0001193125-11-271205.txt : 20111014 0001193125-11-271205.hdr.sgml : 20111014 20111014093554 ACCESSION NUMBER: 0001193125-11-271205 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110930 FILED AS OF DATE: 20111014 DATE AS OF CHANGE: 20111014 EFFECTIVENESS DATE: 20111014 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DnB NOR Asset Management AS CENTRAL INDEX KEY: 0001456670 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13463 FILM NUMBER: 111140965 BUSINESS ADDRESS: STREET 1: OVRE SLOTTSGATE 3 CITY: OSLO STATE: Q8 ZIP: N-0021 BUSINESS PHONE: 0114791503000 MAIL ADDRESS: STREET 1: OVRE SLOTTSGATE 3 CITY: OSLO STATE: Q8 ZIP: N-0021 13F-HR 1 d243715d13fhr.txt FORM 13F HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: SEPTEMBER 30, 2011 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: DnB NOR Asset Management AS Address: Ovre Slottsgate 3 Oslo, Norway N-0021 Form 13F File Number: 28-13463 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, ad 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: Erik Garaas Title: EVP Phone: 4791503000 Signature, place, and Date of Signing: /s/ Erik Garaas Oslo, Norway SEPTEMBER 30, 2011 -------------------------- -------------------------- ---------------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 522 Form 13F Information Table Value Total (x$1000): 3,890,930 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name --- -------------------- --------------------------- 1 DnB NOR Asset Management AB 13F US GOVERNMENT REPORT [LOGO] DnBNOR Asset Management 9/30/2011

ITEM 6: ITEM 8: ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 INVESTMENT DISCRETION ITEM 7 VOTING AUTHORITY TITLE OF SH/ PUT/ SOLE SHARED SHARED OTHER SOLE SHARED NONE NAME OF ISSUER CLASS CUSIP MARKETVALUE VOLUME PRN CALL (A) (B) OTHER (C) MANAGERS (A) (B) (C) -------------- -------- --------- ----------- --------- --- ---- ---- --------- --------- -------- ---- --------- ---- Anadarko Petroleum Corporation common 032511107 60,749,999 963,521 SH 963,521 1 963,521 VF Corp common 918204108 21,694,844 178,529 SH 178,529 1 178,529 Time Warner Inc common 887317303 32,790,597 1,094,114 SH 1,094,114 1 1,094,114 NorthWestern Corp common 668074305 1,846,132 57,800 SH 57,800 1 57,800 Staples common 855030102 601,812 45,249 SH 45,249 1 45,249 HJ Heinz Company common 423074103 9,683,982 191,838 SH 191,838 1 191,838 Amkor Technology Inc common 031652100 6,086,520 1,399,200 SH 1,399,200 1 1,399,200 Lexmark International common 529771107 10,408,577 385,075 SH 385,075 1 385,075 Cliffs Natural Resources Inc common 18683K101 8,328,787 162,767 SH 162,767 1 162,767 Avnet Inc common 053807103 14,308,427 548,636 SH 548,636 1 548,636 Mosaic Co common 61945C103 9,329,275 190,510 SH 190,510 1 190,510 PepsiCo Inc common 713448108 31,403,975 507,334 SH 507,334 1 507,334 Progress Energy common 743263105 11,303,044 218,543 SH 218,543 1 218,543 Dell Inc common 24702R101 19,698,880 1,392,147 SH 1,392,147 1 1,392,147 TJX Cos Inc common 872540109 9,147,280 164,905 SH 164,905 1 164,905 Sara Lee Corporation common 803111103 9,411,730 575,641 SH 575,641 1 575,641 CTC Media Inc common 12642X106 870,180 97,883 SH 97,883 1 97,883 Companhia de Saneamento Basico do Est Sao P - ADR common 20441A102 676,799 14,624 SH 14,624 1 14,624 Linear Technology Corporation common 535678106 452,548 16,367 SH 16,367 1 16,367 Wipro Ltd - ADR common 97651M109 287,939 31,196 SH 31,196 1 31,196 Weyerhaeuser Company common 962166104 1,679,633 108,015 SH 108,015 1 108,015 Quest Diagnostics Inc common 74834L100 1,531,937 31,036 SH 31,036 1 31,036 Altera Corp common 021441100 1,087,880 34,503 SH 34,503 1 34,503 Seagate Technology common 00B58JVZ5 358,577 34,881 SH 34,881 1 34,881 Sk Telekom Adr common 78440P108 507,660 36,081 SH 36,081 1 36,081 Companhia Paranaense de Energia COPEL - ADR common 20441B407 670,870 36,861 SH 36,861 1 36,861 Adobe Systems Inc common 00724F101 1,680,903 69,545 SH 69,545 1 69,545 Centrais Eletricas Brasileiras SA - ADR common 15234Q207 710,370 81,000 SH 81,000 1 81,000 Teva Pharmaceutical Industries - ADR common 881624209 605,421 16,266 SH 16,266 1 16,266 Rockwell Collins Corp common 774341101 2,066,134 39,161 SH 39,161 1 39,161 CIT Group Inc common 125581801 329,272 10,842 SH 10,842 1 10,842 Fuel Tech Inc common 359523107 4,210,466 724,693 SH 724,693 1 724,693 Tech Data Corp common 878237106 1,266,336 29,293 SH 29,293 1 29,293 UQM Technologies, Inc common 903213106 282,872 170,405 SH 170,405 1 170,405 Rda Microelectronics Inc common 749394102 306,820 36,310 SH 36,310 1 36,310 Gran Tierra Energy Inc common 38500T101 235,144 49,400 SH 49,400 1 49,400 Humana Inc common 444859102 1,222,882 16,814 SH 16,814 1 16,814 SunTrust Banks common 867914103 869,606 48,446 SH 48,446 1 48,446 Tiffany and Co common 886547108 853,670 14,036 SH 14,036 1 14,036 Republic Services Inc common 760759100 600,007 21,383 SH 21,383 1 21,383 Fastenal Co common 311900104 741,212 22,272 SH 22,272 1 22,272 Liberty Interactive A common 53071M104 374,966 25,387 SH 25,387 1 25,387 CSX Corp common 126408103 1,326,765 71,064 SH 71,064 1 71,064 NextEra Energy Inc common 65339F101 1,325,219 24,532 SH 24,532 1 24,532 Hormel Foods common 440452100 339,695 12,572 SH 12,572 1 12,572 Denbury Resources Inc common 247916208 245,123 21,315 SH 21,315 1 21,315 New York Community Bancorp common 649445103 303,771 25,527 SH 25,527 1 25,527 Costco Wholesale Corporation common 22160K105 3,181,904 38,747 SH 38,747 1 38,747 International Paper Company common 460146103 664,880 28,597 SH 28,597 1 28,597 Leucadia National Corp common 527288104 341,107 15,040 SH 15,040 1 15,040 Precision Castparts Corp common 740189105 1,754,677 11,287 SH 11,287 1 11,287 Constellation Brands A common 21036P108 263,286 14,627 SH 14,627 1 14,627 Public Services Enterprise Group Incorporated common 744573106 912,102 27,333 SH 27,333 1 27,333 Nielsen Holdings NV common 000953847 261,608 10,031 SH 10,031 1 10,031 Warner Chilcott PLC common 00B446CM7 38,560,980 2,696,572 SH 2,696,572 1 2,696,572 Emerson Electric common 291011104 28,751,553 695,995 SH 695,995 1 695,995 PNC Financial Services Group common 693475105 37,011,992 768,043 SH 768,043 1 768,043 Southwestern Energy Co common 845467109 17,433,790 523,066 SH 523,066 1 523,066 MEMC Electronic Materials Inc common 552715104 27,219,872 5,194,632 SH 5,194,632 1 5,194,632 Vanceinfo Technologies Inc - ADR common 921564100 6,775,110 997,807 SH 997,807 1 997,807 Colgate Palmolive Company common 194162103 10,748,814 121,209 SH 121,209 1 121,209 Navistar International Corp common 63934E108 2,824,902 87,921 SH 87,921 1 87,921 Mead Johnson Nutrition Co common 582839106 1,126,403 16,365 SH 16,365 1 16,365 Whole Foods Market Inc. common 966837106 15,965,030 244,450 SH 244,450 1 244,450 Express Scripts Inc common 302182100 4,890,979 131,939 SH 131,939 1 131,939 Best Buy Company common 086516101 15,568,780 668,188 SH 668,188 1 668,188 SYNNEX Corp common 87162W100 7,899,798 301,289 SH 301,289 1 301,289 Procter and Gamble Company common 742718109 55,993,085 886,247 SH 886,247 1 886,247 Union Pacific Corporation common 907818108 23,274,398 284,981 SH 284,981 1 284,981 DryShips Inc common Y2109Q101 756,288 323,200 SH 323,200 1 323,200 National Oilwell Varco common 637071101 4,146,003 80,945 SH 80,945 1 80,945 Marathon Petr common 56585A102 1,461,348 54,004 SH 54,004 1 54,004 Comerica Corporated common 200340107 1,684,344 73,328 SH 73,328 1 73,328 Applied Material Inc common 038222105 2,411,571 233,002 SH 233,002 1 233,002 TE Connectivity Ltd common 010299318 920,206 32,701 SH 32,701 1 32,701 McGraw Hill Companies common 580645109 2,197,723 53,603 SH 53,603 1 53,603 Bristol-Myers Squibb Company common 110122108 5,203,683 165,828 SH 165,828 1 165,828 Tata Motors Ltd - ADR common 876568502 867,590 56,447 SH 56,447 1 56,447 Virgin Media common 92769L101 2,134,156 87,645 SH 87,645 1 87,645 United Micro Electronics Corp - ADR common 910873405 755,034 395,306 SH 395,306 1 395,306 Motorola Solutions Inc common 620076307 955,571 22,806 SH 22,806 1 22,806 Wells Fargo and Company common 949746101 10,032,955 415,960 SH 415,960 1 415,960 Windstream Corp common 97381W104 1,030,744 88,400 SH 88,400 1 88,400 Xerox Corp common 984121103 803,766 115,318 SH 115,318 1 115,318 Progressive Corporation common 743315103 1,890,108 106,425 SH 106,425 1 106,425 Xilinx common 983919101 1,755,556 63,978 SH 63,978 1 63,978 Caterpillar Inc common 149123101 4,801,668 65,028 SH 65,028 1 65,028 NetApp Inc common 64110D104 1,056,383 31,125 SH 31,125 1 31,125 Flextronics International Ltd common 999900002 312,178 55,449 SH 55,449 1 55,449 Vale SA-SP Pref - ADR common 91912E204 1,487,482 70,900 SH 70,900 1 70,900 Alliance Data Systems Corp common 018581108 1,248,020 13,463 SH 13,463 1 13,463 Aetna Inc common 00817Y108 2,697,897 74,220 SH 74,220 1 74,220 Advanced Micro Devices inc common 007903107 240,213 47,286 SH 47,286 1 47,286 ICICI Bank - ADR common 45104G104 413,674 11,918 SH 11,918 1 11,918 Oclaro Inc common 67555N206 619,499 170,192 SH 170,192 1 170,192 Comverge Inc common 205859101 1,218,319 662,130 SH 662,130 1 662,130 Regal Beloit Corp common 758750103 6,025,641 132,899 SH 132,899 1 132,899 Ctrip.com International Ltd - ADR common 22943F100 2,603,352 80,950 SH 80,950 1 80,950 Pepco Holdings Inc common 713291102 712,603 37,664 SH 37,664 1 37,664 Regions Financial Corporation common 7591EP100 477,159 143,291 SH 143,291 1 143,291 Autoliv Inc common 052800109 569,972 11,752 SH 11,752 1 11,752 Bank of New York Mellon Corp/T common 064058100 1,659,715 89,280 SH 89,280 1 89,280 Principal Financial Group Inc common 74251V102 845,908 37,314 SH 37,314 1 37,314 Assurant Inc common 04621X108 791,645 22,113 SH 22,113 1 22,113 America Movil - ADR common 02364W105 6,221,305 281,762 SH 281,762 1 281,762 Simon Property Group Inc common 828806109 1,865,591 16,963 SH 16,963 1 16,963 Sirius XM Radio Inc common 82967N108 328,146 217,315 SH 217,315 1 217,315 McCormick & Co Inc common 579780206 517,869 11,219 SH 11,219 1 11,219 Paccar Inc common 693718108 782,696 23,143 SH 23,143 1 23,143 Coach Inc common 189754104 950,718 18,343 SH 18,343 1 18,343 Duke Energy Corporation common 26441C105 1,476,801 73,877 SH 73,877 1 73,877 Kimberly-Clark Corporation common 494368103 1,750,894 24,657 SH 24,657 1 24,657 Maxim Integrated Products common 57772K101 313,532 13,439 SH 13,439 1 13,439 Annaly Capital Management Inc common 035710409 779,099 46,849 SH 46,849 1 46,849 RED HAT, INC. common 756577102 500,612 11,846 SH 11,846 1 11,846 Air Products & Chemicals Inc common 009158106 1,126,610 14,752 SH 14,752 1 14,752 Dow Chemical common 260543103 1,766,883 78,668 SH 78,668 1 78,668 Ingersoll-Rand Plc common 00B633030 638,064 22,715 SH 22,715 1 22,715 Forest Laboratories Inc common 345838106 541,257 17,579 SH 17,579 1 17,579 Praxair common 74005P104 1,841,836 19,703 SH 19,703 1 19,703 Xcel Energy Inc common 98389B100 591,400 23,953 SH 23,953 1 23,953 American International Group Inc common 026874784 605,688 27,594 SH 27,594 1 27,594 Iron Mountain Inc common 462846106 488,023 15,434 SH 15,434 1 15,434 Allstate Corporation common 020002101 7,241,796 305,690 SH 305,690 1 305,690 Bunge common G16962105 30,504,439 523,322 SH 523,322 1 523,322 St Jude Medical Inc common 790849103 46,156,798 1,275,402 SH 1,275,402 1 1,275,402 AMERIGROUP Corp common 03073T102 30,705,980 787,131 SH 787,131 1 787,131 International Flavors and Fragrances common 459506101 31,031,191 551,960 SH 551,960 1 551,960 Carnival Corporation common 143658300 34,777,007 1,147,756 SH 1,147,756 1 1,147,756 Calpine Corp common 131347304 24,216,910 1,719,951 SH 1,719,951 1 1,719,951 3M Company common 88579Y101 35,397,854 493,075 SH 493,075 1 493,075 RenaissanceRe Holdings common G7496G103 23,353,543 366,043 SH 366,043 1 366,043 Mattel common 577081102 30,787,534 1,189,167 SH 1,189,167 1 1,189,167 Intercontinetal Exchange Inc. common 45865V100 23,683,221 200,264 SH 200,264 1 200,264 Oasis Petroleum Inc common 674215108 3,634,274 162,753 SH 162,753 1 162,753 Hess Corp common 42809H107 21,219,545 404,490 SH 404,490 1 404,490 Oracle Corporation common 68389X105 26,699,546 929,003 SH 929,003 1 929,003 Davita common 23918K108 8,539,101 136,255 SH 136,255 1 136,255 KLA Tencor Corporation common 482480100 2,526,671 66,005 SH 66,005 1 66,005 Avery Dennison common 053611109 4,342,276 173,137 SH 173,137 1 173,137 Rowan Company Inc common 779382100 14,029,323 464,701 SH 464,701 1 464,701 Verizon Communications Inc common 92343V104 11,789,064 320,355 SH 320,355 1 320,355 Sapient Corp common 803062108 3,055,760 301,357 SH 301,357 1 301,357 Genuine Parts Co common 372460105 9,896,856 194,820 SH 194,820 1 194,820 Dominion Resources Inc common 25746U109 7,798,272 153,600 SH 153,600 1 153,600 Insulet Corp common 45784P101 6,443,779 422,266 SH 422,266 1 422,266 Scana Corp common 80589M102 7,046,350 174,199 SH 174,199 1 174,199 Exxon Mobil Corporation common 30231G102 179,530,466 2,471,850 SH 2,471,850 1 2,471,850 Stryker Corporation common 863667101 14,987,104 317,995 SH 317,995 1 317,995 Marriott International common 571903202 10,420,471 382,543 SH 382,543 1 382,543 Ameren Corporation common 023608102 6,007,080 201,783 SH 201,783 1 201,783 Johnson Controls common 478366107 20,055,123 760,528 SH 760,528 1 760,528 HiSoft Technology International Ltd - ADR common 43358R108 15,876,436 1,806,193 SH 1,806,193 1 1,806,193 Medco Health Solutions Inc common 58405U102 5,616,484 119,780 SH 119,780 1 119,780 PG and E Corp common 69331C108 4,458,712 105,382 SH 105,382 1 105,382 Cognizant Tech Solutions common 192446102 4,313,196 68,791 SH 68,791 1 68,791 Walgreen Co common 931422109 8,405,401 255,561 SH 255,561 1 255,561 Mobile Telesystems OJSC - ADR common 607409109 2,224,455 180,850 SH 180,850 1 180,850 Medtronic Inc common 585055106 2,711,686 81,579 SH 81,579 1 81,579 Qualcomm Inc common 747525103 4,259,793 87,596 SH 87,596 1 87,596 Murphy Oil Corp common 626717102 2,140,744 48,477 SH 48,477 1 48,477 Celgene Corp common 151020104 3,964,490 64,026 SH 64,026 1 64,026 Analog Devices Inc common 032654105 1,858,938 59,486 SH 59,486 1 59,486 Tele Norte Leste Part ADR common 879246106 582,302 61,102 SH 61,102 1 61,102 Legg Mason Inc common 524901105 1,326,533 51,596 SH 51,596 1 51,596 Green Plains Renewable Energy Inc common 393222104 12,585,050 1,348,880 SH 1,348,880 1 1,348,880 Exide Technologies common 302051206 7,784,404 1,946,101 SH 1,946,101 1 1,946,101 ATMI Inc common 00207R101 789,228 49,888 SH 49,888 1 49,888 American Capital Ltd common 02503Y103 742,807 108,916 SH 108,916 1 108,916 Hercules Technology Growth Capital Inc common 427096508 260,192 30,539 SH 30,539 1 30,539 Hansen Natural Corp common 411310105 1,021,904 11,707 SH 11,707 1 11,707 Capital One Financial common 14040H105 1,403,100 35,405 SH 35,405 1 35,405 Las Vegas Sands Corp common 517834107 1,556,144 40,588 SH 40,588 1 40,588 XL Group Plc common 00B5LRLL2 819,868 43,610 SH 43,610 1 43,610 El Paso Corporation common 28336L109 1,087,990 62,242 SH 62,242 1 62,242 AMETEK Inc common 031100100 799,160 24,239 SH 24,239 1 24,239 Alcoa Inc common 013817101 963,460 100,675 SH 100,675 1 100,675 Fifth Third Bancorp common 316773100 974,913 96,526 SH 96,526 1 96,526 FedEx Corporation common 31428X106 1,168,766 17,269 SH 17,269 1 17,269 Western Union Co common 959802109 576,418 37,699 SH 37,699 1 37,699 Cardinal Health Inc common 14149Y108 916,460 21,883 SH 21,883 1 21,883 Nike Inc common 654106103 1,917,904 22,429 SH 22,429 1 22,429 Newell Rubbermaid Inc common 651229106 204,449 17,224 SH 17,224 1 17,224 Yum Brands common 988498101 1,411,418 28,577 SH 28,577 1 28,577 ACE Limited common 004432874 1,170,368 19,313 SH 19,313 1 19,313 Expedia Inc common 30212P105 325,969 12,659 SH 12,659 1 12,659 Symantec Corp common 871503108 812,278 49,833 SH 49,833 1 49,833 Crown Holdings Inc common 228368106 326,915 10,680 SH 10,680 1 10,680 Gilead Sciences Inc common 375558103 1,978,451 50,991 SH 50,991 1 50,991 Comcast Corporation Cl A Special Common Stock common 20030N200 893,146 43,168 SH 43,168 1 43,168 Goldman Sachs Group common 38141G104 2,779,108 29,393 SH 29,393 1 29,393 Safeway Inc common 786514208 606,346 36,461 SH 36,461 1 36,461 AON Corp common 037389103 728,437 17,352 SH 17,352 1 17,352 AES Corp common 00130H105 367,132 37,616 SH 37,616 1 37,616 Tyson Foods common 902494103 422,855 24,358 SH 24,358 1 24,358 Gevo Inc common 374396109 414,319 74,384 SH 74,384 1 74,384 Alpha Ntrl Resc common 02076X102 262,732 14,852 SH 14,852 1 14,852 Berkshire Hathaway Inc common 084670702 3,606,275 50,764 SH 50,764 1 50,764 Home Depot Inc common 437076102 3,157,328 96,055 SH 96,055 1 96,055 Google Inc common 38259P508 176,424,110 342,984 SH 342,984 1 342,984 Citigroup Inc common 172967424 46,264,340 1,805,790 SH 1,805,790 1 1,805,790 Key Energy Services Inc common 492914106 31,092,628 3,276,357 SH 3,276,357 1 3,276,357 ConocoPhillips common 20825C104 37,168,650 586,997 SH 586,997 1 586,997 Endologix Inc common 29266S106 6,567,445 654,128 SH 654,128 1 654,128 Johnson & Johnson common 478160104 39,192,736 615,174 SH 615,174 1 615,174 Cameron International common 13342B105 9,885,814 237,983 SH 237,983 1 237,983 Ultra Clean Holdings Inc common 90385V107 1,759,556 410,153 SH 410,153 1 410,153 Beam Inc common 073730103 6,688,236 123,673 SH 123,673 1 123,673 Chesapeake Energy Corp common 165167107 13,115,811 513,339 SH 513,339 1 513,339 Suno common 86764P109 470,701 15,179 SH 15,179 1 15,179 Plains Exploration & Production Co common 726505100 4,890,440 215,343 SH 215,343 1 215,343 Viacom CL B common 92553P201 12,290,420 317,254 SH 317,254 1 317,254 CF Industries Holdings Inc common 125269100 9,677,601 78,431 SH 78,431 1 78,431 Ensco PLC - ADR common 29358Q109 470,484 11,637 SH 11,637 1 11,637 Valero Energy Corp common 91913Y100 3,337,928 187,735 SH 187,735 1 187,735 Newfield Exploration Co common 651290108 8,136,966 205,013 SH 205,013 1 205,013 HDFC Bank Ltd - ADR common 40415F101 910,938 31,250 SH 31,250 1 31,250 C R Bard common 067383109 1,710,181 19,536 SH 19,536 1 19,536 Marvell Technology Group common G5876H105 638,899 43,971 SH 43,971 1 43,971 Koc Holding AS - ADR common 49989A109 550,828 29,839 SH 29,839 1 29,839 URS Corp common 903236107 1,186,697 40,010 SH 40,010 1 40,010 Thermo Fisher Scientific common 883556102 2,466,573 48,708 SH 48,708 1 48,708 LSI Corp common 502161102 235,783 45,518 SH 45,518 1 45,518 FuelCell Energy Inc common 35952H106 4,375,647 5,209,724 SH 5,209,724 1 5,209,724 EnerNOC Inc common 292764107 5,981,607 664,623 SH 664,623 1 664,623 MVC Capital Inc common 553829102 220,164 20,988 SH 20,988 1 20,988 Safeguard Scientifics Inc common 786449207 260,370 17,358 SH 17,358 1 17,358 FMC Technologies common 30249U101 608,594 16,186 SH 16,186 1 16,186 Life Technologies Corp. common 53217V109 609,269 15,854 SH 15,854 1 15,854 CenturyLink Inc common 156700106 1,611,851 48,667 SH 48,667 1 48,667 Imation Corp common 45245A107 240,499 32,900 SH 32,900 1 32,900 Cabot Oil common 127097103 806,811 13,032 SH 13,032 1 13,032 KBR Inc common 48242W106 1,150,001 48,667 SH 48,667 1 48,667 Lyondellbasell Industries NV common 000943499 816,499 33,422 SH 33,422 1 33,422 Starbucks Corp common 855244109 2,090,738 56,067 SH 56,067 1 56,067 Partnerre Ltd common G6852T105 638,739 12,220 SH 12,220 1 12,220 Citizens Republic Bancorp Inc. common 174420307 212,638 30,728 SH 30,728 1 30,728 Omnicare Inc common 681904108 646,125 25,408 SH 25,408 1 25,408 Cummins common 231021106 1,112,128 13,619 SH 13,619 1 13,619 Marsh and McLennan Companies common 571748102 818,626 30,845 SH 30,845 1 30,845 Southern Company common 842587107 2,080,621 49,106 SH 49,106 1 49,106 Kroger Company common 501044101 1,214,344 55,298 SH 55,298 1 55,298 Pitney Bowes Ic common 724479100 327,082 17,398 SH 17,398 1 17,398 MeadWestvaco Corp common 583334107 405,879 16,526 SH 16,526 1 16,526 LHC Group Inc common 50187A107 263,321 15,435 SH 15,435 1 15,435 Autodesk common 052769106 320,248 11,528 SH 11,528 1 11,528 Campbell Soup Co common 134429109 514,165 15,884 SH 15,884 1 15,884 CenterPoint Energy Inc common 15189T107 518,223 26,413 SH 26,413 1 26,413 Charles Schwab Corporation common 808513105 652,082 57,860 SH 57,860 1 57,860 Nabors Industries Ltd common G6359F103 218,866 17,852 SH 17,852 1 17,852 Nyse Euronext common 629491101 345,927 14,885 SH 14,885 1 14,885 Ventas Inc common 92276F100 733,047 14,839 SH 14,839 1 14,839 Vertex Pharmaceuticals common 92532F100 622,669 13,980 SH 13,980 1 13,980 Ball Corp common 058498106 469,333 15,130 SH 15,130 1 15,130 Dr Horton Inc common 23331A109 210,035 23,234 SH 23,234 1 23,234 Kohls Corporation common 500255104 901,427 18,359 SH 18,359 1 18,359 VeriSign Inc common 92343E102 347,669 12,152 SH 12,152 1 12,152 Starwood Hotels and Resorts Worldwide Inc common 85590A401 459,978 11,849 SH 11,849 1 11,849 Coca-Cola Enterprises Inc common 19122T109 662,057 26,610 SH 26,610 1 26,610 T Rowe Price Group Inc common 74144T108 707,044 14,801 SH 14,801 1 14,801 Archer Daniels Midland common 039483102 1,241,517 50,041 SH 50,041 1 50,041 Genworth Financial CL A common 37247D106 205,205 35,750 SH 35,750 1 35,750 Crown Castle Int'L Corp common 228227104 668,940 16,448 SH 16,448 1 16,448 Franklin Resources Inc common 354613101 23,389,527 244,558 SH 244,558 1 244,558 Cisco Systems Inc common 17275R102 82,283,453 5,312,037 SH 5,312,037 1 5,312,037 East West Bancorp Inc common 27579R104 17,747,761 1,190,326 SH 1,190,326 1 1,190,326 Apache Corporation common 037411105 26,521,888 330,532 SH 330,532 1 330,532 Avon Products Inc common 054303102 29,589,630 1,509,675 SH 1,509,675 1 1,509,675 Corning Incorporated common 219350105 32,328,927 2,615,609 SH 2,615,609 1 2,615,609 Kraft Foods Inc common 50075N104 14,967,479 445,726 SH 445,726 1 445,726 Ralph Lauren Corp common 751212101 11,228,129 86,570 SH 86,570 1 86,570 Quanta Services Inc common 74762E102 10,283,485 547,285 SH 547,285 1 547,285 Amazon.Com Inc common 023135106 10,840,475 50,134 SH 50,134 1 50,134 NRG Energy Inc common 629377508 3,002,509 141,561 SH 141,561 1 141,561 Advance Auto Parts common 00751Y106 10,317,689 177,585 SH 177,585 1 177,585 UnitedHealth Group Incorporated common 91324P102 12,323,402 267,203 SH 267,203 1 267,203 American Water Works Co Inc common 030420103 3,423,257 113,428 SH 113,428 1 113,428 Eli Lilly & Co common 532457108 18,266,766 494,097 SH 494,097 1 494,097 Royal Caribbean Cruises Ltd common 000886286 10,106,508 467,029 SH 467,029 1 467,029 Constellation Energy Group common 210371100 4,134,610 108,634 SH 108,634 1 108,634 Microsoft Corporation common 594918104 89,586,179 3,599,284 SH 3,599,284 1 3,599,284 Hexcel Corp common 428291108 8,160,777 368,100 SH 368,100 1 368,100 F5 Networks common 315616102 9,324,602 131,240 SH 131,240 1 131,240 Liberty Global Inc common 530555101 8,668,439 239,592 SH 239,592 1 239,592 Wellpoint Inc common 94973V107 5,828,460 89,284 SH 89,284 1 89,284 Intel Corporation common 458140100 19,445,217 911,637 SH 911,637 1 911,637 Noble Corp common 003334731 1,201,971 40,953 SH 40,953 1 40,953 Halliburton common 406216101 4,407,424 144,411 SH 144,411 1 144,411 Ameriprise Financial common 03076C106 1,510,794 38,384 SH 38,384 1 38,384 Itau Unibanco Banco Multiplo SA - ADR common 465562106 371,442 23,964 SH 23,964 1 23,964 Shinhan Financial Group Co Ltd common 824596100 687,493 10,054 SH 10,054 1 10,054 Texas Instruments Incorporated common 882508104 2,456,570 92,179 SH 92,179 1 92,179 Computer Sciences common 205363104 1,385,111 51,587 SH 51,587 1 51,587 Omnicom Group Inc common 681919106 2,280,728 61,909 SH 61,909 1 61,909 Occidental Petroleum Corporation common 674599105 4,270,195 59,723 SH 59,723 1 59,723 Deere & Co common 244199105 2,384,828 36,934 SH 36,934 1 36,934 eBay Inc common 278642103 2,509,511 85,097 SH 85,097 1 85,097 FirstEnergy Corporation common 337932107 3,109,523 69,239 SH 69,239 1 69,239 Arrow Electronics Inc common 042735100 2,917,428 105,019 SH 105,019 1 105,019 Cereplast Inc common 156732307 472,732 167,043 SH 167,043 1 167,043 Liberty Global Inc - C common 530555309 1,335,704 38,593 SH 38,593 1 38,593 STR Holdings Inc(New) common 78478V100 12,079,537 1,489,462 SH 1,489,462 1 1,489,462 Codexis Inc common 192005106 971,390 212,558 SH 212,558 1 212,558 Ballard Power Systems Inc common 058586108 931,352 769,712 SH 769,712 1 769,712 Apollo Invstment common 03761U106 587,244 78,091 SH 78,091 1 78,091 Ares Capital common 04010L103 840,438 61,034 SH 61,034 1 61,034 Teradata Corp common 88076W103 918,254 17,154 SH 17,154 1 17,154 Morgan Stanley common 617446448 1,384,479 102,554 SH 102,554 1 102,554 SLM Corporation common 78442P106 441,228 35,440 SH 35,440 1 35,440 Danaher Corporation common 235851102 1,755,399 41,855 SH 41,855 1 41,855 News Corp common 65248E104 1,681,713 108,708 SH 108,708 1 108,708 Invesco Ltd common G491BT108 385,951 24,884 SH 24,884 1 24,884 Consol Energy common 20854P109 421,953 12,436 SH 12,436 1 12,436 Health Care REIT Inc common 42217K106 520,744 11,127 SH 11,127 1 11,127 Cooper Industries PLC common 00B40K911 542,463 11,762 SH 11,762 1 11,762 Kellogg Co common 487836108 1,129,490 21,235 SH 21,235 1 21,235 Nuance Communications Inc common 67020Y100 260,974 12,818 SH 12,818 1 12,818 Peoples United Financial Inc common 712704105 309,043 27,109 SH 27,109 1 27,109 Stanley Black & Decker Inc common 854502101 610,509 12,434 SH 12,434 1 12,434 General Motors Corporation common 37045V100 917,827 45,482 SH 45,482 1 45,482 Spectra Energy Corp common 847560109 924,290 37,680 SH 37,680 1 37,680 Wisconsin Energy Corp common 976657106 397,633 12,708 SH 12,708 1 12,708 WuXi PharmaTech Cayman Inc - ADR common 929352102 5,126,000 440,000 SH 440,000 1 440,000 Exelon Co common 30161N101 1,583,601 37,165 SH 37,165 1 37,165 Northern Trust Corporation common 665859104 434,207 12,413 SH 12,413 1 12,413 Dover Corporation common 260003108 615,866 13,216 SH 13,216 1 13,216 United Parcel Service Inc common 911312106 2,740,899 43,403 SH 43,403 1 43,403 Fluor Corp common 343412102 591,418 12,705 SH 12,705 1 12,705 Noble Energy common 655044105 716,992 10,127 SH 10,127 1 10,127 Eaton Corporation common 278058102 793,780 22,360 SH 22,360 1 22,360 Prologis Inc common 74340W103 678,539 27,981 SH 27,981 1 27,981 Discover Financial Services common 254709108 1,172,876 51,128 SH 51,128 1 51,128 Yahoo! Inc common 984332106 84,127,432 6,392,662 SH 6,392,662 1 6,392,662 Activision Blizzard Inc common 00507V109 19,931,512 1,674,917 SH 1,674,917 1 1,674,917 Time Warner Cable Inc common 88732J207 53,045,831 846,431 SH 846,431 1 846,431 Lam Research Corp common 512807108 32,452,923 854,474 SH 854,474 1 854,474 Coca Cola Company common 191216100 74,011,169 1,095,488 SH 1,095,488 1 1,095,488 Visa Inc common 92826C839 5,501,424 64,179 SH 64,179 1 64,179 Merck & Company common 58933Y105 17,774,941 543,410 SH 543,410 1 543,410 Chevron Corp common 166764100 38,362,955 414,645 SH 414,645 1 414,645 Devon Energy Corporation common 25179M103 10,614,043 191,451 SH 191,451 1 191,451 NetGear common 64111Q104 10,487,336 405,386 SH 405,386 1 405,386 Norfolk Southern Corporation common 655844108 18,851,702 308,943 SH 308,943 1 308,943 Newmont Mining Corporation common 651639106 14,380,638 228,627 SH 228,627 1 228,627 Walt Disney Company common 254687106 16,332,123 541,516 SH 541,516 1 541,516 Molson Coors Brewery Co exchangable Class B common 60871R209 7,805,071 197,048 SH 197,048 1 197,048 Mohawk Industries Inc common 608190104 5,642,837 131,504 SH 131,504 1 131,504 Baker Hughes Inc common 057224107 5,549,309 120,219 SH 120,219 1 120,219 Micron Technology Inc common 595112103 698,080 138,508 SH 138,508 1 138,508 US Bancorp common 902973304 4,162,625 176,832 SH 176,832 1 176,832 BB and T Corporation common 054937107 2,125,471 99,647 SH 99,647 1 99,647 Kimco Realty Corp common 49446R109 1,551,938 103,256 SH 103,256 1 103,256 Fidelity National Financial common 31620R105 1,401,114 92,300 SH 92,300 1 92,300 Juniper Networks common 48203R104 667,807 38,691 SH 38,691 1 38,691 KT Corp Sp - ADR common 48268K101 541,055 36,632 SH 36,632 1 36,632 Aflac Inc common 001055102 1,586,031 45,380 SH 45,380 1 45,380 Prudential Financial common 744320102 3,000,024 64,021 SH 64,021 1 64,021 MetroPCS Communications Inc common 591708102 1,554,134 178,431 SH 178,431 1 178,431 Bank of America Corporation common 060505104 4,896,796 800,130 SH 800,130 1 800,130 ITT Industries Inc common 450911102 2,062,074 49,097 SH 49,097 1 49,097 Allegheny Technologies common 01741R102 1,021,146 27,606 SH 27,606 1 27,606 Novellus Systems Inc common 670008101 1,086,883 39,871 SH 39,871 1 39,871 General Cable Corp common 369300108 9,423,010 403,901 SH 403,901 1 403,901 02Micro International Ltd - ADR common 67107W100 3,488,268 836,515 SH 836,515 1 836,515 TICC Capital Corp common 87244T109 304,308 37,247 SH 37,247 1 37,247 Cia Vale Do Rio Doce - ADR common 91912E105 5,431,826 238,238 SH 238,238 1 238,238 Pioneer Natural Resources Co common 723787107 748,726 11,384 SH 11,384 1 11,384 Illumina Inc common 452327109 572,430 13,989 SH 13,989 1 13,989 NASDAQ OMX Group Inc common 631103108 707,482 30,574 SH 30,574 1 30,574 United Community Banks Inc common 90984P303 203,437 23,962 SH 23,962 1 23,962 Moodys Corp common 615369105 913,135 29,988 SH 29,988 1 29,988 Rubicon Technology Inc common 78112T107 1,463,538 133,901 SH 133,901 1 133,901 Harley Davidson common 412822108 381,441 11,111 SH 11,111 1 11,111 Consolidated Edison common 209115104 1,032,575 18,109 SH 18,109 1 18,109 PPL Corp common 69351T106 1,011,172 35,430 SH 35,430 1 35,430 Compania de Minas Buenaventura SA - ADR common 204448104 422,575 11,197 SH 11,197 1 11,197 Baxter International Inc common 071813109 1,867,834 33,271 SH 33,271 1 33,271 BMC Software common 055921100 400,137 10,377 SH 10,377 1 10,377 Bed Bath & Beyond Inc common 075896100 906,644 15,820 SH 15,820 1 15,820 Boston Properties Inc common 101121101 894,564 10,040 SH 10,040 1 10,040 State Street Corporation common 857477103 920,291 28,616 SH 28,616 1 28,616 PPG Industries common 693506107 816,688 11,558 SH 11,558 1 11,558 Western Digital Corp common 958102105 327,750 12,743 SH 12,743 1 12,743 Itron common 465741106 1,097,400 37,200 SH 37,200 1 37,200 Allergan Inc common 018490102 1,519,581 18,446 SH 18,446 1 18,446 Mylan Inc common 628530107 426,479 25,087 SH 25,087 1 25,087 Zimmer Holdings common 98956P102 612,254 11,444 SH 11,444 1 11,444 Boston Scientific Corp common 101137107 561,155 94,950 SH 94,950 1 94,950 American Tower Corp A common 029912201 1,226,748 22,802 SH 22,802 1 22,802 General Mills common 370334104 1,986,360 51,634 SH 51,634 1 51,634 JC Penney Co Inc common 708160106 292,384 10,918 SH 10,918 1 10,918 CareFusion Corp common 14170T101 328,307 13,708 SH 13,708 1 13,708 Expeditors International of Washington Inc common 302130109 514,863 12,697 SH 12,697 1 12,697 General Growth Properties Inc common 370023103 298,555 24,674 SH 24,674 1 24,674 Masco Corporation common 574599106 200,563 28,169 SH 28,169 1 28,169 Hologic Inc. common 436440101 222,142 14,605 SH 14,605 1 14,605 Green Mountain Coffee Roasters Inc common 393122106 966,483 10,399 SH 10,399 1 10,399 MetLife common 59156R108 23,189,311 827,894 SH 827,894 1 827,894 JPMorgan Chase & Co common 46625H100 37,233,832 1,236,183 SH 1,236,183 1 1,236,183 Monsanto Company common 61166W101 8,288,222 138,045 SH 138,045 1 138,045 Amgen Inc common 031162100 19,107,434 347,724 SH 347,724 1 347,724 Entergy Corporation common 29364G103 8,289,896 125,055 SH 125,055 1 125,055 Kulicke and Soffa Industries Inc common 501242101 5,621,461 753,547 SH 753,547 1 753,547 McDonald's Corporation common 580135101 29,255,828 333,134 SH 333,134 1 333,134 Covidien Plc common 00B68SQD2 13,865,525 314,411 SH 314,411 1 314,411 EI Du Pont de Nemours & Co common 263534109 9,377,002 234,601 SH 234,601 1 234,601 Oneok Inc common 682680103 4,097,518 62,046 SH 62,046 1 62,046 Flowserve Corp common 34354P105 11,795,526 159,399 SH 159,399 1 159,399 Scripps Networks Interactive common 811065101 581,971 15,657 SH 15,657 1 15,657 American Electric Power Co Inc common 025537101 3,402,296 89,487 SH 89,487 1 89,487 Abbott Laboratories common 002824100 19,110,762 373,695 SH 373,695 1 373,695 CVS Caremark Corp common 126650100 12,196,021 363,193 SH 363,193 1 363,193 Conagra Foods Inc common 205887102 14,618,126 603,556 SH 603,556 1 603,556 AGCO Corp common 001084102 13,301,499 384,770 SH 384,770 1 384,770 Edison International common 281020107 9,331,700 243,966 SH 243,966 1 243,966 Ford Motor Company common 345370860 8,230,785 851,167 SH 851,167 1 851,167 General Electric Company common 369604103 99,605,287 6,535,780 SH 6,535,780 1 6,535,780 Tessera Technologies common 88164L100 6,805,800 570,000 SH 570,000 1 570,000 Mechel - ADR common 583840103 927,973 91,067 SH 91,067 1 91,067 Petroleo Brasileiro SA - ADR common 71654V101 2,581,339 124,582 SH 124,582 1 124,582 Taiwan Semiconductor Manufacturing Co Ltd - ADR common 874039100 737,898 64,558 SH 64,558 1 64,558 NiSource Inc common 65473P105 1,884,177 88,128 SH 88,128 1 88,128 Microchip Technology Inc common 595017104 470,197 15,114 SH 15,114 1 15,114 Broadcom Corp common 111320107 1,221,577 36,695 SH 36,695 1 36,695 Brasil Telecom SA common 10553M101 609,982 34,956 SH 34,956 1 34,956 International Business Machines Corporation common 459200101 5,281,180 30,173 SH 30,173 1 30,173 Marathon Oil Corporation common 565849106 2,695,536 124,909 SH 124,909 1 124,909 Solazyme Inc common 83415T101 3,272,464 340,527 SH 340,527 1 340,527 Hydrogenics Corp common 448883207 766,454 127,318 SH 127,318 1 127,318 Rentech Inc common 760112102 2,804,295 3,594,328 SH 3,594,328 1 3,594,328 Micrel Semiconductor Inc common 594793101 1,137,092 120,200 SH 120,200 1 120,200 Nanometrics Inc common 630077105 412,105 28,421 SH 28,421 1 28,421 ON Semiconductor Corp common 682189105 843,192 117,600 SH 117,600 1 117,600 Fuel Systems Solutions Inc common 35952W103 10,069,690 524,190 SH 524,190 1 524,190 Edwards Lifesciences Corp common 28176E108 963,634 13,519 SH 13,519 1 13,519 Abercrombie & Fitch common 002896207 958,489 15,570 SH 15,570 1 15,570 Citrix Systems common 177376100 913,705 16,756 SH 16,756 1 16,756 KeyCorp common 493267108 699,076 117,888 SH 117,888 1 117,888 Biogen Idec Inc common 09062X103 1,778,979 19,098 SH 19,098 1 19,098 Limited Brands common 532716107 1,172,552 30,448 SH 30,448 1 30,448 Salesforce.com Inc common 79466L302 1,315,591 11,512 SH 11,512 1 11,512 TRW Automotive Holdings common 87264S106 571,597 17,464 SH 17,464 1 17,464 Intuit Inc common 461202103 842,629 17,762 SH 17,762 1 17,762 Unum Group common 91529Y106 803,166 38,319 SH 38,319 1 38,319 Southwest Bancorp Inc common 844767103 210,105 49,788 SH 49,788 1 49,788 American Express common 025816109 2,768,714 61,664 SH 61,664 1 61,664 Becton Dickinson and Company common 075887109 975,083 13,299 SH 13,299 1 13,299 EQT Corp common 26884L109 595,231 11,155 SH 11,155 1 11,155 Fidelity National Information common 31620M106 432,215 17,772 SH 17,772 1 17,772 Waste Management common 94106L109 859,389 26,394 SH 26,394 1 26,394 Southern Copper Corp common 84265V105 650,440 26,028 SH 26,028 1 26,028 Lincoln National Corp common 534187109 269,618 17,250 SH 17,250 1 17,250 Amerisourcebergen Corp common 03073E105 560,839 15,048 SH 15,048 1 15,048 Sysco Corporation common 871829107 1,397,512 53,958 SH 53,958 1 53,958 Sempra Energy common 816851109 637,931 12,387 SH 12,387 1 12,387 Equity Residential Properties common 29476L107 837,026 16,137 SH 16,137 1 16,137 HCP Inc common 40414L109 815,706 23,266 SH 23,266 1 23,266 Cablevision Systems New York Group common 12686C109 245,986 15,638 SH 15,638 1 15,638 Ecolab Inc common 278865100 819,299 16,758 SH 16,758 1 16,758 Hollyfrontier Corp common 436106108 319,884 12,200 SH 12,200 1 12,200 Tyco International Ltd common 010038348 20,017,419 491,225 SH 491,225 1 491,225 Apple Inc common 037833100 98,352,826 258,022 SH 258,022 1 258,022 Pfizer Inc common 717081103 134,728,389 7,620,384 SH 7,620,384 1 7,620,384 Hewlett Packard Company common 428236103 46,944,679 2,091,077 SH 2,091,077 1 2,091,077 The Hershey Company common 427866108 13,799,662 232,945 SH 232,945 1 232,945 EOG Resources Inc common 26875P101 7,443,978 104,830 SH 104,830 1 104,830 Hawaiian Electric Industries Inc common 419870100 3,601,668 148,400 SH 148,400 1 148,400 AT&T Inc common 00206R102 38,871,363 1,362,951 SH 1,362,951 1 1,362,951 Gap Inc common 364760108 10,871,641 669,436 SH 669,436 1 669,436 Lowe's Cos Inc common 548661107 19,121,265 988,690 SH 988,690 1 988,690 Parker Hannifin Corp common 701094104 17,610,366 278,954 SH 278,954 1 278,954 EMC Corporation common 268648102 22,685,341 1,080,769 SH 1,080,769 1 1,080,769 Transocean Ltd common 004826551 3,652,062 76,499 SH 76,499 1 76,499 Schlumberger Ltd common 806857108 21,799,897 364,974 SH 364,974 1 364,974 Equifax Inc common 294429105 8,499,364 276,492 SH 276,492 1 276,492 Comcast Corp common 20030N101 21,413,597 1,024,574 SH 1,024,574 1 1,024,574 Interpublic Group of Companies common 460690100 1,440,000 200,000 SH 200,000 1 200,000 Motorola Mobility Holdings Inc common 620097105 753,862 19,954 SH 19,954 1 19,954 DIRECTV common 25490A101 3,579,209 84,715 SH 84,715 1 84,715 Satyam Computers Services Ltd - ADR common 804098101 227,327 83,270 SH 83,270 1 83,270 Nvidia Corp common 67066G104 558,350 44,668 SH 44,668 1 44,668 Hartford Financial Services Group common 416515104 1,766,120 109,425 SH 109,425 1 109,425 Saic Inc common 78390X101 1,074,781 91,006 SH 91,006 1 91,006 The Travelers Cos common 89417E109 2,994,556 61,452 SH 61,452 1 61,452 Amphenol Corp common 032095101 555,002 13,613 SH 13,613 1 13,613 Agilent Technologies Incagilus common 00846U101 773,156 24,741 SH 24,741 1 24,741 HOST HOTELS AND RESORTS INC. common 44107P104 1,282,124 117,196 SH 117,196 1 117,196 Perrigo Co common 714290103 1,527,929 15,734 SH 15,734 1 15,734 CA Inc. common 12673P105 1,200,450 61,847 SH 61,847 1 61,847 Entropic Communications Inc common 29384R105 380,121 92,039 SH 92,039 1 92,039 Weatherford International Ltd common 003883839 956,947 78,374 SH 78,374 1 78,374 Avago Technologies Ltd common 999900624 794,574 24,247 SH 24,247 1 24,247 The Blackstone Group LP common 09253U108 782,929 65,353 SH 65,353 1 65,353 KKR & CO LP common 48248M102 800,983 77,166 SH 77,166 1 77,166 Focus Media Holding Ltd - ADR common 34415V109 3,618,077 215,490 SH 215,490 1 215,490 Williams Companies common 969457100 1,201,763 49,374 SH 49,374 1 49,374 Estee Lauder Companies Inc common 518439104 1,246,713 14,193 SH 14,193 1 14,193 Celanese Corp Series A common 150870103 644,875 19,824 SH 19,824 1 19,824 Joy Global common 481165108 802,332 12,862 SH 12,862 1 12,862 Coventry Health Care common 222862104 635,318 22,052 SH 22,052 1 22,052 Alexion Pharmaceuticals Inc common 015351109 1,326,554 20,708 SH 20,708 1 20,708 CBS Class B common 124857202 1,107,898 54,362 SH 54,362 1 54,362 CBRE Group Inc common 12504L109 511,197 37,979 SH 37,979 1 37,979 Cincinnati Financial Corp common 172062101 783,976 29,775 SH 29,775 1 29,775 J M Smucker Company common 832696405 1,187,014 16,285 SH 16,285 1 16,285 Illinois Tool Works common 452308109 1,394,307 33,517 SH 33,517 1 33,517 Cemex S.A.B. de C.V. (ADR) common 151290889 375,850 118,940 SH 118,940 1 118,940 Peabody Energy Corp. common 704549104 508,031 14,995 SH 14,995 1 14,995 Cigna Corporation common 125509109 690,290 16,459 SH 16,459 1 16,459 Chubb Corporation common 171232101 1,117,914 18,635 SH 18,635 1 18,635 United Technologies Corporation common 913017109 4,436,902 63,060 SH 63,060 1 63,060 McKesson Corporation common 58155Q103 1,104,967 15,199 SH 15,199 1 15,199 Target Corporation common 87612E106 1,975,331 40,280 SH 40,280 1 40,280 H and R Block common 093671105 283,050 21,266 SH 21,266 1 21,266 Rockwell Automation Inc common 773903109 565,432 10,097 SH 10,097 1 10,097 Macy's Inc common 55616P104 630,048 23,938 SH 23,938 1 23,938 Dr Pepper Snapple Group Inc common 26138E109 769,667 19,847 SH 19,847 1 19,847 Arch Capital Group Ltd common G0450A105 374,652 11,466 SH 11,466 1 11,466 Electronic Arts Inc common 285512109 416,853 20,384 SH 20,384 1 20,384 News Corp common 65248E203 320,094 20,532 SH 20,532 1 20,532 Loews Corp common 540424108 659,663 19,093 SH 19,093 1 19,093 NuCor Corp common 670346105 699,181 22,098 SH 22,098 1 22,098