0001097241-11-000024.txt : 20110805 0001097241-11-000024.hdr.sgml : 20110805 20110805091459 ACCESSION NUMBER: 0001097241-11-000024 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110805 DATE AS OF CHANGE: 20110805 EFFECTIVENESS DATE: 20110805 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: 111012327 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 swb2q11.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 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 August 4, 2011 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: 1,359 Form 13F Information Table Value Total: $27,350,585(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 DEUTSCHE BANK AG NAMEN AKT D18190898 71932 1217501 SH SOLE 1217501 0 0 D AMDOCS LTD ORD G02602103 6607 217399 SH SOLE 217399 0 0 D ARCH CAP GROUP LTD ORD G0450A105 5155 161502 SH SOLE 161502 0 0 D ARGO GROUP INTL HLDGS LTD COM G0464B107 7638 257000 SH SOLE 257000 0 0 D ASPEN INSURANCE HOLDINGS LTD SHS G05384105 2133 82892 SH SOLE 82892 0 0 D ASSURED GUARANTY LTD COM G0585R106 6942 425643 SH SOLE 425643 0 0 D AXIS CAPITAL HOLDINGS SHS G0692U109 4870 157292 SH SOLE 157292 0 0 D ACCENTURE PLC IRELAND SHS CLASS A G1151C101 72385 1198030 SH SOLE 1198030 0 0 D BUNGE LIMITED COM G16962105 12743 184815 SH SOLE 184815 0 0 D CHINA YUCHAI INTL LTD COM G21082105 2084 98751 SH SOLE 98751 0 0 D COOPER INDUSTRIES PLC SHS G24140108 25031 419486 SH SOLE 419486 0 0 D COVIDIEN PLC SHS G2554F113 53608 1007101 SH SOLE 1007101 0 0 D ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1961 47445 SH SOLE 47445 0 0 D EVEREST RE GROUP LTD COM G3223R108 4624 56560 SH SOLE 56560 0 0 D FREESCALE SEMICONDUCTOR HLDG SHS OLD G3727Q101 935 50820 SH SOLE 50820 0 0 D GENPACT LIMITED SHS G3922B107 2545 147615 SH SOLE 147615 0 0 D GLOBAL SOURCES LTD ORD G39300101 164 17870 SH SOLE 17870 0 0 D HERBALIFE LTD COM USD SHS G4412G101 23108 400902 SH SOLE 400902 0 0 D INGERSOLL-RAND PLC SHS G47791101 24906 548470 SH SOLE 548470 0 0 D INVESCO LTD SHS G491BT108 18079 772626 SH SOLE 772626 0 0 D KOSMOS ENERGY LTD SHS G5315B107 654 38540 SH SOLE 38540 0 0 D LAZARD LTD SHS A G54050102 11407 307468 SH SOLE 307468 0 0 D MAIDEN HOLDINGS LTD SHS G5753U112 125 13789 SH SOLE 13789 0 0 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 8783 594881 SH SOLE 594881 0 0 D MONTPELIER RE HOLDINGS LTD SHS G62185106 5528 307100 SH SOLE 307100 0 0 D NABORS INDUSTRIES LTD SHS G6359F103 9406 381743 SH SOLE 381743 0 0 D PARTNERRE LTD COM G6852T105 8119 117924 SH SOLE 117924 0 0 D RENAISSANCERE HOLDINGS LTD COM G7496G103 5516 78853 SH SOLE 78853 0 0 D SEAGATE TECHNOLOGY PLC SHS G7945M107 8665 536200 SH SOLE 536200 0 0 D SIGNET JEWELERS LIMITED SHS G81276100 4760 101683 SH SOLE 101683 0 0 D UTI WORLDWIDE INC ORD G87210103 6416 325873 SH SOLE 325873 0 0 D VALIDUS HOLDINGS LTD COM SHS G9319H102 10965 354269 SH SOLE 354269 0 0 D WARNER CHILCOTT PLC IRELAND SHS A G94368100 5873 243384 SH SOLE 243384 0 0 D WHITE MTNS INS GROUP LTD COM G9618E107 3386 8060 SH SOLE 8060 0 0 D WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 2841 69120 SH SOLE 69120 0 0 D XL GROUP PLC SHS G98290102 8320 378538 SH SOLE 378538 0 0 D ACE LTD SHS H0023R105 62901 955647 SH SOLE 955647 0 0 D ALLIED WRLD ASSUR COM HLDG A SHS H01531104 2557 44406 SH SOLE 44406 0 0 D WEATHERFORD INTERNATIONAL LT REG SHS H27013103 9989 532725 SH SOLE 532725 0 0 D FOSTER WHEELER AG COM H27178104 1613 53097 SH SOLE 53097 0 0 D GARMIN LTD SHS H2906T109 4157 125856 SH SOLE 125856 0 0 D NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1576 39993 SH SOLE 39993 0 0 D TE CONNECTIVITY LTD REG SHS H84989104 23450 637929 SH SOLE 637929 0 0 D TRANSOCEAN LTD REG SHS H8817H100 22511 346517 SH SOLE 346517 0 0 D TYCO INTERNATIONAL LTD SHS H89128104 34193 691738 SH SOLE 691738 0 0 D UBS AG SHS NEW H89231338 70129 3851824 SH SOLE 3851824 0 0 D CELLCOM ISRAEL LTD SHS M2196U109 805 29001 SH SOLE 29001 0 0 D ELBIT SYS LTD ORD M3760D101 408 8614 SH SOLE 8614 0 0 D MELLANOX TECHNOLOGIES LTD SHS M51363113 1864 62540 SH SOLE 62540 0 0 D NOVA MEASURING INSTRUMENTS L COM M7516K103 211 20891 SH SOLE 20891 0 0 D ORBOTECH LTD ORD M75253100 873 68503 SH SOLE 68503 0 0 D CNH GLOBAL N V SHS NEW N20935206 1198 30995 SH SOLE 30995 0 0 D CORE LABORATORIES N V COM N22717107 6673 59823 SH SOLE 59823 0 0 D LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17771 461341 SH SOLE 461341 0 0 D NIELSEN HOLDINGS N V COM N63218106 2941 94370 SH SOLE 94370 0 0 D NXP SEMICONDUCTORS N V COM N6596X109 3187 119220 SH SOLE 119220 0 0 D QIAGEN N V ORD 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161090 SH SOLE 161090 0 0 D AVX CORP NEW COM 002444107 859 56393 SH SOLE 56393 0 0 D AARONS INC COM PAR $0.50 002535300 7310 258685 SH SOLE 258685 0 0 D ABBOTT LABS COM 002824100 130309 2476424 SH SOLE 2476424 0 0 D ABERCROMBIE & FITCH CO CL A 002896207 6961 104014 SH SOLE 104014 0 0 D ACHILLION PHARMACEUTICALS IN COM 00448Q201 2418 325000 SH SOLE 325000 0 0 D ACME PACKET INC COM 004764106 5570 79420 SH SOLE 79420 0 0 D ACTIVISION BLIZZARD INC COM 00507V109 13277 1136732 SH SOLE 1136732 0 0 D ACUITY BRANDS INC COM 00508Y102 10803 193663 SH SOLE 193663 0 0 D ADEPT TECHNOLOGY INC COM NEW 006854202 3334 837609 SH SOLE 837609 0 0 D ADOBE SYS INC COM 00724F101 43071 1369501 SH SOLE 1369501 0 0 D ADVANCE AMER CASH ADVANCE CT COM 00739W107 571 82900 SH SOLE 82900 0 0 D ADVANCE AUTO PARTS INC COM 00751Y106 11217 191777 SH SOLE 191777 0 0 D AEHR TEST SYSTEMS COM 00760J108 1134 837166 SH SOLE 837166 0 0 D AECOM TECHNOLOGY CORP DELAWA COM 00766T100 3816 139576 SH SOLE 139576 0 0 D ADVANCED MICRO DEVICES INC NOTE 6.000% 5 007903AL1 2230 2200000 SH SOLE 2200000 0 0 D ADVANCED MICRO DEVICES INC COM 007903107 5031 719791 SH SOLE 719791 0 0 D AETNA INC NEW COM 00817Y108 28536 647211 SH SOLE 647211 0 0 D AFFILIATED MANAGERS GROUP COM 008252108 6184 60957 SH SOLE 60957 0 0 D AFFYMAX INC COM 00826A109 1546 225000 SH SOLE 225000 0 0 D AGILENT TECHNOLOGIES INC COM 00846U101 41349 809023 SH SOLE 809023 0 0 D AGNICO EAGLE MINES LTD COM 008474108 5618 88912 SH SOLE 88912 0 0 D AGRIUM INC COM 008916108 10754 122545 SH SOLE 122545 0 0 D AIR LEASE CORP CL A 00912X302 989 40720 SH SOLE 40720 0 0 D AIR METHODS CORP COM PAR $.06 009128307 9031 120838 SH SOLE 120838 0 0 D AIR PRODS & CHEMS INC COM 009158106 53392 558608 SH SOLE 558608 0 0 D AIRGAS INC COM 009363102 6439 91927 SH SOLE 91927 0 0 D AKAMAI TECHNOLOGIES INC COM 00971T101 7066 224528 SH SOLE 224528 0 0 D ALBANY INTL CORP CL A 012348108 3096 117319 SH SOLE 117319 0 0 D ALBEMARLE CORP COM 012653101 8199 118484 SH SOLE 118484 0 0 D ALCOA INC COM 013817101 24715 1558352 SH SOLE 1558352 0 0 D ALEXANDER & BALDWIN INC COM 014482103 2345 48699 SH SOLE 48699 0 0 D ALERE INC COM 01449J105 3667 100136 SH SOLE 100136 0 0 D ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7133 92136 SH SOLE 92136 0 0 D ALEXION PHARMACEUTICALS INC COM 015351109 32233 685374 SH SOLE 685374 0 0 D ALLEGHANY CORP DEL COM 017175100 2580 7744 SH SOLE 7744 0 0 D ALLEGHENY TECHNOLOGIES INC COM 01741R102 7888 124284 SH SOLE 124284 0 0 D ALLERGAN INC COM 018490102 40722 489156 SH SOLE 489156 0 0 D ALLIANCE DATA SYSTEMS CORP COM 018581108 13052 138750 SH SOLE 138750 0 0 D ALLIANCE ONE INTL INC COM 018772103 269 83339 SH SOLE 83339 0 0 D ALLIANT ENERGY CORP COM 018802108 6017 147972 SH SOLE 147972 0 0 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 9 018804AN4 231 230000 SH SOLE 230000 0 0 D ALLIANT TECHSYSTEMS INC COM 018804104 11363 159297 SH SOLE 159297 0 0 D ALLIED NEVADA GOLD CORP COM 019344100 4742 134080 SH SOLE 134080 0 0 D ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4746 244362 SH SOLE 244362 0 0 D ALLSTATE CORP COM 020002101 34680 1135925 SH SOLE 1135925 0 0 D ALPHA NATURAL RESOURCES INC COM 02076X102 13689 301245 SH SOLE 301245 0 0 D ALTERA CORP COM 021441100 19464 419938 SH SOLE 419938 0 0 D ALTRIA GROUP INC COM 02209S103 101527 3844253 SH SOLE 3844253 0 0 D AMAZON COM INC COM 023135106 109521 535583 SH SOLE 535583 0 0 D AMEDISYS INC COM 023436108 2158 81047 SH SOLE 81047 0 0 D AMEREN CORP COM 023608102 9275 321606 SH SOLE 321606 0 0 D AMERICAN ASSETS TR INC COM 024013104 745 33200 SH SOLE 33200 0 0 D AMERICAN CAMPUS CMNTYS INC COM 024835100 3818 107500 SH SOLE 107500 0 0 D AMERICAN CAPITAL AGENCY CORP COM 02503X105 4392 150860 SH SOLE 150860 0 0 D AMERICAN CAP LTD COM 02503Y103 4101 412980 SH SOLE 412980 0 0 D AMERICAN DENTAL PARTNERS COM 025353103 151 11628 SH SOLE 11628 0 0 D AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11771 923190 SH SOLE 923190 0 0 D AMERICAN ELEC PWR INC COM 025537101 24212 642573 SH SOLE 642573 0 0 D AMERICAN EQTY INVT LIFE HLD COM 025676206 2389 188000 SH SOLE 188000 0 0 D AMERICAN EXPRESS CO COM 025816109 91525 1770310 SH SOLE 1770310 0 0 D AMERICAN FINL GROUP INC OHIO COM 025932104 3359 94114 SH SOLE 94114 0 0 D AMERICAN INTL GROUP INC COM NEW 026874784 15900 542309 SH SOLE 542309 0 0 D AMERICAN NATL INS CO COM 028591105 623 8039 SH SOLE 8039 0 0 D AMERICAN TOWER CORP CL A 029912201 27661 528596 SH SOLE 528596 0 0 D AMERICAN WTR WKS CO INC NEW COM 030420103 6887 233858 SH SOLE 233858 0 0 D AMERISAFE INC COM 03071H100 6786 300000 SH SOLE 300000 0 0 D AMERISOURCEBERGEN CORP COM 03073E105 31994 772812 SH SOLE 772812 0 0 D AMERIGROUP CORP COM 03073T102 4298 60993 SH SOLE 60993 0 0 D AMERIPRISE FINL INC COM 03076C106 26463 458797 SH SOLE 458797 0 0 D AMETEK INC NEW COM 031100100 13736 305919 SH SOLE 305919 0 0 D AMGEN INC COM 031162100 104502 1790960 SH SOLE 1790960 0 0 D AMPHENOL CORP NEW CL A 032095101 11979 221881 SH SOLE 221881 0 0 D AMSURG CORP COM 03232P405 4627 177076 SH SOLE 177076 0 0 D AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6 032346AF5 2610 2884000 SH SOLE 2884000 0 0 D AMYLIN PHARMACEUTICALS INC COM 032346108 2047 153188 SH SOLE 153188 0 0 D ANADARKO PETE CORP COM 032511107 52694 686477 SH SOLE 686477 0 0 D ANALOG DEVICES INC COM 032654105 13733 350880 SH SOLE 350880 0 0 D ANALOGIC CORP COM PAR $0.05 032657207 2559 48650 SH SOLE 48650 0 0 D ANCHOR BANCORP WIS INC COM 032839102 51 71589 SH SOLE 71589 0 0 D ANIXTER INTL INC COM 035290105 8848 135420 SH SOLE 135420 0 0 D ANN INC COM 035623107 8694 333112 SH SOLE 333112 0 0 D ANNALY CAP MGMT INC COM 035710409 20456 1133925 SH SOLE 1133925 0 0 D ANSYS INC COM 03662Q105 19992 365688 SH SOLE 365688 0 0 D AON CORP COM 037389103 25321 493580 SH SOLE 493580 0 0 D APACHE CORP COM 037411105 67383 546098 SH SOLE 546098 0 0 D APACHE CORP PFD CONV SER D 037411808 232 3530 SH SOLE 3530 0 0 D APARTMENT INVT & MGMT CO CL A 03748R101 3573 139944 SH SOLE 139944 0 0 D APOLLO GROUP INC CL A 037604105 8355 191284 SH SOLE 191284 0 0 D APPLE INC 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14670 SH SOLE 14670 0 0 D SCHLUMBERGER LTD COM 806857108 202187 2340123 SH SOLE 2340123 0 0 D SCHNITZER STL INDS CL A 806882106 1492 25908 SH SOLE 25908 0 0 D SCHULMAN A INC COM 808194104 5668 225000 SH SOLE 225000 0 0 D SCHWAB CHARLES CORP NEW COM 808513105 26602 1617123 SH SOLE 1617123 0 0 D SCOTTS MIRACLE GRO CO CL A 810186106 12592 245411 SH SOLE 245411 0 0 D SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 5360 109648 SH SOLE 109648 0 0 D SEACOR HOLDINGS INC COM 811904101 2538 25393 SH SOLE 25393 0 0 D SEALED AIR CORP NEW COM 81211K100 4461 187527 SH SOLE 187527 0 0 D SEARS HLDGS CORP COM 812350106 3234 45272 SH SOLE 45272 0 0 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 153 10000 SH SOLE 10000 0 0 D SEMPRA ENERGY COM 816851109 22630 427956 SH SOLE 427956 0 0 D SENIOR HSG PPTYS TR SH BEN INT 81721M109 5839 249439 SH SOLE 249439 0 0 D SERVICE CORP INTL COM 817565104 3266 279648 SH SOLE 279648 0 0 D SHANDA GAMES LTD SP ADR REPTG A 81941U105 1800 276041 SH SOLE 276041 0 0 D SHAW COMMUNICATIONS INC CL B CONV 82028K200 3129 137306 SH SOLE 137306 0 0 D SHAW GROUP INC COM 820280105 2554 84538 SH SOLE 84538 0 0 D SHERWIN WILLIAMS CO COM 824348106 11985 142894 SH SOLE 142894 0 0 D SHORETEL INC COM 825211105 1670 163690 SH SOLE 163690 0 0 D SIGMA ALDRICH CORP COM 826552101 10880 148266 SH SOLE 148266 0 0 D SILICON LABORATORIES INC COM 826919102 2151 52139 SH SOLE 52139 0 0 D SILGAN HOLDINGS INC COM 827048109 3038 74140 SH SOLE 74140 0 0 D SILVER WHEATON CORP COM 828336107 6092 184714 SH SOLE 184714 0 0 D SIMON PPTY GROUP INC NEW COM 828806109 72696 625453 SH SOLE 625453 0 0 D SIMPSON MANUFACTURING CO INC COM 829073105 5436 181977 SH SOLE 181977 0 0 D SIRONA DENTAL SYSTEMS INC COM 82966C103 4434 83500 SH SOLE 83500 0 0 D SIRIUS XM RADIO INC COM 82967N108 10121 4621368 SH SOLE 4621368 0 0 D SKYWEST INC COM 830879102 1958 130000 SH SOLE 130000 0 0 D SKYWORKS SOLUTIONS INC COM 83088M102 26200 1140130 SH SOLE 1140130 0 0 D SMART TECHNOLOGIES INC CL A SUB VTG S 83172R108 214 37457 SH SOLE 37457 0 0 D SMITH A O COM 831865209 9178 216971 SH SOLE 216971 0 0 D SMITHFIELD FOODS INC COM 832248108 4258 194691 SH SOLE 194691 0 0 D SMUCKER J M CO COM NEW 832696405 11976 156666 SH SOLE 156666 0 0 D SNAP ON INC COM 833034101 4258 68144 SH SOLE 68144 0 0 D SNYDERS-LANCE INC COM 833551104 2596 120000 SH SOLE 120000 0 0 D SOLERA HOLDINGS INC COM 83421A104 14284 241440 SH SOLE 241440 0 0 D SOLUTIA INC COM NEW 834376501 4181 182980 SH SOLE 182980 0 0 D SONIC CORP COM 835451105 4874 458481 SH SOLE 458481 0 0 D SONOCO PRODS CO COM 835495102 9796 275632 SH SOLE 275632 0 0 D SONOSITE INC COM 83568G104 4571 129981 SH SOLE 129981 0 0 D SOUTHERN CO COM 842587107 56318 1394700 SH SOLE 1394700 0 0 D SOUTHERN COPPER CORP COM 84265V105 19817 602877 SH SOLE 602877 0 0 D SOUTHERN UN CO NEW COM 844030106 5863 146035 SH SOLE 146035 0 0 D SOUTHWEST AIRLS CO COM 844741108 11363 995035 SH SOLE 995035 0 0 D SOUTHWESTERN ENERGY CO COM 845467109 74937 1747605 SH SOLE 1747605 0 0 D SPECTRA ENERGY CORP COM 847560109 23680 863912 SH SOLE 863912 0 0 D SPECTRANETICS CORP COM 84760C107 933 150000 SH SOLE 150000 0 0 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3536 160748 SH SOLE 160748 0 0 D SPREADTRUM COMMUNICATIONS IN ADR 849415203 1014 64343 SH SOLE 64343 0 0 D SPRINT NEXTEL CORP COM SER 1 852061100 27712 5141295 SH SOLE 5141295 0 0 D STANCORP FINL GROUP INC COM 852891100 2235 52975 SH SOLE 52975 0 0 D STANDARD MICROSYSTEMS CORP COM 853626109 4857 179969 SH SOLE 179969 0 0 D STANLEY BLACK & DECKER INC COM 854502101 14184 196862 SH SOLE 196862 0 0 D STAPLES INC COM 855030102 13195 835126 SH SOLE 835126 0 0 D STARBUCKS CORP COM 855244109 39368 996899 SH SOLE 996899 0 0 D STARWOOD HOTELS&RESORTS WRLD COM 85590A401 19795 353235 SH SOLE 353235 0 0 D STATE STR CORP COM 857477103 49806 1104583 SH SOLE 1104583 0 0 D STEEL DYNAMICS INC COM 858119100 5003 307900 SH SOLE 307900 0 0 D STEPAN CO COM 858586100 872 12296 SH SOLE 12296 0 0 D STERICYCLE INC COM 858912108 22604 253633 SH SOLE 253633 0 0 D STEWART ENTERPRISES INC NOTE 3.125% 7 860370AH8 204 200000 SH SOLE 200000 0 0 D STIFEL FINL CORP COM 860630102 7262 202500 SH SOLE 202500 0 0 D STONE ENERGY CORP COM 861642106 2002 65869 SH SOLE 65869 0 0 D STRATEGIC HOTELS & RESORTS I COM 86272T106 1933 273000 SH SOLE 273000 0 0 D STRYKER CORP COM 863667101 23954 408139 SH SOLE 408139 0 0 D SUN HEALTHCARE GROUP INC NEW COM 86677E100 346 43136 SH SOLE 43136 0 0 D SUN LIFE FINL INC COM 866796105 21146 702525 SH SOLE 702525 0 0 D SUNCOR ENERGY INC NEW COM 867224107 61967 1582120 SH SOLE 1582120 0 0 D SUNOPTA INC COM 8676EP108 91 12796 SH SOLE 12796 0 0 D SUNOCO INC COM 86764P109 6715 160984 SH SOLE 160984 0 0 D SUNPOWER CORP COM CL A 867652109 2241 115947 SH SOLE 115947 0 0 D SUNSTONE HOTEL INVS INC NEW COM 867892101 531 57300 SH SOLE 57300 0 0 D SUNTRUST BKS INC COM 867914103 16942 656671 SH SOLE 656671 0 0 D SUPERGEN INC COM 868059106 3690 1238187 SH SOLE 1238187 0 0 D SUPERIOR ENERGY SVCS INC COM 868157108 3880 104468 SH SOLE 104468 0 0 D SUPERVALU INC COM 868536103 5922 629325 SH SOLE 629325 0 0 D SUSQUEHANNA BANCSHARES INC P COM 869099101 6000 750000 SH SOLE 750000 0 0 D SYMANTEC CORP COM 871503108 39682 2012271 SH SOLE 2012271 0 0 D SYNOPSYS INC COM 871607107 4416 171748 SH SOLE 171748 0 0 D SYNOVUS FINL CORP COM 87161C105 1913 919585 SH SOLE 919585 0 0 D SYSCO CORP COM 871829107 26536 851060 SH SOLE 851060 0 0 D TCF FINL CORP COM 872275102 2570 186223 SH SOLE 186223 0 0 D TD AMERITRADE HLDG CORP COM 87236Y108 7303 374310 SH SOLE 374310 0 0 D TECO ENERGY INC COM 872375100 4754 251692 SH SOLE 251692 0 0 D TFS FINL CORP COM 87240R107 905 93529 SH SOLE 93529 0 0 D TJX COS INC NEW COM 872540109 23751 452150 SH SOLE 452150 0 0 D TRW AUTOMOTIVE HLDGS CORP COM 87264S106 18155 307551 SH SOLE 307551 0 0 D TTM TECHNOLOGIES INC COM 87305R109 5046 315000 SH SOLE 315000 0 0 D TW TELECOM INC COM 87311L104 3622 176429 SH SOLE 176429 0 0 D TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3322 217441 SH SOLE 217441 0 0 D TALISMAN ENERGY INC COM 87425E103 11143 542853 SH SOLE 542853 0 0 D TANGER FACTORY OUTLET CTRS I COM 875465106 2943 109950 SH SOLE 109950 0 0 D TARGET CORP COM 87612E106 83590 1781914 SH SOLE 1781914 0 0 D TAUBMAN CTRS INC COM 876664103 10122 170980 SH SOLE 170980 0 0 D TECH DATA CORP COM 878237106 8723 178424 SH SOLE 178424 0 0 D TECHNE CORP COM 878377100 6293 75483 SH SOLE 75483 0 0 D TECK RESOURCES LTD CL B 878742204 27288 537250 SH SOLE 537250 0 0 D TELE NORTE LESTE PART S A SPON ADR PFD 879246106 3666 235933 SH SOLE 235933 0 0 D TELECOM ARGENTINA S A SPON ADR REP B 879273209 1135 43549 SH SOLE 43549 0 0 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 24141 812831 SH SOLE 812831 0 0 D TELEFLEX INC COM 879369106 2880 47161 SH SOLE 47161 0 0 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 13167 798016 SH SOLE 798016 0 0 D TELEPHONE & DATA SYS INC COM 879433100 3292 105917 SH SOLE 105917 0 0 D TELLABS INC COM 879664100 1961 425415 SH SOLE 425415 0 0 D TELUS CORP NON-VTG SHS 87971M202 4163 79055 SH SOLE 79055 0 0 D TEMPLE INLAND INC COM 879868107 3772 126828 SH SOLE 126828 0 0 D TEMPUR PEDIC INTL INC COM 88023U101 12679 186953 SH SOLE 186953 0 0 D TENET HEALTHCARE CORP COM 88033G100 3577 573285 SH SOLE 573285 0 0 D TERADATA CORP DEL COM 88076W103 13712 227778 SH SOLE 227778 0 0 D TERADYNE INC COM 880770102 3214 217152 SH SOLE 217152 0 0 D TEREX CORP NEW COM 880779103 3651 128342 SH SOLE 128342 0 0 D TESLA MTRS INC COM 88160R101 1745 59914 SH SOLE 59914 0 0 D TESORO CORP COM 881609101 3857 168348 SH SOLE 168348 0 0 D TETRA TECHNOLOGIES INC DEL COM 88162F105 7655 601351 SH SOLE 601351 0 0 D TEVA PHARMACEUTICAL INDS LTD ADR 881624209 43305 898073 SH SOLE 898073 0 0 D TEXAS CAPITAL BANCSHARES INC COM 88224Q107 13432 520000 SH SOLE 520000 0 0 D TEXAS INSTRS INC COM 882508104 99179 3020975 SH SOLE 3020975 0 0 D TEXTRON INC COM 883203101 9540 404079 SH SOLE 404079 0 0 D THERAVANCE INC COM 88338T104 1777 80000 SH SOLE 80000 0 0 D THERMO FISHER SCIENTIFIC INC COM 883556102 42422 658822 SH SOLE 658822 0 0 D THOMAS & BETTS CORP COM 884315102 3306 61397 SH SOLE 61397 0 0 D THOMSON REUTERS CORP COM 884903105 21760 579484 SH SOLE 579484 0 0 D THOR INDS INC COM 885160101 1493 51772 SH SOLE 51772 0 0 D THORATEC CORP COM NEW 885175307 3183 96991 SH SOLE 96991 0 0 D 3M CO COM 88579Y101 130832 1379360 SH SOLE 1379360 0 0 D TIBCO SOFTWARE INC COM 88632Q103 7171 247100 SH SOLE 247100 0 0 D TIDEWATER INC COM 886423102 3269 60754 SH SOLE 60754 0 0 D TIFFANY & CO NEW COM 886547108 17060 217270 SH SOLE 217270 0 0 D TIM HORTONS INC COM 88706M103 7176 147070 SH SOLE 147070 0 0 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 17884 363427 SH SOLE 363427 0 0 D TIME WARNER INC COM NEW 887317303 75980 2089093 SH SOLE 2089093 0 0 D TIME WARNER CABLE INC COM 88732J207 53827 689735 SH SOLE 689735 0 0 D TIMKEN CO COM 887389104 37238 738845 SH SOLE 738845 0 0 D TITANIUM METALS CORP COM NEW 888339207 1832 99996 SH SOLE 99996 0 0 D TOLL BROTHERS INC COM 889478103 3566 171922 SH SOLE 171922 0 0 D TORCHMARK CORP COM 891027104 5968 93044 SH SOLE 93044 0 0 D TORO CO COM 891092108 13048 215676 SH SOLE 215676 0 0 D TORONTO DOMINION BK ONT COM NEW 891160509 89704 1058618 SH SOLE 1058618 0 0 D TOWERS WATSON & CO CL A 891894107 15586 237187 SH SOLE 237187 0 0 D TOTAL SYS SVCS INC COM 891906109 3525 189712 SH SOLE 189712 0 0 D TRACTOR SUPPLY CO COM 892356106 14634 218809 SH SOLE 218809 0 0 D TRANSALTA CORP COM 89346D107 2390 112025 SH SOLE 112025 0 0 D TRANSATLANTIC HLDGS INC COM 893521104 3586 73159 SH SOLE 73159 0 0 D TRANSCANADA CORP COM 89353D107 30493 694897 SH SOLE 694897 0 0 D TRANSDIGM GROUP INC COM 893641100 20694 226938 SH SOLE 226938 0 0 D TRAVELERS COMPANIES INC COM 89417E109 59778 1023945 SH SOLE 1023945 0 0 D TREEHOUSE FOODS INC COM 89469A104 3004 55000 SH SOLE 55000 0 0 D TRIMBLE NAVIGATION LTD COM 896239100 10425 262992 SH SOLE 262992 0 0 D TRINITY INDS INC NOTE 3.875% 6 896522AF6 5704 5465000 SH SOLE 5465000 0 0 D TRINITY INDS INC COM 896522109 3263 93559 SH SOLE 93559 0 0 D TRIPLE-S MGMT CORP CL B 896749108 249 11475 SH SOLE 11475 0 0 D TRUEBLUE INC COM 89785X101 5051 348824 SH SOLE 348824 0 0 D TUPPERWARE BRANDS CORP COM 899896104 4929 73080 SH SOLE 73080 0 0 D TYSON FOODS INC NOTE 3.250%10 902494AP8 254 197000 SH SOLE 197000 0 0 D TYSON FOODS INC CL A 902494103 16830 866612 SH SOLE 866612 0 0 D UAL CORP NOTE 4.500% 6 902549AH7 1232 1230000 SH SOLE 1230000 0 0 D UDR INC COM 902653104 5456 222222 SH SOLE 222222 0 0 D UGI CORP NEW COM 902681105 7628 239203 SH SOLE 239203 0 0 D US BANCORP DEL COM NEW 902973304 84242 3302316 SH SOLE 3302316 0 0 D URS CORP NEW COM 903236107 6725 150314 SH SOLE 150314 0 0 D ULTA SALON COSMETCS & FRAG I COM 90384S303 14059 217700 SH SOLE 217700 0 0 D ULTRA PETROLEUM CORP COM 903914109 9313 203348 SH SOLE 203348 0 0 D ULTRATECH INC COM 904034105 6380 210000 SH SOLE 210000 0 0 D UNDER ARMOUR INC CL A 904311107 4215 54520 SH SOLE 54520 0 0 D UNION PAC CORP COM 907818108 86062 824352 SH SOLE 824352 0 0 D UNISOURCE ENERGY CORP COM 909205106 2196 58836 SH SOLE 58836 0 0 D UNIT CORP COM 909218109 10618 174258 SH SOLE 174258 0 0 D UNITED BANKSHARES INC WEST V COM 909907107 2458 100407 SH SOLE 100407 0 0 D UNITED CONTL HLDGS INC COM 910047109 9181 405692 SH SOLE 405692 0 0 D UNITED NAT FOODS INC COM 911163103 6516 152696 SH SOLE 152696 0 0 D UNITED PARCEL SERVICE INC CL B 911312106 73920 1013578 SH SOLE 1013578 0 0 D UNITED STATES CELLULAR CORP COM 911684108 822 16971 SH SOLE 16971 0 0 D UNITED STATES STL CORP NEW COM 912909108 12148 263864 SH SOLE 263864 0 0 D UNITED TECHNOLOGIES CORP COM 913017109 153878 1738537 SH SOLE 1738537 0 0 D UNITED THERAPEUTICS CORP DEL COM 91307C102 10039 182191 SH SOLE 182191 0 0 D UNITEDHEALTH GROUP INC COM 91324P102 96718 1875114 SH SOLE 1875114 0 0 D UNITRIN INC COM 913275103 1737 58545 SH SOLE 58545 0 0 D UNIVERSAL HLTH SVCS INC CL B 913903100 5452 105795 SH SOLE 105795 0 0 D UNUM GROUP COM 91529Y106 12527 491627 SH SOLE 491627 0 0 D URBAN OUTFITTERS INC COM 917047102 6074 215788 SH SOLE 215788 0 0 D VCA ANTECH INC COM 918194101 2145 101200 SH SOLE 101200 0 0 D V F CORP COM 918204108 11058 101857 SH SOLE 101857 0 0 D VALEANT PHARMACEUTICALS INTL COM 91911K102 21455 412903 SH SOLE 412903 0 0 D VALE S A ADR 91912E105 36138 1131070 SH SOLE 1131070 0 0 D VALERO ENERGY CORP NEW COM 91913Y100 19384 758080 SH SOLE 758080 0 0 D VALLEY NATL BANCORP COM 919794107 2707 198895 SH SOLE 198895 0 0 D VALMONT INDS INC COM 920253101 11926 123725 SH SOLE 123725 0 0 D VALSPAR CORP COM 920355104 4050 112325 SH SOLE 112325 0 0 D VARIAN MED SYS INC COM 92220P105 28598 408433 SH SOLE 408433 0 0 D VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 6133 99820 SH SOLE 99820 0 0 D VECTREN CORP COM 92240G101 2666 95688 SH SOLE 95688 0 0 D VENTAS INC COM 92276F100 14062 266777 SH SOLE 266777 0 0 D VERIFONE SYS INC COM 92342Y109 5935 133820 SH SOLE 133820 0 0 D VERISIGN INC COM 92343E102 8729 260873 SH SOLE 260873 0 0 D VERIZON COMMUNICATIONS INC COM 92343V104 157250 4223743 SH SOLE 4223743 0 0 D VERISK ANALYTICS INC CL A 92345Y106 9345 269918 SH SOLE 269918 0 0 D VERTEX PHARMACEUTICALS INC COM 92532F100 17441 335466 SH SOLE 335466 0 0 D VIACOM INC NEW CL B 92553P201 43146 845999 SH SOLE 845999 0 0 D VIRGIN MEDIA INC COM 92769L101 14184 473921 SH SOLE 473921 0 0 D VISA INC COM CL A 92826C839 51955 616598 SH SOLE 616598 0 0 D VISHAY INTERTECHNOLOGY INC COM 928298108 11142 740803 SH SOLE 740803 0 0 D VISHAY PRECISION GROUP INC COM 92835K103 678 40192 SH SOLE 40192 0 0 D VISTEON CORP COM NEW 92839U206 4092 59820 SH SOLE 59820 0 0 D VITAMIN SHOPPE INC COM 92849E101 6635 145000 SH SOLE 145000 0 0 D VMWARE INC CL A COM 928563402 9947 99238 SH SOLE 99238 0 0 D VOLTERRA SEMICONDUCTOR CORP COM 928708106 3058 124000 SH SOLE 124000 0 0 D VORNADO RLTY TR SH BEN INT 929042109 30553 327896 SH SOLE 327896 0 0 D VULCAN MATLS CO COM 929160109 5825 151191 SH SOLE 151191 0 0 D WABCO HLDGS INC COM 92927K102 6989 101208 SH SOLE 101208 0 0 D WMS INDS INC COM 929297109 15577 507049 SH SOLE 507049 0 0 D WABTEC CORP COM 929740108 3716 56545 SH SOLE 56545 0 0 D WADDELL & REED FINL INC CL A 930059100 4329 119101 SH SOLE 119101 0 0 D WAL MART STORES INC COM 931142103 190285 3580816 SH SOLE 3580816 0 0 D WALGREEN CO COM 931422109 72746 1713293 SH SOLE 1713293 0 0 D WALTER ENERGY INC COM 93317Q105 11922 102956 SH SOLE 102956 0 0 D WASHINGTON FED INC COM 938824109 2137 130073 SH SOLE 130073 0 0 D WASHINGTON POST CO CL B 939640108 2453 5854 SH SOLE 5854 0 0 D WASTE CONNECTIONS INC COM 941053100 17434 549464 SH SOLE 549464 0 0 D WASTE MGMT INC DEL COM 94106L109 38194 1024782 SH SOLE 1024782 0 0 D WATERS CORP COM 941848103 10351 108117 SH SOLE 108117 0 0 D WATSCO INC COM 942622200 6224 91547 SH SOLE 91547 0 0 D WATSON PHARMACEUTICALS INC COM 942683103 19754 287408 SH SOLE 287408 0 0 D WATTS WATER TECHNOLOGIES INC CL A 942749102 4957 140000 SH SOLE 140000 0 0 D WEBMD HEALTH CORP COM 94770V102 3401 74623 SH SOLE 74623 0 0 D WEIGHT WATCHERS INTL INC NEW COM 948626106 8758 116047 SH SOLE 116047 0 0 D WEINGARTEN RLTY INVS SH BEN INT 948741103 3557 141388 SH SOLE 141388 0 0 D WELLPOINT INC COM 94973V107 49709 631067 SH SOLE 631067 0 0 D WELLS FARGO & CO NEW COM 949746101 251918 8977822 SH SOLE 8977822 0 0 D WELLS FARGO & CO NEW PERP PFD CNV A 949746804 414 391 SH SOLE 391 0 0 D WENDYS ARBYS GROUP INC COM 950587105 1878 370468 SH SOLE 370468 0 0 D WESCO INTL INC COM 95082P105 4531 83772 SH SOLE 83772 0 0 D WESTAR ENERGY INC COM 95709T100 3582 133123 SH SOLE 133123 0 0 D WESTERN DIGITAL CORP COM 958102105 17530 481847 SH SOLE 481847 0 0 D WESTERN UN CO COM 959802109 24269 1211649 SH SOLE 1211649 0 0 D WESTLAKE CHEM CORP COM 960413102 1213 23380 SH SOLE 23380 0 0 D WEYERHAEUSER CO COM 962166104 17380 795082 SH SOLE 795082 0 0 D WHIRLPOOL CORP COM 963320106 11926 146657 SH SOLE 146657 0 0 D WHITING PETE CORP NEW COM 966387102 9291 163254 SH SOLE 163254 0 0 D WHOLE FOODS MKT INC COM 966837106 15772 248577 SH SOLE 248577 0 0 D WILEY JOHN & SONS INC CL A 968223206 7319 140729 SH SOLE 140729 0 0 D WILLIAMS COS INC DEL COM 969457100 23647 781718 SH SOLE 781718 0 0 D WILLIAMS SONOMA INC COM 969904101 5555 152230 SH SOLE 152230 0 0 D WINDSTREAM CORP COM 97381W104 12820 989208 SH SOLE 989208 0 0 D WISCONSIN ENERGY CORP COM 976657106 9776 311846 SH SOLE 311846 0 0 D WOLVERINE WORLD WIDE INC COM 978097103 8559 205000 SH SOLE 205000 0 0 D WOODWARD INC COM 980745103 11048 316932 SH SOLE 316932 0 0 D WYNDHAM WORLDWIDE CORP COM 98310W108 6698 199053 SH SOLE 199053 0 0 D WYNN RESORTS LTD COM 983134107 21211 147773 SH SOLE 147773 0 0 D X-RITE INC COM 983857103 1861 374515 SH SOLE 374515 0 0 D XCEL ENERGY INC COM 98389B100 15687 645552 SH SOLE 645552 0 0 D XILINX INC COM 983919101 20138 552190 SH SOLE 552190 0 0 D XEROX CORP COM 984121103 17081 1640845 SH SOLE 1640845 0 0 D YAHOO INC COM 984332106 22948 1525780 SH SOLE 1525780 0 0 D YAMANA GOLD INC COM 98462Y100 4598 394060 SH SOLE 394060 0 0 D YUM BRANDS INC COM 988498101 54942 994597 SH SOLE 994597 0 0 D ZEBRA TECHNOLOGIES CORP CL A 989207105 12123 287488 SH SOLE 287488 0 0 D ZEP INC COM 98944B108 3342 176832 SH SOLE 176832 0 0 D ZIMMER HLDGS INC COM 98956P102 14207 224800 SH SOLE 224800 0 0 D ZIONS BANCORPORATION COM 989701107 5168 215255 SH SOLE 215255 0 0 S REPORT SUMMARY 1359 DATA RECORDS 27350585 00 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED