State Treasurer State Of Michigan

State Treasurer, State of Michigan as of June 30, 2012

Portfolio Holdings for State Treasurer, State of Michigan

State Treasurer, State of Michigan holds 0 positions in its portfolio as reported in the June 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 9079     213177   SH       Sole            213177
AGCO CORP                       COMMON           001084102 2346     51300    SH       Sole            51300
AGL RESOURCES INC               COMMON           001204106 2072     53465    SH       Sole            53465
AES CORP                        COMMON           00130H105 3770     293855   SH       Sole            293855
AMC NETWORKS INC                CL A             00164V103 1075     30250    SH       Sole            30250
AOL INC                         COMMON           00184X105 1387     49407    SH       Sole            49407
AT+T INC                        COMMON           00206R102 112634   3158563  SH       Sole            3158563
AARON S INC                     COM PAR $0.50    002535300 1135     40100    SH       Sole            40100
ABBOTT LABORATORIES             COMMON           002824100 155748   2415820  SH       Sole            2415820
ABERCROMBIE + FITCH CO          CL A             002896207 1285     37643    SH       Sole            37643
ACHILLION PHARMACEUTICALS       COMMON           00448Q201 4866     784885   SH       Sole            784885
ACI WORLDWIDE INC               COMMON           004498101 926      20950    SH       Sole            20950
ACUITY BRANDS INC               COMMON           00508Y102 1140     22400    SH       Sole            22400
ACXIOM CORP                     COMMON           005125109 612      40500    SH       Sole            40500
ADOBE SYSTEMS INC               COMMON           00724F101 7320     226143   SH       Sole            226143
ADTRAN INC                      COMMON           00738A106 1014     33600    SH       Sole            33600
ADVANCE AUTO PARTS INC          COMMON           00751Y106 2650     38850    SH       Sole            38850
AECOM TECHNOLOGY CORP           COMMON           00766T100 980      59600    SH       Sole            59600
AEROPOSTALE INC                 COMMON           007865108 6178     346500   SH       Sole            346500
ADVANCED MICRO DEVICES          COMMON           007903107 1539     268555   SH       Sole            268555
ADVENT SOFTWARE INC             COMMON           007974108 455      16800    SH       Sole            16800
AETNA INC                       COMMON           00817Y108 6138     158328   SH       Sole            158328
AFFILIATED MANAGERS GROUP       COMMON           008252108 2966     27100    SH       Sole            27100
AGILENT TECHNOLOGIES INC        COMMON           00846U101 6216     158411   SH       Sole            158411
AIR PRODUCTS + CHEMICALS INC    COMMON           009158106 7780     96368    SH       Sole            96368
AIRGAS INC                      COMMON           009363102 2652     31567    SH       Sole            31567
AKAMAI TECHNOLOGIES INC         COMMON           00971T101 2595     81733    SH       Sole            81733
ALASKA AIR GROUP INC            COMMON           011659109 1347     37520    SH       Sole            37520
ALBEMARLE CORP                  COMMON           012653101 2810     47120    SH       Sole            47120
ALCOA INC                       COMMON           013817101 4255     486262   SH       Sole            486262
ALEXANDRIA REAL ESTATE EQUIT    COM              015271109 2385     32800    SH       Sole            32800
ALEXION PHARMACEUTICALS INC     COMMON           015351109 8699     87600    SH       Sole            87600
ALLEGHANY CORP                  COMMON           017175100 2616     7700     SH       Sole            7700
ALLEGHENY TECHNOLOGIES INC      COMMON           01741R102 1557     48832    SH       Sole            48832
ALLERGAN INC                    COMMON           018490102 49461    534314   SH       Sole            534314
ALLIANCE DATA SYSTEMS CORP      COMMON           018581108 3591     26600    SH       Sole            26600
ALLIANT ENERGY CORP             COMMON           018802108 2669     58560    SH       Sole            58560
ALLIANT TECHSYSTEMS INC         COMMON           018804104 885      17500    SH       Sole            17500
ALLSCRIPTS HEALTHCARE SOLUTI    COMMON           01988P108 1102     100800   SH       Sole            100800
ALLSTATE CORP                   COMMON           020002101 58326    1662187  SH       Sole            1662187
ALPHA NATURAL RESOURCES INC     COMMON           02076X102 872      100111   SH       Sole            100111
ALTERA CORP                     COMMON           021441100 4977     147078   SH       Sole            147078
ALTRIA GROUP INC                COMMON           02209S103 39630    1147022  SH       Sole            1147022
AMAZON.COM INC                  COMMON           023135106 52016    227792   SH       Sole            227792
AMEREN CORPORATION              COMMON           023608102 3709     110586   SH       Sole            110586
AMERICA MOVIL SAB DE CV         SPON ADR L SHS   02364W105 3310     127000   SH       Sole            127000
AMERICAN CAMPUS COMMUNITIES     COM              024835100 1772     39400    SH       Sole            39400
AMERICAN ELECTRIC POWER         COMMON           025537101 11056    277081   SH       Sole            277081
AMERICAN EAGLE OUTFITTERS       COMMON           02553E106 45851    2323942  SH       Sole            2323942
AMERICAN EXPRESS CO             COMMON           025816109 26569    456427   SH       Sole            456427
AMERICAN FINANCIAL GROUP INC    COMMON           025932104 1565     39890    SH       Sole            39890
AMERICAN INTERNATIONAL GROUP    COM NEW          026874784 9354     291490   SH       Sole            291490
AMERICAN TOWER CORP             COM              03027X100 12578    179924   SH       Sole            179924
AMERISOURCEBERGEN CORP          COMMON           03073E105 4499     114328   SH       Sole            114328
AMERIGROUP CORP                 COMMON           03073T102 1687     25600    SH       Sole            25600
AMERIPRISE FINANCIAL INC        COMMON           03076C106 5208     99658    SH       Sole            99658
AMETEK INC                      COMMON           031100100 4233     84815    SH       Sole            84815
AMGEN INC                       COMMON           031162100 130375   1784979  SH       Sole            1784979
AMPHENOL CORP                   CL A             032095101 4057     73872    SH       Sole            73872
ANADARKO PETROLEUM CORP         COMMON           032511107 15073    227693   SH       Sole            227693
ANALOG DEVICES INC              COMMON           032654105 5122     135957   SH       Sole            135957
ANN INC                         COMMON           035623107 658      25800    SH       Sole            25800
ANSYS INC                       COMMON           03662Q105 3105     49200    SH       Sole            49200
APACHE CORP                     COMMON           037411105 41954    477342   SH       Sole            477342
APARTMENT INVT + MGMT CO        CL A             03748R101 1736     64222    SH       Sole            64222
APOLLO GROUP INC                CL A             037604105 65914    1821339  SH       Sole            1821339
APOLLO INVESTMENT CORP          COMMON           03761U106 823      107163   SH       Sole            107163
APPLE INC                       COMMON           037833100 500723   857403   SH       Sole            857403
APPLIED MATERIALS INC           COMMON           038222105 6696     584251   SH       Sole            584251
APTARGROUP INC                  COMMON           038336103 1792     35100    SH       Sole            35100
AQUA AMERICA INC                COMMON           03836W103 1833     73433    SH       Sole            73433
ARCH COAL INC                   COMMON           039380100 772      112100   SH       Sole            112100
ARCHER DANIELS MIDLAND CO       COMMON           039483102 11120    376677   SH       Sole            376677
ARROW ELECTRONICS INC           COMMON           042735100 24632    750757   SH       Sole            750757
ASCENA RETAIL GROUP INC         COMMON           04351G101 1331     71500    SH       Sole            71500
ASHLAND INC                     COMMON           044209104 2873     41453    SH       Sole            41453
ASSOCIATED BANC CORP            COMMON           045487105 1211     91789    SH       Sole            91789
ASSURANT INC                    COMMON           04621X108 1363     39113    SH       Sole            39113
ASTORIA FINANCIAL CORP          COMMON           046265104 433      44150    SH       Sole            44150
ATMEL CORP                      COMMON           049513104 1570     234330   SH       Sole            234330
ATMOS ENERGY CORP               COMMON           049560105 1666     47500    SH       Sole            47500
ATWOOD OCEANICS INC             COMMON           050095108 1135     30000    SH       Sole            30000
AUTODESK INC                    COMMON           052769106 3667     104796   SH       Sole            104796
AUTOMATIC DATA PROCESSING       COMMON           053015103 12411    222987   SH       Sole            222987
AUTONATION INC                  COMMON           05329W102 668      18929    SH       Sole            18929
AUTOZONE INC                    COMMON           053332102 4467     12166    SH       Sole            12166
AVALONBAY COMMUNITIES INC       COM              053484101 6157     43515    SH       Sole            43515
AVERY DENNISON CORP             COMMON           053611109 1291     47234    SH       Sole            47234
AVNET INC                       COMMON           053807103 2362     76540    SH       Sole            76540
AVON PRODUCTS INC               COMMON           054303102 3191     196843   SH       Sole            196843
BB+T CORP                       COMMON           054937107 9826     318515   SH       Sole            318515
BP PLC                          SPONSORED ADR    055622104 4444     109627   SH       Sole            109627
BRE PROPERTIES INC              CL A             05564E106 2026     40500    SH       Sole            40500
BMC SOFTWARE INC                COMMON           055921100 3133     73402    SH       Sole            73402
BAKER HUGHES INC                COMMON           057224107 8215     199873   SH       Sole            199873
BALL CORP                       COMMON           058498106 2931     71404    SH       Sole            71404
BALLY TECHNOLOGIES INC          COMMON           05874B107 1064     22800    SH       Sole            22800
BANCORPSOUTH INC                COMMON           059692103 630      43400    SH       Sole            43400
BANK OF AMERICA CORP            COMMON           060505104 104639   12792000 SH       Sole            12792000
BANK OF HAWAII CORP             COMMON           062540109 1102     23990    SH       Sole            23990
BANK OF NEW YORK MELLON CORP    COMMON           064058100 11934    543674   SH       Sole            543674
CR BARD INC                     COMMON           067383109 4114     38287    SH       Sole            38287
BARNES + NOBLE INC              COMMON           067774109 356      21600    SH       Sole            21600
BILL BARRETT CORP               COMMON           06846N104 531      24800    SH       Sole            24800
BAXTER INTERNATIONAL INC        COMMON           071813109 13343    251037   SH       Sole            251037
BE AEROSPACE INC                COMMON           073302101 2397     54900    SH       Sole            54900
BEAM INC                        COMMON           073730103 4488     71827    SH       Sole            71827
BECTON DICKINSON AND CO         COMMON           075887109 24849    332422   SH       Sole            332422
BED BATH + BEYOND INC           COMMON           075896100 6551     105999   SH       Sole            105999
BEMIS COMPANY                   COMMON           081437105 1473     47007    SH       Sole            47007
WR BERKLEY CORP                 COMMON           084423102 2302     59155    SH       Sole            59155
BERKSHIRE HATHAWAY INC          CL A             084670108 14494    116      SH       Sole            116
BERKSHIRE HATHAWAY INC          CL B NEW         084670702 52317    627832   SH       Sole            627832
BEST BUY CO INC                 COMMON           086516101 2649     126406   SH       Sole            126406
BIG LOTS INC                    COMMON           089302103 1185     29042    SH       Sole            29042
BIO RAD LABORATORIES            CL A             090572207 1040     10400    SH       Sole            10400
BIOGEN IDEC INC                 COMMON           09062X103 15773    109249   SH       Sole            109249
BIOMED REALTY TRUST INC         COM              09063H107 1521     81400    SH       Sole            81400
BLACK HILLS CORP                COMMON           092113109 749      23290    SH       Sole            23290
BLACKROCK INC                   COMMON           09247X101 9924     58440    SH       Sole            58440
H+R BLOCK INC                   COMMON           093671105 2138     133794   SH       Sole            133794
BOB EVANS FARMS                 COMMON           096761101 618      15376    SH       Sole            15376
BOEING CO/THE                   COMMON           097023105 25373    341496   SH       Sole            341496
BORGWARNER INC                  COMMON           099724106 3424     52200    SH       Sole            52200
BOSTON PROPERTIES INC           COM              101121101 7406     68340    SH       Sole            68340
BOSTON SCIENTIFIC CORP          COMMON           101137107 3694     651574   SH       Sole            651574
BRINKER INTERNATIONAL INC       COMMON           109641100 1268     39777    SH       Sole            39777
BRINK S CO/THE                  COMMON           109696104 579      24960    SH       Sole            24960
BRISTOL MYERS SQUIBB CO         COMMON           110122108 29215    812661   SH       Sole            812661
BROADCOM CORP                   CL A             111320107 7640     226030   SH       Sole            226030
BROADRIDGE FINANCIAL SOLUTIO    COMMON           11133T103 1402     65922    SH       Sole            65922
BROWN + BROWN INC               COMMON           115236101 1672     61300    SH       Sole            61300
BROWN FORMAN CORP               CL B             115637209 4392     45345    SH       Sole            45345
CBS CORP                        CL B             124857202 12970    395682   SH       Sole            395682
CBOE HOLDINGS INC               COMMON           12503M108 1279     46200    SH       Sole            46200
CBRE GROUP INC                  CL A             12504L109 2446     149526   SH       Sole            149526
CF INDUSTRIES HOLDINGS INC      COMMON           125269100 5797     29923    SH       Sole            29923
C.H. ROBINSON WORLDWIDE INC     COM NEW          12541W209 7454     127357   SH       Sole            127357
CIGNA CORP                      COMMON           125509109 5782     131420   SH       Sole            131420
CLECO CORPORATION               COMMON           12561W105 1347     32200    SH       Sole            32200
CME GROUP INC                   COMMON           12572Q105 9863     36789    SH       Sole            36789
CMS ENERGY CORP                 COMMON           125896100 11131    473657   SH       Sole            473657
CSX CORP                        COMMON           126408103 10592    473699   SH       Sole            473699
CVS CAREMARK CORP               COMMON           126650100 29260    626158   SH       Sole            626158
CA INC                          COMMON           12673P105 4371     161342   SH       Sole            161342
CABLEVISION SYSTEMS NY GRP      CL A NY CABLV S  12686C109 1297     97600    SH       Sole            97600
CABOT CORP                      COMMON           127055101 1363     33480    SH       Sole            33480
CABOT OIL + GAS CORP            COMMON           127097103 3767     95620    SH       Sole            95620
CADENCE DESIGN SYS INC          COMMON           127387108 1594     145010   SH       Sole            145010
CAMDEN PROPERTY TRUST           SH BEN INT       133131102 2869     42400    SH       Sole            42400
CAMERON INTERNATIONAL CORP      COMMON           13342B105 4794     112239   SH       Sole            112239
CAMPBELL SOUP CO                COMMON           134429109 2692     80647    SH       Sole            80647
CAPITAL ONE FINANCIAL CORP      COMMON           14040H105 25120    459573   SH       Sole            459573
CARBO CERAMICS INC              COMMON           140781105 806      10500    SH       Sole            10500
CARDINAL HEALTH INC             COMMON           14149Y108 6627     157791   SH       Sole            157791
CAREFUSION CORP                 COMMON           14170T101 2598     101149   SH       Sole            101149
CARLISLE COS INC                COMMON           142339100 1740     32820    SH       Sole            32820
CARMAX INC                      COMMON           143130102 2699     104061   SH       Sole            104061
CARNIVAL CORP                   PAIRED CTF       143658300 7078     206546   SH       Sole            206546
CARPENTER TECHNOLOGY            COMMON           144285103 1110     23200    SH       Sole            23200
CARTER S INC                    COMMON           146229109 1425     27100    SH       Sole            27100
CATALYST HEALTH SOLUTIONS IN    COMMON           14888B103 2495     26700    SH       Sole            26700
CATERPILLAR INC                 COMMON           149123101 25249    297364   SH       Sole            297364
CATHAY GENERAL BANCORP          COMMON           149150104 687      41600    SH       Sole            41600
CEDAR FAIR LP                   DEPOSITRY UNIT   150185106 2098     70000    SH       Sole            70000
CELGENE CORP                    COMMON           151020104 41665    649394   SH       Sole            649394
CENTERPOINT ENERGY INC          COMMON           15189T107 4026     194784   SH       Sole            194784
CENTURYLINK INC                 COMMON           156700106 15809    400337   SH       Sole            400337
CERNER CORP                     COMMON           156782104 5521     66794    SH       Sole            66794
CHARLES RIVER LABORATORIES      COMMON           159864107 848      25900    SH       Sole            25900
CHEESECAKE FACTORY INC/THE      COMMON           163072101 911      28499    SH       Sole            28499
CHESAPEAKE ENERGY CORP          COMMON           165167107 5615     301893   SH       Sole            301893
CHEVRON CORP                    COMMON           166764100 145300   1377247  SH       Sole            1377247
CHICO S FAS INC                 COMMON           168615102 1313     88500    SH       Sole            88500
CHIPOTLE MEXICAN GRILL INC      COMMON           169656105 27888    73400    SH       Sole            73400
CHUBB CORP                      COMMON           171232101 8964     123092   SH       Sole            123092
CHURCH + DWIGHT CO INC          COMMON           171340102 4065     73290    SH       Sole            73290
CIENA CORP                      COM NEW          171779309 856      52300    SH       Sole            52300
CIMAREX ENERGY CO               COMMON           171798101 9048     164156   SH       Sole            164156
CINCINNATI FINANCIAL CORP       COMMON           172062101 2818     74033    SH       Sole            74033
CINEMARK HOLDINGS INC           COMMON           17243V102 1232     53900    SH       Sole            53900
CISCO SYSTEMS INC               COMMON           17275R102 82450    4802001  SH       Sole            4802001
CINTAS CORP                     COMMON           172908105 1941     50269    SH       Sole            50269
CITIGROUP INC                   COM NEW          172967424 89404    3261743  SH       Sole            3261743
CITRIX SYSTEMS INC              COMMON           177376100 7126     84890    SH       Sole            84890
CITY NATIONAL CORP              COMMON           178566105 1203     24759    SH       Sole            24759
CITY TELECOM (H.K.) LTD         SPONSORED ADR    178677209 9126     919000   SH       Sole            919000
CLARCOR INC                     COMMON           179895107 1276     26500    SH       Sole            26500
CLEAN HARBORS INC               COMMON           184496107 1410     25000    SH       Sole            25000
CLIFFS NATURAL RESOURCES INC    COMMON           18683K101 3200     64925    SH       Sole            64925
CLOROX COMPANY                  COMMON           189054109 4296     59292    SH       Sole            59292
COACH INC                       COMMON           189754104 23418    400437   SH       Sole            400437
COCA COLA CO/THE                COMMON           191216100 159302   2037365  SH       Sole            2037365
COCA COLA ENTERPRISES           COMMON           19122T109 3835     136756   SH       Sole            136756
COGNIZANT TECH SOLUTIONS        CL A             192446102 32642    544029   SH       Sole            544029
COLGATE PALMOLIVE CO            COMMON           194162103 22646    217544   SH       Sole            217544
COLLECTIVE BRANDS INC           COMMON           19421W100 693      32349    SH       Sole            32349
COMCAST CORP                    CL A             20030N101 39296    1229139  SH       Sole            1229139
COMERICA INC                    COMMON           200340107 2753     89660    SH       Sole            89660
COMMERCE BANCSHARES INC         COMMON           200525103 1574     41521    SH       Sole            41521
COMMERCIAL METALS CO            COMMON           201723103 774      61200    SH       Sole            61200
COMMUNITY HEALTH SYSTEMS INC    COMMON           203668108 1345     48000    SH       Sole            48000
COMPASS MINERALS INTERNATION    COMMON           20451N101 1335     17500    SH       Sole            17500
COMPUTER SCIENCES CORP          COMMON           205363104 1757     70791    SH       Sole            70791
COMPUWARE CORP                  COMMON           205638109 1068     115000   SH       Sole            115000
CONAGRA FOODS INC               COMMON           205887102 4910     189347   SH       Sole            189347
CON WAY INC                     COMMON           205944101 1063     29450    SH       Sole            29450
CONCUR TECHNOLOGIES INC         COMMON           206708109 1696     24900    SH       Sole            24900
CONOCOPHILLIPS                  COMMON           20825C104 35970    643707   SH       Sole            643707
CONSOL ENERGY INC               COMMON           20854P109 3136     103720   SH       Sole            103720
CONSOLIDATED EDISON INC         COMMON           209115104 8305     133548   SH       Sole            133548
CONSTELLATION BRANDS INC        CL A             21036P108 1881     69513    SH       Sole            69513
CONVERGYS CORP                  COMMON           212485106 910      61600    SH       Sole            61600
COOPER COS INC/THE              COM NEW          216648402 1994     25000    SH       Sole            25000
COPART INC                      COMMON           217204106 1302     54952    SH       Sole            54952
CORELOGIC INC                   COMMON           21871D103 1033     56400    SH       Sole            56400
CORNING INC                     COMMON           219350105 8945     691785   SH       Sole            691785
CORPORATE EXECUTIVE BOARD CO    COMMON           21988R102 724      17700    SH       Sole            17700
CORPORATE OFFICE PROPERTIES     SH BEN INT       22002T108 893      38000    SH       Sole            38000
CORRECTIONS CORP OF AMERICA     COM NEW          22025Y407 1555     52800    SH       Sole            52800
COSTCO WHOLESALE CORP           COMMON           22160K105 18724    197096   SH       Sole            197096
COVANCE INC                     COMMON           222816100 1400     29250    SH       Sole            29250
COVENTRY HEALTH CARE INC        COMMON           222862104 2071     65149    SH       Sole            65149
CRANE CO                        COMMON           224399105 947      26032    SH       Sole            26032
CREE INC                        COMMON           225447101 4980     193988   SH       Sole            193988
CROWN CASTLE INTL CORP          COMMON           228227104 6893     117500   SH       Sole            117500
CULLEN/FROST BANKERS INC        COMMON           229899109 1863     32400    SH       Sole            32400
CUMMINS INC                     COMMON           231021106 8490     87610    SH       Sole            87610
CYPRESS SEMICONDUCTOR CORP      COMMON           232806109 1063     80400    SH       Sole            80400
CYTEC INDUSTRIES INC            COMMON           232820100 1422     24250    SH       Sole            24250
DR HORTON INC                   COMMON           23331A109 50730    2760080  SH       Sole            2760080
DST SYSTEMS INC                 COMMON           233326107 978      18000    SH       Sole            18000
DTE ENERGY COMPANY              COMMON           233331107 4602     77563    SH       Sole            77563
DANAHER CORP                    COMMON           235851102 13652    262141   SH       Sole            262141
DARDEN RESTAURANTS INC          COMMON           237194105 2968     58613    SH       Sole            58613
DAVITA INC                      COMMON           23918K108 4207     42839    SH       Sole            42839
DEAN FOODS CO                   COMMON           242370104 1433     84156    SH       Sole            84156
DECKERS OUTDOOR CORP            COMMON           243537107 893      20300    SH       Sole            20300
DEERE + CO                      COMMON           244199105 14664    181328   SH       Sole            181328
DELL INC                        COMMON           24702R101 8485     677737   SH       Sole            677737
DENBURY RESOURCES INC           COM NEW          247916208 2691     178116   SH       Sole            178116
DELUXE CORP                     COMMON           248019101 672      26962    SH       Sole            26962
DENTSPLY INTERNATIONAL INC      COMMON           249030107 2442     64595    SH       Sole            64595
DEVON ENERGY CORPORATION        COMMON           25179M103 33950    585451   SH       Sole            585451
DEVRY INC                       COMMON           251893103 53896    1740249  SH       Sole            1740249
DIAMOND OFFSHORE DRILLING       COMMON           25271C102 1872     31666    SH       Sole            31666
DICKS SPORTING GOODS INC        COMMON           253393102 8779     182900   SH       Sole            182900
DIEBOLD INC                     COMMON           253651103 1227     33230    SH       Sole            33230
WALT DISNEY CO/THE              COM DISNEY       254687106 39517    814785   SH       Sole            814785
DISCOVER FINANCIAL SERVICES     COMMON           254709108 8361     241783   SH       Sole            241783
DISCOVERY COMMUNICATIONS        COM SER A        25470F104 6275     116199   SH       Sole            116199
DIRECTV CLASS                   COM CL A         25490A101 17035    348940   SH       Sole            348940
DOLLAR TREE INC                 COMMON           256746108 5692     105800   SH       Sole            105800
DOMINION RESOURCES INC/VA       COMMON           25746U109 14067    260507   SH       Sole            260507
DOMTAR CORP                     COM NEW          257559203 1465     19100    SH       Sole            19100
DONALDSON CO INC                COMMON           257651109 2624     78620    SH       Sole            78620
RR DONNELLEY + SONS CO          COMMON           257867101 956      81221    SH       Sole            81221
DOVER CORP                      COMMON           260003108 4488     83722    SH       Sole            83722
DOW CHEMICAL CO/THE             COMMON           260543103 19182    608959   SH       Sole            608959
DR PEPPER SNAPPLE GROUP INC     COMMON           26138E109 4223     96528    SH       Sole            96528
DREAMWORKS ANIMATION SKG        CL A             26153C103 719      37700    SH       Sole            37700
DRESSER RAND GROUP INC          COMMON           261608103 1777     39900    SH       Sole            39900
DRIL QUIP INC                   COMMON           262037104 1194     18200    SH       Sole            18200
DU PONT (E.I.) DE NEMOURS       COMMON           263534109 46167    912929   SH       Sole            912929
DUKE REALTY CORP                COM NEW          264411505 2060     140700   SH       Sole            140700
DUKE ENERGY CORP                COMMON           26441C105 23657    1025870  SH       Sole            1025870
DUN + BRADSTREET CORP           COMMON           26483E100 1551     21796    SH       Sole            21796
EMC CORP/MASS                   COMMON           268648102 24534    957232   SH       Sole            957232
EOG RESOURCES INC               COMMON           26875P101 11074    122894   SH       Sole            122894
EQT CORP                        COMMON           26884L109 3655     68146    SH       Sole            68146
E TRADE FINANCIAL CORP          COM NEW          269246401 929      115566   SH       Sole            115566
EAST WEST BANCORP INC           COMMON           27579R104 1790     76300    SH       Sole            76300
EASTMAN CHEMICAL CO             COMMON           277432100 3169     62914    SH       Sole            62914
EATON CORP                      COMMON           278058102 6101     153948   SH       Sole            153948
EATON VANCE CORP                COM NON VTG      278265103 1644     61000    SH       Sole            61000
EBAY INC                        COMMON           278642103 56130    1336100  SH       Sole            1336100
ECOLAB INC                      COMMON           278865100 12768    186311   SH       Sole            186311
EDISON INTERNATIONAL            COMMON           281020107 6863     148544   SH       Sole            148544
EDWARDS LIFESCIENCES CORP       COMMON           28176E108 5392     52200    SH       Sole            52200
EL PASO PIPELINE PARTNERS LP    COM UNIT LPI     283702108 5053     149500   SH       Sole            149500
ELECTRONIC ARTS INC             COMMON           285512109 1789     144876   SH       Sole            144876
EMERSON ELECTRIC CO             COMMON           291011104 36304    779397   SH       Sole            779397
ENDO HEALTH SOLUTIONS INC       COMMON           29264F205 1918     61900    SH       Sole            61900
ENERGEN CORP                    COMMON           29265N108 1719     38100    SH       Sole            38100
ENERGIZER HOLDINGS INC          COMMON           29266R108 2599     34544    SH       Sole            34544
ENERGY TRANSFER EQUITY LP       COM UT LTD PTN   29273V100 2707     66000    SH       Sole            66000
ENTERGY CORP                    COMMON           29364G103 5484     80773    SH       Sole            80773
ENTERPRISE PRODUCTS PARTNERS    COM              293792107 18311    357367   SH       Sole            357367
EQUIFAX INC                     COMMON           294429105 2556     54840    SH       Sole            54840
EQUINIX INC                     COM NEW          29444U502 4462     25400    SH       Sole            25400
EQUITY ONE INC                  COM              294752100 668      31500    SH       Sole            31500
EQUITY RESIDENTIAL              SH BEN INT       29476L107 8549     137087   SH       Sole            137087
ESSEX PROPERTY TRUST INC        COM              297178105 2863     18600    SH       Sole            18600
ESTERLINE TECHNOLOGIES CORP     COMMON           297425100 1016     16300    SH       Sole            16300
EXELON CORP                     COMMON           30161N101 14618    388567   SH       Sole            388567
EXELIS INC                      COMMON           30162A108 971      98500    SH       Sole            98500
EXPEDIA INC                     COM NEW          30212P303 1975     41092    SH       Sole            41092
EXPEDITORS INTL WASH INC        COMMON           302130109 3752     96833    SH       Sole            96833
EXPRESS SCRIPTS HOLDING CO      COM              30219G108 20501    367212   SH       Sole            367212
EXXON MOBIL CORP                COMMON           30231G102 188668   2204836  SH       Sole            2204836
FLIR SYSTEMS INC                COMMON           302445101 1370     70257    SH       Sole            70257
FMC CORP                        COM NEW          302491303 3346     62560    SH       Sole            62560
FMC TECHNOLOGIES INC            COMMON           30249U101 4275     108976   SH       Sole            108976
FTI CONSULTING INC              COMMON           302941109 638      22200    SH       Sole            22200
FACTSET RESEARCH SYSTEMS INC    COMMON           303075105 2203     23700    SH       Sole            23700
FAIR ISAAC CORP                 COMMON           303250104 765      18100    SH       Sole            18100
FAIRCHILD SEMICONDUCTOR INTE    COMMON           303726103 948      67200    SH       Sole            67200
FAMILY DOLLAR STORES            COMMON           307000109 3537     53203    SH       Sole            53203
FASTENAL CO                     COMMON           311900104 5428     134658   SH       Sole            134658
FEDERAL REALTY INVS TRUST       SH BEN INT NEW   313747206 3508     33700    SH       Sole            33700
FEDERATED INVESTORS INC         CL B             314211103 919      42055    SH       Sole            42055
FEDEX CORP                      COMMON           31428X106 13172    143778   SH       Sole            143778
F5 NETWORKS INC                 COMMON           315616102 3604     36200    SH       Sole            36200
FIDELITY NATIONAL INFORMATIO    COMMON           31620M106 3709     108838   SH       Sole            108838
FIDELITY NATIONAL FINL          COM              31620R105 2266     117669   SH       Sole            117669
FIFTH THIRD BANCORP             COMMON           316773100 5620     419440   SH       Sole            419440
FIRST AMERICAN FINANCIAL        COMMON           31847R102 950      56000    SH       Sole            56000
FIRST HORIZON NATIONAL CORP     COMMON           320517105 997      115215   SH       Sole            115215
FIRST NIAGARA FINANCIAL GRP     COMMON           33582V108 1424     186190   SH       Sole            186190
FIRST SOLAR INC                 COMMON           336433107 403      26782    SH       Sole            26782
FISERV INC                      COMMON           337738108 4491     62188    SH       Sole            62188
FIRSTMERIT CORP                 COMMON           337915102 956      57869    SH       Sole            57869
FIRSTENERGY CORP                COMMON           337932107 9376     190609   SH       Sole            190609
FLUOR CORP                      COMMON           343412102 3803     77075    SH       Sole            77075
FLOWERS FOODS INC               COMMON           343498101 1385     59600    SH       Sole            59600
FLOWSERVE CORP                  COMMON           34354P105 2859     24917    SH       Sole            24917
FOOT LOCKER INC                 COMMON           344849104 2446     80000    SH       Sole            80000
FORD MOTOR CO                   COM PAR $0.01    345370860 25076    2614772  SH       Sole            2614772
FOREST LABORATORIES INC         COMMON           345838106 4238     121114   SH       Sole            121114
FOREST OIL CORP                 COM PAR $0.01    346091705 456      62200    SH       Sole            62200
FORTUNE BRANDS HOME + SECURI    COMMON           34964C106 1877     84300    SH       Sole            84300
FOSSIL INC                      COMMON           349882100 1814     23700    SH       Sole            23700
FRANKLIN RESOURCES INC          COMMON           354613101 7183     64722    SH       Sole            64722
FREEPORT MCMORAN COPPER         COMMON           35671D857 14741    432678   SH       Sole            432678
FRONTIER COMMUNICATIONS CORP    COMMON           35906A108 1743     455183   SH       Sole            455183
FULTON FINANCIAL CORP           COMMON           360271100 1059     106000   SH       Sole            106000
GATX CORP                       COMMON           361448103 951      24690    SH       Sole            24690
ARTHUR J GALLAGHER + CO         COMMON           363576109 2192     62500    SH       Sole            62500
GAMESTOP CORP                   CL A             36467W109 1090     59354    SH       Sole            59354
GANNETT CO                      COMMON           364730101 1577     107080   SH       Sole            107080
GAP INC/THE                     COMMON           364760108 4150     151694   SH       Sole            151694
GARDNER DENVER INC              COMMON           365558105 1397     26400    SH       Sole            26400
GARTNER INC                     COMMON           366651107 2118     49200    SH       Sole            49200
GEN PROBE INC                   COMMON           36866T103 1981     24100    SH       Sole            24100
GENERAL CABLE CORP              COMMON           369300108 682      26300    SH       Sole            26300
GENERAL DYNAMICS CORP           COMMON           369550108 14307    216901   SH       Sole            216901
GENERAL ELECTRIC CO             COMMON           369604103 126292   6060061  SH       Sole            6060061
GENERAL MILLS INC               COMMON           370334104 83257    2160287  SH       Sole            2160287
GENERAL MOTORS CO               COMMON           37045V100 7642     387500   SH       Sole            387500
GENTEX CORP                     COMMON           371901109 1588     76100    SH       Sole            76100
GENUINE PARTS CO                COMMON           372460105 4285     71114    SH       Sole            71114
GENWORTH FINANCIAL INC          COM CL A         37247D106 1265     223582   SH       Sole            223582
GILEAD SCIENCES INC             COMMON           375558103 17703    345228   SH       Sole            345228
GLAXOSMITHKLINE PLC             SPONSORED ADR    37733W105 16132    354000   SH       Sole            354000
GLOBAL PAYMENTS INC             COMMON           37940X102 1794     41500    SH       Sole            41500
GOLDMAN SACHS GROUP INC         COMMON           38141G104 98608    1028669  SH       Sole            1028669
GOODRICH CORP                   COMMON           382388106 7278     57354    SH       Sole            57354
GOODYEAR TIRE + RUBBER CO       COMMON           382550101 1314     111258   SH       Sole            111258
GOOGLE INC                      CL A             38259P508 193136   332953   SH       Sole            332953
GRACO INC                       COMMON           384109104 1470     31900    SH       Sole            31900
WW GRAINGER INC                 COMMON           384802104 5324     27837    SH       Sole            27837
GRANITE CONSTRUCTION INC        COMMON           387328107 474      18145    SH       Sole            18145
GREAT PLAINS ENERGY INC         COMMON           391164100 1722     80410    SH       Sole            80410
GREEN MOUNTAIN COFFEE ROASTE    COMMON           393122106 4786     219742   SH       Sole            219742
GREENHILL + CO INC              COMMON           395259104 545      15300    SH       Sole            15300
GREIF INC                       CL A             397624107 664      16200    SH       Sole            16200
GROUPON INC                     COM CL A         399473107 3130     294420   SH       Sole            294420
GUESS? INC                      COMMON           401617105 1039     34200    SH       Sole            34200
HCC INSURANCE HOLDINGS INC      COMMON           404132102 1677     53400    SH       Sole            53400
HCP INC                         COM              40414L109 8441     191189   SH       Sole            191189
HNI CORP                        COMMON           404251100 619      24040    SH       Sole            24040
HMS HOLDINGS CORP               COMMON           40425J101 1512     45400    SH       Sole            45400
HSN INC                         COMMON           404303109 835      20700    SH       Sole            20700
HALLIBURTON CO                  COMMON           406216101 11946    420777   SH       Sole            420777
HANCOCK HOLDING CO              COMMON           410120109 1364     44800    SH       Sole            44800
HANESBRANDS INC                 COMMON           410345102 1428     51481    SH       Sole            51481
HANOVER INSURANCE GROUP INC/    COMMON           410867105 929      23750    SH       Sole            23750
HARLEY DAVIDSON INC             COMMON           412822108 4825     105513   SH       Sole            105513
HARMAN INTERNATIONAL            COMMON           413086109 1265     31946    SH       Sole            31946
HARRIS CORP                     COMMON           413875105 2172     51906    SH       Sole            51906
HARRIS TEETER SUPERMARKETS I    COM              414585109 1067     26020    SH       Sole            26020
HARSCO CORP                     COMMON           415864107 867      42520    SH       Sole            42520
HARTFORD FINANCIAL SVCS GRP     COMMON           416515104 3543     200943   SH       Sole            200943
HASBRO INC                      COMMON           418056107 1802     53209    SH       Sole            53209
HAWAIIAN ELECTRIC INDS          COMMON           419870100 11723    411040   SH       Sole            411040
HEALTH MGMT ASSOCIATES INC      CL A             421933102 1062     135300   SH       Sole            135300
HEALTH CARE REIT INC            COM              42217K106 5685     97507    SH       Sole            97507
HEALTH NET INC                  COMMON           42222G108 1067     43968    SH       Sole            43968
HJ HEINZ CO                     COMMON           423074103 7930     145834   SH       Sole            145834
HELIX ENERGY SOLUTIONS GROUP    COMMON           42330P107 916      55800    SH       Sole            55800
HELMERICH + PAYNE               COMMON           423452101 2131     49006    SH       Sole            49006
JACK HENRY + ASSOCIATES INC     COMMON           426281101 1590     46050    SH       Sole            46050
HERSHEY CO/THE                  COMMON           427866108 22999    319302   SH       Sole            319302
HESS CORP                       COMMON           42809H107 23939    550949   SH       Sole            550949
HEWLETT PACKARD CO              COMMON           428236103 50004    2486518  SH       Sole            2486518
HIGHWOODS PROPERTIES INC        COM              431284108 1312     39000    SH       Sole            39000
HILL ROM HOLDINGS INC           COMMON           431475102 1010     32750    SH       Sole            32750
HILLSHIRE BRANDS CO             COM              432589109 1774     61205    SH       Sole            61205
HOLLYFRONTIER CORP              COMMON           436106108 3869     109190   SH       Sole            109190
HOLOGIC INC                     COMMON           436440101 2520     139680   SH       Sole            139680
HOME DEPOT INC                  COMMON           437076102 36973    697744   SH       Sole            697744
HOME PROPERTIES INC             COM              437306103 1577     25700    SH       Sole            25700
HONEYWELL INTERNATIONAL INC     COMMON           438516106 22905    410181   SH       Sole            410181
HORMEL FOODS CORP               COMMON           440452100 1902     62532    SH       Sole            62532
HOSPIRA INC                     COMMON           441060100 2635     75323    SH       Sole            75323
HOSPITALITY PROPERTIES TRUST    COM SH BEN INT   44106M102 1615     65200    SH       Sole            65200
HOST HOTELS + RESORTS INC       COM              44107P104 5181     327466   SH       Sole            327466
HUBBELL INC                     CL B             443510201 2441     31314    SH       Sole            31314
HUDSON CITY BANCORP INC         COMMON           443683107 1534     240746   SH       Sole            240746
HUMANA INC                      COMMON           444859102 5763     74422    SH       Sole            74422
HUNT (JB) TRANSPRT SVCS INC     COMMON           445658107 2835     47560    SH       Sole            47560
HUNTINGTON BANCSHARES INC       COMMON           446150104 2523     394178   SH       Sole            394178
HUNTINGTON INGALLS INDUSTRIE    COMMON           446413106 1052     26134    SH       Sole            26134
ITT EDUCATIONAL SERVICES INC    COMMON           45068B109 583      9600     SH       Sole            9600
ITT CORP                        COM NEW          450911201 857      48700    SH       Sole            48700
IDACORP INC                     COMMON           451107106 1114     26480    SH       Sole            26480
IDEX CORP                       COMMON           45167R104 1731     44400    SH       Sole            44400
IDEXX LABORATORIES INC          COMMON           45168D104 2797     29100    SH       Sole            29100
ILLINOIS TOOL WORKS             COMMON           452308109 25694    485796   SH       Sole            485796
IMPERVA INC                     COMMON           45321L100 576      20000    SH       Sole            20000
INFORMATICA CORP                COMMON           45666Q102 2423     57200    SH       Sole            57200
INGRAM MICRO INC                CL A             457153104 24664    1411786  SH       Sole            1411786
INGREDION INC                   COM              457187102 1996     40300    SH       Sole            40300
INTEGRATED DEVICE TECH INC      COMMON           458118106 420      74820    SH       Sole            74820
INTEL CORP                      COMMON           458140100 65143    2444389  SH       Sole            2444389
INTEGRYS ENERGY GROUP INC       COMMON           45822P105 9652     169715   SH       Sole            169715
INTERCONTINENTALEXCHANGE INC    COMMON           45865V100 4506     33134    SH       Sole            33134
INTERNATIONAL BANCSHARES CRP    COMMON           459044103 547      28000    SH       Sole            28000
INTL BUSINESS MACHINES CORP     COMMON           459200101 107344   548851   SH       Sole            548851
INTL FLAVORS + FRAGRANCES       COMMON           459506101 2027     36990    SH       Sole            36990
INTL GAME TECHNOLOGY            COMMON           459902102 2120     134588   SH       Sole            134588
INTERNATIONAL PAPER CO          COMMON           460146103 5762     199291   SH       Sole            199291
INTL RECTIFIER CORP             COMMON           460254105 731      36550    SH       Sole            36550
INTL SPEEDWAY CORP              CL A             460335201 384      14650    SH       Sole            14650
INTERPUBLIC GROUP OF COS INC    COMMON           460690100 2191     201966   SH       Sole            201966
INTERSIL CORP                   CL A             46069S109 717      67300    SH       Sole            67300
INTUIT INC                      COMMON           461202103 33809    569652   SH       Sole            569652
INTUITIVE SURGICAL INC          COM NEW          46120E602 10019    18092    SH       Sole            18092
INTREPID POTASH INC             COMMON           46121Y102 633      27800    SH       Sole            27800
IRON MOUNTAIN INC               COMMON           462846106 2572     78041    SH       Sole            78041
ISHARES INC                     MSCI SWEDEN      464286756 9270     360000   SH       Sole            360000
ISHARES INC                     MSCI S KOREA     464286772 8222     150000   SH       Sole            150000
ISHARES INC                     MSCI ITALY       464286855 3167     280000   SH       Sole            280000
ISHARES TR                      S^P MIDCAP 400   464287507 12020    127700   SH       Sole            127700
ITRON INC                       COMMON           465741106 870      21100    SH       Sole            21100
JDS UNIPHASE CORP               COM PAR $0.001   46612J507 1151     104627   SH       Sole            104627
JPMORGAN CHASE + CO             COMMON           46625H100 77931    2181102  SH       Sole            2181102
JABIL CIRCUIT INC               COMMON           466313103 1685     82887    SH       Sole            82887
JACOBS ENGINEERING GROUP INC    COMMON           469814107 2227     58813    SH       Sole            58813
JANUS CAPITAL GROUP INC         COMMON           47102X105 778      99500    SH       Sole            99500
JEFFERIES GROUP INC             COMMON           472319102 1031     79400    SH       Sole            79400
JETBLUE AIRWAYS CORP            COMMON           477143101 639      120523   SH       Sole            120523
JOHNSON + JOHNSON               COMMON           478160104 233174   3451359  SH       Sole            3451359
JOHNSON CONTROLS INC            COMMON           478366107 8593     310090   SH       Sole            310090
JONES LANG LASALLE INC          COMMON           48020Q107 1626     23100    SH       Sole            23100
JOY GLOBAL INC                  COMMON           481165108 2740     48300    SH       Sole            48300
JUNIPER NETWORKS INC            COMMON           48203R104 3938     241432   SH       Sole            241432
KBR INC                         COMMON           48242W106 1936     78342    SH       Sole            78342
KLA TENCOR CORPORATION          COMMON           482480100 3755     76239    SH       Sole            76239
KANSAS CITY SOUTHERN            COM NEW          485170302 4041     58100    SH       Sole            58100
KB HOME                         COMMON           48666K109 372      38000    SH       Sole            38000
KELLOGG CO                      COMMON           487836108 82960    1681735  SH       Sole            1681735
KEMPER CORP                     COMMON           488401100 804      26150    SH       Sole            26150
KENNAMETAL INC                  COMMON           489170100 1401     42260    SH       Sole            42260
KEYCORP                         COMMON           493267108 3363     434482   SH       Sole            434482
KIMBERLY CLARK CORP             COMMON           494368103 20785    248117   SH       Sole            248117
KIMCO REALTY CORP               COM              49446R109 3531     185538   SH       Sole            185538
KINDER MORGAN ENERGY PRTNRS     UT LTD PARTNER   494550106 12848    163500   SH       Sole            163500
KINDER MORGAN INC               COMMON           49456B101 13862    430216   SH       Sole            430216
KIRBY CORP                      COMMON           497266106 1389     29500    SH       Sole            29500
KOHLS CORP                      COMMON           500255104 32269    709358   SH       Sole            709358
KORN/FERRY INTERNATIONAL        COM              500643200 362      25200    SH       Sole            25200
KRAFT FOODS INC                 CL A             50075N104 31213    808210   SH       Sole            808210
KROGER CO                       COMMON           501044101 5929     255682   SH       Sole            255682
LKQ CORP                        COMMON           501889208 2599     77800    SH       Sole            77800
LSI CORP                        COMMON           502161102 1652     259342   SH       Sole            259342
L 3 COMMUNICATIONS HOLDINGS     COMMON           502424104 18829    254418   SH       Sole            254418
LABORATORY CRP OF AMER HLDGS    COM NEW          50540R409 4089     44155    SH       Sole            44155
LAM RESEARCH CORP               COMMON           512807108 3465     91812    SH       Sole            91812
LAMAR ADVERTISING CO            CL A             512815101 887      31000    SH       Sole            31000
LANCASTER COLONY CORP           COMMON           513847103 749      10520    SH       Sole            10520
LANDSTAR SYSTEM INC             COMMON           515098101 1283     24800    SH       Sole            24800
ESTEE LAUDER COMPANIES          CL A             518439104 29602    546966   SH       Sole            546966
LEGGETT + PLATT INC             COMMON           524660107 1351     63931    SH       Sole            63931
LEGG MASON INC                  COMMON           524901105 1511     57300    SH       Sole            57300
LENDER PROCESSING SERVICES      COMMON           52602E102 1128     44602    SH       Sole            44602
LENNAR CORP                     CL A             526057104 2292     74138    SH       Sole            74138
LENNOX INTERNATIONAL INC        COMMON           526107107 1254     26900    SH       Sole            26900
LEUCADIA NATIONAL CORP          COMMON           527288104 1920     90288    SH       Sole            90288
LEXMARK INTERNATIONAL INC       CL A             529771107 857      32258    SH       Sole            32258
LIBERTY PROPERTY TRUST          SH BEN INT       531172104 2280     61900    SH       Sole            61900
LIFE TIME FITNESS INC           COMMON           53217R207 1051     22600    SH       Sole            22600
LIFE TECHNOLOGIES CORP          COMMON           53217V109 3663     81419    SH       Sole            81419
LIFEPOINT HOSPITALS INC         COMMON           53219L109 1053     25700    SH       Sole            25700
ELI LILLY + CO                  COMMON           532457108 21030    490096   SH       Sole            490096
LIMITED BRANDS INC              COMMON           532716107 4685     110156   SH       Sole            110156
LINCARE HOLDINGS INC            COMMON           532791100 1551     45600    SH       Sole            45600
LINCOLN ELECTRIC HOLDINGS       COMMON           533900106 1936     44200    SH       Sole            44200
LINCOLN NATIONAL CORP           COMMON           534187109 2846     130153   SH       Sole            130153
LINEAR TECHNOLOGY CORP          COMMON           535678106 5245     167398   SH       Sole            167398
LOCKHEED MARTIN CORP            COMMON           539830109 92358    1060606  SH       Sole            1060606
LOEWS CORP                      COMMON           540424108 5697     139261   SH       Sole            139261
LONE PINE RESOURCES INC         COMMON           54222A106 0        1        SH       Sole            1
LORILLARD INC                   COMMON           544147101 10192    77238    SH       Sole            77238
LOUISIANA PACIFIC CORP          COMMON           546347105 790      72599    SH       Sole            72599
LOWE S COS INC                  COMMON           548661107 31466    1106401  SH       Sole            1106401
M + T BANK CORP                 COMMON           55261F104 4767     57729    SH       Sole            57729
MDC HOLDINGS INC                COMMON           552676108 653      20000    SH       Sole            20000
MDU RESOURCES GROUP INC         COMMON           552690109 2154     99662    SH       Sole            99662
MEMC ELECTRONIC MATERIALS       COMMON           552715104 265      121900   SH       Sole            121900
MSC INDUSTRIAL DIRECT CO        CL A             553530106 1599     24400    SH       Sole            24400
MSCI INC                        COM              55354G100 2184     64200    SH       Sole            64200
MACERICH CO/THE                 COM              554382101 4133     69988    SH       Sole            69988
MACK CALI REALTY CORP           COM              554489104 1349     46400    SH       Sole            46400
MACY S INC                      COMMON           55616P104 6468     188296   SH       Sole            188296
MANPOWER INC                    COMMON           56418H100 1551     42330    SH       Sole            42330
MANTECH INTERNATIONAL CORP      CL A             564563104 289      12300    SH       Sole            12300
MARATHON OIL CORP               COMMON           565849106 8221     321506   SH       Sole            321506
MARATHON PETROLEUM CORP         COMMON           56585A102 6976     155303   SH       Sole            155303
MARSH + MCLENNAN COS            COMMON           571748102 8017     248733   SH       Sole            248733
MARRIOTT INTERNATIONAL          CL A             571903202 4733     120751   SH       Sole            120751
MARTIN MARIETTA MATERIALS       COMMON           573284106 1900     24100    SH       Sole            24100
MASCO CORP                      COMMON           574599106 2258     162788   SH       Sole            162788
MASIMO CORPORATION              COMMON           574795100 678      30300    SH       Sole            30300
MASTERCARD INC                  CL A             57636Q104 20800    48360    SH       Sole            48360
MATSON INC                      COM              57686G105 1189     22320    SH       Sole            22320
MATTEL INC                      COMMON           577081102 5037     155277   SH       Sole            155277
MATTHEWS INTL CORP              CL A             577128101 484      14900    SH       Sole            14900
MCCORMICK + CO                  COM NON VTG      579780206 3669     60488    SH       Sole            60488
MCDONALD S CORP                 COMMON           580135101 85949    970843   SH       Sole            970843
MCGRAW HILL COMPANIES INC       COMMON           580645109 8646     192127   SH       Sole            192127
MCKESSON CORP                   COMMON           58155Q103 10059    107301   SH       Sole            107301
MEAD JOHNSON NUTRITION CO       COMMON           582839106 7487     92991    SH       Sole            92991
MEADWESTVACO CORP               COMMON           583334107 2259     78578    SH       Sole            78578
MEDICIS PHARMACEUTICAL          CL A NEW         584690309 1072     31400    SH       Sole            31400
MEDNAX INC                      COMMON           58502B106 1782     26000    SH       Sole            26000
MEDTRONIC INC                   COMMON           585055106 36768    949350   SH       Sole            949350
MENTOR GRAPHICS CORP            COMMON           587200106 739      49260    SH       Sole            49260
MERCK + CO. INC.                COMMON           58933Y105 165379   3961182  SH       Sole            3961182
MERCURY GENERAL CORP            COMMON           589400100 796      19100    SH       Sole            19100
MEREDITH CORP                   COMMON           589433101 626      19600    SH       Sole            19600
METLIFE INC                     COMMON           59156R108 14936    484141   SH       Sole            484141
METROPCS COMMUNICATIONS INC     COMMON           591708102 809      133639   SH       Sole            133639
METTLER TOLEDO INTERNATIONAL    COMMON           592688105 2587     16600    SH       Sole            16600
MICROS SYSTEMS INC              COMMON           594901100 2171     42400    SH       Sole            42400
MICROSOFT CORP                  COMMON           594918104 158898   5194431  SH       Sole            5194431
MICROCHIP TECHNOLOGY INC        COMMON           595017104 2921     88290    SH       Sole            88290
MICRON TECHNOLOGY INC           COMMON           595112103 2847     451186   SH       Sole            451186
HERMAN MILLER INC               COMMON           600544100 567      30630    SH       Sole            30630
MINE SAFETY APPLIANCES CO       COMMON           602720104 660      16400    SH       Sole            16400
MINERALS TECHNOLOGIES INC       COMMON           603158106 596      9340     SH       Sole            9340
MOHAWK INDUSTRIES INC           COMMON           608190104 2109     30200    SH       Sole            30200
MOLEX INC                       COMMON           608554101 1501     62714    SH       Sole            62714
MOLSON COORS BREWING CO         CL B             60871R209 2982     71661    SH       Sole            71661
MONSANTO CO                     COMMON           61166W101 20134    243221   SH       Sole            243221
MONSTER BEVERAGE CORP           COMMON           611740101 4870     68400    SH       Sole            68400
MONSTER WORLDWIDE INC           COMMON           611742107 544      64000    SH       Sole            64000
MOODY S CORP                    COMMON           615369105 3295     90145    SH       Sole            90145
MORGAN STANLEY                  COM NEW          617446448 63297    4338372  SH       Sole            4338372
MOSAIC CO/THE                   COMMON           61945C103 7436     135800   SH       Sole            135800
MOTOROLA SOLUTIONS INC          COM NEW          620076307 6406     133152   SH       Sole            133152
MURPHY OIL CORP                 COMMON           626717102 4453     88543    SH       Sole            88543
MYLAN INC                       COMMON           628530107 4175     195385   SH       Sole            195385
NCR CORPORATION                 COMMON           62886E108 1903     83740    SH       Sole            83740
NRG ENERGY INC                  COM NEW          629377508 1803     103856   SH       Sole            103856
NTT DOCOMO INC                  SPONS ADR        62942M201 341      20500    SH       Sole            20500
NVR INC                         COMMON           62944T105 2312     2720     SH       Sole            2720
NYSE EURONEXT                   COMMON           629491101 2963     115816   SH       Sole            115816
NASDAQ OMX GROUP/THE            COMMON           631103108 1265     55805    SH       Sole            55805
NATIONAL CINEMEDIA INC          COMMON           635309107 9345     616000   SH       Sole            616000
NATIONAL FUEL GAS CO            COMMON           636180101 2066     43980    SH       Sole            43980
NATIONAL GRID PLC               SPON ADR NEW     636274300 10279    193973   SH       Sole            193973
NATIONAL INSTRUMENTS CORP       COMMON           636518102 1321     49175    SH       Sole            49175
NATIONAL OILWELL VARCO INC      COMMON           637071101 35343    548456   SH       Sole            548456
NATIONAL RETAIL PROPERTIES      COM              637417106 1598     56500    SH       Sole            56500
NETAPP INC                      COMMON           64110D104 5265     165455   SH       Sole            165455
NETFLIX INC                     COMMON           64110L106 8111     118460   SH       Sole            118460
NEUSTAR INC                     CL A             64126X201 1181     35360    SH       Sole            35360
NEW YORK COMMUNITY BANCORP      COMMON           649445103 2905     231870   SH       Sole            231870
NEW YORK TIMES CO               CL A             650111107 499      64000    SH       Sole            64000
NEWELL RUBBERMAID INC           COMMON           651229106 2398     132182   SH       Sole            132182
NEWFIELD EXPLORATION CO         COMMON           651290108 1803     61500    SH       Sole            61500
NEWMARKET CORP                  COMMON           651587107 1213     5600     SH       Sole            5600
NEWMONT MINING CORP             COMMON           651639106 10957    225877   SH       Sole            225877
NEWS CORP                       CL A             65248E104 24560    1101855  SH       Sole            1101855
NEXTERA ENERGY INC              COMMON           65339F101 13086    190171   SH       Sole            190171
NIKE INC                        CL B             654106103 29162    332222   SH       Sole            332222
NISOURCE INC                    COMMON           65473P105 3205     129488   SH       Sole            129488
NOKIA CORP                      SPONSORED ADR    654902204 1213     585800   SH       Sole            585800
NOBLE ENERGY INC                COMMON           655044105 6874     81043    SH       Sole            81043
NORDSON CORP                    COMMON           655663102 1532     29860    SH       Sole            29860
NORDSTROM INC                   COMMON           655664100 3627     72990    SH       Sole            72990
NORFOLK SOUTHERN CORP           COMMON           655844108 10657    148483   SH       Sole            148483
NORTHEAST UTILITIES             COMMON           664397106 5550     143006   SH       Sole            143006
NORTHERN OIL AND GAS INC        COMMON           665531109 534      33500    SH       Sole            33500
NORTHERN TRUST CORP             COMMON           665859104 23922    519819   SH       Sole            519819
NORTHROP GRUMMAN CORP           COMMON           666807102 10456    163907   SH       Sole            163907
NOVARTIS AG                     SPONSORED ADR    66987V109 1733     31000    SH       Sole            31000
NOVO NORDISK A/S                ADR              670100205 2224     15300    SH       Sole            15300
NUCOR CORP                      COMMON           670346105 5477     144519   SH       Sole            144519
NVIDIA CORP                     COMMON           67066G104 3899     282094   SH       Sole            282094
NV ENERGY INC                   COMMON           67073Y106 2190     124564   SH       Sole            124564
OGE ENERGY CORP                 COMMON           670837103 2696     52060    SH       Sole            52060
O REILLY AUTOMOTIVE INC         COMMON           67103H107 4814     57463    SH       Sole            57463
OCCIDENTAL PETROLEUM CORP       COMMON           674599105 31716    369782   SH       Sole            369782
OCEANEERING INTL INC            COMMON           675232102 2738     57200    SH       Sole            57200
OFFICE DEPOT INC                COMMON           676220106 321      148400   SH       Sole            148400
OIL STATES INTERNATIONAL INC    COMMON           678026105 1807     27300    SH       Sole            27300
OLD REPUBLIC INTL CORP          COMMON           680223104 1135     136927   SH       Sole            136927
OLIN CORP                       COM PAR $1       680665205 883      42290    SH       Sole            42290
OMNICARE INC                    COMMON           681904108 1862     59630    SH       Sole            59630
OMNICOM GROUP                   COMMON           681919106 6040     124278   SH       Sole            124278
OMEGA HEALTHCARE INVESTORS      COM              681936100 1258     55900    SH       Sole            55900
ONEOK INC                       COMMON           682680103 4008     94726    SH       Sole            94726
ORACLE CORP                     COMMON           68389X105 85054    2863762  SH       Sole            2863762
OSHKOSH CORP                    COMMON           688239201 1014     48400    SH       Sole            48400
OWENS + MINOR INC               COMMON           690732102 1026     33500    SH       Sole            33500
OWENS ILLINOIS INC              COM NEW          690768403 1442     75206    SH       Sole            75206
P G + E CORP                    COMMON           69331C108 8715     192501   SH       Sole            192501
PNC FINANCIAL SERVICES GROUP    COMMON           693475105 14730    241036   SH       Sole            241036
PNM RESOURCES INC               COMMON           69349H107 821      42034    SH       Sole            42034
PPG INDUSTRIES INC              COMMON           693506107 7368     69431    SH       Sole            69431
PPL CORPORATION                 COMMON           69351T106 7353     264400   SH       Sole            264400
PVH CORP                        COMMON           693656100 2894     37200    SH       Sole            37200
PACCAR INC                      COMMON           693718108 6373     162624   SH       Sole            162624
PACKAGING CORP OF AMERICA       COMMON           695156109 1463     51800    SH       Sole            51800
PALL CORP                       COMMON           696429307 2893     52791    SH       Sole            52791
PANERA BREAD COMPANY            CL A             69840W108 2189     15700    SH       Sole            15700
PARAMETRIC TECHNOLOGY CORP      COM NEW          699173209 1321     63039    SH       Sole            63039
PARKER HANNIFIN CORP            COMMON           701094104 5297     68905    SH       Sole            68905
PATTERSON COS INC               COMMON           703395103 1379     40003    SH       Sole            40003
PATTERSON UTI ENERGY INC        COMMON           703481101 27262    1872400  SH       Sole            1872400
PAYCHEX INC                     COMMON           704326107 4620     147085   SH       Sole            147085
PEABODY ENERGY CORP             COMMON           704549104 3045     124191   SH       Sole            124191
PEARSON PLC                     SPONSORED ADR    705015105 17329    873000   SH       Sole            873000
J.C. PENNEY CO INC              COMMON           708160106 4353     186760   SH       Sole            186760
PENTAIR INC                     COMMON           709631105 2002     52300    SH       Sole            52300
PEOPLE S UNITED FINANCIAL       COMMON           712704105 1884     162287   SH       Sole            162287
PEPCO HOLDINGS INC              COMMON           713291102 2038     104114   SH       Sole            104114
PEPSICO INC                     COMMON           713448108 156497   2214784  SH       Sole            2214784
PERKINELMER INC                 COMMON           714046109 1340     51937    SH       Sole            51937
PERRIGO CO                      COMMON           714290103 5024     42600    SH       Sole            42600
PETSMART INC                    COMMON           716768106 3900     57200    SH       Sole            57200
PFIZER INC                      COMMON           717081103 124347   5406375  SH       Sole            5406375
PHILIP MORRIS INTERNATIONAL     COMMON           718172109 107058   1226880  SH       Sole            1226880
PHILLIPS 66                     COM              718546104 9474     285003   SH       Sole            285003
PINNACLE WEST CAPITAL           COMMON           723484101 2581     49877    SH       Sole            49877
PIONEER NATURAL RESOURCES CO    COMMON           723787107 4950     56120    SH       Sole            56120
PITNEY BOWES INC                COMMON           724479100 1366     91227    SH       Sole            91227
PLAINS ALL AMER PIPELINE LP     UNIT LTD PARTN   726503105 5721     70800    SH       Sole            70800
PLAINS EXPLORATION + PRODUCT    COMMON           726505100 2395     68067    SH       Sole            68067
PLANTRONICS INC                 COMMON           727493108 748      22400    SH       Sole            22400
PLUM CREEK TIMBER CO            COM              729251108 2924     73641    SH       Sole            73641
POLARIS INDUSTRIES INC          COMMON           731068102 2595     36300    SH       Sole            36300
POLYCOM INC                     COMMON           73172K104 990      94100    SH       Sole            94100
POST HOLDINGS INC               COMMON           737446104 446      14500    SH       Sole            14500
POTLATCH CORP                   COM              737630103 682      21341    SH       Sole            21341
PRAXAIR INC                     COMMON           74005P104 35101    322829   SH       Sole            322829
PRECISION CASTPARTS CORP        COMMON           740189105 49642    301793   SH       Sole            301793
T ROWE PRICE GROUP INC          COMMON           74144T108 7321     116281   SH       Sole            116281
PRICELINE.COM INC               COM              741503403 15093    22713    SH       Sole            22713
PRINCIPAL FINANCIAL GROUP       COMMON           74251V102 3589     136831   SH       Sole            136831
PROCTER + GAMBLE CO/THE         COMMON           742718109 142011   2318544  SH       Sole            2318544
PROGRESS ENERGY INC             COMMON           743263105 8119     134927   SH       Sole            134927
PROGRESSIVE CORP                COMMON           743315103 5789     277899   SH       Sole            277899
PROLOGIS INC                    COM              74340W103 6976     209925   SH       Sole            209925
PROSPERITY BANCSHARES INC       COMMON           743606105 1055     25100    SH       Sole            25100
PROTECTIVE LIFE CORP            COMMON           743674103 1259     42800    SH       Sole            42800
PRUDENTIAL FINANCIAL INC        COMMON           744320102 10355    213806   SH       Sole            213806
PUBLIC SERVICE ENTERPRISE GP    COMMON           744573106 7494     230592   SH       Sole            230592
PUBLIC STORAGE                  COM              74460D109 9369     64875    SH       Sole            64875
PULTEGROUP INC                  COMMON           745867101 1647     153941   SH       Sole            153941
QLOGIC CORP                     COMMON           747277101 704      51400    SH       Sole            51400
QEP RESOURCES INC               COMMON           74733V100 2438     81350    SH       Sole            81350
QUALCOMM INC                    COMMON           747525103 55570    998023   SH       Sole            998023
QUANTA SERVICES INC             COMMON           74762E102 2337     97088    SH       Sole            97088
QUEST DIAGNOSTICS INC           COMMON           74834L100 4333     72329    SH       Sole            72329
QUEST SOFTWARE INC              COMMON           74834T103 836      30000    SH       Sole            30000
QUESTAR CORP                    COMMON           748356102 1962     94071    SH       Sole            94071
QUICKSILVER RESOURCES INC       COMMON           74837R104 339      62600    SH       Sole            62600
RPM INTERNATIONAL INC           COMMON           749685103 1888     69418    SH       Sole            69418
RF MICRO DEVICES INC            COMMON           749941100 624      146800   SH       Sole            146800
RACKSPACE HOSTING INC           COMMON           750086100 2478     56400    SH       Sole            56400
RADIOSHACK CORP                 COMMON           750438103 202      52500    SH       Sole            52500
RALCORP HOLDINGS INC            COMMON           751028101 1942     29100    SH       Sole            29100
RALPH LAUREN CORP               CL A             751212101 17061    121809   SH       Sole            121809
RANGE RESOURCES CORP            COMMON           75281A109 4572     73897    SH       Sole            73897
RAYMOND JAMES FINANCIAL INC     COMMON           754730109 2018     58925    SH       Sole            58925
RAYONIER INC                    COM              754907103 2892     64409    SH       Sole            64409
RAYTHEON COMPANY                COM NEW          755111507 11963    211392   SH       Sole            211392
REALTY INCOME CORP              COM              756109104 2941     70400    SH       Sole            70400
RED HAT INC                     COMMON           756577102 4966     87928    SH       Sole            87928
REGAL BELOIT CORP               COMMON           758750103 1370     22000    SH       Sole            22000
REGENCY CENTERS CORP            COM              758849103 2260     47500    SH       Sole            47500
REGENERON PHARMACEUTICALS       COMMON           75886F107 4706     41200    SH       Sole            41200
REGIS CORP                      COMMON           758932107 539      30000    SH       Sole            30000
REGIONS FINANCIAL CORP          COMMON           7591EP100 4346     643906   SH       Sole            643906
REINSURANCE GROUP OF AMERICA    COM NEW          759351604 2070     38900    SH       Sole            38900
RELIANCE STEEL + ALUMINUM       COMMON           759509102 2005     39700    SH       Sole            39700
RENT A CENTER INC               COMMON           76009N100 1059     31400    SH       Sole            31400
REPUBLIC SERVICES INC           COMMON           760759100 8136     307478   SH       Sole            307478
RESMED INC                      COMMON           761152107 2352     75400    SH       Sole            75400
REYNOLDS AMERICAN INC           COMMON           761713106 14274    318128   SH       Sole            318128
RIVERBED TECHNOLOGY INC         COMMON           768573107 1352     83700    SH       Sole            83700
ROBERT HALF INTL INC            COMMON           770323103 1862     65166    SH       Sole            65166
ROCK TENN COMPANY               CL A             772739207 2035     37300    SH       Sole            37300
ROCKWELL AUTOMATION INC         COMMON           773903109 4299     65082    SH       Sole            65082
ROCKWELL COLLINS INC            COMMON           774341101 3262     66101    SH       Sole            66101
ROLLINS INC                     COMMON           775711104 763      34126    SH       Sole            34126
ROPER INDUSTRIES INC            COMMON           776696106 4383     44464    SH       Sole            44464
ROSS STORES INC                 COMMON           778296103 6424     102828   SH       Sole            102828
ROVI CORP                       COMMON           779376102 1149     58550    SH       Sole            58550
ROYAL DUTCH SHELL PLC           SPONS ADR A      780259206 12434    184398   SH       Sole            184398
ROYAL GOLD INC                  COMMON           780287108 2470     31500    SH       Sole            31500
RYDER SYSTEM INC                COMMON           783549108 839      23297    SH       Sole            23297
SAIC INC                        COMMON           78390X101 1529     126134   SH       Sole            126134
SEI INVESTMENTS COMPANY         COMMON           784117103 1512     76000    SH       Sole            76000
SL GREEN REALTY CORP            COM              78440X101 3795     47300    SH       Sole            47300
SLM CORP                        COMMON           78442P106 3493     222337   SH       Sole            222337
SM ENERGY CO                    COMMON           78454L100 1665     33900    SH       Sole            33900
SPDR S+P 500 ETF TRUST          TR UNIT          78462F103 210953   1548050  SH       Sole            1548050
SPX CORP                        COMMON           784635104 1744     26704    SH       Sole            26704
SVB FINANCIAL GROUP             COMMON           78486Q101 1368     23300    SH       Sole            23300
SAFEWAY INC                     COM NEW          786514208 1989     109595   SH       Sole            109595
ST JUDE MEDICAL INC             COMMON           790849103 5711     143091   SH       Sole            143091
SAKS INC                        COMMON           79377W108 895      84032    SH       Sole            84032
SALESFORCE.COM INC              COMMON           79466L302 8702     62943    SH       Sole            62943
SANDISK CORP                    COMMON           80004C101 4053     111092   SH       Sole            111092
SCANA CORP                      COMMON           80589M102 2541     53110    SH       Sole            53110
HENRY SCHEIN INC                COMMON           806407102 3720     47400    SH       Sole            47400
SCHLUMBERGER LTD                COMMON           806857108 54101    833471   SH       Sole            833471
SCHOLASTIC CORP                 COMMON           807066105 375      13300    SH       Sole            13300
SCHWAB (CHARLES) CORP           COMMON           808513105 79976    6185291  SH       Sole            6185291
SCIENTIFIC GAMES CORP           CL A             80874P109 262      30700    SH       Sole            30700
SCOTTS MIRACLE GRO CO           CL A             810186106 941      22875    SH       Sole            22875
SCRIPPS NETWORKS INTERACT IN    CL A COM         811065101 2401     42229    SH       Sole            42229
SEALED AIR CORP                 COMMON           81211K100 1367     88510    SH       Sole            88510
SEARS HOLDINGS CORP             COMMON           812350106 1042     17454    SH       Sole            17454
SELECT SECTOR SPDR TR           SBI INT-FINL     81369Y605 16082    1100000  SH       Sole            1100000
SEMTECH CORP                    COMMON           816850101 841      34600    SH       Sole            34600
SEMPRA ENERGY                   COMMON           816851109 7533     109358   SH       Sole            109358
SENIOR HOUSING PROP TRUST       SH BEN INT       81721M109 1917     85900    SH       Sole            85900
SENSIENT TECHNOLOGIES CORP      COMMON           81725T100 969      26370    SH       Sole            26370
SERVICE CORP INTERNATIONAL      COMMON           817565104 1418     114600   SH       Sole            114600
SHAW GROUP INC                  COMMON           820280105 951      34814    SH       Sole            34814
SHERWIN WILLIAMS CO/THE         COMMON           824348106 5171     39067    SH       Sole            39067
SIGMA ALDRICH                   COMMON           826552101 4076     55133    SH       Sole            55133
SIGNATURE BANK                  COMMON           82669G104 1488     24400    SH       Sole            24400
SILICON LABORATORIES INC        COMMON           826919102 857      22600    SH       Sole            22600
SILGAN HOLDINGS INC             COMMON           827048109 1116     26131    SH       Sole            26131
SIMON PROPERTY GROUP INC        COM              828806109 21507    138164   SH       Sole            138164
SKYWORKS SOLUTIONS INC          COMMON           83088M102 15910    581300   SH       Sole            581300
SMITHFIELD FOODS INC            COMMON           832248108 1839     85000    SH       Sole            85000
JM SMUCKER CO/THE               COM NEW          832696405 3902     51662    SH       Sole            51662
SNAP ON INC                     COMMON           833034101 1650     26513    SH       Sole            26513
SOLERA HOLDINGS INC             COMMON           83421A104 1534     36700    SH       Sole            36700
SONOCO PRODUCTS CO              COMMON           835495102 1601     53111    SH       Sole            53111
SOTHEBY S                       COMMON           835898107 1192     35727    SH       Sole            35727
SOUTHERN CO/THE                 COMMON           842587107 40870    882722   SH       Sole            882722
SOUTHWEST AIRLINES CO           COMMON           844741108 3226     349944   SH       Sole            349944
SOUTHWESTERN ENERGY CO          COMMON           845467109 5068     158721   SH       Sole            158721
SPECTRA ENERGY CORP             COMMON           847560109 8647     297567   SH       Sole            297567
SPRINT NEXTEL CORP              COM SER 1        852061100 4457     1367106  SH       Sole            1367106
STANCORP FINANCIAL GROUP        COMMON           852891100 870      23400    SH       Sole            23400
STANLEY BLACK + DECKER INC      COMMON           854502101 5017     77952    SH       Sole            77952
STAPLES INC                     COMMON           855030102 35368    2710209  SH       Sole            2710209
STARBUCKS CORP                  COMMON           855244109 18438    345806   SH       Sole            345806
STARWOOD HOTELS + RESORTS       COMMON           85590A401 4777     90057    SH       Sole            90057
STATE STREET CORP               COMMON           857477103 9941     222685   SH       Sole            222685
STEEL DYNAMICS INC              COMMON           858119100 1359     115700   SH       Sole            115700
STERICYCLE INC                  COMMON           858912108 3559     38829    SH       Sole            38829
STERIS CORP                     COMMON           859152100 957      30500    SH       Sole            30500
STRAYER EDUCATION INC           COMMON           863236105 687      6300     SH       Sole            6300
STRYKER CORP                    COMMON           863667101 8135     147646   SH       Sole            147646
SUNOCO INC                      COMMON           86764P109 2292     48258    SH       Sole            48258
SUNTRUST BANKS INC              COMMON           867914103 5945     245342   SH       Sole            245342
SUPERIOR ENERGY SERVICES INC    COMMON           868157108 1683     83200    SH       Sole            83200
SUPERVALU INC                   COMMON           868536103 581      112100   SH       Sole            112100
SYMANTEC CORP                   COMMON           871503108 4801     328581   SH       Sole            328581
SYNOPSYS INC                    COMMON           871607107 2287     77700    SH       Sole            77700
SYNOVUS FINANCIAL CORP          COMMON           87161C105 822      415236   SH       Sole            415236
SYSCO CORP                      COMMON           871829107 7961     267051   SH       Sole            267051
TCF FINANCIAL CORP              COMMON           872275102 983      85660    SH       Sole            85660
TC PIPELINES LP                 UT COM LTD PRT   87233Q108 6336     147000   SH       Sole            147000
TECO ENERGY INC                 COMMON           872375100 1776     98344    SH       Sole            98344
TJX COMPANIES INC               COMMON           872540109 61201    1425598  SH       Sole            1425598
TW TELECOM INC                  COMMON           87311L104 2040     79500    SH       Sole            79500
TARGET CORP                     COMMON           87612E106 17537    301374   SH       Sole            301374
TARGA RESOURCES CORP            COMMON           87612G101 1078     25250    SH       Sole            25250
TAUBMAN CENTERS INC             COM              876664103 2392     31000    SH       Sole            31000
TECH DATA CORP                  COMMON           878237106 1014     21050    SH       Sole            21050
TECHNE CORP                     COMMON           878377100 1439     19400    SH       Sole            19400
TELEFLEX INC                    COMMON           879369106 1311     21530    SH       Sole            21530
TELEPHONE AND DATA SYSTEMS      COM NEW          879433829 1087     51036    SH       Sole            51036
TELLABS INC                     COMMON           879664100 644      193300   SH       Sole            193300
TEMPUR PEDIC INTERNATIONAL      COMMON           88023U101 784      33500    SH       Sole            33500
TENET HEALTHCARE CORP           COMMON           88033G100 978      186622   SH       Sole            186622
TERADATA CORP                   COMMON           88076W103 5541     76942    SH       Sole            76942
TERADYNE INC                    COMMON           880770102 1197     85136    SH       Sole            85136
TEREX CORP                      COMMON           880779103 1039     58300    SH       Sole            58300
TESORO CORP                     COMMON           881609101 1596     63959    SH       Sole            63959
TESLA MOTORS INC                COMMON           88160R101 1299     41500    SH       Sole            41500
TEVA PHARMACEUTICAL             ADR              881624209 18265    463097   SH       Sole            463097
TEXAS INSTRUMENTS INC           COMMON           882508104 14967    521678   SH       Sole            521678
TEXTRON INC                     COMMON           883203101 3178     127779   SH       Sole            127779
THERMO FISHER SCIENTIFIC INC    COMMON           883556102 28230    543817   SH       Sole            543817
THOR INDUSTRIES INC             COMMON           885160101 611      22300    SH       Sole            22300
THORATEC CORP                   COM NEW          885175307 1041     31000    SH       Sole            31000
3M CO                           COMMON           88579Y101 50986    569043   SH       Sole            569043
TIBCO SOFTWARE INC              COMMON           88632Q103 2606     87100    SH       Sole            87100
TIDEWATER INC                   COMMON           886423102 10921    235577   SH       Sole            235577
TIFFANY + CO                    COMMON           886547108 3058     57760    SH       Sole            57760
TIME WARNER INC                 COM NEW          887317303 20321    527809   SH       Sole            527809
TIME WARNER CABLE               COMMON           88732J207 11698    142480   SH       Sole            142480
TIMKEN CO                       COMMON           887389104 8979     196100   SH       Sole            196100
TITANIUM METALS CORP            COM NEW          888339207 423      37443    SH       Sole            37443
TOLL BROTHERS INC               COMMON           889478103 2304     77500    SH       Sole            77500
TOOTSIE ROLL INDS               COMMON           890516107 320      13398    SH       Sole            13398
TORCHMARK CORP                  COMMON           891027104 2270     44906    SH       Sole            44906
TOWERS WATSON + CO              CL A             891894107 4283     71500    SH       Sole            71500
TOTAL SYSTEM SERVICES INC       COMMON           891906109 1754     73293    SH       Sole            73293
TRACTOR SUPPLY COMPANY          COMMON           892356106 3156     38000    SH       Sole            38000
TRAVELERS COS INC/THE           COMMON           89417E109 28384    444604   SH       Sole            444604
TRIMBLE NAVIGATION LTD          COMMON           896239100 3037     66000    SH       Sole            66000
TRINITY INDUSTRIES INC          COMMON           896522109 1059     42397    SH       Sole            42397
TRIUMPH GROUP INC               COMMON           896818101 1480     26300    SH       Sole            26300
TRIPADVISOR INC                 COMMON           896945201 1939     43392    SH       Sole            43392
TRUSTMARK CORP                  COMMON           898402102 837      34200    SH       Sole            34200
TUPPERWARE BRANDS CORP          COMMON           899896104 1615     29487    SH       Sole            29487
TYSON FOODS INC                 CL A             902494103 2478     131604   SH       Sole            131604
UDR INC                         COM              902653104 3417     132245   SH       Sole            132245
UGI CORP                        COMMON           902681105 1745     59300    SH       Sole            59300
US BANCORP                      COM NEW          902973304 32110    998452   SH       Sole            998452
URS CORP                        COMMON           903236107 1395     40000    SH       Sole            40000
UNDER ARMOUR INC                CL A             904311107 1842     19500    SH       Sole            19500
UNION PACIFIC CORP              COMMON           907818108 25903    217110   SH       Sole            217110
UNIT CORP                       COMMON           909218109 812      22000    SH       Sole            22000
UNITED PARCEL SERVICE           CL B             911312106 34447    437362   SH       Sole            437362
UNITED RENTALS INC              COMMON           911363109 1516     44536    SH       Sole            44536
UNITED STATES STEEL CORP        COMMON           912909108 1353     65659    SH       Sole            65659
UNITED TECHNOLOGIES CORP        COMMON           913017109 74221    982673   SH       Sole            982673
UNITED THERAPEUTICS CORP        COMMON           91307C102 1397     28300    SH       Sole            28300
UNITEDHEALTH GROUP INC          COMMON           91324P102 55671    951643   SH       Sole            951643
UNIVERSAL CORP/VA               COMMON           913456109 568      12250    SH       Sole            12250
UNIVERSAL HEALTH SERVICES       CL B             913903100 2205     51100    SH       Sole            51100
UNUM GROUP                      COMMON           91529Y106 2492     130265   SH       Sole            130265
URBAN OUTFITTERS INC            COMMON           917047102 1404     50873    SH       Sole            50873
VCA ANTECH INC                  COMMON           918194101 1015     46200    SH       Sole            46200
VF CORP                         COMMON           918204108 5261     39420    SH       Sole            39420
VALASSIS COMMUNICATIONS INC     COMMON           918866104 492      22600    SH       Sole            22600
VALERO ENERGY CORP              COMMON           91913Y100 6085     251986   SH       Sole            251986
VALLEY NATIONAL BANCORP         COMMON           919794107 1104     104114   SH       Sole            104114
VALMONT INDUSTRIES              COMMON           920253101 1440     11900    SH       Sole            11900
VALSPAR CORP                    COMMON           920355104 2530     48200    SH       Sole            48200
VALUECLICK INC                  COMMON           92046N102 698      42600    SH       Sole            42600
VANGUARD TAX MANAGED INTL FB    MSCI EAFE ETF    921943858 9471     300000   SH       Sole            300000
VARIAN MEDICAL SYSTEMS INC      COMMON           92220P105 3087     50804    SH       Sole            50804
VECTREN CORPORATION             COMMON           92240G101 8796     297960   SH       Sole            297960
VENTAS INC                      COM              92276F100 8319     131792   SH       Sole            131792
VEOLIA ENVIRONNEMENT            SPONSORED ADR    92334N103 8961     710076   SH       Sole            710076
VERIFONE SYSTEMS INC            COMMON           92342Y109 1880     56800    SH       Sole            56800
VERISIGN INC                    COMMON           92343E102 3140     72071    SH       Sole            72071
VERIZON COMMUNICATIONS INC      COMMON           92343V104 73322    1649901  SH       Sole            1649901
VERTEX PHARMACEUTICALS INC      COMMON           92532F100 6229     111400   SH       Sole            111400
VIACOM INC                      CL B             92553P201 31899    678416   SH       Sole            678416
VISA INC                        COM CL A         92826C839 67946    549594   SH       Sole            549594
VISHAY INTERTECHNOLOGY INC      COMMON           928298108 715      75852    SH       Sole            75852
VMWARE INC                      CL A COM         928563402 23024    252900   SH       Sole            252900
VODAFONE GROUP PLC              SPON ADR NEW     92857W209 9068     321800   SH       Sole            321800
VORNADO REALTY TRUST            SH BEN INT       929042109 7109     84656    SH       Sole            84656
VULCAN MATERIALS CO             COMMON           929160109 2342     58966    SH       Sole            58966
WGL HOLDINGS INC                COMMON           92924F106 1083     27240    SH       Sole            27240
WMS INDUSTRIES INC              COMMON           929297109 581      29100    SH       Sole            29100
W.P. CAREY + CO. LLC            COM              92930Y107 11185    243000   SH       Sole            243000
WABTEC CORP                     COMMON           929740108 1981     25400    SH       Sole            25400
WADDELL + REED FINANCIAL        CL A             930059100 1381     45600    SH       Sole            45600
WAL MART STORES INC             COMMON           931142103 67393    966624   SH       Sole            966624
WALGREEN CO                     COMMON           931422109 16172    546737   SH       Sole            546737
WARNACO GROUP INC/THE           COM NEW          934390402 924      21700    SH       Sole            21700
WASHINGTON FEDERAL INC          COMMON           938824109 953      56423    SH       Sole            56423
WASHINGTON POST                 CL B             939640108 818      2188     SH       Sole            2188
WASTE CONNECTIONS INC           COMMON           941053100 1949     65150    SH       Sole            65150
WASTE MANAGEMENT INC            COMMON           94106L109 7045     210934   SH       Sole            210934
WATERS CORP                     COMMON           941848103 3219     40510    SH       Sole            40510
WATSCO INC                      COMMON           942622200 1151     15600    SH       Sole            15600
WATSON PHARMACEUTICALS INC      COMMON           942683103 4296     58064    SH       Sole            58064
WEBSTER FINANCIAL CORP          COMMON           947890109 844      38950    SH       Sole            38950
WEINGARTEN REALTY INVESTORS     SH BEN INT       948741103 1686     64000    SH       Sole            64000
WELLCARE HEALTH PLANS INC       COMMON           94946T106 1203     22700    SH       Sole            22700
WELLPOINT INC                   COMMON           94973V107 9618     150772   SH       Sole            150772
WELLS FARGO + CO                COMMON           949746101 102074   3052438  SH       Sole            3052438
WENDY S CO/THE                  COMMON           95058W100 739      156599   SH       Sole            156599
WERNER ENTERPRISES INC          COMMON           950755108 561      23475    SH       Sole            23475
WESTAMERICA BANCORPORATION      COMMON           957090103 695      14730    SH       Sole            14730
WESTAR ENERGY INC               COMMON           95709T100 1996     66650    SH       Sole            66650
WESTERN DIGITAL CORP            COMMON           958102105 3252     106689   SH       Sole            106689
WESTERN UNION CO                COMMON           959802109 4706     279456   SH       Sole            279456
WEYERHAEUSER CO                 COM              962166104 5477     244962   SH       Sole            244962
WHIRLPOOL CORP                  COMMON           963320106 2157     35261    SH       Sole            35261
WHOLE FOODS MARKET INC          COMMON           966837106 7097     74451    SH       Sole            74451
WILEY (JOHN) + SONS             CL A             968223206 1210     24700    SH       Sole            24700
WILLIAMS COS INC                COMMON           969457100 8220     285220   SH       Sole            285220
WILLIAMS SONOMA INC             COMMON           969904101 1839     52600    SH       Sole            52600
WINDSTREAM CORP                 COMMON           97381W104 2591     268231   SH       Sole            268231
WISCONSIN ENERGY CORP           COMMON           976657106 4155     105010   SH       Sole            105010
WOODWARD INC                    COMMON           980745103 1254     31800    SH       Sole            31800
WORLD FUEL SERVICES CORP        COMMON           981475106 1445     38000    SH       Sole            38000
WORTHINGTON INDUSTRIES          COMMON           981811102 575      28078    SH       Sole            28078
WPX ENERGY INC                  COMMON           98212B103 1466     90606    SH       Sole            90606
WRIGHT EXPRESS CORP             COMMON           98233Q105 1265     20500    SH       Sole            20500
WYNDHAM WORLDWIDE CORP          COMMON           98310W108 3509     66541    SH       Sole            66541
WYNN RESORTS LTD                COMMON           983134107 3754     36190    SH       Sole            36190
XCEL ENERGY INC                 COMMON           98389B100 6307     221988   SH       Sole            221988
XILINX INC                      COMMON           983919101 4039     120319   SH       Sole            120319
XEROX CORP                      COMMON           984121103 4836     614443   SH       Sole            614443
XYLEM INC                       COMMON           98419M100 2127     84500    SH       Sole            84500
YAHOO  INC                      COMMON           984332106 8795     555603   SH       Sole            555603
YUM  BRANDS INC                 COMMON           988498101 13523    209918   SH       Sole            209918
ZEBRA TECHNOLOGIES CORP         CL A             989207105 941      27400    SH       Sole            27400
ZIMMER HOLDINGS INC             COMMON           98956P102 5166     80261    SH       Sole            80261
ZIONS BANCORPORATION            COMMON           989701107 1631     83980    SH       Sole            83980
AON PLC                         SHS CL A         G0408V102 6961     148811   SH       Sole            148811
ASPEN INSURANCE HOLDINGS LTD    SHS              G05384105 1092     37800    SH       Sole            37800
ACCENTURE PLC                   SHS CLASS A      G1151C101 17654    293800   SH       Sole            293800
COOPER INDUSTRIES PLC           SHS              G24140108 4943     72500    SH       Sole            72500
COVIDIEN PLC                    SHS              G2554F113 11765    219900   SH       Sole            219900
ENSCO PLC                       SHS CLASS A      G3157S106 16719    355942   SH       Sole            355942
EVEREST RE GROUP LTD            COM              G3223R108 2879     27820    SH       Sole            27820
INGERSOLL RAND PLC              SHS              G47791101 5745     136200   SH       Sole            136200
INVESCO LTD                     SHS              G491BT108 4618     204315   SH       Sole            204315
MARVELL TECHNOLOGY GROUP LTD    ORD              G5876H105 16737    1483800  SH       Sole            1483800
NABORS INDUSTRIES LTD           SHS              G6359F103 18699    1298516  SH       Sole            1298516
ROWAN COMPANIES PLC             SHS CL A         G7665A101 1831     56632    SH       Sole            56632
SEAGATE TECHNOLOGY              SHS              G7945M107 4207     170100   SH       Sole            170100
SIGNET JEWELERS LTD             SHS              G81276100 1976     44900    SH       Sole            44900
UTI WORLDWIDE INC               ORD              G87210103 799      54700    SH       Sole            54700
XL GROUP PLC                    SHS              G98290102 2990     142114   SH       Sole            142114
ACE LTD                         SHS              H0023R105 30382    409850   SH       Sole            409850
NOBLE CORP BAAR                 NAMEN -AKT       H5833N103 21370    656917   SH       Sole            656917
TE CONNECTIVITY LTD             REG SHS          H84989104 6219     194900   SH       Sole            194900
TYCO INTERNATIONAL LTD          SHS              H89128104 11153    211025   SH       Sole            211025