0001193805-11-001524.txt : 20110811 0001193805-11-001524.hdr.sgml : 20110811 20110811172455 ACCESSION NUMBER: 0001193805-11-001524 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110811 DATE AS OF CHANGE: 20110811 EFFECTIVENESS DATE: 20110811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NOMURA ASSET MANAGEMENT CO LTD CENTRAL INDEX KEY: 0001055964 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06746 FILM NUMBER: 111028587 BUSINESS ADDRESS: STREET 1: 1-12-1, NIHONBASHI STREET 2: CHUO-KU CITY: TOKYO STATE: M0 ZIP: 103-8260 BUSINESS PHONE: 0332419511 MAIL ADDRESS: STREET 1: 1-12-1, NIHONBASHI STREET 2: CHUO-KU CITY: TOKYO STATE: M0 ZIP: 103-8260 13F-HR 1 e608763_13fhr-namtokyo.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: June 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: Nomura Asset Management Co., Ltd. Address: 1-12-1 Nihonbashi, Chuo-ku Tokyo, Japan 103-8260 13F File Number: 28-6746 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: Neil Daniele Title: Managing Director & Chief Compliance Officer of Nomura Asset Management U.S.A. Inc. and as an Attorney-in-Fact for Nomura Asset Management Co., Ltd. Phone: (212)667-1873 Signature, Place, and Date of Signing: /s/ Neil Daniele --------------------- Neil Daniele, New York, August 11, 2011 Nomura Asset Management Co., Ltd. ("NAM Tokyo") is the parent holding company of certain operating subsidiaries, some of which are or may be institutional investment managers for purposes of the reporting requirements under Section 13(f) of the Securities Exchange Act of 1934, as amended (the "Exchange Act") and the rules promulgated thereunder. NAM Tokyo itself does not exercise investment discretion with respect to any Section 13(f) Securities positions held by its operating subsidiaries, which subsidiaries in fact exercise investment discretion. However, based upon its parent relationship, NAM Tokyo may be deemed to have investment discretion with respect to such positions in Section 13(f) securities held by its operating subsidiaries. In that regard, the Section 13(f) Securities positions of Nomura Asset Management U.S.A. Inc.("NAM USA"), which is an operating subsidiary of NAM Tokyo that hold Section 13(f) securities positions but that does not meet the $100 million threshold for filing the Form 13F, are reflected on the Form 13F filed by NAM Tokyo. The Section 13(f) securities positions of the following operating subsidiaries of NAM Tokyo, which each exceed the $100 million filing threshold, are not included in the Form 13F filed by NAM Tokyo, but are instead reported on separate Forms 13F filed by each of these entities: (i) Nomura Asset Management Singapore Limited ("NAM Singapore"); and (ii) Nomura Asset Management U.K. Limited ("NAM UK"). Additionally, NAM Tokyo may have investment discretion for certain positions, however separately delegated sole investment discretion to certain sub-advisers who hold positions in the same security, while also retaining voting authority. In such situations, the number of shares that NAM Tokyo is listing on the 13F as having investment discretion may be lower than the number of shares that NAM Tokyo is listing on the 13F as having voting authority over. ================================================================================ Report Type (Check only one.): |X| 13F HOLDINGS REPORT. |_| 13F NOTICE. |_| 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: -------------------------------------------------------------------------------- -------------------------------------------------------------------------------- I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 842 Form 13F Information Table Value Total: 4,724,380 (thousands) List of Other Included Managers: None
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- 3M CORP COM 88579Y101 14,410 151,928 SH Sole 151,928 ABBOTT LABS COM 002824100 37,658 715,658 SH Sole 715,658 ABERCROMBIE & FITCH CO CL A 002896207 826 12,350 SH Sole 23,750 ACADIA REALTY TRUST COM SH BEN INT 004239109 455 22,400 SH Sole 22,400 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,942 114,888 SH Sole 120,168 ACE LTD SHS H0023R105 5,071 77,051 SH Sole 100,251 ACME PACKET INC COM 004764106 1,332 19,000 SH Sole 19,000 ACTIVISION BLIZZARD INC COM 00507V109 1,524 130,460 SH Sole 327,460 ADOBE SYSTEMS INC COM 00724F101 2,686 85,415 SH Sole 85,415 ADVANCE AUTO PARTS INC COM 00751Y106 901 15,400 SH Sole 17,200 ADVANCED MICRO DEVICES INC COM 007903107 1,332 190,509 SH Sole 190,509 AES CORP COM 00130H105 2,597 203,853 SH Sole 311,343 AETNA INC NEW COM 00817Y108 4,193 95,105 SH Sole 95,105 AFLAC INC COM 001055102 27,012 578,663 SH Sole 578,663 AGCO CORP COM 001084102 1,160 23,500 SH Sole 51,900 AGILENT TECHNOLOGIES INC COM 00846U101 3,423 66,967 SH Sole 98,377 AGREE REALTY CORP COM 008492100 109 4,900 SH Sole 4,900 AIR PRODUCTS & CHEMS INC COM 009158106 3,815 39,910 SH Sole 41,610 AIRGAS INC COM 009363102 731 10,440 SH Sole 10,440 AKAMAI TECHNOLOGIES COM 00971T101 794 25,230 SH Sole 486,930 ALCOA INC COM 013817101 4,606 290,410 SH Sole 291,310 ALEXANDER'S INC COM 014752109 445 1,120 SH Sole 1,120 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 2,699 34,860 SH Sole 495,251 ALEXION PHARMACEUTICALS INC COM 015351109 1,196 25,420 SH Sole 100,428 ALLEGHENY TECHNOLOGIES INC COM 01741R102 879 13,850 SH Sole 24,120 ALLERGAN INC COM 018490102 4,048 48,625 SH Sole 64,895 ALLIANCE DATA SYSTEMS CORP COM 018581108 658 6,991 SH Sole 6,991 ALLIANT ENERGY CORP COM 018802108 1,019 25,061 SH Sole 26,261 ALLIANT TECHSYSTEMS INC COM 018804104 1 20 SH Sole 20 ALLSTATE CORP COM 020002101 4,964 162,610 SH Sole 162,610 ALPHA NATURAL RESOURCES INC COM 02076X102 1,460 32,120 SH Sole 84,920 ALTERA CORP COM 021441100 3,175 68,511 SH Sole 71,711 ALTRIA GROUP INC COM 02209S103 71,206 2,696,168 SH Sole 2,711,868 AMAZON COM INC COM 023135106 15,929 77,896 SH Sole 102,846 AMDOCS LTD ORD G02602103 3 100 SH Sole 57,600 AMEREN CORPORATION COM 023608102 1,939 67,227 SH Sole 116,627 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 334 6,200 SH Sole 42,100 AMERICAN CAMPUS COMMUNITIES COM 024835100 1,366 38,470 SH Sole 111,132 AMERICAN EAGLE OUTFITTERS COM 02553E106 2 145 SH Sole 145 AMERICAN ELECTRIC POWER INC COM 025537101 4,760 126,329 SH Sole 126,329 AMERICAN EXPRESS CO COM 025816109 30,759 594,942 SH Sole 628,542 AMERICAN INTL GROUP INC *W EXP 01/19/202 026874156 33 3,203 SH Sole 3,203 AMERICAN INTL GROUP INC COM NEW 026874784 5,477 186,795 SH Sole 268,895 AMERICAN TOWER CORP CL A 029912201 3,801 72,643 SH Sole 100,263 AMERICAN WATER WORKS CO INC COM 030420103 751 25,500 SH Sole 690,743 AMERIPRISE FINANCIAL INC COM 03076C106 3,013 52,237 SH Sole 86,377 AMERISOURCEBERGEN CORP COM 03073E105 4,677 112,961 SH Sole 199,961
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- AMETEK INC NEW COM 031100100 1,028 22,905 SH Sole 27,255 AMGEN INC COM 031162100 11,890 203,763 SH Sole 346,714 AMPHENOL CORP NEW CL A 032095101 1,281 23,720 SH Sole 24,120 ANADARKO PETE CORP COM 032511107 7,537 98,188 SH Sole 163,188 ANALOG DEVICES INC COM 032654105 3,621 92,510 SH Sole 577,371 ANNALY CAPITAL MANAGEMENT INC COM 035710409 4,197 232,649 SH Sole 233,449 AOL INC COM 00184X105 340 17,119 SH Sole 17,119 AON CORP COM 037389103 2,784 54,272 SH Sole 57,672 APACHE CORPORATION COM 037411105 18,235 147,785 SH Sole 152,385 APARTMENT INVT & MGMT CO CL A 03748R101 1,718 67,300 SH Sole 1,037,400 APOLLO GROUP INC CL A 037604105 809 18,510 SH Sole 18,510 APPLE INC COM 037833100 70,549 210,173 SH Sole 263,223 APPLIED MATERIALS INC COM 038222105 5,036 387,068 SH Sole 387,068 ARCH CAPITAL GROUP LTD ORD G0450A105 1,198 37,530 SH Sole 41,130 ARCH COAL INC COM 039380100 592 22,200 SH Sole 23,800 ARCHER DANIELS MIDLAND CO COM 039483102 4,991 165,543 SH Sole 165,543 ARROW ELECTRS INC COM 042735100 1,520 36,620 SH Sole 40,020 ARUBA NETWORKS INC COM 043176106 1,182 40,000 SH Sole 40,000 ASHFORD HOSPITALITY TRUST COM SHS 044103109 422 33,900 SH Sole 33,900 ASHLAND INC COM 044209104 721 11,155 SH Sole 85,755 ASSOCIATED ESTATES REALTY CP COM 045604105 377 23,200 SH Sole 23,200 ASSURANT INC COM 04621X108 1,066 29,395 SH Sole 29,795 AT & T INC COM 00206R102 81,182 2,584,597 SH Sole 2,655,097 AUTODESK INC COM 052769106 1,224 31,720 SH Sole 61,670 AUTOLIV INC COM 052800109 1,965 25,054 SH Sole 25,954 AUTOMATIC DATA PROCESSING COM 053015103 24,199 459,368 SH Sole 460,968 AUTONATION INC COM 05329W102 834 22,786 SH Sole 22,786 AUTONAVI HOLDINGS LTD SPONSORED ADR 05330F106 223 15,000 SH Sole 15,000 AUTOZONE INC COM 053332102 1,642 5,570 SH Sole 6,370 AVAGO TECHNOLOGIES LTD SHS Y0486S104 974 25,630 SH Sole 115,160 AVALONBAY COMMUNITIES INC COM 053484101 8,449 65,804 SH Sole 726,646 AVERY DENNISON CORP COM 053611109 996 25,776 SH Sole 26,476 AVNET INC COM 053807103 1,501 47,073 SH Sole 47,073 AVON PRODUCTS INC COM 054303102 2,301 82,177 SH Sole 82,177 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 983 31,753 SH Sole 31,753 BABCOCK & WILCOX COMPANY NEW COM 05615F102 2 85 SH Sole 85 BAIDU INC SPON ADR REP A 056752108 1,892 13,500 SH Sole 23,000 BAKER HUGHES INC COM 057224107 6,000 82,689 SH Sole 111,599 BALL CORP COM 058498106 1,244 32,358 SH Sole 36,558 BANCO DE CHILE SPONSORED ADR 059520106 97 1,123 SH Sole 1,123 BANCO MACRO S A SPON ADR B 05961W105 57 1,500 SH Sole 1,500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 619 6,600 SH Sole 38,600 BANCOLOMBIA S A SPON ADR PREF 05968L102 514 7,698 SH Sole 7,698 BANK OF AMERICA CORP COM 060505104 53,964 4,923,740 SH Sole 5,519,840 BANK OF NEWYORK MELLON CORP COM 064058100 6,868 268,053 SH Sole 268,053 BARD C R INC COM 067383109 1,651 15,030 SH Sole 15,430 BAXTER INTERNATIONAL INC COM 071813109 6,649 111,396 SH Sole 112,696
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- BB&T CORPORATION COM 054937107 4,268 159,032 SH Sole 159,032 BECTON DICKINSON & CO COM 075887109 3,803 44,138 SH Sole 44,638 BED BATH & BEYOND INC COM 075896100 3,733 63,948 SH Sole 63,948 BEMIS INC COM 081437105 2 68 SH Sole 68 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 17,147 221,570 SH Sole 221,570 BERKSHIRE HATHAWAY INC DEL CL A 084670108 15,906 137 SH Sole 137 BEST BUY INC COM 086516101 3,506 111,615 SH Sole 111,615 BIOGEN IDEC INC COM 09062X103 5,813 54,371 SH Sole 107,181 BIOMED REALTY TRUST INC COM 09063H107 1,418 73,700 SH Sole 154,426 BLACKROCK INC COM 09247X101 4,406 22,972 SH Sole 25,972 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 248 15,000 SH Sole 15,000 BLOCK H & R INC COM 093671105 927 57,772 SH Sole 57,772 BMC SOFTWARE INC COM 055921100 1,412 25,820 SH Sole 25,820 BOEING CO COM 097023105 12,436 168,209 SH Sole 168,809 BORGWARNER INC COM 099724106 18,466 228,570 SH Sole 232,570 BOSTON PROPERTIES COM 101121101 12,178 114,717 SH Sole 720,791 BOSTON SCIENTIFIC CORP COM 101137107 2,307 333,883 SH Sole 333,883 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 884 76,300 SH Sole 122,149 BRE PROPERTIES INC CL A 05564E106 2,079 41,680 SH Sole 1,688,680 BRISTOL MYERS SQUIBB COM 110122108 27,949 965,095 SH Sole 993,495 BROADCOM CORP CL A 111320107 3,958 117,660 SH Sole 141,090 BROADRIDGE FINANCIAL SOLUTIONS LLC COM 11133T103 2 64 SH Sole 64 BROWN & BROWN INC COM 115236101 3 102 SH Sole 102 BROWN FORMAN CORP CL B 115637209 1,154 15,447 SH Sole 17,747 BUCYRUS INTERNATIONAL INC NEW COM 118759109 958 10,450 SH Sole 10,450 BUFFALO WILD WINGS INC COM 119848109 995 15,000 SH Sole 15,000 BUNGE LIMITED COM G16962105 3,000 43,505 SH Sole 43,505 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,354 29,862 SH Sole 32,762 CA INC COM 12673P105 7,378 323,041 SH Sole 327,441 CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 2,347 64,820 SH Sole 70,520 CABOT OIL & GAS CORP COM 127097103 889 13,400 SH Sole 13,700 CALPINE CORP COM NEW 131347304 1,471 91,200 SH Sole 91,200 CAMDEN PROPERTY TRUST SH BEN INT 133131102 2,516 39,550 SH Sole 93,526 CAMERON INTERNATIONAL CORP COM 13342B105 2,290 45,534 SH Sole 49,934 CAMPBELL SOUP CO COM 134429109 1,803 52,182 SH Sole 52,182 CANADIAN NATURAL RESOURCES COM 136385101 151 3,600 SH Sole 3,600 CAPITAL ONE FINANCIAL CORP COM 14040H105 10,802 209,064 SH Sole 209,064 CAPLEASE INC COM 140288101 193 39,300 SH Sole 39,300 CARDINAL HEALTH INC COM 14149Y108 5,913 130,189 SH Sole 130,489 CAREFUSION CORP COM 14170T101 1,608 59,169 SH Sole 60,569 CARMAX INC COM 143130102 1,030 31,140 SH Sole 62,940 CARNIVAL CORP PAIRED CTF 143658300 10,841 288,083 SH Sole 353,983 CASEY S GENERAL STORES INC COM 147528103 660 15,000 SH Sole 15,000 CATERPILLAR INC DEL COM 149123101 14,312 134,436 SH Sole 138,936 CATO CORP NEW CL A 149205106 288 10,000 SH Sole 10,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 982 39,100 SH Sole 89,330 CBL&ASSOCIATES PROPERTIES INC COM 124830100 1,512 83,400 SH Sole 83,400
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- CBOE HOLDINGS INC COM 12503M108 984 40,000 SH Sole 40,000 CBS CORP NEW CL B 124857202 4,311 151,315 SH Sole 189,035 CEDAR SHOPPING CENTERS INC COM NEW 150602209 146 28,300 SH Sole 28,300 CELANESE CORP DEL COM SER A 150870103 1,125 21,100 SH Sole 98,000 CELGENE CORP COM 151020104 5,523 91,556 SH Sole 243,172 CENTERPOINT ENERGY INC COM 15189T107 1,875 96,919 SH Sole 100,419 CENTURYLINK INC COM 156700106 31,780 786,051 SH Sole 801,201 CEPHALON INC COM 156708109 858 10,740 SH Sole 10,740 CERNER CORP COM 156782104 2,768 45,290 SH Sole 46,090 CF INDUSTRIES HOLDINGS INC COM 125269100 1,339 9,450 SH Sole 11,450 CHECK POINT SOFTWARE TECHNOLOGIES ORD M22465104 1,172 20,618 SH Sole 40,018 CHESAPEAKE ENERGY CORP COM 165167107 4,779 160,962 SH Sole 246,462 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 300 17,600 SH Sole 17,600 CHEVRON CORP NEW COM 166764100 105,445 1,025,329 SH Sole 1,065,209 CHIPOTLE MEXICAN GRILL INC COM 169656105 1,630 5,290 SH Sole 5,990 CHUBB CORP COM 171232101 4,273 68,253 SH Sole 68,553 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 470 14,104 SH Sole NONE CHURCH & DWIGHT INC COM 171340102 1,038 25,600 SH Sole 26,100 CIA CERVECERIAS UNIDAS-ADR SPONSORED ADR 204429104 18 300 SH Sole 300 CIA DE MINAS BUENAVENTUR-ADR SPONSORED ADR 204448104 179 4,700 SH Sole 4,700 CIA PARANAENSE ENERG SPON ADR PFD 20441B407 141 5,200 SH Sole 43,700 CIGNA CORP COM 125509109 3,478 67,634 SH Sole 94,044 CIMAREX ENERGY CO COM 171798101 1,048 11,650 SH Sole 13,350 CINCINNATI FINANCIAL CORP COM 172062101 1,131 38,769 SH Sole 41,169 CINTAS CORP COM 172908105 563 17,030 SH Sole 17,030 CISCO SYSTEMS INC COM 17275R102 18,919 1,211,956 SH Sole 1,211,956 CIT GROUP INC COM NEW 125581801 1,811 40,920 SH Sole 40,920 CITIGROUP INC COM NEW 172967424 64,104 1,539,485 SH Sole 1,567,875 CITRIX SYSTEMS INC COM 177376100 7,665 95,810 SH Sole 239,315 CITY NATIONAL CORP COM 178566105 2 29 SH Sole 29 CLIFFS NATURAL RESOURCES INC COM 18683K101 1,699 18,380 SH Sole 32,980 CLOROX CO DEL COM 189054109 1,938 28,737 SH Sole 28,737 CME GROUP INC COM 12572Q105 4,486 15,385 SH Sole 15,385 CNA FINL CORP COM 126117100 834 28,697 SH Sole 28,697 COACH INC COM 189754104 2,601 40,680 SH Sole 101,503 COCA COLA CO COM 191216100 77,832 1,156,666 SH Sole 1,183,046 COCA COLA ENTERPRISES INC COM 19122T109 2,763 94,690 SH Sole 135,160 COGDELL SPENCER INC COM 19238U107 181 30,300 SH Sole 30,300 COGNIZANT TECH SOLUTIONS CORP CL A 192446102 3,129 42,662 SH Sole 48,262 COLGATE PALMOLIVE CO COM 194162103 9,003 102,996 SH Sole 102,996 COLONIAL PROPERTIES TRUST COM SH BEN INT 195872106 963 47,200 SH Sole 473,647 COMCAST CORP NEW CL A SPL 20030N200 2,432 100,360 SH Sole 105,060 COMCAST CORP NEW CL A 20030N101 14,536 573,649 SH Sole 577,049 COMERICA INC COM 200340107 5,389 155,888 SH Sole 155,888 COMMERCE BANCSHARES INC COM 200525103 2 50 SH Sole 50 COMMONWEALTH REIT COM SH BEN INT 203233101 1,059 41,000 SH Sole 41,000 COMMUNITY HEALTH SYSTEMS INC COM 203668108 447 17,415 SH Sole 17,415
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- COMPUTER SCIENCES CORP COM 205363104 1,687 44,437 SH Sole 44,437 COMPUWARE CORP COM 205638109 1 84 SH Sole 84 CONAGRA FOODS INC COM 205887102 2,629 101,852 SH Sole 101,852 CONCHO RESOURCES INC COM 20605P101 1,245 13,550 SH Sole 15,850 CONOCOPHILLIPS COM 20825C104 29,971 398,607 SH Sole 438,307 CONSOL ENERGY INC COM 20854P109 1,626 33,530 SH Sole 132,930 CONSOLIDATED EDISON INC COM 209115104 15,300 287,364 SH Sole 290,164 CONSTELLATION BRANDS INC CL A 21036P108 925 44,424 SH Sole 46,324 CONSTELLATION ENERGY GROUP COM 210371100 2,267 59,721 SH Sole 59,721 CONTINENTAL RESOURCES INC COM 212015101 422 6,500 SH Sole 6,500 COOPER INDUSTRIES PLC SHS G24140108 2,000 33,521 SH Sole 452,961 COPA HOLDINGS SA CL A P31076105 180 2,700 SH Sole 2,700 CORNING INC COM 219350105 5,655 311,556 SH Sole 420,626 CORPBANCA S A SPONSORED ADR 21987A209 16 666 SH Sole 666 CORPORATE OFFICE PROPERTIES TR SH BEN INT 22002T108 9,227 296,590 SH Sole 373,522 COSAN LTD SHS A G25343107 243 19,800 SH Sole 19,800 COSTCO WHOLESALE CORPORATION NEW COM 22160K105 9,966 122,670 SH Sole 135,100 COUSINS PROPERTIES INC COM 222795106 506 59,300 SH Sole 793,990 COVANCE INC COM 222816100 523 8,810 SH Sole 9,110 COVENTRY HEALTH CARE INC COM 222862104 1,832 50,243 SH Sole 50,643 COVIDIEN PLC SHS G2554F113 4,757 89,368 SH Sole 90,868 CREDICORP LTD COM G2519Y108 749 8,700 SH Sole 15,300 CREE INC COM 225447101 547 16,270 SH Sole 168,421 CRESUD S A C I F Y A SPONSORED ADR 226406106 34 2,100 SH Sole 2,100 CROCS INC COM 227046109 1,082 42,000 SH Sole 42,000 CROWN CASTLE INTL CORP COM 228227104 1,614 39,564 SH Sole 39,564 CROWN HOLDINGS INC COM 228368106 4,260 109,750 SH Sole 114,950 CSX CORP COM 126408103 5,910 225,411 SH Sole 332,681 CTRIP COM INTERNATIONAL LTD AMERICAN DEP SHS 22943F100 883 20,500 SH Sole 38,789 CUMMINS INC COM 231021106 3,533 34,140 SH Sole 43,390 CVS CAREMARK CORPORATION COM 126650100 12,261 326,261 SH Sole 373,761 CYPRESS SEMICONDUCTOR CORPORATION COM 232806109 1,349 63,800 SH Sole 63,800 D R HORTON INC COM 23331A109 1,070 92,867 SH Sole 136,467 DANAHER CORP DEL COM 235851102 5,283 99,696 SH Sole 490,468 DARDEN RESTAURANTS INC COM 237194105 8,208 164,944 SH Sole 164,944 DAVITA INC COM 23918K108 1,633 18,860 SH Sole 19,060 DCT INDUSTRIAL TRUST INC COM 233153105 742 141,900 SH Sole 141,900 DEERE & CO COM 244199105 6,370 77,264 SH Sole 93,644 DELL INC COM 24702R101 9,473 568,243 SH Sole 568,243 DELTA AIR LINES INC DEL COM NEW 247361702 1,260 137,356 SH Sole 137,356 DENBURY RESOURCES INC COM NEW 247916208 1,125 56,240 SH Sole 56,240 DENDREON CORP COM 24823Q107 4 90 SH Sole 111,190 DENTSPLY INTERNATIONAL INC NEW COM 249030107 753 19,784 SH Sole 20,284 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,709 121,200 SH Sole 1,910,354 DEVON ENERGY CORP NEW COM 25179M103 6,682 84,792 SH Sole 138,092 DEVRY INC DEL COM 251893103 517 8,747 SH Sole 8,747 DIAMOND FOODS INC COM 252603105 1,145 15,000 SH Sole 15,000
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- DIAMOND OFFSHORE DRILLING COM 25271C102 1,253 17,799 SH Sole 17,799 DIAMONDROCK HOSPITALITY CO COM 252784301 1,019 95,000 SH Sole 435,185 DIGITAL REALTY TRUST INC COM 253868103 3,334 53,960 SH Sole 599,737 DIRECTV COM CL A 25490A101 9,225 181,516 SH Sole 190,718 DISCOVER FINANCIAL SERVICES COM 254709108 3,375 126,177 SH Sole 139,677 DISCOVERY COMMUNICATIONS NEW COM SER A 25470F104 2,191 53,502 SH Sole 53,502 DISCOVERY COMMUNICATIONS NEW COM SER C 25470F302 746 20,402 SH Sole 21,002 DISH NETWORK CORP CL A 25470M109 2,056 67,050 SH Sole 67,050 DISNEY WALT CO COM DISNEY 254687106 22,737 582,393 SH Sole 618,313 DOLBY LABORATORIES INC COM 25659T107 3,019 71,100 SH Sole 71,100 DOLLAR GENERAL CORP NEW COM 256677105 586 17,300 SH Sole 17,300 DOLLAR TREE INC COM 256746108 3,006 45,125 SH Sole 48,225 DOMINION RESOURCES INC VA NEW COM 25746U109 6,425 133,104 SH Sole 136,404 DONNELLEY R R & SONS CO COM 257867101 1,459 74,397 SH Sole 74,397 DOUGLAS EMMETT INC COM 25960P109 1,388 69,800 SH Sole 930,868 DOVER CORP COM 260003108 2,609 38,484 SH Sole 38,484 DOW CHEM CO COM 260543103 10,304 286,236 SH Sole 293,636 DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,192 600,813 SH Sole 601,213 DST SYSTEMS INC DEL COM 233326107 2 35 SH Sole 35 DTE ENERGY COMPANY COM 233331107 2,275 45,472 SH Sole 45,672 DU PONT E I DE NEMOURS & CO COM 263534109 36,787 680,603 SH Sole 718,933 DUKE ENERGY CORP NEW COM 26441C105 27,177 1,443,254 SH Sole 1,443,354 DUKE REALTY CORP COM NEW 264411505 3,004 214,431 SH Sole 1,307,894 DUN & BRADSTREET CORP DEL COM 26483E100 8,688 115,018 SH Sole 115,918 DUPONT FABROS TECHNOLOGY COM 26613Q106 876 34,780 SH Sole 97,717 E M C CORP MASS COM 268648102 10,871 394,609 SH Sole 1,611,234 EASTGROUP PROPERTIES INC COM 277276101 636 14,950 SH Sole 14,950 EASTMAN CHEMICAL CO COM 277432100 1,961 19,212 SH Sole 20,912 EATON CORP COM 278058102 3,837 74,572 SH Sole 177,137 EATON VANCE CORP COM NON VTG 278265103 481 15,900 SH Sole 15,900 EBAY INC COM 278642103 7,499 232,373 SH Sole 356,073 ECOLAB INC COM 278865100 2,227 39,497 SH Sole 39,497 EDISON INTERNATIONAL COM 281020107 3,491 90,078 SH Sole 90,278 EDUCATION REALTY TRUST INC COM 28140H104 353 41,200 SH Sole 41,200 EDWARDS LIFESCIENCES CORP COM 28176E108 6,178 70,870 SH Sole 73,570 EL PASO CORPORATION COM 28336L109 3,116 154,238 SH Sole 159,238 ELBIT SYSTEMS LTD ORD M3760D101 587 12,300 SH Sole 12,300 ELECTRONIC ARTS INC COM 285512109 2,318 98,210 SH Sole 247,310 EMERSON ELEC CO COM 291011104 30,101 535,139 SH Sole 538,339 EMPRESA NACIONAL DE ELECTRIDAD SPONSORED ADR 29244T101 234 4,100 SH Sole 4,100 ENDO PHARMACEUT HLDGS INC COM 29264F205 1,486 37,000 SH Sole 37,000 ENERGEN CORP COM 29265N108 542 9,600 SH Sole 9,600 ENERGIZER HOLDINGS INC COM 29266R108 706 9,750 SH Sole 11,050 ENERSIS S A SPONSORED ADR 29274F104 372 16,100 SH Sole 58,557 ENSCO PLC SPONSORED ADR 29358Q109 284 5,329 SH Sole 57,377 ENTERGY CORP NEW COM 29364G103 3,519 51,545 SH Sole 51,545 ENTERTAINMENT PROPERTIES TRUST COM SH BEN INT 29380T105 1,235 26,440 SH Sole 435,940
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- EOG RESOURCES INC COM 26875P101 10,881 104,077 SH Sole 104,077 EQT CORP COM 26884L109 998 19,005 SH Sole 19,005 EQUIFAX INC COM 294429105 621 17,873 SH Sole 17,873 EQUITY LIFESTYLE PROPERTIES COM 29472R108 1,346 21,550 SH Sole 21,550 EQUITY ONE INC COM 294752100 654 35,100 SH Sole 134,542 EQUITY RESIDENTIAL SH BEN INT 29476L107 13,741 229,019 SH Sole 1,109,164 ESSEX PROPERTY TRUST INC COM 297178105 2,504 18,510 SH Sole 222,053 EVEREST RE GROUP LTD COM G3223R108 990 12,112 SH Sole 12,112 EXCEL TRUST INC COM 30068C109 106 9,600 SH Sole 9,600 EXELON CORPORATION COM 30161N101 25,804 602,330 SH Sole 602,330 EXPEDIA INC DEL COM 30212P105 859 29,630 SH Sole 30,030 EXPEDITORS INTL WASH INC COM 302130109 1,568 30,623 SH Sole 53,743 EXPRESS SCRIPTS INC COM 302182100 14,013 259,602 SH Sole 279,952 EXTRA SPACE STORAGE INC COM 30225T102 1,128 52,900 SH Sole 101,780 EXXON MOBIL CORP COM 30231G102 140,962 1,732,148 SH Sole 1,752,948 F M C CORP COM NEW 302491303 860 10,000 SH Sole 10,100 F5 NETWORKS INC COM 315616102 2,596 23,550 SH Sole 275,640 FAMILY DOLLAR STORES INC COM 307000109 1,209 22,993 SH Sole 25,193 FASTENAL CO COM 311900104 1,457 40,474 SH Sole 40,874 FEDERAL REALTY INVS TRUST SH BEN INT NEW 313747206 3,727 43,750 SH Sole 455,838 FEDERATED INVESTORS INC PA CL B 314211103 1 52 SH Sole 52 FEDEX CORPORATION COM 31428X106 7,087 74,715 SH Sole 74,715 FELCOR LODGING TRUST INC COM 31430F101 365 68,500 SH Sole 68,500 FIDELITY NATIONAL FINANCIAL INC CL A 31620R105 776 49,277 SH Sole 49,277 FIDELITY NATIONAL INFORMATION COM 31620M106 1,849 60,065 SH Sole 60,065 FIFTH THIRD BANCORP COM 316773100 8,070 632,948 SH Sole 632,948 FINISAR CORPORATION COM NEW 31787A507 4,513 250,300 SH Sole 250,300 FIRST CASH FINANCIAL SVCS INC COM 31942D107 630 15,000 SH Sole 15,000 FIRST HORIZON NATIONAL CORP COM 320517105 2 185 SH Sole 185 FIRST INDUSTRIAL REALTY TR COM 32054K103 561 49,000 SH Sole 530,900 FIRST POTOMAC REALTY TRUST COM 33610F109 436 28,500 SH Sole 49,916 FIRST SOLAR INC COM 336433107 1,506 11,385 SH Sole 18,306 FIRSTENERGY CORP COM 337932107 4,285 97,054 SH Sole 127,454 FISERV INC COM 337738108 1,882 30,048 SH Sole 70,548 FLEXTRONICS INTL LTD ORD Y2573F102 1,582 246,453 SH Sole 246,453 FLIR SYSTEMS INC COM 302445101 745 22,100 SH Sole 22,100 FLOWSERVE CORP COM 34354P105 793 7,220 SH Sole 57,020 FLUOR CORP NEW COM 343412102 2,270 35,108 SH Sole 37,708 FMC TECHNOLOGIES INC COM 30249U101 1,476 32,952 SH Sole 40,052 FOCUS MEDIA HOLDING LTD SPONSORED ADR 34415V109 778 25,000 SH Sole 25,000 FOMENTO ECONOMICO MEXICANO SPON ADR UNITS 344419106 73 1,100 SH Sole 81,100 FOOT LOCKER INC COM 344849104 2 72 SH Sole 72 FORD MOTOR COMPANY DEL COM PAR $0.01 345370860 37,870 2,746,168 SH Sole 2,833,488 FOREST CITY ENTERPRISES INC CL A 345550107 1 50 SH Sole 50 FOREST LABS INC COM 345838106 2,251 57,229 SH Sole 57,529 FORTINET INC COM 34959E109 1,092 40,000 SH Sole 40,000 FORTUNE BRANDS INC COM 349631101 2,285 35,836 SH Sole 36,536
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- FOSSIL INC COM 349882100 1,530 13,000 SH Sole 13,000 FOSTER WHEELER AG COM H27178104 525 17,280 SH Sole 17,880 FRANKLIN RESOURCES INC COM 354613101 10,670 81,274 SH Sole 92,154 FRANKLIN STREET PROPERTIES CORP COM 35471R106 514 39,800 SH Sole 39,800 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 21,749 411,132 SH Sole 479,332 FRONTIER COMMUNICATIONS CO COM 35906A108 2,171 269,055 SH Sole 278,155 GALLAGHER ARTHUR J & CO COM 363576109 2 56 SH Sole 56 GAMESTOP CORP NEW CL A 36467W109 1,163 43,590 SH Sole 43,590 GANNETT INC COM 364730101 629 43,944 SH Sole 43,944 GAP INC DEL COM 364760108 2,123 117,296 SH Sole 117,296 GARMIN LTD SHS H2906T109 898 27,174 SH Sole 27,174 GENERAL DYNAMICS CORP COM 369550108 31,072 416,965 SH Sole 416,965 GENERAL ELECTRIC CO COM 369604103 83,180 4,410,372 SH Sole 4,739,672 GENERAL GROWTH PROPERTIES INC COM 370023103 8,433 505,302 SH Sole 1,989,396 GENERAL MILLS INC COM 370334104 4,902 131,714 SH Sole 132,014 GENERAL MOTORS CO COM 37045V100 17,237 567,770 SH Sole 569,670 GENTEX CORP COM 371901109 3 86 SH Sole 86 GENUINE PARTS CO COM 372460105 12,816 235,593 SH Sole 236,393 GENWORTH FINANCIAL INC COM CL A 37247D106 1,428 138,905 SH Sole 138,905 GETTY REALTY CORP NEW COM 374297109 357 14,150 SH Sole 14,150 GILEAD SCIENCES INC COM 375558103 5,942 143,500 SH Sole 248,358 GLADSTONE COMMERCIAL CORP COM 376536108 106 6,100 SH Sole 6,100 GLIMCHER REALTY TRUST SH BEN INT 379302102 534 56,200 SH Sole 1,615,300 GOLDMAN SACHS GROUP INC COM 38141G104 24,119 181,226 SH Sole 181,226 GOODRICH CORP COM 382388106 2,361 24,719 SH Sole 36,679 GOODYEAR TIRE & RUBR CO COM 382550101 1,512 90,168 SH Sole 90,168 GOOGLE INC CL A 38259P508 31,691 62,583 SH Sole 63,503 GRAINGER W W INC COM 384802104 1,803 11,735 SH Sole 22,835 GREEN MOUNTAIN COFFEE ROASTERS COM 393122106 2,821 31,600 SH Sole 32,000 HALLIBURTON CO COM 406216101 9,281 181,982 SH Sole 215,732 HANSEN NATURAL CORPORATION COM 411310105 2,417 29,856 SH Sole 40,256 HARLEY DAVIDSON INC COM 412822108 8,487 207,152 SH Sole 208,552 HARMAN INTERNATIONAL INDS INC COM 413086109 1 30 SH Sole 30 HARRIS CORP DEL COM 413875105 792 17,570 SH Sole 64,370 HARTFORD FINANCIAL SERVICES COM 416515104 3,352 127,130 SH Sole 127,130 HASBRO INC COM 418056107 764 17,383 SH Sole 17,683 HCA HOLDINGS INC COM 40412C101 1,036 31,400 SH Sole 51,500 HCP INC COM 40414L109 11,126 303,233 SH Sole 1,719,225 HDFC BANK LTD ADR REPS 3 SHS 40415F101 247 1,400 SH Sole 1,400 HEALTH CARE REIT INC COM 42217K106 6,926 132,100 SH Sole 913,753 HEALTHCARE REALTY TRUST INC COM 421946104 858 41,600 SH Sole 41,600 HEINZ H J CO COM 423074103 20,012 375,598 SH Sole 376,598 HELMERICH & PAYNE INC COM 423452101 965 14,600 SH Sole 16,300 HERCULES OFFSHORE INC COM 427093109 1,433 260,000 SH Sole 260,000 HERSHA HOSPITALITY TRUST SH BEN INT A 427825104 466 83,700 SH Sole 306,893 HERSHEY CO COM 427866108 2,119 37,280 SH Sole 37,580 HERTZ GLOBAL HOLDINGS INC COM 42805T105 750 47,200 SH Sole 107,600
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- HESS CORP COM 42809H107 5,598 74,877 SH Sole 76,377 HEWLETT PACKARD CO COM 428236103 19,529 536,514 SH Sole 536,514 HIBBETT SPORTS INC COM 428567101 611 15,000 SH Sole 15,000 HIGHWOODS PROPERTIES INC COM 431284108 1,347 40,670 SH Sole 2,886,670 HOLOGIC INC COM 436440101 725 35,950 SH Sole 39,350 HOME DEPOT INC COM 437076102 23,540 649,906 SH Sole 650,706 HOME INNS & HOTELS MGMT SPON ADR 43713W107 951 25,000 SH Sole 63,100 HOME PROPERTIES INC COM 437306103 1,334 21,910 SH Sole 21,910 HONEYWELL INTERNATIONAL INC COM 438516106 9,086 152,482 SH Sole 155,482 HORMEL FOODS CORP COM 440452100 1,310 43,944 SH Sole 48,544 HOSPIRA INC COM 441060100 1,717 30,300 SH Sole 58,220 HOSPITALITY PROPERTIES TRUST COM SH BEN INT 44106M102 2,161 89,119 SH Sole 89,119 HOST HOTELS & RESORTS INC COM 44107P104 8,947 527,871 SH Sole 3,529,645 HUDSON CITY BANCORP INC COM 443683107 812 99,186 SH Sole 99,186 HUMAN GENOME SCIENCES INC COM 444903108 668 27,210 SH Sole 149,510 HUMANA INC COM 444859102 3,897 48,387 SH Sole 49,087 HUNT J B TRANSPORT SVCS INC COM 445658107 1,820 38,660 SH Sole 38,660 HUNTINGTON BANCSHARES INC COM 446150104 483 73,562 SH Sole 73,562 HUNTINGTON INGALLS INDUST COM 446413106 161 4,675 SH Sole 4,675 IAC INTERACTIVE CORP COM PAR $.001 44919P508 2,038 53,399 SH Sole 53,399 ICICI BANK LTD ADR 45104G104 933 19,250 SH Sole 10,100 IHS INC CL A 451734107 492 5,900 SH Sole 7,300 ILLINOIS TOOL WORKS INC COM 452308109 5,234 92,660 SH Sole 92,660 ILLUMINA INC COM 452327109 2,448 32,580 SH Sole 79,480 IMMERSION CORPORATION COM 452521107 810 95,000 SH Sole 95,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 800 12,600 SH Sole 2,800 INGERSOLL-RAND PLC SHS G47791101 9,560 210,533 SH Sole 211,933 INLAND REAL ESTATE CORP COM NEW 457461200 377 42,700 SH Sole 42,700 INTEGRYS ENERGY GROUP INC COM 45822P105 1,094 21,100 SH Sole 21,500 INTEL CORP COM 458140100 45,725 2,063,389 SH Sole 3,539,389 INTER PARFUMS INC COM 458334109 1,382 60,000 SH Sole 60,000 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,284 10,292 SH Sole 17,372 INTERNATIONAL BUSINESS MACHINES COM 459200101 42,072 245,247 SH Sole 267,347 INTERNATIONAL FLAVORS & FRAGRANCE COM 459506101 716 11,152 SH Sole 22,672 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1,004 57,119 SH Sole 57,119 INTERNATIONAL PAPER CO COM 460146103 3,655 122,554 SH Sole 122,554 INTERPUBLIC GROUP COS INC COM 460690100 1,447 115,774 SH Sole 117,474 INTUIT INC COM 461202103 2,624 50,596 SH Sole 67,026 INTUITIVE SURGICAL INC COM NEW 46120E602 3,525 9,474 SH Sole 11,834 INVESCO LTD SHS G491BT108 2,091 89,361 SH Sole 159,461 INVESTORS REAL ESTATE TRUST SH BEN INT 461730103 394 45,500 SH Sole 45,500 IRON MOUNTAIN INC COM 462846106 798 23,412 SH Sole 25,512 ISHARES TR S&P GL C STAPL 464288737 160 2,400 SH Sole 2,400 ISHARES TR S&P GBL ENER 464287341 785 18,800 SH Sole 18,800 ISHARES TR S&P GBL HLTHCR 464287325 849 14,600 SH Sole 14,600 ISHARES TR S&P GBL TELCM 464287275 370 6,100 SH Sole 6,100 ISHARES TR S&P GLB MTRLS 464288695 932 12,700 SH Sole 12,700
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- ISHARES TR MSCI PERU CAP 464289842 105 2,800 SH Sole 2,800 ISHARES TR S&P GL UTILITI 464288711 570 12,400 SH Sole 12,400 ITT CORP NEW COM 450911102 2,021 34,292 SH Sole 525,960 JABIL CIRCUIT INC COM 466313103 511 25,285 SH Sole 25,285 JACOBS ENGINEERING GROUP INC COM 469814107 6,060 140,109 SH Sole 140,109 JEFFERIES GROUP INC NEW COM 472319102 394 19,300 SH Sole 19,300 JOHNSON & JOHNSON COM 478160104 85,942 1,291,980 SH Sole 1,297,880 JOHNSON CONTROLS INC COM 478366107 32,962 791,217 SH Sole 794,717 JOY GLOBAL INC COM 481165108 2,691 28,260 SH Sole 28,860 JPMORGAN CHASE & CO COM 46625H100 78,980 1,929,169 SH Sole 2,081,129 JUNIPER NETWORKS INC COM 48203R104 2,981 94,642 SH Sole 192,652 KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,137 24,637 SH Sole 0 KBR INC COM 48242W106 1,349 35,803 SH Sole 36,403 KELLOGG CO COM 487836108 3,466 62,645 SH Sole 62,645 KEYCORP NEW COM 493267108 1,941 233,060 SH Sole 233,060 KILROY REALTY CORP COM 49427F108 1,296 32,820 SH Sole 32,820 KIMBERLY CLARK CORP COM 494368103 6,213 93,347 SH Sole 93,347 KIMCO REALTY CORP COM 49446R109 6,095 326,968 SH Sole 859,185 KINDER MORGAN INC DEL COM 49456B101 598 20,800 SH Sole 20,800 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,041 15,878 SH Sole 16,926 KINETIC CONCEPTS INC COM NEW 49460W208 2 39 SH Sole 39 KITE REALTY GROUP TRUST COM 49803T102 182 36,600 SH Sole 203,844 KLA TENCOR CORP COM 482480100 2,161 53,378 SH Sole 56,078 KOHLS CORP COM 500255104 3,465 69,288 SH Sole 78,058 KRAFT FOODS INC CL A 50075N104 14,633 415,362 SH Sole 415,362 KRISPY KREME DOUGHNUTS INC COM 501014104 238 25,000 SH Sole 25,000 KROGER CO COM 501044101 5,205 209,875 SH Sole 215,775 L-3 COMMUNICATIONS HLDGS COM 502424104 2,209 25,262 SH Sole 25,262 LABORATORY CRP OF AMER HLDGS COM NEW 50540R409 1,951 20,157 SH Sole 21,557 LAM RESEARCH CORP COM 512807108 984 22,211 SH Sole 22,211 LAMAR ADVERTISING CO CL A 512815101 1 20 SH Sole 20 LAN AIRLINES S A SPONSORED ADR 501723100 68 2,400 SH Sole 2,400 LAS VEGAS SANDS CORP COM 517834107 2,840 67,290 SH Sole 154,790 LASALLE HOTEL PROPERTIES COM SH BEN INT 517942108 1,272 48,300 SH Sole 630,590 LAUDER ESTEE COMPANIES INC CL A 518439104 2,736 26,009 SH Sole 73,797 LAZARD LTD SHS A G54050102 4,981 134,263 SH Sole 134,263 LEAP WIRELESS INTERNATIONAL INC COM NEW 521863308 974 60,000 SH Sole 60,000 LEGG MASON INC COM 524901105 1,373 41,924 SH Sole 41,924 LEGGETT & PLATT INC COM 524660107 915 37,511 SH Sole 37,511 LENDER PROCESSING SERVICES INC COM 52602E102 1 55 SH Sole 55 LENNAR CORP CL A 526057104 673 37,086 SH Sole 37,086 LEUCADIA NATIONAL CORP COM 527288104 973 28,520 SH Sole 33,520 LEXINGTON REALTY TRUST COM 529043101 696 76,200 SH Sole 76,200 LG DISPLAY CO LTD SPONS ADR REP 50186V102 219 16,155 SH Sole NONE LIBERTY GLOBAL INC COM SER C 530555309 639 14,960 SH Sole 18,560 LIBERTY GLOBAL INC COM SER A 530555101 2,424 53,808 SH Sole 58,108 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 2 32 SH Sole 32
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2,220 132,386 SH Sole 137,086 LIBERTY PROPERTY TRUST SH BEN INT 531172104 2,906 89,206 SH Sole 3,519,006 LIFE TECHNOLOGIES CORP COM 53217V109 1,696 32,574 SH Sole 114,077 LILLY ELI & CO COM 532457108 21,175 564,208 SH Sole 629,208 LIMITED BRANDS INC COM 532716107 2,410 62,689 SH Sole 88,949 LINCARE HOLDINGS INC COM 532791100 2 78 SH Sole 78 LINCOLN NATIONAL CORP IND COM 534187109 2,289 80,359 SH Sole 80,359 LINEAR TECHNOLOGY CORP COM 535678106 2,880 87,219 SH Sole 87,219 LOCKHEED MARTIN CORP COM 539830109 19,572 241,712 SH Sole 241,712 LOEWS CORP COM 540424108 3,611 85,796 SH Sole 122,796 LORILLARD INC COM 544147101 10,897 100,092 SH Sole 121,792 LOWES COS INC COM 548661107 7,312 313,691 SH Sole 316,691 LSI CORPORATION COM 502161102 1,227 172,282 SH Sole 174,682 LTC PROPERTIES INC COM 502175102 470 16,900 SH Sole 16,900 LUBRIZOL CORP COM 549271104 1,200 8,940 SH Sole 9,440 LULULEMON ATHLETICA INC COM 550021109 1,912 17,100 SH Sole 17,600 LYONDELLBASELL INDUSTRIES SHS - A - N53745100 3,159 82,000 SH Sole 99,613 M & T BANK CORP COM 55261F104 14,298 162,570 SH Sole 162,570 MACERICH CO COM 554382101 4,934 92,216 SH Sole 2,596,081 MACK CALI REALTY CORP COM 554489104 1,622 49,240 SH Sole 376,056 MACYS INC COM 55616P104 3,682 125,926 SH Sole 125,926 MANPOWER GROUP COM 56418H100 7,265 135,422 SH Sole 149,132 MANTECH INTERNATIONAL CORP CL A 564563104 1,111 25,000 SH Sole 25,000 MARATHON OIL CORP COM 565849106 9,961 189,094 SH Sole 191,794 MARKEL CORP COM 570535104 2 6 SH Sole 6 MARRIOTT INTERNATIONAL INC NEW CL A 571903202 2,164 60,983 SH Sole 136,073 MARSH & MCLENNAN COS INC COM 571748102 3,398 108,944 SH Sole 160,844 MARSHALL&ILSLEY CORP NEW COM 571837103 1,204 151,047 SH Sole 151,047 MARTIN MARIETTA MATLS INC COM 573284106 512 6,400 SH Sole 6,400 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,446 165,678 SH Sole 1,598,963 MASCO CORP COM 574599106 1,256 104,396 SH Sole 344,496 MASTERCARD INC CL A 57636Q104 5,206 17,276 SH Sole 22,256 MATTEL INC COM 577081102 13,671 497,327 SH Sole 599,327 MAXIM INTEGRATED PROD INC COM 57772K101 2,938 114,958 SH Sole 302,158 MCCORMICK & CO INC COM NON VTG 579780206 1,337 26,963 SH Sole 30,763 MCDERMOTT INTL INC COM 580037109 231 11,670 SH Sole 11,670 MCDONALD'S CORP COM 580135101 38,783 459,943 SH Sole 472,113 MCGRAW HILL COMPANIES INC COM 580645109 8,926 212,975 SH Sole 213,875 MCKESSON CORP COM 58155Q103 6,859 81,991 SH Sole 95,341 MDU RESOURCES GROUP INC COM 552690109 930 41,325 SH Sole 41,325 MEAD JOHNSON NUTRITION CO COM 582839106 1,920 28,420 SH Sole 31,420 MEADWESTVACO CORP COM 583334107 1,623 48,713 SH Sole 48,713 MECHEL OAO SPONSORED ADR 583840103 315 13,200 SH Sole 13,200 MEDCO HEALTH SOLUTIONS INC COM 58405U102 14,051 248,598 SH Sole 248,598 MEDICAL PROPERTIES TRUST INC COM 58463J304 733 63,700 SH Sole 211,100 MEDTRONIC INC COM 585055106 18,906 490,673 SH Sole 490,673 MEMC ELECTRONIC MATERIALS INC COM 552715104 245 28,736 SH Sole 28,736
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- MERCADOLIBRE INC COM 58733R102 87 1,100 SH Sole 1,100 MERCK & CO INC NEW COM 58933Y105 88,690 2,513,162 SH Sole 2,620,565 METLIFE INC COM 59156R108 26,317 599,879 SH Sole 641,149 METROPCS COMMUNICATIONS INC COM 591708102 612 35,540 SH Sole 40,340 MGM RESORTS INTERNATIONAL COM 552953101 1,339 101,348 SH Sole 165,648 MICROCHIP TECHNOLOGY INC COM 595017104 13,126 346,239 SH Sole 968,499 MICRON TECHNOLOGY INC COM 595112103 2,846 380,514 SH Sole 380,514 MICROSOFT CORP COM 594918104 56,737 2,182,170 SH Sole 2,197,270 MID-AMERICA APT CMNTYS INC COM 59522J103 1,403 20,800 SH Sole 20,800 MISSION WEST PROPERTIES INC COM 605203108 85 9,700 SH Sole 9,700 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 2,104 110,600 SH Sole 204,300 MOHAWK INDUSTRIES INC COM 608190104 1,268 21,143 SH Sole 21,143 MOLSON COORS BREWING CO CL B 60871R209 1,495 33,415 SH Sole 33,715 MONMOUTH REAL ESTATE INVT CL A 609720107 177 20,900 SH Sole 20,900 MONSANTO CO NEW COM 61166W101 7,297 100,589 SH Sole 101,489 MOODYS CORP COM 615369105 1,510 39,370 SH Sole 39,370 MORGAN STANLEY COM NEW 617446448 9,439 410,207 SH Sole 410,207 MOSAIC CO NEW COM 61945C103 3,320 49,022 SH Sole 66,622 MOTOROLA MOBILITY HOLDINGS COM 620097105 1,777 80,622 SH Sole 154,934 MOTOROLA SOLUTIONS INC COM NEW 620076307 4,104 89,139 SH Sole 136,581 MPG OFFICE TRUST INC COM 553274101 54 18,800 SH Sole 18,800 MURPHY OIL CORP COM 626717102 3,047 46,411 SH Sole 48,911 MYLAN INC COM 628530107 3,084 125,000 SH Sole 213,697 NABORS INDUSTRIES INC SHS G6359F103 1,865 75,705 SH Sole 77,905 NASDAQ OMX GROUP INC COM 631103108 917 36,233 SH Sole 36,233 NATIONAL OILWELL VARCO INC COM 637071101 6,464 82,655 SH Sole 90,155 NATIONAL RETAIL PROPERTIES INC COM 637417106 1,164 47,500 SH Sole 47,500 NATIONAL SEMICONDUCTOR COM 637640103 757 30,758 SH Sole 30,758 NATIONWIDE HEALTH PPTYS INC COM 638620104 2,950 71,230 SH Sole 1,471,650 NATL HEALTH INVESTORS INC COM 63633D104 693 15,590 SH Sole 15,590 NCR CORP NEW COM 62886E108 2 96 SH Sole 96 NETAPP INC COM 64110D104 8,260 156,500 SH Sole 576,000 NETFLIX INC COM 64110L106 3,173 12,080 SH Sole 13,180 NEW YORK COMMUNITY BANCORP COM 649445103 1,420 94,731 SH Sole 102,531 NEWELL RUBBERMAID INC COM 651229106 1,423 90,159 SH Sole 154,959 NEWFIELD EXPLORATION CO COM 651290108 2,083 30,629 SH Sole 31,429 NEWMONT MINING CORP COM 651639106 4,919 91,142 SH Sole 91,142 NEWS CORP CL B 65248E203 1,098 60,730 SH Sole 60,730 NEWS CORP CL A 65248E104 7,789 440,045 SH Sole 440,045 NEXTERA ENERGY INC COM 65339F101 5,843 101,681 SH Sole 102,181 NIELSEN HOLDINGS NV COM N63218106 408 13,100 SH Sole 13,100 NII HOLDINGS INC CL B NEW 62913F201 1,449 34,180 SH Sole 34,180 NIKE INC CL B 654106103 6,559 72,899 SH Sole 118,206 NISOURCE INC COM 65473P105 1,726 85,218 SH Sole 153,118 NOBLE ENERGY INC COM 655044105 2,916 32,529 SH Sole 52,429 NORDSTROM INC COM 655664100 1,903 40,534 SH Sole 40,534 NORFOLK SOUTHERN CORP COM 655844108 5,577 74,436 SH Sole 74,736
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- NORTHEAST UTILITIES COM 664397106 1,383 39,331 SH Sole 117,331 NORTHERN TRUST CORP COM 665859104 2,399 52,203 SH Sole 52,203 NORTHROP GRUMMAN CORP COM 666807102 18,492 266,646 SH Sole 267,346 NOVELLUS SYSTEMS INC COM 670008101 2 65 SH Sole 65 NRG ENERGY INC COM NEW 629377508 2,123 86,357 SH Sole 86,357 NSTAR COM 67019E107 1,172 25,492 SH Sole 28,192 NUANCE COMMUNICATIONS INC COM 67020Y100 749 34,900 SH Sole 1,132,900 NUCOR CORP COM 670346105 23,920 580,307 SH Sole 580,307 NUVASIVE INC COM 670704105 1,019 31,000 SH Sole 31,000 NVIDIA CORP COM 67066G104 2,045 128,355 SH Sole 199,655 NVR INC COM 62944T105 24 33 SH Sole 33 NYSE EURONEXT COM 629491101 1,826 53,270 SH Sole 53,670 OCCIDENTAL PETE CORP DEL COM 674599105 16,617 159,719 SH Sole 159,719 OLD REPUBLIC INTL CORP COM 680223104 743 63,200 SH Sole 63,200 OMEGA HEALTHCARE INVESTORS INC COM 681936100 1,208 57,500 SH Sole 57,500 OMNICARE INC COM 681904108 768 24,075 SH Sole 24,075 OMNICOM GROUP COM 681919106 3,095 64,264 SH Sole 67,264 OMNIVISION TECHNOLOGIES INC COM 682128103 1,218 35,000 SH Sole 35,000 ON SEMICONDUCTOR CORPORATION COM 682189105 535 51,076 SH Sole 51,076 ONE LIBERTY PROPERTIES INC COM 682406103 90 5,800 SH Sole 5,800 ONEOK INC NEW COM 682680103 2,035 27,500 SH Sole 30,200 OPENTABLE INC COM 68372A104 1,164 14,000 SH Sole 14,000 ORACLE CORPORATION COM 68389X105 22,504 683,809 SH Sole 927,229 OREILLY AUTOMOTIVE INC NE COM 67103H107 2,587 39,490 SH Sole 41,390 OWENS ILLINOIS INC COM NEW 690768403 1,076 41,697 SH Sole 41,697 PACCAR INC COM 693718108 3,834 75,037 SH Sole 93,107 PALL CORP COM 696429307 852 15,151 SH Sole 300,272 PANERA BREAD COMPANY CL A 69840W108 880 7,000 SH Sole 7,000 PARKER HANNIFIN CORP COM 701094104 3,101 34,559 SH Sole 36,659 PARKWAY PROPERTIES INC COM 70159Q104 217 12,700 SH Sole 12,700 PARTNERRE LTD COM G6852T105 1,087 15,792 SH Sole 15,792 PATTERSON COMPANIES INC COM 703395103 439 13,354 SH Sole 13,354 PATTERSON UTI ENERGY INC COM 703481101 3 104 SH Sole 104 PAYCHEX INC COM 704326107 15,236 495,973 SH Sole 503,773 PEABODY ENERGY CORP COM 704549104 9,228 156,642 SH Sole 157,942 PEBBLEBROOK HOTEL TRUST COM 70509V100 579 28,700 SH Sole 47,500 PEETS COFFEE & TEA INC COM 705560100 1,154 20,000 SH Sole 20,000 PENN REAL ESTATE INVEST TST SH BEN INT 709102107 490 31,200 SH Sole 31,200 PENNEY J C INC COM 708160106 1,975 57,184 SH Sole 58,984 PENTAIR INC COM 709631105 524 12,984 SH Sole 220,936 PEOPLES UNITED FINANCIAL INC COM 712704105 822 61,167 SH Sole 61,167 PEPCO HOLDINGS INC COM 713291102 1,315 66,998 SH Sole 155,798 PEPSICO INC COM 713448108 22,666 321,825 SH Sole 374,144 PERRIGO CO COM 714290103 1,025 11,660 SH Sole 43,476 PETROHAWK ENERGY CORP COM 716495106 996 40,380 SH Sole 40,380 PETSMART INC COM 716768106 1,886 41,572 SH Sole 42,972 PFIZER INC COM 717081103 38,805 1,883,749 SH Sole 2,053,950
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- PG&E CORP COM 69331C108 4,207 100,091 SH Sole 200,391 PHARMACEUTICAL PRODUCT DEV INC COM 717124101 418 15,570 SH Sole 15,570 PHILIP MORRIS INTERNATIONAL COM 718172109 69,028 1,033,818 SH Sole 1,077,118 PIEDMONT OFFICE REALTY TR COM CL A 720190206 1,998 98,000 SH Sole 98,000 PINNACLE WEST CAPITAL CORP COM 723484101 1,202 26,971 SH Sole 55,971 PIONEER NATURAL RESOURCES CO COM 723787107 1,759 19,633 SH Sole 63,023 PITNEY BOWES INC COM 724479100 1,223 53,203 SH Sole 53,203 PLAINS EXPLORATION & PRODTN CO COM 726505100 1,199 31,460 SH Sole 35,060 PLUM CREEK TIMBER CO INC COM 729251108 1,335 32,928 SH Sole 94,328 PNC FINANCIAL SVCS GROUP INC COM 693475105 21,220 355,986 SH Sole 355,986 POLO RALPH LAUREN CORP CL A 731572103 1,306 9,850 SH Sole 59,804 POLYPORE INTERNATIONAL INC COM 73179V103 265 3,900 SH Sole 23,077 POPULAR INC COM 733174106 199 71,972 SH Sole 71,972 POSCO SPONSORED ADR 693483109 735 7,010 SH Sole NONE POST PROPERTIES INC COM 737464107 1,140 27,960 SH Sole 27,960 POWERSHARES DB CMDTY IDX UNIT BEN INT 73935S105 4,636 160,068 SH Sole 160,068 PPG INDUSTRIES INC COM 693506107 3,309 36,444 SH Sole 39,344 PPL CORPORATION COM 69351T106 3,607 129,613 SH Sole 129,613 PRAXAIR INC COM 74005P104 6,865 63,338 SH Sole 64,038 PRECISION CASTPARTS CORP COM 740189105 3,914 23,770 SH Sole 47,740 PRICE T ROWE GROUP INC COM 74144T108 2,683 44,458 SH Sole 45,358 PRICELINE COM INC COM NEW 741503403 6,142 11,998 SH Sole 12,598 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 2,308 75,859 SH Sole 76,359 PROCTER & GAMBLE CO COM 742718109 72,129 1,134,652 SH Sole 1,142,752 PROGRESS ENERGY INC COM 743263105 3,651 76,043 SH Sole 113,013 PROGRESSIVE CORP OHIO COM 743315103 3,020 141,273 SH Sole 141,873 PROLOGIS INC COM 74340W103 11,633 324,578 SH Sole 2,457,992 PRUDENTIAL FINANCIAL INC COM 744320102 7,637 120,103 SH Sole 120,103 PS BUSINESS PARKS INC CALIF COM 69360J107 585 10,610 SH Sole 10,610 PUBLIC STORAGE COM 74460D109 12,231 107,282 SH Sole 524,748 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,012 122,930 SH Sole 123,130 PULTE GROUP INC COM 745867101 921 120,224 SH Sole 120,224 QEP RESOURCES INC COM 74733V100 1,320 31,548 SH Sole 31,548 QIAGEN N V ORD N72482107 15 800 SH Sole 800 QUALCOMM INC COM 747525103 17,595 309,834 SH Sole 329,614 QUANTA SERVICES INC COM 74762E102 576 28,500 SH Sole 28,500 QUEST DIAGNOSTICS INC COM 74834L100 1,841 31,154 SH Sole 31,454 QUESTAR CORP COM 748356102 205 11,548 SH Sole 11,548 RALCORP HOLDINGS INC NEW COM 751028101 693 8,000 SH Sole 8,600 RAMCO-GERSHENSON PROPERTIES TR COM SH BEN INT 751452202 265 21,400 SH Sole 21,400 RANGE RESOURCES CORP COM 75281A109 1,220 21,980 SH Sole 71,419 RAYONIER INC COM 754907103 745 11,400 SH Sole 12,400 RAYTHEON COMPANY COM NEW 755111507 18,113 363,357 SH Sole 363,357 REALTY INCOME CORP COM 756109104 2,418 72,190 SH Sole 72,190 RED HAT INC COM 756577102 1,198 26,090 SH Sole 26,490 REGENCY CENTERS CORP COM 758849103 2,744 62,402 SH Sole 1,392,602 REGIONS FINANCIAL CORP NEW COM 7591EP100 2,273 366,570 SH Sole 366,570
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- RENAISSANCERE HOLDINGS LTD COM G7496G103 534 7,630 SH Sole 7,630 REPUBLIC SERVICES INC COM 760759100 13,514 438,040 SH Sole 643,420 RESEARCH IN MOTION LTD COM 760975102 66 2,272 SH Sole 2,272 REYNOLDS AMERICAN INC COM 761713106 3,749 101,178 SH Sole 106,078 RIVERBED TECHNOLOGY INC COM 768573107 792 20,000 SH Sole 285,520 ROBERT HALF INTERNATIONAL INC COM 770323103 535 19,780 SH Sole 19,780 ROCK-TENN COMPANY CL A 772739207 650 9,800 SH Sole 10,000 ROCKWELL AUTOMATION INC COM 773903109 2,487 28,661 SH Sole 49,291 ROCKWELL COLLINS INC COM 774341101 1,605 26,010 SH Sole 26,010 ROPER INDUSTRIES INC NEW COM 776696106 1,113 13,360 SH Sole 135,998 ROSS STORES INC COM 778296103 2,827 35,286 SH Sole 38,386 ROVI CORP COM 779376102 3 60 SH Sole 6,460 ROWAN COS INC COM 779382100 678 17,460 SH Sole 20,560 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,548 41,119 SH Sole 41,519 RYDER SYSTEMS INC COM 783549108 559 9,834 SH Sole 9,834 SAFEWAY INC COM NEW 786514208 3,102 132,729 SH Sole 132,729 SAIC INC COM 78390X101 1,267 75,330 SH Sole 75,330 SALESFORCE COM INC COM 79466L302 2,870 19,265 SH Sole 259,720 SAN DISK CORPORATION COM 80004C101 2,144 51,657 SH Sole 51,657 SANDERSON FARMS INC COM 800013104 956 20,000 SH Sole 20,000 SARA LEE CORP COM 803111103 3,017 158,860 SH Sole 167,360 SAUL CENTERS INC COM 804395101 265 6,720 SH Sole 6,720 SBA COMMUNICATIONS CORP COM 78388J106 588 15,400 SH Sole 15,900 SCANA CORP NEW COM 80589M102 1,137 28,870 SH Sole 29,270 SCHEIN HENRY INC COM 806407102 2,470 34,498 SH Sole 34,598 SCHLUMBERGER LTD COM 806857108 20,657 239,085 SH Sole 261,006 SCHWAB CHARLES CORP NEW COM 808513105 3,226 196,092 SH Sole 231,552 SCRIPPS NETWORKS INTERACT CL A COM 811065101 638 13,050 SH Sole 13,050 SEAGATE TECHNOLOGY PLC SHS G7945M107 1,729 106,985 SH Sole 106,985 SEALED AIR CORP NEW COM 81211K100 495 20,792 SH Sole 21,692 SEARS HOLDINGS CORP COM 812350106 2,854 39,948 SH Sole 39,948 SEI INVESTMENTS COMPANY COM 784117103 490 21,788 SH Sole 55,688 SEMPRA ENERGY COM 816851109 2,938 55,558 SH Sole 55,558 SENIOR HOUSING PROP TRUST SH BEN INT 81721M109 1,882 80,400 SH Sole 160,450 SHANDA GAMES LTD SP ADR REPTG A 81941U105 848 130,000 SH Sole 130,000 SHERWIN WILLIAMS CO COM 824348106 1,652 19,697 SH Sole 20,597 SIGMA ALDRICH CORP COM 826552101 1,231 16,770 SH Sole 17,970 SIMON PROPERTY GROUP INC NEW COM 828806109 24,778 213,178 SH Sole 2,068,157 SIRIUS XM RADIO INC COM 82967N108 2,044 933,508 SH Sole 958,208 SL GREEN REALTY CORP COM 78440X101 3,870 46,700 SH Sole 575,898 SLM CORP COM 78442P106 2,420 143,977 SH Sole 143,977 SMITHFIELD FOODS INC COM 832248108 788 36,051 SH Sole 36,051 SMUCKER J M CO COM NEW 832696405 2,096 27,417 SH Sole 27,417 SOCIEDAD QUIMICA MINERA DE SPON ADR SER B 833635105 718 11,100 SH Sole 11,100 SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 760 12,500 SH Sole 12,500 SOUTHERN CO COM 842587107 31,738 785,978 SH Sole 786,678 SOUTHERN COPPER CORP COM 84265V105 729 22,165 SH Sole 22,165
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- SOUTHWEST AIRLINES CO COM 844741108 1,128 98,798 SH Sole 98,798 SOUTHWESTERN ENERGY CO COM 845467109 2,493 58,130 SH Sole 101,977 SOVRAN SELF STORAGE INC COM 84610H108 642 15,650 SH Sole 15,650 SPDR GOLD TRUST GOLD SHS 78463V107 6,978 47,800 SH Sole 57,200 SPECTRA ENERGY CORP COM 847560109 3,480 126,944 SH Sole 129,644 SPRINT NEXTEL CORP COM SER 1 852061100 5,986 1,110,506 SH Sole 1,110,506 SPX CORP COM 784635104 569 6,888 SH Sole 7,088 ST JUDE MEDICAL INC COM 790849103 2,751 57,706 SH Sole 58,106 STANLEY BLACK & DECKER INC COM 854502101 2,553 35,433 SH Sole 49,833 STAPLES INC COM 855030102 2,782 176,062 SH Sole 176,062 STARBUCKS CORP COM 855244109 6,789 171,921 SH Sole 171,921 STARWOOD HOTELS & RESORTS COM 85590A401 2,069 36,919 SH Sole 114,797 STATE STREET CORP COM 857477103 10,921 242,200 SH Sole 242,200 STERICYCLE INC COM 858912108 2,910 32,650 SH Sole 73,210 STERLITE INDS INDIA LTD ADS 859737207 385 26,500 SH Sole NONE STRATEGIC HOTELS & RESORTS INC COM 86272T106 699 98,700 SH Sole 98,700 STRYKER CORP COM 863667101 3,124 53,229 SH Sole 53,929 SUN COMMUNITIES INC COM 866674104 460 12,330 SH Sole 12,330 SUNCOR ENERGY INC NEW COM 867224107 1,568 40,112 SH Sole 40,112 SUNOCO INC COM 86764P109 2,103 50,429 SH Sole 52,829 SUNSTONE HOTEL INVESTORS INC COM 867892101 612 66,000 SH Sole 66,000 SUNTRUST BKS INC COM 867914103 4,085 158,319 SH Sole 158,319 SUPERVALU INC COM 868536103 1,615 171,590 SH Sole 171,590 SVB FINANCIAL GROUP COM 78486Q101 1,194 20,000 SH Sole 20,000 SYMANTEC CORP COM 871503108 4,290 217,545 SH Sole 217,545 SYNOPSYS INC COM 871607107 508 19,770 SH Sole 19,770 SYSCO CORP COM 871829107 26,454 848,433 SH Sole 848,433 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 711 58,459 SH Sole NONE TANGER FACTORY OUTLET CENTER COM 875465106 1,239 46,300 SH Sole 304,233 TARGET CORP COM 87612E106 14,652 312,339 SH Sole 312,339 TATA MOTORS LTD SPONSORED ADR 876568502 437 20,000 SH Sole 3,000 TAUBMAN CENTERS INC COM 876664103 1,886 31,850 SH Sole 1,166,338 TD AMERITRADE HOLDING CORP COM 87236Y108 1,237 63,412 SH Sole 65,612 TE CONNECTIVITY LTD REG SHS H84989104 3,564 96,956 SH Sole 100,456 TECO ENERGY INC COM 872375100 376 19,881 SH Sole 37,481 TELECOM ARGENTINA S A SPON ADR REP B 879273209 68 2,600 SH Sole 6,505 TELEPHONE AND DATA SYSTEMS INC COM 879433100 395 12,698 SH Sole 12,698 TENARIS S A SPONSORED ADR 88031M109 133 2,900 SH Sole 66,900 TERADATA CORP DEL COM 88076W103 1,354 22,496 SH Sole 24,996 TEREX CORP NEW COM 880779103 561 19,705 SH Sole 19,705 TERRENO REALTY CORP COM 88146M101 65 3,800 SH Sole 3,800 TEVA PHARMACEUTICAL INDS ADR 881624209 169 3,500 SH Sole 55,202 TEXAS INSTRS INC COM 882508104 10,227 311,508 SH Sole 321,408 TEXTRON INC COM 883203101 9,951 421,484 SH Sole 490,184 THERMO FISHER SCIENTIFIC INC COM 883556102 5,086 78,980 SH Sole 189,973 TIFFANY & CO NEW COM 886547108 1,654 21,063 SH Sole 137,511 TIME WARNER CABLE INC COM 88732J207 7,991 102,392 SH Sole 104,792
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- TIME WARNER INC COM NEW 887317303 10,710 294,469 SH Sole 294,469 TJX COS INC NEW COM 872540109 4,012 76,379 SH Sole 126,579 TOLL BROTHERS INC COM 889478103 468 22,558 SH Sole 47,258 TORCHMARK CORP COM 891027104 1,219 19,009 SH Sole 20,609 TORONTO DOMINION BANK COM NEW 891160509 150 1,764 SH Sole 1,764 TOTAL SYSTEM SERVICES INC COM 891906109 383 20,608 SH Sole 20,608 TRACTOR SUPPLY COMPANY COM 892356106 836 12,500 SH Sole 12,500 TRANSATLANTIC HOLDINGS INC COM 893521104 316 6,454 SH Sole 6,454 TRANSCANADA CORP COM 89353D107 368 8,400 SH Sole 8,400 TRANSOCEAN LTD REG SHS H8817H100 2,250 34,853 SH Sole 34,853 TRAVELERS COS INC COM 89417E109 12,617 216,121 SH Sole 216,121 TRW AUTOMOTIVE HOLDINGS CORP COM 87264S106 1,730 29,300 SH Sole 42,320 TYCO INTERNATIONAL LTD SHS H89128104 5,810 117,533 SH Sole 172,033 TYSON FOODS INC CL A 902494103 2,102 108,251 SH Sole 108,251 U M H PROPERTIES INC COM 903002103 81 7,600 SH Sole 7,600 U STORE IT TRUST COM 91274F104 495 47,100 SH Sole 649,500 UDR INC COM 902653104 2,627 107,000 SH Sole 4,000,086 ULTA SALON COSMETICS & FRAGR COM 90384S303 807 12,500 SH Sole 12,500 ULTRA PETROLEUM CORP COM 903914109 980 21,400 SH Sole 21,400 UNION PAC CORP COM 907818108 9,912 94,946 SH Sole 124,846 UNITED CONTINENTAL HOLDINGS INC COM 910047109 998 44,100 SH Sole 44,100 UNITED PARCEL SERVICE INC CL B 911312106 36,387 498,929 SH Sole 499,429 UNITED STATES OIL FUND LP UNITS 91232N108 48 1,300 SH Sole 1,300 UNITED STATES STEEL CORP NEW COM 912909108 2,053 44,597 SH Sole 44,597 UNITED TECHNOLOGIES CORP COM 913017109 16,598 187,529 SH Sole 187,529 UNITEDHEALTH GROUP INC COM 91324P102 14,208 275,457 SH Sole 377,657 UNIVERSAL HEALTH RLTY INCOME SH BEN INT 91359E105 288 7,200 SH Sole 7,200 UNIVERSAL HEALTH SERVICES INC CL B 913903100 4 70 SH Sole 70 UNUM GROUP COM 91529Y106 2,262 88,773 SH Sole 88,773 URBAN OUTFITTERS INC COM 917047102 520 18,464 SH Sole 133,364 URS CORP NEW COM 903236107 953 21,300 SH Sole 21,300 URSTADT BIDDLE PPTYS INS CL A 917286205 237 13,100 SH Sole 13,100 US BANCORP COM NEW 902973304 26,680 1,045,839 SH Sole 1,045,839 V F CORP COM 918204108 1,991 18,340 SH Sole 18,340 VALE S A ADR 91912E105 243 7,600 SH Sole 1,476,601 VALERO ENERGY CORP NEW COM 91913Y100 5,764 225,436 SH Sole 230,436 VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,104 15,760 SH Sole 18,860 VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,229 20,000 SH Sole 20,000 VEECO INSTRUMENTS INC DEL COM 922417100 968 20,000 SH Sole 82,632 VENTAS INC COM 92276F100 6,413 121,660 SH Sole 1,802,435 VERISIGN INC COM 92343E102 804 24,025 SH Sole 28,725 VERISK ANALYTICS INC CL A 92345Y106 599 17,300 SH Sole 18,900 VERIZON COMMUNICATIONS INC COM 92343V104 49,869 1,339,483 SH Sole 1,348,783 VERTEX PHARMACEUTICALS INC COM 92532F100 1,487 28,610 SH Sole 96,717 VIACOM INC NEW CL B 92553P201 5,208 102,111 SH Sole 103,811 VIRGIN MEDIA INC COM 92769L101 2,061 68,845 SH Sole 75,145 VISA INC COM CL A 92826C839 7,488 88,872 SH Sole 100,752
MARKET CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS NUMBER (X $1000) PRN AMT PRN CALL DISCRETION OTHER SOLE SHARE NONE ----------------------------------------------------------------------------------------------------------------------------------- VIVA CONCHA Y TORO S A SPONSORED ADR 927191106 16 300 SH Sole 300 VMWARE INC CL A COM 928563402 1,769 17,650 SH Sole 203,400 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 83 3,100 SH Sole 3,100 VORNADO REALTY TRUST SH BEN INT 929042109 11,888 127,580 SH Sole 1,755,770 VULCAN MATERIALS CO COM 929160109 974 25,283 SH Sole 25,283 WAL MART STORES INC COM 931142103 37,181 699,675 SH Sole 702,575 WALGREEN CO COM 931422109 8,709 205,117 SH Sole 234,067 WALTER ENERGY INC COM 93317Q105 1,006 8,690 SH Sole 8,890 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1,062 44,000 SH Sole 86,500 WASHINGTON POST CO CL B 939640108 611 1,459 SH Sole 1,459 WASHINGTON REAL ESTATE INV SH BEN INT 939653101 7,658 235,490 SH Sole 235,490 WASTE MANAGEMENT INC DEL COM 94106L109 4,014 107,704 SH Sole 164,283 WATERS CORP COM 941848103 1,528 15,962 SH Sole 15,962 WATSON PHARMACEUTICALS INC COM 942683103 1,584 23,049 SH Sole 48,394 WEATHERFORD INTL LTD REG SHS H27013103 3,127 166,791 SH Sole 178,491 WEBMD HEALTH CORP COM 94770V102 205 4,500 SH Sole 4,500 WEINGARTEN REALTY INVESTORS SH BEN INT 948741103 1,732 68,840 SH Sole 68,840 WELLPOINT INC COM 94973V107 19,145 243,047 SH Sole 277,067 WELLS FARGO CO COM 949746101 69,778 2,486,736 SH Sole 2,766,136 WESTAMERICA BANCORPORATION COM 957090103 478 9,700 SH Sole 9,700 WESTERN DIGITAL CORP COM 958102105 1,757 48,303 SH Sole 48,303 WESTERN UNION CO COM 959802109 2,156 107,661 SH Sole 259,961 WEYERHAEUSER CO COM 962166104 2,577 117,885 SH Sole 158,385 WHIRLPOOL CORP COM 963320106 2,180 26,807 SH Sole 26,807 WHITE MOUNTAINS INSURANCE GP COM G9618E107 53 127 SH Sole 2,754 WHITING PETROLEUM CORP NEW COM 966387102 945 16,600 SH Sole 17,000 WHOLE FOODS MARKET INC COM 966837106 2,116 33,351 SH Sole 34,551 WILLIAMS COS INC DEL COM 969457100 4,439 146,750 SH Sole 159,950 WILLIS GROUP HOLDINGS PLC SHS G96666105 1,336 32,500 SH Sole 36,000 WINDSTREAM CORP COM 97381W104 1,629 125,689 SH Sole 134,889 WINTHROP REALTY TRUST SH BEN INT NEW 976391300 198 16,600 SH Sole 16,600 WISCONSIN ENERGY CORP COM 976657106 15,087 481,240 SH Sole 487,440 WR BERKLEY CORP COM 084423102 1,066 32,851 SH Sole 32,851 WYNDHAM WORLDWIDE CORP COM 98310W108 639 18,995 SH Sole 18,995 WYNN RESORTS LTD COM 983134107 2,407 16,768 SH Sole 17,668 XCEL ENERGY INC COM 98389B100 2,961 121,866 SH Sole 126,366 XEROX CORP COM 984121103 3,755 360,741 SH Sole 360,741 XILINX INC COM 983919101 12,036 330,021 SH Sole 408,121 XL GROUP PLC SHS G98290102 1,797 81,763 SH Sole 81,763 YAHOO! INC COM 984332106 3,630 241,366 SH Sole 241,366 YUM BRANDS INC COM 988498101 4,771 86,366 SH Sole 180,866 ZIMMER HOLDINGS INC COM 98956P102 2,425 38,370 SH Sole 38,370 ZIONS BANCORPORATION COM 989701107 496 20,640 SH Sole 20,640 TOTAL 4,724,380