0000863748-12-000002.txt : 20120112
0000863748-12-000002.hdr.sgml : 20120112
20120112092844
ACCESSION NUMBER: 0000863748-12-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120112
DATE AS OF CHANGE: 20120112
EFFECTIVENESS DATE: 20120112
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
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02709
FILM NUMBER: 12523290
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
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: 31/12/2011
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: 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: Hermione Rosen
Title:
Phone: 0207 506 6575
Signature, Place, and Date of Signing:
Hermione Rosen London, London January 12, 2012
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: 509
Form 13F Information Table Value Total: $1,859,676,084 (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
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 10417085 126937 SH
ACTIVISION BLIZZARD INC COM 00507V109 1430407 116246 SH
ADOBE SYS INC COM 00724F101 2500690 88348 SH
AES CORP COM 00130H105 1719358 144788 SH
AETNA INC NEW COM 00817Y108 2734129 63577 SH
AGILENT TECHNOLOGIES INC COM 00846U101 2196763 62693 SH
AKAMAI TECHNOLOGIES INC COM 00971T101 1112843 34448 SH
ALLEGHENY TECHNOLOGIES INC COM 01741R102 849253 17702 SH
ALPHA NATURAL RESOURCES INC COM 02076X102 820038 41658 SH
ALTRIA GROUP INC COM 02209S103 11162737 374903 SH
AMERIPRISE FINL INC COM 03076C106 1990074 39384 SH
ASSURANT INC COM 04621X108 629498 15255 SH
AT&T INC COM 00206R102 32366869 1073350 SH
AUTONATION INC COM 05329W102 838209 22415 SH
BABCOCK & WILCOX CO NEW COM 05615F102 530870 21869 SH
BIOGEN IDEC INC COM 09062X103 4753588 42980 SH
BLACKROCK INC COM 09247X101 3321851 18518 SH
BOSTON PROPERTIES INC COM 101121101 2552372 25525 SH
BOSTON SCIENTIFIC CORP COM 101137107 1460461 274265 SH
BRISTOL MYERS SQUIBB CO COM 110122108 10963388 310974 SH
BROADCOM CORP CL A 111320107 2524846 85777 SH
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 555155 24690 SH
BROWN & BROWN INC COM 115236101 582956 25766 SH
BROWN FORMAN CORP CL B 115637209 1322805 16339 SH
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2142193 30570 SH
CA INC COM 12673P105 1423326 70584 SH
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 653625 45724 SH
CABOT OIL & GAS CORP COM 127097103 1469790 19113 SH
CALPINE CORP COM NEW 131347304 1016475 61437 SH
CAMERON INTERNATIONAL CORP COM 13342B105 2135125 43901 SH
CAMPBELL SOUP CO COM 134429109 1534829 45850 SH
CAPITAL ONE FINL CORP COM 14040H105 3507867 82296 SH
CARDINAL HEALTH INC COM 14149Y108 2639690 64969 SH
CAREFUSION CORP COM 14170T101 1032684 40729 SH
CARMAX INC COM 143130102 1234295 40055 SH
CARNIVAL CORP PAIRED CTF 143658300 2620848 79758 SH
CATERPILLAR INC DEL COM 149123101 10605998 117064 SH
CBRE GROUP INC CL A 12504L109 884141 58263 SH
CBS CORP NEW CL B 124857202 3082445 113138 SH
CELANESE CORP DEL COM SER A 150870103 1289344 29036 SH
CELGENE CORP COM 151020104 5398196 79920 SH
CENTERPOINT ENERGY INC COM 15189T107 1464278 72310 SH
CENTURYLINK INC COM 156700106 4103971 110396 SH
CERNER CORP COM 156782104 1901988 30779 SH
CF INDS HLDGS INC COM 125269100 1786420 12410 SH
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1161042 20396 SH
CHESAPEAKE ENERGY CORP COM 165167107 2665211 117281 SH
CHEVRON CORP NEW COM 166764100 38962485 362661 SH
CHIPOTLE MEXICAN GRILL INC COM 169656105 1997172 5863 SH
CHUBB CORP COM 171232101 3608845 51736 SH
CHURCH & DWIGHT INC COM 171340102 1248651 26928 SH
CIGNA CORPORATION COM 125509109 2086525 49356 SH
CIMAREX ENERGY CO COM 171798101 985305 15832 SH
CINCINNATI FINL CORP COM 172062101 891749 29033 SH
CINTAS CORP COM 172908105 901222 25592 SH
CISCO SYS INC COM 17275R102 17679296 968994 SH
CIT GROUP INC COM NEW 125581801 1365498 38892 SH
CITIGROUP INC COM NEW 172967424 13965521 521978 SH
CITRIX SYS INC COM 177376100 2041474 33284 SH
CITY NATL CORP COM 178566105 420444 9462 SH
CLIFFS NATURAL RESOURCES INC COM 18683K101 1504302 24119 SH
CLOROX CO DEL COM 189054109 1678644 25060 SH
CME GROUP INC COM 12572Q105 2982294 12157 SH
CNA FINL CORP COM 126117100 121340 4531 SH
COACH INC COM 189754104 3252353 52858 SH
COCA COLA CO COM 191216100 28982651 413182 SH
COCA COLA ENTERPRISES INC NE COM 19122T109 1446653 55823 SH
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3434475 53963 SH
COLGATE PALMOLIVE CO COM 194162103 8225695 88268 SH
COMCAST CORP NEW CL A 20030N101 8780790 368399 SH
COMCAST CORP NEW CL A SPL 20030N200 2830110 119540 SH
COMERICA INC COM 200340107 994329 38192 SH
COMMERCE BANCSHARES INC COM 200525103 671608 17424 SH
COMPUTER SCIENCES CORP COM 205363104 652110 27521 SH
CONAGRA FOODS INC COM 205887102 2110894 79342 SH
CONCHO RES INC COM 20605P101 1801308 19254 SH
CONOCOPHILLIPS COM 20825C104 17473694 239875 SH
CONSOL ENERGY INC COM 20854P109 1480234 40964 SH
CONSOLIDATED EDISON INC COM 209115104 3240464 51777 SH
CONSTELLATION BRANDS INC CL A 21036P108 710483 34381 SH
CONSTELLATION ENERGY GROUP I COM 210371100 1455820 36473 SH
CORNING INC COM 219350105 3691305 282967 SH
COSTCO WHSL CORP NEW COM 22160K105 6631065 78637 SH
COVENTRY HEALTH CARE INC COM 222862104 807237 26376 SH
CREE INC COM 225447101 448416 20736 SH
CROWN CASTLE INTL CORP COM 228227104 2453453 55041 SH
CSX CORP COM 126408103 3948782 187903 SH
CUMMINS INC COM 231021106 3096067 34799 SH
CVS CAREMARK CORPORATION COM 126650100 9591887 233124 SH
D R HORTON INC COM 23331A109 711531 55894 SH
DANAHER CORP DEL COM 235851102 5881860 123933 SH
DARDEN RESTAURANTS INC COM 237194105 1149001 25134 SH
DAVITA INC COM 23918K108 1372981 18081 SH
DEERE & CO COM 244199105 5804449 74843 SH
DELL INC COM 24702R101 4796467 325074 SH
DELTA AIR LINES INC DEL COM NEW 247361702 1315296 162282 SH
DENBURY RES INC COM NEW 247916208 1077631 71037 SH
DENTSPLY INTL INC NEW COM 249030107 953212 27007 SH
DEVON ENERGY CORP NEW COM 25179M103 4521352 72603 SH
DIAMOND OFFSHORE DRILLING IN COM 25271C102 705299 12598 SH
DIGITAL RLTY TR INC COM 253868103 1362776 20293 SH
DIRECTV COM CL A 25490A101 5428076 126691 SH
DISCOVER FINL SVCS COM 254709108 2379277 98582 SH
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1051317 25645 SH
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1002450 26732 SH
DISH NETWORK CORP CL A 25470M109 1125772 39605 SH
DISNEY WALT CO COM DISNEY 254687106 12602582 334286 SH
DOLLAR GEN CORP NEW COM 256677105 962910 23315 SH
DOLLAR TREE INC COM 256746108 1924577 22898 SH
DOMINION RES INC VA NEW COM 25746U109 5701867 106567 SH
DONNELLEY R R & SONS CO COM 257867101 525102 36377 SH
DOVER CORP COM 260003108 1970630 33735 SH
DOW CHEM CO COM 260543103 6012832 209324 SH
DST SYS INC DEL COM 233326107 401897 8830 SH
DTE ENERGY CO COM 233331107 1647843 29939 SH
DU PONT E I DE NEMOURS & CO COM 263534109 7720527 168405 SH
DUKE ENERGY CORP NEW COM 26441C105 5226803 237097 SH
DUKE REALTY CORP COM NEW 264411505 510952 42071 SH
E M C CORP MASS COM 268648102 8012454 371549 SH
EASTMAN CHEM CO COM 277432100 1006061 25567 SH
EATON CORP COM 278058102 2642071 60177 SH
EBAY INC COM 278642103 7167028 236107 SH
ECOLAB INC COM 278865100 3102242 53835 SH
EDISON INTL COM 281020107 2456235 59165 SH
EL PASO CORP COM 28336L109 3764613 142518 SH
ELECTRONIC ARTS INC COM 285512109 1244293 59664 SH
EMERSON ELEC CO COM 291011104 6151921 131973 SH
ENERGIZER HLDGS INC COM 29266R108 1030383 13244 SH
ENTERGY CORP NEW COM 29364G103 2485623 33756 SH
EOG RES INC COM 26875P101 4744572 48414 SH
EQT CORP COM 26884L109 1551063 28127 SH
EQUIFAX INC COM 294429105 866970 22359 SH
EQUITY RESIDENTIAL SH BEN INT 29476L107 3162611 55363 SH
ERIE INDTY CO CL A 29530P102 560525 7183 SH
EXELIS INC COM 30162A108 303665 33097 SH
EXELON CORP COM 30161N101 5239836 119891 SH
EXPEDIA INC DEL COM NEW 30212P303 693745 23641 SH
EXPEDITORS INTL WASH INC COM 302130109 1593011 38717 SH
EXPRESS SCRIPTS INC COM 302182100 3879764 87451 SH
EXXON MOBIL CORP COM 30231G102 73915428 867094 SH
F5 NETWORKS INC COM 315616102 1579501 14761 SH
FAMILY DLR STORES INC COM 307000109 1198855 20754 SH
FASTENAL CO COM 311900104 2417782 54559 SH
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1081527 11853 SH
FEDEX CORP COM 31428X106 4776515 56671 SH
FIDELITY NATL INFORMATION SV COM 31620M106 1500022 56498 SH
FIFTH THIRD BANCORP COM 316773100 2150038 166605 SH
FIRST SOLAR INC COM 336433107 383294 11668 SH
FIRSTENERGY CORP COM 337932107 3396497 75302 SH
FISERV INC COM 337738108 1479985 25059 SH
FLOWSERVE CORP COM 34354P105 971602 9735 SH
FLUOR CORP NEW COM 343412102 1601544 31843 SH
FMC TECHNOLOGIES INC COM 30249U101 2322633 44529 SH
FOOT LOCKER INC COM 344849104 683277 28458 SH
FORD MTR CO DEL COM PAR $0.01 345370860 7174902 672122 SH
FOREST LABS INC COM 345838106 1503056 49614 SH
FORTUNE BRANDS HOME & SEC IN COM 34964C106 457054 27426 SH
FOSSIL INC COM 349882100 963854 11740 SH
FRANKLIN RES INC COM 354613101 2886219 30046 SH
FREEPORT-MCMORAN COPPER & GO COM 35671D857 6244051 170906 SH
FRONTIER COMMUNICATIONS CORP COM 35906A108 895595 178940 SH
GALLAGHER ARTHUR J & CO COM 363576109 666028 19784 SH
GAMESTOP CORP NEW CL A 36467W109 677984 27849 SH
GANNETT INC COM 364730101 561625 41679 SH
GAP INC DEL COM 364760108 1255920 66751 SH
GENERAL DYNAMICS CORP COM 369550108 4264190 63735 SH
GENERAL ELECTRIC CO COM 369604103 34426639 1904655 SH
GENERAL GROWTH PPTYS INC NEW COM 370023103 1351304 90358 SH
GENERAL MLS INC COM 370334104 4640196 114164 SH
GENERAL MTRS CO COM 37045V100 2321956 114863 SH
GENTEX CORP COM 371901109 758824 25366 SH
GENUINE PARTS CO COM 372460105 1784533 28813 SH
GENWORTH FINL INC COM CL A 37247D106 573740 89021 SH
GILEAD SCIENCES INC COM 375558103 5481576 135164 SH
GOLDMAN SACHS GROUP INC COM 38141G104 8020748 88174 SH
GOODRICH CORP COM 382388106 2777010 22455 SH
GOOGLE INC CL A 38259P508 28115837 43788 SH
GRAINGER W W INC COM 384802104 2278635 12014 SH
GREEN MTN COFFEE ROASTERS IN COM 393122106 1358123 29689 SH
HALLIBURTON CO COM 406216101 5516640 163335 SH
HANSEN NAT CORP COM 411310105 1181534 12599 SH
HARLEY DAVIDSON INC COM 412822108 1642034 42386 SH
HARMAN INTL INDS INC COM 413086109 480496 12678 SH
HARRIS CORP DEL COM 413875105 844469 23315 SH
HARTFORD FINL SVCS GROUP INC COM 416515104 1317271 80444 SH
HASBRO INC COM 418056107 787388 24579 SH
HCA HOLDINGS INC COM 40412C101 689740 32405 SH
HCP INC COM 40414L109 2984063 71466 SH
HEALTH CARE REIT INC COM 42217K106 1878078 34375 SH
HEINZ H J CO COM 423074103 3124275 57532 SH
HERSHEY CO COM 427866108 1881982 30357 SH
HESS CORP COM 42809H107 3400209 60234 SH
HEWLETT PACKARD CO COM 428236103 9592561 374490 SH
HOLLYFRONTIER CORP COM 436106108 910534 39281 SH
HOME DEPOT INC COM 437076102 11811050 281182 SH
HONEYWELL INTL INC COM 438516106 7637841 139453 SH
HORMEL FOODS CORP COM 440452100 1065791 36196 SH
HOSPIRA INC COM 441060100 907250 29639 SH
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 544592 23328 SH
HOST HOTELS & RESORTS INC COM 44107P104 1857383 125967 SH
HUDSON CITY BANCORP COM 443683107 598007 95452 SH
HUMAN GENOME SCIENCES INC COM 444903108 263435 36211 SH
HUMANA INC COM 444859102 2716249 30786 SH
HUNT J B TRANS SVCS INC COM 445658107 813299 17859 SH
HUNTINGTON BANCSHARES INC COM 446150104 922079 164510 SH
IAC INTERACTIVECORP COM PAR $.001 44919P508 581803 13675 SH
ILLINOIS TOOL WKS INC COM 452308109 4047611 86303 SH
ILLUMINA INC COM 452327109 718918 23821 SH
INTEL CORP COM 458140100 22493516 916793 SH
INTERCONTINENTALEXCHANGE INC COM 45865V100 1610333 13280 SH
INTERNATIONAL BUSINESS MACHS COM 459200101 39565390 212580 SH
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 738749 14022 SH
INTERNATIONAL GAME TECHNOLOG COM 459902102 930429 54205 SH
INTERPUBLIC GROUP COS INC COM 460690100 839267 86567 SH
INTL PAPER CO COM 460146103 2321310 78330 SH
INTUIT COM 461202103 2850219 54007 SH
INTUITIVE SURGICAL INC COM NEW 46120E602 3233653 6942 SH
IRON MTN INC COM 462846106 1138477 36731 SH
ITT CORP NEW COM NEW 450911201 325164 16552 SH
JABIL CIRCUIT INC COM 466313103 783147 39364 SH
JACOBS ENGR GROUP INC DEL COM 469814107 926346 22674 SH
JOHNSON & JOHNSON COM 478160104 32751008 497169 SH
JOHNSON CTLS INC COM 478366107 3782785 121927 SH
JOY GLOBAL INC COM 481165108 1480306 19608 SH
JPMORGAN CHASE & CO COM 46625H100 22846515 683925 SH
JUNIPER NETWORKS INC COM 48203R104 1973832 96355 SH
KANSAS CITY SOUTHERN COM NEW 485170302 1423968 20970 SH
KELLOGG CO COM 487836108 2362164 46449 SH
KEYCORP NEW COM 493267108 1262783 162625 SH
KIMBERLY CLARK CORP COM 494368103 5142579 69499 SH
KIMCO RLTY CORP COM 49446R109 1208194 73091 SH
KINDER MORGAN INC DEL COM 49456B101 859643 27247 SH
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1420881 18142 SH
KLA-TENCOR CORP COM 482480100 1510025 30959 SH
KOHLS CORP COM 500255104 2360136 47340 SH
KRAFT FOODS INC CL A 50075N104 11856678 314793 SH
KROGER CO COM 501044101 2606848 106685 SH
L-3 COMMUNICATIONS HLDGS INC COM 502424104 1210539 18061 SH
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1434689 16586 SH
LAM RESEARCH CORP COM 512807108 876758 23661 SH
LAS VEGAS SANDS CORP COM 517834107 2981490 69718 SH
LAUDER ESTEE COS INC CL A 518439104 2460003 21615 SH
LEGG MASON INC COM 524901105 682386 28262 SH
LEGGETT & PLATT INC COM 524660107 641140 26933 SH
LENNAR CORP CL A 526057104 532074 26798 SH
LEUCADIA NATL CORP COM 527288104 736982 32545 SH
LIBERTY GLOBAL INC COM SER A 530555101 1171211 28601 SH
LIBERTY GLOBAL INC COM SER C 530555309 929176 23352 SH
LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 1749765 107711 SH
LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 1678980 21524 SH
LIBERTY PPTY TR SH BEN INT 531172104 663392 21417 SH
LIFE TECHNOLOGIES CORP COM 53217V109 1273197 32434 SH
LILLY ELI & CO COM 532457108 8707867 209904 SH
LIMITED BRANDS INC COM 532716107 2181923 53577 SH
LINCARE HLDGS INC COM 532791100 485049 18804 SH
LINCOLN NATL CORP IND COM 534187109 1077096 55335 SH
LINEAR TECHNOLOGY CORP COM 535678106 1221484 40480 SH
LINN ENERGY LLC UNIT LTD LIAB 536020100 1318930 34759 SH
LOCKHEED MARTIN CORP COM 539830109 4820807 59151 SH
LOEWS CORP COM 540424108 2729804 72017 SH
LORILLARD INC COM 544147101 2725454 23713 SH
LOWES COS INC COM 548661107 5899293 229768 SH
LSI CORPORATION COM 502161102 674243 112844 SH
M & T BK CORP COM 55261F104 1696832 22064 SH
MACERICH CO COM 554382101 1279415 25168 SH
MACYS INC COM 55616P104 2486221 76558 SH
MANPOWERGROUP INC COM 56418H100 539391 15071 SH
MARATHON OIL CORP COM 565849106 3749057 127976 SH
MARATHON PETE CORP COM 56585A102 2130935 64069 SH
MARKEL CORP COM 570535104 774660 1864 SH
MARRIOTT INTL INC NEW CL A 571903202 1867341 63808 SH
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 112632 6579 SH
MARSH & MCLENNAN COS INC COM 571748102 3073982 96107 SH
MASCO CORP COM 574599106 682255 63792 SH
MASTERCARD INC CL A 57636Q104 8366377 22162 SH
MATTEL INC COM 577081102 1813610 64969 SH
MAXIM INTEGRATED PRODS INC COM 57772K101 1470096 56025 SH
MCCORMICK & CO INC COM NON VTG 579780206 1065155 20980 SH
MCDERMOTT INTL INC COM 580037109 496122 43963 SH
MCDONALDS CORP COM 580135101 18769848 186255 SH
MCGRAW HILL COS INC COM 580645109 2378608 52450 SH
MCKESSON CORP COM 58155Q103 3503008 44744 SH
MDU RES GROUP INC COM 552690109 763224 35359 SH
MEAD JOHNSON NUTRITION CO COM 582839106 2514969 36648 SH
MEADWESTVACO CORP COM 583334107 909695 30308 SH
MEDCO HEALTH SOLUTIONS INC COM 58405U102 3887344 70156 SH
MEDTRONIC INC COM 585055106 7383048 192342 SH
MERCK & CO INC NEW COM 58933Y105 20860819 553264 SH
MERCURY GENL CORP NEW COM 589400100 227894 4944 SH
METLIFE INC COM 59156R108 4340988 138182 SH
METROPCS COMMUNICATIONS INC COM 591708102 390586 47430 SH
MGM RESORTS INTERNATIONAL COM 552953101 716238 69911 SH
MICROCHIP TECHNOLOGY INC COM 595017104 1202994 32659 SH
MICRON TECHNOLOGY INC COM 595112103 1139678 181622 SH
MICROSOFT CORP COM 594918104 39729197 1527165 SH
MOHAWK INDS INC COM 608190104 788315 12986 SH
MOLEX INC COM 608554101 304228 12574 SH
MOLEX INC CL A 608554200 291123 14578 SH
MOLSON COORS BREWING CO CL B 60871R209 1264325 28922 SH
MONSANTO CO NEW COM 61166W101 6840703 97107 SH
MOODYS CORP COM 615369105 1455662 42663 SH
MORGAN STANLEY COM NEW 617446448 3959404 259974 SH
MOSAIC CO NEW COM 61945C103 2322364 46207 SH
MOTOROLA MOBILITY HLDGS INC COM 620097105 2040005 52591 SH
MOTOROLA SOLUTIONS INC COM NEW 620076307 2745627 58957 SH
MURPHY OIL CORP COM 626717102 1930531 34675 SH
MYLAN INC COM 628530107 1695208 77744 SH
NATIONAL OILWELL VARCO INC COM 637071101 5162789 76080 SH
NETAPP INC COM 64110D104 2440984 67254 SH
NETFLIX INC COM 64110L106 665717 9607 SH
NEW YORK CMNTY BANCORP INC COM 649445103 995012 80405 SH
NEWELL RUBBERMAID INC COM 651229106 811164 49416 SH
NEWFIELD EXPL CO COM 651290108 955595 25187 SH
NEWMONT MINING CORP COM 651639106 5254239 87070 SH
NEXTERA ENERGY INC COM 65339F101 4566731 74797 SH
NII HLDGS INC CL B NEW 62913F201 675294 31801 SH
NIKE INC CL B 654106103 4819045 49454 SH
NISOURCE INC COM 65473P105 1169612 48989 SH
NOBLE ENERGY INC COM 655044105 3018947 31449 SH
NORDSTROM INC COM 655664100 1990745 39795 SH
NORFOLK SOUTHERN CORP COM 655844108 5170830 71023 SH
NORTHEAST UTILS COM 664397106 1130956 31216 SH
NORTHERN TR CORP COM 665859104 1746038 43722 SH
NORTHROP GRUMMAN CORP COM 666807102 2768596 47017 SH
NRG ENERGY INC COM NEW 629377508 827940 45379 SH
NUANCE COMMUNICATIONS INC COM 67020Y100 1075417 42515 SH
NUCOR CORP COM 670346105 2253139 56919 SH
NVIDIA CORP COM 67066G104 1434434 102790 SH
NVR INC COM 62944T105 707671 1035 SH
NYSE EURONEXT COM 629491101 1233599 47192 SH
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1931092 23848 SH
OCCIDENTAL PETE CORP DEL COM 674599105 13652933 145709 SH
OLD REP INTL CORP COM 680223104 417529 44584 SH
OMNICARE INC COM 681904108 785576 22429 SH
OMNICOM GROUP INC COM 681919106 2216955 50112 SH
ONEOK INC NEW COM 682680103 1602516 18476 SH
ORACLE CORP COM 68389X105 24036002 931628 SH
OWENS ILL INC COM NEW 690768403 566444 29931 SH
PACCAR INC COM 693718108 2477137 66154 SH
PALL CORP COM 696429307 1200047 20894 SH
PARKER HANNIFIN CORP COM 701094104 2056671 26804 SH
PATTERSON COMPANIES INC COM 703395103 649591 21846 SH
PATTERSON UTI ENERGY INC COM 703481101 562973 28283 SH
PAYCHEX INC COM 704326107 2001327 66335 SH
PEABODY ENERGY CORP COM 704549104 1577762 48554 SH
PENNEY J C INC COM 708160106 1464198 41216 SH
PENTAIR INC COM 709631105 625887 18647 SH
PEOPLES UNITED FINANCIAL INC COM 712704105 817648 63261 SH
PEPCO HOLDINGS INC COM 713291102 807618 39348 SH
PEPSICO INC COM 713448108 18746612 281798 SH
PERRIGO CO COM 714290103 1735040 17523 SH
PETSMART INC COM 716768106 1167093 22429 SH
PFIZER INC COM 717081103 30069039 1385670 SH
PG&E CORP COM 69331C108 3043401 73450 SH
PHARMASSET INC COM 71715N106 1813529 14627 SH
PHILIP MORRIS INTL INC COM 718172109 24761546 313140 SH
PINNACLE WEST CAP CORP COM 723484101 888794 18303 SH
PIONEER NAT RES CO COM 723787107 1850885 20814 SH
PITNEY BOWES INC COM 724479100 682245 36749 SH
PLAINS EXPL& PRODTN CO COM 726505100 973406 26665 SH
PLUM CREEK TIMBER CO INC COM 729251108 1099163 29655 SH
PNC FINL SVCS GROUP INC COM 693475105 5500483 94356 SH
PPG INDS INC COM 693506107 2346736 27939 SH
PPL CORP COM 69351T106 3180158 106950 SH
PRAXAIR INC COM 74005P104 5811002 54240 SH
PRECISION CASTPARTS CORP COM 740189105 4244511 25449 SH
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