0001193805-12-001313.txt : 20120808 0001193805-12-001313.hdr.sgml : 20120808 20120808103510 ACCESSION NUMBER: 0001193805-12-001313 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120808 DATE AS OF CHANGE: 20120808 EFFECTIVENESS DATE: 20120808 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: 121015477 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 e609934_13fhr-namtokyo.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 Check here if Amendment |_|; Amendment Number: This Amendment (Check only one.): |_| is a restatement. |_| adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Nomura Asset Management Co., Ltd. Address: 1-12-1 Nihonbashi, Chuo-ku Tokyo, Japan 103-8260 13F File Number: 28-6746 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Neil Daniele Title: Managing Director & Chief Compliance Officer of Nomura Asset Management U.S.A. Inc. and as an Attorney-in-Fact for Nomura Asset Management Co., Ltd. Phone: (212)667-1873 Signature, Place, and Date of Signing: /s/ Neil Daniele --------------------- Neil Daniele, New York, August 8, 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: 814 Form 13F Information Table Value Total: 4,452,871 (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 CORP COM 88579Y101 13,816 154,191 SH Sole 154,191 ABBOTT LABS COM 002824100 40,308 625,220 SH Sole 634,320 ABERCROMBIE & FITCH CO CL A 002896207 436 12,770 SH Sole 30,170 ACADIA REALTY TRUST COM SH BEN INT 004239109 468 20,200 SH Sole 20,200 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 7,324 121,889 SH Sole 165,039 ACE LTD SHS H0023R105 5,929 79,979 SH Sole 99,879 ACTIVISION BLIZZARD INC COM 00507V109 1,495 124,700 SH Sole 350,700 ADOBE SYSTEMS INC COM 00724F101 3,489 107,785 SH Sole 108,385 ADVANCE AUTO PARTS COM 00751Y106 732 10,725 SH Sole 29,725 ADVANCED MICRO DEVICES INC COM 007903107 882 153,879 SH Sole 157,079 AES CORP COM 00130H105 2,773 216,103 SH Sole 273,313 AETNA INC NEW COM 00817Y108 3,437 88,645 SH Sole 90,745 AFFILIATED MANAGERS GROUP COM 008252108 861 7,866 SH Sole 8,066 AFLAC INC COM 001055102 26,740 627,853 SH Sole 630,153 AGCO CORP COM 001084102 1,090 23,840 SH Sole 26,240 AGILENT TECHNOLOGIES INC COM 00846U101 2,634 67,137 SH Sole 83,007 AIR PRODUCTS & CHEMS INC COM 009158106 3,341 41,382 SH Sole 41,482 AIRGAS INC COM 009363102 8,666 103,157 SH Sole 115,567 AKAMAI TECHNOLOGIES COM 00971T101 805 25,360 SH Sole 26,060 ALBEMARLE CORP COM 012653101 801 13,431 SH Sole 13,731 ALCOA INC COM 013817101 2,903 331,730 SH Sole 331,730 ALEXANDERS INC COM 014752109 388 900 SH Sole 900 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 2,033 27,952 SH Sole 165,594 ALEXION PHARMACEUTICALS INC COM 015351109 4,227 42,570 SH Sole 85,478 ALLEGHANY CORP DEL COM 017175100 617 1,817 SH Sole 1,817 ALLEGHENY TECHNOLOGIES INC COM 01741R102 469 14,720 SH Sole 14,720 ALLERGAN INC COM 018490102 6,944 75,012 SH Sole 95,222 ALLIANCE DATA SYSTEMS CORP COM 018581108 974 7,212 SH Sole 12,202 ALLIANT ENERGY CORP COM 018802108 1,231 27,011 SH Sole 27,011 ALLSTATE CORP COM 020002101 5,216 148,650 SH Sole 149,150 ALPHA NATURAL RESOURCES INC COM 02076X102 649 74,510 SH Sole 74,510 ALTERA CORP COM 021441100 2,268 67,036 SH Sole 85,006 ALTRIA GROUP INC COM 02209S103 46,289 1,339,778 SH Sole 1,353,478 AMAZON.COM INC COM 023135106 17,016 74,515 SH Sole 91,815 AMEREN CORPORATION COM 023608102 2,372 70,709 SH Sole 119,609 AMERICA MOVIL SAV DE CV SPON ADR L SHS 02364W105 310 11,900 SH Sole 63,144 AMERICAN ASSETS TRUST INC COM 024013104 386 15,900 SH Sole 32,055 AMERICAN CAMPUS COMMUNITIES COM 024835100 1,502 33,390 SH Sole 33,390 AMERICAN CAPITAL AGENCY CORP COM 02503X105 1,548 46,070 SH Sole 47,870 AMERICAN ELECTRIC POWER COM 025537101 5,276 132,229 SH Sole 133,729 AMERICAN EXPRESS CO COM 025816109 28,828 495,239 SH Sole 519,119 AMERICAN INTL GROUP INC COM NEW 026874784 6,324 197,075 SH Sole 301,875 AMERICAN TOWER CORP NEW COM 03027X100 4,374 62,561 SH Sole 96,641 AMERICAN WATER WORKS CO INC NEW COM 030420103 13,885 405,060 SH Sole 830,138 AMERIPRISE FINANCIAL INC COM 03076C106 2,687 51,407 SH Sole 74,897 AMERISOURCEBERGEN CORP COM 03073E105 3,868 98,301 SH Sole 149,001 AMETEK INC NEW COM 031100100 1,159 23,220 SH Sole 73,930 AMGEN INC COM 031162100 17,252 236,206 SH Sole 286,457 AMPHENOL CORP NEW CL A 032095101 1,291 23,503 SH Sole 23,503 AMYLIN PHARMACEUTICALS INC COM 032346108 706 25,000 SH Sole 50,900 ANADARKO PETE CORP COM 032511107 6,902 104,254 SH Sole 200,424 ANALOG DEVICES INC COM 032654105 3,234 85,840 SH Sole 86,340 ANNALY CAPITAL MANAGEMENT COM 035710409 5,756 343,019 SH Sole 343,019 ANSYS INC COM 03662Q105 883 13,985 SH Sole 52,285 AON PLC SHS CL A G0408V102 4,929 105,362 SH Sole 105,362 APACHE CORPORATION COM 037411105 13,355 151,947 SH Sole 166,947
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 ------------------------------------------------------------------------------------------------------------------------------------ APARTMENT INVT&MGMT CO CL A 03748R101 1,615 59,740 SH Sole 543,035 APOLLO GROUP INC CL A 037604105 615 17,000 SH Sole 17,400 APPLE INC COM 037833100 125,581 215,036 SH Sole 309,381 APPLIED MATERIALS INC COM 038222105 3,876 338,258 SH Sole 338,258 ARCH CAPITAL GROUP LTD ORD G0450A105 1,496 37,680 SH Sole 39,080 ARCHER DANIELS MIDLAND CO COM 039483102 5,458 184,883 SH Sole 184,883 ARENA PHARMACEUTICAL INC COM 040047102 399 40,000 SH Sole 94,400 ARROW ELECTRS INC COM 042735100 1,269 38,686 SH Sole 38,686 ARUBA NETWORKS INC COM 043176106 376 25,000 SH Sole 25,000 ASHFORD HOSPITALITY TRUST COM SHS 044103109 270 32,080 SH Sole 32,080 ASHLAND INC NEW COM 044209104 780 11,261 SH Sole 37,961 ASSOCIATED ESTATES REALTY CP COM 045604105 296 19,800 SH Sole 19,800 ASSURANT INC COM 04621X108 967 27,765 SH Sole 30,265 AT & T INC COM 00206R102 80,961 2,270,357 SH Sole 2,272,057 ATMEL CORP COM 049513104 293 43,780 SH Sole 43,780 AUTODESK INC COM 052769106 1,906 54,460 SH Sole 79,680 AUTOLIV INC COM 052800109 1,109 20,290 SH Sole 20,890 AUTOMATIC DATA PROCESS COM 053015103 22,936 412,080 SH Sole 420,480 AUTONATION INC COM 05329W102 808 22,903 SH Sole 22,903 AUTONAVI HOLDINGS LTD SPONSORED ADR 05330F106 402 30,000 SH Sole 30,000 AUTOZONE INC COM 053332102 4,411 12,013 SH Sole 18,413 AVAGO TECHNOLOGIES LTD SHS Y0486S104 5,437 151,460 SH Sole 179,120 AVALONBAY COMMUNITIES INC COM 053484101 8,643 61,089 SH Sole 460,595 AVERY DENNISON CORP COM 053611109 6,623 242,262 SH Sole 242,262 AVNET INC COM 053807103 1,496 48,490 SH Sole 48,490 AVON PRODUCTS INC COM 054303102 1,435 88,507 SH Sole 88,507 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 1,051 32,301 SH Sole 32,301 BAKER HUGHES INC COM 057224107 3,871 94,196 SH Sole 121,671 BALL CORP COM 058498106 1,265 30,816 SH Sole 30,816 BANCO DE CHILE SPONSORED ADR 059520106 9,165 108,463 SH Sole 108,463 BANCO MACRO SA SPON ADR B 05961W105 512 39,500 SH Sole 39,500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 12,598 162,573 SH Sole 189,573 BANCOLOMBIA S.A. SPON ADR PREF 05968L102 284 4,600 SH Sole 4,600 BANK OF AMERICA CORPORATION COM 060505104 34,572 4,226,356 SH Sole 4,226,356 BANK OF NEWYORK MELLON CORP COM 064058100 6,668 303,803 SH Sole 303,803 BARD C R COM 067383109 1,289 11,998 SH Sole 11,998 BAXTER INTERNATIONAL INC COM 071813109 6,011 113,086 SH Sole 131,086 BB&T CORPORATION COM 054937107 5,125 166,122 SH Sole 174,722 BEAM INC COM 073730103 2,247 35,954 SH Sole 35,954 BECTON DICKINSON & CO COM 075887109 3,377 45,182 SH Sole 45,182 BED BATH & BEYOND INC COM 075896100 2,994 48,452 SH Sole 67,772 BERKLEY W R CORP COM 084423102 1,202 30,889 SH Sole 31,989 BERKSHIRE HATHAWAY INC CL A 084670108 17,492 140 SH Sole 140 BERKSHIRE HATHAWAY INC CL B NEW 084670702 15,721 188,663 SH Sole 200,663 BEST BUY INC COM 086516101 2,391 114,065 SH Sole 114,065 BIOGEN IDEC INC COM 09062X103 7,549 52,283 SH Sole 114,663 BIOMED REALTY TRUST INC COM 09063H107 1,292 69,160 SH Sole 1,550,601 BLACKROCK INC COM 09247X101 5,071 29,860 SH Sole 41,260 BLOCK H & R INC COM 093671105 884 55,292 SH Sole 64,692 BMC SOFTWARE COM 055921100 1,039 24,350 SH Sole 24,350 BOEING CO COM 097023105 19,317 259,989 SH Sole 260,089 BORGWARNER INC COM 099724106 1,033 15,749 SH Sole 36,379 BOSTON PROPERTIES INC COM 101121101 10,704 98,772 SH Sole 565,791 BOSTON SCIENTIFIC CORP COM 101137107 2,226 392,603 SH Sole 392,603 BRANDYWINE REALTY TRUST SH BEN INT NEW 105368203 810 65,600 SH Sole 91,079 BRE PROPERTIES INC CL A 05564E106 1,722 34,420 SH Sole 1,451,822 BRISTOL MYERS SQUIBB CO COM 110122108 13,826 384,595 SH Sole 489,395 BROADCOM CORP CL A 111320107 3,762 111,290 SH Sole 258,490 BROWN FORMAN CORP CL B 115637209 1,339 13,825 SH Sole 14,125
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 ------------------------------------------------------------------------------------------------------------------------------------ BUNGE LIMITED COM G16962105 2,944 46,928 SH Sole 46,928 C.H.ROBINSON WORLDWIDE INC COM NEW 12541W209 1,839 31,414 SH Sole 31,414 CA INC COM 12673P105 5,669 209,261 SH Sole 212,261 CABLEVISION SYSTEMS CORP CL A NY CABLVS 12686C109 873 65,679 SH Sole 65,679 CABOT OIL & GAS CORP COM 127097103 1,177 29,880 SH Sole 47,780 CALPINE CORP COM NEW 131347304 1,508 91,320 SH Sole 91,320 CAMDEN PROPERTY TRUST SH BEN INT 133131102 2,442 36,085 SH Sole 248,096 CAMERON INTERNATIONAL CORP COM 13342B105 1,986 46,500 SH Sole 47,400 CAMPBELL SOUP CO COM 134429109 1,828 54,762 SH Sole 54,762 CAMPUS CREST COMMUNITIES INC COM 13466Y105 142 13,700 SH Sole 13,700 CAPITAL ONE FINANCIAL CORP COM 14040H105 10,393 190,138 SH Sole 190,338 CAPLEASE INC COM 140288101 139 33,600 SH Sole 33,600 CARDINAL HEALTH INC COM 14149Y108 5,367 127,789 SH Sole 127,889 CAREFUSION CORP COM 14170T101 1,495 58,219 SH Sole 58,219 CARMAX INC COM 143130102 824 31,760 SH Sole 104,360 CARNIVAL CORP PAIRED CTF 143658300 5,179 151,113 SH Sole 211,213 CASEYS GENERAL STORES INC COM 147528103 598 10,134 SH Sole 10,134 CATERPILLAR INC DEL COM 149123101 12,011 141,458 SH Sole 147,458 CBL&ASSOCIATES PROPERTIES COM 124830100 1,306 66,860 SH Sole 894,260 CBRE GROUP INC CL A 12504L109 770 47,060 SH Sole 217,810 CBS CORP NEW CL B 124857202 4,531 138,235 SH Sole 150,735 CEDAR REALTY TRUST INC COM NEW 150602209 133 26,300 SH Sole 26,300 CELANESE CORP DEL COM SER A 150870103 785 22,680 SH Sole 49,580 CELGENE CORP COM 151020104 4,685 73,021 SH Sole 140,577 CENTERPOINT ENERGY INC COM 15189T107 2,084 100,839 SH Sole 102,139 CENTURYLINK INC COM 156700106 16,258 411,710 SH Sole 411,760 CERNER CORP COM 156782104 2,573 31,131 SH Sole 46,731 CF INDUSTRIES HOLDINGS INC COM 125269100 2,427 12,527 SH Sole 13,127 CHARTER COMMUNICATION INC CL A NEW 16117M305 1,079 15,225 SH Sole 15,225 CHESAPEAKE ENERGY CORP COM 165167107 2,951 158,682 SH Sole 158,682 CHESAPEAKE LODGING TRUST SH BEN INT 165240102 262 15,200 SH Sole 15,200 CHEVRON CORP NEW COM 166764100 93,947 890,490 SH Sole 943,740 CHIPOTLE MEXICAN GRILL INC COM 169656105 1,718 4,522 SH Sole 5,422 CHUBB CORP COM 171232101 4,775 65,571 SH Sole 65,571 CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 566 18,004 SH Sole 18,004 CHURCH & DWIGHT INC COM 171340102 1,613 29,070 SH Sole 43,580 CIA DE MINAS BUENAVENTUR SPONSORED ADR 204448104 216 5,700 SH Sole 5,700 CIGNA CORPORATION COM 125509109 2,906 66,044 SH Sole 86,544 CIMAREX ENERGY CO COM 171798101 646 11,724 SH Sole 11,724 CINCINNATI FINANCIAL CORP COM 172062101 1,516 39,809 SH Sole 44,309 CINTAS CORP COM 172908105 666 17,240 SH Sole 17,340 CIRRUS LOGIC INC COM 172755100 747 25,000 SH Sole 25,000 CISCO SYSTEMS INC COM 17275R102 21,753 1,266,946 SH Sole 2,149,371 CIT GROUP INC COM NEW 125581801 1,552 43,540 SH Sole 43,540 CITIGROUP INC COM NEW 172967424 33,476 1,221,324 SH Sole 1,357,114 CITRIX SYSTEMS INC COM 177376100 8,491 101,155 SH Sole 146,885 CLIFFS NATURAL RESOURCES INC COM 18683K101 1,455 29,526 SH Sole 29,526 CLOROX CO DEL COM 189054109 2,142 29,556 SH Sole 29,556 CME GROUP INC COM 12572Q105 3,763 14,034 SH Sole 14,034 CMS ENERGY CORP COM 125896100 995 42,320 SH Sole 43,220 CNA FINL CORP COM 126117100 809 29,197 SH Sole 29,197 CNH GLOBAL N V SHS NEW N20935206 948 24,400 SH Sole 24,400 COACH INC COM 189754104 4,144 70,864 SH Sole 149,418 COBALT INTL ENERGY INC COM 19075F106 585 24,900 SH Sole 150,900 COCA COLA CO COM 191216100 66,848 854,944 SH Sole 886,144 COCA COLA ENTERPRISES INC NE COM 19122T109 2,232 79,601 SH Sole 80,301 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,664 111,061 SH Sole 112,361 COLGATE PALMOLIVE CO COM 194162103 10,402 99,923 SH Sole 100,923 COLONIAL PPTYS TR COM SH BEN INT 195872106 903 40,780 SH Sole 40,780
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 ------------------------------------------------------------------------------------------------------------------------------------ COMCAST CORP NEW CL A SPL 20030N200 2,826 90,010 SH Sole 97,010 COMCAST CORP NEW CL A 20030N101 16,554 517,789 SH Sole 552,589 COMERICA INC COM 200340107 1,723 56,119 SH Sole 57,319 COMMONWEALTH REIT COM SH BEN INT 203233101 748 39,140 SH Sole 39,140 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 3,975 103,700 SH Sole 137,706 COMPUTER SCIENCES CORP COM 205363104 1,450 58,403 SH Sole 58,403 CONAGRA FOODS INC COM 205887102 2,735 105,462 SH Sole 105,962 CONCHO RES INC COM 20605P101 1,198 14,076 SH Sole 16,176 CONOCOPHILLIPS COM 20825C104 22,641 405,166 SH Sole 437,866 CONSOL ENERGY INC COM 20854P109 1,387 45,850 SH Sole 140,950 CONSOLIDATED EDISON INC COM 209115104 11,595 186,446 SH Sole 188,046 CONSTELLATION BRANDS INC CL A 21036P108 1,111 41,066 SH Sole 41,066 CONTINENTAL RESOURCES INC COM 212015101 433 6,500 SH Sole 8,300 COOPER INDUSTRIES PLC SHS G24140108 2,336 34,264 SH Sole 34,264 CORE LABORATORIES N V COM N22717107 819 7,070 SH Sole 7,170 CORESITE RLTY CORP COM 21870Q105 250 9,700 SH Sole 9,700 CORNING INC COM 219350105 9,670 747,856 SH Sole 747,856 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 777 33,040 SH Sole 79,661 COSAN LTD SHS A G25343107 256 20,200 SH Sole 42,666 COSTCO WHSL CORP NEW COM 22160K105 11,145 117,312 SH Sole 143,572 COUSINS PPTYS INC COM 222795106 376 48,500 SH Sole 680,382 COVENTRY HEALTH CARE INC COM 222862104 1,629 51,248 SH Sole 51,248 COVIDIEN PLC SHS G2554F113 4,866 90,954 SH Sole 91,454 CRACKER BARREL OLD CTRY STOR COM 22410J106 634 10,099 SH Sole 10,099 CREDICORP LTD COM G2519Y108 1,108 8,800 SH Sole 8,800 CREE INC COM 225447101 888 34,590 SH Sole 66,314 CROWN CASTLE INTL CORP COM 228227104 2,360 40,233 SH Sole 42,233 CROWN HOLDINGS INC COM 228368106 803 23,280 SH Sole 23,280 CSX CORP COM 126408103 5,042 225,491 SH Sole 228,591 CUBESMART COM 229663109 658 56,400 SH Sole 56,400 CUMMINS INC COM 231021106 3,388 34,959 SH Sole 36,559 CVS CAREMARK CORPORATION COM 126650100 14,234 304,601 SH Sole 357,601 CYPRESS SEMICONDUCTOR CORP COM 232806109 233 17,600 SH Sole 17,600 D R HORTON INC COM 23331A109 1,684 91,622 SH Sole 101,522 DANAHER CORP DEL COM 235851102 5,605 107,627 SH Sole 392,364 DARDEN RESTAURANTS INC COM 237194105 13,368 264,029 SH Sole 264,029 DAVITA INC COM 23918K108 1,879 19,128 SH Sole 19,128 DCT INDUSTRIAL TRUST INC COM 233153105 708 112,390 SH Sole 112,390 DDR CORP COM 23317H102 1,472 100,520 SH Sole 1,328,272 DEERE & CO COM 244199105 6,184 76,474 SH Sole 76,574 DELL INC COM 24702R101 5,709 456,003 SH Sole 504,803 DELPHI AUTOMOTIVE PLC SHS G27823106 474 18,600 SH Sole 18,600 DELTA AIR LINES INC DEL COM NEW 247361702 1,660 151,626 SH Sole 228,426 DENBURY RES INC COM NEW 247916208 867 57,410 SH Sole 128,960 DENTSPLY INTL INC NEW COM 249030107 811 21,450 SH Sole 21,550 DEUTSCHE BK AG LDN BRH PS GOLD DS ETN 25154H756 100 20,000 SH Sole 20,000 DEVON ENERGY CORP NEW COM 25179M103 5,620 96,913 SH Sole 131,313 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,653 27,949 SH Sole 27,949 DIAMONDROCK HOSPITALITY CO COM 252784301 797 78,180 SH Sole 158,630 DICKS SPORTING GOODS INC COM 253393102 715 14,890 SH Sole 15,190 DIGITAL RLTY TR INC COM 253868103 4,832 64,364 SH Sole 67,464 DIRECTV COM CL A 25490A101 6,838 140,066 SH Sole 172,548 DISCOVER FINL SVCS COM 254709108 3,780 109,307 SH Sole 119,007 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 2,505 46,390 SH Sole 46,790 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 776 15,490 SH Sole 16,890 DISH NETWORK CORP CL A 25470M109 1,922 67,322 SH Sole 68,222 DISNEY WALT CO COM DISNEY 254687106 26,138 538,933 SH Sole 626,433 DOLBY LABORATORIES INC COM 25659T107 301 7,300 SH Sole 7,300 DOLLAR GEN CORP NEW COM 256677105 4,195 77,120 SH Sole 96,150
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 ------------------------------------------------------------------------------------------------------------------------------------ DOLLAR TREE INC COM 256746108 6,418 119,302 SH Sole 127,102 DOMINION RES INC VA NEW COM 25746U109 6,903 127,842 SH Sole 131,142 DONNELLEY R R & SONS CO COM 257867101 598 50,829 SH Sole 50,829 DOUGLAS EMMETT INC COM 25960P109 1,447 62,620 SH Sole 192,732 DOVER CORP COM 260003108 2,111 39,376 SH Sole 39,376 DOW CHEM CO COM 260543103 16,784 532,826 SH Sole 535,226 DR PEPPER SNAPPLE GROUP INC COM 26138E109 30,089 687,751 SH Sole 687,751 DR REDDYS LABS LTD ADR 256135203 194 6,520 SH Sole 6,520 DTE ENERGY CO COM 233331107 2,782 46,883 SH Sole 47,983 DU PONT E I DE NEMOURS & CO COM 263534109 33,833 669,033 SH Sole 703,613 DUKE ENERGY CORP NEW COM 26441C105 22,675 983,294 SH Sole 987,894 DUKE REALTY CORP COM NEW 264411505 2,285 156,100 SH Sole 1,032,461 DUN & BRADSTREET CORP DEL NE COM 26483E100 5,062 71,121 SH Sole 72,721 DUNKIN BRANDS GROUP INC COM 265504100 859 25,000 SH Sole 28,500 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 822 28,770 SH Sole 28,770 E M C CORP MASS COM 268648102 10,200 397,989 SH Sole 968,669 EASTGROUP PPTY INC COM 277276101 692 12,990 SH Sole 44,188 EASTMAN CHEM CO COM 277432100 1,533 30,439 SH Sole 30,439 EATON CORP COM 278058102 2,816 71,067 SH Sole 150,446 EATON VANCE CORP COM NON VTG 278265103 437 16,210 SH Sole 16,210 EBAY INC COM 278642103 11,125 264,813 SH Sole 759,373 ECOLAB INC COM 278865100 3,403 49,654 SH Sole 99,721 ECOPETROL S A SPONSORED ADS 279158109 1,127 20,200 SH Sole 23,274 EDISON INTL COM 281020107 4,023 87,088 SH Sole 88,988 EDUCATION RLTY TR INC COM 28140H104 473 42,700 SH Sole 42,700 EDWARDS LIFESCIENCES CORP COM 28176E108 5,113 49,495 SH Sole 49,495 ELBIT SYS LTD ORD M3760D101 384 11,100 SH Sole 11,100 ELECTRONIC ARTS INC COM 285512109 616 49,840 SH Sole 228,640 EMERSON ELEC CO COM 291011104 15,165 325,577 SH Sole 325,577 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 262 5,137 SH Sole 5,137 ENERGEN CORP COM 29265N108 445 9,867 SH Sole 9,867 ENERGIZER HLDGS INC COM 29266R108 736 9,786 SH Sole 9,986 ENERSIS S A SPONSORED ADR 29274F104 406 21,720 SH Sole 64,177 ENTERGY CORP NEW COM 29364G103 3,660 53,912 SH Sole 54,912 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 892 21,700 SH Sole 21,700 EOG RES INC COM 26875P101 6,633 73,609 SH Sole 73,609 EQT CORP COM 26884L109 1,097 20,457 SH Sole 21,057 EQUIFAX INC COM 294429105 839 18,000 SH Sole 21,400 EQUINIX INC COM NEW 29444U502 1,921 10,935 SH Sole 11,535 EQUITY LIFESTYLE PPTYS INC COM 29472R108 1,272 18,450 SH Sole 18,450 EQUITY ONE COM 294752100 566 26,700 SH Sole 814,934 EQUITY RESIDENTIAL SH BEN INT 29476L107 12,070 193,549 SH Sole 965,138 ERIE INDTY CO CL A 29530P102 723 10,102 SH Sole 10,102 ESSEX PPTY TR INC COM 297178105 2,442 15,866 SH Sole 112,019 EVEREST RE GROUP LTD COM G3223R108 1,349 13,031 SH Sole 13,031 EXCEL TR INC COM 30068C109 182 15,200 SH Sole 15,200 EXELIS INC COM 30162A108 106 10,792 SH Sole 10,792 EXELON CORP COM 30161N101 8,905 236,719 SH Sole 239,517 EXPEDIA INC DEL COM NEW 30212P303 708 14,720 SH Sole 15,720 EXPEDITORS INTL WASH INC COM 302130109 1,245 32,140 SH Sole 32,140 EXPRESS SCRIPTS HLDG CO COM 30219G108 20,155 361,010 SH Sole 382,570 EXTRA SPACE STORAGE INC COM 30225T102 1,420 46,400 SH Sole 377,593 EXXON MOBIL CORP COM 30231G102 138,249 1,615,619 SH Sole 1,636,819 F M C CORP COM NEW 302491303 1,068 19,978 SH Sole 24,578 F5 NETWORKS INC COM 315616102 1,158 11,630 SH Sole 194,205 FACEBOOK INC CL A 30303M102 5,884 189,060 SH Sole 342,312 FAMILY DLR STORES INC COM 307000109 1,382 20,783 SH Sole 20,783 FASTENAL CO COM 311900104 1,639 40,661 SH Sole 52,261 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,988 38,312 SH Sole 315,746
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 ------------------------------------------------------------------------------------------------------------------------------------ FEDEX CORP COM 31428X106 6,587 71,901 SH Sole 85,471 FELCOR LODGING TR INC COM 31430F101 268 57,000 SH Sole 57,000 FIDELITY NATIONAL FINANCIAL CL A 31620R105 975 50,617 SH Sole 50,617 FIDELITY NATL INFORMATION SV COM 31620M106 1,956 57,387 SH Sole 57,387 FIFTH THIRD BANCORP COM 316773100 6,477 483,328 SH Sole 538,958 FINISAR CORP COM NEW 31787A507 150 10,000 SH Sole 10,000 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 520 41,200 SH Sole 41,200 FIRST POTOMAC RLTY TR COM 33610F109 272 23,100 SH Sole 29,971 FIRST REP BK SAN FRANCISCO C COM 33616C100 488 14,510 SH Sole 14,510 FIRSTENERGY CORP COM 337932107 4,955 100,725 SH Sole 128,325 FISERV INC COM 337738108 2,047 28,338 SH Sole 51,738 FLEXTRONICS INTL LTD ORD Y2573F102 1,574 253,843 SH Sole 253,843 FLIR SYS INC COM 302445101 418 21,450 SH Sole 21,450 FLOWSERVE CORP COM 34354P105 924 8,053 SH Sole 50,538 FLUOR CORP NEW COM 343412102 1,787 36,208 SH Sole 56,048 FMC TECHNOLOGIES INC COM 30249U101 1,403 35,752 SH Sole 43,852 FORD MTR CO DEL COM PAR $0.01 345370860 11,815 1,232,008 SH Sole 1,232,008 FOREST LABS INC COM 345838106 2,292 65,509 SH Sole 65,509 FORTINET INC COM 34959E109 697 30,000 SH Sole 30,000 FOSSIL INC COM 349882100 580 7,578 SH Sole 7,578 FRANKLIN RES INC COM 354613101 7,381 66,498 SH Sole 66,498 FRANKLIN STREET PPTYS CORP COM 35471R106 346 32,700 SH Sole 32,700 FREEPORT-MCMORAN COPPER & GO COM 35671D857 14,317 420,222 SH Sole 450,222 FRESH MKT INC COM 35804H106 670 12,500 SH Sole 12,500 FRONTIER COMMUNICATIONS CORP COM 35906A108 1,187 310,027 SH Sole 310,027 GALLAGHER ARTHUR J & CO COM 363576109 9,490 270,610 SH Sole 270,610 GAMESTOP CORP NEW CL A 36467W109 716 39,020 SH Sole 39,020 GANNETT INC COM 364730101 682 46,318 SH Sole 46,318 GAP INC DEL COM 364760108 2,632 96,206 SH Sole 100,606 GARMIN LTD SHS H2906T109 1,097 28,640 SH Sole 33,440 GENERAL DYNAMICS CORP COM 369550108 9,814 148,786 SH Sole 149,586 GENERAL ELECTRIC CO COM 369604103 69,620 3,340,672 SH Sole 3,522,915 GENERAL GROWTH PPTYS INC NEW COM 370023103 6,788 375,220 SH Sole 1,808,125 GENERAL MLS INC COM 370334104 5,506 142,864 SH Sole 142,864 GENERAL MTRS CO COM 37045V100 6,929 351,370 SH Sole 351,370 GENUINE PARTS CO COM 372460105 7,222 119,861 SH Sole 123,261 GENWORTH FINL INC COM CL A 37247D106 873 154,155 SH Sole 154,155 GETTY RLTY CORP NEW COM 374297109 239 12,500 SH Sole 12,500 GILEAD SCIENCES INC COM 375558103 7,230 140,985 SH Sole 296,763 GLIMCHER RLTY TR SH BEN INT 379302102 654 64,000 SH Sole 64,000 GOLDMAN SACHS GROUP INC COM 38141G104 16,236 169,373 SH Sole 169,373 GOODRICH CORP COM 382388106 3,080 24,273 SH Sole 24,273 GOODYEAR TIRE & RUBR CO COM 382550101 1,127 95,438 SH Sole 99,138 GOOGLE INC CL A 38259P508 38,079 65,645 SH Sole 91,665 GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 361 15,970 SH Sole 15,970 GRACO INC COM 384109104 2,965 64,334 SH Sole 64,334 GRAINGER W W INC COM 384802104 2,279 11,916 SH Sole 13,916 GREEN MTN COFFEE ROASTERS IN COM 393122106 411 18,860 SH Sole 18,860 GRUPO FINANCIERO GALICIA S A SP ADR 10 SH B 399909100 82 17,700 SH Sole 17,700 HAIN CELESTIAL GROUP INC COM 405217100 1,101 20,000 SH Sole 20,000 HALLIBURTON CO COM 406216101 5,302 186,752 SH Sole 186,752 HARLEY DAVIDSON INC COM 412822108 2,029 44,372 SH Sole 83,770 HARRIS CORP DEL COM 413875105 685 16,370 SH Sole 16,370 HARTFORD FINL SVCS GROUP INC COM 416515104 2,477 140,487 SH Sole 140,487 HASBRO INC COM 418056107 602 17,780 SH Sole 42,380 HCA HOLDINGS INC COM 40412C101 3,172 104,230 SH Sole 104,230 HCP INC COM 40414L109 11,861 268,643 SH Sole 1,025,454 HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,826 86,700 SH Sole 76,800 9,900 HEALTH CARE REIT INC COM 42217K106 7,922 135,889 SH Sole 867,242
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 ------------------------------------------------------------------------------------------------------------------------------------ HEALTHCARE RLTY TR COM 421946104 861 36,110 SH Sole 87,410 HEINZ H J CO COM 423074103 14,517 266,947 SH Sole 266,947 HELMERICH & PAYNE INC COM 423452101 678 15,586 SH Sole 16,986 HERBALIFE LTD COM USD SHS G4412G101 783 16,198 SH Sole 16,398 HERSHA HOSPITALITY TR SH BEN INT A 427825104 428 81,000 SH Sole 81,000 HERSHEY CO COM 427866108 3,048 42,315 SH Sole 43,115 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,421 111,000 SH Sole 235,000 HESS CORP COM 42809H107 3,916 90,132 SH Sole 90,132 HEWLETT PACKARD CO COM 428236103 17,261 858,307 SH Sole 858,307 HIBBETT SPORTS INC COM 428567101 721 12,500 SH Sole 12,500 HIGHWOODS PPTYS INC COM 431284108 1,125 33,430 SH Sole 2,176,530 HOLLYFRONTIER CORP COM 436106108 1,162 32,790 SH Sole 33,190 HOLOGIC INC COM 436440101 650 36,020 SH Sole 73,320 HOME DEPOT INC COM 437076102 32,930 621,433 SH Sole 627,033 HOME PROPERTIES INC COM 437306103 1,365 22,242 SH Sole 41,151 HONEYWELL INTL INC COM 438516106 8,672 155,304 SH Sole 186,834 HORMEL FOODS CORP COM 440452100 1,480 48,662 SH Sole 49,562 HOSPIRA INC COM 441060100 1,048 29,950 SH Sole 45,770 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,788 72,166 SH Sole 72,166 HOST HOTELS & RESORTS INC COM 44107P104 7,473 472,367 SH Sole 1,927,431 HUDSON CITY BANCORP COM 443683107 674 105,746 SH Sole 105,746 HUDSON PAC PPTYS INC COM 444097109 265 15,200 SH Sole 15,200 HUMANA INC COM 444859102 3,155 40,742 SH Sole 41,242 HUNT J B TRANS SVCS INC COM 445658107 795 13,333 SH Sole 13,633 HUNTINGTON BANCSHARES INC COM 446150104 389 60,762 SH Sole 113,862 IAC INTERACTIVECORP COM PAR $.001 44919P508 921 20,190 SH Sole 20,190 ICICI BK LTD ADR 45104G104 379 11,700 SH Sole 6,900 4,800 IHS INC CL A 451734107 743 6,900 SH Sole 8,100 ILLINOIS TOOL WKS INC COM 452308109 5,013 94,778 SH Sole 96,678 ILLUMINA INC COM 452327109 735 18,200 SH Sole 82,700 INGERSOLL-RAND PLC SHS G47791101 5,174 122,657 SH Sole 126,057 INGREDION INC COM 457187102 1,470 29,677 SH Sole 29,677 INLAND REAL ESTATE CORP COM NEW 457461200 303 36,200 SH Sole 36,200 INTEGRYS ENERGY GROUP INC COM 45822P105 1,309 23,026 SH Sole 23,026 INTEL CORP SDCV 2.950%12/1 458140AD2 5,834 5,134,000 PRN Sole 5,134,000 INTEL CORP COM 458140100 43,872 1,646,219 SH Sole 2,384,284 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,378 10,136 SH Sole 10,136 INTERNATIONAL BUSINESS MACHS COM 459200101 42,903 219,365 SH Sole 236,165 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 623 11,365 SH Sole 11,365 INTERNATIONAL GAME TECHNOLOG COM 459902102 644 40,870 SH Sole 40,870 INTERPUBLIC GROUP COS INC COM 460690100 1,209 111,410 SH Sole 111,410 INTL PAPER CO COM 460146103 3,231 111,774 SH Sole 118,574 INTUIT COM 461202103 3,713 62,560 SH Sole 168,040 INTUITIVE SURGICAL INC COM NEW 46120E602 4,911 8,868 SH Sole 11,948 INVESCO LTD SHS G491BT108 2,040 90,269 SH Sole 217,329 INVESTORS REAL ESTATE TR SH BEN INT 461730103 313 39,600 SH Sole 39,600 IRON MTN INC COM 462846106 604 18,340 SH Sole 18,440 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 206 29,000 SH Sole 29,000 ISHARES INC MSCI TAIWAN 464286731 1,323 108,140 SH Sole 108,140 ISHARES TR S&P GL INDUSTR 464288729 430 8,600 SH Sole 8,600 ISHARES TR JPMORGAN USD 464288281 665 5,800 SH Sole 5,800 ISHARES TR S&P GBL INF 464287291 227 3,500 SH Sole 3,500 ISHARES TR MSCI PERU CAP 464289842 136 3,200 SH Sole 3,200 ITT CORP NEW COM NEW 450911201 185 10,491 SH Sole 26,838 JABIL CIRCUIT INC COM 466313103 523 25,723 SH Sole 25,723 JACK IN THE BOX INC COM 466367109 566 20,310 SH Sole 20,310 JACOBS ENGR GROUP INC DEL COM 469814107 1,035 27,329 SH Sole 27,329 JOHNSON & JOHNSON COM 478160104 88,019 1,302,824 SH Sole 1,315,316 JOHNSON CTLS INC COM 478366107 4,508 162,687 SH Sole 211,555
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 ------------------------------------------------------------------------------------------------------------------------------------ JOY GLOBAL INC COM 481165108 864 15,227 SH Sole 34,127 JPMORGAN CHASE & CO COM 46625H100 64,308 1,799,832 SH Sole 2,006,732 JUNIPER NETWORKS INC COM 48203R104 1,691 103,656 SH Sole 821,506 KANSAS CITY SOUTHERN COM NEW 485170302 1,107 15,916 SH Sole 20,216 KBR INC COM 48242W106 888 35,953 SH Sole 35,953 KELLOGG CO COM 487836108 3,076 62,361 SH Sole 62,361 KEYCORP NEW COM 493267108 1,871 241,790 SH Sole 241,790 KILROY RLTY CORP COM 49427F108 1,481 30,590 SH Sole 239,890 KIMBERLY CLARK CORP COM 494368103 7,780 92,869 SH Sole 93,869 KIMCO RLTY CORP COM 49446R109 5,395 283,518 SH Sole 444,818 KINDER MORGAN INC DEL COM 49456B101 3,264 101,315 SH Sole 114,276 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 1,395 19,004 SH Sole 21,820 KITE RLTY GROUP TR COM 49803T102 144 28,900 SH Sole 28,900 KLA-TENCOR CORP COM 482480100 2,138 43,418 SH Sole 48,818 KOHLS CORP COM 500255104 3,032 66,648 SH Sole 66,648 KRAFT FOODS INC CL A 50075N104 15,602 403,998 SH Sole 486,768 KROGER CO COM 501044101 5,261 226,845 SH Sole 227,245 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,213 29,896 SH Sole 29,896 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,698 18,333 SH Sole 18,333 LAM RESEARCH CORP COM 512807108 1,436 38,057 SH Sole 39,257 LANCASTER COLONY CORP COM 513847103 712 10,000 SH Sole 10,000 LAS VEGAS SANDS CORP COM 517834107 3,018 69,394 SH Sole 120,747 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,148 39,380 SH Sole 90,442 LAUDER ESTEE COS INC CL A 518439104 2,360 43,616 SH Sole 134,835 LAZARD LTD SHS A G54050102 6,941 267,063 SH Sole 267,063 LEGG MASON INC COM 524901105 1,001 37,954 SH Sole 37,954 LEGGETT & PLATT INC COM 524660107 702 33,206 SH Sole 33,206 LEUCADIA NATL CORP COM 527288104 632 29,730 SH Sole 29,730 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 476 21,490 SH Sole 21,490 LEXINGTON REALTY TRUST COM 529043101 544 64,240 SH Sole 64,240 LIBERTY GLOBAL INC COM SER A 530555101 2,315 46,655 SH Sole 89,155 LIBERTY GLOBAL INC COM SER C 530555309 863 18,080 SH Sole 18,780 LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 2,353 132,292 SH Sole 132,292 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 1,387 15,775 SH Sole 16,075 LIBERTY PPTY TR SH BEN INT 531172104 2,830 76,831 SH Sole 2,789,331 LIFE TECHNOLOGIES CORP COM 53217V109 1,532 34,047 SH Sole 82,450 LILLY ELI & CO COM 532457108 11,674 272,048 SH Sole 352,148 LIMITED BRANDS INC COM 532716107 2,716 63,867 SH Sole 162,896 LINCOLN NATL CORP IND COM 534187109 1,880 85,949 SH Sole 86,949 LINEAR TECHNOLOGY CORP COM 535678106 10,683 340,969 SH Sole 340,969 LINKEDIN CORP COM CL A 53578A108 691 6,500 SH Sole 251,275 LOCKHEED MARTIN CORP COM 539830109 12,587 144,546 SH Sole 145,846 LOEWS CORP COM 540424108 3,621 88,500 SH Sole 88,500 LORILLARD INC COM 544147101 14,679 111,243 SH Sole 149,143 LOWES COS INC COM 548661107 8,238 289,661 SH Sole 352,261 LSI CORPORATION COM 502161102 913 143,378 SH Sole 143,378 LTC PPTYS INC COM 502175102 519 14,300 SH Sole 14,300 LULULEMON ATHLETICA INC COM 550021109 835 14,000 SH Sole 14,700 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 3,716 92,280 SH Sole 108,528 M & T BK CORP COM 55261F104 11,222 135,912 SH Sole 135,912 MACERICH CO COM 554382101 4,634 78,471 SH Sole 1,861,474 MACK CALI RLTY CORP COM 554489104 1,179 40,560 SH Sole 40,560 MACYS INC COM 55616P104 3,386 98,566 SH Sole 214,981 MANPOWERGROUP INC COM 56418H100 1,301 35,500 SH Sole 35,500 MARATHON OIL CORP COM 565849106 5,802 226,904 SH Sole 241,204 MARATHON PETE CORP COM 56585A102 5,299 117,962 SH Sole 119,012 MARKET VECTORS ETF TR EM LC CURR DBT 57060U522 271 10,600 SH Sole 10,600 MARRIOTT INTL INC NEW CL A 571903202 2,405 61,358 SH Sole 93,358 MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 477 15,400 SH Sole 15,400
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 ------------------------------------------------------------------------------------------------------------------------------------ MARSH & MCLENNAN COS INC COM 571748102 3,613 112,114 SH Sole 113,214 MARTIN MARIETTA MATLS INC COM 573284106 521 6,610 SH Sole 6,910 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,536 136,132 SH Sole 1,552,057 MASCO CORP COM 574599106 1,449 104,496 SH Sole 213,296 MASTERCARD INC CL A 57636Q104 7,562 17,582 SH Sole 27,082 MATTEL INC COM 577081102 2,534 78,107 SH Sole 81,207 MAXIM INTEGRATED PRODS INC COM 57772K101 2,561 99,898 SH Sole 117,598 MCCORMICK & CO INC COM NON VTG 579780206 1,523 25,117 SH Sole 25,117 MCDERMOTT INTL INC COM 580037109 114 10,240 SH Sole 10,240 MCDONALDS CORP COM 580135101 24,784 279,947 SH Sole 295,947 MCGRAW HILL COS INC COM 580645109 5,393 119,845 SH Sole 120,645 MCKESSON CORP COM 58155Q103 7,189 76,687 SH Sole 111,047 MDU RES GROUP INC COM 552690109 975 45,095 SH Sole 45,095 MEAD JOHNSON NUTRITION CO COM 582839106 2,393 29,725 SH Sole 31,825 MEADWESTVACO CORP COM 583334107 1,167 40,589 SH Sole 40,889 MECHEL OAO SPONSORED ADR 583840103 422 65,400 SH Sole 65,400 MEDICAL PPTYS TRUST INC COM 58463J304 596 62,000 SH Sole 183,050 MEDTRONIC INC COM 585055106 17,247 445,313 SH Sole 445,513 MELCO CROWN ENTMT LTD ADR 585464100 691 60,000 SH Sole 60,000 MERCK & CO INC NEW COM 58933Y105 80,400 1,925,752 SH Sole 2,044,005 METLIFE INC COM 59156R108 17,340 562,069 SH Sole 594,069 METROPCS COMMUNICATIONS INC COM 591708102 283 46,830 SH Sole 46,830 MGM RESORTS INTERNATIONAL COM 552953101 1,195 107,078 SH Sole 120,278 MICROCHIP TECHNOLOGY INC COM 595017104 17,900 541,125 SH Sole 543,525 MICRON TECHNOLOGY INC COM 595112103 3,211 508,904 SH Sole 508,904 MICROSOFT CORP COM 594918104 57,123 1,867,380 SH Sole 3,063,345 MID-AMER APT CMNTYS INC COM 59522J103 1,260 18,460 SH Sole 18,460 MIDDLEBY CORP COM 596278101 498 5,000 SH Sole 5,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,198 185,910 SH Sole 251,610 MOHAWK INDS INC COM 608190104 1,238 17,731 SH Sole 19,831 MOLEX INC COM 608554101 5,377 224,610 SH Sole 224,610 MOLSON COORS BREWING CO CL B 60871R209 1,432 34,425 SH Sole 34,725 MONMOUTH REAL ESTATE INVT CO CL A 609720107 214 18,300 SH Sole 18,300 MONSANTO CO NEW COM 61166W101 10,231 123,594 SH Sole 143,604 MONSTER BEVERAGE CORP COM 611740101 1,569 22,040 SH Sole 36,650 MOODYS CORP COM 615369105 1,096 29,980 SH Sole 31,180 MORGAN STANLEY COM NEW 617446448 8,000 548,347 SH Sole 548,347 MOSAIC CO NEW COM 61945C103 3,520 64,275 SH Sole 64,275 MOTOROLA SOLUTIONS INC COM NEW 620076307 3,020 62,781 SH Sole 64,966 MPG OFFICE TR INC COM 553274101 43 21,200 SH Sole 21,200 MURPHY OIL CORP COM 626717102 2,569 51,077 SH Sole 51,077 MYLAN INC COM 628530107 1,376 64,380 SH Sole 123,177 NABORS INDUSTRIES LTD SHS G6359F103 1,189 82,567 SH Sole 82,567 NASDAQ OMX GROUP INC COM 631103108 829 36,573 SH Sole 36,573 NATIONAL HEALTH INVS INC COM 63633D104 645 12,660 SH Sole 12,660 NATIONAL INSTRS CORP COM 636518102 3,079 114,650 SH Sole 114,650 NATIONAL OILWELL VARCO INC COM 637071101 8,115 125,925 SH Sole 132,325 NATIONAL RETAIL PPTYS INC COM 637417106 1,381 48,810 SH Sole 495,910 NETAPP INC COM 64110D104 5,700 179,120 SH Sole 355,190 NETFLIX INC COM 64110L106 523 7,640 SH Sole 62,770 NEW YORK CMNTY BANCORP INC COM 649445103 1,205 96,191 SH Sole 96,191 NEWELL RUBBERMAID INC COM 651229106 1,254 69,129 SH Sole 72,429 NEWFIELD EXPL CO COM 651290108 980 33,429 SH Sole 55,829 NEWMONT MINING CORP COM 651639106 4,638 95,602 SH Sole 96,302 NEWS CORP CL B 65248E203 2,326 103,280 SH Sole 106,480 NEWS CORP CL A 65248E104 9,053 406,145 SH Sole 409,645 NEXTERA ENERGY INC COM 65339F101 7,245 105,296 SH Sole 125,141 NIELSEN HOLDINGS N V COM N63218106 511 19,480 SH Sole 236,080 NII HLDGS INC CL B NEW 62913F201 462 45,190 SH Sole 45,190
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 ------------------------------------------------------------------------------------------------------------------------------------ NIKE INC CL B 654106103 6,211 70,757 SH Sole 140,059 NISOURCE INC COM 65473P105 2,049 82,788 SH Sole 164,478 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 1,681 51,662 SH Sole 51,662 NOBLE ENERGY INC COM 655044105 2,920 34,429 SH Sole 54,419 NORDSTROM INC COM 655664100 1,801 36,243 SH Sole 56,793 NORFOLK SOUTHERN CORP COM 655844108 5,282 73,602 SH Sole 74,302 NORTHEAST UTILS COM 664397106 2,982 76,837 SH Sole 77,131 NORTHERN TR CORP COM 665859104 2,596 56,403 SH Sole 56,403 NORTHROP GRUMMAN CORP COM 666807102 7,946 124,564 SH Sole 124,564 NRG ENERGY INC COM NEW 629377508 1,573 90,607 SH Sole 90,607 NUANCE COMMUNICATIONS INC COM 67020Y100 867 36,400 SH Sole 659,590 NUCOR CORP COM 670346105 21,955 579,287 SH Sole 586,187 NUVASIVE INC COM 670704105 634 25,000 SH Sole 25,000 NV ENERGY INC COM 67073Y106 4,735 269,350 SH Sole 269,350 NVIDIA CORP COM 67066G104 1,792 129,665 SH Sole 129,665 NYSE EURONEXT COM 629491101 7,612 297,570 SH Sole 297,570 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,614 19,273 SH Sole 35,653 OCCIDENTAL PETE CORP DEL COM 674599105 14,226 165,861 SH Sole 165,861 OLD REP INTL CORP COM 680223104 216 26,060 SH Sole 26,060 OMEGA HEALTHCARE INVS INC COM 681936100 1,067 47,400 SH Sole 47,400 OMNICARE INC COM 681904108 736 23,560 SH Sole 25,360 OMNICOM GROUP INC COM 681919106 3,104 63,864 SH Sole 63,864 ON SEMICONDUCTOR CORP COM 682189105 419 59,066 SH Sole 59,066 ONEOK INC NEW COM 682680103 2,087 49,326 SH Sole 56,526 ORACLE CORP COM 68389X105 24,862 837,109 SH Sole 901,209 OWENS ILL INC COM NEW 690768403 814 42,457 SH Sole 42,457 PACCAR INC COM 693718108 3,181 81,167 SH Sole 81,167 PALL CORP COM 696429307 906 16,536 SH Sole 116,471 PARKER HANNIFIN CORP COM 701094104 2,660 34,602 SH Sole 35,202 PARKWAY PPTYS INC COM 70159Q104 125 10,900 SH Sole 10,900 PARTNERRE LTD COM G6852T105 1,257 16,607 SH Sole 16,607 PATTERSON COMPANIES INC COM 703395103 467 13,540 SH Sole 13,540 PAYCHEX INC COM 704326107 13,632 433,993 SH Sole 435,893 PEABODY ENERGY CORP COM 704549104 3,876 158,062 SH Sole 173,062 PEBBLEBROOK HOTEL TR COM 70509V100 562 24,100 SH Sole 24,100 PENNEY J C INC COM 708160106 1,309 56,174 SH Sole 57,574 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 382 25,470 SH Sole 25,470 PENTAIR INC COM 709631105 521 13,618 SH Sole 215,224 PEOPLES UNITED FINANCIAL INC COM 712704105 5,621 484,157 SH Sole 484,557 PEPCO HOLDINGS INC COM 713291102 1,365 69,768 SH Sole 137,368 PEPSICO INC COM 713448108 29,367 415,615 SH Sole 429,615 PERRIGO CO COM 714290103 2,443 20,713 SH Sole 47,679 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 206 11,000 SH Sole 866,410 PETSMART INC COM 716768106 2,147 31,493 SH Sole 33,293 PFIZER INC COM 717081103 44,245 1,923,703 SH Sole 2,146,204 PG&E CORP COM 69331C108 6,038 133,371 SH Sole 133,371 PHILIP MORRIS INTL INC COM 718172109 67,276 770,981 SH Sole 811,371 PHILLIPS 66 COM 718546104 6,610 198,862 SH Sole 199,312 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,337 77,710 SH Sole 77,710 PINNACLE WEST CAP CORP COM 723484101 1,397 26,993 SH Sole 40,893 PIONEER NAT RES CO COM 723787107 1,918 21,739 SH Sole 32,929 PITNEY BOWES INC COM 724479100 703 46,933 SH Sole 46,933 PLAINS EXPL& PRODTN CO COM 726505100 1,137 32,320 SH Sole 36,920 PLUM CREEK TIMBER CO INC COM 729251108 1,304 32,858 SH Sole 32,858 PNC FINL SVCS GROUP INC COM 693475105 15,819 258,869 SH Sole 285,969 POOL CORPORATION COM 73278L105 607 15,000 SH Sole 15,000 POSCO SPONSORED ADR 693483109 282 3,510 SH Sole 3,510 POST PPTYS INC COM 737464107 1,194 24,400 SH Sole 78,900 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 12,939 502,468 SH Sole 502,468
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 PS DB AGRICUL FD 73936B408 542 19,200 SH Sole 19,200 PPG INDS INC COM 693506107 3,578 33,716 SH Sole 34,116 PPL CORP COM 69351T106 3,828 137,643 SH Sole 140,643 PRAXAIR INC COM 74005P104 7,010 64,474 SH Sole 74,234 PRECISION CASTPARTS CORP COM 740189105 4,254 25,859 SH Sole 40,959 PRICE T ROWE GROUP INC COM 74144T108 3,403 54,052 SH Sole 69,162 PRICELINE COM INC COM NEW 741503403 6,842 10,296 SH Sole 11,356 PRINCIPAL FINL GROUP INC COM 74251V102 2,135 81,384 SH Sole 81,384 PROCTER & GAMBLE CO COM 742718109 45,090 736,165 SH Sole 738,265 PROGRESS ENERGY INC COM 743263105 4,423 73,515 SH Sole 87,585 PROGRESSIVE CORP OHIO COM 743315103 2,945 141,383 SH Sole 141,383 PROLOGIS INC COM 74340W103 10,027 301,747 SH Sole 1,383,198 PRUDENTIAL FINL INC COM 744320102 5,953 122,924 SH Sole 122,924 PS BUSINESS PKS INC CALIF COM 69360J107 584 8,630 SH Sole 8,630 PUBLIC STORAGE COM 74460D109 13,471 93,286 SH Sole 377,602 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,252 130,820 SH Sole 131,320 PVH CORP COM 693656100 806 10,357 SH Sole 66,801 QEP RES INC COM 74733V100 995 33,188 SH Sole 33,188 QUALCOMM INC COM 747525103 24,831 445,955 SH Sole 469,935 QUANTA SVCS INC COM 74762E102 706 29,340 SH Sole 29,340 QUEST DIAGNOSTICS INC COM 74834L100 1,901 31,742 SH Sole 31,742 QUESTAR CORP COM 748356102 202 9,678 SH Sole 9,678 RACKSPACE HOSTING INC COM 750086100 707 16,100 SH Sole 17,100 RALCORP HLDGS INC NEW COM 751028101 545 8,161 SH Sole 8,161 RALPH LAUREN CORP CL A 751212101 1,350 9,640 SH Sole 37,544 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 282 22,400 SH Sole 22,400 RANGE RES CORP COM 75281A109 1,412 22,821 SH Sole 68,408 RAYONIER INC COM 754907103 779 17,340 SH Sole 19,140 RAYTHEON CO COM NEW 755111507 12,149 214,676 SH Sole 215,576 REALTY INCOME CORP COM 756109104 2,507 60,020 SH Sole 60,020 RED HAT INC COM 756577102 1,531 27,100 SH Sole 42,630 REGENCY CTRS CORP COM 758849103 2,471 51,950 SH Sole 402,050 REGENERON PHARMACEUTICALS COM 75886F107 1,230 10,770 SH Sole 37,370 REGIONS FINANCIAL CORP NEW COM 7591EP100 2,659 393,860 SH Sole 407,560 RENAISSANCERE HOLDINGS LTD COM G7496G103 585 7,692 SH Sole 7,692 REPUBLIC SVCS INC COM 760759100 6,244 235,970 SH Sole 383,850 RETAIL OPPORTUNITY INVTS COR COM 76131N101 279 23,100 SH Sole 23,100 REYNOLDS AMERICAN INC COM 761713106 4,267 95,108 SH Sole 102,308 RITE AID CORP COM 767754104 23 16,520 SH Sole 16,520 RLJ LODGING TR COM 74965L101 241 13,280 SH Sole 863,669 ROBERT HALF INTL INC COM 770323103 573 20,040 SH Sole 23,240 ROCK-TENN CO CL A 772739207 534 9,796 SH Sole 11,396 ROCKWELL AUTOMATION INC COM 773903109 1,699 25,713 SH Sole 28,713 ROCKWELL COLLINS INC COM 774341101 1,278 25,899 SH Sole 25,899 ROPER INDS INC NEW COM 776696106 1,342 13,609 SH Sole 75,644 ROSS STORES INC COM 778296103 4,522 72,388 SH Sole 80,788 ROUSE PPTYS INC COM 779287101 141 10,372 SH Sole 10,372 ROWAN COMPANIES PLC SHS CL A G7665A101 567 17,540 SH Sole 17,540 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,206 46,331 SH Sole 46,331 RYDER SYS INC COM 783549108 357 9,906 SH Sole 9,906 SAFEWAY INC COM NEW 786514208 2,331 128,409 SH Sole 133,609 SAIC INC COM 78390X101 1,280 105,630 SH Sole 105,630 SALESFORCE COM INC COM 79466L302 2,584 18,690 SH Sole 275,690 SANDISK CORP COM 80004C101 2,564 70,288 SH Sole 76,888 SARA LEE CORP COM 803111103 2,858 98,600 SH Sole 100,400 SAUL CTRS INC COM 804395101 225 5,250 SH Sole 5,250 SBA COMMUNICATIONS CORP COM 78388J106 1,746 30,600 SH Sole 33,500 SCANA CORP NEW COM 80589M102 1,373 28,710 SH Sole 32,010 SCHEIN HENRY INC COM 806407102 1,555 19,814 SH Sole 20,814
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 ------------------------------------------------------------------------------------------------------------------------------------ SCHLUMBERGER LTD COM 806857108 16,223 249,934 SH Sole 273,474 SCHWAB CHARLES CORP NEW COM 808513105 3,106 240,192 SH Sole 240,192 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 741 13,030 SH Sole 13,030 SEAGATE TECHNOLOGY PLC SHS G7945M107 2,983 120,615 SH Sole 131,915 SEALED AIR CORP NEW COM 81211K100 388 25,120 SH Sole 25,120 SEARS HLDGS CORP COM 812350106 2,117 35,460 SH Sole 35,460 SEI INVESTMENTS CO COM 784117103 436 21,928 SH Sole 21,928 SEMPRA ENERGY COM 816851109 4,014 58,269 SH Sole 59,169 SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,632 73,140 SH Sole 132,787 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 372 13,900 SH Sole 13,900 SHERWIN WILLIAMS CO COM 824348106 2,543 19,216 SH Sole 21,416 SIGMA ALDRICH CORP COM 826552101 1,311 17,727 SH Sole 18,127 SIMON PPTY GROUP INC NEW COM 828806109 29,074 186,777 SH Sole 1,419,185 SIRIUS XM RADIO INC COM 82967N108 1,016 549,420 SH Sole 549,420 SKYWORKS SOLUTIONS INC COM 83088M102 825 30,140 SH Sole 30,140 SL GREEN RLTY CORP COM 78440X101 4,284 53,392 SH Sole 484,340 SLM CORP COM 78442P106 2,079 132,357 SH Sole 132,357 SMITHFIELD FOODS INC COM 832248108 796 36,783 SH Sole 36,783 SMUCKER J M CO COM NEW 832696405 2,147 28,432 SH Sole 28,532 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 796 14,300 SH Sole 14,300 SOURCEFIRE INC COM 83616T108 771 15,000 SH Sole 15,000 SOUTHERN CO COM 842587107 24,051 519,468 SH Sole 520,968 SOUTHERN COPPER CORP COM 84265V105 9,239 293,223 SH Sole 293,223 SOUTHWEST AIRLS CO COM 844741108 944 102,349 SH Sole 102,349 SOUTHWESTERN ENERGY CO COM 845467109 1,994 62,450 SH Sole 165,713 SOVRAN SELF STORAGE INC COM 84610H108 650 12,980 SH Sole 12,980 SPDR GOLD TRUST GOLD SHS 78463V107 25,653 165,300 SH Sole 165,300 SPDR INDEX SHS FDS DJ GLB RL ES ETF 78463X749 266 6,700 SH Sole 6,700 SPDR SERIES TRUST BARCL CAP TIPS 78464A656 650 10,900 SH Sole 10,900 SPECTRA ENERGY CORP COM 847560109 3,908 134,494 SH Sole 146,894 SPIRIT AIRLS INC COM 848577102 584 30,000 SH Sole 30,000 SPRINT NEXTEL CORP COM SER 1 852061100 4,644 1,424,416 SH Sole 1,424,416 SPX CORP COM 784635104 466 7,132 SH Sole 8,132 ST JUDE MED INC COM 790849103 2,256 56,528 SH Sole 56,528 STANLEY BLACK & DECKER INC COM 854502101 2,085 32,391 SH Sole 48,091 STAPLES INC COM 855030102 2,358 180,702 SH Sole 180,702 STARBUCKS CORP COM 855244109 7,873 147,661 SH Sole 175,371 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,976 37,263 SH Sole 93,784 STATE STR CORP COM 857477103 9,322 208,820 SH Sole 208,820 STERICYCLE INC COM 858912108 1,638 17,873 SH Sole 43,559 STERLITE INDS INDIA LTD ADS 859737207 246 32,500 SH Sole 32,500 STRATEGIC HOTELS & RESORTS I COM 86272T106 512 79,300 SH Sole 2,350,923 STRYKER CORP COM 863667101 3,171 57,544 SH Sole 57,544 SUMMIT HOTEL PPTYS INC COM 866082100 116 13,900 SH Sole 13,900 SUN COMMUNITIES INC COM 866674104 531 12,010 SH Sole 12,010 SUNCOR ENERGY INC NEW COM 867224107 565 19,512 SH Sole 19,512 SUNOCO INC COM 86764P109 2,346 49,379 SH Sole 51,179 SUNSTONE HOTEL INVS INC NEW COM 867892101 622 56,590 SH Sole 230,385 SUNTRUST BKS INC COM 867914103 6,536 269,729 SH Sole 310,129 SUPERIOR ENERGY SVCS INC COM 868157108 463 22,880 SH Sole 22,880 SVB FINL GROUP COM 78486Q101 593 10,103 SH Sole 10,103 SXC HEALTH SOLUTIONS CORP COM 78505P100 992 10,000 SH Sole 10,000 SYMANTEC CORP COM 871503108 2,317 158,595 SH Sole 400,605 SYNOPSYS INC COM 871607107 628 21,350 SH Sole 23,650 SYSCO CORP COM 871829107 21,502 721,293 SH Sole 721,293 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 816 58,459 SH Sole 58,459 TANGER FACTORY OUTLET CTRS I COM 875465106 1,332 41,550 SH Sole 224,950 TARGET CORP COM 87612E106 14,075 241,881 SH Sole 242,581 TATA MTRS LTD SPONSORED ADR 876568502 189 8,600 SH Sole 8,600
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 ------------------------------------------------------------------------------------------------------------------------------------ TAUBMAN CTRS INC COM 876664103 2,035 26,380 SH Sole 1,065,739 TD AMERITRADE HLDG CORP COM 87236Y108 984 57,877 SH Sole 57,877 TE CONNECTIVITY LTD REG SHS H84989104 3,168 99,266 SH Sole 99,966 TECO ENERGY INC COM 872375100 363 20,100 SH Sole 37,700 TELECOM ARGENTINA S A SPON ADR REP B 879273209 406 34,400 SH Sole 34,400 TELEFONICA BRASIL SA SPONSORED ADR 87936R106 8,261 333,900 SH Sole 616,180 TELEPHONE & DATA SYS INC COM NEW 879433829 307 14,411 SH Sole 14,411 TERADATA CORP DEL COM 88076W103 1,775 24,653 SH Sole 39,043 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,395 238,200 SH Sole 271,602 TEXAS INSTRS INC COM 882508104 8,149 284,025 SH Sole 284,525 TEXTRON INC COM 883203101 1,833 73,702 SH Sole 78,302 THERMO FISHER SCIENTIFIC INC COM 883556102 4,045 77,915 SH Sole 224,115 TIBCO SOFTWARE INC COM 88632Q103 898 30,000 SH Sole 482,600 TIFFANY & CO NEW COM 886547108 985 18,604 SH Sole 44,188 TIME WARNER CABLE INC COM 88732J207 12,803 155,950 SH Sole 155,950 TIME WARNER INC COM NEW 887317303 9,876 256,509 SH Sole 259,409 TJX COS INC NEW COM 872540109 6,047 140,848 SH Sole 182,948 TOLL BROTHERS INC COM 889478103 629 21,170 SH Sole 24,970 TORCHMARK CORP COM 891027104 1,339 26,498 SH Sole 29,548 TOTAL SYS SVCS INC COM 891906109 670 28,018 SH Sole 30,918 TRACTOR SUPPLY CO COM 892356106 1,725 20,766 SH Sole 20,966 TRANSCANADA CORP COM 89353D107 352 8,400 SH Sole 8,400 TRANSDIGM GROUP INC COM 893641100 976 7,269 SH Sole 7,569 TRANSOCEAN LTD REG SHS H8817H100 1,562 34,919 SH Sole 34,919 TRAVELERS COMPANIES INC COM 89417E109 10,541 165,120 SH Sole 165,120 TRIMBLE NAVIGATION LTD COM 896239100 861 18,721 SH Sole 51,741 TRIPADVISOR INC COM 896945201 782 17,500 SH Sole 139,500 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1,131 30,770 SH Sole 30,770 TYCO INTERNATIONAL LTD SHS H89128104 5,444 103,010 SH Sole 133,310 TYSON FOODS INC CL A 902494103 2,114 112,270 SH Sole 112,970 UDR INC COM 902653104 3,926 151,950 SH Sole 3,357,336 ULTA SALON COSMETCS & FRAG I COM 90384S303 2,000 21,420 SH Sole 21,620 ULTRA PETROLEUM CORP COM 903914109 477 20,660 SH Sole 20,660 UNION PAC CORP COM 907818108 11,029 92,437 SH Sole 112,437 UNITED CONTL HLDGS INC COM 910047109 1,170 48,080 SH Sole 143,380 UNITED PARCEL SERVICE INC CL B 911312106 32,871 417,362 SH Sole 417,962 UNITED STATES OIL FUND LP UNITS 91232N108 455 14,300 SH Sole 14,300 UNITED STATES STL CORP NEW COM 912909108 1,068 51,853 SH Sole 51,853 UNITED TECHNOLOGIES CORP COM 913017109 20,820 275,651 SH Sole 275,651 UNITEDHEALTH GROUP INC COM 91324P102 15,151 258,991 SH Sole 307,591 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 253 6,100 SH Sole 6,100 UNUM GROUP COM 91529Y106 1,490 77,863 SH Sole 77,863 URBAN OUTFITTERS INC COM 917047102 494 17,920 SH Sole 122,120 URS CORP NEW COM 903236107 767 21,990 SH Sole 22,590 URSTADT BIDDLE PPTYS INS CL A 917286205 227 11,500 SH Sole 11,500 US BANCORP DEL COM NEW 902973304 13,476 419,019 SH Sole 426,019 V F CORP COM 918204108 2,533 18,980 SH Sole 37,280 VALE S A ADR 91912E105 13,738 692,100 SH Sole 1,667,312 VALERO ENERGY CORP NEW COM 91913Y100 5,731 237,316 SH Sole 237,316 VANGUARD INDEX FDS S&P 500 ETF SH 922908413 2,678 43,000 SH Sole 43,000 VANGUARD INDEX FDS SMALL CP ETF 922908751 2,471 32,500 SH Sole 32,500 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 14,174 354,800 SH Sole 354,800 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 1,742 21,400 SH Sole 21,400 VANGUARD INTL EQUITY INDEX F MSCI EUROPE ETF 922042874 548 12,800 SH Sole 12,800 VANGUARD TAX MANAGED INTL FD MSCI EAFE ETF 921943858 919 29,100 SH Sole 29,100 VARIAN MED SYS INC COM 92220P105 1,011 16,637 SH Sole 16,937 VEECO INSTRS INC DEL COM 922417100 687 20,000 SH Sole 42,218 VENTAS INC COM 92276F100 11,460 181,559 SH Sole 2,130,645 VERIFONE SYS INC COM 92342Y109 539 16,300 SH Sole 16,900
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 ------------------------------------------------------------------------------------------------------------------------------------ VERISIGN INC COM 92343E102 1,023 23,470 SH Sole 26,770 VERISK ANALYTICS INC CL A 92345Y106 1,034 21,000 SH Sole 47,720 VERIZON COMMUNICATIONS INC COM 92343V104 47,763 1,074,773 SH Sole 1,080,673 VERTEX PHARMACEUTICALS INC COM 92532F100 2,290 40,960 SH Sole 133,367 VIACOM INC NEW CL B 92553P201 4,639 98,661 SH Sole 118,661 VIRGIN MEDIA INC COM 92769L101 1,671 68,520 SH Sole 68,520 VISA INC COM CL A 92826C839 11,254 91,029 SH Sole 120,159 VIVUS INC COM 928551100 714 25,000 SH Sole 25,000 VMWARE INC CL A COM 928563402 1,579 17,340 SH Sole 65,840 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 939 33,310 SH Sole 33,310 VORNADO RLTY TR SH BEN INT 929042109 10,084 120,078 SH Sole 1,147,546 VULCAN MATLS CO COM 929160109 1,037 26,118 SH Sole 26,118 WALGREEN CO COM 931422109 16,217 548,257 SH Sole 585,057 WAL-MART STORES INC COM 931142103 45,338 650,287 SH Sole 651,587 WALTER ENERGY INC COM 93317Q105 387 8,770 SH Sole 8,770 WARNACO GROUP INC COM NEW 934390402 1,849 43,425 SH Sole 69,160 WARNER CHILCOTT PLC IRELAND SHS A G94368100 889 49,620 SH Sole 49,620 WASHINGTON POST CO CL B 939640108 523 1,399 SH Sole 1,399 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 870 30,570 SH Sole 30,570 WASTE MGMT INC DEL COM 94106L109 3,770 112,884 SH Sole 224,676 WATERS CORP COM 941848103 1,271 15,997 SH Sole 47,997 WATSON PHARMACEUTICALS INC COM 942683103 1,384 18,702 SH Sole 48,297 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 1,964 155,491 SH Sole 156,591 WEINGARTEN RLTY INVS SH BEN INT 948741103 1,439 54,630 SH Sole 94,371 WELLPOINT INC COM 94973V107 13,328 208,930 SH Sole 209,430 WELLS FARGO & CO NEW COM 949746101 58,901 1,761,400 SH Sole 1,908,040 WESTAMERICA BANCORPORATION COM 957090103 420 8,900 SH Sole 8,900 WESTERN DIGITAL CORP COM 958102105 1,596 52,353 SH Sole 52,853 WESTERN UN CO COM 959802109 1,950 115,791 SH Sole 322,091 WEYERHAEUSER CO COM 962166104 2,736 122,352 SH Sole 124,952 WHIRLPOOL CORP COM 963320106 1,471 24,048 SH Sole 24,048 WHITING PETE CORP NEW COM 966387102 707 17,182 SH Sole 17,182 WHOLE FOODS MKT INC COM 966837106 4,473 46,927 SH Sole 84,639 WILLIAMS COS INC DEL COM 969457100 3,640 126,300 SH Sole 147,200 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 1,302 35,670 SH Sole 36,370 WINDSTREAM CORP COM 97381W104 1,360 140,769 SH Sole 195,769 WINTHROP RLTY TR SH BEN INT NEW 976391300 180 14,800 SH Sole 14,800 WISCONSIN ENERGY CORP COM 976657106 12,934 326,860 SH Sole 328,560 WPX ENERGY INC COM 98212B103 382 23,612 SH Sole 71,512 WYNDHAM WORLDWIDE CORP COM 98310W108 1,156 21,920 SH Sole 24,020 WYNN RESORTS LTD COM 983134107 1,902 18,341 SH Sole 25,671 XCEL ENERGY INC COM 98389B100 3,816 134,306 SH Sole 136,206 XEROX CORP COM 984121103 3,021 383,916 SH Sole 478,916 XILINX INC COM 983919101 7,381 219,875 SH Sole 220,075 XL GROUP PLC SHS G98290102 1,783 84,743 SH Sole 200,443 XYLEM INC COM 98419M100 690 27,400 SH Sole 570,742 YAHOO INC COM 984332106 3,832 242,056 SH Sole 498,601 YUM BRANDS INC COM 988498101 5,335 82,822 SH Sole 118,722 ZILLOW INC CL A 98954A107 579 15,000 SH Sole 15,000 ZIMMER HLDGS INC COM 98956P102 2,461 38,239 SH Sole 38,239 Total 4,452,871