State Treasurer State Of Michigan

State Treasurer, State of Michigan as of Dec. 31, 2012

Portfolio Holdings for State Treasurer, State of Michigan

State Treasurer, State of Michigan holds 0 positions in its portfolio as reported in the December 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
------------------------------  ---------------  --------- -------- -------- --- ---- ------- ------- ------ ------ ---
THE ADT CORPORATION             COMMON           00101J106 4677     100612   SH       Sole            100612
AFLAC INC                       COMMON           001055102 10782    202977   SH       Sole            202977
AGCO CORP                       COMMON           001084102 2314     47100    SH       Sole            47100
AGL RESOURCES INC               COMMON           001204106 2037     50965    SH       Sole            50965
AES CORP                        COMMON           00130H105 2860     267255   SH       Sole            267255
AMC NETWORKS INC                CL A             00164V103 1379     27850    SH       Sole            27850
AOL INC                         COMMON           00184X105 1202     40607    SH       Sole            40607
AT+T INC                        COMMON           00206R102 98523    2922663  SH       Sole            2922663
AARON S INC                     COMMON           002535300 964      34100    SH       Sole            34100
ABBOTT LABORATORIES             COMMON           002824100 153732   2347051  SH       Sole            2347051
ABERCROMBIE + FITCH CO          CL A             002896207 1652     34443    SH       Sole            34443
ACI WORLDWIDE INC               COMMON           004498101 837      19150    SH       Sole            19150
ACUITY BRANDS INC               COMMON           00508Y102 1402     20700    SH       Sole            20700
ACXIOM CORP                     COMMON           005125109 632      36200    SH       Sole            36200
ADOBE SYSTEMS INC               COMMON           00724F101 8073     214243   SH       Sole            214243
ADTRAN INC                      COMMON           00738A106 594      30400    SH       Sole            30400
ADVANCE AUTO PARTS INC          COMMON           00751Y106 2579     35650    SH       Sole            35650
AECOM TECHNOLOGY CORP           COMMON           00766T100 1250     52500    SH       Sole            52500
AEROPOSTALE INC                 COMMON           007865108 7697     591600   SH       Sole            591600
ADVANCED MICRO DEVICES          COMMON           007903107 629      261955   SH       Sole            261955
ADVENT SOFTWARE INC             COMMON           007974108 329      15400    SH       Sole            15400
AETNA INC                       COMMON           00817Y108 6706     144828   SH       Sole            144828
AFFILIATED MANAGERS GROUP       COMMON           008252108 3280     25200    SH       Sole            25200
AGILENT TECHNOLOGIES INC        COMMON           00846U101 6174     150811   SH       Sole            150811
AIR PRODUCTS + CHEMICALS INC    COMMON           009158106 7744     92168    SH       Sole            92168
AIRGAS INC                      COMMON           009363102 2781     30467    SH       Sole            30467
AKAMAI TECHNOLOGIES INC         COMMON           00971T101 3143     76833    SH       Sole            76833
ALASKA AIR GROUP INC            COMMON           011659109 1470     34120    SH       Sole            34120
ALBEMARLE CORP                  COMMON           012653101 2691     43320    SH       Sole            43320
ALCOA INC                       COMMON           013817101 4010     461962   SH       Sole            461962
ALEXANDER + BALDWIN INC         COMMON           014491104 611      20820    SH       Sole            20820
ALEXANDRIA REAL ESTATE EQUIT I  COM              015271109 2142     30900    SH       Sole            30900
ALEXION PHARMACEUTICALS INC     COMMON           015351109 7889     84100    SH       Sole            84100
ALLEGHANY CORP                  COMMON           017175100 2750     8200     SH       Sole            8200
ALLEGHENY TECHNOLOGIES INC      COMMON           01741R102 6480     213432   SH       Sole            213432
ALLERGAN INC                    COMMON           018490102 31758    346214   SH       Sole            346214
ALLIANCE DATA SYSTEMS CORP      COMMON           018581108 3503     24200    SH       Sole            24200
ALLIANT ENERGY CORP             COMMON           018802108 2365     53860    SH       Sole            53860
ALLIANT TECHSYSTEMS INC         COMMON           018804104 985      15900    SH       Sole            15900
ALLSCRIPTS HEALTHCARE SOLUTI    COMMON           01988P108 785      83300    SH       Sole            83300
ALLSTATE CORP                   COMMON           020002101 66147    1646687  SH       Sole            1646687
ALPHA NATURAL RESOURCES INC     COMMON           02076X102 1043     107100   SH       Sole            107100
ALTERA CORP                     COMMON           021441100 4780     138778   SH       Sole            138778
ALTRIA GROUP INC                COMMON           02209S103 41676    1326422  SH       Sole            1326422
AMAZON.COM INC                  COMMON           023135106 55349    220392   SH       Sole            220392
AMEREN CORPORATION              COMMON           023608102 3225     104986   SH       Sole            104986
AMERICA MOVIL SAB DE CV         SPON ADR L SHS   02364W105 5438     235000   SH       Sole            235000
AMERICAN CAMPUS COMMUNITIES IN  COM              024835100 2343     50800    SH       Sole            50800
AMERICAN ELECTRIC POWER         COMMON           025537101 8967     210091   SH       Sole            210091
AMERICAN EAGLE OUTFITTERS       COMMON           02553E106 10418    507942   SH       Sole            507942
AMERICAN EXPRESS CO             COMMON           025816109 24224    421427   SH       Sole            421427
AMERICAN FINANCIAL GROUP INC    COMMON           025932104 1454     36790    SH       Sole            36790
AMERICAN INTERNATIONAL GROUP    COMMON           026874784 22560    639090   SH       Sole            639090
AMERICAN TOWER CORP NEW         COM              03027X100 13223    171124   SH       Sole            171124
AMERISOURCEBERGEN CORP          COMMON           03073E105 8197     189828   SH       Sole            189828
AMERIPRISE FINANCIAL INC        COMMON           03076C106 5578     89058    SH       Sole            89058
AMETEK INC                      COMMON           031100100 4434     118022   SH       Sole            118022
AMGEN INC                       COMMON           031162100 52854    612299   SH       Sole            612299
AMPHENOL CORP NEW               CL A             032095101 4488     69372    SH       Sole            69372
ANADARKO PETROLEUM CORP         COMMON           032511107 16073    216293   SH       Sole            216293
ANALOG DEVICES INC              COMMON           032654105 5487     130457   SH       Sole            130457
ANN INC                         COMMON           035623107 795      23500    SH       Sole            23500
ANSYS INC                       COMMON           03662Q105 3030     45000    SH       Sole            45000
APACHE CORP                     COMMON           037411105 31896    406321   SH       Sole            406321
APARTMENT INVT + MGMT CO        CL A             03748R101 1705     63022    SH       Sole            63022
APOLLO GROUP INC                CL A             037604105 57035    2726343  SH       Sole            2726343
APOLLO INVESTMENT CORP          COMMON           03761U106 824      98507    SH       Sole            98507
APPLE INC                       COMMON           037833100 456915   857203   SH       Sole            857203
APPLIED MATERIALS INC           COMMON           038222105 5931     518451   SH       Sole            518451
APTARGROUP INC                  COMMON           038336103 1541     32300    SH       Sole            32300
AQUA AMERICA INC                COMMON           03836W103 1727     67933    SH       Sole            67933
ARCH COAL INC                   COMMON           039380100 755      103100   SH       Sole            103100
ARCHER DANIELS MIDLAND CO       COMMON           039483102 11300    412577   SH       Sole            412577
ARROW ELECTRONICS INC           COMMON           042735100 24662    647629   SH       Sole            647629
ASCENA RETAIL GROUP INC         COMMON           04351G101 1132     61200    SH       Sole            61200
ASHLAND INC                     COMMON           044209104 2859     35553    SH       Sole            35553
ASSOCIATED BANC CORP            COMMON           045487105 1094     83389    SH       Sole            83389
ASSURANT INC                    COMMON           04621X108 1184     34113    SH       Sole            34113
ASTORIA FINANCIAL CORP          COMMON           046265104 371      39650    SH       Sole            39650
ATMEL CORP                      COMMON           049513104 1399     213530   SH       Sole            213530
ATMOS ENERGY CORP               COMMON           049560105 1538     43800    SH       Sole            43800
ATWOOD OCEANICS INC             COMMON           050095108 1268     27700    SH       Sole            27700
AUTODESK INC                    COMMON           052769106 3439     97296    SH       Sole            97296
AUTOMATIC DATA PROCESSING       COMMON           053015103 11983    210187   SH       Sole            210187
AUTONATION INC                  COMMON           05329W102 668      16829    SH       Sole            16829
AUTOZONE INC                    COMMON           053332102 5659     15966    SH       Sole            15966
AVALONBAY COMMUNITIES INC       COM              053484101 6714     49515    SH       Sole            49515
AVERY DENNISON CORP             COMMON           053611109 1506     43134    SH       Sole            43134
AVNET INC                       COMMON           053807103 2040     66640    SH       Sole            66640
AVON PRODUCTS INC               COMMON           054303102 2686     187043   SH       Sole            187043
BB+T CORP                       COMMON           054937107 8815     302815   SH       Sole            302815
BRE PROPERTIES INC              CL A             05564E106 1896     37300    SH       Sole            37300
BMC SOFTWARE INC                COMMON           055921100 2447     61702    SH       Sole            61702
BAKER HUGHES INC                COMMON           057224107 7771     190273   SH       Sole            190273
BALL CORP                       COMMON           058498106 2981     66604    SH       Sole            66604
BALLY TECHNOLOGIES INC          COMMON           05874B107 890      19900    SH       Sole            19900
BANCORPSOUTH INC                COMMON           059692103 587      40400    SH       Sole            40400
BANK OF AMERICA CORP            COMMON           060505104 150889   13007700 SH       Sole            13007700
BANK OF HAWAII CORP             COMMON           062540109 960      21790    SH       Sole            21790
BANK OF NEW YORK MELLON CORP    COMMON           064058100 13001    505874   SH       Sole            505874
CR BARD INC                     COMMON           067383109 3234     33087    SH       Sole            33087
BARNES + NOBLE INC              COMMON           067774109 276      18300    SH       Sole            18300
BILL BARRETT CORP               COMMON           06846N104 416      23400    SH       Sole            23400
BAXTER INTERNATIONAL INC        COMMON           071813109 15854    237837   SH       Sole            237837
B/E AEROSPACE INC               COMMON           073302101 2495     50500    SH       Sole            50500
BEAM INC                        COMMON           073730103 4205     68827    SH       Sole            68827
BECTON DICKINSON AND CO         COMMON           075887109 23865    305222   SH       Sole            305222
BED BATH + BEYOND INC           COMMON           075896100 5546     99199    SH       Sole            99199
BEMIS COMPANY                   COMMON           081437105 1496     44707    SH       Sole            44707
WR BERKLEY CORP                 COMMON           084423102 2017     53455    SH       Sole            53455
BERKSHIRE HATHAWAY INC DEL      CL A             084670108 15551    116      SH       Sole            116
BERKSHIRE HATHAWAY INC DEL      CL B NEW         084670702 55204    615432   SH       Sole            615432
BEST BUY CO INC                 COMMON           086516101 1370     115606   SH       Sole            115606
BIG LOTS INC                    COMMON           089302103 713      25042    SH       Sole            25042
BIO RAD LABORATORIES INC        CL A             090572207 1029     9800     SH       Sole            9800
BIOGEN IDEC INC                 COMMON           09062X103 15026    102449   SH       Sole            102449
BIOMED REALTY TRUST INC         COM              09063H107 1448     74900    SH       Sole            74900
BLACK HILLS CORP                COMMON           092113109 781      21490    SH       Sole            21490
BLACKROCK INC                   COMMON           09247X101 11233    54340    SH       Sole            54340
H+R BLOCK INC                   COMMON           093671105 6148     331094   SH       Sole            331094
BOB EVANS FARMS                 COMMON           096761101 550      13676    SH       Sole            13676
BOEING CO/THE                   COMMON           097023105 22140    293796   SH       Sole            293796
BORGWARNER INC                  COMMON           099724106 3631     50700    SH       Sole            50700
BOSTON PROPERTIES INC           COM              101121101 6914     65340    SH       Sole            65340
BOSTON SCIENTIFIC CORP          COMMON           101137107 3405     594274   SH       Sole            594274
BRIDGEPOINT EDUCATION INC       COMMON           10807M105 9466     919000   SH       Sole            919000
BRINKER INTERNATIONAL INC       COMMON           109641100 1099     35477    SH       Sole            35477
BRINK S CO/THE                  COMMON           109696104 661      23160    SH       Sole            23160
BRISTOL MYERS SQUIBB CO         COMMON           110122108 26429    810961   SH       Sole            810961
BROADCOM CORP                   CL A             111320107 7460     224630   SH       Sole            224630
BROADRIDGE FINANCIAL SOLUTIO    COMMON           11133T103 1357     59322    SH       Sole            59322
BROWN + BROWN INC               COMMON           115236101 1459     57300    SH       Sole            57300
BROWN FORMAN CORP               CL B NEW         115637209 4150     65617    SH       Sole            65617
CBS CORP NEW                    CL B NEW         124857202 13701    360082   SH       Sole            360082
CBOE HOLDINGS INC               COMMON           12503M108 1249     42400    SH       Sole            42400
CBRE GROUP INC                  CL A             12504L109 2599     130626   SH       Sole            130626
CF INDUSTRIES HOLDINGS INC      COMMON           125269100 9513     46823    SH       Sole            46823
C.H. ROBINSON WORLDWIDE INC     COMMON           12541W209 4410     69757    SH       Sole            69757
CIGNA CORP                      COMMON           125509109 6614     123720   SH       Sole            123720
CLECO CORPORATION               COMMON           12561W105 1180     29500    SH       Sole            29500
CME GROUP INC                   COMMON           12572Q105 8390     165445   SH       Sole            165445
CMS ENERGY CORP                 COMMON           125896100 11440    469257   SH       Sole            469257
CSX CORP                        COMMON           126408103 8807     446399   SH       Sole            446399
CVS CAREMARK CORP               COMMON           126650100 32576    673758   SH       Sole            673758
CA INC                          COMMON           12673P105 3190     145142   SH       Sole            145142
CABELA S INC                    COMMON           126804301 935      22400    SH       Sole            22400
CABLEVISION SYSTEMS CORP        CL A NY CABLVS   12686C109 1395     93400    SH       Sole            93400
CABOT CORP                      COMMON           127055101 1153     28980    SH       Sole            28980
CABOT OIL + GAS CORP            COMMON           127097103 4517     90820    SH       Sole            90820
CADENCE DESIGN SYS INC          COMMON           127387108 1837     136010   SH       Sole            136010
CAMDEN PROPERTY TRUST           SH BEN INT       133131102 2783     40800    SH       Sole            40800
CAMERON INTERNATIONAL CORP      COMMON           13342B105 6032     106839   SH       Sole            106839
CAMPBELL SOUP CO                COMMON           134429109 2706     77547    SH       Sole            77547
CAPITAL ONE FINANCIAL CORP      COMMON           14040H105 23532    406218   SH       Sole            406218
CARBO CERAMICS INC              COMMON           140781105 744      9500     SH       Sole            9500
CARDINAL HEALTH INC             COMMON           14149Y108 6057     147091   SH       Sole            147091
CAREFUSION CORP                 COMMON           14170T101 2745     96049    SH       Sole            96049
CARLISLE COS INC                COMMON           142339100 1793     30520    SH       Sole            30520
CARMAX INC                      COMMON           143130102 3719     99061    SH       Sole            99061
CARNIVAL CORP                   PAIRED CTF       143658300 7098     193046   SH       Sole            193046
CARPENTER TECHNOLOGY            COMMON           144285103 1110     21500    SH       Sole            21500
CARTER S INC                    COMMON           146229109 1375     24700    SH       Sole            24700
CATERPILLAR INC                 COMMON           149123101 25357    283064   SH       Sole            283064
CATHAY GENERAL BANCORP          COMMON           149150104 694      35600    SH       Sole            35600
CEDAR FAIR LP                   DEPOSITRY UNIT   150185106 5051     151000   SH       Sole            151000
CELGENE CORP                    COMMON           151020104 44295    562694   SH       Sole            562694
CENTERPOINT ENERGY INC          COMMON           15189T107 3561     184984   SH       Sole            184984
CENTURYLINK INC                 COMMON           156700106 18400    470337   SH       Sole            470337
CERNER CORP                     COMMON           156782104 4899     63094    SH       Sole            63094
CHARLES RIVER LABORATORIES      COMMON           159864107 884      23600    SH       Sole            23600
CHEESECAKE FACTORY INC/THE      COMMON           163072101 792      24199    SH       Sole            24199
CHESAPEAKE ENERGY CORP          COMMON           165167107 3729     224393   SH       Sole            224393
CHEVRON CORP                    COMMON           166764100 124272   1149178  SH       Sole            1149178
CHICO S FAS INC                 COMMON           168615102 1492     80800    SH       Sole            80800
CHIPOTLE MEXICAN GRILL INC      COMMON           169656105 17401    58500    SH       Sole            58500
CHUBB CORP                      COMMON           171232101 8541     113392   SH       Sole            113392
CHURCH + DWIGHT CO INC          COMMON           171340102 3637     67890    SH       Sole            67890
CIENA CORP                      COMMON           171779309 765      48700    SH       Sole            48700
CIMAREX ENERGY CO               COMMON           171798101 7859     136133   SH       Sole            136133
CINCINNATI FINANCIAL CORP       COMMON           172062101 2480     63333    SH       Sole            63333
CINEMARK HOLDINGS INC           COMMON           17243V102 1291     49700    SH       Sole            49700
CISCO SYSTEMS INC               COMMON           17275R102 81887    4167294  SH       Sole            4167294
CINTAS CORP                     COMMON           172908105 1880     45969    SH       Sole            45969
CITIGROUP INC                   COMMON           172967424 126372   3194443  SH       Sole            3194443
CITRIX SYSTEMS INC              COMMON           177376100 5312     80790    SH       Sole            80790
CITY NATIONAL CORP              COMMON           178566105 1137     22959    SH       Sole            22959
CITY TELECOM (H.K.) LTD         SPONSORED ADR    178677209 5826     919000   SH       Sole            919000
CLARCOR INC                     COMMON           179895107 1161     24300    SH       Sole            24300
CLEAN HARBORS INC               COMMON           184496107 1414     25700    SH       Sole            25700
CLIFFS NATURAL RESOURCES INC    COMMON           18683K101 2380     61725    SH       Sole            61725
CLOROX COMPANY                  COMMON           189054109 4136     56492    SH       Sole            56492
COACH INC                       COMMON           189754104 6819     122837   SH       Sole            122837
COCA COLA CO/THE                COMMON           191216100 106272   2931630  SH       Sole            2931630
COCA COLA ENTERPRISES           COMMON           19122T109 3705     116756   SH       Sole            116756
COGNIZANT TECH SOLUTIONS        CL A             192446102 46735    631129   SH       Sole            631129
COLGATE PALMOLIVE CO            COMMON           194162103 20097    192244   SH       Sole            192244
COMCAST CORP NEW                CL A             20030N101 42996    1150239  SH       Sole            1150239
COMERICA INC                    COMMON           200340107 2499     82360    SH       Sole            82360
COMMERCE BANCSHARES INC         COMMON           200525103 1326     37827    SH       Sole            37827
COMMERCIAL METALS CO            COMMON           201723103 840      56500    SH       Sole            56500
COMMUNITY HEALTH SYSTEMS INC    COMMON           203668108 1362     44300    SH       Sole            44300
COMPASS MINERALS INTERNATION    COMMON           20451N101 1203     16100    SH       Sole            16100
COMPUTER SCIENCES CORP          COMMON           205363104 2695     67291    SH       Sole            67291
COMPUWARE CORP                  COMMON           205638109 1126     103600   SH       Sole            103600
CONAGRA FOODS INC               COMMON           205887102 5205     176447   SH       Sole            176447
CON WAY INC                     COMMON           205944101 755      27150    SH       Sole            27150
CONCUR TECHNOLOGIES INC         COMMON           206708109 1479     21900    SH       Sole            21900
CONOCOPHILLIPS                  COMMON           20825C104 36099    622507   SH       Sole            622507
CONSOL ENERGY INC               COMMON           20854P109 3166     98620    SH       Sole            98620
CONSOLIDATED EDISON INC         COMMON           209115104 7040     126748   SH       Sole            126748
CONSTELLATION BRANDS INC        CL A             21036P108 2319     65513    SH       Sole            65513
CONVERGYS CORP                  COMMON           212485106 870      53000    SH       Sole            53000
COOPER COS INC/THE              COMMON           216648402 2155     23300    SH       Sole            23300
COPART INC                      COMMON           217204106 1521     51552    SH       Sole            51552
CORELOGIC INC                   COMMON           21871D103 1273     47300    SH       Sole            47300
CORNING INC                     COMMON           219350105 8073     639685   SH       Sole            639685
CORPORATE EXECUTIVE BOARD CO    COMMON           21988R102 774      16300    SH       Sole            16300
CORPORATE OFFICE PROPERTIES TR  SH BEN INT       22002T108 979      39200    SH       Sole            39200
CORRECTIONS CORP OF AMERICA     COMMON           22025Y407 1724     48600    SH       Sole            48600
COSTCO WHOLESALE CORP           COMMON           22160K105 18489    187196   SH       Sole            187196
COVANCE INC                     COMMON           222816100 1534     26550    SH       Sole            26550
COVENTRY HEALTH CARE INC        COMMON           222862104 2611     58249    SH       Sole            58249
CRANE CO                        COMMON           224399105 1075     23232    SH       Sole            23232
CREE INC                        COMMON           225447101 1920     56500    SH       Sole            56500
CROWN CASTLE INTL CORP          COMMON           228227104 9157     126900   SH       Sole            126900
CULLEN/FROST BANKERS INC        COMMON           229899109 1617     29800    SH       Sole            29800
CUMMINS INC                     COMMON           231021106 8290     76510    SH       Sole            76510
CYPRESS SEMICONDUCTOR CORP      COMMON           232806109 693      63900    SH       Sole            63900
CYTEC INDUSTRIES INC            COMMON           232820100 1525     22150    SH       Sole            22150
DR HORTON INC                   COMMON           23331A109 17290    874130   SH       Sole            874130
DST SYSTEMS INC                 COMMON           233326107 903      14900    SH       Sole            14900
DTE ENERGY COMPANY              COMMON           233331107 4472     74463    SH       Sole            74463
DANAHER CORP                    COMMON           235851102 14078    251841   SH       Sole            251841
DARDEN RESTAURANTS INC          COMMON           237194105 2511     55713    SH       Sole            55713
DAVITA HEALTHCARE PARTNERS I    COMMON           23918K108 4005     36239    SH       Sole            36239
DEAN FOODS CO                   COMMON           242370104 1323     80156    SH       Sole            80156
DECKERS OUTDOOR CORP            COMMON           243537107 689      17100    SH       Sole            17100
DEERE + CO                      COMMON           244199105 14651    169528   SH       Sole            169528
DELL INC                        COMMON           24702R101 6398     631637   SH       Sole            631637
DENBURY RESOURCES INC           COMMON           247916208 2714     167516   SH       Sole            167516
DELUXE CORP                     COMMON           248019101 7121     220862   SH       Sole            220862
DENTSPLY INTERNATIONAL INC      COMMON           249030107 2432     61395    SH       Sole            61395
DEVON ENERGY CORPORATION        COMMON           25179M103 8485     163051   SH       Sole            163051
DEVRY INC                       COMMON           251893103 30875    1301080  SH       Sole            1301080
DIAMOND OFFSHORE DRILLING       COMMON           25271C102 2043     30066    SH       Sole            30066
DICK S SPORTING GOODS INC       COMMON           253393102 15084    331600   SH       Sole            331600
DIEBOLD INC                     COMMON           253651103 941      30730    SH       Sole            30730
WALT DISNEY CO/THE              COMMON           254687106 38193    767085   SH       Sole            767085
DISCOVER FINANCIAL SERVICES     COMMON           254709108 8423     218483   SH       Sole            218483
DISCOVERY COMMUNICATIONS NEW    COM SER A        25470F104 6564     103399   SH       Sole            103399
DIRECTV                         COMMON           25490A309 17708    353040   SH       Sole            353040
DOLLAR GENERAL CORP             COMMON           256677105 5013     113700   SH       Sole            113700
DOLLAR TREE INC                 COMMON           256746108 3987     98300    SH       Sole            98300
DOMINION RESOURCES INC/VA       COMMON           25746U109 12883    248707   SH       Sole            248707
DOMTAR CORP                     COMMON           257559203 1428     17100    SH       Sole            17100
DONALDSON CO INC                COMMON           257651109 2152     65520    SH       Sole            65520
RR DONNELLEY + SONS CO          COMMON           257867101 788      87600    SH       Sole            87600
DOVER CORP                      COMMON           260003108 5094     77522    SH       Sole            77522
DOW CHEMICAL CO/THE             COMMON           260543103 22044    682059   SH       Sole            682059
DR PEPPER SNAPPLE GROUP INC     COMMON           26138E109 3982     90128    SH       Sole            90128
DREAMWORKS ANIMATION SKG INC    CL A             26153C103 577      34800    SH       Sole            34800
DRESSER RAND GROUP INC          COMMON           261608103 2060     36700    SH       Sole            36700
DRIL QUIP INC                   COMMON           262037104 1293     17700    SH       Sole            17700
DU PONT (E.I.) DE NEMOURS       COMMON           263534109 35779    795629   SH       Sole            795629
DUKE REALTY CORP                COM NEW          264411505 1853     133600   SH       Sole            133600
DUKE ENERGY CORP                COMMON           26441C204 28292    443452   SH       Sole            443452
DUN + BRADSTREET CORP           COMMON           26483E100 1518     19296    SH       Sole            19296
EMC CORP/MA                     COMMON           268648102 23072    911932   SH       Sole            911932
EOG RESOURCES INC               COMMON           26875P101 14168    117294   SH       Sole            117294
EQT CORP                        COMMON           26884L109 3819     64746    SH       Sole            64746
E TRADE FINANCIAL CORP          COMMON           269246401 998      111466   SH       Sole            111466
EAST WEST BANCORP INC           COMMON           27579R104 1463     68100    SH       Sole            68100
EASTMAN CHEMICAL CO             COMMON           277432100 4519     66414    SH       Sole            66414
EATON VANCE CORP                COMMON           278265103 1780     55900    SH       Sole            55900
EBAY INC                        COMMON           278642103 57862    1134100  SH       Sole            1134100
ECOLAB INC                      COMMON           278865100 8205     114111   SH       Sole            114111
EDISON INTERNATIONAL            COMMON           281020107 6374     141044   SH       Sole            141044
EDWARDS LIFESCIENCES CORP       COMMON           28176E108 4508     50000    SH       Sole            50000
EL PASO PIPELINE PARTNERS LP    COM UNIT LPI     283702108 9187     248500   SH       Sole            248500
ELECTRONIC ARTS INC             COMMON           285512109 1919     132076   SH       Sole            132076
EMERSON ELECTRIC CO             COMMON           291011104 41724    787832   SH       Sole            787832
ENDO HEALTH SOLUTIONS INC       COMMON           29264F205 1455     55400    SH       Sole            55400
ENERGEN CORP                    COMMON           29265N108 1578     35000    SH       Sole            35000
ENERGIZER HOLDINGS INC          COMMON           29266R108 2403     30044    SH       Sole            30044
ENERGY TRANSFER PARTNERS LP     UNIT LTD PARTN   29273R109 0        2        SH       Sole            2
ENTERGY CORP                    COMMON           29364G103 4907     76973    SH       Sole            76973
ENTERPRISE PRODUCTS PARTNERS    COM              293792107 22604    451367   SH       Sole            451367
EQUIFAX INC                     COMMON           294429105 2800     51740    SH       Sole            51740
EQUINIX INC                     COMMON           29444U502 4866     23600    SH       Sole            23600
EQUITY ONE INC                  COM              294752100 630      30000    SH       Sole            30000
EQUITY RESIDENTIAL              SH BEN INT       29476L107 7893     139287   SH       Sole            139287
ESSEX PROPERTY TRUST INC        COM              297178105 2596     17700    SH       Sole            17700
ESTERLINE TECHNOLOGIES CORP     COMMON           297425100 954      15000    SH       Sole            15000
EXELON CORP                     COMMON           30161N101 10997    369767   SH       Sole            369767
EXELIS INC                      COMMON           30162A108 1027     91100    SH       Sole            91100
EXPEDIA INC                     COMMON           30212P303 2476     40292    SH       Sole            40292
EXPEDITORS INTL WASH INC        COMMON           302130109 3577     90433    SH       Sole            90433
EXPRESS SCRIPTS HOLDING CO      COMMON           30219G108 19084    353412   SH       Sole            353412
EXXON MOBIL CORP                COMMON           30231G102 182736   2111336  SH       Sole            2111336
FLIR SYSTEMS INC                COMMON           302445101 1449     64957    SH       Sole            64957
FMC CORP                        COMMON           302491303 3480     59460    SH       Sole            59460
FMC TECHNOLOGIES INC            COMMON           30249U101 4406     102876   SH       Sole            102876
FTI CONSULTING INC              COMMON           302941109 663      20100    SH       Sole            20100
FACEBOOK INC                    CL A             30303M102 39024    1465409  SH       Sole            1465409
FACTSET RESEARCH SYSTEMS INC    COMMON           303075105 1744     19800    SH       Sole            19800
FAIR ISAAC CORP                 COMMON           303250104 715      17000    SH       Sole            17000
FAIRCHILD SEMICONDUCTOR INTE    COMMON           303726103 888      61700    SH       Sole            61700
FAMILY DOLLAR STORES            COMMON           307000109 2632     41503    SH       Sole            41503
FASTENAL CO                     COMMON           311900104 5451     116758   SH       Sole            116758
FEDERAL REALTY INVS TRUST       SH BEN INT NEW   313747206 3266     31400    SH       Sole            31400
FEDERATED INVESTORS INC PA      CL B             314211103 1005     49700    SH       Sole            49700
FEDEX CORP                      COMMON           31428X106 11601    126478   SH       Sole            126478
F5 NETWORKS INC                 COMMON           315616102 16535    170200   SH       Sole            170200
FIDELITY NATIONAL INFORMATIO    COMMON           31620M106 10368    297838   SH       Sole            297838
FIDELITY NATIONAL FINANCIAL     CL A             31620R105 2423     102869   SH       Sole            102869
FIFTH THIRD BANCORP             COMMON           316773100 5900     388440   SH       Sole            388440
FIRST AMERICAN FINANCIAL        COMMON           31847R102 1248     51800    SH       Sole            51800
FIRST HORIZON NATIONAL CORP     COMMON           320517105 1061     107015   SH       Sole            107015
FIRST NIAGARA FINANCIAL GRP     COMMON           33582V108 1358     171190   SH       Sole            171190
FIRST SOLAR INC                 COMMON           336433107 802      25982    SH       Sole            25982
FISERV INC                      COMMON           337738108 4567     57788    SH       Sole            57788
FIRSTMERIT CORP                 COMMON           337915102 756      53269    SH       Sole            53269
FIRSTENERGY CORP                COMMON           337932107 7559     181009   SH       Sole            181009
FLUOR CORP                      COMMON           343412102 4234     72075    SH       Sole            72075
FLOWERS FOODS INC               COMMON           343498101 1296     55700    SH       Sole            55700
FLOWSERVE CORP                  COMMON           34354P105 3173     21617    SH       Sole            21617
FOOT LOCKER INC                 COMMON           344849104 2351     73200    SH       Sole            73200
FORD MOTOR CO                   COMMON           345370860 43970    3395372  SH       Sole            3395372
FOREST LABORATORIES INC         COMMON           345838106 3578     101314   SH       Sole            101314
FOREST OIL CORP                 COMMON           346091705 385      57500    SH       Sole            57500
FORTUNE BRANDS HOME + SECURI    COMMON           34964C106 2311     79100    SH       Sole            79100
FOSSIL INC                      COMMON           349882100 2179     23400    SH       Sole            23400
FRANKLIN RESOURCES INC          COMMON           354613101 7507     59722    SH       Sole            59722
FREEPORT MCMORAN COPPER         COMMON           35671D857 14052    410878   SH       Sole            410878
FRONTIER COMMUNICATIONS CORP    COMMON           35906A108 1850     432183   SH       Sole            432183
FULTON FINANCIAL CORP           COMMON           360271100 929      96700    SH       Sole            96700
GATX CORP                       COMMON           361448103 987      22790    SH       Sole            22790
ARTHUR J GALLAGHER + CO         COMMON           363576109 2093     60400    SH       Sole            60400
GAMESTOP CORP NEW               CL A             36467W109 1316     52454    SH       Sole            52454
GANNETT CO                      COMMON           364730101 1792     99480    SH       Sole            99480
GAP INC/THE                     COMMON           364760108 3995     128694   SH       Sole            128694
GARDNER DENVER INC              COMMON           365558105 1630     23800    SH       Sole            23800
GARTNER INC                     COMMON           366651107 2094     45500    SH       Sole            45500
GENERAL CABLE CORP              COMMON           369300108 736      24200    SH       Sole            24200
GENERAL DYNAMICS CORP           COMMON           369550108 16472    237801   SH       Sole            237801
GENERAL ELECTRIC CO             COMMON           369604103 113496   5407161  SH       Sole            5407161
GENERAL MILLS INC               COMMON           370334104 95145    2354487  SH       Sole            2354487
GENERAL MOTORS CO               COMMON           37045V100 11172    387500   SH       Sole            387500
GENESEE + WYOMING INC           CL A             371559105 1613     21200    SH       Sole            21200
GENTEX CORP                     COMMON           371901109 1304     69300    SH       Sole            69300
GENUINE PARTS CO                COMMON           372460105 4267     67114    SH       Sole            67114
GENWORTH FINANCIAL INC          COM CL A         37247D106 1599     212882   SH       Sole            212882
GILEAD SCIENCES INC             COMMON           375558103 24086    327928   SH       Sole            327928
GLAXOSMITHKLINE PLC             SPONSORED ADR    37733W105 18562    427000   SH       Sole            427000
GLOBAL PAYMENTS INC             COMMON           37940X102 1735     38300    SH       Sole            38300
GOLDMAN SACHS GROUP INC         COMMON           38141G104 127008   995669   SH       Sole            995669
GOODYEAR TIRE + RUBBER CO       COMMON           382550101 1465     106058   SH       Sole            106058
GOOGLE INC                      CL A             38259P508 230015   324253   SH       Sole            324253
GRACO INC                       COMMON           384109104 1519     29500    SH       Sole            29500
WW GRAINGER INC                 COMMON           384802104 5229     25837    SH       Sole            25837
GRANITE CONSTRUCTION INC        COMMON           387328107 580      17245    SH       Sole            17245
GREAT PLAINS ENERGY INC         COMMON           391164100 1511     74410    SH       Sole            74410
GREEN MOUNTAIN COFFEE ROASTE    COMMON           393122106 8712     210642   SH       Sole            210642
GREENHILL + CO INC              COMMON           395259104 665      12800    SH       Sole            12800
GREIF INC                       CL A             397624107 654      14700    SH       Sole            14700
GUESS? INC                      COMMON           401617105 731      29800    SH       Sole            29800
HCC INSURANCE HOLDINGS INC      COMMON           404132102 1831     49200    SH       Sole            49200
HCP INC                         COM              40414L109 8841     195689   SH       Sole            195689
HNI CORP                        COMMON           404251100 660      21940    SH       Sole            21940
HMS HOLDINGS CORP               COMMON           40425J101 1094     42200    SH       Sole            42200
HSN INC                         COMMON           404303109 975      17700    SH       Sole            17700
HALLIBURTON CO                  COMMON           406216101 13934    401677   SH       Sole            401677
HANCOCK HOLDING CO              COMMON           410120109 1308     41200    SH       Sole            41200
HANESBRANDS INC                 COMMON           410345102 1701     47481    SH       Sole            47481
HANOVER INSURANCE GROUP INC/    COMMON           410867105 839      21650    SH       Sole            21650
HARLEY DAVIDSON INC             COMMON           412822108 4782     97913    SH       Sole            97913
HARMAN INTERNATIONAL            COMMON           413086109 1310     29346    SH       Sole            29346
HARRIS CORP                     COMMON           413875105 2409     49206    SH       Sole            49206
HARRIS TEETER SUPERMARKETS I    COMMON           414585109 922      23920    SH       Sole            23920
HARSCO CORP                     COMMON           415864107 919      39120    SH       Sole            39120
HARTFORD FINANCIAL SVCS GRP     COMMON           416515104 4238     188843   SH       Sole            188843
HASBRO INC                      COMMON           418056107 1795     50009    SH       Sole            50009
HAWAIIAN ELECTRIC INDS          COMMON           419870100 10592    421340   SH       Sole            421340
HEALTH MGMT ASSOCIATES INC NEW  CL A             421933102 1160     124500   SH       Sole            124500
HEALTH CARE REIT INC            COM              42217K106 6889     112407   SH       Sole            112407
HEALTH NET INC                  COMMON           42222G108 959      39468    SH       Sole            39468
HJ HEINZ CO                     COMMON           423074103 8008     138834   SH       Sole            138834
HELIX ENERGY SOLUTIONS GROUP    COMMON           42330P107 982      47600    SH       Sole            47600
HELMERICH + PAYNE               COMMON           423452101 2566     45806    SH       Sole            45806
JACK HENRY + ASSOCIATES INC     COMMON           426281101 1639     41750    SH       Sole            41750
HERSHEY CO/THE                  COMMON           427866108 22728    314702   SH       Sole            314702
HESS CORP                       COMMON           42809H107 6813     128649   SH       Sole            128649
HEWLETT PACKARD CO              COMMON           428236103 26895    1887371  SH       Sole            1887371
HIGHWOODS PROPERTIES INC        COM              431284108 1274     38100    SH       Sole            38100
HILL ROM HOLDINGS INC           COMMON           431475102 842      29550    SH       Sole            29550
HILLSHIRE BRANDS CO             COMMON           432589109 1672     59405    SH       Sole            59405
HOLLYFRONTIER CORP              COMMON           436106108 4580     98390    SH       Sole            98390
HOLOGIC INC                     COMMON           436440101 2595     129580   SH       Sole            129580
HOME DEPOT INC                  COMMON           437076102 40032    647244   SH       Sole            647244
HOME PROPERTIES INC             COM              437306103 1527     24900    SH       Sole            24900
HOMEAWAY INC                    COMMON           43739Q100 420      19100    SH       Sole            19100
HONEYWELL INTERNATIONAL INC     COMMON           438516106 27361    431081   SH       Sole            431081
HORMEL FOODS CORP               COMMON           440452100 1811     58032    SH       Sole            58032
HOSPIRA INC                     COMMON           441060100 2234     71523    SH       Sole            71523
HOSPITALITY PROPERTIES TRUST    COM SH BEN INT   44106M102 1405     60000    SH       Sole            60000
HOST HOTELS + RESORTS INC       COM              44107P104 4917     313766   SH       Sole            313766
HUBBELL INC                     CL B             443510201 2193     25914    SH       Sole            25914
HUDSON CITY BANCORP INC         COMMON           443683107 1673     205746   SH       Sole            205746
HUMANA INC                      COMMON           444859102 4703     68522    SH       Sole            68522
HUNT (JB) TRANSPRT SVCS INC     COMMON           445658107 2643     44260    SH       Sole            44260
HUNTINGTON BANCSHARES INC       COMMON           446150104 2366     370278   SH       Sole            370278
HUNTINGTON INGALLS INDUSTRIE    COMMON           446413106 1042     24034    SH       Sole            24034
ITT CORP                        COMMON           450911201 1056     45000    SH       Sole            45000
IDACORP INC                     COMMON           451107106 1057     24380    SH       Sole            24380
IDEX CORP                       COMMON           45167R104 1866     40100    SH       Sole            40100
IDEXX LABORATORIES INC          COMMON           45168D104 2459     26500    SH       Sole            26500
ILLINOIS TOOL WORKS             COMMON           452308109 24137    396917   SH       Sole            396917
INFORMATICA CORP                COMMON           45666Q102 1589     52400    SH       Sole            52400
INGRAM MICRO INC                CL A             457153104 24427    1443650  SH       Sole            1443650
INGREDION INC                   COMMON           457187102 2397     37200    SH       Sole            37200
INTEGRATED DEVICE TECH INC      COMMON           458118106 511      70020    SH       Sole            70020
INTEL CORP                      COMMON           458140100 51389    2490989  SH       Sole            2490989
INTEGRYS ENERGY GROUP INC       COMMON           45822P105 8769     167915   SH       Sole            167915
INTERCONTINENTALEXCHANGE INC    COMMON           45865V100 3892     31434    SH       Sole            31434
INTERDIGITAL INC                COMMON           45867G101 818      19900    SH       Sole            19900
INTERNATIONAL BANCSHARES CRP    COMMON           459044103 477      26400    SH       Sole            26400
INTL BUSINESS MACHINES CORP     COMMON           459200101 95957    500951   SH       Sole            500951
INTL FLAVORS + FRAGRANCES       COMMON           459506101 2348     35290    SH       Sole            35290
INTL GAME TECHNOLOGY            COMMON           459902102 1632     115188   SH       Sole            115188
INTERNATIONAL PAPER CO          COMMON           460146103 7573     190091   SH       Sole            190091
INTL RECTIFIER CORP             COMMON           460254105 595      33550    SH       Sole            33550
INTL SPEEDWAY CORP              CL A             460335201 341      12350    SH       Sole            12350
INTERPUBLIC GROUP OF COS INC    COMMON           460690100 2058     186766   SH       Sole            186766
INTERSIL CORP                   CL A             46069S109 511      61600    SH       Sole            61600
INTUIT INC                      COMMON           461202103 30241    508252   SH       Sole            508252
INTUITIVE SURGICAL INC          COMMON           46120E602 28045    57192    SH       Sole            57192
INTREPID POTASH INC             COMMON           46121Y102 554      26000    SH       Sole            26000
IRON MOUNTAIN INC               COMMON           462846106 2241     72168    SH       Sole            72168
ISHARES INC                     MSCI SWEDEN      464286756 10872    360000   SH       Sole            360000
ISHARES INC                     MSCI S KOREA     464286772 9504     150000   SH       Sole            150000
ISHARES INC                     MSCI ITALY       464286855 3766     280000   SH       Sole            280000
ISHARES TR                      CORE S^P MCP ETF 464287507 16038    157700   SH       Sole            157700
ITRON INC                       COMMON           465741106 846      19000    SH       Sole            19000
JDS UNIPHASE CORP               COMMON           46612J507 1371     101227   SH       Sole            101227
JPMORGAN CHASE + CO             COMMON           46625H100 93533    2127206  SH       Sole            2127206
JABIL CIRCUIT INC               COMMON           466313103 1562     80987    SH       Sole            80987
JACOBS ENGINEERING GROUP INC    COMMON           469814107 2397     56313    SH       Sole            56313
JANUS CAPITAL GROUP INC         COMMON           47102X105 774      90900    SH       Sole            90900
JARDEN CORP                     COMMON           471109108 1846     35700    SH       Sole            35700
JEFFERIES GROUP INC             COMMON           472319102 1153     62100    SH       Sole            62100
JETBLUE AIRWAYS CORP            COMMON           477143101 631      110423   SH       Sole            110423
JOHNSON + JOHNSON               COMMON           478160104 217629   3104557  SH       Sole            3104557
JOHNSON CONTROLS INC            COMMON           478366107 9087     295990   SH       Sole            295990
JONES LANG LASALLE INC          COMMON           48020Q107 1796     21400    SH       Sole            21400
JOY GLOBAL INC                  COMMON           481165108 2921     45800    SH       Sole            45800
JUNIPER NETWORKS INC            COMMON           48203R104 4389     223132   SH       Sole            223132
KBR INC                         COMMON           48242W106 2144     71642    SH       Sole            71642
KLA TENCOR CORPORATION          COMMON           482480100 3441     72039    SH       Sole            72039
KANSAS CITY SOUTHERN            COMMON           485170302 4458     53400    SH       Sole            53400
KB HOME                         COMMON           48666K109 588      37200    SH       Sole            37200
KELLOGG CO                      COMMON           487836108 97812    1751335  SH       Sole            1751335
KEMPER CORP                     COMMON           488401100 777      26350    SH       Sole            26350
KENNAMETAL INC                  COMMON           489170100 1546     38660    SH       Sole            38660
KEYCORP                         COMMON           493267108 3403     404182   SH       Sole            404182
KIMBERLY CLARK CORP             COMMON           494368103 14303    169404   SH       Sole            169404
KIMCO REALTY CORP               COM              49446R109 3409     176438   SH       Sole            176438
KINDER MORGAN ENERGY PRTNRS     UT LTD PARTNER   494550106 13046    163500   SH       Sole            163500
KINDER MORGAN INC               COMMON           49456B101 21435    606716   SH       Sole            606716
KIRBY CORP                      COMMON           497266106 1677     27100    SH       Sole            27100
KOHLS CORP                      COMMON           500255104 29508    686558   SH       Sole            686558
KRAFT FOODS GROUP INC           COMMON           50076Q106 11660    256436   SH       Sole            256436
KROGER CO                       COMMON           501044101 5786     222382   SH       Sole            222382
LKQ CORP                        COMMON           501889208 3045     144300   SH       Sole            144300
LSI CORP                        COMMON           502161102 1696     239542   SH       Sole            239542
L 3 COMMUNICATIONS HOLDINGS     COMMON           502424104 18169    237136   SH       Sole            237136
LABORATORY CRP OF AMER HLDGS    COMMON           50540R409 3548     40955    SH       Sole            40955
LAM RESEARCH CORP               COMMON           512807108 2681     74212    SH       Sole            74212
LAMAR ADVERTISING CO            CL A             512815101 1038     26800    SH       Sole            26800
LANCASTER COLONY CORP           COMMON           513847103 652      9420     SH       Sole            9420
LANDSTAR SYSTEM INC             COMMON           515098101 1186     22600    SH       Sole            22600
ESTEE LAUDER COMPANIES INC      CL A             518439104 30832    515066   SH       Sole            515066
LEGGETT + PLATT INC             COMMON           524660107 1664     61131    SH       Sole            61131
LEGG MASON INC                  COMMON           524901105 1304     50700    SH       Sole            50700
LENDER PROCESSING SERVICES      COMMON           52602E102 1014     41202    SH       Sole            41202
LENNAR CORP                     CL A             526057104 2747     71038    SH       Sole            71038
LENNOX INTERNATIONAL INC        COMMON           526107107 1166     22200    SH       Sole            22200
LEUCADIA NATIONAL CORP          COMMON           527288104 2041     85788    SH       Sole            85788
LEXMARK INTERNATIONAL NEW       CL A             529771107 728      31400    SH       Sole            31400
LIBERTY PROPERTY TRUST          SH BEN INT       531172104 2053     57400    SH       Sole            57400
LIFE TIME FITNESS INC           COMMON           53217R207 960      19500    SH       Sole            19500
LIFE TECHNOLOGIES CORP          COMMON           53217V109 3657     74519    SH       Sole            74519
LIFEPOINT HOSPITALS INC         COMMON           53219L109 906      24000    SH       Sole            24000
ELI LILLY + CO                  COMMON           532457108 21799    441996   SH       Sole            441996
LIMITED BRANDS INC              COMMON           532716107 4873     103556   SH       Sole            103556
LINCOLN ELECTRIC HOLDINGS       COMMON           533900106 1962     40300    SH       Sole            40300
LINCOLN NATIONAL CORP           COMMON           534187109 3083     119053   SH       Sole            119053
LINEAR TECHNOLOGY CORP          COMMON           535678106 7021     204698   SH       Sole            204698
LOCKHEED MARTIN CORP            COMMON           539830109 81234    880206   SH       Sole            880206
LOEWS CORP                      COMMON           540424108 5483     134561   SH       Sole            134561
LONE PINE RESOURCES INC         COMMON           54222A106 0        1        SH       Sole            1
LORILLARD INC                   COMMON           544147101 6538     56038    SH       Sole            56038
LOUISIANA PACIFIC CORP          COMMON           546347105 1298     67199    SH       Sole            67199
LOWE S COS INC                  COMMON           548661107 31639    890735   SH       Sole            890735
M + T BANK CORP                 COMMON           55261F104 5182     52629    SH       Sole            52629
MDC HOLDINGS INC                COMMON           552676108 695      18900    SH       Sole            18900
MDU RESOURCES GROUP INC         COMMON           552690109 1947     91662    SH       Sole            91662
MEMC ELECTRONIC MATERIALS       COMMON           552715104 360      112100   SH       Sole            112100
MSC INDUSTRIAL DIRECT INC       CL A             553530106 1696     22500    SH       Sole            22500
MSCI INC                        COMMON           55354G100 1838     59300    SH       Sole            59300
MACERICH CO/THE                 COM              554382101 3870     66388    SH       Sole            66388
MACK CALI REALTY CORP           COM              554489104 1052     40300    SH       Sole            40300
MACY S INC                      COMMON           55616P104 6676     171096   SH       Sole            171096
MANPOWER INC                    COMMON           56418H100 1618     38130    SH       Sole            38130
MANTECH INTERNATIONAL CORP      CL A             564563104 298      11500    SH       Sole            11500
MARATHON OIL CORP               COMMON           565849106 9376     305806   SH       Sole            305806
MARATHON PETROLEUM CORP         COMMON           56585A102 9249     146803   SH       Sole            146803
MARSH + MCLENNAN COS            COMMON           571748102 8122     235633   SH       Sole            235633
MARRIOTT INTERNATIONAL INC NEW  CL A             571903202 3971     106551   SH       Sole            106551
MARTIN MARIETTA MATERIALS       COMMON           573284106 2102     22300    SH       Sole            22300
MASCO CORP                      COMMON           574599106 2575     154588   SH       Sole            154588
MASIMO CORPORATION              COMMON           574795100 532      25300    SH       Sole            25300
MASTERCARD INC                  CL A             57636Q104 22727    46260    SH       Sole            46260
MATSON INC                      COMMON           57686G105 510      20620    SH       Sole            20620
MATTEL INC                      COMMON           577081102 5441     148577   SH       Sole            148577
MATTHEWS INTL CORP              CL A             577128101 430      13400    SH       Sole            13400
MCCORMICK + CO                  COM NON VTG      579780206 3646     57388    SH       Sole            57388
MCDONALD S CORP                 COMMON           580135101 60825    689543   SH       Sole            689543
MCGRAW HILL COMPANIES INC       COMMON           580645109 6573     120227   SH       Sole            120227
MCKESSON CORP                   COMMON           58155Q103 14166    146101   SH       Sole            146101
MEAD JOHNSON NUTRITION CO       COMMON           582839106 5791     87891    SH       Sole            87891
MEADWESTVACO CORP               COMMON           583334107 2412     75678    SH       Sole            75678
MEDNAX INC                      COMMON           58502B106 1924     24200    SH       Sole            24200
MEDTRONIC INC                   COMMON           585055106 30767    750050   SH       Sole            750050
MENTOR GRAPHICS CORP            COMMON           587200106 781      45860    SH       Sole            45860
MERCK + CO. INC.                COMMON           58933Y105 133545   3261980  SH       Sole            3261980
MERCURY GENERAL CORP            COMMON           589400100 699      17600    SH       Sole            17600
MEREDITH CORP                   COMMON           589433101 603      17500    SH       Sole            17500
METLIFE INC                     COMMON           59156R108 15556    472241   SH       Sole            472241
METROPCS COMMUNICATIONS INC     COMMON           591708102 1363     137139   SH       Sole            137139
METTLER TOLEDO INTERNATIONAL    COMMON           592688105 2880     14900    SH       Sole            14900
MICROS SYSTEMS INC              COMMON           594901100 1655     39000    SH       Sole            39000
MICROSOFT CORP                  COMMON           594918104 133422   4991457  SH       Sole            4991457
MICROCHIP TECHNOLOGY INC        COMMON           595017104 3070     94190    SH       Sole            94190
MICRON TECHNOLOGY INC           COMMON           595112103 2797     440486   SH       Sole            440486
HERMAN MILLER INC               COMMON           600544100 607      28330    SH       Sole            28330
MINE SAFETY APPLIANCES CO       COMMON           602720104 645      15100    SH       Sole            15100
MINERALS TECHNOLOGIES INC       COMMON           603158106 686      17180    SH       Sole            17180
MOHAWK INDUSTRIES INC           COMMON           608190104 2551     28200    SH       Sole            28200
MOLEX INC                       COMMON           608554101 1635     59814    SH       Sole            59814
MOLSON COORS BREWING CO         CL B             60871R209 2887     67461    SH       Sole            67461
MONDELEZ INTERNATIONAL INC      CL A             609207105 19592    769210   SH       Sole            769210
MONSANTO CO                     COMMON           61166W101 21904    231421   SH       Sole            231421
MONSTER BEVERAGE CORP           COMMON           611740101 3411     64500    SH       Sole            64500
MONSTER WORLDWIDE INC           COMMON           611742107 320      56900    SH       Sole            56900
MOODY S CORP                    COMMON           615369105 4224     83945    SH       Sole            83945
MORGAN STANLEY                  COMMON           617446448 46889    2452372  SH       Sole            2452372
MOSAIC CO/THE                   COMMON           61945C103 6784     119800   SH       Sole            119800
MOTOROLA SOLUTIONS INC          COMMON           620076307 6762     121452   SH       Sole            121452
MURPHY OIL CORP                 COMMON           626717102 4761     79943    SH       Sole            79943
MYLAN INC                       COMMON           628530107 4847     176385   SH       Sole            176385
NCR CORPORATION                 COMMON           62886E108 1978     77640    SH       Sole            77640
NRG ENERGY INC                  COMMON           629377508 3206     139456   SH       Sole            139456
NTT DOCOMO INC                  SPONS ADR        62942M201 295      20500    SH       Sole            20500
NVR INC                         COMMON           62944T105 2028     2204     SH       Sole            2204
NYSE EURONEXT                   COMMON           629491101 3319     105216   SH       Sole            105216
NASDAQ OMX GROUP/THE            COMMON           631103108 1268     50705    SH       Sole            50705
NATIONAL CINEMEDIA INC          COMMON           635309107 8704     616000   SH       Sole            616000
NATIONAL FUEL GAS CO            COMMON           636180101 2052     40480    SH       Sole            40480
NATIONAL GRID PLC               SPON ADR NEW     636274300 11588    201740   SH       Sole            201740
NATIONAL INSTRUMENTS CORP       COMMON           636518102 1184     45875    SH       Sole            45875
NATIONAL OILWELL VARCO INC      COMMON           637071101 37043    541956   SH       Sole            541956
NATIONAL RETAIL PROPERTIES INC  COM              637417106 1666     53400    SH       Sole            53400
NETAPP INC                      COMMON           64110D104 5202     155055   SH       Sole            155055
NETFLIX INC                     COMMON           64110L106 13190    142160   SH       Sole            142160
NEUSTAR INC                     CL A             64126X201 1348     32160    SH       Sole            32160
NEW YORK COMMUNITY BANCORP      COMMON           649445103 2794     213270   SH       Sole            213270
NEW YORK TIMES CO               CL A             650111107 504      59100    SH       Sole            59100
NEWELL RUBBERMAID INC           COMMON           651229106 2772     124482   SH       Sole            124482
NEWFIELD EXPLORATION CO         COMMON           651290108 1567     58500    SH       Sole            58500
NEWMARKET CORP                  COMMON           651587107 1363     5200     SH       Sole            5200
NEWMONT MINING CORP             COMMON           651639106 9979     214877   SH       Sole            214877
NEWS CORP                       CL A             65248E104 26586    1040955  SH       Sole            1040955
NEXTERA ENERGY INC              COMMON           65339F101 12674    183171   SH       Sole            183171
NIKE INC                        CL B             654106103 33346    646244   SH       Sole            646244
NISOURCE INC                    COMMON           65473P105 3337     134088   SH       Sole            134088
NOKIA CORP                      SPONSORED ADR    654902204 2314     585800   SH       Sole            585800
NOBLE ENERGY INC                COMMON           655044105 7838     77043    SH       Sole            77043
NORDSON CORP                    COMMON           655663102 1727     27360    SH       Sole            27360
NORDSTROM INC                   COMMON           655664100 3520     65790    SH       Sole            65790
NORFOLK SOUTHERN CORP           COMMON           655844108 8459     136783   SH       Sole            136783
NORTHEAST UTILITIES             COMMON           664397106 5311     135906   SH       Sole            135906
NORTHERN OIL AND GAS INC        COMMON           665531109 483      28700    SH       Sole            28700
NORTHERN TRUST CORP             COMMON           665859104 21020    419055   SH       Sole            419055
NORTHROP GRUMMAN CORP           COMMON           666807102 13760    203607   SH       Sole            203607
NOVARTIS AG                     SPONSORED ADR    66987V109 3292     52000    SH       Sole            52000
NOVO NORDISK A/S                ADR              670100205 2497     15300    SH       Sole            15300
NUCOR CORP                      COMMON           670346105 5938     137519   SH       Sole            137519
NVIDIA CORP                     COMMON           67066G104 3324     270494   SH       Sole            270494
NV ENERGY INC                   COMMON           67073Y106 2075     114364   SH       Sole            114364
OGE ENERGY CORP                 COMMON           670837103 2701     47960    SH       Sole            47960
O REILLY AUTOMOTIVE INC         COMMON           67103H107 4441     49663    SH       Sole            49663
OCCIDENTAL PETROLEUM CORP       COMMON           674599105 38357    500682   SH       Sole            500682
OCEANEERING INTL INC            COMMON           675232102 2819     52400    SH       Sole            52400
OFFICE DEPOT INC                COMMON           676220106 454      138500   SH       Sole            138500
OIL STATES INTERNATIONAL INC    COMMON           678026105 1910     26700    SH       Sole            26700
OLD REPUBLIC INTL CORP          COMMON           680223104 1247     117127   SH       Sole            117127
OLIN CORP                       COMMON           680665205 840      38890    SH       Sole            38890
OMNICARE INC                    COMMON           681904108 1936     53630    SH       Sole            53630
OMNICOM GROUP                   COMMON           681919106 5714     114378   SH       Sole            114378
OMEGA HEALTHCARE INVESTORS INC  COM              681936100 1297     54400    SH       Sole            54400
ONEOK INC                       COMMON           682680103 3784     88526    SH       Sole            88526
ORACLE CORP                     COMMON           68389X105 88470    2655162  SH       Sole            2655162
OSHKOSH CORP                    COMMON           688239201 1316     44400    SH       Sole            44400
OWENS + MINOR INC               COMMON           690732102 878      30800    SH       Sole            30800
OWENS ILLINOIS INC              COMMON           690768403 1515     71206    SH       Sole            71206
P G + E CORP                    COMMON           69331C108 7478     186101   SH       Sole            186101
PNC FINANCIAL SERVICES GROUP    COMMON           693475105 13349    228936   SH       Sole            228936
PNM RESOURCES INC               COMMON           69349H107 792      38634    SH       Sole            38634
PPG INDUSTRIES INC              COMMON           693506107 8978     66331    SH       Sole            66331
PPL CORPORATION                 COMMON           69351T106 7209     251800   SH       Sole            251800
PVH CORP                        COMMON           693656100 3808     34300    SH       Sole            34300
PACCAR INC                      COMMON           693718108 6909     152824   SH       Sole            152824
PACKAGING CORP OF AMERICA       COMMON           695156109 1835     47700    SH       Sole            47700
PALL CORP                       COMMON           696429307 2898     48091    SH       Sole            48091
PANERA BREAD COMPANY            CL A             69840W108 2176     13700    SH       Sole            13700
PARAMETRIC TECHNOLOGY CORP      COMMON           699173209 1306     58039    SH       Sole            58039
PARKER HANNIFIN CORP            COMMON           701094104 5495     64605    SH       Sole            64605
PATTERSON COS INC               COMMON           703395103 1239     36203    SH       Sole            36203
PATTERSON UTI ENERGY INC        COMMON           703481101 27762    1490160  SH       Sole            1490160
PAYCHEX INC                     COMMON           704326107 4359     139985   SH       Sole            139985
PEABODY ENERGY CORP             COMMON           704549104 3092     116191   SH       Sole            116191
PEARSON PLC                     SPONSORED ADR    705015105 20204    1034000  SH       Sole            1034000
J.C. PENNEY CO INC              COMMON           708160106 15505    786660   SH       Sole            786660
PEOPLE S UNITED FINANCIAL       COMMON           712704105 1819     150487   SH       Sole            150487
PEPCO HOLDINGS INC              COMMON           713291102 1948     99314    SH       Sole            99314
PEPSICO INC                     COMMON           713448108 144619   2113384  SH       Sole            2113384
PERKINELMER INC                 COMMON           714046109 1575     49637    SH       Sole            49637
PERRIGO CO                      COMMON           714290103 3974     38200    SH       Sole            38200
PETSMART INC                    COMMON           716768106 3178     46500    SH       Sole            46500
PFIZER INC                      COMMON           717081103 110984   4425191  SH       Sole            4425191
PHILIP MORRIS INTERNATIONAL     COMMON           718172109 98079    1172632  SH       Sole            1172632
PHILLIPS 66                     COMMON           718546104 14385    270903   SH       Sole            270903
PINNACLE WEST CAPITAL           COMMON           723484101 2420     47477    SH       Sole            47477
PIONEER NATURAL RESOURCES CO    COMMON           723787107 5683     53320    SH       Sole            53320
PITNEY BOWES INC                COMMON           724479100 925      86927    SH       Sole            86927
PLAINS ALL AMER PIPELINE LP     UNIT LTD PARTN   726503105 7130     157600   SH       Sole            157600
PLAINS EXPLORATION + PRODUCT    COMMON           726505100 2942     62667    SH       Sole            62667
PLANTRONICS INC                 COMMON           727493108 763      20700    SH       Sole            20700
PLUM CREEK TIMBER CO INC        COM              729251108 3103     69941    SH       Sole            69941
POLARIS INDUSTRIES INC          COMMON           731068102 2625     31200    SH       Sole            31200
POLYCOM INC                     COMMON           73172K104 891      85200    SH       Sole            85200
POST HOLDINGS INC               COMMON           737446104 545      15900    SH       Sole            15900
POTLATCH CORP NEW               COM              737630103 770      19641    SH       Sole            19641
PRAXAIR INC                     COMMON           74005P104 32105    293329   SH       Sole            293329
PRECISION CASTPARTS CORP        COMMON           740189105 49740    262593   SH       Sole            262593
T ROWE PRICE GROUP INC          COMMON           74144T108 7183     110281   SH       Sole            110281
PRICELINE.COM INC               COMMON           741503403 13426    21613    SH       Sole            21613
PRINCIPAL FINANCIAL GROUP       COMMON           74251V102 3406     119431   SH       Sole            119431
PROCTER + GAMBLE CO/THE         COMMON           742718109 160223   2360044  SH       Sole            2360044
PROGRESSIVE CORP                COMMON           743315103 5081     240799   SH       Sole            240799
PROLOGIS INC                    COM              74340W103 7281     199525   SH       Sole            199525
PROSPERITY BANCSHARES INC       COMMON           743606105 899      21400    SH       Sole            21400
PROTECTIVE LIFE CORP            COMMON           743674103 1097     38400    SH       Sole            38400
PRUDENTIAL FINANCIAL INC        COMMON           744320102 10709    200806   SH       Sole            200806
PUBLIC SERVICE ENTERPRISE GP    COMMON           744573106 6701     218992   SH       Sole            218992
PUBLIC STORAGE                  COM              74460D109 9042     62375    SH       Sole            62375
PULTEGROUP INC                  COMMON           745867101 2672     147141   SH       Sole            147141
QLOGIC CORP                     COMMON           747277101 438      45000    SH       Sole            45000
QEP RESOURCES INC               COMMON           74733V100 2335     77150    SH       Sole            77150
QUALCOMM INC                    COMMON           747525103 59175    954123   SH       Sole            954123
QUANTA SERVICES INC             COMMON           74762E102 2519     92288    SH       Sole            92288
QUEST DIAGNOSTICS INC           COMMON           74834L100 4011     68829    SH       Sole            68829
QUESTAR CORP                    COMMON           748356102 1681     85071    SH       Sole            85071
QUICKSILVER RESOURCES INC       COMMON           74837R104 166      57900    SH       Sole            57900
RPM INTERNATIONAL INC           COMMON           749685103 1885     64218    SH       Sole            64218
RF MICRO DEVICES INC            COMMON           749941100 608      135700   SH       Sole            135700
RACKSPACE HOSTING INC           COMMON           750086100 3951     53200    SH       Sole            53200
RALCORP HOLDINGS INC            COMMON           751028101 2394     26700    SH       Sole            26700
RALPH LAUREN CORP               CL A             751212101 17797    118709   SH       Sole            118709
RANGE RESOURCES CORP            COMMON           75281A109 4423     70397    SH       Sole            70397
RAYMOND JAMES FINANCIAL INC     COMMON           754730109 2089     54225    SH       Sole            54225
RAYONIER INC                    COM              754907103 3100     59809    SH       Sole            59809
RAYTHEON COMPANY                COMMON           755111507 14309    248592   SH       Sole            248592
REALTY INCOME CORP              COM              756109104 2606     64800    SH       Sole            64800
RED HAT INC                     COMMON           756577102 4434     83728    SH       Sole            83728
REGAL BELOIT CORP               COMMON           758750103 1522     21600    SH       Sole            21600
REGENCY CENTERS CORP            COM              758849103 2069     43900    SH       Sole            43900
REGENERON PHARMACEUTICALS       COMMON           75886F107 6261     36600    SH       Sole            36600
REGIS CORP                      COMMON           758932107 472      27900    SH       Sole            27900
REGIONS FINANCIAL CORP          COMMON           7591EP100 4355     611606   SH       Sole            611606
REINSURANCE GROUP OF AMERICA    COMMON           759351604 1921     35900    SH       Sole            35900
RELIANCE STEEL + ALUMINUM       COMMON           759509102 2279     36700    SH       Sole            36700
RENT A CENTER INC               COMMON           76009N100 983      28600    SH       Sole            28600
REPUBLIC SERVICES INC           COMMON           760759100 11805    402478   SH       Sole            402478
RESMED INC                      COMMON           761152107 2889     69500    SH       Sole            69500
REYNOLDS AMERICAN INC           COMMON           761713106 17364    419128   SH       Sole            419128
RIVERBED TECHNOLOGY INC         COMMON           768573107 1538     78000    SH       Sole            78000
ROBERT HALF INTL INC            COMMON           770323103 1940     60966    SH       Sole            60966
ROCK TENN COMPANY               CL A             772739207 2412     34500    SH       Sole            34500
ROCKWELL AUTOMATION INC         COMMON           773903109 5063     60282    SH       Sole            60282
ROCKWELL COLLINS INC            COMMON           774341101 3531     60701    SH       Sole            60701
ROLLINS INC                     COMMON           775711104 704      31926    SH       Sole            31926
ROPER INDUSTRIES INC            COMMON           776696106 4745     42564    SH       Sole            42564
ROSETTA RESOURCES INC           COMMON           777779307 1157     25500    SH       Sole            25500
ROSS STORES INC                 COMMON           778296103 5211     96228    SH       Sole            96228
ROVI CORP                       COMMON           779376102 775      50250    SH       Sole            50250
ROYAL DUTCH SHELL PLC           SPONS ADR A      780259206 13037    189074   SH       Sole            189074
ROYAL GOLD INC                  COMMON           780287108 2569     31600    SH       Sole            31600
RYDER SYSTEM INC                COMMON           783549108 1103     22097    SH       Sole            22097
SAIC INC                        COMMON           78390X101 1390     122834   SH       Sole            122834
SEI INVESTMENTS COMPANY         COMMON           784117103 1529     65500    SH       Sole            65500
SL GREEN REALTY CORP            COM              78440X101 3365     43900    SH       Sole            43900
SLM CORP                        COMMON           78442P106 3427     200037   SH       Sole            200037
SM ENERGY CO                    COMMON           78454L100 1676     32100    SH       Sole            32100
SPDR S+P 500 ETF TRUST          TR UNIT          78462F103 268800   1886050  SH       Sole            1886050
SPX CORP                        COMMON           784635104 1733     24704    SH       Sole            24704
SVB FINANCIAL GROUP             COMMON           78486Q101 1209     21600    SH       Sole            21600
SAFEWAY INC                     COMMON           786514208 1876     103695   SH       Sole            103695
ST JUDE MEDICAL INC             COMMON           790849103 4821     133391   SH       Sole            133391
SAKS INC                        COMMON           79377W108 517      49232    SH       Sole            49232
SALESFORCE.COM INC              COMMON           79466L302 9505     56543    SH       Sole            56543
SANDISK CORP                    COMMON           80004C101 4560     104692   SH       Sole            104692
SCANA CORP                      COMMON           80589M102 2602     57020    SH       Sole            57020
HENRY SCHEIN INC                COMMON           806407102 3436     42700    SH       Sole            42700
SCHLUMBERGER LTD                COMMON           806857108 55444    800171   SH       Sole            800171
SCHOLASTIC CORP                 COMMON           807066105 378      12800    SH       Sole            12800
SCHWAB (CHARLES) CORP           COMMON           808513105 103201   7186691  SH       Sole            7186691
SCIENTIFIC GAMES CORP           CL A             80874P109 222      25600    SH       Sole            25600
SCOTTS MIRACLE GRO CO           CL A             810186106 827      18775    SH       Sole            18775
SCRIPPS NETWORKS INTERACT IN    CL A COM         811065101 2179     37629    SH       Sole            37629
SEALED AIR CORP                 COMMON           81211K100 1475     84210    SH       Sole            84210
SELECT SECTOR SPDR TR           SBI INT-FINL     81369Y605 29099    1774300  SH       Sole            1774300
SEMTECH CORP                    COMMON           816850101 932      32200    SH       Sole            32200
SEMPRA ENERGY                   COMMON           816851109 6907     97358    SH       Sole            97358
SENIOR HOUSING PROP TRUST       SH BEN INT       81721M109 2026     85700    SH       Sole            85700
SENSIENT TECHNOLOGIES CORP      COMMON           81725T100 859      24170    SH       Sole            24170
SERVICE CORP INTERNATIONAL      COMMON           817565104 1427     103300   SH       Sole            103300
SHAW GROUP INC                  COMMON           820280105 1506     32314    SH       Sole            32314
SHERWIN WILLIAMS CO/THE         COMMON           824348106 5702     37067    SH       Sole            37067
SIGMA ALDRICH                   COMMON           826552101 3836     52133    SH       Sole            52133
SIGNATURE BANK                  COMMON           82669G104 1598     22400    SH       Sole            22400
SILICON LABORATORIES INC        COMMON           826919102 778      18600    SH       Sole            18600
SILGAN HOLDINGS INC             COMMON           827048109 991      23831    SH       Sole            23831
SIMON PROPERTY GROUP INC NEW    COM              828806109 21163    133864   SH       Sole            133864
SKYWORKS SOLUTIONS INC          COMMON           83088M102 10036    494400   SH       Sole            494400
SMITHFIELD FOODS INC            COMMON           832248108 1307     60600    SH       Sole            60600
JM SMUCKER CO/THE               COMMON           832696405 4050     46962    SH       Sole            46962
SNAP ON INC                     COMMON           833034101 1992     25213    SH       Sole            25213
SOLARWINDS INC                  COMMON           83416B109 1558     29700    SH       Sole            29700
SOLERA HOLDINGS INC             COMMON           83421A104 1786     33400    SH       Sole            33400
SONOCO PRODUCTS CO              COMMON           835495102 1454     48911    SH       Sole            48911
SOTHEBY S                       COMMON           835898107 1107     32927    SH       Sole            32927
SOUTHERN CO/THE                 COMMON           842587107 16196    378322   SH       Sole            378322
SOUTHWEST AIRLINES CO           COMMON           844741108 3271     319444   SH       Sole            319444
SOUTHWESTERN ENERGY CO          COMMON           845467109 5052     151221   SH       Sole            151221
SPECTRA ENERGY CORP             COMMON           847560109 7890     288167   SH       Sole            288167
SPRINT NEXTEL CORP              COMMON           852061100 7374     1300606  SH       Sole            1300606
STANCORP FINANCIAL GROUP        COMMON           852891100 788      21500    SH       Sole            21500
STANLEY BLACK + DECKER INC      COMMON           854502101 5404     73052    SH       Sole            73052
STAPLES INC                     COMMON           855030102 27982    2454543  SH       Sole            2454543
STARBUCKS CORP                  COMMON           855244109 17261    321906   SH       Sole            321906
STARWOOD HOTELS + RESORTS       COMMON           85590A401 4867     84857    SH       Sole            84857
STATE STREET CORP               COMMON           857477103 9458     201185   SH       Sole            201185
STEEL DYNAMICS INC              COMMON           858119100 1462     106500   SH       Sole            106500
STERICYCLE INC                  COMMON           858912108 3463     37129    SH       Sole            37129
STERIS CORP                     COMMON           859152100 986      28400    SH       Sole            28400
STRAYER EDUCATION INC           COMMON           863236105 326      5800     SH       Sole            5800
STRYKER CORP                    COMMON           863667101 6855     125046   SH       Sole            125046
SUNTRUST BANKS INC              COMMON           867914103 6612     233242   SH       Sole            233242
SUPERIOR ENERGY SERVICES INC    COMMON           868157108 1587     76600    SH       Sole            76600
SUPERVALU INC                   COMMON           868536103 256      103700   SH       Sole            103700
SYMANTEC CORP                   COMMON           871503108 5650     300381   SH       Sole            300381
SYNOPSYS INC                    COMMON           871607107 2305     72400    SH       Sole            72400
SYNOVUS FINANCIAL CORP          COMMON           87161C105 936      381936   SH       Sole            381936
SYSCO CORP                      COMMON           871829107 8056     254451   SH       Sole            254451
TCF FINANCIAL CORP              COMMON           872275102 964      79360    SH       Sole            79360
TC PIPELINES LP                 UT COM LTD PRT   87233Q108 5933     147000   SH       Sole            147000
TECO ENERGY INC                 COMMON           872375100 1477     88144    SH       Sole            88144
TJX COMPANIES INC               COMMON           872540109 48898    1151898  SH       Sole            1151898
TW TELECOM INC                  COMMON           87311L104 1872     73500    SH       Sole            73500
TARGET CORP                     COMMON           87612E106 16667    281674   SH       Sole            281674
TAUBMAN CENTERS INC             COM              876664103 2362     30000    SH       Sole            30000
TECH DATA CORP                  COMMON           878237106 835      18350    SH       Sole            18350
TECHNE CORP                     COMMON           878377100 1148     16800    SH       Sole            16800
TELEFLEX INC                    COMMON           879369106 1414     19830    SH       Sole            19830
TELEPHONE AND DATA SYSTEMS      COMMON           879433829 1088     49136    SH       Sole            49136
TELENAV INC                     COMMON           879455103 160      20000    SH       Sole            20000
TELLABS INC                     COMMON           879664100 383      167800   SH       Sole            167800
TEMPUR PEDIC INTERNATIONAL      COMMON           88023U101 910      28900    SH       Sole            28900
TENET HEALTHCARE CORP           COMMON           88033G407 1496     46080    SH       Sole            46080
TERADATA CORP                   COMMON           88076W103 4533     73242    SH       Sole            73242
TERADYNE INC                    COMMON           880770102 1374     81336    SH       Sole            81336
TEREX CORP                      COMMON           880779103 1510     53700    SH       Sole            53700
TESORO CORP                     COMMON           881609101 2676     60759    SH       Sole            60759
TESLA MOTORS INC                COMMON           88160R101 3268     96500    SH       Sole            96500
TEVA PHARMACEUTICAL INDS LTD    ADR              881624209 52578    1408097  SH       Sole            1408097
TEXAS INSTRUMENTS INC           COMMON           882508104 19467    629178   SH       Sole            629178
TEXTRON INC                     COMMON           883203101 3024     121979   SH       Sole            121979
THERMO FISHER SCIENTIFIC INC    COMMON           883556102 32548    510317   SH       Sole            510317
THOR INDUSTRIES INC             COMMON           885160101 5251     140300   SH       Sole            140300
THORATEC CORP                   COMMON           885175307 1069     28500    SH       Sole            28500
3M CO                           COMMON           88579Y101 44167    475677   SH       Sole            475677
TIBCO SOFTWARE INC              COMMON           88632Q103 1660     75400    SH       Sole            75400
TIDEWATER INC                   COMMON           886423102 1082     24220    SH       Sole            24220
TIFFANY + CO                    COMMON           886547108 2956     51560    SH       Sole            51560
TIME WARNER INC                 COMMON           887317303 19606    409909   SH       Sole            409909
TIME WARNER CABLE               COMMON           88732J207 12691    130580   SH       Sole            130580
TIMKEN CO                       COMMON           887389104 12551    262400   SH       Sole            262400
TOLL BROTHERS INC               COMMON           889478103 2350     72700    SH       Sole            72700
TOOTSIE ROLL INDS               COMMON           890516107 259      9998     SH       Sole            9998
TORCHMARK CORP                  COMMON           891027104 2124     41106    SH       Sole            41106
TOWERS WATSON + CO              CL A             891894107 1557     27700    SH       Sole            27700
TOTAL SYSTEM SERVICES INC       COMMON           891906109 1491     69593    SH       Sole            69593
TRACTOR SUPPLY COMPANY          COMMON           892356106 3022     34200    SH       Sole            34200
TRANSDIGM GROUP INC             COMMON           893641100 10909    80000    SH       Sole            80000
TRAVELERS COS INC/THE           COMMON           89417E109 27063    376812   SH       Sole            376812
TRIMBLE NAVIGATION LTD          COMMON           896239100 3665     61300    SH       Sole            61300
TRINITY INDUSTRIES INC          COMMON           896522109 1372     38297    SH       Sole            38297
TRIUMPH GROUP INC               COMMON           896818101 1587     24300    SH       Sole            24300
TRIPADVISOR INC                 COMMON           896945201 1993     47492    SH       Sole            47492
TRUSTMARK CORP                  COMMON           898402102 707      31500    SH       Sole            31500
TUPPERWARE BRANDS CORP          COMMON           899896104 1723     26887    SH       Sole            26887
TYSON FOODS INC                 CL A             902494103 2410     124204   SH       Sole            124204
UDR INC                         COM              902653104 2888     121445   SH       Sole            121445
UGI CORP                        COMMON           902681105 1789     54700    SH       Sole            54700
US BANCORP                      COMMON           902973304 33184    1038952  SH       Sole            1038952
URS CORP                        COMMON           903236107 1464     37300    SH       Sole            37300
UNDER ARMOUR INC                CL A             904311107 1825     37600    SH       Sole            37600
UNION PACIFIC CORP              COMMON           907818108 25598    203610   SH       Sole            203610
UNIT CORP                       COMMON           909218109 946      21000    SH       Sole            21000
UNITED NATURAL FOODS INC        COMMON           911163103 1281     23900    SH       Sole            23900
UNITED PARCEL SERVICE INC       CL B             911312106 27263    369762   SH       Sole            369762
UNITED RENTALS INC              COMMON           911363109 2045     44936    SH       Sole            44936
UNITED STATES STEEL CORP        COMMON           912909108 1491     62459    SH       Sole            62459
UNITED TECHNOLOGIES CORP        COMMON           913017109 64236    783273   SH       Sole            783273
UNITED THERAPEUTICS CORP        COMMON           91307C102 1223     22900    SH       Sole            22900
UNITEDHEALTH GROUP INC          COMMON           91324P102 75513    1392207  SH       Sole            1392207
UNIVERSAL CORP/VA               COMMON           913456109 566      11350    SH       Sole            11350
UNIVERSAL HEALTH SERVICES INC   CL B             913903100 2079     43000    SH       Sole            43000
UNUM GROUP                      COMMON           91529Y106 2479     119065   SH       Sole            119065
URBAN OUTFITTERS INC            COMMON           917047102 1865     47373    SH       Sole            47373
VCA ANTECH INC                  COMMON           918194101 899      42700    SH       Sole            42700
VF CORP                         COMMON           918204108 5755     38120    SH       Sole            38120
VALASSIS COMMUNICATIONS INC     COMMON           918866104 490      19000    SH       Sole            19000
VALERO ENERGY CORP              COMMON           91913Y100 8175     239586   SH       Sole            239586
VALLEY NATIONAL BANCORP         COMMON           919794107 893      96014    SH       Sole            96014
VALMONT INDUSTRIES              COMMON           920253101 1557     11400    SH       Sole            11400
VALSPAR CORP                    COMMON           920355104 2558     41000    SH       Sole            41000
VALUECLICK INC                  COMMON           92046N102 666      34300    SH       Sole            34300
VANGUARD TAX MANAGED INTL FD    MSCI EAFE ETF    921943858 10569    300000   SH       Sole            300000
VARIAN MEDICAL SYSTEMS INC      COMMON           92220P105 3330     47404    SH       Sole            47404
VECTREN CORPORATION             COMMON           92240G101 8660     294560   SH       Sole            294560
VENTAS INC                      COM              92276F100 8277     127892   SH       Sole            127892
VEOLIA ENVIRONNEMENT            SPONSORED ADR    92334N103 11433    934076   SH       Sole            934076
VERIFONE SYSTEMS INC            COMMON           92342Y109 1555     52400    SH       Sole            52400
VERISIGN INC                    COMMON           92343E102 2608     67171    SH       Sole            67171
VERIZON COMMUNICATIONS INC      COMMON           92343V104 64866    1499101  SH       Sole            1499101
VERTEX PHARMACEUTICALS INC      COMMON           92532F100 4416     105300   SH       Sole            105300
VIACOM INC NEW                  CL B             92553P201 15427    292516   SH       Sole            292516
VISA INC CLASS A SHARES         COMMON           92826C839 69468    458294   SH       Sole            458294
VISHAY INTERTECHNOLOGY INC      COMMON           928298108 681      64052    SH       Sole            64052
VMWARE INC                      CL A COM         928563402 26632    282900   SH       Sole            282900
VODAFONE GROUP PLC NEW          SPON ADR NEW     92857W209 8106     321800   SH       Sole            321800
VORNADO REALTY TRUST            SH BEN INT       929042109 5874     73356    SH       Sole            73356
VULCAN MATERIALS CO             COMMON           929160109 2918     56066    SH       Sole            56066
WGL HOLDINGS INC                COMMON           92924F106 981      25040    SH       Sole            25040
WMS INDUSTRIES INC              COMMON           929297109 464      26500    SH       Sole            26500
WP CAREY INC                    COM              92936U109 12672    243000   SH       Sole            243000
WABTEC CORP                     COMMON           929740108 2040     23300    SH       Sole            23300
WADDELL + REED FINANCIAL INC    CL A             930059100 1445     41500    SH       Sole            41500
WAL MART STORES INC             COMMON           931142103 59127    866582   SH       Sole            866582
WALGREEN CO                     COMMON           931422109 23569    636837   SH       Sole            636837
WARNACO GROUP INC/THE           COMMON           934390402 1424     19900    SH       Sole            19900
WASHINGTON FEDERAL INC          COMMON           938824109 871      51623    SH       Sole            51623
WASHINGTON POST CO              CL B             939640108 726      1988     SH       Sole            1988
WASTE CONNECTIONS INC           COMMON           941053100 2016     59650    SH       Sole            59650
WASTE MANAGEMENT INC            COMMON           94106L109 11699    346734   SH       Sole            346734
WATERS CORP                     COMMON           941848103 3277     37610    SH       Sole            37610
WATSCO INC                      COMMON           942622200 1079     14400    SH       Sole            14400
WATSON PHARMACEUTICALS INC      COMMON           942683103 4753     55264    SH       Sole            55264
WEBSTER FINANCIAL CORP          COMMON           947890109 800      38950    SH       Sole            38950
WEINGARTEN REALTY INVESTORS     SH BEN INT       948741103 1451     54200    SH       Sole            54200
WELLCARE HEALTH PLANS INC       COMMON           94946T106 1022     21000    SH       Sole            21000
WELLPOINT INC                   COMMON           94973V107 8009     131472   SH       Sole            131472
WELLS FARGO + CO                COMMON           949746101 93969    2749238  SH       Sole            2749238
WENDY S CO/THE                  COMMON           95058W100 642      136699   SH       Sole            136699
WERNER ENTERPRISES INC          COMMON           950755108 468      21575    SH       Sole            21575
WESTAMERICA BANCORPORATION      COMMON           957090103 568      13330    SH       Sole            13330
WESTAR ENERGY INC               COMMON           95709T100 1759     61450    SH       Sole            61450
WESTERN DIGITAL CORP            COMMON           958102105 4032     94889    SH       Sole            94889
WESTERN UNION CO                COMMON           959802109 3515     258256   SH       Sole            258256
WEX INC                         COMMON           96208T104 1417     18800    SH       Sole            18800
WEYERHAEUSER CO                 COM              962166104 6520     234362   SH       Sole            234362
WHIRLPOOL CORP                  COMMON           963320106 3425     33661    SH       Sole            33661
WHOLE FOODS MARKET INC          COMMON           966837106 51570    564651   SH       Sole            564651
WILEY (JOHN) + SONS INC         CL A             968223206 888      22800    SH       Sole            22800
WILLIAMS COS INC                COMMON           969457100 9551     291720   SH       Sole            291720
WILLIAMS SONOMA INC             COMMON           969904101 1834     41900    SH       Sole            41900
WINDSTREAM CORP                 COMMON           97381W104 2108     254531   SH       Sole            254531
WISCONSIN ENERGY CORP           COMMON           976657106 3671     99610    SH       Sole            99610
WOODWARD INC                    COMMON           980745103 1113     29200    SH       Sole            29200
WORLD FUEL SERVICES CORP        COMMON           981475106 1441     35000    SH       Sole            35000
WORTHINGTON INDUSTRIES          COMMON           981811102 662      25478    SH       Sole            25478
WPX ENERGY INC                  COMMON           98212B103 1283     86206    SH       Sole            86206
WYNDHAM WORLDWIDE CORP          COMMON           98310W108 3232     60741    SH       Sole            60741
WYNN RESORTS LTD                COMMON           983134107 3869     34390    SH       Sole            34390
XCEL ENERGY INC                 COMMON           98389B100 5638     211088   SH       Sole            211088
XILINX INC                      COMMON           983919101 4054     112919   SH       Sole            112919
XEROX CORP                      COMMON           984121103 3730     546943   SH       Sole            546943
XYLEM INC                       COMMON           98419M100 2179     80400    SH       Sole            80400
YAHOO  INC                      COMMON           984332106 8965     450503   SH       Sole            450503
YUM  BRANDS INC                 COMMON           988498101 12989    195618   SH       Sole            195618
ZEBRA TECHNOLOGIES CORP         CL A             989207105 970      24700    SH       Sole            24700
ZIMMER HOLDINGS INC             COMMON           98956P102 5004     75061    SH       Sole            75061
ZIONS BANCORPORATION            COMMON           989701107 1705     79680    SH       Sole            79680
AON PLC                         SHS CL A         G0408V102 7668     137911   SH       Sole            137911
ASPEN INSURANCE HOLDINGS LTD    SHS              G05384105 1107     34500    SH       Sole            34500
ACCENTURE PLC IRELAND           SHS CLASS A      G1151C101 18381    276400   SH       Sole            276400
COVIDIEN PLC                    SHS              G2554F113 11831    204900   SH       Sole            204900
DELPHI AUTOMOTIVE PLC           SHS              G27823106 4888     127800   SH       Sole            127800
EATON CORP PLC                  SHS              G29183103 10835    199908   SH       Sole            199908
ENSCO PLC                       SHS CLASS A      G3157S106 22669    382402   SH       Sole            382402
EVEREST RE GROUP LTD            COMMON           G3223R108 2762     25120    SH       Sole            25120
INGERSOLL RAND PLC              SHS              G47791101 5813     121200   SH       Sole            121200
INVESCO LTD                     SHS              G491BT108 5015     192215   SH       Sole            192215
MICHAEL KORS HOLDINGS LTD       SHS              G60754101 4593     90000    SH       Sole            90000
NABORS INDUSTRIES LTD           SHS              G6359F103 15163    1049336  SH       Sole            1049336
ROWAN COMPANIES PLC             SHS CL A         G7665A101 1680     53732    SH       Sole            53732
SEAGATE TECHNOLOGY PLC          SHS              G7945M107 4432     145400   SH       Sole            145400
SIGNET JEWELERS LTD             SHS              G81276100 2099     39300    SH       Sole            39300
UTI WORLDWIDE INC               ORD              G87210103 675      50400    SH       Sole            50400
XL GROUP PLC                    SHS              G98290102 3261     130114   SH       Sole            130114
ACE LTD                         SHS              H0023R105 27884    349420   SH       Sole            349420
GARMIN LTD                      SHS              H2906T109 1931     47300    SH       Sole            47300
NOBLE CORP BAAR                 NAMEN -AKT       H5833N103 18751    538513   SH       Sole            538513
PENTAIR LTD                     SHS              H6169Q108 4476     91058    SH       Sole            91058
TE CONNECTIVITY LTD             REG SHS          H84989104 6789     182900   SH       Sole            182900
TYCO INTERNATIONAL LTD          SHS              H89128104 5898     201625   SH       Sole            201625
LYONDELLBASELL INDUSTRIES N     SHS - A -        N53745100 9380     164300   SH       Sole            164300