0001193805-12-000207.txt : 20120214 0001193805-12-000207.hdr.sgml : 20120214 20120214151233 ACCESSION NUMBER: 0001193805-12-000207 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120214 DATE AS OF CHANGE: 20120214 EFFECTIVENESS DATE: 20120214 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: 12608443 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 e609317_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: December 31, 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, February 14, 2012 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: 837 Form 13F Information Table Value Total: 4,417,798 (thousands) List of Other Included Managers: None
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ 3M CO COM 88579Y101 13,477 164,892 SH Sole 164,892 ABBOTT LABS COM 002824100 37,070 659,258 SH Sole 660,658 ABERCROMBIE & FITCH CO CL A 002896207 611 12,500 SH Sole 31,390 ACADIA RLTY TR COM SH BEN INT 004239109 501 24,900 SH Sole 24,900 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 6,542 122,898 SH Sole 157,428 ACE LTD SHS H0023R105 5,781 82,451 SH Sole 103,751 ACTIVISION BLIZZARD INC COM 00507V109 1,684 136,700 SH Sole 856,490 ADOBE SYS INC COM 00724F101 2,578 91,205 SH Sole 91,205 ADVANCE AUTO PARTS INC COM 00751Y106 752 10,800 SH Sole 10,800 ADVANCED MICRO DEVICES INC COM 007903107 959 177,679 SH Sole 177,679 AES CORP COM 00130H105 2,782 234,933 SH Sole 288,353 AETNA INC NEW COM 00817Y108 3,927 93,085 SH Sole 96,985 AFLAC INC COM 001055102 32,335 747,463 SH Sole 747,463 AGCO CORP COM 001084102 1,091 25,400 SH Sole 50,700 AGILENT TECHNOLOGIES INC COM 00846U101 2,432 69,637 SH Sole 98,307 AGREE REALTY CORP COM 008492100 124 5,100 SH Sole 5,100 AIR PRODS & CHEMS INC COM 009158106 3,635 42,670 SH Sole 42,670 AIRGAS INC COM 009363102 9,104 116,600 SH Sole 124,770 AKAMAI TECHNOLOGIES INC COM 00971T101 884 27,400 SH Sole 27,400 ALCOA INC COM 013817101 2,899 335,160 SH Sole 335,160 ALEXANDERS INC COM 014752109 414 1,120 SH Sole 1,120 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,339 33,910 SH Sole 719,014 ALEXION PHARMACEUTICALS INC COM 015351109 3,232 45,200 SH Sole 101,308 ALLEGHENY TECHNOLOGIES INC COM 01741R102 688 14,400 SH Sole 26,660 ALLERGAN INC COM 018490102 6,918 78,841 SH Sole 104,191 ALLIANCE DATA SYSTEMS CORP COM 018581108 743 7,151 SH Sole 9,451 ALLIANT ENERGY CORP COM 018802108 1,191 27,001 SH Sole 27,301 ALLSTATE CORP COM 020002101 4,638 169,200 SH Sole 169,200 ALPHA NATURAL RESOURCES INC COM 02076X102 707 34,600 SH Sole 83,800 ALTERA CORP COM 021441100 2,739 73,836 SH Sole 110,876 ALTRIA GROUP INC COM 02209S103 53,899 1,817,858 SH Sole 1,839,558 AMAZON COM INC COM 023135106 13,816 79,816 SH Sole 103,866 AMC NETWORKS INC CL A 00164V103 325 8,647 SH Sole 8,647 AMEREN CORP COM 023608102 2,424 73,179 SH Sole 115,079 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 402 17,800 SH Sole 45,600 AMERICAN ASSETS TR INC COM 024013104 384 18,700 SH Sole 37,009 AMERICAN CAMPUS CMNTYS INC COM 024835100 1,677 39,970 SH Sole 39,970 AMERICAN ELEC PWR INC COM 025537101 5,488 132,839 SH Sole 132,839 AMERICAN EXPRESS CO COM 025816109 27,369 580,212 SH Sole 623,752 AMERICAN INTL GROUP INC COM NEW 026874784 4,630 199,565 SH Sole 325,365 AMERICAN TOWER CORP CL A 029912201 3,938 65,623 SH Sole 99,123 AMERICAN WTR WKS CO INC NEW COM 030420103 6,238 195,800 SH Sole 729,543 AMERIPRISE FINL INC COM 03076C106 2,700 54,387 SH Sole 87,757 AMERISOURCEBERGEN CORP COM 03073E105 4,062 109,221 SH Sole 199,221 AMETEK INC NEW COM 031100100 1,042 24,750 SH Sole 25,000 AMGEN INC NOTE 0.375% 2/0 031162AQ3 4,817 4,775,000 PRN Sole 4,775,000 AMGEN INC COM 031162100 13,744 214,040 SH Sole 281,891 AMPHENOL CORP NEW CL A 032095101 1,139 25,100 SH Sole 25,100 ANADARKO PETE CORP COM 032511107 8,167 106,993 SH Sole 186,583 ANALOG DEVICES INC COM 032654105 3,286 91,840 SH Sole 430,471 ANNALY CAP MGMT INC COM 035710409 4,297 269,229 SH Sole 270,029
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ AOL INC COM 00184X105 295 19,519 SH Sole 19,519 AON CORP COM 037389103 2,727 58,272 SH Sole 68,072 APACHE CORP COM 037411105 13,725 151,519 SH Sole 164,819 APARTMENT INVT & MGMT CO CL A 03748R101 1,556 67,900 SH Sole 67,900 APOLLO GROUP INC CL A 037604105 997 18,500 SH Sole 19,400 APPLE INC COM 037833100 88,568 218,687 SH Sole 372,077 APPLIED MATLS INC COM 038222105 3,715 346,878 SH Sole 346,878 ARCH CAP GROUP LTD ORD G0450A105 1,407 37,800 SH Sole 42,800 ARCH COAL INC COM 039380100 429 29,600 SH Sole 29,600 ARCHER DANIELS MIDLAND CO COM 039483102 5,290 184,953 SH Sole 184,953 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 29 1,400 SH Sole 29,900 ARIBA INC COM NEW 04033V203 562 20,000 SH Sole 538,225 ARM HLDGS PLC SPONSORED ADR 042068106 1,107 40,000 SH Sole 40,000 ARROW ELECTRS INC COM 042735100 1,506 40,266 SH Sole 42,266 ARUBA NETWORKS INC COM 043176106 463 25,000 SH Sole 25,000 ASHFORD HOSPITALITY TR INC COM SHS 044103109 302 37,800 SH Sole 37,800 ASHLAND INC NEW COM 044209104 641 11,219 SH Sole 40,619 ASSOCIATED ESTATES RLTY CORP COM 045604105 375 23,500 SH Sole 23,500 ASSURANT INC COM 04621X108 1,208 29,425 SH Sole 29,425 AT&T INC COM 00206R102 71,831 2,375,367 SH Sole 2,380,867 ATMEL CORP COM 049513104 245 30,300 SH Sole 30,300 AUTODESK INC COM 052769106 1,028 33,900 SH Sole 62,480 AUTOLIV INC COM 052800109 1,354 25,311 SH Sole 25,311 AUTOMATIC DATA PROCESSING IN COM 053015103 25,017 463,198 SH Sole 472,998 AUTONATION INC COM 05329W102 844 22,903 SH Sole 22,903 AUTOZONE INC COM 053332102 3,721 11,451 SH Sole 12,551 AVAGO TECHNOLOGIES LTD SHS Y0486S104 4,889 169,400 SH Sole 303,245 AVALONBAY CMNTYS INC COM 053484101 9,264 70,934 SH Sole 547,327 AVERY DENNISON CORP COM 053611109 739 25,782 SH Sole 25,782 AVNET INC COM 053807103 1,533 49,300 SH Sole 49,300 AVON PRODS INC COM 054303102 1,573 90,027 SH Sole 90,027 AXIS CAPITAL HOLDINGS SHS G0692U109 1,025 32,081 SH Sole 32,081 BAIDU INC SPON ADR REP A 056752108 116 1,000 SH Sole 62,600 BAKER HUGHES INC COM 057224107 4,306 88,533 SH Sole 135,758 BALL CORP COM 058498106 1,144 32,026 SH Sole 38,126 BANCO DE CHILE SPONSORED ADR 059520106 9,927 121,433 SH Sole 121,433 BANCO MACRO SA SPON ADR B 05961W105 29 1,500 SH Sole 1,500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 13,081 172,800 SH Sole 204,800 BANCOLOMBIA S A SPON ADR PREF 05968L102 590 9,898 SH Sole 9,898 BANK MONTREAL QUE COM 063671101 545 9,948 SH Sole 9,948 BANK OF AMERICA CORPORATION COM 060505104 30,046 5,403,960 SH Sole 5,602,160 BANK OF NEW YORK MELLON CORP COM 064058100 5,773 289,943 SH Sole 289,943 BARD C R INC COM 067383109 1,089 12,738 SH Sole 16,538 BARRICK GOLD CORP COM 067901108 70 1,550 SH Sole 15,250 BAXTER INTL INC COM 071813109 5,791 117,041 SH Sole 120,941 BB&T CORP COM 054937107 4,330 172,012 SH Sole 172,012 BEAM INC COM 073730103 1,914 37,354 SH Sole 37,354 BECTON DICKINSON & CO COM 075887109 3,317 44,389 SH Sole 45,189 BED BATH & BEYOND INC COM 075896100 3,808 65,688 SH Sole 66,088 BERKLEY W R CORP COM 084423102 1,126 32,739 SH Sole 38,339 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,828 194,332 SH Sole 194,332
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ BERKSHIRE HATHAWAY INC DEL CL A 084670108 16,410 143 SH Sole 143 BEST BUY INC COM 086516101 2,743 117,375 SH Sole 117,375 BIOGEN IDEC INC COM 09062X103 6,282 57,087 SH Sole 145,207 BIOMED REALTY TRUST INC COM 09063H107 1,548 85,600 SH Sole 159,019 BLACKROCK INC COM 09247X101 4,364 24,484 SH Sole 24,484 BLOCK H & R INC COM 093671105 1,024 62,692 SH Sole 74,492 BMC SOFTWARE INC COM 055921100 846 25,800 SH Sole 25,800 BOEING CO COM 097023105 23,457 319,793 SH Sole 321,093 BORGWARNER INC COM 099724106 1,020 16,000 SH Sole 29,350 BOSTON PROPERTIES INC COM 101121101 11,511 115,573 SH Sole 681,751 BOSTON SCIENTIFIC CORP COM 101137107 1,986 371,853 SH Sole 371,853 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 723 76,100 SH Sole 134,280 BRE PROPERTIES INC CL A 05564E106 2,115 41,890 SH Sole 1,598,140 BRISTOL MYERS SQUIBB CO COM 110122108 24,466 694,275 SH Sole 802,175 BROADCOM CORP CL A 111320107 3,449 117,470 SH Sole 133,150 BROWN FORMAN CORP CL B 115637209 1,304 16,200 SH Sole 16,300 BUNGE LIMITED COM G16962105 2,638 46,112 SH Sole 46,112 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,215 31,748 SH Sole 32,248 CA INC COM 12673P105 1,715 84,821 SH Sole 84,821 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 926 65,089 SH Sole 65,089 CABOT OIL & GAS CORP COM 127097103 1,214 16,000 SH Sole 20,500 CADENCE DESIGN SYSTEM INC COM 127387108 832 80,000 SH Sole 80,000 CALPINE CORP COM NEW 131347304 1,568 96,000 SH Sole 104,500 CAMDEN PPTY TR SH BEN INT 133131102 2,434 39,110 SH Sole 372,539 CAMERON INTERNATIONAL CORP COM 13342B105 2,371 48,200 SH Sole 80,100 CAMPBELL SOUP CO COM 134429109 1,725 51,902 SH Sole 51,902 CAMPUS CREST CMNTYS INC COM 13466Y105 176 17,500 SH Sole 17,500 CANADIAN NAT RES LTD COM 136385101 52 1,400 SH Sole 1,400 CAPITAL ONE FINL CORP COM 14040H105 9,270 219,194 SH Sole 219,794 CAPLEASE INC COM 140288101 159 39,300 SH Sole 39,300 CARDINAL HEALTH INC COM 14149Y108 5,510 135,679 SH Sole 144,979 CAREFUSION CORP COM 14170T101 1,620 63,739 SH Sole 69,239 CARIBOU COFFEE INC COM 142042209 558 40,000 SH Sole 40,000 CARMAX INC COM 143130102 1,030 33,800 SH Sole 84,000 CARNIVAL CORP PAIRED CTF 143658300 9,507 291,263 SH Sole 333,763 CATERPILLAR INC DEL COM 149123101 13,649 150,654 SH Sole 157,254 CBL & ASSOC PPTYS INC COM 124830100 1,292 82,300 SH Sole 82,300 CBRE GROUP INC CL A 12504L109 636 41,800 SH Sole 112,760 CBS CORP NEW CL B 124857202 4,331 159,575 SH Sole 181,975 CEDAR SHOPPING CTRS INC COM NEW 150602209 122 28,300 SH Sole 28,300 CELANESE CORP DEL COM SER A 150870103 1,062 24,000 SH Sole 98,700 CELGENE CORP COM 151020104 6,460 95,566 SH Sole 181,412 CENTERPOINT ENERGY INC COM 15189T107 1,987 98,929 SH Sole 106,329 CENTURYLINK INC COM 156700106 18,835 506,311 SH Sole 508,561 CERNER CORP COM 156782104 1,378 22,500 SH Sole 112,540 CF INDS HLDGS INC COM 125269100 1,580 10,900 SH Sole 11,500 CHART INDS INC COM PAR $0.01 16115Q308 676 12,500 SH Sole 12,500 CHATHAM LODGING TR COM 16208T102 86 8,000 SH Sole 8,000 CHECK POINT SOFTWARE TECH LT ORD M22465104 830 15,800 SH Sole 28,520 CHESAPEAKE ENERGY CORP COM 165167107 3,464 155,422 SH Sole 163,922 CHESAPEAKE LODGING TR SH BEN INT 165240102 272 17,600 SH Sole 17,600
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ CHEVRON CORP NEW COM 166764100 98,437 925,160 SH Sole 984,120 CHILDRENS PL RETAIL STORES I COM 168905107 531 10,000 SH Sole 10,000 CHIPOTLE MEXICAN GRILL INC COM 169656105 1,554 4,600 SH Sole 5,700 CHUBB CORP COM 171232101 4,879 70,491 SH Sole 70,491 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 599 18,004 SH Sole 18,004 CHURCH & DWIGHT INC COM 171340102 1,213 26,500 SH Sole 47,300 CIGNA CORP COM 125509109 3,115 74,174 SH Sole 116,614 CIMAREX ENERGY CO COM 171798101 774 12,500 SH Sole 12,800 CINCINNATI FINL CORP COM 172062101 1,276 41,889 SH Sole 41,889 CINTAS CORP COM 172908105 588 16,900 SH Sole 17,600 CISCO SYS INC COM 17275R102 25,711 1,422,046 SH Sole 1,673,041 CIT GROUP INC COM NEW 125581801 1,489 42,700 SH Sole 42,700 CITIGROUP INC COM NEW 172967424 37,770 1,435,594 SH Sole 1,575,484 CITRIX SYS INC COM 177376100 7,581 124,850 SH Sole 133,770 CLIFFS NATURAL RESOURCES INC COM 18683K101 1,334 21,400 SH Sole 38,500 CLOROX CO DEL COM 189054109 1,915 28,765 SH Sole 28,765 CME GROUP INC COM 12572Q105 3,140 12,886 SH Sole 12,886 CNA FINL CORP COM 126117100 808 30,197 SH Sole 30,197 COACH INC COM 189754104 2,698 44,200 SH Sole 116,313 COCA COLA CO COM 191216100 69,560 994,146 SH Sole 1,026,676 COCA COLA ENTERPRISES INC NE COM 19122T109 2,454 95,201 SH Sole 132,641 COGDELL SPENCER INC COM 19238U107 129 30,300 SH Sole 30,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 7,019 109,150 SH Sole 111,750 COLGATE PALMOLIVE CO COM 194162103 9,804 106,113 SH Sole 107,713 COLONIAL PPTYS TR COM SH BEN INT 195872106 1,016 48,700 SH Sole 48,700 COMCAST CORP NEW CL A SPL 20030N200 2,314 98,200 SH Sole 108,100 COMCAST CORP NEW CL A 20030N101 13,318 561,689 SH Sole 568,789 COMERICA INC COM 200340107 1,440 55,809 SH Sole 55,809 COMMONWEALTH REIT COM SH BEN INT 203233101 787 47,300 SH Sole 128,100 COMMUNITY HEALTH SYS INC NEW COM 203668108 341 19,515 SH Sole 19,515 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 3,894 107,900 SH Sole 107,900 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 19 300 SH Sole 300 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 169 4,400 SH Sole 4,400 COMPUTER SCIENCES CORP COM 205363104 1,172 49,443 SH Sole 49,443 CONAGRA FOODS INC COM 205887102 2,800 106,072 SH Sole 113,572 CONCHO RES INC COM 20605P101 1,407 15,010 SH Sole 15,210 CONOCOPHILLIPS COM 20825C104 29,584 405,990 SH Sole 442,690 CONSOL ENERGY INC COM 20854P109 1,292 35,200 SH Sole 70,700 CONSOLIDATED EDISON INC COM 209115104 15,376 247,884 SH Sole 251,284 CONSTELLATION BRANDS INC CL A 21036P108 989 47,836 SH Sole 47,836 CONSTELLATION ENERGY GROUP I COM 210371100 2,431 61,269 SH Sole 67,869 CONTINENTAL RESOURCES INC COM 212015101 434 6,500 SH Sole 6,500 COOPER INDUSTRIES PLC SHS G24140108 1,902 35,125 SH Sole 35,125 COPA HOLDINGS SA CL A P31076105 141 2,400 SH Sole 2,400 CORE LABORATORIES N V COM N22717107 1,914 16,800 SH Sole 16,800 CORESITE RLTY CORP COM 21870Q105 200 11,200 SH Sole 11,200 CORN PRODS INTL INC COM 219023108 131 2,500 SH Sole 2,500 CORNING INC COM 219350105 4,403 339,186 SH Sole 339,186 CORPBANCA SPONSORED ADR 21987A209 27 1,366 SH Sole 1,366 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 878 41,320 SH Sole 93,291 COSAN LTD SHS A G25343107 277 25,300 SH Sole 26,818
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ COSTCO WHSL CORP NEW COM 22160K105 10,432 125,200 SH Sole 150,840 COUSINS PPTYS INC COM 222795106 361 56,300 SH Sole 685,890 COVANCE INC COM 222816100 403 8,810 SH Sole 10,210 COVENTRY HEALTH CARE INC COM 222862104 1,609 52,968 SH Sole 60,468 COVIDIEN PLC SHS G2554F113 4,261 94,658 SH Sole 107,158 CREDICORP LTD COM G2519Y108 898 8,200 SH Sole 8,200 CREDICORP LTD COM G2519Y108 230 2,100 SH Sole 2,100 CREE INC COM 225447101 372 16,900 SH Sole 38,373 CRESUD S A C I F Y A SPONSORED ADR 226406106 24 2,100 SH Sole 2,100 CROWN CASTLE INTL CORP COM 228227104 1,891 42,200 SH Sole 42,200 CROWN HOLDINGS INC COM 228368106 836 24,900 SH Sole 32,300 CSX CORP COM 126408103 4,962 235,621 SH Sole 380,091 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 12 500 SH Sole 500 CUBESMART COM 229663109 746 70,100 SH Sole 70,100 CUMMINS INC COM 231021106 3,144 35,720 SH Sole 35,720 CVS CAREMARK CORPORATION COM 126650100 13,978 342,771 SH Sole 411,971 CYPRESS SEMICONDUCTOR CORP COM 232806109 394 23,300 SH Sole 23,300 D R HORTON INC COM 23331A109 1,176 93,272 SH Sole 93,272 DANAHER CORP DEL COM 235851102 5,184 110,204 SH Sole 477,961 DARDEN RESTAURANTS INC COM 237194105 11,963 262,462 SH Sole 263,062 DAVITA INC COM 23918K108 1,471 19,406 SH Sole 20,006 DCT INDUSTRIAL TRUST INC COM 233153105 706 137,900 SH Sole 137,900 DDR CORP COM 23317H102 1,480 121,600 SH Sole 1,915,889 DEERE & CO COM 244199105 6,351 82,104 SH Sole 83,504 DELL INC COM 24702R101 7,319 500,303 SH Sole 616,903 DELTA AIR LINES INC DEL COM NEW 247361702 1,169 144,486 SH Sole 145,350 DENBURY RES INC COM NEW 247916208 920 60,900 SH Sole 60,900 DENTSPLY INTL INC NEW COM 249030107 759 21,700 SH Sole 26,300 DEVON ENERGY CORP NEW COM 25179M103 5,656 91,228 SH Sole 144,928 DEVRY INC DEL COM 251893103 333 8,647 SH Sole 8,647 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,123 20,325 SH Sole 20,325 DIAMONDROCK HOSPITALITY CO COM 252784301 927 96,200 SH Sole 1,356,324 DIGITAL RLTY TR INC COM 253868103 4,877 73,150 SH Sole 73,650 DIRECTV COM CL A 25490A101 6,489 151,746 SH Sole 186,468 DISCOVER FINL SVCS COM 254709108 3,208 133,647 SH Sole 160,847 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,467 35,800 SH Sole 35,800 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 694 18,400 SH Sole 18,400 DISH NETWORK CORP CL A 25470M109 2,006 70,452 SH Sole 77,552 DISNEY WALT CO COM DISNEY 254687106 22,635 603,613 SH Sole 670,213 DOLBY LABORATORIES INC COM 25659T107 253 8,300 SH Sole 8,300 DOLLAR GEN CORP NEW COM 256677105 1,238 30,100 SH Sole 32,200 DOLLAR TREE INC COM 256746108 4,858 58,450 SH Sole 61,250 DOMINION RES INC VA NEW COM 25746U109 7,344 138,354 SH Sole 144,954 DONNELLEY R R & SONS CO COM 257867101 1,143 79,179 SH Sole 79,179 DOUGLAS EMMETT INC COM 25960P109 1,279 70,100 SH Sole 767,104 DOVER CORP COM 260003108 2,355 40,574 SH Sole 40,574 DOW CHEM CO COM 260543103 16,116 560,366 SH Sole 561,166 DR PEPPER SNAPPLE GROUP INC COM 26138E109 30,384 769,615 SH Sole 771,015 DR REDDYS LABS LTD ADR 256135203 283 9,600 SH Sole 9,600 DTE ENERGY CO COM 233331107 2,616 48,052 SH Sole 49,452 DU PONT E I DE NEMOURS & CO COM 263534109 32,388 707,463 SH Sole 752,643
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ DUKE ENERGY CORP NEW COM 26441C105 26,397 1,199,854 SH Sole 1,199,854 DUKE REALTY CORP COM NEW 264411505 2,632 218,401 SH Sole 1,145,951 DUN & BRADSTREET CORP DEL NE COM 26483E100 5,877 78,538 SH Sole 78,538 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 858 35,420 SH Sole 45,198 E M C CORP MASS COM 268648102 8,798 408,429 SH Sole 1,470,029 EASTGROUP PPTY INC COM 277276101 654 15,050 SH Sole 15,050 EASTMAN CHEM CO COM 277432100 1,534 39,266 SH Sole 43,566 EATON CORP COM 278058102 3,459 79,452 SH Sole 192,905 EATON VANCE CORP COM NON VTG 278265103 378 16,000 SH Sole 16,000 EBAY INC COM 278642103 7,527 248,173 SH Sole 557,573 ECOLAB INC COM 278865100 3,049 52,737 SH Sole 85,247 ECOPETROL S A SPONSORED ADS 279158109 1,189 26,700 SH Sole 26,700 EDISON INTL COM 281020107 3,941 95,188 SH Sole 95,188 EDUCATION RLTY TR INC COM 28140H104 513 50,100 SH Sole 50,100 EDWARDS LIFESCIENCES CORP COM 28176E108 5,271 74,550 SH Sole 75,950 EL PASO CORP COM 28336L109 4,484 168,778 SH Sole 189,078 ELBIT SYS LTD ORD M3760D101 451 11,100 SH Sole 11,100 ELECTRONIC ARTS INC COM 285512109 1,044 50,700 SH Sole 367,400 ELIZABETH ARDEN INC COM 28660G106 926 25,000 SH Sole 25,000 EMERSON ELEC CO COM 291011104 25,271 542,419 SH Sole 542,419 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 191 4,300 SH Sole 4,300 ENERGEN CORP COM 29265N108 555 11,100 SH Sole 14,200 ENERGIZER HLDGS INC COM 29266R108 821 10,600 SH Sole 10,600 ENERSIS S A SPONSORED ADR 29274F104 303 17,200 SH Sole 59,657 ENSCO PLC SPONSORED ADR 29358Q109 250 5,329 SH Sole 75,409 ENTERGY CORP NEW COM 29364G103 3,912 53,548 SH Sole 53,548 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 1,132 25,900 SH Sole 357,600 EOG RES INC COM 26875P101 10,346 105,026 SH Sole 105,026 EQT CORP COM 26884L109 1,107 20,200 SH Sole 24,000 EQUIFAX INC COM 294429105 690 17,800 SH Sole 17,800 EQUINIX INC COM NEW 29444U502 1,014 10,000 SH Sole 10,000 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,493 22,390 SH Sole 103,640 EQUITY ONE COM 294752100 559 32,900 SH Sole 597,764 EQUITY RESIDENTIAL SH BEN INT 29476L107 13,011 228,149 SH Sole 1,133,140 ERIE INDTY CO CL A 29530P102 977 12,500 SH Sole 12,500 ESSEX PPTY TR INC COM 297178105 2,632 18,730 SH Sole 126,283 EVEREST RE GROUP LTD COM G3223R108 1,108 13,182 SH Sole 13,182 EXCEL TR INC COM 30068C109 212 17,700 SH Sole 17,700 EXELIS INC COM 30162A108 99 10,982 SH Sole 43,677 EXELON CORPORATION COM 30161N101 16,507 380,620 SH Sole 381,120 EXPEDIA INC DEL COM NEW 30212P303 418 14,400 SH Sole 221,282 EXPEDITORS INTL WASH INC COM 302130109 1,315 32,100 SH Sole 58,370 EXPRESS SCRIPTS INC COM 302182100 11,231 251,307 SH Sole 280,037 EXTRA SPACE STORAGE INC COM 30225T102 1,279 52,800 SH Sole 357,880 EXXON MOBIL CORP COM 30231G102 138,264 1,631,238 SH Sole 1,660,938 F M C CORP COM NEW 302491303 921 10,700 SH Sole 10,700 F5 NETWORKS INC COM 315616102 2,169 20,440 SH Sole 177,470 FAMILY DLR STORES INC COM 307000109 1,379 23,913 SH Sole 23,913 FASTENAL CO COM 311900104 1,832 42,000 SH Sole 47,500 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 4,020 44,300 SH Sole 276,749 FEDEX CORP COM 31428X106 6,547 78,395 SH Sole 78,395
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ FELCOR LODGING TR INC COM 31430F101 216 70,700 SH Sole 70,700 FIDELITY NATIONAL FINANCIAL CL A 31620R105 911 57,177 SH Sole 68,677 FIDELITY NATL INFORMATION SV COM 31620M106 1,579 59,387 SH Sole 62,687 FIFTH THIRD BANCORP COM 316773100 8,203 644,908 SH Sole 729,308 FINISAR CORP COM NEW 31787A507 1,415 84,500 SH Sole 84,500 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 497 48,600 SH Sole 426,100 FIRST POTOMAC RLTY TR COM 33610F109 363 27,800 SH Sole 49,185 FIRST SOLAR INC COM 336433107 403 11,950 SH Sole 15,986 FIRSTENERGY CORP COM 337932107 4,555 102,821 SH Sole 130,821 FISERV INC COM 337738108 1,753 29,848 SH Sole 69,748 FLEXTRONICS INTL LTD ORD Y2573F102 1,471 259,933 SH Sole 259,933 FLIR SYS INC COM 302445101 612 24,400 SH Sole 26,200 FLOWSERVE CORP COM 34354P105 832 8,380 SH Sole 45,212 FLUOR CORP NEW COM 343412102 1,879 37,393 SH Sole 51,183 FMC TECHNOLOGIES INC COM 30249U101 1,844 35,300 SH Sole 35,300 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 77 1,100 SH Sole 55,100 FORD MTR CO DEL COM PAR $0.01 345370860 10,851 1,008,488 SH Sole 1,008,488 FOREST LABS INC COM 345838106 1,724 56,969 SH Sole 56,969 FORTINET INC COM 34959E109 872 40,000 SH Sole 40,000 FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 284 16,654 SH Sole 16,654 FOSSIL INC COM 349882100 675 8,510 SH Sole 10,410 FRANKLIN RES INC COM 354613101 7,007 72,942 SH Sole 72,942 FRANKLIN STREET PPTYS CORP COM 35471R106 399 40,100 SH Sole 40,100 FREEPORT-MCMORAN COPPER & GO COM 35671D857 15,446 419,840 SH Sole 481,640 FRESH MKT INC COM 35804H106 798 20,000 SH Sole 20,000 FRONTIER COMMUNICATIONS CORP COM 35906A108 1,502 291,697 SH Sole 291,697 GALLAGHER ARTHUR J & CO COM 363576109 10,313 308,400 SH Sole 308,400 GAMESTOP CORP NEW CL A 36467W109 1,057 43,800 SH Sole 48,100 GANNETT INC COM 364730101 630 47,138 SH Sole 47,138 GAP INC DEL COM 364760108 2,149 115,876 SH Sole 115,876 GARMIN LTD SHS H2906T109 2,026 50,900 SH Sole 50,900 GENERAL DYNAMICS CORP COM 369550108 10,470 157,657 SH Sole 157,657 GENERAL ELECTRIC CO COM 369604103 55,419 3,094,282 SH Sole 3,270,082 GENERAL GROWTH PPTYS INC NEW COM 370023103 6,567 437,250 SH Sole 1,728,414 GENERAL MLS INC COM 370334104 5,650 139,824 SH Sole 139,824 GENERAL MTRS CO COM 37045V100 7,060 348,300 SH Sole 349,400 GENUINE PARTS CO COM 372460105 11,500 187,913 SH Sole 188,113 GENWORTH FINL INC COM CL A 37247D106 1,121 171,155 SH Sole 171,155 GETTY RLTY CORP NEW COM 374297109 211 15,100 SH Sole 15,100 GILEAD SCIENCES INC COM 375558103 5,876 143,565 SH Sole 316,423 GLADSTONE COML CORP COM 376536108 107 6,100 SH Sole 6,100 GLIMCHER RLTY TR SH BEN INT 379302102 546 59,300 SH Sole 1,538,400 GOLAR LNG LTD BERMUDA SHS G9456A100 889 20,000 SH Sole 20,000 GOLDMAN SACHS GROUP INC COM 38141G104 16,426 181,647 SH Sole 240,747 GOODRICH CORP COM 382388106 3,033 24,519 SH Sole 24,619 GOODYEAR TIRE & RUBR CO COM 382550101 1,327 93,668 SH Sole 223,168 GOOGLE INC CL A 38259P508 44,594 69,041 SH Sole 87,516 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 432 19,170 SH Sole 19,170 GRAINGER W W INC COM 384802104 2,342 12,513 SH Sole 12,613 GREEN MTN COFFEE ROASTERS IN COM 393122106 915 20,400 SH Sole 25,200 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 10 1,700 SH Sole 1,700
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ HAIN CELESTIAL GROUP INC COM 405217100 550 15,000 SH Sole 15,000 HALLIBURTON CO COM 406216101 6,423 186,132 SH Sole 194,932 HANSEN NAT CORP COM 411310105 1,044 11,330 SH Sole 26,550 HARLEY DAVIDSON INC COM 412822108 2,114 54,382 SH Sole 54,382 HARRIS CORP DEL COM 413875105 642 17,800 SH Sole 60,100 HARTFORD FINL SVCS GROUP INC COM 416515104 2,333 143,557 SH Sole 165,157 HASBRO INC COM 418056107 555 17,400 SH Sole 85,700 HCA HOLDINGS INC COM 40412C101 738 33,500 SH Sole 34,000 HCP INC COM 40414L109 12,588 303,833 SH Sole 1,124,133 HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,925 111,300 SH Sole 111,300 HEALTH CARE REIT INC COM 42217K106 7,732 141,790 SH Sole 910,143 HEALTHCARE RLTY TR COM 421946104 801 43,100 SH Sole 43,100 HEINZ H J CO COM 423074103 16,349 302,528 SH Sole 302,928 HELMERICH & PAYNE INC COM 423452101 969 16,600 SH Sole 21,400 HERBALIFE LTD COM USD SHS G4412G101 951 18,400 SH Sole 19,300 HERSHA HOSPITALITY TR SH BEN INT A 427825104 418 85,600 SH Sole 85,600 HERSHEY CO COM 427866108 2,576 41,690 SH Sole 44,890 HERTZ GLOBAL HOLDINGS INC COM 42805T105 564 48,100 SH Sole 146,700 HESS CORP COM 42809H107 4,692 82,598 SH Sole 82,598 HEWLETT PACKARD CO COM 428236103 16,176 627,957 SH Sole 627,957 HIBBETT SPORTS INC COM 428567101 678 15,000 SH Sole 15,000 HIGHWOODS PPTYS INC COM 431284108 1,169 39,400 SH Sole 1,868,600 HOLLYFRONTIER CORP COM 436106108 709 30,300 SH Sole 42,200 HOLOGIC INC COM 436440101 696 39,750 SH Sole 43,650 HOME DEPOT INC COM 437076102 33,705 801,726 SH Sole 802,726 HOME PROPERTIES INC COM 437306103 1,554 27,000 SH Sole 44,957 HONEYWELL INTL INC COM 438516106 8,777 161,492 SH Sole 166,492 HORMEL FOODS CORP COM 440452100 1,333 45,522 SH Sole 52,122 HOSPIRA INC COM 441060100 972 32,000 SH Sole 54,020 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,015 87,666 SH Sole 87,666 HOST HOTELS & RESORTS INC COM 44107P104 8,033 543,901 SH Sole 2,955,607 HUDSON CITY BANCORP COM 443683107 646 103,386 SH Sole 103,386 HUDSON PAC PPTYS INC COM 444097109 137 9,700 SH Sole 16,516 HUMANA INC COM 444859102 4,477 51,097 SH Sole 55,297 HUNT J B TRANS SVCS INC COM 445658107 685 15,200 SH Sole 15,200 HUNTINGTON BANCSHARES INC COM 446150104 402 73,152 SH Sole 308,452 HUNTINGTON INGALLS INDS INC COM 446413106 412 13,175 SH Sole 13,175 IAC INTERACTIVECORP COM PAR $.001 44919P508 2,485 58,334 SH Sole 58,334 ICICI BK LTD ADR 45104G104 459 17,350 SH Sole 8,200 9,150 IHS INC CL A 451734107 586 6,800 SH Sole 7,200 ILLINOIS TOOL WKS INC COM 452308109 10,532 225,488 SH Sole 225,488 ILLUMINA INC COM 452327109 555 18,200 SH Sole 67,900 INFOSYS LTD SPONSORED ADR 456788108 745 14,500 SH Sole 8,000 6,500 INGERSOLL-RAND PLC SHS G47791101 8,182 268,542 SH Sole 268,542 INLAND REAL ESTATE CORP COM NEW 457461200 333 43,700 SH Sole 43,700 INTEGRYS ENERGY GROUP INC COM 45822P105 1,257 23,200 SH Sole 23,200 INTEL CORP SDCV 2.950%12/1 458140AD2 5,371 5,134,000 PRN Sole 5,134,000 INTEL CORP COM 458140100 40,793 1,682,179 SH Sole 2,001,749 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,286 10,670 SH Sole 21,510 INTERNATIONAL BUSINESS MACHS COM 459200101 44,964 244,527 SH Sole 264,927 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 587 11,200 SH Sole 16,000
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ INTERNATIONAL GAME TECHNOLOG COM 459902102 1,057 61,439 SH Sole 61,439 INTERPUBLIC GROUP COS INC COM 460690100 1,141 117,300 SH Sole 117,300 INTL PAPER CO COM 460146103 3,783 127,814 SH Sole 127,814 INTUIT COM 461202103 2,752 52,325 SH Sole 304,140 INTUITIVE SURGICAL INC COM NEW 46120E602 4,084 8,820 SH Sole 10,020 INVESCO LTD SHS G491BT108 1,884 93,791 SH Sole 307,451 INVESTORS REAL ESTATE TR SH BEN INT 461730103 325 44,600 SH Sole 44,600 IRON MTN INC COM 462846106 881 28,600 SH Sole 36,400 ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R107 66 2,000 SH Sole 2,000 ISHARES TR S&P GL INDUSTR 464288729 482 10,000 SH Sole 10,000 ISHARES TR S&P GL CONSUME 464288745 320 6,400 SH Sole 6,400 ISHARES TR S&P GBL HLTHCR 464287325 241 4,300 SH Sole 4,300 ISHARES TR S&P GBL INF 464287291 59 1,000 SH Sole 1,000 ISHARES TR S&P GBL TELCM 464287275 251 4,500 SH Sole 4,500 ISHARES TR S&P GLB MTRLS 464288695 383 6,700 SH Sole 6,700 ISHARES TR MSCI PERU CAP 464289842 177 4,600 SH Sole 4,600 ITT CORP NEW COM NEW 450911201 106 5,491 SH Sole 21,838 JABIL CIRCUIT INC COM 466313103 503 25,603 SH Sole 25,603 JACOBS ENGR GROUP INC DEL COM 469814107 1,178 29,039 SH Sole 29,039 JOHNSON & JOHNSON COM 478160104 82,869 1,263,626 SH Sole 1,265,426 JOHNSON CTLS INC COM 478366107 5,040 161,217 SH Sole 161,217 JOY GLOBAL INC COM 481165108 1,200 16,000 SH Sole 37,030 JPMORGAN CHASE & CO COM 46625H100 53,844 1,619,359 SH Sole 1,782,219 JUNIPER NETWORKS INC COM 48203R104 2,091 102,436 SH Sole 491,681 KANSAS CITY SOUTHERN COM NEW 485170302 1,149 16,900 SH Sole 17,400 KBR INC COM 48242W106 1,056 37,903 SH Sole 41,803 KELLOGG CO COM 487836108 3,110 61,495 SH Sole 62,995 KEYCORP NEW COM 493267108 1,924 250,240 SH Sole 250,240 KILROY RLTY CORP COM 49427F108 1,232 32,370 SH Sole 329,370 KIMBERLY CLARK CORP COM 494368103 7,145 97,125 SH Sole 97,125 KIMCO RLTY CORP COM 49446R109 5,327 327,998 SH Sole 1,017,026 KINDER MORGAN INC DEL COM 49456B101 685 21,300 SH Sole 21,300 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,345 17,135 SH Sole 17,135 KITE RLTY GROUP TR COM 49803T102 165 36,600 SH Sole 36,600 KLA-TENCOR CORP COM 482480100 5,802 120,258 SH Sole 120,258 KOHLS CORP COM 500255104 3,485 70,608 SH Sole 70,608 KRAFT FOODS INC CL A 50075N104 15,634 418,462 SH Sole 558,072 KROGER CO COM 501044101 5,270 217,595 SH Sole 227,995 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,733 25,997 SH Sole 29,697 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,813 21,085 SH Sole 24,985 LAM RESEARCH CORP COM 512807108 820 22,141 SH Sole 22,141 LAN AIRLINES S A SPONSORED ADR 501723100 70 3,000 SH Sole 3,000 LAS VEGAS SANDS CORP COM 517834107 3,017 70,600 SH Sole 155,400 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,126 46,500 SH Sole 78,084 LAUDER ESTEE COS INC CL A 518439104 3,011 26,809 SH Sole 73,497 LAZARD LTD SHS A G54050102 2,487 95,263 SH Sole 95,263 LEGG MASON INC COM 524901105 1,014 42,144 SH Sole 42,144 LEGGETT & PLATT INC COM 524660107 862 37,396 SH Sole 37,396 LENDER PROCESSING SVCS INC COM 52602E102 62 4,100 SH Sole 4,100 LENNAR CORP CL A 526057104 734 37,340 SH Sole 37,340 LEUCADIA NATL CORP COM 527288104 735 32,300 SH Sole 42,800
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 403 23,733 SH Sole 30,159 LEXINGTON REALTY TRUST COM 529043101 576 76,900 SH Sole 76,900 LIBERTY GLOBAL INC COM SER A 530555101 2,520 61,408 SH Sole 62,008 LIBERTY GLOBAL INC COM SER C 530555309 680 17,200 SH Sole 18,800 LIBERTY MEDIA CORP - LIBER-A LIB CAP COM A 530322106 1,311 16,800 SH Sole 17,300 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 2,206 136,072 SH Sole 136,072 LIBERTY PPTY TR SH BEN INT 531172104 2,818 91,251 SH Sole 3,027,591 LIFE TECHNOLOGIES CORP COM 53217V109 1,376 35,357 SH Sole 106,160 LILLY ELI & CO COM 532457108 11,585 278,758 SH Sole 460,958 LIMITED BRANDS INC COM 532716107 2,631 65,197 SH Sole 106,667 LINCOLN NATL CORP IND COM 534187109 1,742 89,699 SH Sole 89,699 LINEAR TECHNOLOGY CORP COM 535678106 2,693 89,679 SH Sole 89,679 LOCKHEED MARTIN CORP COM 539830109 17,582 217,329 SH Sole 219,929 LOEWS CORP COM 540424108 3,390 90,050 SH Sole 122,650 LORILLARD INC COM 544147101 10,626 93,209 SH Sole 145,109 LOWES COS INC COM 548661107 8,175 322,101 SH Sole 385,901 LSI CORPORATION COM 502161102 1,007 169,208 SH Sole 169,208 LTC PPTYS INC COM 502175102 515 16,700 SH Sole 16,700 LULULEMON ATHLETICA INC COM 550021109 1,353 29,000 SH Sole 34,200 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,908 89,500 SH Sole 102,613 M & T BK CORP COM 55261F104 11,412 149,495 SH Sole 149,495 MACERICH CO COM 554382101 4,672 92,340 SH Sole 2,266,216 MACK CALI RLTY CORP COM 554489104 1,302 48,800 SH Sole 48,800 MACYS INC COM 55616P104 4,265 132,546 SH Sole 173,516 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 361 15,000 SH Sole 15,000 MANPOWERGROUP INC COM 56418H100 5,353 149,730 SH Sole 149,730 MARATHON OIL CORP COM 565849106 6,161 210,504 SH Sole 223,004 MARATHON PETE CORP COM 56585A102 3,226 96,902 SH Sole 106,352 MARRIOTT INTL INC NEW CL A 571903202 1,863 63,871 SH Sole 131,371 MARRIOTT VACATIONS WORLD COM 57164Y107 37 2,176 SH Sole 2,176 MARSH & MCLENNAN COS INC COM 571748102 3,611 114,204 SH Sole 122,904 MARTIN MARIETTA MATLS INC COM 573284106 490 6,500 SH Sole 6,500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,045 147,672 SH Sole 1,426,232 MASCO CORP COM 574599106 1,143 109,106 SH Sole 310,006 MASTERCARD INC CL A 57636Q104 6,685 17,931 SH Sole 26,931 MATTEL INC COM 577081102 7,330 264,037 SH Sole 264,037 MAXIM INTEGRATED PRODS INC COM 57772K101 2,830 108,678 SH Sole 220,778 MCCORMICK & CO INC COM NON VTG 579780206 1,150 22,800 SH Sole 27,900 MCDERMOTT INTL INC COM 580037109 132 11,500 SH Sole 11,500 MCDONALDS CORP COM 580135101 37,516 373,929 SH Sole 389,999 MCGRAW HILL COS INC COM 580645109 3,359 74,695 SH Sole 79,595 MCKESSON CORP COM 58155Q103 6,618 84,948 SH Sole 134,938 MDU RES GROUP INC COM 552690109 960 44,725 SH Sole 44,725 MEAD JOHNSON NUTRITION CO COM 582839106 2,117 30,800 SH Sole 31,300 MEADWESTVACO CORP COM 583334107 1,537 51,309 SH Sole 56,309 MECHEL OAO SPONSORED ADR 583840103 120 14,100 SH Sole 14,100 MEDCO HEALTH SOLUTIONS INC COM 58405U102 10,091 180,519 SH Sole 180,519 MEDICAL PPTYS TRUST INC COM 58463J304 608 61,600 SH Sole 195,500 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 4,744 4,685,000 PRN Sole 4,685,000 MEDTRONIC INC COM 585055106 8,987 234,953 SH Sole 237,953 MERCADOLIBRE INC COM 58733R102 40 500 SH Sole 500
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ MERCK & CO INC NEW COM 58933Y105 79,745 2,115,262 SH Sole 2,233,825 METLIFE INC COM 59156R108 18,656 598,339 SH Sole 639,419 METROPCS COMMUNICATIONS INC COM 591708102 307 35,400 SH Sole 46,700 MGM RESORTS INTERNATIONAL COM 552953101 1,105 105,918 SH Sole 105,918 MICROCHIP TECHNOLOGY INC COM 595017104 21,261 580,415 SH Sole 815,915 MICRON TECHNOLOGY INC COM 595112103 3,297 524,224 SH Sole 524,224 MICROSOFT CORP COM 594918104 60,872 2,344,840 SH Sole 3,050,130 MID-AMER APT CMNTYS INC COM 59522J103 1,338 21,390 SH Sole 125,590 MISSION WEST PPTYS INC COM 605203108 87 9,700 SH Sole 9,700 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,603 109,200 SH Sole 174,900 MOHAWK INDS INC COM 608190104 1,311 21,910 SH Sole 21,910 MOLEX INC COM 608554101 5,805 243,300 SH Sole 243,300 MOLSON COORS BREWING CO CL B 60871R209 1,602 36,795 SH Sole 36,795 MONMOUTH REAL ESTATE INVT CO CL A 609720107 199 21,800 SH Sole 21,800 MONSANTO CO NEW COM 61166W101 8,982 128,182 SH Sole 146,272 MOODYS CORP COM 615369105 1,061 31,500 SH Sole 40,900 MORGAN STANLEY COM NEW 617446448 8,177 540,437 SH Sole 540,437 MOSAIC CO NEW COM 61945C103 2,888 57,272 SH Sole 57,272 MOTOROLA MOBILITY HLDGS INC COM 620097105 3,198 82,422 SH Sole 82,422 MOTOROLA SOLUTIONS INC COM NEW 620076307 4,344 93,839 SH Sole 95,324 MPG OFFICE TR INC COM 553274101 37 18,800 SH Sole 18,800 MURPHY OIL CORP COM 626717102 2,720 48,794 SH Sole 48,794 MYLAN INC COM 628530107 2,034 94,800 SH Sole 165,597 NABORS INDUSTRIES LTD SHS G6359F103 1,461 84,267 SH Sole 87,467 NASDAQ OMX GROUP INC COM 631103108 893 36,433 SH Sole 36,433 NATIONAL HEALTH INVS INC COM 63633D104 676 15,370 SH Sole 15,370 NATIONAL INSTRS CORP COM 636518102 6,652 256,350 SH Sole 256,350 NATIONAL OILWELL VARCO INC COM 637071101 8,167 120,115 SH Sole 128,115 NATIONAL RETAIL PROPERTIES I COM 637417106 1,533 58,100 SH Sole 58,100 NETAPP INC COM 64110D104 7,602 209,600 SH Sole 533,500 NETFLIX INC COM 64110L106 578 8,340 SH Sole 95,385 NEW YORK CMNTY BANCORP INC COM 649445103 1,174 94,931 SH Sole 94,931 NEWELL RUBBERMAID INC COM 651229106 1,458 90,299 SH Sole 149,799 NEWFIELD EXPL CO COM 651290108 1,236 32,759 SH Sole 77,459 NEWMONT MINING CORP COM 651639106 5,753 95,871 SH Sole 95,871 NEWS CORP CL B 65248E203 1,234 67,900 SH Sole 67,900 NEWS CORP CL A 65248E104 8,279 464,065 SH Sole 464,065 NEXTERA ENERGY INC COM 65339F101 6,534 107,331 SH Sole 196,131 NIELSEN HOLDINGS N V COM N63218106 389 13,100 SH Sole 13,100 NII HLDGS INC CL B NEW 62913F201 784 36,800 SH Sole 36,800 NIKE INC CL B 654106103 6,952 72,141 SH Sole 134,418 NISOURCE INC COM 65473P105 2,175 91,368 SH Sole 169,538 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,653 54,702 SH Sole 91,302 NOBLE ENERGY INC COM 655044105 3,250 34,429 SH Sole 61,359 NORDSTROM INC COM 655664100 2,163 43,504 SH Sole 43,504 NORFOLK SOUTHERN CORP COM 655844108 5,634 77,320 SH Sole 78,220 NORTHEAST UTILS COM 664397106 1,511 41,893 SH Sole 48,893 NORTHERN TR CORP COM 665859104 2,224 56,083 SH Sole 56,083 NORTHROP GRUMMAN CORP COM 666807102 13,793 235,862 SH Sole 237,562 NRG ENERGY INC COM NEW 629377508 1,588 87,627 SH Sole 97,727 NSTAR COM 67019E107 1,222 26,024 SH Sole 30,124
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ NUANCE COMMUNICATIONS INC COM 67020Y100 981 39,000 SH Sole 937,380 NUCOR CORP COM 670346105 25,112 634,627 SH Sole 634,627 NVIDIA CORP COM 67066G104 1,938 139,835 SH Sole 139,835 NVR INC COM 62944T105 21 30 SH Sole 30 NYSE EURONEXT COM 629491101 1,533 58,750 SH Sole 58,750 O REILLY AUTOMOTIVE INC NEW COM 67103H107 2,630 32,900 SH Sole 33,100 OCCIDENTAL PETE CORP DEL COM 674599105 15,568 166,142 SH Sole 245,342 OLD REP INTL CORP COM 680223104 278 29,980 SH Sole 29,980 OMEGA HEALTHCARE INVS INC COM 681936100 1,105 57,100 SH Sole 57,100 OMNICARE INC COM 681904108 965 28,020 SH Sole 30,920 OMNICOM GROUP INC COM 681919106 2,946 66,074 SH Sole 66,574 ON SEMICONDUCTOR CORP COM 682189105 527 68,276 SH Sole 68,276 ONE LIBERTY PPTYS INC COM 682406103 96 5,800 SH Sole 5,800 ONEOK INC NEW COM 682680103 2,471 28,500 SH Sole 32,700 ORACLE CORP COM 68389X105 21,320 831,199 SH Sole 1,038,149 OWENS ILL INC COM NEW 690768403 812 41,917 SH Sole 41,917 PACCAR INC COM 693718108 3,005 80,197 SH Sole 80,197 PALL CORP COM 696429307 920 16,100 SH Sole 174,113 PARKER HANNIFIN CORP COM 701094104 2,728 35,777 SH Sole 36,477 PARKWAY PPTYS INC COM 70159Q104 125 12,700 SH Sole 12,700 PARTNERRE LTD COM G6852T105 1,055 16,435 SH Sole 16,435 PATTERSON COMPANIES INC COM 703395103 393 13,300 SH Sole 13,300 PAYCHEX INC COM 704326107 14,567 483,793 SH Sole 492,393 PEABODY ENERGY CORP COM 704549104 6,613 199,732 SH Sole 199,732 PEBBLEBROOK HOTEL TR COM 70509V100 539 28,100 SH Sole 52,300 PEETS COFFEE & TEA INC COM 705560100 940 15,000 SH Sole 15,000 PENNEY J C INC COM 708160106 2,072 58,954 SH Sole 58,954 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 323 30,900 SH Sole 30,900 PENTAIR INC COM 709631105 444 13,338 SH Sole 177,690 PEOPLES UNITED FINANCIAL INC COM 712704105 6,304 490,597 SH Sole 492,297 PEPCO HOLDINGS INC COM 713291102 1,405 69,208 SH Sole 138,708 PEPSICO INC COM 713448108 28,160 424,415 SH Sole 450,534 PERRIGO CO COM 714290103 2,491 25,600 SH Sole 60,106 PETSMART INC COM 716768106 1,867 36,400 SH Sole 36,600 PFIZER INC COM 717081103 42,872 1,981,159 SH Sole 2,221,560 PG&E CORP COM 69331C108 4,647 112,741 SH Sole 162,741 PHARMASSET INC COM 71715N106 1,332 10,390 SH Sole 10,690 PHILIP MORRIS INTL INC COM 718172109 73,746 939,678 SH Sole 1,002,678 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,641 96,300 SH Sole 96,300 PINNACLE WEST CAP CORP COM 723484101 1,384 28,723 SH Sole 47,923 PIONEER NAT RES CO COM 723787107 1,885 21,067 SH Sole 35,267 PITNEY BOWES INC COM 724479100 1,049 56,603 SH Sole 56,603 PLAINS EXPL& PRODTN CO COM 726505100 1,274 34,700 SH Sole 35,000 PLUM CREEK TIMBER CO INC COM 729251108 1,276 34,908 SH Sole 34,908 PNC FINL SVCS GROUP INC COM 693475105 17,924 310,807 SH Sole 375,867 POLYPORE INTL INC COM 73179V103 172 3,900 SH Sole 15,507 POPULAR INC COM 733174106 100 71,972 SH Sole 71,972 POSCO SPONSORED ADR 693483109 452 5,510 SH Sole 5,510 POST PPTYS INC COM 737464107 1,270 29,050 SH Sole 71,450 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 6,905 257,268 SH Sole 257,268 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 52 1,800 SH Sole 1,800
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 56 3,000 SH Sole 3,000 PPG INDS INC COM 693506107 3,211 38,462 SH Sole 39,662 PPL CORP COM 69351T106 4,065 138,183 SH Sole 140,783 PRAXAIR INC COM 74005P104 6,930 64,823 SH Sole 65,423 PRECISION CASTPARTS CORP COM 740189105 4,418 26,810 SH Sole 42,370 PRICE T ROWE GROUP INC COM 74144T108 2,939 51,603 SH Sole 51,603 PRICELINE COM INC COM NEW 741503403 5,374 11,490 SH Sole 13,410 PRICESMART INC COM 741511109 696 10,000 SH Sole 10,000 PRINCIPAL FINL GROUP INC COM 74251V102 2,065 83,954 SH Sole 83,954 PROCTER & GAMBLE CO COM 742718109 54,347 814,673 SH Sole 820,373 PROGRESS ENERGY INC COM 743263105 4,487 80,093 SH Sole 102,663 PROGRESSIVE CORP OHIO COM 743315103 2,839 145,493 SH Sole 145,493 PROLOGIS INC COM 74340W103 9,955 348,215 SH Sole 2,516,004 PRUDENTIAL FINL INC COM 744320102 6,486 129,413 SH Sole 129,413 PS BUSINESS PKS INC CALIF COM 69360J107 594 10,710 SH Sole 10,710 PUBLIC STORAGE COM 74460D109 14,547 108,190 SH Sole 477,311 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,318 130,820 SH Sole 133,120 PULTE GROUP INC COM 745867101 451 71,404 SH Sole 71,404 QEP RES INC COM 74733V100 968 33,028 SH Sole 34,428 QUALCOMM INC COM 747525103 27,351 500,024 SH Sole 628,759 QUANTA SVCS INC COM 74762E102 694 32,200 SH Sole 32,200 QUEST DIAGNOSTICS INC COM 74834L100 1,854 31,937 SH Sole 33,737 QUESTAR CORP COM 748356102 227 11,428 SH Sole 11,428 RALCORP HLDGS INC NEW COM 751028101 684 8,000 SH Sole 9,600 RALPH LAUREN CORP CL A 751212101 1,388 10,050 SH Sole 43,314 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 218 22,200 SH Sole 22,200 RANDGOLD RES LTD ADR 752344309 20 200 SH Sole 200 RANGE RES CORP COM 75281A109 1,487 24,000 SH Sole 65,280 RAYONIER INC COM 754907103 763 17,100 SH Sole 21,400 RAYTHEON CO COM NEW 755111507 15,625 322,967 SH Sole 322,967 REALTY INCOME CORP COM 756109104 2,551 72,960 SH Sole 72,960 RED HAT INC COM 756577102 1,235 29,900 SH Sole 29,900 REGENCY CTRS CORP COM 758849103 2,425 64,460 SH Sole 1,079,255 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,810 420,900 SH Sole 420,900 RENAISSANCERE HOLDINGS LTD COM G7496G103 558 7,500 SH Sole 7,500 REPUBLIC SVCS INC COM 760759100 11,838 429,700 SH Sole 598,580 RESEARCH IN MOTION LTD COM 760975102 28 1,900 SH Sole 1,900 RETAIL OPPORTUNITY INVTS COR COM 76131N101 320 27,000 SH Sole 27,000 REYNOLDS AMERICAN INC COM 761713106 4,011 96,848 SH Sole 109,648 RLJ LODGING TR COM 74965L101 266 15,780 SH Sole 300,869 ROBERT HALF INTL INC COM 770323103 561 19,700 SH Sole 19,700 ROCK-TENN CO CL A 772739207 635 11,000 SH Sole 11,000 ROCKWELL AUTOMATION INC COM 773903109 2,207 30,081 SH Sole 33,981 ROCKWELL COLLINS INC COM 774341101 1,496 27,010 SH Sole 27,010 ROPER INDS INC NEW COM 776696106 1,242 14,300 SH Sole 122,638 ROSETTA RESOURCES INC COM 777779307 870 20,000 SH Sole 20,000 ROSS STORES INC COM 778296103 3,717 78,200 SH Sole 88,200 ROWAN COS INC COM 779382100 564 18,600 SH Sole 18,600 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,068 43,121 SH Sole 43,121 ROYAL GOLD INC COM 780287108 674 10,000 SH Sole 10,000 RYDER SYS INC COM 783549108 526 9,894 SH Sole 9,894
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ SAFEWAY INC COM NEW 786514208 2,971 141,209 SH Sole 141,209 SAIC INC COM 78390X101 1,182 96,200 SH Sole 98,000 SALESFORCE COM INC COM 79466L302 1,883 18,560 SH Sole 333,125 SANDERSON FARMS INC COM 800013104 752 15,000 SH Sole 15,000 SANDISK CORP COM 80004C101 3,750 76,197 SH Sole 76,197 SARA LEE CORP COM 803111103 3,029 160,090 SH Sole 178,890 SAUL CTRS INC COM 804395101 234 6,600 SH Sole 6,600 SBA COMMUNICATIONS CORP COM 78388J106 1,529 35,600 SH Sole 35,600 SCANA CORP NEW COM 80589M102 1,392 30,890 SH Sole 30,890 SCHEIN HENRY INC COM 806407102 1,337 20,744 SH Sole 24,244 SCHLUMBERGER LTD COM 806857108 17,139 250,903 SH Sole 279,404 SCHWAB CHARLES CORP NEW COM 808513105 2,269 201,492 SH Sole 201,492 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 547 12,900 SH Sole 12,900 SEAGATE TECHNOLOGY PLC SHS G7945M107 2,473 150,765 SH Sole 150,765 SEALED AIR CORP NEW COM 81211K100 420 24,400 SH Sole 24,400 SEARS HLDGS CORP COM 812350106 1,339 42,120 SH Sole 42,120 SEI INVESTMENTS CO COM 784117103 376 21,688 SH Sole 21,688 SEMPRA ENERGY COM 816851109 3,246 59,018 SH Sole 59,018 SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,040 90,900 SH Sole 162,498 SHERWIN WILLIAMS CO COM 824348106 1,788 20,026 SH Sole 20,126 SIGMA ALDRICH CORP COM 826552101 1,174 18,800 SH Sole 18,800 SIMON PPTY GROUP INC NEW COM 828806109 27,392 212,439 SH Sole 1,823,030 SIRIUS XM RADIO INC COM 82967N108 1,075 590,400 SH Sole 711,500 SL GREEN RLTY CORP COM 78440X101 3,144 47,180 SH Sole 502,578 SLM CORP COM 78442P106 1,931 144,097 SH Sole 145,497 SMITHFIELD FOODS INC COM 832248108 881 36,273 SH Sole 36,273 SMUCKER J M CO COM NEW 832696405 2,138 27,347 SH Sole 30,747 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1,002 18,600 SH Sole 18,600 SOURCEFIRE INC COM 83616T108 648 20,000 SH Sole 20,000 SOUTHERN CO COM 842587107 29,306 633,088 SH Sole 633,088 SOUTHERN COPPER CORP COM 84265V105 8,272 274,100 SH Sole 274,100 SOUTHWEST AIRLS CO COM 844741108 947 110,679 SH Sole 110,679 SOUTHWESTERN ENERGY CO COM 845467109 2,022 63,300 SH Sole 106,763 SOVRAN SELF STORAGE INC COM 84610H108 656 15,380 SH Sole 15,380 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 1,365 11,200 SH Sole 11,200 SPDR GOLD TRUST GOLD SHS 78463V107 9,682 63,700 SH Sole 63,700 SPECTRA ENERGY CORP COM 847560109 4,174 135,724 SH Sole 139,024 SPIRIT AIRLS INC COM 848577102 624 40,000 SH Sole 40,000 SPRINT NEXTEL CORP COM SER 1 852061100 3,127 1,336,406 SH Sole 1,365,206 SPX CORP COM 784635104 480 7,960 SH Sole 7,960 ST JUDE MED INC COM 790849103 2,025 59,038 SH Sole 69,438 STAG INDL INC COM 85254J102 89 7,800 SH Sole 171,700 STANLEY BLACK & DECKER INC COM 854502101 2,524 37,337 SH Sole 53,837 STAPLES INC COM 855030102 2,557 184,112 SH Sole 184,112 STARBUCKS CORP COM 855244109 7,795 169,421 SH Sole 169,421 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,861 38,799 SH Sole 65,777 STATE STR CORP COM 857477103 9,168 227,440 SH Sole 227,440 STERICYCLE INC COM 858912108 1,379 17,700 SH Sole 50,520 STRATEGIC HOTELS & RESORTS I COM 86272T106 469 87,400 SH Sole 593,079 STRYKER CORP COM 863667101 2,743 55,178 SH Sole 57,678 SUMMIT HOTEL PPTYS INC COM 866082100 147 15,600 SH Sole 15,600
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ SUN COMMUNITIES INC COM 866674104 439 12,030 SH Sole 12,030 SUNCOR ENERGY INC NEW COM 867224107 591 20,512 SH Sole 20,512 SUNOCO INC COM 86764P109 2,218 54,059 SH Sole 54,059 SUNSTONE HOTEL INVS INC NEW COM 867892101 540 66,300 SH Sole 66,300 SUNTRUST BKS INC COM 867914103 3,025 170,929 SH Sole 225,329 SUPERVALU INC COM 868536103 1,478 181,990 SH Sole 181,990 SYMANTEC CORP COM 871503108 2,546 162,675 SH Sole 162,675 SYNOPSYS INC COM 871607107 577 21,200 SH Sole 21,200 SYSCO CORP COM 871829107 24,078 820,943 SH Sole 820,943 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 755 58,459 SH Sole 58,459 TANGER FACTORY OUTLET CTRS I COM 875465106 1,387 47,300 SH Sole 305,000 TARGET CORP COM 87612E106 16,019 312,749 SH Sole 312,749 TAUBMAN CTRS INC COM 876664103 2,010 32,370 SH Sole 1,061,578 TD AMERITRADE HLDG CORP COM 87236Y108 1,033 66,037 SH Sole 66,437 TE CONNECTIVITY LTD REG SHS H84989104 3,114 101,056 SH Sole 101,056 TECO ENERGY INC COM 872375100 385 20,090 SH Sole 37,690 TELECOM ARGENTINA S A SPON ADR REP B 879273209 46 2,600 SH Sole 6,505 TELEFONICA BRASIL-ADR SPONSORED ADR 87936R106 9,224 337,500 SH Sole 610,660 TELEPHONE & DATA SYS INC COM 879433100 334 12,898 SH Sole 12,898 TENARIS S A SPONSORED ADR 88031M109 82 2,200 SH Sole 78,200 TERADATA CORP DEL COM 88076W103 1,159 23,900 SH Sole 30,800 TEREX CORP NEW COM 880779103 266 19,653 SH Sole 19,653 TERRENO RLTY CORP COM 88146M101 58 3,800 SH Sole 3,800 TESLA MTRS INC COM 88160R101 357 12,500 SH Sole 782,030 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,468 110,700 SH Sole 167,402 TEXAS INSTRS INC COM 882508104 8,916 306,285 SH Sole 408,930 TEXTRON INC COM 883203101 1,454 78,632 SH Sole 78,632 THERMO FISHER SCIENTIFIC INC COM 883556102 3,612 80,330 SH Sole 201,368 TIBCO SOFTWARE INC COM 88632Q103 598 25,000 SH Sole 25,000 TIFFANY & CO NEW COM 886547108 1,199 18,100 SH Sole 105,838 TIME WARNER CABLE INC COM 88732J207 6,713 105,599 SH Sole 112,099 TIME WARNER INC COM NEW 887317303 10,948 302,929 SH Sole 302,929 TJX COS INC NEW COM 872540109 5,096 78,939 SH Sole 129,739 TOLL BROTHERS INC COM 889478103 504 24,700 SH Sole 24,700 TORCHMARK CORP COM 891027104 1,232 28,388 SH Sole 29,538 TORONTO DOMINION BK ONT COM NEW 891160509 105 1,400 SH Sole 1,400 TOTAL SYS SVCS INC COM 891906109 468 23,938 SH Sole 24,938 TRACTOR SUPPLY CO COM 892356106 1,052 15,000 SH Sole 15,000 TRANSATLANTIC HLDGS INC COM 893521104 350 6,404 SH Sole 6,404 TRANSCANADA CORP COM 89353D107 367 8,400 SH Sole 8,400 TRANSOCEAN INC NOTE 1.500%12/1 893830AV1 5,263 5,250,000 PRN Sole 5,250,000 TRANSOCEAN LTD REG SHS H8817H100 1,465 38,153 SH Sole 38,153 TRAVELERS COMPANIES INC COM 89417E109 13,153 222,296 SH Sole 222,296 TRAVELZOO INC COM 89421Q106 307 12,500 SH Sole 12,500 TRUE RELIGION APPAREL INC COM 89784N104 865 25,000 SH Sole 25,000 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,089 33,400 SH Sole 33,400 TYCO INTERNATIONAL LTD SHS H89128104 8,453 180,973 SH Sole 230,973 TYSON FOODS INC CL A 902494103 2,364 114,550 SH Sole 115,950 U M H PROPERTIES INC COM 903002103 71 7,600 SH Sole 7,600 UDR INC COM 902653104 3,015 120,100 SH Sole 3,369,111 ULTA SALON COSMETCS & FRAG I COM 90384S303 812 12,500 SH Sole 12,500
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ ULTRA PETROLEUM CORP COM 903914109 699 23,600 SH Sole 23,600 UNION PAC CORP COM 907818108 10,652 100,543 SH Sole 127,143 UNITED CONTL HLDGS INC COM 910047109 851 45,100 SH Sole 45,100 UNITED PARCEL SERVICE INC CL B 911312106 38,126 520,915 SH Sole 520,915 UNITED STATES OIL FUND LP UNITS 91232N108 1,261 33,100 SH Sole 33,100 UNITED STATES STL CORP NEW COM 912909108 1,312 49,593 SH Sole 49,593 UNITED TECHNOLOGIES CORP COM 913017109 20,829 284,983 SH Sole 285,183 UNITEDHEALTH GROUP INC COM 91324P102 13,609 268,537 SH Sole 362,837 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 261 6,700 SH Sole 6,700 UNUM GROUP COM 91529Y106 1,961 93,093 SH Sole 93,093 URBAN OUTFITTERS INC COM 917047102 488 17,700 SH Sole 158,400 URS CORP NEW COM 903236107 825 23,500 SH Sole 23,500 URSTADT BIDDLE PPTYS INS CL A 917286205 226 12,500 SH Sole 12,500 US BANCORP DEL COM NEW 902973304 12,444 460,049 SH Sole 460,049 V F CORP COM 918204108 2,512 19,782 SH Sole 21,382 VALE S A ADR 91912E105 12,164 567,100 SH Sole 1,639,326 VALERO ENERGY CORP NEW COM 91913Y100 5,265 250,126 SH Sole 256,126 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 12,735 333,300 SH Sole 333,300 VARIAN MED SYS INC COM 92220P105 1,168 17,400 SH Sole 17,400 VENTAS INC COM 92276F100 11,256 204,180 SH Sole 2,650,078 VERISIGN INC COM 92343E102 1,565 43,800 SH Sole 43,800 VERISK ANALYTICS INC CL A 92345Y106 1,308 32,600 SH Sole 40,020 VERIZON COMMUNICATIONS INC COM 92343V104 45,174 1,125,973 SH Sole 1,139,473 VERTEX PHARMACEUTICALS INC COM 92532F100 1,023 30,800 SH Sole 129,107 VIACOM INC NEW CL B 92553P201 4,737 104,311 SH Sole 114,011 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 23 600 SH Sole 600 VIRGIN MEDIA INC COM 92769L101 1,537 71,880 SH Sole 73,080 VISA INC COM CL A 92826C839 9,948 97,978 SH Sole 115,538 VMWARE INC CL A COM 928563402 1,575 18,930 SH Sole 92,135 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2,895 103,300 SH Sole 103,300 VORNADO RLTY TR SH BEN INT 929042109 10,673 138,860 SH Sole 1,424,084 VULCAN MATLS CO COM 929160109 1,082 27,498 SH Sole 27,498 WAL MART STORES INC COM 931142103 39,455 660,231 SH Sole 660,331 WALGREEN CO COM 931422109 18,578 561,937 SH Sole 659,137 WALTER ENERGY INC COM 93317Q105 526 8,690 SH Sole 8,690 WARNACO GROUP INC COM NEW 934390402 2,399 47,950 SH Sole 78,274 WARNER CHILCOTT PLC IRELAND SHS A G94368100 670 44,300 SH Sole 88,500 WASHINGTON POST CO CL B 939640108 550 1,459 SH Sole 1,459 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 6,077 222,200 SH Sole 222,200 WASTE MGMT INC DEL COM 94106L109 3,765 115,094 SH Sole 205,073 WATERS CORP COM 941848103 1,244 16,800 SH Sole 17,100 WATSON PHARMACEUTICALS INC COM 942683103 1,243 20,600 SH Sole 43,145 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 2,327 158,921 SH Sole 158,921 WEINGARTEN RLTY INVS SH BEN INT 948741103 1,475 67,600 SH Sole 78,127 WELLPOINT INC COM 94973V107 16,012 241,697 SH Sole 258,097 WELLS FARGO & CO NEW COM 949746101 53,790 1,951,736 SH Sole 2,115,336 WESTAMERICA BANCORPORATION COM 957090103 395 9,000 SH Sole 9,000 WESTERN DIGITAL CORP COM 958102105 1,618 52,273 SH Sole 52,273 WESTERN UN CO COM 959802109 2,059 112,781 SH Sole 404,681 WEYERHAEUSER CO COM 962166104 2,366 126,725 SH Sole 163,725 WHIRLPOOL CORP COM 963320106 1,355 28,552 SH Sole 28,552
TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE ------------------------------------------------------------------------------------------------------------------------------------ WHITE MTNS INS GROUP LTD COM G9618E107 58 127 SH Sole 2,254 WHITING PETE CORP NEW COM 966387102 794 17,000 SH Sole 17,000 WHOLE FOODS MKT INC COM 966837106 3,567 51,261 SH Sole 52,561 WILLIAMS COS INC DEL COM 969457100 4,809 145,650 SH Sole 165,650 WILLIAMS SONOMA INC COM 969904101 181 4,700 SH Sole 4,700 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,377 35,500 SH Sole 43,700 WINDSTREAM CORP COM 97381W104 1,607 136,879 SH Sole 136,879 WINTHROP RLTY TR SH BEN INT NEW 976391300 169 16,600 SH Sole 16,600 WISCONSIN ENERGY CORP COM 976657106 13,131 375,600 SH Sole 377,100 WYNDHAM WORLDWIDE CORP COM 98310W108 723 19,100 SH Sole 19,100 WYNN RESORTS LTD COM 983134107 2,037 18,440 SH Sole 22,140 XCEL ENERGY INC COM 98389B100 3,512 127,046 SH Sole 179,236 XEROX CORP COM 984121103 3,007 377,736 SH Sole 377,736 XILINX INC COM 983919101 8,223 256,475 SH Sole 258,875 XL GROUP PLC SHS G98290102 1,660 83,983 SH Sole 83,983 XYLEM INC COM 98419M100 976 37,982 SH Sole 653,661 YAHOO INC COM 984332106 4,005 248,266 SH Sole 668,266 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 59 1,700 SH Sole 1,700 YUM BRANDS INC COM 988498101 5,098 86,386 SH Sole 171,686 ZIMMER HLDGS INC COM 98956P102 2,092 39,166 SH Sole 43,766 ZIONS BANCORPORATION COM 989701107 334 20,540 SH Sole 20,540 TOTAL 4,417,798