOWES COS INC COM 548661107 46499 1918278 SH SOLE 1918278 0 0 D LUBRIZOL CORP COM 549271104 18734 204257 SH SOLE 204257 0 0 D LULULEMON ATHLETICA INC COM 550021109 878 21160 SH SOLE 21160 0 0 D M & F WORLDWIDE CORP COM 552541104 814 26600 SH SOLE 26600 0 0 D M & T BK CORP COM 55261F104 6652 83799 SH SOLE 83799 0 0 D MBIA INC COM 55262C100 907 144610 SH SOLE 144610 0 0 D MB FINANCIAL INC NEW COM 55264U108 7097 315000 SH SOLE 315000 0 0 D M D C HLDGS INC COM 552676108 1421 41050 SH SOLE 41050 0 0 D MDS INC COM 55269P302 864 107100 SH SOLE 107100 0 0 D MDU RES GROUP INC COM 552690109 4993 231394 SH SOLE 231394 0 0 D MEMC ELECTR MATLS INC COM 552715104 5219 340468 SH SOLE 340468 0 0 D MGM MIRAGE COM 552953101 3063 255224 SH SOLE 255224 0 0 D MI DEVS INC CL A SUB VTG 55304X104 214 16400 SH SOLE 16400 0 0 D MKS INSTRUMENT INC COM 55306N104 6856 350000 SH SOLE 350000 0 0 D MSC INDL DIRECT INC CL A 553530106 3774 74410 SH SOLE 74410 0 0 D MSCI INC CL A 55354G100 9074 251370 SH SOLE 251370 0 0 D MACERICH CO COM 554382101 6809 177725 SH SOLE 177725 0 0 D MACK CALI RLTY CORP COM 554489104 4671 132516 SH SOLE 132516 0 0 D MACYS INC COM 55616P104 10069 462518 SH SOLE 462518 0 0 D MADISON SQUARE GARDEN INC CL A 55826P100 1401 64476 SH SOLE 64476 0 0 D MAGNA INTL INC CL A 559222401 14373 232339 SH SOLE 232339 0 0 D MANITOWOC INC COM 563571108 9583 737129 SH SOLE 737129 0 0 D MANPOWER INC COM 56418H100 9255 162034 SH SOLE 162034 0 0 D MANULIFE FINL CORP COM 56501R106 9843 498304 SH SOLE 498304 0 0 D MARATHON OIL CORP COM 565849106 28276 893691 SH SOLE 893691 0 0 D MARINER ENERGY INC COM 56845T305 1676 111983 SH SOLE 111983 0 0 D MARKEL CORP COM 570535104 4055 10824 SH SOLE 10824 0 0 D MARSH & MCLENNAN COS INC COM 571748102 17416 713195 SH SOLE 713195 0 0 D MARSHALL & ILSLEY CORP NEW COM 571837103 4645 576998 SH SOLE 576998 0 0 D MARRIOTT INTL INC NEW CL A 571903202 13176 418019 SH SOLE 418019 0 0 D MARTIN MARIETTA MATLS INC COM 573284106 4091 48963 SH SOLE 48963 0 0 D MASCO CORP COM 574599106 7226 465601 SH SOLE 465601 0 0 D MASIMO CORP COM 574795100 929 35000 SH SOLE 35000 0 0 D MASSEY ENERGY CORP COM 576206106 5547 106081 SH SOLE 106081 0 0 D MASTERCARD INC CL A 57636Q104 46079 181415 SH SOLE 181415 0 0 D MATRIX SVC CO COM 576853105 4035 375000 SH SOLE 375000 0 0 D MATTEL INC COM 577081102 9843 432861 SH SOLE 432861 0 0 D MATTSON TECHNOLOGY INC COM 577223100 1884 407800 SH SOLE 407800 0 0 D MAXIM INTEGRATED PRODS INC COM 57772K101 9431 486387 SH SOLE 486387 0 0 D MCAFEE INC COM 579064106 9132 227566 SH SOLE 227566 0 0 D MCCORMICK & CO INC COM NON VTG 579780206 5496 143280 SH SOLE 143280 0 0 D MCDERMOTT INTL INC COM 580037109 8218 305284 SH SOLE 305284 0 0 D MCDONALDS CORP COM 580135101 117750 1764833 SH SOLE 1764833 0 0 D MCG CAPITAL CORP COM 58047P107 209 40100 SH SOLE 40100 0 0 D MCGRAW HILL COS INC COM 580645109 19292 541137 SH SOLE 541137 0 0 D MCKESSON CORP COM 58155Q103 36049 548527 SH SOLE 548527 0 0 D MEAD JOHNSON NUTRITION CO COM 582839106 17450 335390 SH SOLE 335390 0 0 D MEADWESTVACO CORP COM 583334107 4807 188149 SH SOLE 188149 0 0 D MEDCO HEALTH SOLUTIONS INC COM 58405U102 52197 808499 SH SOLE 808499 0 0 D MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 2852 113335 SH SOLE 113335 0 0 D MEDIDATA SOLUTIONS INC COM 58471A105 806 53000 SH SOLE 53000 0 0 D MEDNAX INC COM 58502B106 10389 178541 SH SOLE 178541 0 0 D MEDTRONIC INC COM 585055106 78886 1751858 SH SOLE 1751858 0 0 D MERCK & CO INC NEW COM 58933Y105 178583 4781338 SH SOLE 4781338 0 0 D MERCURY COMPUTER SYS COM 589378108 1098 80000 SH SOLE 80000 0 0 D MERCURY GENL CORP NEW COM 589400100 1282 29331 SH SOLE 29331 0 0 D MEREDITH CORP COM 589433101 1282 37260 SH SOLE 37260 0 0 D MERIDIAN BIOSCIENCE INC COM 589584101 2230 109460 SH SOLE 109460 0 0 D MERIT MED SYS INC COM 589889104 3126 205000 SH SOLE 205000 0 0 D METHANEX CORP COM 59151K108 698 28800 SH SOLE 28800 0 0 D METHODE ELECTRS INC COM 591520200 1302 131494 SH SOLE 131494 0 0 D METLIFE INC COM 59156R108 47266 1090583 SH SOLE 1090583 0 0 D METROPCS COMMUNICATIONS INC COM 591708102 2257 318750 SH SOLE 318750 0 0 D METROPOLITAN HEALTH NETWORKS COM 592142103 75 23145 SH SOLE 23145 0 0 D METTLER TOLEDO INTERNATIONAL COM 592688105 9361 85727 SH SOLE 85727 0 0 D MICROS SYS INC COM 594901100 7977 242606 SH SOLE 242606 0 0 D MICROSOFT CORP COM 594918104 419185 14321328 SH SOLE 14321328 0 0 D MICROCHIP TECHNOLOGY INC COM 595017104 17161 609417 SH SOLE 609417 0 0 D MICRON TECHNOLOGY INC COM 595112103 9675 931163 SH SOLE 931163 0 0 D MICROSEMI CORP COM 595137100 4540 261808 SH SOLE 261808 0 0 D MILLIPORE CORP COM 601073109 8713 82513 SH SOLE 82513 0 0 D MIRANT CORP NEW COM 60467R100 1979 182247 SH SOLE 182247 0 0 D MOHAWK INDS INC COM 608190104 3324 61118 SH SOLE 61118 0 0 D MOLEX INC COM 608554101 3021 144801 SH SOLE 144801 0 0 D MOLSON COORS BREWING CO CL B 60871R209 6444 153219 SH SOLE 153219 0 0 D MOMENTA PHARMACEUTICALS INC COM 60877T100 2076 138689 SH SOLE 138689 0 0 D MONOLITHIC PWR SYS INC COM 609839105 6723 301500 SH SOLE 301500 0 0 D MONSANTO CO NEW COM 61166W101 56055 784864 SH SOLE 784864 0 0 D MONSTER WORLDWIDE INC COM 611742107 2646 159298 SH SOLE 159298 0 0 D MOODYS CORP COM 615369105 6263 210522 SH SOLE 210522 0 0 D MOOG INC CL A 615394202 5113 144366 SH SOLE 144366 0 0 D MORGAN STANLEY COM NEW 617446448 67147 2292506 SH SOLE 2292506 0 0 D MORNINGSTAR INC COM 617700109 1034 21503 SH SOLE 21503 0 0 D MORTONS RESTAURANT GRP INC N COM 619430101 1612 263854 SH SOLE 263854 0 0 D MOSAIC CO COM 61945A107 10573 173986 SH SOLE 173986 0 0 D MOTOROLA INC COM 620076109 23406 3334187 SH SOLE 3334187 0 0 D MUELLER INDS INC COM 624756102 2858 106693 SH SOLE 106693 0 0 D MURPHY OIL CORP COM 626717102 13451 239377 SH SOLE 239377 0 0 D MYLAN INC COM 628530107 14958 658633 SH SOLE 658633 0 0 D MYRIAD GENETICS INC COM 62855J104 2526 105019 SH SOLE 105019 0 0 D NBTY INC COM 628782104 21638 450977 SH SOLE 450977 0 0 D NCR CORP NEW COM 62886E108 2407 174397 SH SOLE 174397 0 0 D NII HLDGS INC NOTE 3.125% 6 62913FAJ1 1520 1611000 SH SOLE 1611000 0 0 D NII HLDGS INC CL B NEW 62913F201 8724 209405 SH SOLE 209405 0 0 D NRG ENERGY INC COM NEW 629377508 6971 333545 SH SOLE 333545 0 0 D NVR INC COM 62944T105 5850 8053 SH SOLE 8053 0 0 D NYSE EURONEXT COM 629491101 8901 300615 SH SOLE 300615 0 0 D NALCO HOLDING COMPANY COM 62985Q101 6039 248209 SH SOLE 248209 0 0 D NAM TAI ELECTRS INC COM PAR $0.02 629865205 131 26172 SH SOLE 26172 0 0 D NASDAQ OMX GROUP INC COM 631103108 3145 148910 SH SOLE 148910 0 0 D NATIONAL FINL PARTNERS CORP COM 63607P208 227 16100 SH SOLE 16100 0 0 D NATIONAL FUEL GAS CO N J COM 636180101 3934 77825 SH SOLE 77825 0 0 D NATIONAL INSTRS CORP COM 636518102 4936 147993 SH SOLE 147993 0 0 D NATIONAL OILWELL VARCO INC COM 637071101 21429 528073 SH SOLE 528073 0 0 D NATIONAL RETAIL PROPERTIES I COM 637417106 701 30700 SH SOLE 30700 0 0 D NATIONAL SEMICONDUCTOR CORP COM 637640103 10348 716112 SH SOLE 716112 0 0 D NATIONWIDE HEALTH PPTYS INC COM 638620104 10205 290339 SH SOLE 290339 0 0 D NATURAL GAS SERVICES GROUP COM 63886Q109 6439 405750 SH SOLE 405750 0 0 D NAVIGATORS GROUP INC COM 638904102 2596 66000 SH SOLE 66000 0 0 D NAVISTAR INTL CORP NEW NOTE 3.000%10 63934EAL2 1115 1000000 SH SOLE 1000000 0 0 D NAVISTAR INTL CORP NEW COM 63934E108 3087 69005 SH SOLE 69005 0 0 D NEKTAR THERAPEUTICS NOTE 3.250% 9 640268AH1 1461 1470000 SH SOLE 1470000 0 0 D NETAPP INC COM 64110D104 31981 982214 SH SOLE 982214 0 0 D NETFLIX INC COM 64110L106 4232 57390 SH SOLE 57390 0 0 D NETWORK EQUIP TECHNOLOGIES COM 641208103 533 96703 SH SOLE 96703 0 0 D NEUSTAR INC CL A 64126X201 4513 179073 SH SOLE 179073 0 0 D NEW JERSEY RES COM 646025106 5652 150492 SH SOLE 150492 0 0 D NEW YORK CMNTY BANCORP INC COM 649445103 7697 465368 SH SOLE 465368 0 0 D NEW YORK TIMES CO CL A 650111107 1272 114291 SH SOLE 114291 0 0 D NEWELL RUBBERMAID INC COM 651229106 5087 334667 SH SOLE 334667 0 0 D NEWFIELD EXPL CO COM 651290108 24401 468794 SH SOLE 468794 0 0 D NEWMONT MINING CORP COM 651639106 34197 671457 SH SOLE 671457 0 0 D NEWS CORP CL A 65248E104 51153 3549811 SH SOLE 3549811 0 0 D NEXEN INC COM 65334H102 16447 663998 SH SOLE 663998 0 0 D NIKE INC CL B 654106103 38791 527764 SH SOLE 527764 0 0 D NISOURCE INC COM 65473P105 5482 346951 SH SOLE 346951 0 0 D NOBLE ENERGY INC COM 655044105 15981 218922 SH SOLE 218922 0 0 D NORDSTROM INC COM 655664100 10503 257102 SH SOLE 257102 0 0 D NORFOLK SOUTHERN CORP COM 655844108 29851 534103 SH SOLE 534103 0 0 D NORTH AMERN ENERGY PARTNERS COM 656844107 158 16515 SH SOLE 16515 0 0 D NORTHEAST UTILS COM 664397106 6115 221229 SH SOLE 221229 0 0 D NORTHERN TR CORP COM 665859104 14908 269776 SH SOLE 269776 0 0 D NORTHGATE MINERALS CORP COM 666416102 475 158100 SH SOLE 158100 0 0 D NORTHROP GRUMMAN CORP COM 666807102 25573 390013 SH SOLE 390013 0 0 D NOVELL INC COM 670006105 2269 378719 SH SOLE 378719 0 0 D NOVELLUS SYS INC COM 670008101 4327 173073 SH SOLE 173073 0 0 D NSTAR COM 67019E107 4777 134871 SH SOLE 134871 0 0 D NUANCE COMMUNICATIONS INC COM 67020Y100 4196 252193 SH SOLE 252193 0 0 D NUCOR CORP COM 670346105 27389 603544 SH SOLE 603544 0 0 D NVIDIA CORP COM 67066G104 11541 664025 SH SOLE 664025 0 0 D NV ENERGY INC COM 67073Y106 3178 257748 SH SOLE 257748 0 0 D OGE ENERGY CORP COM 670837103 4112 105606 SH SOLE 105606 0 0 D OSI PHARMACEUTICALS INC COM 671040103 3795 63732 SH SOLE 63732 0 0 D OCCIDENTAL PETE CORP DEL COM 674599105 86550 1023780 SH SOLE 1023780 0 0 D OCEANEERING INTL INC COM 675232102 22502 354411 SH SOLE 354411 0 0 D OFFICE DEPOT INC COM 676220106 2411 302073 SH SOLE 302073 0 0 D OIL STS INTL INC COM 678026105 2925 64515 SH SOLE 64515 0 0 D OLD DOMINION FGHT LINES INC COM 679580100 1503 45000 SH SOLE 45000 0 0 D OLD REP INTL CORP COM 680223104 3354 264529 SH SOLE 264529 0 0 D OMNICARE INC DBCV 3.250%12 681904AL2 2881 3405000 SH SOLE 3405000 0 0 D OMNICARE INC COM 681904108 5241 185244 SH SOLE 185244 0 0 D OMNICOM GROUP INC COM 681919106 28778 741516 SH SOLE 741516 0 0 D OMEGA HEALTHCARE INVS INC COM 681936100 1189 61000 SH SOLE 61000 0 0 D ON SEMICONDUCTOR CORP COM 682189105 3698 462232 SH SOLE 462232 0 0 D ONEOK INC NEW COM 682680103 6034 132179 SH SOLE 132179 0 0 D OPEN TEXT CORP COM 683715106 1203 25200 SH SOLE 25200 0 0 D ORACLE CORP COM 68389X105 166763 6491378 SH SOLE 6491378 0 0 D O REILLY AUTOMOTIVE INC COM 686091109 32873 788128 SH SOLE 788128 0 0 D ORMAT TECHNOLOGIES INC COM 686688102 606 21548 SH SOLE 21548 0 0 D OSHKOSH CORP COM 688239201 14696 364295 SH SOLE 364295 0 0 D OVERSEAS SHIPHOLDING GROUP I COM 690368105 1144 29151 SH SOLE 29151 0 0 D OWENS & MINOR INC NEW COM 690732102 7025 151436 SH SOLE 151436 0 0 D OWENS CORNING NEW COM 690742101 2390 93936 SH SOLE 93936 0 0 D OWENS ILL INC COM NEW 690768403 8687 244432 SH SOLE 244432 0 0 D PC-TEL INC COM 69325Q105 653 105626 SH SOLE 105626 0 0 D PG&E CORP COM 69331C108 19751 465618 SH SOLE 465618 0 0 D PMC-SIERRA INC COM 69344F106 2185 244922 SH SOLE 244922 0 0 D PNC FINL SVCS GROUP INC COM 693475105 45971 770034 SH SOLE 770034 0 0 D PPG INDS INC COM 693506107 11831 180901 SH SOLE 180901 0 0 D PPL CORP COM 69351T106 14341 517557 SH SOLE 517557 0 0 D PS BUSINESS PKS INC CALIF COM 69360J107 898 16814 SH SOLE 16814 0 0 D PSS WORLD MED INC COM 69366A100 353 15000 SH SOLE 15000 0 0 D PACCAR INC COM 693718108 18115 417978 SH SOLE 417978 0 0 D PACKAGING CORP AMER COM 695156109 3201 130082 SH SOLE 130082 0 0 D PACTIV CORP COM 695257105 16307 647633 SH SOLE 647633 0 0 D PALL CORP COM 696429307 7705 190291 SH SOLE 190291 0 0 D PANERA BREAD CO CL A 69840W108 12048 157517 SH SOLE 157517 0 0 D PAR PHARMACEUTICAL COS INC COM 69888P106 891 35935 SH SOLE 35935 0 0 D PARKER HANNIFIN CORP COM 701094104 14535 224512 SH SOLE 224512 0 0 D PATTERSON COMPANIES INC COM 703395103 8402 270606 SH SOLE 270606 0 0 D PATTERSON UTI ENERGY INC COM 703481101 2706 193697 SH SOLE 193697 0 0 D PAYCHEX INC COM 704326107 12428 404830 SH SOLE 404830 0 0 D PEABODY ENERGY CORP SDCV 4.750%12 704549AG9 1212 1120000 SH SOLE 1120000 0 0 D PEABODY ENERGY CORP COM 704549104 15432 337674 SH SOLE 337674 0 0 D PEBBLEBROOK HOTEL TR COM 70509V100 416 19800 SH SOLE 19800 0 0 D PENN NATL GAMING INC COM 707569109 2042 73436 SH SOLE 73436 0 0 D PENN VA CORP NOTE 4.500%11 707882AA4 1062 1130000 SH SOLE 1130000 0 0 D PENN WEST ENERGY TR TR UNIT 707885109 1452 68500 SH SOLE 68500 0 0 D PENNEY J C INC COM 708160106 7868 244579 SH SOLE 244579 0 0 D PENSKE AUTOMOTIVE GRP INC COM 70959W103 601 41676 SH SOLE 41676 0 0 D PENSON WORLDWIDE INC COM 709600100 5841 580000 SH SOLE 580000 0 0 D PENTAIR INC COM 709631105 3850 108077 SH SOLE 108077 0 0 D PEOPLES UNITED FINANCIAL INC COM 712704105 9347 597615 SH SOLE 597615 0 0 D PEPCO HOLDINGS INC COM 713291102 4769 278059 SH SOLE 278059 0 0 D PEPSICO INC COM 713448108 186911 2825136 SH SOLE 2825136 0 0 D PERKINELMER INC COM 714046109 4493 187989 SH SOLE 187989 0 0 D PERRIGO CO COM 714290103 8925 151994 SH SOLE 151994 0 0 D PETROBRAS ENERGIA S A SPONS ADR 71646J109 706 42356 SH SOLE 42356 0 0 D PETROHAWK ENERGY CORP COM 716495106 7702 379787 SH SOLE 379787 0 0 D PETROLEUM DEV CORP COM 716578109 1225 52859 SH SOLE 52859 0 0 D PETSMART INC COM 716768106 6078 190187 SH SOLE 190187 0 0 D PFIZER INC COM 717081103 220983 12885303 SH SOLE 12885303 0 0 D PHARMACEUTICAL PROD DEV INC COM 717124101 12713 535267 SH SOLE 535267 0 0 D PHILIP MORRIS INTL INC COM 718172109 166123 3184880 SH SOLE 3184880 0 0 D PHILLIPS VAN HEUSEN CORP COM 718592108 4187 72988 SH SOLE 72988 0 0 D PHOTRONICS INC COM 719405102 759 149089 SH SOLE 149089 0 0 D PIEDMONT NAT GAS INC COM 720186105 6424 232905 SH SOLE 232905 0 0 D PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1683 84780 SH SOLE 84780 0 0 D PINNACLE ENTMT INC COM 723456109 8472 869772 SH SOLE 869772 0 0 D PINNACLE WEST CAP CORP COM 723484101 4818 127708 SH SOLE 127708 0 0 D PIONEER NAT RES CO COM 723787107 8121 144189 SH SOLE 144189 0 0 D PITNEY BOWES INC COM 724479100 5549 226943 SH SOLE 226943 0 0 D PLAINS EXPL& PRODTN CO COM 726505100 5274 175845 SH SOLE 175845 0 0 D PLANAR SYS INC COM 726900103 1178 422222 SH SOLE 422222 0 0 D PLEXUS CORP COM 729132100 360 10000 SH SOLE 10000 0 0 D PLUM CREEK TIMBER CO INC COM 729251108 10956 281575 SH SOLE 281575 0 0 D POLARIS INDS INC COM 731068102 9081 177497 SH SOLE 177497 0 0 D POLO RALPH LAUREN CORP CL A 731572103 14344 168677 SH SOLE 168677 0 0 D POLYONE CORP COM 73179P106 3021 294985 SH SOLE 294985 0 0 D POOL CORPORATION COM 73278L105 4714 208225 SH SOLE 208225 0 0 D POPULAR INC COM 733174106 2047 703276 SH SOLE 703276 0 0 D POST PPTYS INC COM 737464107 1016 46150 SH SOLE 46150 0 0 D POTASH CORP SASK INC COM 73755L107 11628 97310 SH SOLE 97310 0 0 D POWER INTEGRATIONS INC COM 739276103 2866 69552 SH SOLE 69552 0 0 D PRAXAIR INC COM 74005P104 33152 399421 SH SOLE 399421 0 0 D PRECISION CASTPARTS CORP COM 740189105 27108 213935 SH SOLE 213935 0 0 D PRESTIGE BRANDS HLDGS INC COM 74112D101 1109 123230 SH SOLE 123230 0 0 D PRICE T ROWE GROUP INC COM 74144T108 16778 305436 SH SOLE 305436 0 0 D PRICELINE COM INC COM NEW 741503403 23443 91934 SH SOLE 91934 0 0 D PRIDE INTL INC DEL COM 74153Q102 7646 253925 SH SOLE 253925 0 0 D PRINCIPAL FINL GROUP INC COM 74251V102 10785 369228 SH SOLE 369228 0 0 D PROASSURANCE CORP COM 74267C106 6613 112964 SH SOLE 112964 0 0 D PROCTER & GAMBLE CO COM 742718109 290321 4588600 SH SOLE 4588600 0 0 D PROGRESS ENERGY INC COM 743263105 13873 352475 SH SOLE 352475 0 0 D PROGRESS SOFTWARE CORP COM 743312100 3729 118644 SH SOLE 118644 0 0 D PROGRESSIVE CORP OHIO COM 743315103 14296 748874 SH SOLE 748874 0 0 D PROLOGIS NOTE 2.250% 4 743410AQ5 374 385000 SH SOLE 385000 0 0 D PROLOGIS NOTE 1.875%11 743410AR3 415 440000 SH SOLE 440000 0 0 D PROLOGIS SH BEN INT 743410102 12457 943677 SH SOLE 943677 0 0 D PROSPERITY BANCSHARES INC COM 743606105 463 11283 SH SOLE 11283 0 0 D PROTECTIVE LIFE CORP COM 743674103 2069 94088 SH SOLE 94088 0 0 D PROVIDENT ENERGY TR TR UNIT 74386K104 333 42928 SH SOLE 42928 0 0 D PRUDENTIAL FINL INC COM 744320102 39453 652116 SH SOLE 652116 0 0 D PUBLIC SVC ENTERPRISE GROUP COM 744573106 18863 638987 SH SOLE 638987 0 0 D PUBLIC STORAGE COM 74460D109 39233 426496 SH SOLE 426496 0 0 D PULTE HOMES INC COM 745867101 4150 368900 SH SOLE 368900 0 0 D QLOGIC CORP COM 747277101 3656 180077 SH SOLE 180077 0 0 D QUALCOMM INC COM 747525103 125116 2979658 SH SOLE 2979658 0 0 D QUANEX BUILDING PRODUCTS COR COM 747619104 1522 92079 SH SOLE 92079 0 0 D QUANTA SVCS INC COM 74762E102 5904 308153 SH SOLE 308153 0 0 D QUANTUM CORP COM DSSG 747906204 56 21313 SH SOLE 21313 0 0 D QUEST DIAGNOSTICS INC COM 74834L100 21383 366837 SH SOLE 366837 0 0 D QUESTAR CORP COM 748356102 9498 219861 SH SOLE 219861 0 0 D QUICKSILVER RESOURCES INC COM 74837R104 1815 128977 SH SOLE 128977 0 0 D QWEST COMMUNICATIONS INTL IN COM 749121109 9776 1872815 SH SOLE 1872815 0 0 D RAIT FINANCIAL TRUST COM 749227104 75 38000 SH SOLE 38000 0 0 D RLI CORP COM 749607107 4834 84774 SH SOLE 84774 0 0 D RPM INTL INC COM 749685103 6355 297810 SH SOLE 297810 0 0 D RRI ENERGY INC COM 74971X107 1422 385376 SH SOLE 385376 0 0 D RACKSPACE HOSTING INC COM 750086100 654 34933 SH SOLE 34933 0 0 D RADIOSHACK CORP COM 750438103 3501 154692 SH SOLE 154692 0 0 D RAMBUS INC DEL COM 750917106 4107 187963 SH SOLE 187963 0 0 D RALCORP HLDGS INC NEW COM 751028101 12647 186590 SH SOLE 186590 0 0 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 327 29050 SH SOLE 29050 0 0 D RANGE RES CORP COM 75281A109 9459 201810 SH SOLE 201810 0 0 D RAYMOND JAMES FINANCIAL INC COM 754730109 16753 626525 SH SOLE 626525 0 0 D RAYONIER INC COM 754907103 4396 96759 SH SOLE 96759 0 0 D RAYTHEON CO COM NEW 755111507 32384 566942 SH SOLE 566942 0 0 D REALTY INCOME CORP COM 756109104 3849 125407 SH SOLE 125407 0 0 D RED HAT INC COM 756577102 11717 400291 SH SOLE 400291 0 0 D RED ROBIN GOURMET BURGERS IN COM 75689M101 8457 346047 SH SOLE 346047 0 0 D REGAL ENTMT GROUP CL A 758766109 1548 88123 SH SOLE 88123 0 0 D REGENCY CTRS CORP COM 758849103 7516 200591 SH SOLE 200591 0 0 D REGIS CORP MINN COM 758932107 3380 180923 SH SOLE 180923 0 0 D REGIONS FINANCIAL CORP NEW COM 7591EP100 9971 1270157 SH SOLE 1270157 0 0 D REINSURANCE GROUP AMER INC COM NEW 759351604 4203 80022 SH SOLE 80022 0 0 D RELIANCE STEEL & ALUMINUM CO COM 759509102 4327 87892 SH SOLE 87892 0 0 D REPUBLIC SVCS INC COM 760759100 13877 478189 SH SOLE 478189 0 0 D RESEARCH IN MOTION LTD COM 760975102 10072 135950 SH SOLE 135950 0 0 D RESMED INC COM 761152107 7993 125576 SH SOLE 125576 0 0 D RETAIL OPPORTUNITY INVTS COR COM 76131N101 478 47250 SH SOLE 47250 0 0 D REYNOLDS AMERICAN INC COM 761713106 19304 357607 SH SOLE 357607 0 0 D RITE AID CORP COM 767754104 963 641676 SH SOLE 641676 0 0 D ROBERT HALF INTL INC COM 770323103 5250 172538 SH SOLE 172538 0 0 D ROCK-TENN CO CL A 772739207 11803 259000 SH SOLE 259000 0 0 D ROCKWELL AUTOMATION INC COM 773903109 16325 289663 SH SOLE 289663 0 0 D ROCKWELL COLLINS INC COM 774341101 16871 269549 SH SOLE 269549 0 0 D ROGERS COMMUNICATIONS INC CL B 775109200 6044 176760 SH SOLE 176760 0 0 D ROPER INDS INC NEW COM 776696106 15570 269189 SH SOLE 269189 0 0 D ROSS STORES INC COM 778296103 19864 371492 SH SOLE 371492 0 0 D ROVI CORP COM 779376102 10090 271738 SH SOLE 271738 0 0 D ROWAN COS INC COM 779382100 4160 142898 SH SOLE 142898 0 0 D ROYAL BK CDA MONTREAL QUE COM 780087102 21836 372699 SH SOLE 372699 0 0 D ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 56413 975000 SH SOLE 975000 0 0 D ROYAL GOLD INC COM 780287108 2096 45355 SH SOLE 45355 0 0 D RUSH ENTERPRISES INC CL A 781846209 1865 141150 SH SOLE 141150 0 0 D RYANAIR HLDGS PLC SPONSORED ADR 783513104 802 29500 SH SOLE 29500 0 0 D RYDER SYS INC COM 783549108 2382 61460 SH SOLE 61460 0 0 D SBA COMMUNICATIONS CORP COM 78388J106 6014 166739 SH SOLE 166739 0 0 D SAIC INC COM 78390X101 7706 435365 SH SOLE 435365 0 0 D SEI INVESTMENTS CO COM 784117103 2924 133086 SH SOLE 133086 0 0 D SFN GROUP INC COM 784153108 372 46500 SH SOLE 46500 0 0 D SL GREEN RLTY CORP COM 78440X101 7518 131273 SH SOLE 131273 0 0 D SLM CORP COM 78442P106 8846 706577 SH SOLE 706577 0 0 D SPX CORP COM 784635104 6707 101127 SH SOLE 101127 0 0 D SPDR SERIES TRUST KBW REGN BK ET 78464A698 12192 465000 SH SOLE 465000 0 0 D SPDR SERIES TRUST SPDR KBW INS E 78464A789 13296 322100 SH SOLE 322100 0 0 D SPDR SERIES TRUST S&P HOMEBUILD 78464A888 4625 275000 SH SOLE 275000 0 0 D SRA INTL INC CL A 78464R105 9751 469030 SH SOLE 469030 0 0 D STEC INC COM 784774101 3414 285000 SH SOLE 285000 0 0 D SAFEWAY INC COM NEW 786514208 13115 527554 SH SOLE 527554 0 0 D ST JOE CO COM 790148100 3691 114106 SH SOLE 114106 0 0 D ST JUDE MED INC COM 790849103 24711 601972 SH SOLE 601972 0 0 D ST MARY LD & EXPL CO COM 792228108 3084 88609 SH SOLE 88609 0 0 D SALESFORCE COM INC COM 79466L302 11831 158916 SH SOLE 158916 0 0 D SANDERSON FARMS INC COM 800013104 357 6666 SH SOLE 6666 0 0 D SANDISK CORP COM 80004C101 11444 330465 SH SOLE 330465 0 0 D SANDRIDGE ENERGY INC COM 80007P307 1188 154338 SH SOLE 154338 0 0 D SAP AG SPON ADR 803054204 7225 150000 SH SOLE 150000 0 0 D SARA LEE CORP COM 803111103 33328 2392538 SH SOLE 2392538 0 0 D SCANA CORP NEW COM 80589M102 5753 153051 SH SOLE 153051 0 0 D SCHEIN HENRY INC COM 806407102 10229 173672 SH SOLE 173672 0 0 D SCHLUMBERGER LTD COM 806857108 130115 2050340 SH SOLE 2050340 0 0 D SCHNITZER STL INDS CL A 806882106 1234 23493 SH SOLE 23493 0 0 D SCHULMAN A INC COM 808194104 6235 254801 SH SOLE 254801 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 25004 1337829 SH SOLE 1337829 0 0 D SCIENTIFIC GAMES CORP CL A 80874P109 989 70237 SH SOLE 70237 0 0 D SCOTTS MIRACLE GRO CO CL A 810186106 11245 242622 SH SOLE 242622 0 0 D SCRIPPS E W CO OHIO CL A NEW 811054402 158 18648 SH SOLE 18648 0 0 D SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 10010 225703 SH SOLE 225703 0 0 D SEACOR HOLDINGS INC COM 811904101 2007 24883 SH SOLE 24883 0 0 D SEAHAWK DRILLING INC COM 81201R107 239 12656 SH SOLE 12656 0 0 D SEALED AIR CORP NEW COM 81211K100 3677 174408 SH SOLE 174408 0 0 D SEARS HLDGS CORP COM 812350106 5935 54736 SH SOLE 54736 0 0 D SEATTLE GENETICS INC COM 812578102 1215 101731 SH SOLE 101731 0 0 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 821 25000 SH SOLE 25000 0 0 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 57334 1935000 SH SOLE 1935000 0 0 D SEMPRA ENERGY COM 816851109 15312 306847 SH SOLE 306847 0 0 D SENECA FOODS CORP NEW CL A 817070501 263 9020 SH SOLE 9020 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 5090 229819 SH SOLE 229819 0 0 D SERVICE CORP INTL COM 817565104 2533 275955 SH SOLE 275955 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 3112 157000 SH SOLE 157000 0 0 D SHAW GROUP INC COM 820280105 3163 91889 SH SOLE 91889 0 0 D SHERWIN WILLIAMS CO COM 824348106 7259 107261 SH SOLE 107261 0 0 D SHORETEL INC COM 825211105 1082 163690 SH SOLE 163690 0 0 D SHUFFLE MASTER INC COM 825549108 1405 171531 SH SOLE 171531 0 0 D SIERRA WIRELESS INC COM 826516106 208 24731 SH SOLE 24731 0 0 D SIGMA ALDRICH CORP COM 826552101 7634 142267 SH SOLE 142267 0 0 D SILICON LABORATORIES INC COM 826919102 6304 132239 SH SOLE 132239 0 0 D SILVER WHEATON CORP COM 828336107 3933 250163 SH SOLE 250163 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 49570 590826 SH SOLE 590826 0 0 D SIMPSON MANUFACTURING CO INC COM 829073105 5052 181977 SH SOLE 181977 0 0 D SKYWEST INC COM 830879102 1837 128670 SH SOLE 128670 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 7952 509758 SH SOLE 509758 0 0 D SMITH A O COM 831865209 7341 139648 SH SOLE 139648 0 0 D SMITH INTL INC COM 832110100 13378 312414 SH SOLE 312414 0 0 D SMITHFIELD FOODS INC COM 832248108 3188 153720 SH SOLE 153720 0 0 D SMUCKER J M CO COM NEW 832696405 7848 130231 SH SOLE 130231 0 0 D SNAP ON INC COM 833034101 3179 73353 SH SOLE 73353 0 0 D SOHU COM INC COM 83408W103 1803 33027 SH SOLE 33027 0 0 D SONIC CORP COM 835451105 9116 824973 SH SOLE 824973 0 0 D SONOCO PRODS CO COM 835495102 3379 109746 SH SOLE 109746 0 0 D SONOSITE INC COM 83568G104 3596 111981 SH SOLE 111981 0 0 D SOUTHERN CO COM 842587107 32861 990984 SH SOLE 990984 0 0 D SOUTHERN COPPER CORP COM 84265V105 8446 266680 SH SOLE 266680 0 0 D SOUTHERN UN CO NEW COM 844030106 3104 122348 SH SOLE 122348 0 0 D SOUTHWEST AIRLS CO COM 844741108 14633 1106881 SH SOLE 1106881 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 73199 1797626 SH SOLE 1797626 0 0 D SOVRAN SELF STORAGE INC COM 84610H108 288 8250 SH SOLE 8250 0 0 D SPECTRA ENERGY CORP COM 847560109 18355 814695 SH SOLE 814695 0 0 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 4313 184461 SH SOLE 184461 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 13707 3607124 SH SOLE 3607124 0 0 D STAGE STORES INC COM NEW 85254C305 335 21758 SH SOLE 21758 0 0 D STANCORP FINL GROUP INC COM 852891100 2568 53913 SH SOLE 53913 0 0 D STANDARD MICROSYSTEMS CORP COM 853626109 5329 228893 SH SOLE 228893 0 0 D STANLEY BLACK & DECKER INC COM 854502101 9832 171265 SH SOLE 171265 0 0 D STANLEY INC COM 854532108 9113 322131 SH SOLE 322131 0 0 D STAPLES INC COM 855030102 20130 860631 SH SOLE 860631 0 0 D STARBUCKS CORP COM 855244109 34836 1435349 SH SOLE 1435349 0 0 D STARWOOD HOTELS&RESORTS WRLD COM 85590A401 10339 221669 SH SOLE 221669 0 0 D STATE STR CORP COM 857477103 36386 806063 SH SOLE 806063 0 0 D STEAK N SHAKE CO COM NEW 857873202 674 1769 SH SOLE 1769 0 0 D STEEL DYNAMICS INC COM 858119100 4133 236603 SH SOLE 236603 0 0 D STEPAN CO COM 858586100 1095 19594 SH SOLE 19594 0 0 D STERICYCLE INC COM 858912108 6145 112748 SH SOLE 112748 0 0 D STIFEL FINL CORP COM 860630102 1976 36763 SH SOLE 36763 0 0 D STONE ENERGY CORP COM 861642106 1169 65869 SH SOLE 65869 0 0 D STRAYER ED INC COM 863236105 4198 17238 SH SOLE 17238 0 0 D STRYKER CORP COM 863667101 23769 415394 SH SOLE 415394 0 0 D SUN LIFE FINL INC COM 866796105 6287 195237 SH SOLE 195237 0 0 D SUNCOR ENERGY INC NEW COM 867224107 37272 1144883 SH SOLE 1144883 0 0 D SUNOCO INC COM 86764P109 4385 147610 SH SOLE 147610 0 0 D SUNPOWER CORP COM CL A 867652109 2005 106096 SH SOLE 106096 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 1439 128800 SH SOLE 128800 0 0 D SUNTRUST BKS INC COM 867914103 14694 548490 SH SOLE 548490 0 0 D SUPERGEN INC COM 868059106 4905 1532821 SH SOLE 1532821 0 0 D SUPERIOR ENERGY SVCS INC COM 868157108 1806 85924 SH SOLE 85924 0 0 D SUPERVALU INC COM 868536103 3888 233119 SH SOLE 233119 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 9226 940450 SH SOLE 940450 0 0 D SYBASE INC COM 871130100 5764 123647 SH SOLE 123647 0 0 D SYMANTEC CORP COM 871503108 32920 1945624 SH SOLE 1945624 0 0 D SYMETRA FINL CORP COM 87151Q106 507 38440 SH SOLE 38440 0 0 D SYNOPSYS INC COM 871607107 4601 205677 SH SOLE 205677 0 0 D SYNOVUS FINL CORP COM 87161C105 1371 416784 SH SOLE 416784 0 0 D SYSCO CORP COM 871829107 26980 914581 SH SOLE 914581 0 0 D TCF FINL CORP COM 872275102 2487 156010 SH SOLE 156010 0 0 D TD AMERITRADE HLDG CORP COM 87236Y108 6630 347846 SH SOLE 347846 0 0 D TECO ENERGY INC COM 872375100 3720 234086 SH SOLE 234086 0 0 D TFS FINL CORP COM 87240R107 1217 91154 SH SOLE 91154 0 0 D TICC CAPITAL CORP COM 87244T109 234 35500 SH SOLE 35500 0 0 D TJX COS INC NEW COM 872540109 33667 791797 SH SOLE 791797 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 2695 94296 SH SOLE 94296 0 0 D TTM TECHNOLOGIES INC COM 87305R109 5256 591861 SH SOLE 591861 0 0 D TW TELECOM INC COM 87311L104 3638 200450 SH SOLE 200450 0 0 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 205 19564 SH SOLE 19564 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2142 217441 SH SOLE 217441 0 0 D TALECRIS BIOTHERAPEUTICS HLD COM 874227101 1094 54915 SH SOLE 54915 0 0 D TALISMAN ENERGY INC COM 87425E103 7940 463784 SH SOLE 463784 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 2359 54650 SH SOLE 54650 0 0 D TARGET CORP COM 87612E106 83916 1595353 SH SOLE 1595353 0 0 D TASER INTL INC COM 87651B104 151 25714 SH SOLE 25714 0 0 D TAUBMAN CTRS INC COM 876664103 6282 157355 SH SOLE 157355 0 0 D TECH DATA CORP COM 878237106 2821 67332 SH SOLE 67332 0 0 D TECHNE CORP COM 878377100 2608 40954 SH SOLE 40954 0 0 D TECHNITROL INC COM 878555101 513 97186 SH SOLE 97186 0 0 D TECK RESOURCES LTD CL B 878742204 5243 120200 SH SOLE 120200 0 0 D TELEFLEX INC COM 879369106 4063 63412 SH SOLE 63412 0 0 D TELEPHONE & DATA SYS INC COM 879433100 3478 102751 SH SOLE 102751 0 0 D TELLABS INC COM 879664100 3294 435202 SH SOLE 435202 0 0 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 8696 451017 SH SOLE 451017 0 0 D TELUS CORP NON-VTG SHS 87971M202 834 23288 SH SOLE 23288 0 0 D TEMPLE INLAND INC COM 879868107 2392 117106 SH SOLE 117106 0 0 D TENET HEALTHCARE CORP COM 88033G100 7521 1314865 SH SOLE 1314865 0 0 D TERADATA CORP DEL COM 88076W103 17129 592911 SH SOLE 592911 0 0 D TERADYNE INC COM 880770102 9361 838044 SH SOLE 838044 0 0 D TEREX CORP NEW COM 880779103 2632 115897 SH SOLE 115897 0 0 D TERRA INDS INC COM 880915103 7414 162027 SH SOLE 162027 0 0 D TESORO CORP COM 881609101 2115 152145 SH SOLE 152145 0 0 D TETRA TECHNOLOGIES INC DEL COM 88162F105 10024 820269 SH SOLE 820269 0 0 D TETRA TECH INC NEW COM 88162G103 2534 110000 SH SOLE 110000 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2050 32500 SH SOLE 32500 0 0 D TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8451 445000 SH SOLE 445000 0 0 D TEXAS INSTRS INC COM 882508104 64896 2652082 SH SOLE 2652082 0 0 D TEXTRON INC COM 883203101 7297 343720 SH SOLE 343720 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 36024 700321 SH SOLE 700321 0 0 D THOMAS & BETTS CORP COM 884315102 2279 58082 SH SOLE 58082 0 0 D THOR INDS INC COM 885160101 1094 36220 SH SOLE 36220 0 0 D THORATEC CORP COM NEW 885175307 2341 70000 SH SOLE 70000 0 0 D 3M CO COM 88579Y101 113140 1353838 SH SOLE 1353838 0 0 D TIDEWATER INC COM 886423102 2688 56855 SH SOLE 56855 0 0 D TIFFANY & CO NEW COM 886547108 10304 216970 SH SOLE 216970 0 0 D TIM HORTONS INC COM 88706M103 1805 55400 SH SOLE 55400 0 0 D TIME WARNER INC COM NEW 887317303 59144 1891400 SH SOLE 1891400 0 0 D TIME WARNER CABLE INC COM 88732J207 26535 497749 SH SOLE 497749 0 0 D TIMKEN CO COM 887389104 16373 545597 SH SOLE 545597 0 0 D TITANIUM METALS CORP COM NEW 888339207 1553 93598 SH SOLE 93598 0 0 D TOLL BROTHERS INC COM 889478103 3113 149651 SH SOLE 149651 0 0 D TOMOTHERAPY INC COM 890088107 4117 1207321 SH SOLE 1207321 0 0 D TORCHMARK CORP COM 891027104 4869 90989 SH SOLE 90989 0 0 D TORO CO COM 891092108 10627 216133 SH SOLE 216133 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 63081 845430 SH SOLE 845430 0 0 D TOWERS WATSON & CO CL A 891894107 7597 159941 SH SOLE 159941 0 0 D TOTAL SYS SVCS INC COM 891906109 6832 436290 SH SOLE 436290 0 0 D TRACTOR SUPPLY CO COM 892356106 2032 35000 SH SOLE 35000 0 0 D TRANSALTA CORP COM 89346D107 789 35644 SH SOLE 35644 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 1584 30000 SH SOLE 30000 0 0 D TRANSCANADA CORP COM 89353D107 4090 111480 SH SOLE 111480 0 0 D TRANSDIGM GROUP INC COM 893641100 6534 123186 SH SOLE 123186 0 0 D TRAVELERS COMPANIES INC COM 89417E109 51515 955042 SH SOLE 955042 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 7347 255815 SH SOLE 255815 0 0 D TRINITY INDS INC NOTE 3.875% 6 896522AF6 1752 2235000 SH SOLE 2235000 0 0 D TRINITY INDS INC COM 896522109 1725 86417 SH SOLE 86417 0 0 D TRIQUINT SEMICONDUCTOR INC COM 89674K103 4900 700000 SH SOLE 700000 0 0 D TRUEBLUE INC COM 89785X101 9768 630218 SH SOLE 630218 0 0 D TYSON FOODS INC CL A 902494103 6353 331741 SH SOLE 331741 0 0 D UDR INC COM 902653104 2918 165442 SH SOLE 165442 0 0 D UGI CORP NEW COM 902681105 7631 287513 SH SOLE 287513 0 0 D US BANCORP DEL COM NEW 902973304 81730 3158049 SH SOLE 3158049 0 0 D URS CORP NEW COM 903236107 4538 91466 SH SOLE 91466 0 0 D U S G CORP COM NEW 903293405 773 45058 SH SOLE 45058 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 4379 193600 SH SOLE 193600 0 0 D ULTRA PETROLEUM CORP COM 903914109 1152 24709 SH SOLE 24709 0 0 D ULTRATECH INC COM 904034105 8803 647276 SH SOLE 647276 0 0 D UNION PAC CORP COM 907818108 53437 729016 SH SOLE 729016 0 0 D UNISOURCE ENERGY CORP COM 909205106 1850 58836 SH SOLE 58836 0 0 D UNIT CORP COM 909218109 7191 170079 SH SOLE 170079 0 0 D UNITED BANKSHARES INC WEST V COM 909907107 2633 100407 SH SOLE 100407 0 0 D UNITED NAT FOODS INC COM 911163103 5823 206996 SH SOLE 206996 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 73853 1146611 SH SOLE 1146611 0 0 D UNITED STATES CELLULAR CORP COM 911684108 709 17134 SH SOLE 17134 0 0 D UNITED STATES STL CORP NEW COM 912909108 10800 170025 SH SOLE 170025 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 108062 1468031 SH SOLE 1468031 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 5608 101361 SH SOLE 101361 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 60072 1838766 SH SOLE 1838766 0 0 D UNITRIN INC COM 913275103 1298 46282 SH SOLE 46282 0 0 D UNIVERSAL AMERICAN CORP COM 913377107 294 19098 SH SOLE 19098 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 3987 113636 SH SOLE 113636 0 0 D UNUM GROUP COM 91529Y106 9023 364281 SH SOLE 364281 0 0 D URBAN OUTFITTERS INC COM 917047102 10222 268777 SH SOLE 268777 0 0 D VCA ANTECH INC COM 918194101 2967 105858 SH SOLE 105858 0 0 D V F CORP COM 918204108 7799 97310 SH SOLE 97310 0 0 D VALEANT PHARMACEUTICALS INTL NOTE 4.000%11 91911XAD6 5041 3620000 SH SOLE 3620000 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911X104 6319 147253 SH SOLE 147253 0 0 D VALE S A ADR 91912E105 358 11116 SH SOLE 11116 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 14004 710848 SH SOLE 710848 0 0 D VALLEY NATL BANCORP COM 919794107 2585 168211 SH SOLE 168211 0 0 D VALMONT INDS INC COM 920253101 12262 148034 SH SOLE 148034 0 0 D VALSPAR CORP COM 920355104 3250 110251 SH SOLE 110251 0 0 D VARIAN MED SYS INC COM 92220P105 9332 168653 SH SOLE 168653 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 15875 479314 SH SOLE 479314 0 0 D VECTREN CORP COM 92240G101 2203 89107 SH SOLE 89107 0 0 D VENTAS INC COM 92276F100 13291 279921 SH SOLE 279921 0 0 D VERISIGN INC COM 92343E102 6522 250740 SH SOLE 250740 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 121362 3912385 SH SOLE 3912385 0 0 D VERISK ANALYTICS INC CL A 92345Y106 3731 132298 SH SOLE 132298 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 13996 342460 SH SOLE 342460 0 0 D VIACOM INC NEW CL B 92553P201 37332 1085861 SH SOLE 1085861 0 0 D VIRGIN MEDIA INC COM 92769L101 5686 329435 SH SOLE 329435 0 0 D VISA INC COM CL A 92826C839 55803 613021 SH SOLE 613021 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 2103 205564 SH SOLE 205564 0 0 D VITAMIN SHOPPE INC COM 92849E101 7633 340000 SH SOLE 340000 0 0 D VIVO PARTICIPACOES S A SPON ADR PFD N 92855S200 3040 112137 SH SOLE 112137 0 0 D VMWARE INC CL A COM 928563402 3510 65859 SH SOLE 65859 0 0 D VORNADO RLTY TR SH BEN INT 929042109 27075 357657 SH SOLE 357657 0 0 D VULCAN MATLS CO COM 929160109 6493 137442 SH SOLE 137442 0 0 D WABCO HLDGS INC COM 92927K102 2617 87477 SH SOLE 87477 0 0 D WMS INDS INC COM 929297109 12530 298767 SH SOLE 298767 0 0 D WABTEC CORP COM 929740108 2212 52522 SH SOLE 52522 0 0 D WADDELL & REED FINL INC CL A 930059100 4704 130534 SH SOLE 130534 0 0 D WAL MART STORES INC COM 931142103 213933 3847720 SH SOLE 3847720 0 0 D WALGREEN CO COM 931422109 74423 2006560 SH SOLE 2006560 0 0 D WALTER ENERGY INC COM 93317Q105 5826 63142 SH SOLE 63142 0 0 D WARNER MUSIC GROUP CORP COM 934550104 337 48763 SH SOLE 48763 0 0 D WASHINGTON FED INC COM 938824109 2508 123415 SH SOLE 123415 0 0 D WASHINGTON POST CO CL B 939640108 3008 6773 SH SOLE 6773 0 0 D WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 1560 51050 SH SOLE 51050 0 0 D WASTE CONNECTIONS INC COM 941053100 11520 339209 SH SOLE 339209 0 0 D WASTE MGMT INC DEL COM 94106L109 24706 717569 SH SOLE 717569 0 0 D WATERS CORP COM 941848103 12401 183611 SH SOLE 183611 0 0 D WATSCO INC COM 942622200 5207 91547 SH SOLE 91547 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 4841 115908 SH SOLE 115908 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 3692 118880 SH SOLE 118880 0 0 D WAUSAU PAPER CORP COM 943315101 89 10474 SH SOLE 10474 0 0 D WEBMD HEALTH CORP COM 94770V102 6690 144251 SH SOLE 144251 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 936 36660 SH SOLE 36660 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 2475 114817 SH SOLE 114817 0 0 D WELLPOINT INC COM 94973V107 48223 749044 SH SOLE 749044 0 0 D WELLS FARGO & CO NEW COM 949746101 239978 7711390 SH SOLE 7711390 0 0 D WENDYS ARBYS GROUP INC COM 950587105 1901 380204 SH SOLE 380204 0 0 D WESCO FINL CORP COM 950817106 574 1488 SH SOLE 1488 0 0 D WESCO INTL INC COM 95082P105 2182 62858 SH SOLE 62858 0 0 D WESTAR ENERGY INC COM 95709T100 2665 119486 SH SOLE 119486 0 0 D WESTERN DIGITAL CORP COM 958102105 19032 488130 SH SOLE 488130 0 0 D WESTERN UN CO COM 959802109 21831 1287229 SH SOLE 1287229 0 0 D WEYERHAEUSER CO COM 962166104 10522 232431 SH SOLE 232431 0 0 D WHIRLPOOL CORP COM 963320106 8828 101181 SH SOLE 101181 0 0 D WHITING PETE CORP NEW COM 966387102 4520 55911 SH SOLE 55911 0 0 D WHITNEY HLDG CORP COM 966612103 2663 193124 SH SOLE 193124 0 0 D WHOLE FOODS MKT INC COM 966837106 9707 268534 SH SOLE 268534 0 0 D WILEY JOHN & SONS INC CL A 968223206 2396 55369 SH SOLE 55369 0 0 D WILLIAMS COS INC DEL COM 969457100 16932 732988 SH SOLE 732988 0 0 D WILLIAMS SONOMA INC COM 969904101 3112 118354 SH SOLE 118354 0 0 D WILMINGTON TRUST CORP COM 971807102 1661 100249 SH SOLE 100249 0 0 D WINDSTREAM CORP COM 97381W104 6527 599330 SH SOLE 599330 0 0 D WINNEBAGO INDS INC COM 974637100 1358 92976 SH SOLE 92976 0 0 D WISCONSIN ENERGY CORP COM 976657106 7295 147647 SH SOLE 147647 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 5540 190000 SH SOLE 190000 0 0 D WOODWARD GOVERNOR CO COM 980745103 11798 368932 SH SOLE 368932 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 5216 202724 SH SOLE 202724 0 0 D WYNN RESORTS LTD COM 983134107 5582 73616 SH SOLE 73616 0 0 D XTO ENERGY INC COM 98385X106 34541 732114 SH SOLE 732114 0 0 D X-RITE INC COM 983857103 1826 602515 SH SOLE 602515 0 0 D XCEL ENERGY INC COM 98389B100 12202 575576 SH SOLE 575576 0 0 D XILINX INC COM 983919101 10767 422218 SH SOLE 422218 0 0 D XEROX CORP COM 984121103 14782 1516124 SH SOLE 1516124 0 0 D YAHOO INC COM 984332106 34858 2108769 SH SOLE 2108769 0 0 D YAMANA GOLD INC COM 98462Y100 1241 125313 SH SOLE 125313 0 0 D YUM BRANDS INC COM 988498101 23661 617293 SH SOLE 617293 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 10796 364731 SH SOLE 364731 0 0 D ZEP INC COM 98944B108 1712 78232 SH SOLE 78232 0 0 D ZIMMER HLDGS INC COM 98956P102 18825 317986 SH SOLE 317986 0 0 D ZIONS BANCORPORATION COM 989701107 3609 165415 SH SOLE 165415 0 0 S REPORT SUMMARY 1380 DATA RECORDS 21003604 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
-----END PRIVACY-ENHANCED MESSAGE-----