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
{C} {C} 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 FOREST LABORATORIES INC COMMON 345838106 4191 120814 SH Sole 120814 FOREST OIL CORP COM PAR $0.01 346091705 719 59300 SH Sole 59300 FORTUNE BRANDS HOME + SECURI COMMON 34964C106 1843 83500 SH Sole 83500 FOSSIL INC COMMON 349882100 3629 27500 SH Sole 27500 FRANKLIN RESOURCES INC COMMON 354613101 8040 64822 SH Sole 64822 FREEPORT MCMORAN COPPER COMMON 35671D857 18871 496078 SH Sole 496078 FRONTIER COMMUNICATIONS CORP COMMON 35906A108 1888 452783 SH Sole 452783 FULTON FINANCIAL CORP COMMON 360271100 1113 106000 SH Sole 106000 GATX CORP COMMON 361448103 995 24690 SH Sole 24690 ARTHUR J GALLAGHER + CO COMMON 363576109 2177 60900 SH Sole 60900 GAMESTOP CORP CL A 36467W109 1355 62054 SH Sole 62054 GANNETT CO COMMON 364730101 1652 107780 SH Sole 107780 GAP INC/THE COMMON 364760108 3950 151094 SH Sole 151094 GARDNER DENVER INC COMMON 365558105 1689 26800 SH Sole 26800 GARTNER INC COMMON 366651107 2106 49400 SH Sole 49400 GEN PROBE INC COMMON 36866T103 1587 23900 SH Sole 23900 GENERAL CABLE CORP COMMON 369300108 765 26300 SH Sole 26300 GENERAL DYNAMICS CORP COMMON 369550108 15256 207901 SH Sole 207901 GENERAL ELECTRIC CO COMMON 369604103 120267 5992361 SH Sole 5992361 GENERAL MILLS INC COMMON 370334104 85156 2158587 SH Sole 2158587 GENERAL MOTORS CO COMMON 37045V100 9939 387500 SH Sole 387500 GENTEX CORP COMMON 371901109 1867 76200 SH Sole 76200 GENUINE PARTS CO COMMON 372460105 4450 70914 SH Sole 70914 GENWORTH FINANCIAL INC COM CL A 37247D106 1860 223582 SH Sole 223582 GILEAD SCIENCES INC COMMON 375558103 16835 344628 SH Sole 344628 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 15898 354000 SH Sole 354000 GLOBAL PAYMENTS INC COMMON 37940X102 1970 41500 SH Sole 41500 GOLDMAN SACHS GROUP INC COMMON 38141G104 100574 808669 SH Sole 808669 GOODRICH CORP COMMON 382388106 7182 57254 SH Sole 57254 GOODYEAR TIRE + RUBBER CO COMMON 382550101 1248 111258 SH Sole 111258 GOOGLE INC CL A 38259P508 219595 342453 SH Sole 342453 GRACO INC COMMON 384109104 1682 31700 SH Sole 31700 WW GRAINGER INC COMMON 384802104 5958 27737 SH Sole 27737 GRANITE CONSTRUCTION INC COMMON 387328107 521 18145 SH Sole 18145 GREAT PLAINS ENERGY INC COMMON 391164100 1460 72010 SH Sole 72010 GREEN MOUNTAIN COFFEE ROASTE COMMON 393122106 7009 149642 SH Sole 149642 GREENHILL + CO INC COMMON 395259104 668 15300 SH Sole 15300 GREIF INC CL A 397624107 906 16200 SH Sole 16200 GUESS? INC COMMON 401617105 1103 35300 SH Sole 35300 HCC INSURANCE HOLDINGS INC COMMON 404132102 1717 55100 SH Sole 55100 HCP INC COM 40414L109 7355 186389 SH Sole 186389 HNI CORP COMMON 404251100 659 23740 SH Sole 23740 HMS HOLDINGS CORP COMMON 40425J101 1420 45500 SH Sole 45500 HSN INC COMMON 404303109 791 20800 SH Sole 20800 HALLIBURTON CO COMMON 406216101 13942 420077 SH Sole 420077 HANCOCK HOLDING CO COMMON 410120109 1591 44800 SH Sole 44800 HANESBRANDS INC COMMON 410345102 1524 51581 SH Sole 51581 HANOVER INSURANCE GROUP INC/ COMMON 410867105 981 23850 SH Sole 23850 HARLEY DAVIDSON INC COMMON 412822108 5105 104013 SH Sole 104013 HARMAN INTERNATIONAL COMMON 413086109 1495 31946 SH Sole 31946 HARRIS CORP COMMON 413875105 2335 51806 SH Sole 51806 HARSCO CORP COMMON 415864107 1000 42620 SH Sole 42620 HARTFORD FINANCIAL SVCS GRP COMMON 416515104 4223 200343 SH Sole 200343 HASBRO INC COMMON 418056107 1935 52709 SH Sole 52709 HAWAIIAN ELECTRIC INDS COMMON 419870100 9832 387840 SH Sole 387840 HEALTH MGMT ASSOCIATES INC CL A 421933102 905 134600 SH Sole 134600 HEALTH CARE REIT INC COM 42217K106 5260 95707 SH Sole 95707 HEALTH NET INC COMMON 42222G108 1742 43868 SH Sole 43868 HJ HEINZ CO COMMON 423074103 7793 145534 SH Sole 145534 HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 995 55900 SH Sole 55900 HELMERICH + PAYNE COMMON 423452101 2638 48906 SH Sole 48906 JACK HENRY + ASSOCIATES INC COMMON 426281101 1568 45950 SH Sole 45950 HERSHEY CO/THE COMMON 427866108 4281 69802 SH Sole 69802 HESS CORP COMMON 42809H107 33710 571849 SH Sole 571849 HEWLETT PACKARD CO COMMON 428236103 59206 2484518 SH Sole 2484518 HIGHWOODS PROPERTIES INC COM 431284108 1279 38400 SH Sole 38400 HILL ROM HOLDINGS INC COMMON 431475102 1094 32750 SH Sole 32750 HOLLYFRONTIER CORP COMMON 436106108 3543 110190 SH Sole 110190 HOLOGIC INC COMMON 436440101 3008 139580 SH Sole 139580 HOME DEPOT INC COMMON 437076102 35295 701544 SH Sole 701544 HOME PROPERTIES INC COM 437306103 1562 25600 SH Sole 25600 HONEYWELL INTERNATIONAL INC COMMON 438516106 24901 407881 SH Sole 407881 HORMEL FOODS CORP COMMON 440452100 1846 62532 SH Sole 62532 HOSPIRA INC COMMON 441060100 2801 74923 SH Sole 74923 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 1728 65300 SH Sole 65300 HOST HOTELS + RESORTS INC COM 44107P104 5287 321966 SH Sole 321966 HUBBELL INC CL B 443510201 2476 31514 SH Sole 31514 HUDSON CITY BANCORP INC COMMON 443683107 1755 240046 SH Sole 240046 HUMANA INC COMMON 444859102 6901 74622 SH Sole 74622 HUNT (JB) TRANSPRT SVCS INC COMMON 445658107 2591 47660 SH Sole 47660 HUNTINGTON BANCSHARES INC COMMON 446150104 2537 393378 SH Sole 393378 HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 1040 25834 SH Sole 25834 ITT EDUCATIONAL SERVICES INC COMMON 45068B109 688 10400 SH Sole 10400 ITT CORP COMMON 450911201 1152 50200 SH Sole 50200 IDACORP INC COMMON 451107106 1085 26380 SH Sole 26380 IDEX CORP COMMON 45167R104 1866 44300 SH Sole 44300 IDEXX LABORATORIES INC COMMON 45168D104 2545 29100 SH Sole 29100 ILLINOIS TOOL WORKS COMMON 452308109 27891 488296 SH Sole 488296 INFORMATICA CORP COMMON 45666Q102 3005 56800 SH Sole 56800 INGRAM MICRO INC CL A 457153104 26184 1410786 SH Sole 1410786 INTEGRATED DEVICE TECH INC COMMON 458118106 535 74820 SH Sole 74820 INTEL CORP COMMON 458140100 68152 2424489 SH Sole 2424489 INTEGRYS ENERGY GROUP INC COMMON 45822P105 8998 169815 SH Sole 169815 INTERCONTINENTALEXCHANGE INC COMMON 45865V100 4540 33034 SH Sole 33034 INTERNATIONAL BANCSHARES CRP COMMON 459044103 594 28100 SH Sole 28100 INTL BUSINESS MACHINES CORP COMMON 459200101 113412 543551 SH Sole 543551 INTL FLAVORS + FRAGRANCES COMMON 459506101 2156 36790 SH Sole 36790 INTL GAME TECHNOLOGY COMMON 459902102 2273 135388 SH Sole 135388 INTERNATIONAL PAPER CO COMMON 460146103 6981 198891 SH Sole 198891 INTL RECTIFIER CORP COMMON 460254105 843 36550 SH Sole 36550 INTL SPEEDWAY CORP CL A 460335201 409 14750 SH Sole 14750 INTERPUBLIC GROUP OF COS INC COMMON 460690100 2317 203066 SH Sole 203066 INTERSIL CORP CL A 46069S109 750 67000 SH Sole 67000 INTUIT INC COMMON 461202103 42106 700252 SH Sole 700252 INTUITIVE SURGICAL INC COMMON 46120E602 9693 17892 SH Sole 17892 INTREPID POTASH INC COMMON 46121Y102 676 27800 SH Sole 27800 IRON MOUNTAIN INC COMMON 462846106 2242 77841 SH Sole 77841 ISHARES INC MSCI SWEDEN 464286756 10444 360000 SH Sole 360000 ISHARES INC MSCI S KOREA 464286772 8931 150000 SH Sole 150000 ISHARES INC MSCI ITALY 464286855 3662 280000 SH Sole 280000 ISHARES TR S^P MIDCAP 400 464287507 12670 127700 SH Sole 127700 ITRON INC COMMON 465741106 958 21100 SH Sole 21100 JDS UNIPHASE CORP COM PAR $0.001 46612J507 1516 104627 SH Sole 104627 JPMORGAN CHASE + CO COMMON 46625H100 99151 2156402 SH Sole 2156402 JABIL CIRCUIT INC COMMON 466313103 2107 83887 SH Sole 83887 JACOBS ENGINEERING GROUP INC COMMON 469814107 2596 58513 SH Sole 58513 JANUS CAPITAL GROUP INC COMMON 47102X105 888 99700 SH Sole 99700 JEFFERIES GROUP INC COMMON 472319102 1498 79500 SH Sole 79500 JETBLUE AIRWAYS CORP COMMON 477143101 532 108723 SH Sole 108723 JOHNSON + JOHNSON COMMON 478160104 215014 3259759 SH Sole 3259759 JOHNSON CONTROLS INC COMMON 478366107 10062 309790 SH Sole 309790 JONES LANG LASALLE INC COMMON 48020Q107 1924 23100 SH Sole 23100 JOY GLOBAL INC COMMON 481165108 3543 48200 SH Sole 48200 JUNIPER NETWORKS INC COMMON 48203R104 5480 239532 SH Sole 239532 KBR INC COMMON 48242W106 2785 78342 SH Sole 78342 KLA TENCOR CORPORATION COMMON 482480100 4127 75839 SH Sole 75839 KANSAS CITY SOUTHERN COMMON 485170302 4172 58200 SH Sole 58200 KB HOME COMMON 48666K109 338 38000 SH Sole 38000 KELLOGG CO COMMON 487836108 78377 1461435 SH Sole 1461435 KEMPER CORP COMMON 488401100 804 26550 SH Sole 26550 KENNAMETAL INC COMMON 489170100 1877 42160 SH Sole 42160 KEYCORP COMMON 493267108 3686 433682 SH Sole 433682 KIMBERLY CLARK CORP COMMON 494368103 31663 428517 SH Sole 428517 KIMCO REALTY CORP COM 49446R109 3568 185238 SH Sole 185238 KINDER MORGAN ENERGY PRTNRS UT LTD PARTNER 494550106 13530 163500 SH Sole 163500 KIRBY CORP COMMON 497266106 1941 29500 SH Sole 29500 KOHLS CORP COMMON 500255104 35039 700358 SH Sole 700358 KORN/FERRY INTERNATIONAL COMMON 500643200 422 25200 SH Sole 25200 KRAFT FOODS INC CL A 50075N104 30587 804710 SH Sole 804710 KROGER CO COMMON 501044101 6338 261582 SH Sole 261582 LKQ CORP COMMON 501889208 2428 77900 SH Sole 77900 LSI CORP COMMON 502161102 2239 257942 SH Sole 257942 L 3 COMMUNICATIONS HOLDINGS COMMON 502424104 22139 312835 SH Sole 312835 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 4051 44255 SH Sole 44255 LAM RESEARCH CORP COMMON 512807108 2829 63400 SH Sole 63400 LAMAR ADVERTISING CO CL A 512815101 1005 31000 SH Sole 31000 LANCASTER COLONY CORP COMMON 513847103 699 10520 SH Sole 10520 LANDSTAR SYSTEM INC COMMON 515098101 1426 24700 SH Sole 24700 ESTEE LAUDER COMPANIES CL A 518439104 33854 546566 SH Sole 546566 LEGGETT + PLATT INC COMMON 524660107 1466 63731 SH Sole 63731 LEGG MASON INC COMMON 524901105 1581 56600 SH Sole 56600 LENDER PROCESSING SERVICES COMMON 52602E102 1162 44702 SH Sole 44702 LENNAR CORP CL A 526057104 2007 73838 SH Sole 73838 LENNOX INTERNATIONAL INC COMMON 526107107 1084 26900 SH Sole 26900 LEUCADIA NATIONAL CORP COMMON 527288104 2354 90188 SH Sole 90188 LEXMARK INTERNATIONAL INC CL A 529771107 1072 32258 SH Sole 32258 LIBERTY PROPERTY TRUST SH BEN INT 531172104 2204 61700 SH Sole 61700 LIFE TIME FITNESS INC COMMON 53217R207 1138 22500 SH Sole 22500 LIFE TECHNOLOGIES CORP COMMON 53217V109 3960 81119 SH Sole 81119 LIFEPOINT HOSPITALS INC COMMON 53219L109 1010 25600 SH Sole 25600 ELI LILLY + CO COMMON 532457108 20827 517196 SH Sole 517196 LIMITED BRANDS INC COMMON 532716107 5374 111956 SH Sole 111956 LINCARE HOLDINGS INC COMMON 532791100 1190 46000 SH Sole 46000 LINCOLN ELECTRIC HOLDINGS COMMON 533900106 2008 44300 SH Sole 44300 LINCOLN NATIONAL CORP COMMON 534187109 3494 132553 SH Sole 132553 LINEAR TECHNOLOGY CORP COMMON 535678106 3511 104198 SH Sole 104198 LOCKHEED MARTIN CORP COMMON 539830109 96959 1079006 SH Sole 1079006 LOEWS CORP COMMON 540424108 5544 139061 SH Sole 139061 LONE PINE RESOURCES INC COMMON 54222A106 0 1 SH Sole 1 LORILLARD INC COMMON 544147101 9768 75438 SH Sole 75438 LOUISIANA PACIFIC CORP COMMON 546347105 674 72099 SH Sole 72099 LOWE S COS INC COMMON 548661107 37754 1203132 SH Sole 1203132 M + T BANK CORP COMMON 55261F104 4998 57529 SH Sole 57529 MDC HOLDINGS INC COMMON 552676108 511 19800 SH Sole 19800 MDU RESOURCES GROUP INC COMMON 552690109 2236 99862 SH Sole 99862 MEMC ELECTRONIC MATERIALS COMMON 552715104 440 121900 SH Sole 121900 MSC INDUSTRIAL DIRECT CO CL A 553530106 2032 24400 SH Sole 24400 MSCI INC CL A 55354G100 2367 64300 SH Sole 64300 MACERICH CO/THE COM 554382101 4030 69788 SH Sole 69788 MACK CALI REALTY CORP COM 554489104 1337 46400 SH Sole 46400 MACY S INC COMMON 55616P104 7489 188496 SH Sole 188496 MANPOWER INC COMMON 56418H100 2010 42430 SH Sole 42430 MANTECH INTERNATIONAL CORP CL A 564563104 424 12300 SH Sole 12300 MARATHON OIL CORP COMMON 565849106 10154 320306 SH Sole 320306 MARATHON PETROLEUM CORP COMMON 56585A102 6860 158203 SH Sole 158203 MARSH + MCLENNAN COS COMMON 571748102 8110 247333 SH Sole 247333 MARRIOTT INTERNATIONAL CL A 571903202 4601 121551 SH Sole 121551 MARTIN MARIETTA MATERIALS COMMON 573284106 2064 24100 SH Sole 24100 MASCO CORP COMMON 574599106 2174 162588 SH Sole 162588 MASIMO CORPORATION COMMON 574795100 720 30800 SH Sole 30800 MASTERCARD INC CL A 57636Q104 20337 48360 SH Sole 48360 MATTEL INC COMMON 577081102 5193 154277 SH Sole 154277 MATTHEWS INTL CORP CL A 577128101 475 15000 SH Sole 15000 MCCORMICK + CO COM NON VTG 579780206 3298 60588 SH Sole 60588 MCDONALD S CORP COMMON 580135101 102136 1041143 SH Sole 1041143 MCGRAW HILL COMPANIES INC COMMON 580645109 8469 174727 SH Sole 174727 MCKESSON CORP COMMON 58155Q103 9830 112001 SH Sole 112001 MEAD JOHNSON NUTRITION CO COMMON 582839106 7645 92691 SH Sole 92691 MEADWESTVACO CORP COMMON 583334107 2457 77778 SH Sole 77778 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 12414 176590 SH Sole 176590 MEDICIS PHARMACEUTICAL CL A NEW 584690309 1173 31200 SH Sole 31200 MEDNAX INC COMMON 58502B106 1934 26000 SH Sole 26000 MEDTRONIC INC COMMON 585055106 37174 948550 SH Sole 948550 MENTOR GRAPHICS CORP COMMON 587200106 731 49160 SH Sole 49160 MERCK + CO. INC. COMMON 58933Y105 152885 3981382 SH Sole 3981382 MERCURY GENERAL CORP COMMON 589400100 840 19200 SH Sole 19200 MEREDITH CORP COMMON 589433101 639 19700 SH Sole 19700 METLIFE INC COMMON 59156R108 18023 482541 SH Sole 482541 METROPCS COMMUNICATIONS INC COMMON 591708102 1205 133639 SH Sole 133639 METTLER TOLEDO INTERNATIONAL COMMON 592688105 3085 16700 SH Sole 16700 MICROS SYSTEMS INC COMMON 594901100 2339 42300 SH Sole 42300 MICROSOFT CORP COMMON 594918104 175347 5437116 SH Sole 5437116 MICROCHIP TECHNOLOGY INC COMMON 595017104 3251 87390 SH Sole 87390 MICRON TECHNOLOGY INC COMMON 595112103 3642 449586 SH Sole 449586 HERMAN MILLER INC COMMON 600544100 703 30630 SH Sole 30630 MINE SAFETY APPLIANCES CO COMMON 602720104 670 16300 SH Sole 16300 MINERALS TECHNOLOGIES INC COMMON 603158106 611 9340 SH Sole 9340 MOHAWK INDUSTRIES INC COMMON 608190104 2009 30200 SH Sole 30200 MOLEX INC COMMON 608554101 1758 62514 SH Sole 62514 MOLSON COORS BREWING CO CL B 60871R209 3234 71461 SH Sole 71461 MONSANTO CO COMMON 61166W101 19431 243621 SH Sole 243621 MONSTER BEVERAGE CORP COMMON 611740101 4980 80200 SH Sole 80200 MONSTER WORLDWIDE INC COMMON 611742107 635 65100 SH Sole 65100 MOODY S CORP COMMON 615369105 3757 89245 SH Sole 89245 MORGAN STANLEY COMMON 617446448 116946 5954472 SH Sole 5954472 MOSAIC CO/THE COMMON 61945C103 7492 135500 SH Sole 135500 MOTOROLA SOLUTIONS INC COMMON 620076307 6804 133852 SH Sole 133852 MOTOROLA MOBILITY HOLDINGS I COMMON 620097105 4707 119958 SH Sole 119958 MURPHY OIL CORP COMMON 626717102 4965 88243 SH Sole 88243 MYLAN INC COMMON 628530107 4556 194285 SH Sole 194285 NCR CORPORATION COMMON 62886E108 1818 83740 SH Sole 83740 NRG ENERGY INC COMMON 629377508 1624 103656 SH Sole 103656 NTT DOCOMO INC SPONS ADR 62942M201 342 20500 SH Sole 20500 NVR INC COMMON 62944T105 1976 2720 SH Sole 2720 NYSE EURONEXT COMMON 629491101 3527 117516 SH Sole 117516 NASDAQ OMX GROUP/THE COMMON 631103108 1471 56805 SH Sole 56805 NATIONAL CINEMEDIA INC COMMON 635309107 9119 596000 SH Sole 596000 NATIONAL FUEL GAS CO COMMON 636180101 2116 43980 SH Sole 43980 NATIONAL GRID PLC SPON ADR NEW 636274300 9792 193973 SH Sole 193973 NATIONAL INSTRUMENTS CORP COMMON 636518102 1402 49175 SH Sole 49175 NATIONAL OILWELL VARCO INC COMMON 637071101 38675 486656 SH Sole 486656 NATIONAL RETAIL PROPERTIES COM 637417106 1523 56000 SH Sole 56000 NETAPP INC COMMON 64110D104 7394 165155 SH Sole 165155 NETFLIX INC COMMON 64110L106 6829 59360 SH Sole 59360 NETSPEND HOLDINGS INC COMMON 64118V106 1856 239130 SH Sole 239130 NEUSTAR INC CL A 64126X201 1328 35660 SH Sole 35660 NEW YORK COMMUNITY BANCORP COMMON 649445103 3228 232070 SH Sole 232070 NEW YORK TIMES CO CL A 650111107 435 64000 SH Sole 64000 NEWELL RUBBERMAID INC COMMON 651229106 2338 131282 SH Sole 131282 NEWFIELD EXPLORATION CO COMMON 651290108 2091 60300 SH Sole 60300 NEWMARKET CORP COMMON 651587107 1049 5600 SH Sole 5600 NEWMONT MINING CORP COMMON 651639106 11550 225277 SH Sole 225277 NEWS CORP CL A 65248E104 21270 1080255 SH Sole 1080255 NEXTERA ENERGY INC COMMON 65339F101 11567 189371 SH Sole 189371 NIKE INC CL B 654106103 32773 302222 SH Sole 302222 NISOURCE INC COMMON 65473P105 3126 128388 SH Sole 128388 NOKIA CORP SPONSORED ADR 654902204 6432 1171600 SH Sole 1171600 NOBLE ENERGY INC COMMON 655044105 7875 80543 SH Sole 80543 NORDSON CORP COMMON 655663102 1644 30160 SH Sole 30160 NORDSTROM INC COMMON 655664100 4056 72790 SH Sole 72790 NORFOLK SOUTHERN CORP COMMON 655844108 9893 150283 SH Sole 150283 NORTHEAST UTILITIES COMMON 664397106 2992 80609 SH Sole 80609 NORTHERN OIL AND GAS INC COMMON 665531109 697 33600 SH Sole 33600 NORTHERN TRUST CORP COMMON 665859104 24656 519619 SH Sole 519619 NORTHROP GRUMMAN CORP COMMON 666807102 10036 164307 SH Sole 164307 NOVARTIS AG SPONSORED ADR 66987V109 1718 31000 SH Sole 31000 NOVELLUS SYSTEMS INC COMMON 670008101 1607 32189 SH Sole 32189 NOVO NORDISK A/S ADR 670100205 2122 15300 SH Sole 15300 NSTAR COMMON 67019E107 2665 54800 SH Sole 54800 NUANCE COMMUNICATIONS INC COMMON 67020Y100 4413 172500 SH Sole 172500 NUCOR CORP COMMON 670346105 6194 144219 SH Sole 144219 NVIDIA CORP COMMON 67066G104 4277 277894 SH Sole 277894 NV ENERGY INC COMMON 67073Y106 2013 124864 SH Sole 124864 OGE ENERGY CORP COMMON 670837103 2775 51860 SH Sole 51860 O REILLY AUTOMOTIVE INC COMMON 67103H107 5295 57963 SH Sole 57963 OCCIDENTAL PETROLEUM CORP COMMON 674599105 35148 369082 SH Sole 369082 OCEANEERING INTL INC COMMON 675232102 3083 57200 SH Sole 57200 OFFICE DEPOT INC COMMON 676220106 512 148400 SH Sole 148400 OIL STATES INTERNATIONAL INC COMMON 678026105 2123 27200 SH Sole 27200 OLD REPUBLIC INTL CORP COMMON 680223104 1448 137227 SH Sole 137227 OLIN CORP COM PAR $1 680665205 922 42390 SH Sole 42390 OMNICARE INC COMMON 681904108 2139 60130 SH Sole 60130 OMNICOM GROUP COMMON 681919106 6290 124178 SH Sole 124178 OMEGA HEALTHCARE INVESTORS COM 681936100 1169 55000 SH Sole 55000 ONEOK INC COMMON 682680103 3864 47313 SH Sole 47313 ORACLE CORP COMMON 68389X105 83332 2857762 SH Sole 2857762 OSHKOSH CORP COMMON 688239201 1121 48400 SH Sole 48400 OWENS + MINOR INC COMMON 690732102 1022 33600 SH Sole 33600 OWENS ILLINOIS INC COMMON 690768403 1746 74806 SH Sole 74806 P G + E CORP COMMON 69331C108 8139 187501 SH Sole 187501 PNC FINANCIAL SERVICES GROUP COMMON 693475105 15480 240036 SH Sole 240036 PNM RESOURCES INC COMMON 69349H107 771 42134 SH Sole 42134 PPG INDUSTRIES INC COMMON 693506107 6623 69131 SH Sole 69131 PPL CORPORATION COMMON 69351T106 7449 263600 SH Sole 263600 PVH CORP COMMON 693656100 3198 35800 SH Sole 35800 PACCAR INC COMMON 693718108 7606 162424 SH Sole 162424 PACKAGING CORP OF AMERICA COMMON 695156109 1512 51100 SH Sole 51100 PALL CORP COMMON 696429307 3130 52491 SH Sole 52491 PANERA BREAD COMPANY CL A 69840W108 2526 15700 SH Sole 15700 PARAMETRIC TECHNOLOGY CORP COMMON 699173209 1753 62739 SH Sole 62739 PARKER HANNIFIN CORP COMMON 701094104 5809 68705 SH Sole 68705 PATRIOT COAL CORP COMMON 70336T104 301 48300 SH Sole 48300 PATTERSON COS INC COMMON 703395103 1329 39803 SH Sole 39803 PATTERSON UTI ENERGY INC COMMON 703481101 22854 1321800 SH Sole 1321800 PAYCHEX INC COMMON 704326107 4549 146785 SH Sole 146785 PEABODY ENERGY CORP COMMON 704549104 3588 123891 SH Sole 123891 PEARSON PLC SPONSORED ADR 705015105 16360 873000 SH Sole 873000 J.C. PENNEY CO INC COMMON 708160106 2333 65860 SH Sole 65860 PENTAIR INC COMMON 709631105 2485 52200 SH Sole 52200 PEOPLE S UNITED FINANCIAL COMMON 712704105 2165 163487 SH Sole 163487 PEPCO HOLDINGS INC COMMON 713291102 1957 103614 SH Sole 103614 PEPSICO INC COMMON 713448108 139905 2108584 SH Sole 2108584 PERKINELMER INC COMMON 714046109 1428 51637 SH Sole 51637 PERRIGO CO COMMON 714290103 4391 42500 SH Sole 42500 PETSMART INC COMMON 716768106 3382 59100 SH Sole 59100 PFIZER INC COMMON 717081103 138067 6092969 SH Sole 6092969 PHILIP MORRIS INTERNATIONAL COMMON 718172109 107704 1215480 SH Sole 1215480 PINNACLE WEST CAPITAL COMMON 723484101 2380 49677 SH Sole 49677 PIONEER NATURAL RESOURCES CO COMMON 723787107 6262 56120 SH Sole 56120 PITNEY BOWES INC COMMON 724479100 1598 90927 SH Sole 90927 PLAINS ALL AMER PIPELINE LP UNIT LTD PARTN 726503105 5013 63900 SH Sole 63900 PLAINS EXPLORATION + PRODUCT COMMON 726505100 2890 67767 SH Sole 67767 PLANTRONICS INC COMMON 727493108 914 22700 SH Sole 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