0001483262-13-000003.txt : 20130507
0001483262-13-000003.hdr.sgml : 20130507
20130507115531
ACCESSION NUMBER: 0001483262-13-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130507
DATE AS OF CHANGE: 20130507
EFFECTIVENESS DATE: 20130507
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: State of New Jersey Common Pension Fund A
CENTRAL INDEX KEY: 0001483262
IRS NUMBER: 223681879
STATE OF INCORPORATION: NJ
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13665
FILM NUMBER: 13818727
BUSINESS ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
BUSINESS PHONE: 609 292 5106
MAIL ADDRESS:
STREET 1: 50 WEST STATE STREET
STREET 2: PO BOX 290
CITY: TRENTON
STATE: NJ
ZIP: 08625
13F-HR
1
afund-0331_2013.txt
STATE OF NEW JERSEY COMMON PENSION FUND A
1
Common Pension Fund A 13F-March 2013.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment ; Amendment Number:
This Amendment (Check only one.): [ ]is a restatement.
[ ]adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: New Jersey Division of Investment
Address: 50 W State St 9th Floor
PO Box 290
Trenton, NJ 08625-0290
13F File Number:
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables, are considered integral parts
of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Timothy M. Walsh
Title: Director
Phone: 609-292-5106
Signature, Place, and Date of Signing:
Timothy M. Walsh Trenton, NJ May 7, 2013
Report Type (Check only one.):
X 13F HOLDINGS REPORT.
13F NOTICE.
13F COMBINATION REPORT.
List of Other Managers reporting for this manager:
None
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information table Entry Total: 828
Form 13F Information Table Value Total: 19745039 x 1000
List of other included managers
none
No. 13F File Number Name
Name of Issuer Title Cusip Value Shrs or SH/ PUT Investment OtherVoting Authority
of class x 1000 Prin AMT Prn Call Discretion Mgr Sole Shared None
---------------------------------------------------------------------------------------------------------------------------------
ABBOTT LABORATORIES COM 00282410 81095 2296000 SH SOLE 2296000
ABBVIE INC COM 00287Y10 96893 2376000 SH SOLE 2376000
ABERCROMBIE + FITCH CO CL A CL A 00289620 3165 68500 SH SOLE 68500
ACADIA REALTY TRUST COM SH BEN INT 00423910 5332 191996 SH SOLE 191996
ACCELRYS INC COM 00430U10 683 70000 SH SOLE 70000
ACCO BRANDS CORP COM 00081T10 1416 212000 SH SOLE 212000
ACE LTD SHS H0023R10 10676 120000 SH SOLE 120000
ACORDA THERAPEUTICS INC COM 00484M10 2883 90000 SH SOLE 90000
ACTAVIS INC COM 00507K10 60332 655000 SH SOLE 655000
ACTIVE NETWORK INC/THE COM 00506D10 168 40000 SH SOLE 40000
ACTIVISION BLIZZARD INC COM 00507V10 11656 800000 SH SOLE 800000
ADOBE SYSTEMS INC COM 00724F10 2176 50000 SH SOLE 50000
ADTRAN INC COM 00738A10 3930 200000 SH SOLE 200000
ADVANCE AUTO PARTS INC COM 00751Y10 5992 72500 SH SOLE 72500
AES CORP COM 00130H10 16027 1275000 SH SOLE 1275000
AETNA INC COM 00817Y10 87166 1705120 SH SOLE 1705120
AFFILIATED MANAGERS GROUP COM 00825210 3071 20000 SH SOLE 20000
AFFYMAX INC COM 00826A10 306 220000 SH SOLE 220000
AFFYMETRIX INC COM 00826T10 189 40000 SH SOLE 40000
AFLAC INC COM 00105510 520 10000 SH SOLE 10000
AGILENT TECHNOLOGIES INC COM 00846U10 16788 400000 SH SOLE 400000
AGL RESOURCES INC COM 00120410 2937 70000 SH SOLE 70000
AGREE REALTY CORP COM 00849210 2559 85000 SH SOLE 85000
AIR PRODUCTS + CHEMICALS INC COM 00915810 13068 150000 SH SOLE 150000
AKAMAI TECHNOLOGIES INC COM 00971T10 2823 80000 SH SOLE 80000
AKORN INC COM 00972810 692 50000 SH SOLE 50000
ALASKA AIR GROUP INC COM 01165910 13432 210000 SH SOLE 210000
ALEXANDER + BALDWIN INC COM 01449110 6078 170000 SH SOLE 170000
ALEXANDRIA REAL ESTATE EQUIT COM 01527110 10612 149500 SH SOLE 149500
ALKERMES PLC SHS G0176710 3912 165000 SH SOLE 165000
ALLEGHANY CORP COM 01717510 3781 9550 SH SOLE 9550
ALLEGHENY TECHNOLOGIES INC COM 01741R10 35912 1132500 SH SOLE 1132500
ALLERGAN INC COM 01849010 7479 67000 SH SOLE 67000
ALLIANCE ONE INTERNATIONAL COM 01877210 2334 600000 SH SOLE 600000
ALLIANT ENERGY CORP COM 01880210 3262 65000 SH SOLE 65000
ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P10 951 70000 SH SOLE 70000
ALLSTATE CORP COM 02000210 24930 508054 SH SOLE 508054
ALTERA CORP COM 02144110 10641 300000 SH SOLE 300000
ALTRIA GROUP INC COM 02209S10 121431 3531000 SH SOLE 3531000
AMAG PHARMACEUTICALS INC COM 00163U10 7064 296167 SH SOLE 296167
AMAZON.COM INC COM 02313510 111926 420000 SH SOLE 420000
AMC NETWORKS INC A CL A 00164V10 12952 205000 SH SOLE 205000
AMEREN CORPORATION COM 02360810 6724 192000 SH SOLE 192000
AMERESCO INC CL A CL A 02361E10 944 127500 SH SOLE 127500
AMERICAN APPAREL INC COM 02385010 564 260000 SH SOLE 260000
AMERICAN ASSETS TRUST INC COM 02401310 6322 197500 SH SOLE 197500
AMERICAN CAMPUS COMMUNITIES COM 02483510 10588 233516 SH SOLE 233516
AMERICAN CAPITAL MORTGAGE IN COM 02504A10 2456 95000 SH SOLE 95000
AMERICAN EAGLE OUTFITTERS COM 02553E10 3179 170000 SH SOLE 170000
AMERICAN ELECTRIC POWER COM 02553710 22443 461500 SH SOLE 461500
AMERICAN EXPRESS CO COM 02581610 68809 1020000 SH SOLE 1020000
AMERICAN GREETINGS CORP CL A CL A 02637510 6279 390000 SH SOLE 390000
AMERICAN INTERNATIONAL GROUP COM NEW 02687478 107221 2762000 SH SOLE 2762000
AMERICAN STATES WATER CO COM 02989910 1295 22500 SH SOLE 22500
AMERICAN TOWER CORP COM 03027X10 68636 892300 SH SOLE 892300
AMERICAN WATER WORKS CO INC COM 03042010 1243 30000 SH SOLE 30000
AMERIPRISE FINANCIAL INC COM 03076C10 85214 1157000 SH SOLE 1157000
AMERISOURCEBERGEN CORP COM 03073E10 13634 265000 SH SOLE 265000
AMGEN INC COM 03116210 36017 351355 SH SOLE 351355
ANADARKO PETROLEUM CORP COM 03251110 73283 838000 SH SOLE 838000
ANALOG DEVICES INC COM 03265410 13947 300000 SH SOLE 300000
ANGIODYNAMICS INC COM 03475V10 1486 130000 SH SOLE 130000
ANN INC COM 03562310 435 15000 SH SOLE 15000
ANSYS INC COM 03662Q10 8142 100000 SH SOLE 100000
AON PLC SHS CL A G0408V10 24293 395000 SH SOLE 395000
APACHE CORP COM 03741110 25849 335000 SH SOLE 335000
APARTMENT INVT + MGMT CO A CL A 03748R10 5979 195000 SH SOLE 195000
APOLLO GROUP INC CL A CL A 03760410 22607 1300000 SH SOLE 1300000
APPLE INC COM 03783310 694461 1568940 SH SOLE 1568940
APPLIED MATERIALS INC COM 03822210 20220 1500000 SH SOLE 1500000
APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 5565 750000 SH SOLE 750000
AQUA AMERICA INC COM 03836W10 3825 121666 SH SOLE 121666
ARBOR REALTY TRUST INC COM 03892310 1333 170000 SH SOLE 170000
ARCH CAPITAL GROUP LTD ORD G0450A10 17798 338556 SH SOLE 338556
ARCH COAL INC COM 03938010 2682 494000 SH SOLE 494000
ARCHER DANIELS MIDLAND CO COM 03948310 18974 562526 SH SOLE 562526
ARES COMMERCIAL REAL ESTATE COM 04013V10 1354 80000 SH SOLE 80000
ARIAD PHARMACEUTICALS INC COM 04033A10 2714 150000 SH SOLE 150000
ARRAY BIOPHARMA INC COM 04269X10 1304 265000 SH SOLE 265000
ARRIS GROUP INC COM 04269Q10 2576 150000 SH SOLE 150000
ASCENA RETAIL GROUP INC COM 04351G10 2616 141000 SH SOLE 141000
ASHFORD HOSPITALITY TRUST COM SHS 04410310 1545 125000 SH SOLE 125000
ASHLAND INC COM 04420910 26005 350000 SH SOLE 350000
ASPEN TECHNOLOGY INC COM 04532710 8073 250000 SH SOLE 250000
AT+T INC COM 00206R10 154098 4200000 SH SOLE 4200000
ATMEL CORP COM 04951310 31320 4500000 SH SOLE 4500000
ATMOS ENERGY CORP COM 04956010 2135 50000 SH SOLE 50000
AUTODESK INC COM 05276910 24744 600000 SH SOLE 600000
AUTOZONE INC COM 05333210 13808 34800 SH SOLE 34800
AVALONBAY COMMUNITIES INC COM 05348410 31097 245500 SH SOLE 245500
AVERY DENNISON CORP COM 05361110 5728 133000 SH SOLE 133000
AVID TECHNOLOGY INC COM 05367P10 1881 300000 SH SOLE 300000
AVNET INC COM 05380710 12670 350000 SH SOLE 350000
AVON PRODUCTS INC COM 05430310 7463 360000 SH SOLE 360000
AVX CORP COM 00244410 3273 275000 SH SOLE 275000
BABCOCK + WILCOX CO/THE COM 05615F10 84378 2970000 SH SOLE 2970000
BAKER HUGHES INC COM 05722410 45720 985147 SH SOLE 985147
BALLANTYNE STRONG INC COM 05851610 2792 660000 SH SOLE 660000
BANK OF AMERICA CORP COM 06050510 159480 13093615 SH SOLE 13093615
BANK OF NEW YORK MELLON CORP COM 06405810 23768 849167 SH SOLE 849167
BANKRATE INC COM 06647F10 1010 84600 SH SOLE 84600
BASIC ENERGY SERVICES INC COM 06985P10 615 45000 SH SOLE 45000
BAXTER INTERNATIONAL INC COM 07181310 37119 511000 SH SOLE 511000
BEAM INC COM 07373010 2542 40000 SH SOLE 40000
BEASLEY BROADCAST GRP INC A CL A 07401410 1758 298000 SH SOLE 298000
BEAZER HOMES USA INC COM NEW 07556Q88 15444 975000 SH SOLE 975000
BEBE STORES INC COM 07557110 209 50000 SH SOLE 50000
BECTON DICKINSON AND CO COM 07588710 21034 220000 SH SOLE 220000
BED BATH + BEYOND INC COM 07589610 29697 461000 SH SOLE 461000
BEL FUSE INC CL B CL B 07734730 1405 90000 SH SOLE 90000
BENCHMARK ELECTRONICS INC COM 08160H10 1352 75000 SH SOLE 75000
BERKSHIRE HATHAWAY INC CL A CL A 08467010 14847 95 SH SOLE 95
BERKSHIRE HATHAWAY INC CL B CL B NEW 08467070 91696 880000 SH SOLE 880000
BERRY PETROLEUM CO CLASS A CL A 08578910 35643 770000 SH SOLE 770000
BILL BARRETT CORP COM 06846N10 1622 80000 SH SOLE 80000
BIOGEN IDEC INC COM 09062X10 25079 130000 SH SOLE 130000
BLACK HILLS CORP COM 09211310 5065 115000 SH SOLE 115000
BLACKROCK INC COM 09247X10 93762 365000 SH SOLE 365000
BOEING CO/THE COM 09702310 88426 1030000 SH SOLE 1030000
BOSTON BEER COMPANY INC A CL A 10055710 23627 148000 SH SOLE 148000
BOSTON PROPERTIES INC COM 10112110 16718 165430 SH SOLE 165430
BOSTON SCIENTIFIC CORP COM 10113710 17633 2257697 SH SOLE 2257697
BRANDYWINE REALTY TRUST SH BEN INT NEW 10536820 5010 337400 SH SOLE 337400
BRE PROPERTIES INC CL A 05564E10 243 5000 SH SOLE 5000
BRIGGS + STRATTON COM 10904310 3720 150000 SH SOLE 150000
BRIGHTCOVE COM 10921T10 3229 520000 SH SOLE 520000
BRINK S CO/THE COM 10969610 2826 100000 SH SOLE 100000
BRISTOL MYERS SQUIBB CO COM 11012210 96258 2336938 SH SOLE 2336938
BROADCOM CORP CL A CL A 11132010 20802 600000 SH SOLE 600000
BROCADE COMMUNICATIONS SYS COM NEW 11162130 866 150000 SH SOLE 150000
BSQUARE CORP COM NEW 11776U30 918 300000 SH SOLE 300000
C+J ENERGY SERVICES INC COM 12467B30 1260 55000 SH SOLE 55000
CABLEVISION SYSTEMS NY GRP A CL A NY CABLVS 12686C10 33810 2260000 SH SOLE 2260000
CABOT OIL + GAS CORP COM 12709710 15212 225000 SH SOLE 225000
CADENCE DESIGN SYS INC COM 12738710 10030 720000 SH SOLE 720000
CALAVO GROWERS INC COM 12824610 18270 634800 SH SOLE 634800
CALGON CARBON CORP COM 12960310 11584 640000 SH SOLE 640000
CALIFORNIA WATER SERVICE GRP COM 13078810 896 45000 SH SOLE 45000
CALIX NETWORKS INC COM 13100M50 326 40000 SH SOLE 40000
CALPINE CORP COM NEW 13134730 824 40000 SH SOLE 40000
CAMDEN PROPERTY TRUST SH BEN INT 13313110 4808 70000 SH SOLE 70000
CAMERON INTERNATIONAL CORP COM 13342B10 12518 192000 SH SOLE 192000
CAMPUS CREST COMMUNITIES INC COM 13466Y10 1849 133000 SH SOLE 133000
CAPITAL ONE FINANCIAL CORP COM 14040H10 54401 990000 SH SOLE 990000
CARDINAL HEALTH INC COM 14149Y10 18105 435000 SH SOLE 435000
CAREFUSION CORP COM 14170T10 15046 430000 SH SOLE 430000
CARMAX INC COM 14313010 4796 115000 SH SOLE 115000
CARMIKE CINEMAS INC COM 14343640 1631 90000 SH SOLE 90000
CARNIVAL CORP PAIRED CTF 14365830 29155 850000 SH SOLE 850000
CARTER S INC COM 14622910 10080 176000 SH SOLE 176000
CASH AMERICA INTL INC COM 14754D10 5247 100000 SH SOLE 100000
CATERPILLAR INC COM 14912310 61749 710000 SH SOLE 710000
CAVIUM INC COM 14964U10 14554 375000 SH SOLE 375000
CBOE HOLDINGS INC COM 12503M10 185 5000 SH SOLE 5000
CBRE GROUP INC A CL A 12504L10 7196 285000 SH SOLE 285000
CELGENE CORP COM 15102010 51000 440000 SH SOLE 440000
CELLDEX THERAPEUTICS INC COM 15117B10 6137 530000 SH SOLE 530000
CENTERPOINT ENERGY INC COM 15189T10 9584 400000 SH SOLE 400000
CERNER CORP COM 15678210 42638 450000 SH SOLE 450000
CF INDUSTRIES HOLDINGS INC COM 12526910 44737 235000 SH SOLE 235000
CHARLES RIVER LABORATORIES COM 15986410 2214 50000 SH SOLE 50000
CHART INDUSTRIES INC COM PAR $0.01 16115Q30 68408 855000 SH SOLE 855000
CHATHAM LODGING TRUST COM 16208T10 3858 219100 SH SOLE 219100
CHECKPOINT SYSTEMS INC COM 16282510 3200 245000 SH SOLE 245000
CHENIERE ENERGY INC COM NEW 16411R20 3500 125000 SH SOLE 125000
CHESAPEAKE ENERGY CORP COM 16516710 64496 3160000 SH SOLE 3160000
CHESAPEAKE LODGING TRUST SH BEN INT 16524010 11112 484400 SH SOLE 484400
CHEVRON CORP COM 16676410 114293 961900 SH SOLE 961900
CHICO S FAS INC COM 16861510 2856 170000 SH SOLE 170000
CHUBB CORP COM 17123210 60133 687000 SH SOLE 687000
CHURCH + DWIGHT CO INC COM 17134010 12926 200000 SH SOLE 200000
CIENA CORP COM NEW 17177930 20013 1250000 SH SOLE 1250000
CIGNA CORP COM 12550910 30249 485000 SH SOLE 485000
CIMAREX ENERGY CO COM 17179810 5130 68000 SH SOLE 68000
CINEDIGM DIGITAL CINEMA A COM 17240710 3120 2000000 SH SOLE 2000000
CINEMARK HOLDINGS INC COM 17243V10 26496 900000 SH SOLE 900000
CIRRUS LOGIC INC COM 17275510 27641 1215000 SH SOLE 1215000
CISCO SYSTEMS INC COM 17275R10 167280 8000000 SH SOLE 8000000
CITIGROUP INC COM NEW 17296742 196312 4437442 SH SOLE 4437442
CITRIX SYSTEMS INC COM 17737610 46183 640000 SH SOLE 640000
CITY NATIONAL CORP COM 17856610 8071 137000 SH SOLE 137000
CLEAN ENERGY FUELS CORP COM 18449910 27300 2100000 SH SOLE 2100000
CLEAN HARBORS INC COM 18449610 31950 550000 SH SOLE 550000
CLECO CORPORATION COM 12561W10 2822 60000 SH SOLE 60000
CLIFFS NATURAL RESOURCES INC COM 18683K10 43723 2300000 SH SOLE 2300000
CLOROX COMPANY COM 18905410 10624 120000 SH SOLE 120000
CLOUD PEAK ENERGY INC COM 18911Q10 4019 214000 SH SOLE 214000
CME GROUP INC COM 12572Q10 4604 75000 SH SOLE 75000
CMS ENERGY CORP COM 12589610 11176 400000 SH SOLE 400000
COACH INC COM 18975410 7499 150000 SH SOLE 150000
COCA COLA CO/THE COM 19121610 155909 3855300 SH SOLE 3855300
COLGATE PALMOLIVE CO COM 19416210 91473 775000 SH SOLE 775000
COLONY FINANCIAL INC COM 19624R10 555 25000 SH SOLE 25000
COMCAST CORP SPECIAL CL A CL A SPL 20030N20 122822 3100000 SH SOLE 3100000
COMMUNITY HEALTH SYSTEMS INC COM 20366810 64451 1360000 SH SOLE 1360000
COMPUWARE CORP COM 20563810 11000 880000 SH SOLE 880000
COMSTOCK RESOURCES INC COM NEW 20576820 3169 195000 SH SOLE 195000
CONAGRA FOODS INC COM 20588710 13787 385000 SH SOLE 385000
CONN S INC COM 20824210 1328 37000 SH SOLE 37000
CONNECTICUT WATER SVC INC COM 20779710 1315 45000 SH SOLE 45000
CONOCOPHILLIPS COM 20825C10 118397 1970000 SH SOLE 1970000
CONSOL ENERGY INC COM 20854P10 10095 300000 SH SOLE 300000
CONSOLIDATED EDISON INC COM 20911510 12389 203000 SH SOLE 203000
COOPER TIRE + RUBBER COM 21683110 6415 250000 SH SOLE 250000
CORESITE REALTY CORP COM 21870Q10 6122 175000 SH SOLE 175000
CORNING INC COM 21935010 9998 750000 SH SOLE 750000
COSTCO WHOLESALE CORP COM 22160K10 40852 385000 SH SOLE 385000
COVANCE INC COM 22281610 5927 79750 SH SOLE 79750
COVIDIEN PLC SHS G2554F11 21370 315000 SH SOLE 315000
CR BARD INC COM 06738310 4535 45000 SH SOLE 45000
CRAY INC COM NEW 22522330 5803 250000 SH SOLE 250000
CROWN CASTLE INTL CORP COM 22822710 3914 56200 SH SOLE 56200
CROWN HOLDINGS INC COM 22836810 94912 2281000 SH SOLE 2281000
CROWN MEDIA HOLDINGS CLASS A CL A 22841110 3280 1600000 SH SOLE 1600000
CSX CORP COM 12640810 33251 1350000 SH SOLE 1350000
CUBESMART COM 22966310 11834 749000 SH SOLE 749000
CUBIC CORP COM 22966910 18797 440000 SH SOLE 440000
CULLEN/FROST BANKERS INC COM 22989910 5002 80000 SH SOLE 80000
CUMMINS INC COM 23102110 38217 330000 SH SOLE 330000
CUMULUS MEDIA INC CL A CL A 23108210 1187 352100 SH SOLE 352100
CVS CAREMARK CORP COM 12665010 116851 2124943 SH SOLE 2124943
CYPRESS SEMICONDUCTOR CORP COM 23280610 11030 1000000 SH SOLE 1000000
CYS INVESTMENTS INC COM 12673A10 2700 230000 SH SOLE 230000
CYTEC INDUSTRIES INC COM 23282010 37040 500000 SH SOLE 500000
DANAHER CORP COM 23585110 24860 400000 SH SOLE 400000
DARDEN RESTAURANTS INC COM 23719410 9302 180000 SH SOLE 180000
DDR CORP COM 23317H10 7299 419000 SH SOLE 419000
DECKERS OUTDOOR CORP COM 24353710 1810 32500 SH SOLE 32500
DELL INC COM 24702R10 7165 500000 SH SOLE 500000
DENBURY RESOURCES INC COM NEW 24791620 9717 521000 SH SOLE 521000
DENDREON CORP COM 24823Q10 1253 265000 SH SOLE 265000
DENTSPLY INTERNATIONAL INC COM 24903010 16968 400000 SH SOLE 400000
DEVON ENERGY CORPORATION COM 25179M10 57549 1020000 SH SOLE 1020000
DIAMOND FOODS INC COM 25260310 7418 440000 SH SOLE 440000
DIAMOND OFFSHORE DRILLING COM 25271C10 5495 79000 SH SOLE 79000
DICK S SPORTING GOODS INC COM 25339310 5156 109000 SH SOLE 109000
DIGI INTERNATIONAL INC COM 25379810 2992 335000 SH SOLE 335000
DIGITAL REALTY TRUST INC COM 25386810 10672 159500 SH SOLE 159500
DIGITAL RIVER INC COM 25388B10 424 30000 SH SOLE 30000
DISCOVER FINANCIAL SERVICES COM 25470910 18452 411500 SH SOLE 411500
DISCOVERY COMMUNICATIONS C COM SER C 25470F30 13908 200000 SH SOLE 200000
DISH NETWORK CORP A CL A 25470M10 32215 850000 SH SOLE 850000
DOLLAR GENERAL CORP COM 25667710 7688 152000 SH SOLE 152000
DOLLAR TREE INC COM 25674610 39519 816000 SH SOLE 816000
DOMINION RESOURCES INC/VA COM 25746U10 30021 515994 SH SOLE 515994
DOUGLAS EMMETT INC COM 25960P10 6931 278000 SH SOLE 278000
DOVER MOTORSPORTS INC COM 26017410 620 310000 SH SOLE 310000
DOW CHEMICAL CO/THE COM 26054310 68456 2150000 SH SOLE 2150000
DSW INC CLASS A CL A 23334L10 4370 68499 SH SOLE 68499
DTE ENERGY COMPANY COM 23333110 9226 135000 SH SOLE 135000
DU PONT (E.I.) DE NEMOURS COM 26353410 49160 1000000 SH SOLE 1000000
DUKE ENERGY CORP COM NEW 26441C20 53656 739168 SH SOLE 739168
DUPONT FABROS TECHNOLOGY COM 26613Q10 8495 350000 SH SOLE 350000
E TRADE FINANCIAL CORP COM NEW 26924640 27846 2600000 SH SOLE 2600000
E2OPEN INC COM 29788A10 3190 160000 SH SOLE 160000
EAST WEST BANCORP INC COM 27579R10 3851 150000 SH SOLE 150000
EATON CORP PLC SHS G2918310 1470 24000 SH SOLE 24000
EATON VANCE CORP COM NON VTG 27826510 6275 150000 SH SOLE 150000
EBAY INC COM 27864210 62353 1150000 SH SOLE 1150000
ECHOSTAR CORP A CL A 27876810 20264 520000 SH SOLE 520000
EDISON INTERNATIONAL COM 28102010 16102 320000 SH SOLE 320000
EDUCATION REALTY TRUST INC COM 28140H10 2790 265000 SH SOLE 265000
EDWARDS LIFESCIENCES CORP COM 28176E10 6507 79200 SH SOLE 79200
ELECTRONIC ARTS INC COM 28551210 3540 200000 SH SOLE 200000
ELI LILLY + CO COM 53245710 126216 2222496 SH SOLE 2222496
ELIZABETH ARDEN INC COM 28660G10 2013 50000 SH SOLE 50000
EMAGIN CORPORATION COM NEW 29076N20 446 130000 SH SOLE 130000
EMC CORP/MA COM 26864810 81226 3400000 SH SOLE 3400000
EMERITUS CORP COM 29100510 417 15000 SH SOLE 15000
EMMIS COMMUNICATIONS CLASS A CL A 29152510 2357 1420000 SH SOLE 1420000
ENERGEN CORP COM 29265N10 3641 70000 SH SOLE 70000
ENERGIZER HOLDINGS INC COM 29266R10 52757 529000 SH SOLE 529000
ENTERCOM COMMUNICATIONS CL A CL A 29363910 11309 1520000 SH SOLE 1520000
ENTERGY CORP COM 29364G10 13850 219000 SH SOLE 219000
ENTRAVISION COMMUNICATIONS A CL A 29382R10 6667 2090000 SH SOLE 2090000
ENTROPIC COMMUNICATIONS INC COM 29384R10 2035 500000 SH SOLE 500000
ENZON PHARMACEUTICALS INC COM 29390410 228 60000 SH SOLE 60000
EOG RESOURCES INC COM 26875P10 29968 234000 SH SOLE 234000
EPR PROPERTIES COM SH BEN INT 26884U10 89006 1710000 SH SOLE 1710000
EQT CORP COM 26884L10 8130 120000 SH SOLE 120000
EQUITY LIFESTYLE PROPERTIES COM 29472R10 2150 28000 SH SOLE 28000
EQUITY ONE INC COM 29475210 3152 131500 SH SOLE 131500
EQUITY RESIDENTIAL SH BEN INT 29476L10 8143 147900 SH SOLE 147900
ESSEX PROPERTY TRUST INC COM 29717810 13259 88050 SH SOLE 88050
ESTEE LAUDER COMPANIES CL A CL A 51843910 17928 280000 SH SOLE 280000
EVEREST RE GROUP LTD COM G3223R10 25323 195000 SH SOLE 195000
EXA CORP COM 30061450 4760 500000 SH SOLE 500000
EXCEL TRUST INC COM 30068C10 4027 295000 SH SOLE 295000
EXELON CORP COM 30161N10 30607 887680 SH SOLE 887680
EXPRESS INC COM 30219E10 1870 105000 SH SOLE 105000
EXPRESS SCRIPTS HOLDING CO COM 30219G10 46120 800000 SH SOLE 800000
EXXON MOBIL CORP COM 30231G10 516240 5729000 SH SOLE 5729000
FACEBOOK INC A CL A 30303M10 30696 1200000 SH SOLE 1200000
FAIRCHILD SEMICONDUCTOR INTE COM 30372610 4242 300000 SH SOLE 300000
FAMILY DOLLAR STORES COM 30700010 2539 43000 SH SOLE 43000
FARO TECHNOLOGIES INC COM 31164210 3254 75000 SH SOLE 75000
FEDERAL REALTY INVS TRUST SH BEN INT NEW 31374720 2755 25500 SH SOLE 25500
FEDERAL SIGNAL CORP COM 31385510 2776 341000 SH SOLE 341000
FEDEX CORP COM 31428X10 67758 690000 SH SOLE 690000
FIFTH + PACIFIC COS INC COM 31664510 7552 400000 SH SOLE 400000
FINANCIAL ENGINES INC COM 31748510 9312 257087 SH SOLE 257087
FINISAR CORPORATION COM NEW 31787A50 3627 275000 SH SOLE 275000
FINISH LINE/THE CL A CL A 31792310 392 20000 SH SOLE 20000
FIRST INDUSTRIAL REALTY TR COM 32054K10 857 50000 SH SOLE 50000
FIRSTENERGY CORP COM 33793210 17242 408580 SH SOLE 408580
FIVE BELOW COM 33829M10 1326 35000 SH SOLE 35000
FLOWERS FOODS INC COM 34349810 11611 352500 SH SOLE 352500
FLUOR CORP COM 34341210 39135 590000 SH SOLE 590000
FMC CORP COM NEW 30249130 17109 300000 SH SOLE 300000
FMC TECHNOLOGIES INC COM 30249U10 10869 199832 SH SOLE 199832
FNB CORP COM 30252010 3426 283140 SH SOLE 283140
FOOT LOCKER INC COM 34484910 12155 355000 SH SOLE 355000
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