State Treasurer, State of Michigan as of March 31, 2012
Portfolio Holdings for State Treasurer, State of Michigan
State Treasurer, State of Michigan holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing
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FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGER Sole SHARED NONE
------------------------------ --------------- --------- -------- -------- --- ---- ------- ------- ------ ------ ---
AFLAC INC COMMON 001055102 9776 212577 SH Sole 212577
AGCO CORP COMMON 001084102 2427 51400 SH Sole 51400
AGL RESOURCES INC COMMON 001204106 2089 53265 SH Sole 53265
AES CORP COMMON 00130H105 3826 292755 SH Sole 292755
AMC NETWORKS INC CL A 00164V103 1359 30450 SH Sole 30450
AOL INC COMMON 00184X105 951 50107 SH Sole 50107
AT+T INC COMMON 00206R102 108149 3462999 SH Sole 3462999
AARON S INC COM PAR $0.50 002535300 1041 40200 SH Sole 40200
ABBOTT LABORATORIES COMMON 002824100 148605 2424620 SH Sole 2424620
ABERCROMBIE + FITCH CO CL A 002896207 1932 38943 SH Sole 38943
ACI WORLDWIDE INC COMMON 004498101 836 20750 SH Sole 20750
ACUITY BRANDS INC COMMON 00508Y102 1401 22300 SH Sole 22300
ACXIOM CORP COMMON 005125109 608 41400 SH Sole 41400
ADOBE SYSTEMS INC COMMON 00724F101 7711 224743 SH Sole 224743
ADTRAN INC COMMON 00738A106 1054 33800 SH Sole 33800
ADVANCE AUTO PARTS INC COMMON 00751Y106 3414 38550 SH Sole 38550
AECOM TECHNOLOGY CORP COMMON 00766T100 1387 62000 SH Sole 62000
AEROPOSTALE INC COMMON 007865108 7487 346300 SH Sole 346300
ADVANCED MICRO DEVICES COMMON 007903107 2142 267055 SH Sole 267055
ADVENT SOFTWARE INC COMMON 007974108 433 16900 SH Sole 16900
AETNA INC COMMON 00817Y108 7997 159428 SH Sole 159428
AFFILIATED MANAGERS GROUP COMMON 008252108 3164 28300 SH Sole 28300
AGILENT TECHNOLOGIES INC COMMON 00846U101 7042 158211 SH Sole 158211
AIR PRODUCTS + CHEMICALS INC COMMON 009158106 8801 95868 SH Sole 95868
AIRGAS INC COMMON 009363102 2782 31267 SH Sole 31267
AKAMAI TECHNOLOGIES INC COMMON 00971T101 2970 80933 SH Sole 80933
ALASKA AIR GROUP INC COMMON 011659109 1344 37520 SH Sole 37520
ALBEMARLE CORP COMMON 012653101 3006 47020 SH Sole 47020
ALCOA INC COMMON 013817101 4861 485162 SH Sole 485162
ALEXANDER + BALDWIN INC COMMON 014482103 1072 22120 SH Sole 22120
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 2399 32800 SH Sole 32800
ALLEGHANY CORP COMMON 017175100 2534 7700 SH Sole 7700
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 1998 48532 SH Sole 48532
ALLERGAN INC COMMON 018490102 58195 609814 SH Sole 609814
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 3338 26500 SH Sole 26500
ALLIANT ENERGY CORP COMMON 018802108 2545 58760 SH Sole 58760
ALLIANT TECHSYSTEMS INC COMMON 018804104 877 17500 SH Sole 17500
ALLSCRIPTS HEALTHCARE SOLUTI COMMON 01988P108 1673 100800 SH Sole 100800
ALLSTATE CORP COMMON 020002101 54808 1664887 SH Sole 1664887
ALPHA NATURAL RESOURCES INC COMMON 02076X102 1523 100111 SH Sole 100111
ALTERA CORP COMMON 021441100 5841 146678 SH Sole 146678
ALTRIA GROUP INC COMMON 02209S103 38567 1249322 SH Sole 1249322
AMAZON.COM INC COMMON 023135106 46414 229192 SH Sole 229192
AMEREN CORPORATION COMMON 023608102 3596 110386 SH Sole 110386
AMERICA MOVIL ADR SERIES L SPON ADR L SHS 02364W105 2185 88000 SH Sole 88000
AMERICAN CAMPUS COMMUNITIES COM 024835100 1762 39400 SH Sole 39400
AMERICAN ELECTRIC POWER COMMON 025537101 10659 276281 SH Sole 276281
AMERICAN EAGLE OUTFITTERS COMMON 02553E106 39931 2322942 SH Sole 2322942
AMERICAN EXPRESS CO COMMON 025816109 26721 461827 SH Sole 461827
AMERICAN FINANCIAL GROUP INC COMMON 025932104 1558 40390 SH Sole 40390
AMERICAN GREETINGS CORP CL A 026375105 310 20224 SH Sole 20224
AMERICAN INTERNATIONAL GROUP COMMON 026874784 7550 244890 SH Sole 244890
AMERICAN TOWER CORP COM 03027X100 11288 179124 SH Sole 179124
AMERISOURCEBERGEN CORP COMMON 03073E105 4656 117328 SH Sole 117328
AMERIGROUP CORP COMMON 03073T102 1716 25500 SH Sole 25500
AMERIPRISE FINANCIAL INC COMMON 03076C106 5768 100958 SH Sole 100958
AMETEK INC COMMON 031100100 4119 84915 SH Sole 84915
AMGEN INC COMMON 031162100 128379 1888201 SH Sole 1888201
AMPHENOL CORP CL A 032095101 4445 74372 SH Sole 74372
ANADARKO PETROLEUM CORP COMMON 032511107 17767 226793 SH Sole 226793
ANALOG DEVICES INC COMMON 032654105 5477 135557 SH Sole 135557
ANN INC COMMON 035623107 733 25600 SH Sole 25600
ANSYS INC COMMON 03662Q105 3192 49100 SH Sole 49100
AON CORP COMMON 037389103 7261 148011 SH Sole 148011
APACHE CORP COMMON 037411105 45102 449042 SH Sole 449042
APARTMENT INVT + MGMT CO CL A 03748R101 1456 55122 SH Sole 55122
APOLLO GROUP INC CL A 037604105 57247 1481539 SH Sole 1481539
APOLLO INVESTMENT CORP COMMON 03761U106 748 104268 SH Sole 104268
APPLE INC COMMON 037833100 512069 854203 SH Sole 854203
APPLIED MATERIALS INC COMMON 038222105 7309 587551 SH Sole 587551
APTARGROUP INC COMMON 038336103 1917 35000 SH Sole 35000
AQUA AMERICA INC COMMON 03836W103 1637 73433 SH Sole 73433
ARCH COAL INC COMMON 039380100 1208 112800 SH Sole 112800
ARCHER DANIELS MIDLAND CO COMMON 039483102 11954 377577 SH Sole 377577
ARROW ELECTRONICS INC COMMON 042735100 31518 750957 SH Sole 750957
ASCENA RETAIL GROUP INC COMMON 04351G101 1582 35700 SH Sole 35700
ASHLAND INC COMMON 044209104 2531 41453 SH Sole 41453
ASSOCIATED BANC CORP COMMON 045487105 1284 91989 SH Sole 91989
ASSURANT INC COMMON 04621X108 1612 39813 SH Sole 39813
ASTORIA FINANCIAL CORP COMMON 046265104 437 44350 SH Sole 44350
ATMEL CORP COMMON 049513104 2352 238530 SH Sole 238530
ATMOS ENERGY CORP COMMON 049560105 1501 47700 SH Sole 47700
ATWOOD OCEANICS INC COMMON 050095108 1347 30000 SH Sole 30000
AUTODESK INC COMMON 052769106 4350 102796 SH Sole 102796
AUTOMATIC DATA PROCESSING COMMON 053015103 12323 223287 SH Sole 223287
AUTONATION INC COMMON 05329W102 701 20429 SH Sole 20429
AUTOZONE INC COMMON 053332102 4598 12366 SH Sole 12366
AVALONBAY COMMUNITIES INC COM 053484101 6123 43315 SH Sole 43315
AVERY DENNISON CORP COMMON 053611109 1459 48434 SH Sole 48434
AVNET INC COMMON 053807103 2793 76740 SH Sole 76740
AVON PRODUCTS INC COMMON 054303102 3797 196143 SH Sole 196143
BB+T CORP COMMON 054937107 9961 317315 SH Sole 317315
BP PLC SPONSORED ADR 055622104 4933 109627 SH Sole 109627
BRE PROPERTIES INC CL A 05564E106 2027 40100 SH Sole 40100
BMC SOFTWARE INC COMMON 055921100 3000 74702 SH Sole 74702
BAKER HUGHES INC COMMON 057224107 8353 199173 SH Sole 199173
BALL CORP COMMON 058498106 3045 71004 SH Sole 71004
BALLY TECHNOLOGIES INC COMMON 05874B107 1061 22700 SH Sole 22700
BANCORPSOUTH INC COMMON 059692103 575 42700 SH Sole 42700
BANK OF AMERICA CORP COMMON 060505104 122146 12763400 SH Sole 12763400
BANK OF HAWAII CORP COMMON 062540109 1174 24290 SH Sole 24290
BANK OF NEW YORK MELLON CORP COMMON 064058100 13230 548274 SH Sole 548274
CR BARD INC COMMON 067383109 3780 38287 SH Sole 38287
BARNES + NOBLE INC COMMON 067774109 286 21600 SH Sole 21600
BILL BARRETT CORP COMMON 06846N104 645 24800 SH Sole 24800
BAXTER INTERNATIONAL INC COMMON 071813109 48579 812637 SH Sole 812637
BE AEROSPACE INC COMMON 073302101 2556 55000 SH Sole 55000
BEAM INC COMMON 073730103 4178 71327 SH Sole 71327
BECTON DICKINSON AND CO COMMON 075887109 17487 225206 SH Sole 225206
BED BATH + BEYOND INC COMMON 075896100 7083 107699 SH Sole 107699
BEMIS COMPANY COMMON 081437105 1515 46907 SH Sole 46907
WR BERKLEY CORP COMMON 084423102 2133 59055 SH Sole 59055
BERKSHIRE HATHAWAY INC CL A 084670108 14140 116 SH Sole 116
BERKSHIRE HATHAWAY INC CLASS B NEW 084670702 50811 626132 SH Sole 626132
BEST BUY CO INC COMMON 086516101 3057 129106 SH Sole 129106
BIG LOTS INC COMMON 089302103 1284 29842 SH Sole 29842
BIO RAD LABORATORIES CL A 090572207 1078 10400 SH Sole 10400
BIOGEN IDEC INC COMMON 09062X103 13687 108649 SH Sole 108649
BLACK HILLS CORP COMMON 092113109 761 22690 SH Sole 22690
BLACKROCK INC COMMON 09247X101 9352 45640 SH Sole 45640
H+R BLOCK INC COMMON 093671105 2195 133294 SH Sole 133294
BOB EVANS FARMS COMMON 096761101 580 15376 SH Sole 15376
BOEING CO/THE COMMON 097023105 25241 339396 SH Sole 339396
BORGWARNER INC COMMON 099724106 4192 49700 SH Sole 49700
BOSTON PROPERTIES INC COM 101121101 7081 67440 SH Sole 67440
BOSTON SCIENTIFIC CORP COMMON 101137107 3950 660474 SH Sole 660474
BRINKER INTERNATIONAL INC COMMON 109641100 1145 41577 SH Sole 41577
BRINK S CO/THE COMMON 109696104 591 24760 SH Sole 24760
BRISTOL MYERS SQUIBB CO COMMON 110122108 27961 828461 SH Sole 828461
BROADCOM CORP CL A 111320107 8773 223230 SH Sole 223230
BROADRIDGE FINANCIAL SOLUTIO COMMON 11133T103 1569 65622 SH Sole 65622
BROWN + BROWN INC COMMON 115236101 1460 61400 SH Sole 61400
BROWN FORMAN CORP CL B 115637209 3773 45245 SH Sole 45245
CBS CORP CL B 124857202 12461 367482 SH Sole 367482
CBOE HOLDINGS INC COMMON 12503M108 1336 47000 SH Sole 47000
CBRE GROUP INC CL A 12504L109 2979 149226 SH Sole 149226
CF INDUSTRIES HOLDINGS INC COMMON 125269100 5447 29823 SH Sole 29823
C.H. ROBINSON WORLDWIDE INC COMMON 12541W209 4870 74357 SH Sole 74357
CIGNA CORP COMMON 125509109 6423 130420 SH Sole 130420
CLECO CORPORATION COMMON 12561W105 1277 32200 SH Sole 32200
CME GROUP INC COMMON 12572Q105 29566 102189 SH Sole 102189
CMS ENERGY CORP COMMON 125896100 10385 472057 SH Sole 472057
CSX CORP COMMON 126408103 10306 478899 SH Sole 478899
CVS CAREMARK CORP COMMON 126650100 29907 667558 SH Sole 667558
CA INC COMMON 12673P105 4568 165742 SH Sole 165742
CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 1447 98600 SH Sole 98600
CABOT CORP COMMON 127055101 1425 33380 SH Sole 33380
CABOT OIL + GAS CORP COMMON 127097103 2977 95520 SH Sole 95520
CADENCE DESIGN SYS INC COMMON 127387108 1716 144910 SH Sole 144910
CAMDEN PROPERTY TRUST SH BEN INT 133131102 2742 41700 SH Sole 41700
CAMERON INTERNATIONAL CORP COMMON 13342B105 5919 112039 SH Sole 112039
CAMPBELL SOUP CO COMMON 134429109 2750 81247 SH Sole 81247
CAPITAL ONE FINANCIAL CORP COMMON 14040H105 24909 446873 SH Sole 446873
CARBO CERAMICS INC COMMON 140781105 1107 10500 SH Sole 10500
CARDINAL HEALTH INC COMMON 14149Y108 6781 157291 SH Sole 157291
CAREFUSION CORP COMMON 14170T101 2651 102249 SH Sole 102249
CARLISLE COS INC COMMON 142339100 1633 32720 SH Sole 32720
CARMAX INC COMMON 143130102 3575 103161 SH Sole 103161
CARNIVAL CORP PAIRED CTF 143658300 6613 206146 SH Sole 206146
CARPENTER TECHNOLOGY COMMON 144285103 1217 23300 SH Sole 23300
CARTER S INC COMMON 146229109 1349 27100 SH Sole 27100
CATALYST HEALTH SOLUTIONS IN COMMON 14888B103 1695 26600 SH Sole 26600
CATERPILLAR INC COMMON 149123101 31388 294664 SH Sole 294664
CATHAY GENERAL BANCORP COMMON 149150104 736 41600 SH Sole 41600
CEDAR FAIR LP DEPOSITORY UNIT 150185106 1391 47000 SH Sole 47000
CELGENE CORP COMMON 151020104 61217 789694 SH Sole 789694
CENTERPOINT ENERGY INC COMMON 15189T107 3823 193884 SH Sole 193884
CENTURYLINK INC COMMON 156700106 15423 399037 SH Sole 399037
CERNER CORP COMMON 156782104 5057 66394 SH Sole 66394
CHARLES RIVER LABORATORIES COMMON 159864107 935 25900 SH Sole 25900
CHEESECAKE FACTORY INC/THE COMMON 163072101 849 28899 SH Sole 28899
CHESAPEAKE ENERGY CORP COMMON 165167107 6986 301493 SH Sole 301493
CHEVRON CORP COMMON 166764100 120007 1119047 SH Sole 1119047
CHICO S FAS INC COMMON 168615102 1339 88700 SH Sole 88700
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 30556 73100 SH Sole 73100
CHUBB CORP COMMON 171232101 8528 123392 SH Sole 123392
CHURCH + DWIGHT CO INC COMMON 171340102 3704 75290 SH Sole 75290
CIENA CORP COMMON 171779309 845 52200 SH Sole 52200
CIMAREX ENERGY CO COMMON 171798101 12389 164156 SH Sole 164156
CINCINNATI FINANCIAL CORP COMMON 172062101 2548 73833 SH Sole 73833
CISCO SYSTEMS INC COMMON 17275R102 96670 4570684 SH Sole 4570684
CINTAS CORP COMMON 172908105 1963 50169 SH Sole 50169
CITIGROUP INC COMMON 172967424 130587 3572843 SH Sole 3572843
CITRIX SYSTEMS INC COMMON 177376100 6667 84490 SH Sole 84490
CITY NATIONAL CORP COMMON 178566105 1299 24759 SH Sole 24759
CITY TELECOM (H.K.) LTD SPONSORED ADR 178677209 12259 919000 SH Sole 919000
CLARCOR INC COMMON 179895107 1306 26600 SH Sole 26600
CLEAN HARBORS INC COMMON 184496107 1690 25100 SH Sole 25100
CLIFFS NATURAL RESOURCES INC COMMON 18683K101 4476 64625 SH Sole 64625
CLOROX COMPANY COMMON 189054109 4063 59092 SH Sole 59092
COACH INC COMMON 189754104 32144 415937 SH Sole 415937
COCA COLA CO/THE COMMON 191216100 150904 2038965 SH Sole 2038965
COCA COLA ENTERPRISES COMMON 19122T109 3908 136656 SH Sole 136656
COGNIZANT TECH SOLUTIONS CL A 192446102 47196 613329 SH Sole 613329
COLGATE PALMOLIVE CO COMMON 194162103 21340 218244 SH Sole 218244
COLLECTIVE BRANDS INC COMMON 19421W100 630 32049 SH Sole 32049
COMCAST CORP CL A 20030N101 36826 1227139 SH Sole 1227139
COMERICA INC COMMON 200340107 2911 89960 SH Sole 89960
COMMERCE BANCSHARES INC COMMON 200525103 1699 41921 SH Sole 41921
COMMERCIAL METALS CO COMMON 201723103 906 61100 SH Sole 61100
COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 1039 46700 SH Sole 46700
COMPASS MINERALS INTERNATION COMMON 20451N101 1255 17500 SH Sole 17500
COMPUTER SCIENCES CORP COMMON 205363104 2113 70591 SH Sole 70591
COMPUWARE CORP COMMON 205638109 1062 115600 SH Sole 115600
COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 12 1721 SH Sole 1721
CONAGRA FOODS INC COMMON 205887102 4930 187747 SH Sole 187747
CON WAY INC COMMON 205944101 964 29550 SH Sole 29550
CONCUR TECHNOLOGIES INC COMMON 206708109 1423 24800 SH Sole 24800
CONOCOPHILLIPS COMMON 20825C104 47788 628707 SH Sole 628707
CONSOL ENERGY INC COMMON 20854P109 3523 103320 SH Sole 103320
CONSOLIDATED EDISON INC COMMON 209115104 7784 133248 SH Sole 133248
CONSTELLATION BRANDS INC CL A 21036P108 1843 78113 SH Sole 78113
CONVERGYS CORP COMMON 212485106 818 61300 SH Sole 61300
COOPER COS INC/THE COMMON 216648402 2059 25200 SH Sole 25200
COPART INC COMMON 217204106 1474 56552 SH Sole 56552
CORELOGIC INC COMMON 21871D103 920 56400 SH Sole 56400
CORN PRODUCTS INTL INC COMMON 219023108 2323 40300 SH Sole 40300
CORNING INC COMMON 219350105 9752 692585 SH Sole 692585
CORPORATE EXECUTIVE BOARD CO COMMON 21988R102 757 17600 SH Sole 17600
CORPORATE OFFICE PROPERTIES SH BEN INT 22002T108 884 38100 SH Sole 38100
CORRECTIONS CORP OF AMERICA COMMON 22025Y407 1439 52700 SH Sole 52700
COSTCO WHOLESALE CORP COMMON 22160K105 17969 197896 SH Sole 197896
COVANCE INC COMMON 222816100 1474 30950 SH Sole 30950
COVENTRY HEALTH CARE INC COMMON 222862104 2285 64249 SH Sole 64249
CRANE CO COMMON 224399105 1243 25632 SH Sole 25632
CREE INC COMMON 225447101 6139 194088 SH Sole 194088
CROWN CASTLE INTL CORP COMMON 228227104 6075 113900 SH Sole 113900
CULLEN/FROST BANKERS INC COMMON 229899109 1885 32400 SH Sole 32400
CUMMINS INC COMMON 231021106 10481 87310 SH Sole 87310
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 1280 81900 SH Sole 81900
CYTEC INDUSTRIES INC COMMON 232820100 1474 24250 SH Sole 24250
DR HORTON INC COMMON 23331A109 50049 3299180 SH Sole 3299180
DST SYSTEMS INC COMMON 233326107 965 17800 SH Sole 17800
DTE ENERGY COMPANY COMMON 233331107 4241 77063 SH Sole 77063
DANAHER CORP COMMON 235851102 14579 260341 SH Sole 260341
DARDEN RESTAURANTS INC COMMON 237194105 2988 58413 SH Sole 58413
DAVITA INC COMMON 23918K108 3845 42639 SH Sole 42639
DEAN FOODS CO COMMON 242370104 1015 83856 SH Sole 83856
DECKERS OUTDOOR CORP COMMON 243537107 1293 20500 SH Sole 20500
DEERE + CO COMMON 244199105 14791 182828 SH Sole 182828
DELL INC COMMON 24702R101 11536 694937 SH Sole 694937
DENBURY RESOURCES INC COMMON 247916208 3238 177616 SH Sole 177616
DELUXE CORP COMMON 248019101 629 26862 SH Sole 26862
DENTSPLY INTERNATIONAL INC COMMON 249030107 2592 64595 SH Sole 64595
DEVON ENERGY CORPORATION COMMON 25179M103 41602 584951 SH Sole 584951
DEVRY INC COMMON 251893103 58952 1740549 SH Sole 1740549
DIAMOND OFFSHORE DRILLING COMMON 25271C102 2114 31666 SH Sole 31666
DICK S SPORTING GOODS INC COMMON 253393102 2457 51100 SH Sole 51100
DIEBOLD INC COMMON 253651103 1272 33030 SH Sole 33030
WALT DISNEY CO/THE COMMON 254687106 35711 815685 SH Sole 815685
DISCOVER FINANCIAL SERVICES COMMON 254709108 8041 241183 SH Sole 241183
DISCOVERY COMMUNICATIONS COM SER A 25470F104 5951 117599 SH Sole 117599
DIRECTV CLASS COM CL A 25490A101 15184 307740 SH Sole 307740
DOLLAR TREE INC COMMON 256746108 5121 54200 SH Sole 54200
DOMINION RESOURCES INC/VA COMMON 25746U109 13284 259407 SH Sole 259407
DOMTAR CORP COMMON 257559203 1850 19400 SH Sole 19400
DONALDSON CO INC COMMON 257651109 2813 78720 SH Sole 78720
RR DONNELLEY + SONS CO COMMON 257867101 1006 81221 SH Sole 81221
DOVER CORP COMMON 260003108 5263 83622 SH Sole 83622
DOW CHEMICAL CO/THE COMMON 260543103 18687 539459 SH Sole 539459
DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 3881 96528 SH Sole 96528
DREAMWORKS ANIMATION SKG CL A 26153C103 697 37800 SH Sole 37800
DRESSER RAND GROUP INC COMMON 261608103 1856 40000 SH Sole 40000
DRIL QUIP INC COMMON 262037104 1190 18300 SH Sole 18300
DU PONT (E.I.) DE NEMOURS COMMON 263534109 47559 899029 SH Sole 899029
DUKE REALTY CORP COM NEW 264411505 1965 137000 SH Sole 137000
DUKE ENERGY CORP COMMON 26441C105 21509 1023770 SH Sole 1023770
DUN + BRADSTREET CORP COMMON 26483E100 1838 21696 SH Sole 21696
EMC CORP/MASS COMMON 268648102 27918 934332 SH Sole 934332
EOG RESOURCES INC COMMON 26875P101 13609 122494 SH Sole 122494
EQT CORP COMMON 26884L109 3280 68046 SH Sole 68046
E TRADE FINANCIAL CORP COMMON 269246401 1265 115566 SH Sole 115566
EAST WEST BANCORP INC COMMON 27579R104 1817 78700 SH Sole 78700
EASTMAN CHEMICAL CO COMMON 277432100 3221 62314 SH Sole 62314
EATON CORP COMMON 278058102 7592 152348 SH Sole 152348
EATON VANCE CORP COM NON VTG 278265103 1749 61200 SH Sole 61200
EBAY INC COMMON 278642103 52354 1419200 SH Sole 1419200
ECOLAB INC COMMON 278865100 11456 185611 SH Sole 185611
EDISON INTERNATIONAL COMMON 281020107 6302 148244 SH Sole 148244
EDWARDS LIFESCIENCES CORP COMMON 28176E108 3804 52300 SH Sole 52300
EL PASO CORP COMMON 28336L109 10394 351730 SH Sole 351730
EL PASO PIPELINE PARTNERS LP COM UNIT LPI 283702108 6210 178000 SH Sole 178000
ELECTRONIC ARTS INC COMMON 285512109 2485 150776 SH Sole 150776
EMERSON ELECTRIC CO COMMON 291011104 17438 334197 SH Sole 334197
ENDO PHARMACEUT HLDGS INC COMMON 29264F205 2390 61700 SH Sole 61700
ENERGEN CORP COMMON 29265N108 1873 38100 SH Sole 38100
ENERGIZER HOLDINGS INC COMMON 29266R108 2585 34844 SH Sole 34844
ENERGY TRANSFER EQUITY LP COM UT LTD PTN 29273V100 2660 66000 SH Sole 66000
ENSCO PLC SPONSORED ADR 29358Q109 18840 355942 SH Sole 355942
ENTERGY CORP COMMON 29364G103 5401 80373 SH Sole 80373
ENTERPRISE PRODUCTS PARTNERS COM 293792107 19046 377367 SH Sole 377367
EQUIFAX INC COMMON 294429105 2414 54540 SH Sole 54540
EQUINIX INC COMMON 29444U502 3889 24700 SH Sole 24700
EQUITY ONE INC COM 294752100 639 31600 SH Sole 31600
EQUITY RESIDENTIAL SH BEN INT 29476L107 8553 136587 SH Sole 136587
ESSEX PROPERTY TRUST INC COM 297178105 2788 18400 SH Sole 18400
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 1158 16200 SH Sole 16200
EXELON CORP COMMON 30161N101 15189 387367 SH Sole 387367
EXELIS INC COMMON 30162A108 1223 97700 SH Sole 97700
EXPEDIA INC COMMON 30212P303 1444 43192 SH Sole 43192
EXPEDITORS INTL WASH INC COMMON 302130109 4490 96533 SH Sole 96533
EXPRESS SCRIPTS INC COMMON 302182100 11951 220575 SH Sole 220575
EXXON MOBIL CORP COMMON 30231G102 191035 2202636 SH Sole 2202636
FLIR SYSTEMS INC COMMON 302445101 1773 70057 SH Sole 70057
FMC CORP COMMON 302491303 3364 31780 SH Sole 31780
FMC TECHNOLOGIES INC COMMON 30249U101 5484 108776 SH Sole 108776
FTI CONSULTING INC COMMON 302941109 825 22000 SH Sole 22000
FACTSET RESEARCH SYSTEMS INC COMMON 303075105 2367 23900 SH Sole 23900
FAIR ISAAC CORP COMMON 303250104 838 19100 SH Sole 19100
FAIRCHILD SEMICONDUCTOR INTE COMMON 303726103 979 66600 SH Sole 66600
FAMILY DOLLAR STORES COMMON 307000109 3392 53603 SH Sole 53603
FASTENAL CO COMMON 311900104 7269 134358 SH Sole 134358
FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 3262 33700 SH Sole 33700
FEDERATED INVESTORS INC CL B 314211103 942 42055 SH Sole 42055
FEDEX CORP COMMON 31428X106 13157 143078 SH Sole 143078
F5 NETWORKS INC COMMON 315616102 4859 36000 SH Sole 36000
FIDELITY NATIONAL INFORMATIO COMMON 31620M106 3535 106738 SH Sole 106738
FIDELITY NATIONAL FINL CL A 31620R105 2113 117169 SH Sole 117169
FIFTH THIRD BANCORP COMMON 316773100 5882 418640 SH Sole 418640
FIRST AMERICAN FINANCIAL COMMON 31847R102 928 55800 SH Sole 55800
FIRST HORIZON NATIONAL CORP COMMON 320517105 1212 116715 SH Sole 116715
FIRST NIAGARA FINANCIAL GRP COMMON 33582V108 1831 186090 SH Sole 186090
FIRST SOLAR INC COMMON 336433107 671 26782 SH Sole 26782
FISERV INC COMMON 337738108 4378 63088 SH Sole 63088
FIRSTMERIT CORP COMMON 337915102 974 57769 SH Sole 57769
FIRSTENERGY CORP COMMON 337932107 8676 190309 SH Sole 190309
FLUOR CORP COMMON 343412102 4616 76875 SH Sole 76875
FLOWERS FOODS INC COMMON 343498101 1216 59700 SH Sole 59700
FLOWSERVE CORP COMMON 34354P105 2867 24817 SH Sole 24817
FOOT LOCKER INC COMMON 344849104 2484 80000 SH Sole 80000
FORD MOTOR CO COM PAR $0.01 345370860 32532 2604672 SH Sole 2604672
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