0001466546-12-000002.txt : 20120127 0001466546-12-000002.hdr.sgml : 20120127 20120126204837 ACCESSION NUMBER: 0001466546-12-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120127 DATE AS OF CHANGE: 20120126 EFFECTIVENESS DATE: 20120127 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mitsubishi UFJ Asset Management Co., Ltd. CENTRAL INDEX KEY: 0001466546 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13566 FILM NUMBER: 12548937 BUSINESS ADDRESS: STREET 1: 1-4-5 STREET 2: MARUNOUCHI CHIYODA-KU CITY: TOKYO STATE: M0 ZIP: 100-8212 BUSINESS PHONE: 81-3-6250-4900 MAIL ADDRESS: STREET 1: 1-4-5 STREET 2: MARUNOUCHI CHIYODA-KU CITY: TOKYO STATE: M0 ZIP: 100-8212 13F-HR 1 muam2.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 : Mitsubishi UFJ Asset Management Co., Ltd. Address : 1-4-5 Marunouchi Chiyoda-ku Tokyo, Japan 100-8212 13F File Number : 028 - 13566 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 : Takashi Shimoda Title : Manager Phone : +81-3-6250-4853 Signature, Place, and Date of Signing: /s/ Takashi Shimoda Tokyo, Japan January 27 2011 Report Type (Check only one.): [X] 13F HOLDING REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 824 Form 13F Information Table Value Total: $3,727,546 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 28-13582 MITSUBISHI UFJ FINANCIAL GROUP INC 02 28-13564 MITSUBISHI UFJ TRUST & BANKING CORP FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ----------- -------- -------- -------- 3M CO COM 88579Y101 16030 192000 SH DEFINED 01 02 192000 0 0 3SBIO INC SPONSORED ADR 88575Y105 205 20000 SH DEFINED 01 02 20000 0 0 ABBOTT LABS COM 002824100 25229 444800 SH DEFINED 01 02 444800 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1134 23200 SH DEFINED 01 02 23200 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 58 2866 SH DEFINED 01 02 2866 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 9722 183600 SH DEFINED 01 02 183600 0 0 ACCURAY INC COM 004397105 79 17500 SH DEFINED 01 02 17500 0 0 ACE LTD SHS H0023R105 9516 135300 SH DEFINED 01 02 135300 0 0 ACME PACKET INC COM 004764106 494 15500 SH DEFINED 01 02 15500 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1783 146000 SH DEFINED 01 02 146000 0 0 ADOBE SYS INC COM 00724F101 3960 138400 SH DEFINED 01 02 138400 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1548 22400 SH DEFINED 01 02 22400 0 0 ADVANCED MICRO DEVICES INC COM 007903107 935 170600 SH DEFINED 01 02 170600 0 0 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 184 42096 SH DEFINED 01 02 42096 0 0 AES CORP COM 00130H105 4627 381800 SH DEFINED 01 02 381800 0 0 AETNA INC NEW COM 00817Y108 4482 105700 SH DEFINED 01 02 105700 0 0 AFFYMAX INC COM 00826A109 130 20000 SH DEFINED 01 02 20000 0 0 AFLAC INC COM 001055102 5933 132200 SH DEFINED 01 02 132200 0 0 AGCO CORP COM 001084102 1132 25600 SH DEFINED 01 02 25600 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 3608 98900 SH DEFINED 01 02 98900 0 0 AGREE REALTY CORP COM 008492100 18 700 SH DEFINED 01 02 700 0 0 AIR PRODS & CHEMS INC COM 009158106 5224 60500 SH DEFINED 01 02 60500 0 0 AIRGAS INC COM 009363102 1628 20600 SH DEFINED 01 02 20600 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1726 52400 SH DEFINED 01 02 52400 0 0 ALCOA INC COM 013817101 2862 310100 SH DEFINED 01 02 310100 0 0 ALEXANDERS INC COM 014752109 61 165 SH DEFINED 01 02 165 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 315 4570 SH DEFINED 01 02 4570 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 5935 84100 SH DEFINED 01 02 84100 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1481 29500 SH DEFINED 01 02 29500 0 0 ALLERGAN INC COM 018490102 7781 88000 SH DEFINED 01 02 88000 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1500 14600 SH DEFINED 01 02 14600 0 0 ALLIANT ENERGY CORP COM 018802108 1393 32000 SH DEFINED 01 02 32000 0 0 ALLSTATE CORP COM 020002101 4149 149500 SH DEFINED 01 02 149500 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 1472 66700 SH DEFINED 01 02 66700 0 0 ALTERA CORP COM 021441100 5424 144100 SH DEFINED 01 02 144100 0 0 ALTRIA GROUP INC COM 02209S103 17214 602725 SH DEFINED 01 02 602725 0 0 AMAZON COM INC COM 023135106 19036 106330 SH DEFINED 01 02 106330 0 0 AMEREN CORP COM 023608102 2319 70800 SH DEFINED 01 02 70800 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 241 10400 SH DEFINED 01 02 10400 0 0 AMERICAN ASSETS TR INC COM 024013104 52 2500 SH DEFINED 01 02 2500 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 218 5200 SH DEFINED 01 02 5200 0 0 AMERICAN ELEC PWR INC COM 025537101 9169 224900 SH DEFINED 01 02 224900 0 0 AMERICAN EXPRESS CO COM 025816109 15035 310710 SH DEFINED 01 02 310710 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 3305 137300 SH DEFINED 01 02 137300 0 0 AMERICAN TOWER CORP CL A 029912201 6769 115100 SH DEFINED 01 02 115100 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1671 53050 SH DEFINED 01 02 53050 0 0 AMERIPRISE FINL INC COM 03076C106 3545 68900 SH DEFINED 01 02 68900 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2867 75300 SH DEFINED 01 02 75300 0 0 AMETEK INC NEW COM 031100100 1931 45700 SH DEFINED 01 02 45700 0 0 AMGEN INC COM 031162100 14547 226900 SH DEFINED 01 02 226900 0 0 AMPHENOL CORP NEW CL A 032095101 2257 49100 SH DEFINED 01 02 49100 0 0 ANADARKO PETE CORP COM 032511107 11271 143300 SH DEFINED 01 02 143300 0 0 ANALOG DEVICES INC COM 032654105 3066 85100 SH DEFINED 01 02 85100 0 0 ANDATEE CHINA MARINE FUEL SV COM 67086W105 398 122500 SH DEFINED 01 02 122500 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2578 42000 SH DEFINED 01 02 42000 0 0 ANNALY CAP MGMT INC COM 035710409 4413 274600 SH DEFINED 01 02 274600 0 0 AON CORP COM 037389103 3993 84900 SH DEFINED 01 02 84900 0 0 APACHE CORP COM 037411105 10708 111620 SH DEFINED 01 02 111620 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 215 9265 SH DEFINED 01 02 9265 0 0 APOLLO GROUP INC CL A 037604105 1870 35200 SH DEFINED 01 02 35200 0 0 APPLE INC COM 037833100 118579 288352 SH DEFINED 01 02 288352 0 0 APPLIED MATLS INC COM 038222105 4109 384000 SH DEFINED 01 02 384000 0 0 APPROACH RESOURCES INC COM 03834A103 953 30500 SH DEFINED 01 02 30500 0 0 ARCH CAP GROUP LTD ORD G0450A105 1559 41600 SH DEFINED 01 02 41600 0 0 ARCH COAL INC COM 039380100 947 62200 SH DEFINED 01 02 62200 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5469 189300 SH DEFINED 01 02 189300 0 0 ARROW ELECTRS INC COM 042735100 1355 36200 SH DEFINED 01 02 36200 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 44 5640 SH DEFINED 01 02 5640 0 0 ASIAINFO-LINKAGE INC COM 04518A104 40 5000 SH DEFINED 01 02 5000 0 0 ASML HOLDING N V NY REG SHS N07059186 274 6500 SH DEFINED 01 02 6500 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 41 2510 SH DEFINED 01 02 2510 0 0 ASSURANT INC COM 04621X108 1207 29100 SH DEFINED 01 02 29100 0 0 AT&T INC COM 00206R102 51677 1701010 SH DEFINED 01 02 1701010 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 115 26392 SH DEFINED 01 02 26392 0 0 AUTODESK INC COM 052769106 4477 145300 SH DEFINED 01 02 145300 0 0 AUTOLIV INC COM 052800109 1459 26400 SH DEFINED 01 02 26400 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 7808 143380 SH DEFINED 01 02 143380 0 0 AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 710 70000 SH DEFINED 01 02 70000 0 0 AUTOZONE INC COM 053332102 2302 7200 SH DEFINED 01 02 7200 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 2013 69500 SH DEFINED 01 02 69500 0 0 AVALONBAY CMNTYS INC COM 053484101 4474 34407 SH DEFINED 01 02 34407 0 0 AVERY DENNISON CORP COM 053611109 835 28500 SH DEFINED 01 02 28500 0 0 AVNET INC COM 053807103 1331 42700 SH DEFINED 01 02 42700 0 0 AVON PRODS INC COM 054303102 2145 121100 SH DEFINED 01 02 121100 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 1105 35100 SH DEFINED 01 02 35100 0 0 AXT INC COM 00246W103 23 5000 SH DEFINED 01 02 5000 0 0 BAIDU INC SPON ADR REP A 056752108 1243 10000 SH DEFINED 01 02 10000 0 0 BAKER HUGHES INC COM 057224107 6332 124100 SH DEFINED 01 02 124100 0 0 BALL CORP COM 058498106 1725 47500 SH DEFINED 01 02 47500 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 922 54199 SH DEFINED 01 02 54199 0 0 BANCO DE CHILE SPONSORED ADR 059520106 336 4000 SH DEFINED 01 02 4000 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 449 5900 SH DEFINED 01 02 5900 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 663 11000 SH DEFINED 01 02 11000 0 0 BANK OF AMERICA CORPORATION COM 060505104 16814 2899000 SH DEFINED 01 02 2899000 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 7230 352500 SH DEFINED 01 02 352500 0 0 BARD C R INC COM 067383109 2159 25000 SH DEFINED 01 02 25000 0 0 BAXTER INTL INC COM 071813109 8172 161700 SH DEFINED 01 02 161700 0 0 BB&T CORP COM 054937107 5203 201200 SH DEFINED 01 02 201200 0 0 BEAM INC COM 073730103 2100 41200 SH DEFINED 01 02 41200 0 0 BECTON DICKINSON & CO COM 075887109 4646 62400 SH DEFINED 01 02 62400 0 0 BED BATH & BEYOND INC COM 075896100 4157 71200 SH DEFINED 01 02 71200 0 0 BERKLEY W R CORP COM 084423102 1212 35400 SH DEFINED 01 02 35400 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 20423 262915 SH DEFINED 01 02 262915 0 0 BEST BUY INC COM 086516101 2238 94500 SH DEFINED 01 02 94500 0 0 BIOGEN IDEC INC COM 09062X103 7434 65500 SH DEFINED 01 02 65500 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 1048 30000 SH DEFINED 01 02 30000 0 0 BIOMED REALTY TRUST INC COM 09063H107 216 11870 SH DEFINED 01 02 11870 0 0 BJS RESTAURANTS INC COM 09180C106 330 7500 SH DEFINED 01 02 7500 0 0 BLACKROCK INC COM 09247X101 4949 27300 SH DEFINED 01 02 27300 0 0 BLOCK H & R INC COM 093671105 1364 84000 SH DEFINED 01 02 84000 0 0 BMC SOFTWARE INC COM 055921100 1656 49900 SH DEFINED 01 02 49900 0 0 BOEING CO COM 097023105 15542 209400 SH DEFINED 01 02 209400 0 0 BORGWARNER INC COM 099724106 2107 32200 SH DEFINED 01 02 32200 0 0 BOSTON PROPERTIES INC COM 101121101 5361 52910 SH DEFINED 01 02 52910 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2371 442400 SH DEFINED 01 02 442400 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 89 9390 SH DEFINED 01 02 9390 0 0 BRE PROPERTIES INC CL A 05564E106 284 5630 SH DEFINED 01 02 5630 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 17155 490000 SH DEFINED 01 02 490000 0 0 BROADCOM CORP CL A 111320107 4077 138100 SH DEFINED 01 02 138100 0 0 BROWN FORMAN CORP CL B 115637209 2300 28529 SH DEFINED 01 02 28529 0 0 BUFFALO WILD WINGS INC COM 119848109 1307 20000 SH DEFINED 01 02 20000 0 0 BUNGE LIMITED COM G16962105 2514 42800 SH DEFINED 01 02 42800 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3472 49710 SH DEFINED 01 02 49710 0 0 CA INC COM 12673P105 2308 113700 SH DEFINED 01 02 113700 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 940 63600 SH DEFINED 01 02 63600 0 0 CABOT OIL & GAS CORP COM 127097103 2335 30400 SH DEFINED 01 02 30400 0 0 CALPINE CORP COM NEW 131347304 1487 92600 SH DEFINED 01 02 92600 0 0 CAMDEN PPTY TR SH BEN INT 133131102 342 5530 SH DEFINED 01 02 5530 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 5497 108600 SH DEFINED 01 02 108600 0 0 CAMPBELL SOUP CO COM 134429109 1847 56000 SH DEFINED 01 02 56000 0 0 CAMPUS CREST CMNTYS INC COM 13466Y105 28 2700 SH DEFINED 01 02 2700 0 0 CAPITAL ONE FINL CORP COM 14040H105 5801 132600 SH DEFINED 01 02 132600 0 0 CAPLEASE INC COM 140288101 19 4510 SH DEFINED 01 02 4510 0 0 CARDICA INC COM 14141R101 219 100000 SH DEFINED 01 02 100000 0 0 CARDINAL HEALTH INC COM 14149Y108 4119 99300 SH DEFINED 01 02 99300 0 0 CAREFUSION CORP COM 14170T101 1660 64700 SH DEFINED 01 02 64700 0 0 CARMAX INC COM 143130102 1953 64000 SH DEFINED 01 02 64000 0 0 CARNIVAL CORP PAIRED CTF 143658300 4320 130900 SH DEFINED 01 02 130900 0 0 CARRIZO OIL & CO INC COM 144577103 953 34000 SH DEFINED 01 02 34000 0 0 CATERPILLAR INC DEL COM 149123101 20018 213000 SH DEFINED 01 02 213000 0 0 CBL & ASSOC PPTYS INC COM 124830100 172 10703 SH DEFINED 01 02 10703 0 0 CBRE GROUP INC CL A 12504L109 1861 116100 SH DEFINED 01 02 116100 0 0 CBS CORP NEW CL B 124857202 7112 260800 SH DEFINED 01 02 260800 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 18 4060 SH DEFINED 01 02 4060 0 0 CELANESE CORP DEL COM SER A 150870103 2073 45100 SH DEFINED 01 02 45100 0 0 CELGENE CORP COM 151020104 9015 131300 SH DEFINED 01 02 131300 0 0 CENTERPOINT ENERGY INC COM 15189T107 2365 118900 SH DEFINED 01 02 118900 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 132 13500 SH DEFINED 01 02 13500 0 0 CENTURYLINK INC COM 156700106 8948 239700 SH DEFINED 01 02 239700 0 0 CERNER CORP COM 156782104 4116 65800 SH DEFINED 01 02 65800 0 0 CF INDS HLDGS INC COM 125269100 3153 20500 SH DEFINED 01 02 20500 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4538 192300 SH DEFINED 01 02 192300 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 45 2800 SH DEFINED 01 02 2800 0 0 CHEVRON CORP NEW COM 166764100 63397 574400 SH DEFINED 01 02 574400 0 0 CHINA HOUSING & LAND DEV INC COM 16939V103 16 15000 SH DEFINED 01 02 15000 0 0 CHINA NUOKANG BIO-PHARM INC SPONSORED ADS 16949B113 242 87500 SH DEFINED 01 02 87500 0 0 CHINA REAL ESTATE INFO CORP ADR 16948Q103 32 7500 SH DEFINED 01 02 7500 0 0 CHINA TRANSINFO TECHNLGY COR COM 169453107 18 5000 SH DEFINED 01 02 5000 0 0 CHINA XD PLASTICS CO LTD COM 16948F107 41 7500 SH DEFINED 01 02 7500 0 0 CHINA YIDA HOLDINGS CO COM NEW 16945D204 11 5000 SH DEFINED 01 02 5000 0 0 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21036P108 1186 57200 SH DEFINED 01 02 57200 0 0 CONSTELLATION ENERGY GROUP I COM 210371100 2154 56100 SH DEFINED 01 02 56100 0 0 CONTINENTAL RESOURCES INC COM 212015101 873 12500 SH DEFINED 01 02 12500 0 0 COOPER INDUSTRIES PLC SHS G24140108 2643 48500 SH DEFINED 01 02 48500 0 0 CORESITE RLTY CORP COM 21870Q105 29 1600 SH DEFINED 01 02 1600 0 0 CORNING INC COM 219350105 5800 444800 SH DEFINED 01 02 444800 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 119 5540 SH DEFINED 01 02 5540 0 0 COSTCO WHSL CORP NEW COM 22160K105 12478 147500 SH DEFINED 01 02 147500 0 0 COUSINS PPTYS INC COM 222795106 48 7254 SH DEFINED 01 02 7254 0 0 COVANCE INC COM 222816100 820 17100 SH DEFINED 01 02 17100 0 0 COVENTRY HEALTH CARE INC COM 222862104 1311 42400 SH DEFINED 01 02 42400 0 0 COVIDIEN PLC SHS G2554F113 6475 141500 SH DEFINED 01 02 141500 0 0 CPFL ENERGIA S A SPONSORED ADR 126153105 93 3300 SH DEFINED 01 02 3300 0 0 CREDICORP LTD COM G2519Y108 382 3500 SH DEFINED 01 02 3500 0 0 CREE INC COM 225447101 691 31400 SH DEFINED 01 02 31400 0 0 CROWN CASTLE INTL CORP COM 228227104 3922 87300 SH DEFINED 01 02 87300 0 0 CROWN HOLDINGS INC COM 228368106 1487 44000 SH DEFINED 01 02 44000 0 0 CSX CORP COM 126408103 7073 320900 SH DEFINED 01 02 320900 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 487 19800 SH DEFINED 01 02 19800 0 0 CUBESMART COM 229663109 104 9900 SH DEFINED 01 02 9900 0 0 CUMMINS INC COM 231021106 4771 52400 SH DEFINED 01 02 52400 0 0 CVS CAREMARK CORPORATION COM 126650100 15944 384000 SH DEFINED 01 02 384000 0 0 CYTORI THERAPEUTICS INC COM 23283K105 68 30000 SH DEFINED 01 02 30000 0 0 D R HORTON INC COM 23331A109 1067 82200 SH DEFINED 01 02 82200 0 0 DANAHER CORP DEL COM 235851102 12006 247800 SH DEFINED 01 02 247800 0 0 DARDEN RESTAURANTS INC COM 237194105 1755 39300 SH DEFINED 01 02 39300 0 0 DAVITA INC COM 23918K108 4643 60200 SH DEFINED 01 02 60200 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 97 18580 SH DEFINED 01 02 18580 0 0 DDR CORP COM 23317H102 194 15818 SH DEFINED 01 02 15818 0 0 DECKERS OUTDOOR CORP COM 243537107 802 10500 SH DEFINED 01 02 10500 0 0 DEER CONSUMER PRODS INC COM NEW 24379J200 144 32500 SH DEFINED 01 02 32500 0 0 DEERE & CO COM 244199105 9478 119500 SH DEFINED 01 02 119500 0 0 DELL INC COM 24702R101 7009 467600 SH DEFINED 01 02 467600 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 446 55500 SH DEFINED 01 02 55500 0 0 DENBURY RES INC COM NEW 247916208 1922 118000 SH DEFINED 01 02 118000 0 0 DENTSPLY INTL INC NEW COM 249030107 1359 38400 SH DEFINED 01 02 38400 0 0 DEVON ENERGY CORP NEW COM 25179M103 7583 114700 SH DEFINED 01 02 114700 0 0 DEVRY INC DEL COM 251893103 733 18900 SH DEFINED 01 02 18900 0 0 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2867 50500 SH DEFINED 01 02 50500 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 134 13666 SH DEFINED 01 02 13666 0 0 DICKS SPORTING GOODS INC COM 253393102 1799 50000 SH DEFINED 01 02 50000 0 0 DIGITAL RLTY TR INC COM 253868103 2262 34090 SH DEFINED 01 02 34090 0 0 DIRECTV COM CL A 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48696 SH DEFINED 01 02 48696 0 0 MACK CALI RLTY CORP COM 554489104 182 6910 SH DEFINED 01 02 6910 0 0 MACYS INC COM 55616P104 4013 122800 SH DEFINED 01 02 122800 0 0 MADDEN STEVEN LTD COM 556269108 937 26800 SH DEFINED 01 02 26800 0 0 MAKEMYTRIP LIMITED MAURITIUS SHS V5633W109 596 24500 SH DEFINED 01 02 24500 0 0 MANPOWERGROUP INC COM 56418H100 829 22400 SH DEFINED 01 02 22400 0 0 MARATHON OIL CORP COM 565849106 6390 206400 SH DEFINED 01 02 206400 0 0 MARATHON PETE CORP COM 56585A102 3525 105500 SH DEFINED 01 02 105500 0 0 MARKEL CORP COM 570535104 293 709 SH DEFINED 01 02 709 0 0 MARRIOTT INTL INC NEW CL A 571903202 2418 80600 SH DEFINED 01 02 80600 0 0 MARSH & MCLENNAN COS INC COM 571748102 4913 154400 SH DEFINED 01 02 154400 0 0 MARTIN MARIETTA MATLS INC COM 573284106 977 12900 SH DEFINED 01 02 12900 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2023 144600 SH DEFINED 01 02 144600 0 0 MASCO CORP COM 574599106 1090 99300 SH DEFINED 01 02 99300 0 0 MASTERCARD INC CL A 57636Q104 11493 31200 SH DEFINED 01 02 31200 0 0 MATTEL INC COM 577081102 2765 99500 SH DEFINED 01 02 99500 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2297 87200 SH DEFINED 01 02 87200 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1897 37700 SH DEFINED 01 02 37700 0 0 MCDONALDS CORP COM 580135101 29187 295300 SH DEFINED 01 02 295300 0 0 MCGRAW HILL COS INC COM 580645109 3941 86300 SH DEFINED 01 02 86300 0 0 MCKESSON CORP COM 58155Q103 5576 70100 SH DEFINED 01 02 70100 0 0 MDU RES GROUP INC COM 552690109 1146 53300 SH DEFINED 01 02 53300 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 4288 60100 SH DEFINED 01 02 60100 0 0 MEADWESTVACO CORP COM 583334107 1558 51200 SH DEFINED 01 02 51200 0 0 MECHEL OAO SPONSORED ADR 583840103 49 5400 SH DEFINED 01 02 5400 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 6470 111500 SH DEFINED 01 02 111500 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 90 8920 SH DEFINED 01 02 8920 0 0 MEDICINOVA INC COM NEW 58468P206 32 18088 SH DEFINED 01 02 18088 0 0 MEDIVATION INC COM 58501N101 232 5000 SH DEFINED 01 02 5000 0 0 MEDTRONIC INC COM 585055106 11677 301800 SH DEFINED 01 02 301800 0 0 MELCO CROWN ENTMT LTD ADR 585464100 348 35000 SH DEFINED 01 02 35000 0 0 MERCK & CO INC NEW COM 58933Y105 36241 946000 SH DEFINED 01 02 946000 0 0 METLIFE INC COM 59156R108 9689 302400 SH DEFINED 01 02 302400 0 0 METROPCS COMMUNICATIONS INC COM 591708102 698 74300 SH DEFINED 01 02 74300 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 107 700 SH DEFINED 01 02 700 0 0 MGM RESORTS INTERNATIONAL COM 552953101 990 89100 SH DEFINED 01 02 89100 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 2142 59895 SH DEFINED 01 02 59895 0 0 MICRON TECHNOLOGY INC COM 595112103 2333 345600 SH DEFINED 01 02 345600 0 0 MICROSOFT CORP COM 594918104 58354 2174970 SH DEFINED 01 02 2174970 0 0 MICROSTRATEGY INC CL A NEW 594972408 223 2000 SH DEFINED 01 02 2000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 170 2700 SH DEFINED 01 02 2700 0 0 MISSION WEST PPTYS INC COM 605203108 14 1500 SH DEFINED 01 02 1500 0 0 MITCHAM 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79200 0 0 NASDAQ OMX GROUP INC COM 631103108 871 34900 SH DEFINED 01 02 34900 0 0 NATIONAL HEALTH INVS INC COM 63633D104 84 1890 SH DEFINED 01 02 1890 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8625 121700 SH DEFINED 01 02 121700 0 0 NATIONAL RETAIL PROPERTIES I COM 637417106 216 8070 SH DEFINED 01 02 8070 0 0 NEKTAR THERAPEUTICS COM 640268108 158 27500 SH DEFINED 01 02 27500 0 0 NETAPP INC COM 64110D104 5367 145800 SH DEFINED 01 02 145800 0 0 NETFLIX INC COM 64110L106 1019 14100 SH DEFINED 01 02 14100 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3583 284400 SH DEFINED 01 02 284400 0 0 NEWELL RUBBERMAID INC COM 651229106 1259 77600 SH DEFINED 01 02 77600 0 0 NEWFIELD EXPL CO COM 651290108 1580 39900 SH DEFINED 01 02 39900 0 0 NEWMONT MINING CORP COM 651639106 8846 142500 SH DEFINED 01 02 142500 0 0 NEWS CORP CL A 65248E104 9536 519700 SH DEFINED 01 02 519700 0 0 NEWS CORP CL B 65248E203 2487 133200 SH DEFINED 01 02 133200 0 0 NEXTERA ENERGY INC COM 65339F101 6685 113400 SH DEFINED 01 02 113400 0 0 NII HLDGS INC CL B NEW 62913F201 1114 51500 SH DEFINED 01 02 51500 0 0 NIKE INC CL B 654106103 9971 103000 SH DEFINED 01 02 103000 0 0 NISOURCE INC COM 65473P105 4338 185800 SH DEFINED 01 02 185800 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2357 74400 SH DEFINED 01 02 74400 0 0 NOBLE ENERGY INC COM 655044105 5005 51200 SH DEFINED 01 02 51200 0 0 NORDSON CORP COM 655663102 126 3030 SH DEFINED 01 02 3030 0 0 NORDSTROM INC COM 655664100 2372 47700 SH DEFINED 01 02 47700 0 0 NORFOLK SOUTHERN CORP COM 655844108 7379 100000 SH DEFINED 01 02 100000 0 0 NORTHEAST UTILS COM 664397106 1910 53500 SH DEFINED 01 02 53500 0 0 NORTHERN TR CORP COM 665859104 2501 61500 SH DEFINED 01 02 61500 0 0 NORTHROP GRUMMAN CORP COM 666807102 4581 78100 SH DEFINED 01 02 78100 0 0 NRG ENERGY INC COM NEW 629377508 1276 71000 SH DEFINED 01 02 71000 0 0 NSTAR COM 67019E107 1506 32200 SH DEFINED 01 02 32200 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1805 71500 SH DEFINED 01 02 71500 0 0 NUCOR CORP COM 670346105 3671 90600 SH DEFINED 01 02 90600 0 0 NVIDIA CORP COM 67066G104 4585 326600 SH DEFINED 01 02 326600 0 0 NYSE EURONEXT COM 629491101 1963 72100 SH DEFINED 01 02 72100 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 5060 64700 SH DEFINED 01 02 64700 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 25878 267800 SH DEFINED 01 02 267800 0 0 OCEAN RIG UDW INC SHS Y64354205 0 31 SH DEFINED 01 02 31 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 159 8029 SH DEFINED 01 02 8029 0 0 OMNICARE INC COM 681904108 1269 36100 SH DEFINED 01 02 36100 0 0 OMNICOM GROUP INC COM 681919106 3966 88135 SH DEFINED 01 02 88135 0 0 ONE LIBERTY PPTYS INC COM 682406103 22 1300 SH DEFINED 01 02 1300 0 0 ONEOK INC NEW COM 682680103 2509 28700 SH DEFINED 01 02 28700 0 0 OPNET TECHNOLOGIES INC COM 683757108 766 20900 SH DEFINED 01 02 20900 0 0 ORACLE CORP COM 68389X105 32716 1262200 SH DEFINED 01 02 1262200 0 0 ORIGIN AGRITECH LIMITED SHS G67828106 19 7500 SH DEFINED 01 02 7500 0 0 OWENS ILL INC COM NEW 690768403 969 47900 SH DEFINED 01 02 47900 0 0 OYO GEOSPACE CORP COM 671074102 591 7500 SH DEFINED 01 02 7500 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 87 2800 SH DEFINED 01 02 2800 0 0 PACCAR INC COM 693718108 3667 94500 SH DEFINED 01 02 94500 0 0 PALL CORP COM 696429307 1857 32100 SH DEFINED 01 02 32100 0 0 PANERA BREAD CO CL A 69840W108 2043 15000 SH DEFINED 01 02 15000 0 0 PARKER HANNIFIN CORP COM 701094104 3382 42900 SH DEFINED 01 02 42900 0 0 PARKWAY PPTYS INC COM 70159Q104 20 2010 SH DEFINED 01 02 2010 0 0 PARTNERRE LTD COM G6852T105 1233 19100 SH DEFINED 01 02 19100 0 0 PATTERSON COMPANIES INC COM 703395103 1000 33350 SH DEFINED 01 02 33350 0 0 PAYCHEX INC COM 704326107 2863 94100 SH DEFINED 01 02 94100 0 0 PEABODY ENERGY CORP COM 704549104 2916 80400 SH DEFINED 01 02 80400 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 72 3700 SH DEFINED 01 02 3700 0 0 PENNEY J C INC COM 708160106 1632 46600 SH DEFINED 01 02 46600 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 48 4500 SH DEFINED 01 02 4500 0 0 PENTAIR INC COM 709631105 945 27700 SH DEFINED 01 02 27700 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1516 117100 SH DEFINED 01 02 117100 0 0 PEPCO HOLDINGS INC COM 713291102 1347 66700 SH DEFINED 01 02 66700 0 0 PEPSICO INC COM 713448108 32961 496405 SH DEFINED 01 02 496405 0 0 PERRIGO CO COM 714290103 2375 24100 SH DEFINED 01 02 24100 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1984 76000 SH DEFINED 01 02 76000 0 0 PETSMART INC COM 716768106 3337 66100 SH DEFINED 01 02 66100 0 0 PFIZER INC COM 717081103 52725 2399882 SH DEFINED 01 02 2399882 0 0 PG&E CORP COM 69331C108 4751 116400 SH DEFINED 01 02 116400 0 0 PHARMASSET INC COM 71715N106 2554 19600 SH DEFINED 01 02 19600 0 0 PHILIP MORRIS INTL INC COM 718172109 46321 589405 SH DEFINED 01 02 589405 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 218 12700 SH DEFINED 01 02 12700 0 0 PINNACLE WEST CAP CORP COM 723484101 3975 83100 SH DEFINED 01 02 83100 0 0 PIONEER NAT RES CO COM 723787107 2872 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COM 76131N101 52 4400 SH DEFINED 01 02 4400 0 0 REYNOLDS AMERICAN INC COM 761713106 4255 103200 SH DEFINED 01 02 103200 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1767 71500 SH DEFINED 01 02 71500 0 0 RLJ LODGING TR COM 74965L101 41 2400 SH DEFINED 01 02 2400 0 0 ROBERT HALF INTL INC COM 770323103 1201 41900 SH DEFINED 01 02 41900 0 0 ROCK-TENN CO CL A 772739207 1293 22200 SH DEFINED 01 02 22200 0 0 ROCKWELL AUTOMATION INC COM 773903109 5500 72700 SH DEFINED 01 02 72700 0 0 ROCKWELL COLLINS INC COM 774341101 2510 44700 SH DEFINED 01 02 44700 0 0 ROPER INDS INC NEW COM 776696106 2549 28900 SH DEFINED 01 02 28900 0 0 ROSETTA RESOURCES INC COM 777779307 1121 24900 SH DEFINED 01 02 24900 0 0 ROSS STORES INC COM 778296103 5760 121800 SH DEFINED 01 02 121800 0 0 ROWAN COS INC COM 779382100 1229 38400 SH DEFINED 01 02 38400 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 984 38000 SH DEFINED 01 02 38000 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 83 3000 SH DEFINED 01 02 3000 0 0 SAFEWAY INC COM NEW 786514208 2263 105200 SH DEFINED 01 02 105200 0 0 SAIC INC COM 78390X101 1084 86000 SH DEFINED 01 02 86000 0 0 SALESFORCE COM INC COM 79466L302 3724 36800 SH DEFINED 01 02 36800 0 0 SANDISK CORP COM 80004C101 4369 91800 SH DEFINED 01 02 91800 0 0 SANGAMO BIOSCIENCES INC COM 800677106 74 25000 SH DEFINED 01 02 25000 0 0 SARA LEE CORP COM 803111103 3083 164100 SH DEFINED 01 02 164100 0 0 SASOL LTD SPONSORED ADR 803866300 439 9000 SH DEFINED 01 02 9000 0 0 SAUL CTRS INC COM 804395101 26 730 SH DEFINED 01 02 730 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1508 35000 SH DEFINED 01 02 35000 0 0 SCANA CORP NEW COM 80589M102 1641 36900 SH DEFINED 01 02 36900 0 0 SCHEIN HENRY INC COM 806407102 1769 26900 SH DEFINED 01 02 26900 0 0 SCHLUMBERGER LTD COM 806857108 30620 436870 SH DEFINED 01 02 436870 0 0 SCHWAB CHARLES CORP NEW COM 808513105 3698 315800 SH DEFINED 01 02 315800 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 260 60000 SH DEFINED 01 02 60000 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1054 24400 SH DEFINED 01 02 24400 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2009 122300 SH DEFINED 01 02 122300 0 0 SEALED AIR CORP NEW COM 81211K100 827 47600 SH DEFINED 01 02 47600 0 0 SEARS HLDGS CORP COM 812350106 413 13846 SH DEFINED 01 02 13846 0 0 SEI INVESTMENTS CO COM 784117103 819 46800 SH DEFINED 01 02 46800 0 0 SEMPRA ENERGY COM 816851109 3553 64800 SH DEFINED 01 02 64800 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 273 12070 SH DEFINED 01 02 12070 0 0 SHERWIN WILLIAMS CO COM 824348106 2446 26875 SH DEFINED 01 02 26875 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 101 1400 SH DEFINED 01 02 1400 0 0 SIGMA ALDRICH CORP COM 826552101 2266 35700 SH DEFINED 01 02 35700 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 203 45000 SH DEFINED 01 02 45000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 13779 106503 SH DEFINED 01 02 106503 0 0 SINA CORP ORD G81477104 584 10500 SH DEFINED 01 02 10500 0 0 SIRIUS XM RADIO INC COM 82967N108 1973 1061000 SH 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100800 SH DEFINED 01 02 100800 0 0 SOVRAN SELF STORAGE INC COM 84610H108 88 2020 SH DEFINED 01 02 2020 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 374 2400 SH DEFINED 01 02 2400 0 0 SPECTRA ENERGY CORP COM 847560109 5901 194100 SH DEFINED 01 02 194100 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1978 845200 SH DEFINED 01 02 845200 0 0 SPX CORP COM 784635104 927 14800 SH DEFINED 01 02 14800 0 0 ST JUDE MED INC COM 790849103 3325 95200 SH DEFINED 01 02 95200 0 0 STANLEY BLACK & DECKER INC COM 854502101 3252 46300 SH DEFINED 01 02 46300 0 0 STAPLES INC COM 855030102 2933 206100 SH DEFINED 01 02 206100 0 0 STARBUCKS CORP COM 855244109 9707 214100 SH DEFINED 01 02 214100 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4113 83200 SH DEFINED 01 02 83200 0 0 STATE STR CORP COM 857477103 6001 143500 SH DEFINED 01 02 143500 0 0 STERICYCLE INC COM 858912108 1953 25200 SH DEFINED 01 02 25200 0 0 STERLITE INDS INDIA LTD ADS 859737207 370 51200 SH DEFINED 01 02 51200 0 0 STRATEGIC HOTELS & RESORTS I COM 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1046 65700 SH DEFINED 01 02 65700 0 0 TE CONNECTIVITY LTD REG SHS H84989104 3844 122100 SH DEFINED 01 02 122100 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 25 2500 SH DEFINED 01 02 2500 0 0 TERADATA CORP DEL COM 88076W103 2397 48400 SH DEFINED 01 02 48400 0 0 TEXAS INSTRS INC COM 882508104 9791 328900 SH DEFINED 01 02 328900 0 0 TEXTRON INC COM 883203101 1454 78000 SH DEFINED 01 02 78000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5098 108700 SH DEFINED 01 02 108700 0 0 TIFFANY & CO NEW COM 886547108 4598 69165 SH DEFINED 01 02 69165 0 0 TIME WARNER CABLE INC COM 88732J207 6105 94100 SH DEFINED 01 02 94100 0 0 TIME WARNER INC COM NEW 887317303 10917 300500 SH DEFINED 01 02 300500 0 0 TJX COS INC NEW COM 872540109 7314 114805 SH DEFINED 01 02 114805 0 0 TOLL BROTHERS INC COM 889478103 872 41500 SH DEFINED 01 02 41500 0 0 TORCHMARK CORP COM 891027104 1531 35000 SH DEFINED 01 02 35000 0 0 TOTAL SYS SVCS INC COM 891906109 907 45500 SH DEFINED 01 02 45500 0 0 TRAVELERS COMPANIES 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665 40900 SH DEFINED 01 02 40900 0 0 WASHINGTON POST CO CL B 939640108 570 1500 SH DEFINED 01 02 1500 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 129 4640 SH DEFINED 01 02 4640 0 0 WASTE MGMT INC DEL COM 94106L109 4197 127800 SH DEFINED 01 02 127800 0 0 WATERS CORP COM 941848103 2113 27820 SH DEFINED 01 02 27820 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2340 38600 SH DEFINED 01 02 38600 0 0 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 3272 214700 SH DEFINED 01 02 214700 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 202 9100 SH DEFINED 01 02 9100 0 0 WELLPOINT INC COM 94973V107 7251 107248 SH DEFINED 01 02 107248 0 0 WELLS FARGO & CO NEW COM 949746101 44501 1565300 SH DEFINED 01 02 1565300 0 0 WESTERN DIGITAL CORP COM 958102105 2141 69100 SH DEFINED 01 02 69100 0 0 WESTERN UN CO COM 959802109 3346 180400 SH DEFINED 01 02 180400 0 0 WEYERHAEUSER CO COM 962166104 2917 152700 SH DEFINED 01 02 152700 0 0 WHIRLPOOL CORP COM 963320106 1067 22000 SH DEFINED 01 02 22000 0 0 WHITING PETE CORP NEW COM 966387102 1727 35100 SH DEFINED 01 02 35100 0 0 WHOLE FOODS MKT INC COM 966837106 4659 66900 SH DEFINED 01 02 66900 0 0 WILLIAMS CLAYTON ENERGY INC COM 969490101 1008 12500 SH DEFINED 01 02 12500 0 0 WILLIAMS COS INC DEL COM 969457100 4575 170600 SH DEFINED 01 02 170600 0 0 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1901 49000 SH DEFINED 01 02 49000 0 0 WINDSTREAM CORP COM 97381W104 1920 162600 SH DEFINED 01 02 162600 0 0 WINTHROP RLTY TR SH BEN INT NEW 976391300 27 2490 SH DEFINED 01 02 2490 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 188 18000 SH DEFINED 01 02 18000 0 0 WISCONSIN ENERGY CORP COM 976657106 2322 67200 SH DEFINED 01 02 67200 0 0 WOORI FIN HLDGS CO LTD ADR 981063100 66 2600 SH DEFINED 01 02 2600 0 0 WPX ENERGY INC COM 98212B103 1029 56866 SH DEFINED 01 02 56866 0 0 WYNN RESORTS LTD COM 983134107 2633 23100 SH DEFINED 01 02 23100 0 0 XCEL ENERGY INC COM 98389B100 3798 138900 SH DEFINED 01 02 138900 0 0 XENOPORT INC COM 98411C100 79 20000 SH DEFINED 01 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