0001114618-12-000006.txt : 20120711
0001114618-12-000006.hdr.sgml : 20120711
20120711141530
ACCESSION NUMBER: 0001114618-12-000006
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20120630
FILED AS OF DATE: 20120711
DATE AS OF CHANGE: 20120711
EFFECTIVENESS DATE: 20120711
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GATEWAY INVESTMENT ADVISERS LLC
CENTRAL INDEX KEY: 0001114618
IRS NUMBER: 261136210
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05733
FILM NUMBER: 12957621
BUSINESS ADDRESS:
STREET 1: ROOKWOOD TOWER
STREET 2: 3805 EDWARDS ROAD, SUITE 600
CITY: CINCINNATI
STATE: OH
ZIP: 45209
BUSINESS PHONE: 5137191100
MAIL ADDRESS:
STREET 1: ROOKWOOD TOWER
STREET 2: 3805 EDWARDS ROAD, SUITE 600
CITY: CINCINNATI
STATE: OH
ZIP: 45209
FORMER COMPANY:
FORMER CONFORMED NAME: GATEWAY INVESTMENT ADVISERS LP
DATE OF NAME CHANGE: 20000512
13F-HR
1
q21213f.txt
PERIOD ENDIMG 6-30-2012
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2012
Check here if Amendment [ ]: Amendment Number: 0
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Gateway Investment Advisers, LLC
Address: 312 Walnut Street, suite 3500
Cincinnati, OH 45202
Form 13F File Number: 28-05733
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: Geoffrey Keenan
Title: Executive Vice President
Phone: 513-719-1100
Signature, Place, and Date of Signing:
/s/ Geoffrey Keenan Cincinnati, Ohio July 11, 2012
---------------------- ------------------------ -------------------
[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 manger(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).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 657
Form 13F Information Table Value Total: 8992381 (x$1000)
List of Other Included Managers:
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. STOCK 88579Y101 51686 576854 SH Sole 576854
Abbott Laboratories STOCK 002824100 100218 1554495 SH Sole 1554495
Abercrombie & Fitch Co. - Clas STOCK 002896207 6681 195684 SH Sole 195684
Accenture Plc. Class A STOCK G1151C101 2874 47826 SH Sole 47826
ACE Limited STOCK H0023R105 1801 24300 SH Sole 24300
Activision Blizzard, Inc. STOCK 00507V109 12566 1048052 SH Sole 1048052
Adobe Systems Incorporated STOCK 00724F101 19724 609320 SH Sole 609320
ADTRAN, Inc. STOCK 00738A106 1875 62094 SH Sole 62094
Advanced Micro Devices, Inc. STOCK 007903107 4791 836145 SH Sole 836145
Aegon NV - ADR STOCK 007924103 262 56775 SH Sole 56775
AES Corporation STOCK 00130H105 616 47993 SH Sole 47993
Aetna Inc. STOCK 00817Y108 23555 607548 SH Sole 607548
AFLAC Incorporated STOCK 001055102 9989 234548 SH Sole 234548
Agilent Technologies, Inc. STOCK 00846U101 1619 41254 SH Sole 41254
AGL Resources Inc. STOCK 001204106 8059 207985 SH Sole 207985
Air Products and Chemicals, In STOCK 009158106 1350 16719 SH Sole 16719
Airgas, Inc. STOCK 009363102 419 4992 SH Sole 4992
Akamai Technologies, Inc. STOCK 00971T101 8655 272595 SH Sole 272595
Alcoa Inc. STOCK 013817101 16309 1863890 SH Sole 1863890
Alexion Pharmaceuticals, Inc. STOCK 015351109 1279 12880 SH Sole 12880
Allegheny Technologies Incorpo STOCK 01741R102 249 7807 SH Sole 7807
Allergan, Inc. STOCK 018490102 3295 35591 SH Sole 35591
Allstate Corporation STOCK 020002101 26950 768016 SH Sole 768016
Alpha Natural Resources, Inc. STOCK 02076X102 139 15962 SH Sole 15962
Altera Corporation STOCK 021441100 9553 282302 SH Sole 282302
Altria Group, Inc. STOCK 02209S103 59801 1730851 SH Sole 1730851
Amazon.com, Inc. STOCK 023135106 96680 423386 SH Sole 423386
Ameren Corporation STOCK 023608102 25833 770211 SH Sole 770211
American Axle & Manufacturing STOCK 024061103 106 10102 SH Sole 10102
American Capital Agency Corp STOCK 02503X105 11921 354700 SH Sole 354700
American Eagle Outfitters, Inc STOCK 02553E106 10488 531601 SH Sole 531601
American Electric Power Compan STOCK 025537101 1540 38603 SH Sole 38603
American Express Company STOCK 025816109 36489 626849 SH Sole 626849
American International Group, STOCK 026874784 8556 266621 SH Sole 266621
American Tower Corporation - C STOCK 03027X100 2046 29270 SH Sole 29270
Ameriprise Financial, Inc. STOCK 03076C106 931 17814 SH Sole 17814
AmerisourceBergen Corporation STOCK 03073E105 726 18460 SH Sole 18460
Amgen Inc. STOCK 031162100 57820 791623 SH Sole 791623
Amphenal Corporation- Class A STOCK 032095101 1655 30137 SH Sole 30137
Anadarko Petroleum Corporation STOCK 032511107 2801 42304 SH Sole 42304
Analog Devices, Inc. STOCK 032654105 16326 433394 SH Sole 433394
ANGLOGOLD ASHANTI-SPON ADR STOCK 035128206 308 8955 SH Sole 8955
Annaly Capital Management Inc. STOCK 035710409 30466 1815622 SH Sole 1815622
Aon PLC STOCK G0408V102 5733 122550 SH Sole 122550
Apache Corporation STOCK 037411105 2685 30555 SH Sole 30555
Apartment Investment & Managem STOCK 03748R101 2420 89534 SH Sole 89534
Apollo Group, Inc. - Class A STOCK 037604105 781 21576 SH Sole 21576
Apple Computer, Inc. STOCK 037833100 469043 803156 SH Sole 803156
Applied Materials, Inc. STOCK 038222105 5281 460843 SH Sole 460843
Archer-Daniels-Midland Company STOCK 039483102 2163 73260 SH Sole 73260
Arthur J. Gallagher & Co. STOCK 363576109 12516 356882 SH Sole 356882
Associated Banc-Corp STOCK 045487105 2313 175376 SH Sole 175376
Assurant, Inc. STOCK 04621X108 228 6550 SH Sole 6550
AT&T Inc. STOCK 00206R102 165508 4641292 SH Sole 4641292
Atmel Corporation STOCK 049513104 627 93518 SH Sole 93518
Atmos Energy Corporation STOCK 049560105 2165 61725 SH Sole 61725
Autodesk, Inc. STOCK 052769106 15181 433878 SH Sole 433878
Automatic Data Processing, Inc STOCK 053015103 51039 916980 SH Sole 916980
AutoZone, Inc. STOCK 053332102 753 2050 SH Sole 2050
Avalon Bay Communities Inc. STOCK 053484101 1022 7224 SH Sole 7224
Avery Dennison Corporation STOCK 053611109 8547 312621 SH Sole 312621
Aviat Networks Inc. STOCK 05366Y102 58 20788 SH Sole 20788
Avon Products, Inc. STOCK 054303102 8745 539496 SH Sole 539496
Baidu, Inc. - ADR STOCK 056752108 11422 99340 SH Sole 99340
Baker Hughes Incorporated STOCK 057224107 13014 316650 SH Sole 316650
Ball Corporation STOCK 058498106 465 11320 SH Sole 11320
Bank of America Corporation STOCK 060505104 59733 7302374 SH Sole 7302374
Bank of New York Mellon Corp STOCK 064058100 2646 120552 SH Sole 120552
Barrick Gold Corporation STOCK 067901108 1252 33313 SH Sole 33313
Baxter International Inc. STOCK 071813109 29958 563655 SH Sole 563655
BB&T Corporation STOCK 054937107 1632 52917 SH Sole 52917
Beam Inc. STOCK 073730103 720 11529 SH Sole 11529
Becton, Dickinson and Company STOCK 075887109 1149 15367 SH Sole 15367
Bed Bath & Beyond Inc. STOCK 075896100 1093 17681 SH Sole 17681
Bemis Company, Inc. STOCK 081437105 230 7350 SH Sole 7350
Berkshire Hathaway Inc. - Clas STOCK 084670702 46732 560810 SH Sole 560810
Best Buy Co., Inc. STOCK 086516101 7410 353528 SH Sole 353528
Biogen Idec Inc. STOCK 09062X103 22076 152899 SH Sole 152899
BlackRock, Inc.-Class A STOCK 09247X101 1466 8633 SH Sole 8633
BMC Software, Inc. STOCK 055921100 522 12240 SH Sole 12240
Boeing Company STOCK 097023105 48497 652713 SH Sole 652713
BorgWarner, Inc. STOCK 099724106 580 8839 SH Sole 8839
Boston Properties Inc. STOCK 101121101 1149 10600 SH Sole 10600
Boston Scientific Corporation STOCK 101137107 6793 1198012 SH Sole 1198012
Brandywine Realty Trust STOCK 105368203 1794 145353 SH Sole 145353
Bristol-Myers Squibb Company STOCK 110122108 42893 1193128 SH Sole 1193128
Broadcom Corporation - Class A STOCK 111320107 7115 210492 SH Sole 210492
Broadridge Financial Solutions STOCK 11133T103 3445 161948 SH Sole 161948
Brookdale Senior Living STOCK 112463104 1501 84590 SH Sole 84590
Brown-Forman Corporation - Cla STOCK 115637209 698 7205 SH Sole 7205
C. R. Bard, Inc. STOCK 067383109 655 6100 SH Sole 6100
C.H. Robinson Worldwide, Inc. STOCK 12541W209 710 12124 SH Sole 12124
CA, Inc. STOCK 12673P105 2479 91493 SH Sole 91493
Cablevision Systems - NY Grp - STOCK 12686C109 213 16002 SH Sole 16002
Cabot Oil & Gas Corporation - STOCK 127097103 728 18468 SH Sole 18468
Cadence Design Systems, Inc. STOCK 127387108 389 35426 SH Sole 35426
Cameron International Corp. STOCK 13342B105 1929 45160 SH Sole 45160
Campbell Soup Company STOCK 134429109 480 14375 SH Sole 14375
Capital One Financial Corporat STOCK 14040H105 2533 46335 SH Sole 46335
Caplease, Inc STOCK 140288101 183 44183 SH Sole 44183
CARBO Ceramics Inc. STOCK 140781105 4843 63118 SH Sole 63118
Cardinal Health, Inc. STOCK 14149Y108 2101 50017 SH Sole 50017
CareFusion Corporation STOCK 14170T101 662 25776 SH Sole 25776
CarMax, Inc. STOCK 143130102 1997 76996 SH Sole 76996
Carnival Corporation STOCK 143658300 2562 74755 SH Sole 74755
Caterpillar Inc. STOCK 149123101 47261 556606 SH Sole 556606
CBL & Associates Properties, I STOCK 124830100 678 34687 SH Sole 34687
CBRE Group, Inc. STOCK 12504L109 384 23450 SH Sole 23450
CBS Corporation- Class B STOCK 124857202 4667 142368 SH Sole 142368
Celgene Corporation STOCK 151020104 14700 229115 SH Sole 229115
Cenovus Energy Inc. STOCK 15135U109 314 9875 SH Sole 9875
CenterPoint Energy, Inc. STOCK 15189T107 6981 337735 SH Sole 337735
CenturyTel, Inc. STOCK 156700106 3284 83164 SH Sole 83164
Cerner Corporation STOCK 156782104 941 11378 SH Sole 11378
CF Industries Holdings, Inc. STOCK 125269100 1139 5881 SH Sole 5881
Charles Schwab Corporation STOCK 808513105 17371 1343480 SH Sole 1343480
Chesapeake Energy Corporation STOCK 165167107 16790 902686 SH Sole 902686
Chevron Corporation STOCK 166764100 175716 1665555 SH Sole 1665555
China Mobile HK Limited - ADR STOCK 16941M109 537 9818 SH Sole 9818
Chipotle Mexican Grill, Inc. STOCK 169656105 924 2433 SH Sole 2433
Chubb Corporation STOCK 171232101 1669 22914 SH Sole 22914
CIGNA Corporation STOCK 125509109 935 21258 SH Sole 21258
Cincinnati Financial Corporati STOCK 172062101 513 13478 SH Sole 13478
Cintas Corporation STOCK 172908105 353 9137 SH Sole 9137
Cisco Systems, Inc. STOCK 17275R102 72915 4246669 SH Sole 4246669
Citigroup Inc. STOCK 172967424 54000 1970097 SH Sole 1970097
Citrix Systems, Inc. STOCK 177376100 1128 13438 SH Sole 13438
Cliffs Natural Resources Inc. STOCK 18683K101 589 11955 SH Sole 11955
Clorox Company STOCK 189054109 681 9400 SH Sole 9400
CME Group Inc. STOCK 12572Q105 28940 107940 SH Sole 107940
CMS Energy Corporation STOCK 125896100 430 18300 SH Sole 18300
CNO Financial Group Inc. STOCK 12621E103 724 92800 SH Sole 92800
CNOOC Limited - ADR STOCK 126132109 10581 52576 SH Sole 52576
Coach, Inc. STOCK 189754104 2275 38910 SH Sole 38910
Coca-Cola Company STOCK 191216100 133968 1713364 SH Sole 1713364
Coca-Cola Enterprises Inc. STOCK 19122T109 603 21510 SH Sole 21510
Cognizant Technology Solutions STOCK 192446102 21873 364543 SH Sole 364543
Colgate-Palmolive Company STOCK 194162103 35617 342146 SH Sole 342146
Comcast Corporation - Class A STOCK 20030N101 13351 417619 SH Sole 417619
Comcast Corporation - Class A STOCK 20030N200 15868 505360 SH Sole 505360
Comerica Incorporated STOCK 200340107 1868 60827 SH Sole 60827
CommonWealth REIT STOCK 203233101 492 25731 SH Sole 25731
Companhia Energetica de Minas STOCK 204409601 715 38821 SH Sole 38821
Companhia Siderurgica Nacional STOCK 20440W105 341 60200 SH Sole 60200
Computer Sciences Corporation STOCK 205363104 299 12035 SH Sole 12035
ConAgra Foods, Inc. STOCK 205887102 22690 875055 SH Sole 875055
ConocoPhillips STOCK 20825C104 75990 1359871 SH Sole 1359871
CONSOL Energy Inc. STOCK 20854P109 11771 389257 SH Sole 389257
Consolidated Edison, Inc. STOCK 209115104 36769 591235 SH Sole 591235
Constellation Brands, Inc. - C STOCK 21036P108 329 12150 SH Sole 12150
Continental Resources, Inc STOCK 212015101 1513 22718 SH Sole 22718
Cooper Industries, PLC STOCK G24140108 3809 55861 SH Sole 55861
Cooper Tire & Rubber Company STOCK 216831107 3584 204338 SH Sole 204338
Corning Incorporated STOCK 219350105 20048 1550477 SH Sole 1550477
Costco Wholesale Corporation STOCK 22160K105 3239 34095 SH Sole 34095
Coventry Health Care, Inc. STOCK 222862104 7964 250518 SH Sole 250518
Covidien PLC STOCK G2554F113 10237 191350 SH Sole 191350
Crown Castle International Cor STOCK 228227104 1661 28312 SH Sole 28312
CSX Corporation STOCK 126408103 32319 1445391 SH Sole 1445391
CubeSmart STOCK 229663109 2666 228416 SH Sole 228416
Cummins, Inc. STOCK 231021106 26660 275102 SH Sole 275102
CVS Caremark Corporation STOCK 126650100 57663 1233967 SH Sole 1233967
Cypress Semiconductor Corporat STOCK 232806109 182 13796 SH Sole 13796
D.R. Horton, Inc. STOCK 23331A109 369 20050 SH Sole 20050
Danaher Corporation STOCK 235851102 2855 54825 SH Sole 54825
Darden Restaurants, Inc. STOCK 237194105 487 9620 SH Sole 9620
DaVita, Inc. STOCK 23918K108 693 7053 SH Sole 7053
DCT Industrial Trust Inc. STOCK 233153105 720 114294 SH Sole 114294
Dean Foods Company STOCK 242370104 224 13150 SH Sole 13150
Deere & Company STOCK 244199105 36090 446277 SH Sole 446277
Dell Inc. STOCK 24702R101 11535 921365 SH Sole 921365
Deluxe Corporation STOCK 248019101 2361 94656 SH Sole 94656
Denbury Resources Inc. STOCK 247916208 458 30291 SH Sole 30291
DENTSPLY International Inc. STOCK 249030107 476 12588 SH Sole 12588
Devon Energy Corporation STOCK 25179M103 1925 33193 SH Sole 33193
Diamond Offshore Drilling, Inc STOCK 25271C102 5858 99062 SH Sole 99062
DIRECTV STOCK 25490A101 6322 129506 SH Sole 129506
Discover Financial Services STOCK 254709108 23057 666781 SH Sole 666781
Discovery Communications, Inc. STOCK 25470F104 1055 19546 SH Sole 19546
DISH Network Corp. STOCK 25470M109 219 7674 SH Sole 7674
Dollar Thrifty Automotive Grou STOCK 256743105 1045 12904 SH Sole 12904
Dollar Tree, Inc. STOCK 256746108 950 17664 SH Sole 17664
Dominion Resources, Inc. STOCK 25746U109 3894 72118 SH Sole 72118
Dover Corporation STOCK 260003108 711 13270 SH Sole 13270
Dow Chemical Company STOCK 260543103 35429 1124741 SH Sole 1124741
Dr. Pepper Snapple Group, Inc. STOCK 26138E109 680 15553 SH Sole 15553
DTE Energy Company STOCK 233331107 715 12050 SH Sole 12050
Duke Energy Corporation STOCK 26441C204 58745 2547498 SH Sole 2547498
Duke Realty Corporation STOCK 264411505 16117 1100876 SH Sole 1100876
Dun & Bradstreet Corporation STOCK 26483E100 5129 72069 SH Sole 72069
E*TRADE Financial Corporation STOCK 269246401 163 20212 SH Sole 20212
E. I. du Pont de Nemours and C STOCK 263534109 46163 912845 SH Sole 912845
EarthLink, Inc. STOCK 270321102 434 58343 SH Sole 58343
Eastman Chemical Company STOCK 277432100 23609 468714 SH Sole 468714
Eaton Corporation STOCK 278058102 23120 583394 SH Sole 583394
Eaton Vance Corp. STOCK 278265103 11750 436004 SH Sole 436004
eBay Inc. STOCK 278642103 52851 1258065 SH Sole 1258065
Ecolab Inc. STOCK 278865100 1457 21257 SH Sole 21257
Edison International STOCK 281020107 1076 23300 SH Sole 23300
Edwards Lifesciences Corporati STOCK 28176E108 878 8498 SH Sole 8498
Electronic Arts Inc. STOCK 285512109 348 28180 SH Sole 28180
Eli Lilly and Company STOCK 532457108 30672 714810 SH Sole 714810
EMC Corporation STOCK 268648102 33374 1302128 SH Sole 1302128
Emerson Electric Co. STOCK 291011104 36356 780510 SH Sole 780510
Encana Corporation STOCK 292505104 337 16156 SH Sole 16156
ENSCO International PLC- Class STOCK G3157S106 2579 54904 SH Sole 54904
Entergy Corporation STOCK 29364G103 979 14423 SH Sole 14423
EOG Resources, Inc. STOCK 26875P101 5011 55612 SH Sole 55612
EQT Corp. STOCK 26884L109 707 13184 SH Sole 13184
Equifax Inc. STOCK 294429105 402 8620 SH Sole 8620
Equity Residential STOCK 29476L107 1355 21731 SH Sole 21731
Ericsson LM Telephone Company STOCK 294821608 3747 410382 SH Sole 410382
Estee Lauder Companies Inc. - STOCK 518439104 887 16384 SH Sole 16384
Exelon Corporation STOCK 30161N101 2838 75426 SH Sole 75426
Expedia, Inc. STOCK 30212P303 472 9810 SH Sole 9810
Expeditors International of Wa STOCK 302130109 605 15603 SH Sole 15603
Express Scripts Holdings Co STOCK 30219G108 36810 659324 SH Sole 659324
Exxon Mobil Corporation STOCK 30231G102 308131 3600923 SH Sole 3600923
F5 Networks, Inc. STOCK 315616102 576 5788 SH Sole 5788
Fairchild Semiconductor Intern STOCK 303726103 408 28948 SH Sole 28948
Family Dollar Stores, Inc. STOCK 307000109 1652 24855 SH Sole 24855
Fastenal Company STOCK 311900104 1108 27481 SH Sole 27481
Federated Investors, Inc. - Cl STOCK 314211103 685 31372 SH Sole 31372
FedEx Corp. STOCK 31428X106 2271 24788 SH Sole 24788
Fidelity National Financial, I STOCK 31620R105 8811 457462 SH Sole 457462
Fidelity National Information STOCK 31620M106 13844 406208 SH Sole 406208
Fifth Third Bancorp STOCK 316773100 2047 152766 SH Sole 152766
First Horizon National Corpora STOCK 320517105 1012 116946 SH Sole 116946
First Solar, Inc STOCK 336433107 768 51019 SH Sole 51019
FirstEnergy Corp. STOCK 337932107 1677 34101 SH Sole 34101
FirstMerit Corporation STOCK 337915102 2410 145891 SH Sole 145891
Fiserv, Inc. STOCK 337738108 738 10225 SH Sole 10225
Flir Systems Inc. STOCK 302445101 255 13066 SH Sole 13066
Flowserv Corp. STOCK 34354P105 552 4813 SH Sole 4813
Fluor Corporation STOCK 343412102 644 13053 SH Sole 13053
FMC Corporation STOCK 302491303 623 11642 SH Sole 11642
FMC Technologies, Inc. STOCK 30249U101 692 17634 SH Sole 17634
Foot Locker, Inc. STOCK 344849104 5764 188502 SH Sole 188502
Ford Motor Company STOCK 345370860 24243 2527975 SH Sole 2527975
Forest Laboratories, Inc. STOCK 345838106 1156 33043 SH Sole 33043
Fossil, Inc. STOCK 349882100 433 5659 SH Sole 5659
Franklin Resources, Inc. STOCK 354613101 1235 11128 SH Sole 11128
Freeport-McMoRan Copper & Gold STOCK 35671D857 28513 836896 SH Sole 836896
Frontier Communications Corp STOCK 35906A108 6523 1703197 SH Sole 1703197
GameStop Corporation - Class A STOCK 36467W109 188 10255 SH Sole 10255
Gannett Co., Inc. STOCK 364730101 385 26124 SH Sole 26124
Gap, Inc. STOCK 364760108 10178 371996 SH Sole 371996
GATX Corporation STOCK 361448103 5135 133385 SH Sole 133385
General Dynamics Corporation STOCK 369550108 1987 30121 SH Sole 30121
General Electric Company STOCK 369604103 152451 7315301 SH Sole 7315301
General Mills, Inc. STOCK 370334104 1901 49331 SH Sole 49331
Gentex Corporation STOCK 371901109 1494 71592 SH Sole 71592
Genuine Parts Company STOCK 372460105 23475 389630 SH Sole 389630
Genworth Financial Inc. - Clas STOCK 37247D106 687 121388 SH Sole 121388
Gerdau SA - ADR STOCK 373737105 3432 391766 SH Sole 391766
Gilead Sciences, Inc. STOCK 375558103 30783 600299 SH Sole 600299
GlaxoSmithKline PLC - ADR STOCK 37733W105 7331 160877 SH Sole 160877
Global Payments Inc. STOCK 37940X102 357 8247 SH Sole 8247
Goldman Sachs Group, Inc. STOCK 38141G104 39119 408086 SH Sole 408086
Goodrich Corporation STOCK 382388106 15695 123684 SH Sole 123684
Goodyear Tire & Rubber Company STOCK 382550101 207 17550 SH Sole 17550
Google Inc. - Class A STOCK 38259P508 134095 231171 SH Sole 231171
Graco Inc. STOCK 384109104 3708 80476 SH Sole 80476
Great Plains Energy Incorporat STOCK 391164100 5458 254925 SH Sole 254925
H&R Block, Inc. STOCK 093671105 363 22697 SH Sole 22697
H. J. Heinz Company STOCK 423074103 1363 25063 SH Sole 25063
Halliburton Company STOCK 406216101 31103 1095576 SH Sole 1095576
Harley-Davidson, Inc. STOCK 412822108 4507 98547 SH Sole 98547
Harris Corporation STOCK 413875105 1202 28710 SH Sole 28710
Hartford Financial Services Gr STOCK 416515104 1602 90880 SH Sole 90880
Hasbro, Inc. STOCK 418056107 288 8500 SH Sole 8500
Hatteras Financial Corporation STOCK 41902R103 3513 122840 SH Sole 122840
Hawaiian Electric Industries, STOCK 419870100 2328 81642 SH Sole 81642
HCA Holdings, Inc. STOCK 40412C101 9298 305539 SH Sole 305539
HCP Inc. STOCK 40414L109 1391 31512 SH Sole 31512
Health Care REIT, Inc. STOCK 42217K106 4441 76170 SH Sole 76170
Healthcare Realty Trust, Inc. STOCK 421946104 4162 174568 SH Sole 174568
Hecla Mining Co STOCK 422704106 706 148596 SH Sole 148596
Helmerich and Payne, Inc. STOCK 423452101 336 7737 SH Sole 7737
Henry Schein, Inc. STOCK 806407102 200 2549 SH Sole 2549
Herbalife Ltd. STOCK G4412G101 3958 81900 SH Sole 81900
Hershey Foods Corporation STOCK 427866108 803 11150 SH Sole 11150
Hertz Global Holdings, Inc. STOCK 42805T105 6305 492600 SH Sole 492600
Hess Corporation STOCK 42809H107 2851 65612 SH Sole 65612
Hewlett-Packard Company STOCK 428236103 28041 1394381 SH Sole 1394381
Hillenbrand, Inc. STOCK 431571108 671 36513 SH Sole 36513
Hill-Rom Holdings, Inc. STOCK 431475102 1535 49758 SH Sole 49758
HollyFrontier Corporation STOCK 436106108 8624 243403 SH Sole 243403
Hologic, Inc. STOCK 436440101 2058 114093 SH Sole 114093
Home Depot, Inc. STOCK 437076102 77176 1456421 SH Sole 1456421
Honeywell International Inc. STOCK 438516106 42458 760343 SH Sole 760343
Hormel Foods Corp STOCK 440452100 304 9988 SH Sole 9988
Hospira, Inc. STOCK 441060100 416 11900 SH Sole 11900
Hospitality Properties Trust STOCK 44106M102 1584 63934 SH Sole 63934
Host Hotels & Resorts, Inc. STOCK 44107P104 821 51917 SH Sole 51917
HSBC Holdings PLC - ADR STOCK 404280406 756 17141 SH Sole 17141
HSN, Inc. STOCK 404303109 1650 40888 SH Sole 40888
Hubbell Incorporated - Class B STOCK 443510201 9800 125737 SH Sole 125737
Hudson City Bancorp, Inc. STOCK 443683107 544 85418 SH Sole 85418
Human Genome Sciences, Inc STOCK 444903108 4696 357652 SH Sole 357652
Humana Inc. STOCK 444859102 1382 17848 SH Sole 17848
Huntington Bancshares Incorpor STOCK 446150104 745 116475 SH Sole 116475
Huntington Ingalls Industries STOCK 446413106 363 9032 SH Sole 9032
IAC/InterActiveCorp STOCK 44919P508 2031 44546 SH Sole 44546
Illinois Tool Works Inc. STOCK 452308109 2914 55093 SH Sole 55093
Infosys Technologies Limited- STOCK 456788108 712 15791 SH Sole 15791
Ingersoll-Rand Company Plc STOCK G47791101 1474 34954 SH Sole 34954
Integrated Device Technology, STOCK 458118106 100 17789 SH Sole 17789
Integrys Energy Group, Inc. STOCK 45822P105 23529 413725 SH Sole 413725
Intel Corporation STOCK 458140100 125223 4698809 SH Sole 4698809
Intercontinental Exchange Inc. STOCK 45865V100 1317 9688 SH Sole 9688
International Business Machine STOCK 459200101 181012 925512 SH Sole 925512
International Flavors & Fragra STOCK 459506101 321 5850 SH Sole 5850
International Game Technology STOCK 459902102 13725 871457 SH Sole 871457
International Paper Company STOCK 460146103 1645 56904 SH Sole 56904
Interpublic Group of Companies STOCK 460690100 348 32116 SH Sole 32116
Intersil Corporation - Class A STOCK 46069S109 499 46837 SH Sole 46837
Intuit Inc. STOCK 461202103 1270 21400 SH Sole 21400
Intuitive Surgical, Inc. STOCK 46120E602 26175 47266 SH Sole 47266
Invesco Limited STOCK G491BT108 763 33774 SH Sole 33774
Iron Mountain Inc. STOCK 462846106 409 12398 SH Sole 12398
ITT Educational Services, Inc. STOCK 45068B109 265 4359 SH Sole 4359
J. C. Penney Company, Inc. STOCK 708160106 7081 303779 SH Sole 303779
J. M. Smucker Company STOCK 832696405 620 8209 SH Sole 8209
Jabil Circuit, Inc. STOCK 466313103 268 13200 SH Sole 13200
Jacobs Engineering Group Inc STOCK 469814107 357 9428 SH Sole 9428
JDS Uniphase Corporation STOCK 46612J507 305 27731 SH Sole 27731
Jefferies Group, Inc. STOCK 472319102 641 49363 SH Sole 49363
Johnson & Johnson STOCK 478160104 142647 2111410 SH Sole 2111410
Johnson Controls, Inc. STOCK 478366107 1429 51555 SH Sole 51555
Joy Global Inc. STOCK 481165108 2003 35316 SH Sole 35316
JPMorgan Chase & Co. STOCK 46625H100 102252 2861809 SH Sole 2861809
Juniper Networks, Inc. STOCK 48203R104 672 41188 SH Sole 41188
KB HOME STOCK 48666K109 1168 119210 SH Sole 119210
Kellogg Company STOCK 487836108 900 18254 SH Sole 18254
Kemper Corp. STOCK 488401100 1254 40795 SH Sole 40795
KeyCorp STOCK 493267108 536 69200 SH Sole 69200
Kimberly-Clark Corporation STOCK 494368103 24383 291065 SH Sole 291065
Kimco Realty Corp. STOCK 49446R109 576 30291 SH Sole 30291
Kinder Morgan, Inc. STOCK 49456B101 1024 31781 SH Sole 31781
Kinder Morgan, Inc.- Warrant STOCK 49456B119 61 28128 SH Sole 28128
Kinderd Healthcare, Inc STOCK 494580103 386 39267 SH Sole 39267
KLA-Tencor Corporation STOCK 482480100 809 16427 SH Sole 16427
Kohl's Corporation STOCK 500255104 1113 24459 SH Sole 24459
Kraft Foods Inc. - Class A STOCK 50075N104 65743 1702307 SH Sole 1702307
Kroger Co. STOCK 501044101 3609 155637 SH Sole 155637
L-3 Communications Holdings, I STOCK 502424104 540 7294 SH Sole 7294
Laboratory Corporation of Amer STOCK 50540R409 675 7291 SH Sole 7291
Lam Research Corporation STOCK 512807108 719 19052 SH Sole 19052
Lamar Advertising Company STOCK 512815101 245 8551 SH Sole 8551
Lan Airlines SA- ADR STOCK 501723100 345 13205 SH Sole 13205
Las Vegas Sands Corp. STOCK 517834107 5719 131498 SH Sole 131498
Legg Mason, Inc. STOCK 524901105 18158 688589 SH Sole 688589
Leggett & Platt, Incorporated STOCK 524660107 12644 598405 SH Sole 598405
Lender Processing Services, In STOCK 52602E102 855 33807 SH Sole 33807
Lennar Corporation - Class A STOCK 526057104 587 18975 SH Sole 18975
Leucadia National Corporation STOCK 527288104 303 14250 SH Sole 14250
Lexington Realty Trust STOCK 529043101 1887 222735 SH Sole 222735
Liberty Media Corp- Liberty Ca STOCK 530322106 301 3426 SH Sole 3426
Liberty Property Trust STOCK 531172104 27449 745094 SH Sole 745094
Life Technologies Corporation STOCK 53217V109 937 20827 SH Sole 20827
Limited Brands STOCK 532716107 29051 683078 SH Sole 683078
Lincare Holdings Inc. STOCK 532791100 1167 34310 SH Sole 34310
Lincoln National Corporation STOCK 534187109 10822 494821 SH Sole 494821
Linear Technology Corporation STOCK 535678106 13153 419821 SH Sole 419821
Linkedin Corp. STOCK 53578A108 3236 30450 SH Sole 30450
Lockheed Martin Corporation STOCK 539830109 3409 39148 SH Sole 39148
Loews Corporation STOCK 540424108 904 22094 SH Sole 22094
Lorillard, Inc. STOCK 544147101 1381 10469 SH Sole 10469
Lowe's Companies, Inc. STOCK 548661107 34552 1214911 SH Sole 1214911
LSI Logic Corporation STOCK 502161102 491 77050 SH Sole 77050
LyondellBasell Industries NV STOCK N53745100 6347 157600 SH Sole 157600
M&T Bank Corporation STOCK 55261F104 755 9143 SH Sole 9143
Mack Cali Realty Corporation STOCK 554489104 12883 443159 SH Sole 443159
Macy's Inc. STOCK 55616P104 18849 548737 SH Sole 548737
Manpower Inc. STOCK 56418H100 1944 53045 SH Sole 53045
Marathon Oil Corporation STOCK 565849106 2022 79095 SH Sole 79095
Marathon Petroleum Corporation STOCK 56585A102 1687 37563 SH Sole 37563
Marriott International, Inc. - STOCK 571903202 771 19680 SH Sole 19680
Marsh & McLennan Companies, In STOCK 571748102 24629 764154 SH Sole 764154
Masco Corporation STOCK 574599106 958 69085 SH Sole 69085
MasterCard, Inc. STOCK 57636Q104 6006 13963 SH Sole 13963
Mattel, Inc. STOCK 577081102 29926 922495 SH Sole 922495
Maxim Integrated Products, Inc STOCK 57772K101 256 9969 SH Sole 9969
McCormick & Company, Incorpora STOCK 579780206 583 9610 SH Sole 9610
McDonald's Corporation STOCK 580135101 96467 1089656 SH Sole 1089656
McGraw-Hill Companies, Inc. STOCK 580645109 928 20632 SH Sole 20632
McKesson Corporation STOCK 58155Q103 1771 18893 SH Sole 18893
Mead Johnson Nutrition Company STOCK 582839106 1171 14550 SH Sole 14550
MeadWestvaco Corporation STOCK 583334107 16561 576052 SH Sole 576052
Medical Properties Trust Inc. STOCK 58463J304 166 17263 SH Sole 17263
Medtronic Inc. STOCK 585055106 31784 820647 SH Sole 820647
Melco Crown Entertainment, Ltd STOCK 585464100 4670 405350 SH Sole 405350
Merck & Co., Inc. STOCK 58933Y105 109017 2611182 SH Sole 2611182
Mercury General Corporation STOCK 589400100 4619 110839 SH Sole 110839
MetLife, Inc. STOCK 59156R108 2669 86503 SH Sole 86503
MetroPCS Communications Inc. STOCK 591708102 130 21469 SH Sole 21469
MFA Financial Inc STOCK 55272X102 223 28311 SH Sole 28311
MGIC Investment Corporation STOCK 552848103 118 40800 SH Sole 40800
MGM MIRAGE STOCK 552953101 4783 428591 SH Sole 428591
Microchip Technology Incorpora STOCK 595017104 14692 444141 SH Sole 444141
Micron Technology, Inc. STOCK 595112103 452 71664 SH Sole 71664
Microsoft Corporation STOCK 594918104 211920 6927763 SH Sole 6927763
Molex Incorporated STOCK 608554101 260 10844 SH Sole 10844
Molson Coors Brewing Company - STOCK 60871R209 481 11553 SH Sole 11553
Monsanto Company STOCK 61166W101 34068 411550 SH Sole 411550
Monster Beverage Corporation STOCK 611740101 19382 272216 SH Sole 272216
Moody's Corporation STOCK 615369105 1063 29073 SH Sole 29073
Morgan Stanley STOCK 617446448 22016 1509004 SH Sole 1509004
Mosaic Co STOCK 61945C103 1395 25470 SH Sole 25470
Motorola Solutions, Inc. STOCK 620076307 14613 303735 SH Sole 303735
Murphy Oil Corporation STOCK 626717102 723 14383 SH Sole 14383
Mylan Laboratories Inc. STOCK 628530107 673 31492 SH Sole 31492
Nabors Industries, Ltd. STOCK G6359F103 312 21663 SH Sole 21663
Nasdaq Stock Market Inc. STOCK 631103108 251 11070 SH Sole 11070
National Fuel Gas Company STOCK 636180101 12225 260208 SH Sole 260208
National Oilwell Varco Inc. STOCK 637071101 2818 43724 SH Sole 43724
NetApp Inc STOCK 64110D104 3145 98844 SH Sole 98844
Netflix Inc. STOCK 64110L106 304 4436 SH Sole 4436
New York Community Bancorp, In STOCK 649445103 13884 1108028 SH Sole 1108028
New York Times Company - Class STOCK 650111107 1291 165551 SH Sole 165551
Newell Rubbermaid Inc. STOCK 651229106 14056 774867 SH Sole 774867
Newfield Exploration Company STOCK 651290108 307 10471 SH Sole 10471
Newmont Mining Corporation(Hol STOCK 651639106 2209 45539 SH Sole 45539
News Corporation - Class A STOCK 65248E104 10635 477119 SH Sole 477119
News Corporation- Class B STOCK 65248E203 17493 776757 SH Sole 776757
NextEra Energy Inc. STOCK 65339F101 2074 30148 SH Sole 30148
NIKE, Inc. - Class B STOCK 654106103 2565 29217 SH Sole 29217
NiSource Inc. STOCK 65473P105 558 22560 SH Sole 22560
Noble Corporation STOCK H5833N103 1012 31097 SH Sole 31097
Noble Energy, Inc. STOCK 655044105 1116 13159 SH Sole 13159
Nordstrom, Inc. STOCK 655664100 20960 421823 SH Sole 421823
Norfolk Southern Corporation STOCK 655844108 3173 44212 SH Sole 44212
Northeast Utilities STOCK 664397106 965 24855 SH Sole 24855
Northern Trust Corporation STOCK 665859104 801 17406 SH Sole 17406
Northrop Grumman Corporation STOCK 666807102 3460 54234 SH Sole 54234
NorthWestern Corporation STOCK 668074305 634 17268 SH Sole 17268
Novartis AG - ADR STOCK 66987V109 350 6268 SH Sole 6268
NRG Energy, Inc. STOCK 629377508 291 16774 SH Sole 16774
Nuance Communications, Inc. STOCK 67020Y100 3605 151352 SH Sole 151352
Nucor Corporation STOCK 670346105 13134 346542 SH Sole 346542
NVIDIA Corporation STOCK 67066G104 7667 554765 SH Sole 554765
NYSE Euronext STOCK 629491101 6416 250817 SH Sole 250817
Occidental Petroleum Corporati STOCK 674599105 74823 872364 SH Sole 872364
OGE Energy Corp. STOCK 670837103 12694 245112 SH Sole 245112
Old National Bancorp STOCK 680033107 2136 177866 SH Sole 177866
Old Republic International Cor STOCK 680223104 4073 491364 SH Sole 491364
Olin Corporation STOCK 680665205 9701 464361 SH Sole 464361
Omnicare, Inc. STOCK 681904108 372 11897 SH Sole 11897
Omnicom Group Inc. STOCK 681919106 23711 487887 SH Sole 487887
ONEOK, Inc. STOCK 682680103 29057 686756 SH Sole 686756
Oracle Corporation STOCK 68389X105 113818 3832255 SH Sole 3832255
O'Reilly Automotive, Inc. STOCK 67103H107 768 9170 SH Sole 9170
Owens-Illinois, Inc. STOCK 690768403 229 11960 SH Sole 11960
PACCAR Inc. STOCK 693718108 1109 28293 SH Sole 28293
Packaging Corporation of Ameri STOCK 695156109 4190 148372 SH Sole 148372
Pall Corporation STOCK 696429307 469 8553 SH Sole 8553
Parker-Hannifin Corporation STOCK 701094104 20593 267853 SH Sole 267853
Patterson Companies Inc. STOCK 703395103 231 6710 SH Sole 6710
Patterson-UTI Energy, Inc. STOCK 703481101 8365 574523 SH Sole 574523
Paychex, Inc. STOCK 704326107 32024 1019555 SH Sole 1019555
PDL BioPharma Inc. STOCK 69329Y104 82 12424 SH Sole 12424
Peabody Energy Corporation STOCK 704549104 1071 43667 SH Sole 43667
Pentair, Inc. STOCK 709631105 4452 116300 SH Sole 116300
People's United Financial Inc. STOCK 712704105 314 27054 SH Sole 27054
Pepco Holdings, Inc. STOCK 713291102 24944 1274618 SH Sole 1274618
PepsiCo, Inc. STOCK 713448108 122305 1730890 SH Sole 1730890
PerkinElmer, Inc. STOCK 714046109 210 8150 SH Sole 8150
Perrigo Company STOCK 714290103 882 7482 SH Sole 7482
PetroChina Company Limited- AD STOCK 71646E100 461 3567 SH Sole 3567
PETsMART, Inc. STOCK 716768106 250 3660 SH Sole 3660
Pfizer Inc. STOCK 717081103 135071 5872656 SH Sole 5872656
PG&E Corporation STOCK 69331C108 1380 30474 SH Sole 30474
Phillip Morris International I STOCK 718172109 118629 1359493 SH Sole 1359493
Phillips 66 STOCK 718546104 22609 680162 SH Sole 680162
Piedmont Natural Gas Company, STOCK 720186105 502 15594 SH Sole 15594
Pinnacle West Capital Corporat STOCK 723484101 3230 62429 SH Sole 62429
Pioneer Natural Resources Comp STOCK 723787107 806 9136 SH Sole 9136
Pitney Bowes Inc. STOCK 724479100 826 55187 SH Sole 55187
Plum Creek Timber Company, Inc STOCK 729251108 464 11680 SH Sole 11680
PNC Financial Services Group, STOCK 693475105 3387 55422 SH Sole 55422
Polaris Industries Inc. STOCK 731068102 4648 65026 SH Sole 65026
Potash Corporation of Saskatch STOCK 73755L107 5943 136016 SH Sole 136016
PPG Industries, Inc. STOCK 693506107 2196 20694 SH Sole 20694
PPL Corporation STOCK 69351T106 1178 42370 SH Sole 42370
Praxair, Inc. STOCK 74005P104 2539 23356 SH Sole 23356
Precision Castparts Corp. STOCK 740189105 1746 10615 SH Sole 10615
Priceline.com Incorporated STOCK 741503403 4549 6845 SH Sole 6845
Principal Financial Group, Inc STOCK 74251V102 4987 190121 SH Sole 190121
Procter & Gamble Company STOCK 742718109 110157 1798479 SH Sole 1798479
Progress Energy, Inc. STOCK 743263105 40719 676734 SH Sole 676734
Progressive Corporation STOCK 743315103 930 44650 SH Sole 44650
ProLogis Inc. STOCK 74340W103 1187 35719 SH Sole 35719
Prudential Financial, Inc. STOCK 744320102 3829 79054 SH Sole 79054
Public Service Enterprise Grou STOCK 744573106 31004 953973 SH Sole 953973
Public Storage Inc. STOCK 74460D109 1501 10392 SH Sole 10392
Pulte Homes, Inc. STOCK 745867101 260 24301 SH Sole 24301
QEP Resources Inc. STOCK 74733V100 395 13168 SH Sole 13168
QUALCOMM Incorporated STOCK 747525103 93012 1670469 SH Sole 1670469
Quanta Services Inc. STOCK 74762E102 380 15769 SH Sole 15769
Quest Diagnostics Incorporated STOCK 74834L100 707 11807 SH Sole 11807
R. R. Donnelley & Sons Company STOCK 257867101 4269 362700 SH Sole 362700
RadioShack Corporation STOCK 750438103 806 209874 SH Sole 209874
Ralph Lauren Corporation STOCK 751212101 697 4980 SH Sole 4980
Range Resources Corporation STOCK 75281A109 725 11725 SH Sole 11725
Raytheon Company STOCK 755111507 23629 417553 SH Sole 417553
Red Hat, Inc. STOCK 756577102 979 17342 SH Sole 17342
Regal Entertainment Group - Cl STOCK 758766109 3444 250299 SH Sole 250299
Regions Financial Corporation STOCK 7591EP100 928 137425 SH Sole 137425
Republic Services, Inc. STOCK 760759100 644 24338 SH Sole 24338
Resources Connection, Inc. STOCK 76122Q105 315 25641 SH Sole 25641
Reynolds American Inc. STOCK 761713106 20515 457211 SH Sole 457211
Robert Half International Inc. STOCK 770323103 1214 42495 SH Sole 42495
Rockwell Automation, Inc. STOCK 773903109 5280 79922 SH Sole 79922
Rockwell Collins STOCK 774341101 545 11038 SH Sole 11038
Roper Industries, Inc. STOCK 776696106 6344 64357 SH Sole 64357
Ross Stores, Inc. STOCK 778296103 1363 21816 SH Sole 21816
Rowan Companies, PLC STOCK G7665A101 299 9261 SH Sole 9261
Royal Dutch Shell PLC-Class A- STOCK 780259206 593 8790 SH Sole 8790
RPM International, Inc. STOCK 749685103 13396 492517 SH Sole 492517
Safeway Inc. STOCK 786514208 354 19498 SH Sole 19498
SAIC, Inc. STOCK 78390X101 243 20047 SH Sole 20047
Salesforce.com Inc. STOCK 79466L302 3540 25601 SH Sole 25601
SanDisk Corporation STOCK 80004C101 667 18296 SH Sole 18296
SandRidge Energy, Inc. STOCK 80007P307 823 123014 SH Sole 123014
Sanofi-Synthelabo SA - ADR STOCK 80105N105 207 5482 SH Sole 5482
SCANA Corporation STOCK 80589M102 461 9627 SH Sole 9627
Schlumberger Limited STOCK 806857108 77347 1191601 SH Sole 1191601
Scripps Networks Interactive STOCK 811065101 426 7497 SH Sole 7497
Seagate Technology STOCK G7945M107 4528 183087 SH Sole 183087
Sealed Air Corporation STOCK 81211K100 212 13750 SH Sole 13750
Sears Holding Corporation STOCK 812350106 5212 87304 SH Sole 87304
Sempra Energy STOCK 816851109 1193 17317 SH Sole 17317
Senior Housing Properties Trus STOCK 81721M109 12989 581952 SH Sole 581952
Service Corporation Internatio STOCK 817565104 266 21475 SH Sole 21475
Sherwin-Williams Company STOCK 824348106 817 6170 SH Sole 6170
Ship Finance International LTD STOCK G81075106 376 24031 SH Sole 24031
Sigma-Aldrich Corporation STOCK 826552101 647 8750 SH Sole 8750
Silver Wheaton Corporation STOCK 828336107 5926 220800 SH Sole 220800
Simon Property Group, Inc. STOCK 828806109 3694 23729 SH Sole 23729
Sirius XM Radio Inc. STOCK 82967N108 3844 2077972 SH Sole 2077972
Skyworks Solutions, Inc. STOCK 83088M102 4661 170286 SH Sole 170286
SLM Corporation STOCK 78442P106 2225 141630 SH Sole 141630
Snap-on Incorporated STOCK 833034101 8494 136454 SH Sole 136454
Sonoco Products Company STOCK 835495102 5461 181139 SH Sole 181139
Southern Company STOCK 842587107 4652 100483 SH Sole 100483
Southern Copper Corporation STOCK 84265V105 8365 265475 SH Sole 265475
Southwest Airlines Co. STOCK 844741108 771 83628 SH Sole 83628
Southwestern Energy Company STOCK 845467109 15640 489825 SH Sole 489825
SPDR TR UNIT SER 1 78462F103 119469 876710 SH Sole 876710
Spectra Energy Corporation STOCK 847560109 1435 49391 SH Sole 49391
Sprint Nextel Corporation STOCK 852061100 2362 724462 SH Sole 724462
SPX Corporation STOCK 784635104 16176 247636 SH Sole 247636
St. Jude Medical, Inc. STOCK 790849103 1394 34931 SH Sole 34931
Stanley Black & Decker, Inc. STOCK 854502101 23663 367669 SH Sole 367669
Staples, Inc. STOCK 855030102 807 61803 SH Sole 61803
Starbucks Corporation STOCK 855244109 3512 65863 SH Sole 65863
Starwood Hotels & Resorts Worl STOCK 85590A401 3300 62212 SH Sole 62212
State Street Corporation STOCK 857477103 1886 42256 SH Sole 42256
Statoil ASA- ADR STOCK 85771P102 4522 189541 SH Sole 189541
Steel Dynamics, Inc. STOCK 858119100 5721 486905 SH Sole 486905
Stericycle, Inc STOCK 858912108 646 7049 SH Sole 7049
Stryker Corporation STOCK 863667101 1368 24827 SH Sole 24827
Sun Communities Inc. STOCK 866674104 496 11215 SH Sole 11215
Suncor Energy, Inc STOCK 867224107 841 29058 SH Sole 29058
Sunoco, Inc. STOCK 86764P109 369 7760 SH Sole 7760
SunTrust Banks, Inc. STOCK 867914103 990 40848 SH Sole 40848
Supervalu, Inc. STOCK 868536103 558 107783 SH Sole 107783
Symantec Corporation STOCK 871503108 6384 436987 SH Sole 436987
SYSCO Corporation STOCK 871829107 1300 43617 SH Sole 43617
T. Rowe Price Group Inc. STOCK 74144T108 1334 21193 SH Sole 21193
Target Corporation STOCK 87612E106 20230 347654 SH Sole 347654
TD Ameritrade Holding Corporat STOCK 87236Y108 3335 196153 SH Sole 196153
TE Connectivity Ltd. STOCK H84989104 9632 301863 SH Sole 301863
TECO Energy, Inc. STOCK 872375100 281 15550 SH Sole 15550
Tenet Healthcare Corporation STOCK 88033G100 539 102874 SH Sole 102874
Teradata Corporation STOCK 88076W103 880 12222 SH Sole 12222
Teradyne, Inc. STOCK 880770102 189 13450 SH Sole 13450
Tesoro Petroleum Corporation STOCK 881609101 260 10401 SH Sole 10401
Texas Instruments Incorporated STOCK 882508104 20336 708809 SH Sole 708809
Textron Inc. STOCK 883203101 499 20050 SH Sole 20050
Thermo Electron Corporation STOCK 883556102 1410 27167 SH Sole 27167
TIBCO Software Inc. STOCK 88632Q103 6319 211200 SH Sole 211200
Tidewater Inc. STOCK 886423102 7629 164552 SH Sole 164552
Tiffany & Co. STOCK 886547108 12680 239480 SH Sole 239480
Tim Hortons, Inc. STOCK 88706M103 4283 81372 SH Sole 81372
Time Warner Cable STOCK 88732J207 24564 299200 SH Sole 299200
Time Warner Inc. STOCK 887317303 32511 844434 SH Sole 844434
Timken Company STOCK 887389104 11944 260840 SH Sole 260840
TJX Companies, Inc. STOCK 872540109 17088 398051 SH Sole 398051
Toll Brothers, Inc. STOCK 889478103 8256 277685 SH Sole 277685
Torchmark Corporation STOCK 891027104 370 7325 SH Sole 7325
Total SA - ADR STOCK 89151E109 3095 68857 SH Sole 68857
Total System Services, Inc. STOCK 891906109 293 12232 SH Sole 12232
Travelers Companies, Inc. STOCK 89417E109 27135 425042 SH Sole 425042
TripAdvisor Inc. STOCK 896945201 423 9469 SH Sole 9469
Tupperware Brands Corporation STOCK 899896104 10367 189318 SH Sole 189318
Tyco International Ltd. STOCK H89128104 10615 200849 SH Sole 200849
Tyson Foods Inc - Class A STOCK 902494103 398 21150 SH Sole 21150
U. S. Bancorp STOCK 902973304 62199 1934042 SH Sole 1934042
Union Pacific Corporation STOCK 907818108 14326 120073 SH Sole 120073
United Online, Inc. STOCK 911268100 285 67566 SH Sole 67566
United Parcel Service, Inc. - STOCK 911312106 91039 1155903 SH Sole 1155903
United States Steel Corporatio STOCK 912909108 323 15688 SH Sole 15688
United Technologies Corporatio STOCK 913017109 60364 799204 SH Sole 799204
UnitedHealth Group Incorporate STOCK 91324P102 58850 1005980 SH Sole 1005980
Universal Health Services, Inc STOCK 913903100 5946 137756 SH Sole 137756
UnumProvident Corporation STOCK 91529Y106 401 20985 SH Sole 20985
Urban Outfitters, Inc. STOCK 917047102 1290 46749 SH Sole 46749
Valero Energy Corporation STOCK 91913Y100 3373 139658 SH Sole 139658
Varian Medical Systems Inc. STOCK 92220P105 497 8180 SH Sole 8180
Vector Group Ltd. STOCK 92240M108 2721 159892 SH Sole 159892
Ventas, Inc. STOCK 92276F100 38406 608461 SH Sole 608461
VeriSign, Inc. STOCK 92343E102 13698 314394 SH Sole 314394
Verizon Communications Inc. STOCK 92343V104 116502 2621567 SH Sole 2621567
Vertex Pharmaceuticals Incorpo STOCK 92532F100 2064 36901 SH Sole 36901
VF Corporation STOCK 918204108 4113 30823 SH Sole 30823
Viacom Inc. - Class B STOCK 92553P201 4086 86904 SH Sole 86904
Virgin Media Inc. STOCK 92769L101 4238 173762 SH Sole 173762
Visa Inc., Class A STOCK 92826C839 40466 327317 SH Sole 327317
Vodafone Group Plc - ADR STOCK 92857W209 1213 43057 SH Sole 43057
Vornado Realty Trust SBI STOCK 929042109 1156 13761 SH Sole 13761
Vulcan Materials Company STOCK 929160109 372 9366 SH Sole 9366
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Walgreen Co. STOCK 931422109 4910 165981 SH Sole 165981
Wal-Mart Stores, Inc. STOCK 931142103 101725 1459048 SH Sole 1459048
Walt Disney Company STOCK 254687106 88945 1833927 SH Sole 1833927
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Watson Pharmaceuticals, Inc. STOCK 942683103 674 9110 SH Sole 9110
WellPoint, Inc. STOCK 94973V107 18950 297066 SH Sole 297066
Wells Fargo & Company STOCK 949746101 137919 4124368 SH Sole 4124368
Wendy's Company STOCK 95058W100 1668 353444 SH Sole 353444
Western Digital Corporation STOCK 958102105 626 20527 SH Sole 20527
Western Union Company STOCK 959802109 14454 858336 SH Sole 858336
Weyerhaeuser Company STOCK 962166104 2618 117067 SH Sole 117067
WGL Holdings Inc. STOCK 92924F106 5408 136056 SH Sole 136056
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Whole Foods Market, Inc. STOCK 966837106 1724 18085 SH Sole 18085
Williams Companies, Inc. STOCK 969457100 1373 47629 SH Sole 47629
Windstream Corporation STOCK 97381W104 622 64388 SH Sole 64388
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World Wrestling Entertainment, STOCK 98156Q108 195 24892 SH Sole 24892
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WPX Energy Inc. STOCK 98212B103 250 15482 SH Sole 15482
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Wynn Resorts, Limited STOCK 983134107 11738 113171 SH Sole 113171
Xcel Energy, Inc. STOCK 98389B100 1007 35450 SH Sole 35450
Xerox Corporation STOCK 984121103 765 97242 SH Sole 97242
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XL Group Plc STOCK G98290102 13089 622092 SH Sole 622092
Xylem Inc. STOCK 98419M100 336 13330 SH Sole 13330
Yahoo! Inc. STOCK 984332106 4324 273160 SH Sole 273160
Yum! Brands, Inc. STOCK 988498101 2242 34803 SH Sole 34803
Zimmer Holdings, Inc. STOCK 98956P102 1414 21972 SH Sole 21972
Zions Bancorporation STOCK 989701107 292 15028 SH Sole 15028