0000863748-11-000017.txt : 20111103
0000863748-11-000017.hdr.sgml : 20111103
20111103111050
ACCESSION NUMBER: 0000863748-11-000017
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111103
DATE AS OF CHANGE: 20111103
EFFECTIVENESS DATE: 20111103
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ROYAL LONDON ASSET MANAGEMENT LTD
CENTRAL INDEX KEY: 0000863748
IRS NUMBER: 000000000
STATE OF INCORPORATION: X0
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02709
FILM NUMBER: 111176538
BUSINESS ADDRESS:
STREET 1: 55 GRACECHURCH ST
STREET 2: LONDON
CITY: UNITED KINGDOM
STATE: X0
ZIP: EC3O4F
BUSINESS PHONE: 042075066500
MAIL ADDRESS:
STREET 1: 55 GRACECHURCH ST
STREET 2: LONDON
CITY: UNITED KINGDOM
STATE: X0
ZIP: EC3O4F
13F-HR/A
1
secsend.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: 30/09/11
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: Richard James
Address: Royal London Asset Management
55 Gracechurch Street
London, London EC1v 0UF
13F File Number: 028-
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:
Title:
Phone:
Signature, Place, and Date of Signing:
Richard James London, London November 01, 2011
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 564
Form 13F Information Table Value Total: $1,881,322,805 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
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 MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ABBOTT LABS COM 002824100 13970977 269346 SH
ABERCROMBIE & FITCH CO CL A 002896207 964530 15025 SH
ACTIVISION BLIZZARD INC COM 00507V109 1342517 112110 SH
ADOBE SYS INC COM 00724F101 2267863 90769 SH
ADVANCED MICRO DEVICES INC COM 007903107 627757 118333 SH
AES CORP COM 00130H105 1427629 139213 SH
AETNA INC NEW COM 00817Y108 2478340 66631 SH
AFLAC INC COM 001055102 2924266 81524 SH
AGILENT TECHNOLOGIES INC COM 00846U101 1958736 60241 SH
AIR PRODS & CHEMS INC COM 009158106 2919639 36813 SH
AIRGAS INC COM 009363102 693518 10547 SH
AKAMAI TECHNOLOGIES INC COM 00971T101 695774 33140 SH
ALCOA INC COM 013817101 1747318 173776 SH
ALEXION PHARMACEUTICALS INC COM 015351109 2151310 33473 SH
ALLEGHENY TECHNOLOGIES INC COM 01741R102 657600 16955 SH
ALLERGAN INC COM 018490102 4563690 53681 SH
ALLIANCE DATA SYSTEMS CORP COM 018581108 866975 9268 SH
ALLIANT ENERGY CORP COM 018802108 787515 20242 SH
ALLIANT TECHSYSTEMS INC COM 018804104 320000 5795 SH
ALLSTATE CORP COM 020002101 2281458 92950 SH
ALPHA NATURAL RESOURCES INC COM 02076X102 748716 40049 SH
ALTERA CORP COM 021441100 1732306 52383 SH
ALTRIA GROUP INC COM 02209S103 9525932 360353 SH
AMAZON COM INC COM 023135106 12930849 58141 SH
AMEREN CORP COM 023608102 1248558 41261 SH
AMERICAN ELEC PWR INC COM 025537101 3208706 83408 SH
AMERICAN EXPRESS CO COM 025816109 9706735 207853 SH
AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 12 11600 SH
AMERICAN INTL GROUP INC COM NEW 026874784 1536285 67160 SH
AMERICAN TOWER CORP CL A 029912201 3742267 69851 SH
AMERIPRISE FINL INC COM 03076C106 1806606 43951 SH
AMGEN INC COM 031162100 9064832 162525 SH
AMPHENOL CORP NEW CL A 032095101 1301596 30140 SH
ANADARKO PETE CORP COM 032511107 5761257 85816 SH
ANALOG DEVICES INC COM 032654105 1649618 50922 SH
ANNALY CAP MGMT INC COM 035710409 2922059 175026 SH
AOL INC COM 00184X105 241252 19686 SH
AON CORP COM 037389103 2463157 58272 SH
APACHE CORP COM 037411105 5479124 66169 SH
APOLLO GROUP INC CL A 037604105 1081025 26389 SH
APPLE INC COM 037833100 63026532 161474 SH
APPLIED MATLS INC COM 038222105 2459656 231497 SH
ARCHER DANIELS MIDLAND CO COM 039483102 2893085 112331 SH
ARROW ELECTRS INC COM 042735100 631743 21788 SH
ASHLAND INC NEW COM 044209104 625127 13918 SH
ASSURANT INC COM 04621X108 690385 19111 SH
AT&T INC COM 00206R102 29865928 1036112 SH
AUTODESK INC COM 052769106 1170682 39955 SH
AUTOMATIC DATA PROCESSING IN COM 053015103 4024979 83662 SH
AUTONATION INC COM 05329W102 714030 21634 SH
AUTOZONE INC COM 053332102 1787469 5630 SH
AVALONBAY CMNTYS INC COM 053484101 1887567 15947 SH
AVERY DENNISON CORP COM 053611109 501009 18931 SH
AVNET INC COM 053807103 754040 27768 SH
AVON PRODS INC COM 054303102 1475357 74419 SH
BABCOCK & WILCOX CO NEW COM 05615F102 437676 21032 SH
BAKER HUGHES INC COM 057224107 3626950 74667 SH
BALL CORP COM 058498106 991420 31379 SH
BANK OF AMERICA CORPORATION COM 060505104 11036975 1739476 SH
BANK OF NEW YORK MELLON CORP COM 064058100 4092181 211373 SH
BARD C R INC COM 067383109 1176031 13222 SH
BAXTER INTL INC COM 071813109 5607825 99810 SH
BB&T CORP COM 054937107 2652434 120210 SH
BECTON DICKINSON & CO COM 075887109 2859011 38456 SH
BED BATH & BEYOND INC COM 075896100 2683478 45165 SH
BEMIS INC COM 081437105 551064 18220 SH
BERKLEY W R CORP COM 084423102 840249 28430 SH
BERKSHIRE HATHAWAY INC DEL CL A 084670108 14205750 130 SH
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12848030 176751 SH
BEST BUY INC COM 086516101 1660280 68142 SH
BIOGEN IDEC INC COM 09062X103 3895794 41269 SH
BLACKROCK INC COM 09247X101 2687502 17727 SH
BLOCK H & R INC COM 093671105 786113 57276 SH
BMC SOFTWARE INC COM 055921100 1275324 31955 SH
BOEING CO COM 097023105 7904619 126768 SH
BORGWARNER INC COM 099724106 1249905 20322 SH
BOSTON PROPERTIES INC COM 101121101 2268049 24489 SH
BOSTON SCIENTIFIC CORP COM 101137107 1605697 263445 SH
BRISTOL MYERS SQUIBB CO COM 110122108 9291715 298817 SH
BROADCOM CORP CL A 111320107 2818533 82329 SH
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 484693 23812 SH
BROWN & BROWN INC COM 115236101 450344 24751 SH
BROWN FORMAN CORP CL B 115637209 1097972 15710 SH
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2009589 29395 SH
CA INC COM 12673P105 1360556 67892 SH
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 734252 44086 SH
CALPINE CORP COM NEW 131347304 845300 58947 SH
CAMERON INTERNATIONAL CORP COM 13342B105 1835653 42165 SH
CAMPBELL SOUP CO COM 134429109 1423327 44141 SH
CAPITAL ONE FINL CORP COM 14040H105 3241445 79050 SH
CARDINAL HEALTH INC COM 14149Y108 2688428 62478 SH
CAREFUSION CORP COM 14170T101 961670 39140 SH
CARMAX INC COM 143130102 923185 38450 SH
CARNIVAL CORP PAIRED CTF 143658300 2603550 81196 SH
CATERPILLAR INC DEL COM 149123101 8477768 112482 SH
CB RICHARD ELLIS GROUP INC CL A 12497T101 805694 55951 SH
CBS CORP NEW CL B 124857202 2278937 108702 SH
CELANESE CORP DEL COM SER A 150870103 1001271 27910 SH
CELGENE CORP COM 151020104 5060625 80321 SH
CENTERPOINT ENERGY INC COM 15189T107 1383380 69325 SH
CENTURYLINK INC COM 156700106 3461646 102689 SH
CEPHALON INC COM 156708109 1037133 12797 SH
CERNER CORP COM 156782104 2082967 29575 SH
CF INDS HLDGS INC COM 125269100 1722441 12225 SH
CHESAPEAKE ENERGY CORP COM 165167107 3016152 112606 SH
CHEVRON CORP NEW COM 166764100 32698596 346567 SH
CHIPOTLE MEXICAN GRILL INC COM 169656105 1763210 5642 SH
CHUBB CORP COM 171232101 3065403 50672 SH
CIGNA CORP COM 125509109 2015757 47424 SH
CIMAREX ENERGY CO COM 171798101 873094 15216 SH
CINCINNATI FINL CORP COM 172062101 747248 27898 SH
CINTAS CORP COM 172908105 753190 26080 SH
CISCO SYS INC COM 17275R102 15222787 961338 SH
CIT GROUP INC COM NEW 125581801 1182921 37452 SH
CITIGROUP INC COM NEW 172967424 13479709 501384 SH
CITRIX SYS INC COM 177376100 1816517 31950 SH
CITY NATL CORP COM 178566105 358899 9078 SH
CLIFFS NATURAL RESOURCES INC COM 18683K101 1250006 23082 SH
CLOROX CO DEL COM 189054109 1611995 24110 SH
CME GROUP INC COM 12572Q105 3005532 11679 SH
CNA FINL CORP COM 126117100 99386 4360 SH
COACH INC COM 189754104 2743162 50804 SH
COCA COLA CO COM 191216100 27609029 399928 SH
COCA COLA ENTERPRISES INC NE COM 19122T109 1565013 62116 SH
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3369656 51805 SH
COLGATE PALMOLIVE CO COM 194162103 7438420 83148 SH
COMCAST CORP NEW CL A 20030N101 7670028 353702 SH
COMCAST CORP NEW CL A SPL 20030N200 2648816 123632 SH
COMERICA INC COM 200340107 880634 36762 SH
COMMERCE BANCSHARES INC COM 200525103 571610 15969 SH
COMMUNITY HEALTH SYS INC NEW COM 203668108 297062 17256 SH
COMPUTER SCIENCES CORP COM 205363104 730393 26430 SH
COMPUWARE CORP COM 205638109 318639 39805 SH
CONAGRA FOODS INC COM 205887102 1875888 77086 SH
CONCHO RES INC COM 20605P101 1374794 18512 SH
CONOCOPHILLIPS COM 20825C104 15828537 245842 SH
CONSOL ENERGY INC COM 20854P109 1379441 39362 SH
CONSOLIDATED EDISON INC COM 209115104 2848192 49711 SH
CONSTELLATION BRANDS INC CL A 21036P108 612110 33294 SH
CONSTELLATION ENERGY GROUP I COM 210371100 1355695 35049 SH
CORELOGIC INC COM 21871D103 208176 18780 SH
CORNING INC COM 219350105 3437088 271814 SH
COSTCO WHSL CORP NEW COM 22160K105 6271044 75532 SH
COVENTRY HEALTH CARE INC COM 222862104 738350 25325 SH
CREE INC COM 225447101 547631 19903 SH
CROWN CASTLE INTL CORP COM 228227104 2183936 52976 SH
CSX CORP COM 126408103 3751115 191530 SH
CUMMINS INC COM 231021106 3017180 34915 SH
CVS CAREMARK CORPORATION COM 126650100 8055251 236606 SH
D R HORTON INC COM 23331A109 506649 53642 SH
DANAHER CORP DEL COM 235851102 4930208 113234 SH
DARDEN RESTAURANTS INC COM 237194105 1051139 24178 SH
DAVITA INC COM 23918K108 1095853 17418 SH
DEERE & CO COM 244199105 5016514 73756 SH
DELL INC COM 24702R101 4897609 329251 SH
DELTA AIR LINES INC DEL COM NEW 247361702 1243822 156161 SH
DENBURY RES INC COM NEW 247916208 818364 68197 SH
DENDREON CORP COM 24823Q107 245670 26776 SH
DENTSPLY INTL INC NEW COM 249030107 818436 26011 SH
DEVON ENERGY CORP NEW COM 25179M103 4260993 73905 SH
DIAMOND OFFSHORE DRILLING IN COM 25271C102 687670 12109 SH
DIEBOLD INC COM 253651103 325032 11528 SH
DIGITAL RLTY TR INC COM 253868103 933289 16912 SH
DIRECTV COM CL A 25490A101 5704403 131635 SH
DISCOVER FINL SVCS COM 254709108 2234989 94723 SH
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 949271 24634 SH
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 931287 25801 SH
DISH NETWORK CORP CL A 25470M109 997910 38110 SH
DISNEY WALT CO COM DISNEY 254687106 10065926 328576 SH
DOLLAR GEN CORP NEW COM 256677105 503660 13365 SH
DOLLAR TREE INC COM 256746108 1793124 23802 SH
DOMINION RES INC VA NEW COM 25746U109 5253894 102525 SH
DONNELLEY R R & SONS CO COM 257867101 513015 35054 SH
DOVER CORP COM 260003108 1547750 32417 SH
DOW CHEM CO COM 260543103 4784186 200974 SH
DST SYS INC DEL COM 233326107 384917 8498 SH
DTE ENERGY CO COM 233331107 1420964 28747 SH
DU PONT E I DE NEMOURS & CO COM 263534109 6691611 161809 SH
DUKE ENERGY CORP NEW COM 26441C105 4579280 227655 SH
DUKE REALTY CORP COM NEW 264411505 437447 40262 SH
E M C CORP MASS COM 268648102 7610978 356904 SH
EASTMAN CHEM CO COM 277432100 868767 12282 SH
EATON CORP COM 278058102 2131562 57915 SH
EBAY INC COM 278642103 6975744 227334 SH
ECOLAB INC COM 278865100 2025400 41079 SH
EDISON INTL COM 281020107 2174436 56848 SH
EL PASO CORP COM 28336L109 2427982 137058 SH
ELECTRONIC ARTS INC COM 285512109 1181590 57317 SH
EMERSON ELEC CO COM 291011104 5767923 131778 SH
ENERGIZER HLDGS INC COM 29266R108 879097 12747 SH
ENTERGY CORP NEW COM 29364G103 2176925 32489 SH
EOG RES INC COM 26875P101 3429443 46523 SH
EQT CORP COM 26884L109 1501597 27068 SH
EQUIFAX INC COM 294429105 673416 21484 SH
EQUITY RESIDENTIAL SH BEN INT 29476L107 2853248 53272 SH
ERIE INDTY CO CL A 29530P102 495573 6919 SH
EXELON CORP COM 30161N101 4985410 115203 SH
EXPEDIA INC DEL COM 30212P105 1233083 45518 SH
EXPEDITORS INTL WASH INC COM 302130109 1554653 37206 SH
EXPRESS SCRIPTS INC COM 302182100 3469489 90599 SH
EXXON MOBIL CORP COM 30231G102 62460352 844858 SH
F5 NETWORKS INC COM 315616102 1060131 14189 SH
FAMILY DLR STORES INC COM 307000109 1179669 23158 SH
FASTENAL CO COM 311900104 1792535 52467 SH
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 959845 11405 SH
FEDERATED INVS INC PA CL B 314211103 325677 17782 SH
FEDEX CORP COM 31428X106 3794803 54437 SH
FIDELITY NATL INFORMATION SV COM 31620M106 1345629 54314 SH
FIFTH THIRD BANCORP COM 316773100 1673626 160079 SH
FIRST HORIZON NATL CORP COM 320517105 262684 41531 SH
FIRST SOLAR INC COM 336433107 728753 11209 SH
FIRSTENERGY CORP COM 337932107 3284912 72331 SH
FISERV INC COM 337738108 1354206 26634 SH
FLOWSERVE CORP COM 34354P105 733748 9337 SH
FLUOR CORP NEW COM 343412102 1516581 30604 SH
FMC TECHNOLOGIES INC COM 30249U101 1658047 42827 SH
FOOT LOCKER INC COM 344849104 585944 27355 SH
FORD MTR CO DEL COM PAR $0.01 345370860 6453252 645648 SH
FOREST CITY ENTERPRISES INC CL A 345550107 266970 23826 SH
FOREST LABS INC COM 345838106 1480112 47661 SH
FORTUNE BRANDS INC COM 349631101 1495933 26316 SH
FRANKLIN RES INC COM 354613101 3037561 30229 SH
FREEPORT-MCMORAN COPPER & GO COM 35671D857 5148297 164220 SH
FRONTIER COMMUNICATIONS CORP COM 35906A108 1068483 171920 SH
GALLAGHER ARTHUR J & CO COM 363576109 509299 18986 SH
GAMESTOP CORP NEW CL A 36467W109 643657 26847 SH
GANNETT INC COM 364730101 394531 39993 SH
GAP INC DEL COM 364760108 1116709 66550 SH
GENERAL DYNAMICS CORP COM 369550108 3875306 66649 SH
GENERAL ELECTRIC CO COM 369604103 29397593 1855323 SH
GENERAL MLS INC COM 370334104 4263514 109616 SH
GENERAL MTRS CO COM 37045V100 2290053 110364 SH
GENTEX CORP COM 371901109 607167 24350 SH
GENUINE PARTS CO COM 372460105 1450058 27694 SH
GENWORTH FINL INC COM CL A 37247D106 512872 85550 SH
GILEAD SCIENCES INC COM 375558103 5445518 138757 SH
GOLDMAN SACHS GROUP INC COM 38141G104 8937019 89491 SH
GOODRICH CORP COM 382388106 2610646 21564 SH
GOOGLE INC CL A 38259P508 22188781 42078 SH
GRAINGER W W INC COM 384802104 1765439 11523 SH
HALLIBURTON CO COM 406216101 5057177 156836 SH
HARLEY DAVIDSON INC COM 412822108 1470314 40712 SH
HARMAN INTL INDS INC COM 413086109 371825 12185 SH
HARRIS CORP DEL COM 413875105 816138 23006 SH
HARTFORD FINL SVCS GROUP INC COM 416515104 1323506 77285 SH
HASBRO INC COM 418056107 804043 23624 SH
HCP INC COM 40414L109 2467166 68580 SH
HEALTH CARE REIT INC COM 42217K106 1571162 32272 SH
HEINZ H J CO COM 423074103 2840332 55254 SH
HERSHEY CO COM 427866108 1718960 29172 SH
HESS CORP COM 42809H107 3210488 57831 SH
HEWLETT PACKARD CO COM 428236103 8556701 359752 SH
HOME DEPOT INC COM 437076102 9439293 279393 SH
HONEYWELL INTL INC COM 438516106 6022692 133912 SH
HORMEL FOODS CORP COM 440452100 945185 34775 SH
HOSPIRA INC COM 441060100 1071603 28466 SH
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 487429 22457 SH
HOST HOTELS & RESORTS INC COM 44107P104 1360027 120945 SH
HUDSON CITY BANCORP COM 443683107 538143 91755 SH
HUMAN GENOME SCIENCES INC COM 444903108 478316 34850 SH
HUMANA INC COM 444859102 2220371 29601 SH
HUNT J B TRANS SVCS INC COM 445658107 649430 17208 SH
HUNTINGTON BANCSHARES INC COM 446150104 791048 158368 SH
HUNTINGTON INGALLS INDS INC COM 446413106 207196 8476 SH
IAC INTERACTIVECORP COM PAR $.001 44919P508 524258 13113 SH
ILLINOIS TOOL WKS INC COM 452308109 3802845 88090 SH
ILLUMINA INC COM 452327109 952524 22922 SH
INTEL CORP COM 458140100 20625645 928038 SH
INTERCONTINENTALEXCHANGE INC COM 45865V100 1558512 12759 SH
INTERNATIONAL BUSINESS MACHS COM 459200101 37364854 208614 SH
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 774768 13452 SH
INTERNATIONAL GAME TECHNOLOG COM 459902102 774586 52073 SH
INTERPUBLIC GROUP COS INC COM 460690100 615903 83174 SH
INTL PAPER CO COM 460146103 1815932 75225 SH
INTUIT COM 461202103 2675510 55262 SH
INTUITIVE SURGICAL INC COM NEW 46120E602 2486032 6663 SH
IRON MTN INC COM 462846106 1146666 35506 SH
ITT CORP NEW COM 450911102 1382156 31781 SH
JABIL CIRCUIT INC COM 466313103 704850 37824 SH
JACOBS ENGR GROUP INC DEL COM 469814107 753212 21766 SH
JANUS CAP GROUP INC COM 47102X105 209230 32464 SH
JOHNSON & JOHNSON COM 478160104 30546102 478142 SH
JOHNSON CTLS INC COM 478366107 3210817 117119 SH
JOY GLOBAL INC COM 481165108 1242789 18863 SH
JPMORGAN CHASE & CO COM 46625H100 21183178 675484 SH
JUNIPER NETWORKS INC COM 48203R104 1704345 92552 SH
KELLOGG CO COM 487836108 2397355 44515 SH
KEYCORP NEW COM 493267108 970160 155849 SH
KIMBERLY CLARK CORP COM 494368103 4748395 66705 SH
KIMCO RLTY CORP COM 49446R109 1099200 70214 SH
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 853861 14399 SH
KINETIC CONCEPTS INC COM NEW 49460W208 851242 12847 SH
KLA-TENCOR CORP COM 482480100 1161955 29767 SH
KOHLS CORP COM 500255104 2582018 52603 SH
KRAFT FOODS INC CL A 50075N104 10418282 302242 SH
KROGER CO COM 501044101 2493256 112233 SH
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1259886 19883 SH
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1277607 15864 SH
LAM RESEARCH CORP COM 512807108 879712 22948 SH
LAMAR ADVERTISING CO CL A 512815101 239266 13408 SH
LAS VEGAS SANDS CORP COM 517834107 2775003 67102 SH
LAUDER ESTEE COS INC CL A 518439104 1846498 20767 SH
LEGG MASON INC COM 524901105 730368 27217 SH
LEGGETT & PLATT INC COM 524660107 533339 25928 SH
LENNAR CORP CL A 526057104 365568 25699 SH
LEUCADIA NATL CORP COM 527288104 745590 31242 SH
LIBERTY GLOBAL INC COM SER A 530555101 886597 24001 SH
LIBERTY GLOBAL INC COM SER C 530555309 795915 22493 SH
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1590137 103592 SH
LIBERTY PPTY TR SH BEN INT 531172104 610214 20591 SH
LIFE TECHNOLOGIES CORP COM 53217V109 1211852 31153 SH
LILLY ELI & CO COM 532457108 7513657 201736 SH
LIMITED BRANDS INC COM 532716107 2237716 56048 SH
LINCARE HLDGS INC COM 532791100 408059 18140 SH
LINCOLN NATL CORP IND COM 534187109 874468 53143 SH
LINEAR TECHNOLOGY CORP COM 535678106 1108738 38869 SH
LOCKHEED MARTIN CORP COM 539830109 4348935 60006 SH
LOEWS CORP COM 540424108 2629793 74657 SH
LORILLARD INC COM 544147101 2751745 25017 SH
LOWES COS INC COM 548661107 4466547 223160 SH
LSI CORPORATION COM 502161102 582421 108762 SH
M & T BK CORP COM 55261F104 1546447 21468 SH
MACERICH CO COM 554382101 1076196 24225 SH
MACYS INC COM 55616P104 2003802 73534 SH
MANPOWERGROUP INC COM 56418H100 498508 14481 SH
MARATHON OIL CORP COM 565849106 2746482 123133 SH
MARKEL CORP COM 570535104 653151 1794 SH
MARRIOTT INTL INC NEW CL A 571903202 1816680 63310 SH
MARSH & MCLENNAN COS INC COM 571748102 2497152 92265 SH
MASCO CORP COM 574599106 460839 61241 SH
MASTERCARD INC CL A 57636Q104 6986851 21303 SH
MATTEL INC COM 577081102 1651316 62538 SH
MAXIM INTEGRATED PRODS INC COM 57772K101 1280623 54483 SH
MCCORMICK & CO INC COM NON VTG 579780206 932212 20132 SH
MCDERMOTT INTL INC COM 580037109 507559 42279 SH
MCDONALDS CORP COM 580135101 15928939 179481 SH
MCGRAW HILL COS INC COM 580645109 2328065 55050 SH
MCKESSON CORP COM 58155Q103 3216746 42996 SH
MDU RES GROUP INC COM 552690109 667342 34022 SH
MEAD JOHNSON NUTRITION CO COM 582839106 2505109 35194 SH
MEADWESTVACO CORP COM 583334107 749205 29101 SH
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3272921 68122 SH
MEDTRONIC INC COM 585055106 6313618 185886 SH
MEMC ELECTR MATLS INC COM 552715104 206800 38582 SH
MERCK & CO INC NEW COM 58933Y105 17364345 531426 SH
MERCURY GENL CORP NEW COM 589400100 184090 4755 SH
METLIFE INC COM 59156R108 3883268 132580 SH
METROPCS COMMUNICATIONS INC COM 591708102 412266 45504 SH
MGM RESORTS INTERNATIONAL COM 552953101 668367 67274 SH
MICROCHIP TECHNOLOGY INC COM 595017104 1003048 31311 SH
MICRON TECHNOLOGY INC COM 595112103 1023325 174480 SH
MICROSOFT CORP COM 594918104 37263152 1464171 SH
MOHAWK INDS INC COM 608190104 561703 12492 SH
MOLEX INC COM 608554101 262413 12090 SH
MOLEX INC CL A 608554200 252332 13999 SH
MOLSON COORS BREWING CO CL B 60871R209 1118714 27770 SH
MONSANTO CO NEW COM 61166W101 5891871 93307 SH
MOODYS CORP COM 615369105 1269541 41039 SH
MORGAN STANLEY COM NEW 617446448 3765431 249697 SH
MOSAIC CO NEW COM 61945C103 2585481 47707 SH
MOTOROLA MOBILITY HLDGS INC COM 620097105 1910302 50477 SH
MOTOROLA SOLUTIONS INC COM NEW 620076307 2444792 57633 SH
MURPHY OIL CORP COM 626717102 1507898 33309 SH
MYLAN INC COM 628530107 1320908 74712 SH
NATIONAL OILWELL VARCO INC COM 637071101 3857264 73075 SH
NETAPP INC COM 64110D104 2260852 64605 SH
NETFLIX INC COM 64110L106 1044811 9231 SH
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NIKE INC CL B 654106103 4391783 49935 SH
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RADIOSHACK CORP COM 750438103 254248 20679 SH
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RAYTHEON CO COM NEW 755111507 2555661 61993 SH
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TIFFANY & CO NEW COM 886547108 1376451 21276 SH
TIME WARNER CABLE INC COM 88732J207 3749069 57932 SH
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