0001085146-11-000810.txt : 20110802 0001085146-11-000810.hdr.sgml : 20110802 20110801175024 ACCESSION NUMBER: 0001085146-11-000810 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20110802 DATE AS OF CHANGE: 20110801 EFFECTIVENESS DATE: 20110802 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Robeco Institutional Asset Management B.V. CENTRAL INDEX KEY: 0001418773 IRS NUMBER: 003102051 STATE OF INCORPORATION: P7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12635 FILM NUMBER: 111001466 BUSINESS ADDRESS: STREET 1: COOLSINGEL 120 CITY: ROTTERDAM STATE: P7 ZIP: 3011AG BUSINESS PHONE: 31102241224 MAIL ADDRESS: STREET 1: COOLSINGEL 120 CITY: ROTTERDAM STATE: P7 ZIP: 3011AG 13F-HR 1 riam2q2011r2.txt ROBECO INSTITUTIONAL ASSET MANAGEMENT B V UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2011 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Robeco Institutional Asset Management B V Address: Coolsingel 120 3011 AG Rotterdam, The Netherlands 13F File Number: 028-12635 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: Jon Lindeboom Title: Executive Vice President, Head Group Compliance Phone: 0031 (10) 2242025 Signature, Place, and Date of Signing: /s/ Jon Lindeboom Rotterdam, The Netherlands July 27, 2011 Report Type (Check only one.): [ ] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ X] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: Form 13F File Number Name 028-12627 SAM Sustainable Asset Management Ltd 028-12484 Robeco Investment Management, Inc. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 583 Form 13F Information Table Value Total: $7,134,458 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name 01 028-12637 Robeco Groep N.V. 02 028-12627 SAM Sustainable Asset Management Ltd 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 5587 58890 SH DEFINED 01 19800 0 39090 ABBOTT LABS COM 002824100 43404 824853 SH DEFINED 01 469015 0 355838 ABBOTT LABS COM 002824100 1000 19000 SH OTHER 01 0 0 19000 ABERCROMBIE & FITCH CO CL A 002896207 45611 681600 SH DEFINED 01 435700 0 245900 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2541 42056 SH DEFINED 01 8729 0 33327 ACTIVISION BLIZZARD INC COM 00507V109 2430 208000 SH DEFINED 01 170500 0 37500 ADOBE SYS INC COM 00724F101 157 5000 SH DEFINED 01 0 0 5000 ADVANCE AUTO PARTS INC COM 00751Y106 656 11210 SH DEFINED 01 11210 0 0 AECOM TECHNOLOGY CORP 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1985187 SH DEFINED 01 1213687 0 771500 INTEGRYS ENERGY GROUP INC COM 45822P105 1099 21200 SH DEFINED 01 10400 0 10800 INTEL CORP COM 458140100 11086 500405 SH DEFINED 01 235271 0 265134 INTERCONTINENTALEXCHANGE INC COM 45865V100 3118 25000 SH DEFINED 01 25000 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 22974 133936 SH DEFINED 01 40036 0 93900 INTERNATIONAL BUSINESS MACHS COM 459200101 1758 10250 SH OTHER 02 10250 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1310 20400 SH DEFINED 01 13500 0 6900 INTL PAPER CO COM 460146103 1670 56000 SH DEFINED 01 27600 0 28400 INTUIT COM 461202103 9699 187010 SH DEFINED 01 4370 0 182640 INVESCO LTD SHS G491BT108 187 8000 SH DEFINED 01 0 0 8000 ISHARES TR BARCLYS TIPS BD 464287176 384 3464 SH DEFINED 01 0 0 3464 ITC HLDGS CORP COM 465685105 22262 310191 SH DEFINED 01 0 0 310191 ITT CORP NEW COM 450911102 9986 169450 SH DEFINED 01 0 0 169450 JARDEN CORP COM 471109108 20048 580900 SH DEFINED 01 347000 0 233900 JARDEN CORP COM 471109108 242 7000 SH OTHER 01 0 0 7000 JOHNSON & JOHNSON COM 478160104 153526 2308042 SH DEFINED 01 1142611 0 1165431 JOHNSON CTLS INC COM 478366107 833 20000 SH DEFINED 01 3000 0 17000 JOHNSON CTLS INC COM 478366107 2083 50000 SH OTHER 02 50000 0 0 JPMORGAN CHASE & CO COM 46625H100 213752 5221237 SH DEFINED 01 2868381 0 2352856 JPMORGAN CHASE & CO COM 46625H100 1760 43000 SH OTHER 01 0 0 43000 JUNIPER NETWORKS INC COM 48203R104 44768 1421200 SH DEFINED 01 822000 0 599200 JUNIPER NETWORKS INC COM 48203R104 394 12500 SH OTHER 01 0 0 12500 KBR INC COM 48242W106 8348 221500 SH DEFINED 01 6400 0 215100 KELLOGG CO COM 487836108 4738 85641 SH DEFINED 01 26741 0 58900 KEYCORP NEW COM 493267108 260 31200 SH DEFINED 01 0 0 31200 KIMBERLY CLARK CORP COM 494368103 6263 94100 SH DEFINED 01 24100 0 70000 KIMBERLY CLARK CORP COM 494368103 1384 20800 SH OTHER 02 20800 0 0 KIMCO RLTY CORP COM 49446R109 6338 340000 SH DEFINED 01 340000 0 0 KKR & CO L P DEL COM UNITS 48248M102 9204 564000 SH DEFINED 01 500000 0 64000 KOHLS CORP COM 500255104 4141 82790 SH DEFINED 01 4110 0 78680 KOSMOS ENERGY LTD SHS G5315B107 170 10000 SH DEFINED 01 0 0 10000 KRAFT FOODS INC CL A 50075N104 4245 120506 SH DEFINED 01 25492 0 95014 KROGER CO COM 501044101 5273 212640 SH DEFINED 01 68600 0 144040 L-3 COMMUNICATIONS HLDGS INC COM 502424104 446 5100 SH DEFINED 01 0 0 5100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1955 20200 SH DEFINED 01 14900 0 5300 LAUDER ESTEE COS INC CL A 518439104 263 2500 SH DEFINED 01 0 0 2500 LEAR CORP COM NEW 521865204 1949 36451 SH DEFINED 01 0 0 36451 LEGG MASON INC COM 524901105 556 17000 SH DEFINED 01 6700 0 10300 LEGGETT & PLATT INC COM 524660107 718 29470 SH DEFINED 01 29470 0 0 LEUCADIA NATL CORP COM 527288104 754 22100 SH DEFINED 01 7700 0 14400 LIBERTY GLOBAL INC COM SER A 530555101 1797 39950 SH DEFINED 01 21280 0 18670 LIBERTY GLOBAL INC COM SER C 530555309 188 4400 SH DEFINED 01 0 0 4400 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1505 89800 SH DEFINED 01 53400 0 36400 LIBERTY MEDIA CORP NEW LIB STAR COM A 53071M708 4262 56643 SH DEFINED 01 0 0 56643 LIBERTY PPTY TR SH BEN INT 531172104 3910 120000 SH DEFINED 01 120000 0 0 LILLY ELI & CO COM 532457108 6637 176890 SH DEFINED 01 79140 0 97750 LIMITED BRANDS INC COM 532716107 1896 49300 SH DEFINED 01 25800 0 23500 LIMITED BRANDS INC COM 532716107 1253 32600 SH OTHER 02 32600 0 0 LINCARE HLDGS INC COM 532791100 562 19200 SH DEFINED 01 19200 0 0 LINCOLN NATL CORP IND COM 534187109 1852 65000 SH DEFINED 01 65000 0 0 LIZ CLAIBORNE INC COM 539320101 11947 2233416 SH DEFINED 01 1169916 0 1063500 LOCKHEED MARTIN CORP COM 539830109 178 2200 SH DEFINED 01 0 0 2200 LOEWS CORP COM 540424108 1299 30895 SH DEFINED 01 5095 0 25800 LOGMEIN INC COM 54142L109 6750 175000 SH DEFINED 01 0 0 175000 LORILLARD INC COM 544147101 3103 28500 SH DEFINED 01 14300 0 14200 LOWES COS INC COM 548661107 56943 2442900 SH DEFINED 01 1447300 0 995600 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1480 38400 SH DEFINED 01 23100 0 15300 M & T BK CORP COM 55261F104 898 10220 SH DEFINED 01 6420 0 3800 MACERICH CO COM 554382101 13108 245000 SH DEFINED 01 245000 0 0 MACYS INC COM 55616P104 6614 226214 SH DEFINED 01 33400 0 192814 MANPOWERGROUP INC COM 56418H100 3993 74426 SH DEFINED 01 0 0 74426 MARATHON OIL CORP COM 565849106 4303 81720 SH DEFINED 01 25320 0 56400 MARRIOTT INTL INC NEW CL A 571903202 146 4100 SH DEFINED 01 0 0 4100 MARSH & MCLENNAN COS INC COM 571748102 1348 43200 SH DEFINED 01 7700 0 35500 MASTEC INC COM 576323109 5916 300000 SH DEFINED 01 0 0 300000 MASTERCARD INC CL A 57636Q104 2169 7200 SH DEFINED 01 6100 0 1100 MATTEL INC COM 577081102 234 8500 SH DEFINED 01 0 0 8500 MAXIM INTEGRATED PRODS INC COM 57772K101 723 28300 SH DEFINED 01 28300 0 0 MCCORMICK & CO INC COM NON VTG 579780206 377 7600 SH DEFINED 01 0 0 7600 MCDERMOTT INTL INC COM 580037109 5151 260000 SH DEFINED 01 0 0 260000 MCDONALDS CORP COM 580135101 17730 210273 SH DEFINED 01 36033 0 174240 MCDONALDS CORP COM 580135101 801 9500 SH OTHER 02 9500 0 0 MCGRAW HILL COS INC COM 580645109 129574 3091695 SH DEFINED 01 1577340 0 1514355 MCGRAW HILL COS INC COM 580645109 1278 30500 SH OTHER 01 0 0 30500 MCKESSON CORP COM 58155Q103 12313 147212 SH DEFINED 01 24500 0 122712 MEAD JOHNSON NUTRITION CO COM 582839106 5742 85000 SH DEFINED 01 0 0 85000 MEADWESTVACO CORP COM 583334107 1487 44700 SH DEFINED 01 28900 0 15800 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3934 69600 SH DEFINED 01 35000 0 34600 MEDTRONIC INC COM 585055106 76771 1992500 SH DEFINED 01 1225400 0 767100 MEDTRONIC INC COM 585055106 347 9000 SH OTHER 01 0 0 9000 MERCK & CO INC NEW COM 58933Y105 72342 2049908 SH DEFINED 01 1178141 0 871767 METLIFE INC COM 59156R108 92594 2110745 SH DEFINED 01 1241500 0 869245 METLIFE INC COM 59156R108 790 18000 SH OTHER 01 0 0 18000 MICROCHIP TECHNOLOGY INC COM 595017104 758 20000 SH DEFINED 01 20000 0 0 MICRON TECHNOLOGY INC COM 595112103 261 35000 SH DEFINED 01 31200 0 3800 MICROSOFT CORP COM 594918104 1765 67900 SH OTHER 02 67900 0 0 MICROSOFT CORP COM 594918104 975 37500 SH OTHER 01 0 0 37500 MICROSOFT CORP COM 594918104 146877 5649281 SH DEFINED 01 3148337 0 2500944 MOHAWK INDS INC COM 608190104 549 9150 SH DEFINED 01 8000 0 1150 MOLSON COORS BREWING CO CL B 60871R209 55540 1241400 SH DEFINED 01 738400 0 503000 MONSANTO CO NEW COM 61166W101 57295 789830 SH DEFINED 01 463650 0 326180 MONSANTO CO NEW COM 61166W101 472 6500 SH OTHER 01 0 0 6500 MOODYS CORP COM 615369105 1538 40100 SH DEFINED 01 24700 0 15400 MORGAN STANLEY COM NEW 617446448 49482 2150420 SH DEFINED 01 1261500 0 888920 MOSAIC CO NEW COM 61945C103 10491 154900 SH DEFINED 01 9800 0 145100 MOTOROLA MOBILITY HLDGS INC COM 620097105 183 8325 SH DEFINED 01 0 0 8325 MOTOROLA SOLUTIONS INC COM NEW 620076307 2148 46664 SH DEFINED 01 22413 0 24251 MURPHY OIL CORP COM 626717102 1904 29000 SH DEFINED 01 13200 0 15800 MYLAN INC COM 628530107 1648 66800 SH OTHER 02 66800 0 0 NABORS INDUSTRIES LTD SHS G6359F103 48352 1962400 SH DEFINED 01 1042700 0 919700 NASDAQ OMX GROUP INC COM 631103108 1257 49680 SH DEFINED 01 29440 0 20240 NATIONAL OILWELL VARCO INC COM 637071101 25278 323230 SH DEFINED 01 216330 0 106900 NETAPP INC COM 64110D104 63 1200 SH DEFINED 01 1200 0 0 NETFLIX INC COM 64110L106 7355 28000 SH DEFINED 01 0 0 28000 NETLOGIC MICROSYSTEMS INC COM 64118B100 481 11900 SH OTHER 01 0 0 11900 NETLOGIC MICROSYSTEMS INC COM 64118B100 41689 1031400 SH DEFINED 01 598000 0 433400 NEW YORK CMNTY BANCORP INC COM 649445103 280 18700 SH DEFINED 01 0 0 18700 NEWFIELD EXPL CO COM 651290108 46661 686000 SH DEFINED 01 462000 0 224000 NEWMONT MINING CORP COM 651639106 863 16010 SH DEFINED 01 7510 0 8500 NEWS CORP CL A 65248E104 2494 140900 SH DEFINED 01 34800 0 106100 NEWS CORP CL B 65248E203 233 12900 SH DEFINED 01 0 0 12900 NEXTERA ENERGY INC COM 65339F101 75811 1319400 SH DEFINED 01 805000 0 514400 NIELSEN HOLDINGS N V COM N63218106 10906 350000 SH DEFINED 01 0 0 350000 NIKE INC CL B 654106103 1251 13900 SH DEFINED 01 0 0 13900 NISOURCE INC COM 65473P105 3534 174570 SH DEFINED 01 112520 0 62050 NOBLE ENERGY INC COM 655044105 6046 67444 SH DEFINED 01 2600 0 64844 NORFOLK SOUTHERN CORP COM 655844108 1566 20900 SH DEFINED 01 5300 0 15600 NORTHEAST UTILS COM 664397106 24362 692680 SH DEFINED 01 8900 0 683780 NORTHEAST UTILS COM 664397106 1249 35500 SH OTHER 02 35500 0 0 NORTHERN TR CORP COM 665859104 313 6800 SH DEFINED 01 0 0 6800 NORTHROP GRUMMAN CORP COM 666807102 6765 97545 SH DEFINED 01 26564 0 70981 NRG ENERGY INC COM NEW 629377508 1235 50250 SH DEFINED 01 31760 0 18490 NSTAR COM 67019E107 763 16600 SH DEFINED 01 0 0 16600 NUCOR CORP COM 670346105 5280 128100 SH DEFINED 01 0 0 128100 NVIDIA CORP COM 67066G104 905 56800 SH DEFINED 01 31400 0 25400 NYSE EURONEXT COM 629491101 625 18260 SH DEFINED 01 15770 0 2490 O REILLY AUTOMOTIVE INC NEW COM 67103H107 183 2800 SH DEFINED 01 0 0 2800 OCCIDENTAL PETE CORP DEL COM 674599105 25306 243247 SH DEFINED 01 97000 0 146247 OCCIDENTAL PETE CORP DEL COM 674599105 2122 20400 SH OTHER 02 20400 0 0 OCH ZIFF CAP MGMT GROUP CL A 67551U105 1387 100000 SH DEFINED 01 100000 0 0 OLD REP INTL CORP COM 680223104 125 10600 SH DEFINED 01 0 0 10600 OMNICARE INC COM 681904108 1506 47232 SH DEFINED 01 0 0 47232 OMNICOM GROUP INC COM 681919106 7990 165906 SH DEFINED 01 31200 0 134706 ONEOK INC NEW COM 682680103 496 6700 SH DEFINED 01 0 0 6700 ORACLE CORP COM 68389X105 191622 5822755 SH DEFINED 01 3047701 0 2775054 ORACLE CORP COM 68389X105 1514 46000 SH OTHER 01 0 0 46000 ORMAT TECHNOLOGIES INC COM 686688102 8924 405453 SH DEFINED 01 0 0 405453 OSHKOSH CORP COM 688239201 1184 40900 SH DEFINED 01 0 0 40900 PACCAR INC COM 693718108 912 17860 SH DEFINED 01 5050 0 12810 PALL CORP COM 696429307 45 800 SH DEFINED 01 0 0 800 PARKER HANNIFIN CORP COM 701094104 1902 21200 SH DEFINED 01 10500 0 10700 PARTNERRE LTD COM G6852T105 964 14000 SH DEFINED 01 0 0 14000 PAYCHEX INC COM 704326107 295 9600 SH DEFINED 01 0 0 9600 PEABODY ENERGY CORP COM 704549104 384 6510 SH DEFINED 01 3900 0 2610 PENNEY J C INC COM 708160106 1191 34500 SH DEFINED 01 16600 0 17900 PEOPLES UNITED FINANCIAL INC COM 712704105 449 33400 SH DEFINED 01 0 0 33400 PEPCO HOLDINGS INC COM 713291102 28795 1466900 SH DEFINED 01 12900 0 1454000 PEPSICO INC COM 713448108 10321 146550 SH DEFINED 01 13270 0 133280 PFIZER INC COM 717081103 108134 5249382 SH DEFINED 01 2102502 0 3146880 PFIZER INC COM 717081103 2063 100150 SH OTHER 02 100150 0 0 PG&E CORP COM 69331C108 3412 81180 SH DEFINED 01 0 0 81180 PHILIP MORRIS INTL INC COM 718172109 122514 1834854 SH DEFINED 01 1012251 0 822603 PHILIP MORRIS INTL INC COM 718172109 1088 16300 SH OTHER 01 0 0 16300 PHOENIX COS INC NEW COM 71902E109 1599 650000 SH DEFINED 01 650000 0 0 PINNACLE WEST CAP CORP COM 723484101 508 11400 SH DEFINED 01 0 0 11400 PIONEER NAT RES CO COM 723787107 1190 13300 SH DEFINED 01 7900 0 5400 PITNEY BOWES INC COM 724479100 359 15600 SH DEFINED 01 0 0 15600 PLUM CREEK TIMBER CO INC COM 729251108 884 21800 SH DEFINED 01 15800 0 6000 PNC FINL SVCS GROUP INC COM 693475105 6525 109470 SH DEFINED 01 7800 0 101670 PPG INDS INC COM 693506107 3885 42800 SH DEFINED 01 27800 0 15000 PPL CORP COM 69351T106 1161 41700 SH DEFINED 01 0 0 41700 PRAXAIR INC COM 74005P104 1974 18210 SH DEFINED 01 4190 0 14020 PRECISION CASTPARTS CORP COM 740189105 214 1300 SH DEFINED 01 0 0 1300 PRICE T ROWE GROUP INC COM 74144T108 66 1100 SH DEFINED 01 1100 0 0 PRIMERICA INC COM 74164M108 1977 90000 SH DEFINED 01 90000 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2434 80000 SH DEFINED 01 80000 0 0 PROCTER & GAMBLE CO COM 742718109 23220 365302 SH DEFINED 01 55822 0 309480 PROCTER & GAMBLE CO COM 742718109 2058 32380 SH OTHER 02 32380 0 0 PROGRESS ENERGY INC COM 743263105 5300 110390 SH DEFINED 01 11400 0 98990 PROGRESSIVE CORP OHIO COM 743315103 753 35200 SH DEFINED 01 0 0 35200 PROLOGIS INC COM 74340W103 7526 210000 SH DEFINED 01 210000 0 0 PRUDENTIAL FINL INC COM 744320102 1074 16882 SH DEFINED 01 6582 0 10300 PUBLIC STORAGE COM 74460D109 14503 127200 SH DEFINED 01 122100 0 5100 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1501 46000 SH DEFINED 01 0 0 46000 QUALCOMM INC COM 747525103 767 13500 SH OTHER 01 0 0 13500 QUALCOMM INC COM 747525103 98518 1734838 SH DEFINED 01 961538 0 773300 QUANTA SVCS INC COM 74762E102 6567 325107 SH DEFINED 01 0 0 325107 QUEST DIAGNOSTICS INC COM 74834L100 47477 803370 SH DEFINED 01 499600 0 303770 RALCORP HLDGS INC NEW COM 751028101 1299 15000 SH DEFINED 01 0 0 15000 RAYMOND JAMES FINANCIAL INC COM 754730109 2194 68245 SH DEFINED 01 0 0 68245 RAYTHEON CO COM NEW 755111507 7041 141255 SH DEFINED 01 0 0 141255 REGIONS FINANCIAL CORP NEW COM 7591EP100 223 36000 SH DEFINED 01 0 0 36000 REINSURANCE GROUP AMER INC COM NEW 759351604 2809 46150 SH DEFINED 01 0 0 46150 RELIANCE STEEL & ALUMINUM CO COM 759509102 2647 53311 SH DEFINED 01 0 0 53311 RENAISSANCERE HOLDINGS LTD COM G7496G103 2932 41920 SH DEFINED 01 30920 0 11000 RENTECH INC COM 760112102 138 130000 SH OTHER 02 0 0 130000 REPUBLIC SVCS INC COM 760759100 506 16400 SH DEFINED 01 0 0 16400 REYNOLDS AMERICAN INC COM 761713106 3176 85700 SH DEFINED 01 46600 0 39100 REYNOLDS AMERICAN INC COM 761713106 1860 50200 SH OTHER 02 50200 0 0 ROCK-TENN CO CL A 772739207 2520 37985 SH DEFINED 01 0 0 37985 ROCKWELL COLLINS INC COM 774341101 191 3100 SH DEFINED 01 0 0 3100 ROPER INDS INC NEW COM 776696106 283 3400 SH DEFINED 01 0 0 3400 ROSS STORES INC COM 778296103 1698 21200 SH DEFINED 01 18600 0 2600 ROVI CORP COM 779376102 8604 150000 SH DEFINED 01 0 0 150000 RSC HOLDINGS INC COM 74972L102 2691 225000 SH DEFINED 01 0 0 225000 RUBICON TECHNOLOGY INC COM 78112T107 7047 418000 SH DEFINED 01 0 0 418000 SAFEWAY INC COM NEW 786514208 4273 182840 SH DEFINED 01 93840 0 89000 SAIC INC COM 78390X101 740 44000 SH DEFINED 01 0 0 44000 SARA LEE CORP COM 803111103 2187 115200 SH DEFINED 01 76000 0 39200 SCANA CORP NEW COM 80589M102 764 19400 SH DEFINED 01 0 0 19400 SCHEIN HENRY INC COM 806407102 408 5700 SH DEFINED 01 0 0 5700 SCHLUMBERGER LTD COM 806857108 11437 132389 SH DEFINED 01 110888 0 21501 SCHWAB CHARLES CORP NEW COM 808513105 317 19300 SH DEFINED 01 0 0 19300 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 8554 175000 SH DEFINED 01 0 0 175000 SEAGATE TECHNOLOGY PLC SHS G7945M107 2796 173035 SH DEFINED 01 0 0 173035 SEALED AIR CORP NEW COM 81211K100 286 12040 SH DEFINED 01 7540 0 4500 SEARS HLDGS CORP COM 812350106 200 2800 SH DEFINED 01 0 0 2800 SEMPRA ENERGY COM 816851109 2067 39100 SH DEFINED 01 12300 0 26800 SHERWIN WILLIAMS CO COM 824348106 898 10700 SH DEFINED 01 7400 0 3300 SIGMA ALDRICH CORP COM 826552101 998 13600 SH DEFINED 01 10600 0 3000 SIMON PPTY GROUP INC NEW COM 828806109 30231 260100 SH DEFINED 01 257000 0 3100 SL GREEN RLTY CORP COM 78440X101 7873 95000 SH DEFINED 01 95000 0 0 SLM CORP COM 78442P106 9528 566805 SH DEFINED 01 0 0 566805 SM ENERGY CO COM 78454L100 2304 31350 SH DEFINED 01 0 0 31350 SMUCKER J M CO COM NEW 832696405 1651 21600 SH DEFINED 01 18500 0 3100 SOTHEBYS COM 835898107 8700 200000 SH DEFINED 01 0 0 200000 SOUTHERN CO COM 842587107 8158 202030 SH DEFINED 01 22480 0 179550 SOUTHWEST AIRLS CO COM 844741108 62 5400 SH DEFINED 01 0 0 5400 SOUTHWESTERN ENERGY CO COM 845467109 17581 410000 SH DEFINED 01 0 0 410000 SPECTRA ENERGY CORP COM 847560109 1828 66700 SH DEFINED 01 15800 0 50900 SPRINT NEXTEL CORP COM SER 1 852061100 1130 209803 SH DEFINED 01 100403 0 109400 SPX CORP COM 784635104 64442 779600 SH DEFINED 01 487300 0 292300 SPX CORP COM 784635104 496 6000 SH OTHER 01 0 0 6000 ST JUDE MED INC COM 790849103 262 5500 SH DEFINED 01 0 0 5500 STANLEY BLACK & DECKER INC COM 854502101 187 2600 SH DEFINED 01 0 0 2600 STAPLES INC COM 855030102 724 45800 SH DEFINED 01 0 0 45800 STARBUCKS CORP COM 855244109 8304 210300 SH DEFINED 01 3400 0 206900 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 14570 260000 SH DEFINED 01 130000 0 130000 STATE STR CORP COM 857477103 2448 54300 SH DEFINED 01 39500 0 14800 STEEL DYNAMICS INC COM 858119100 4062 250000 SH DEFINED 01 0 0 250000 STIFEL FINL CORP COM 860630102 1972 55000 SH DEFINED 01 55000 0 0 STRYKER CORP COM 863667101 528 9000 SH DEFINED 01 1300 0 7700 SUNOCO INC COM 86764P109 342 8200 SH DEFINED 01 0 0 8200 SUNTRUST BKS INC COM 867914103 410 15900 SH DEFINED 01 0 0 15900 SYMANTEC CORP COM 871503108 404 20500 SH DEFINED 01 0 0 20500 SYSCO CORP COM 871829107 2164 69400 SH DEFINED 01 0 0 69400 TANGER FACTORY OUTLET CTRS I COM 875465106 5220 195000 SH DEFINED 01 195000 0 0 TARGET CORP COM 87612E106 4430 94465 SH DEFINED 01 3100 0 91365 TD AMERITRADE HLDG CORP COM 87236Y108 105 5400 SH DEFINED 01 0 0 5400 TEREX CORP NEW COM 880779103 4979 175000 SH DEFINED 01 0 0 175000 TESLA MTRS INC COM 88160R101 2039 70000 SH DEFINED 01 0 0 70000 TEXAS INSTRS INC COM 882508104 3496 106478 SH DEFINED 01 49778 0 56700 THERMO FISHER SCIENTIFIC INC COM 883556102 3233 50200 SH DEFINED 01 17100 0 33100 TIME WARNER CABLE INC COM 88732J207 14789 189501 SH DEFINED 01 26500 0 163001 TIME WARNER INC COM NEW 887317303 9833 270322 SH DEFINED 01 35074 0 235248 TJX COS INC NEW COM 872540109 2106 40100 SH DEFINED 01 19700 0 20400 TORCHMARK CORP COM 891027104 1231 19200 SH DEFINED 01 11000 0 8200 TORO CO COM 891092108 725 11980 SH DEFINED 01 11980 0 0 TOTAL SYS SVCS INC COM 891906109 70 3770 SH DEFINED 01 3770 0 0 TRAVELERS COMPANIES INC COM 89417E109 11524 197392 SH DEFINED 01 46837 0 150555 TRINITY INDS INC COM 896522109 265 7600 SH OTHER 02 0 0 7600 TRUE RELIGION APPAREL INC COM 89784N104 13730 472179 SH DEFINED 01 208979 0 263200 TYLER TECHNOLOGIES INC COM 902252105 836 31220 SH DEFINED 01 31220 0 0 TYSON FOODS INC CL A 902494103 1655 85210 SH DEFINED 01 42060 0 43150 UNION PAC CORP COM 907818108 2745 26300 SH DEFINED 01 7500 0 18800 UNITED PARCEL SERVICE INC CL B 911312106 3629 49770 SH DEFINED 01 2900 0 46870 UNITED STATES STL CORP NEW COM 912909108 9208 200000 SH DEFINED 01 200000 0 0 UNITED TECHNOLOGIES CORP COM 913017109 12976 146603 SH DEFINED 01 13872 0 132731 UNITEDHEALTH GROUP INC COM 91324P102 5171 100230 SH DEFINED 01 34320 0 65910 UNUM GROUP COM 91529Y106 548 21500 SH DEFINED 01 10600 0 10900 URBAN OUTFITTERS INC COM 917047102 37493 1331900 SH DEFINED 01 777500 0 554400 URBAN OUTFITTERS INC COM 917047102 394 14000 SH OTHER 01 0 0 14000 URS CORP NEW COM 903236107 93 2080 SH DEFINED 01 2080 0 0 US BANCORP DEL COM NEW 902973304 11932 467750 SH DEFINED 01 28245 0 439505 V F CORP COM 918204108 1021 9400 SH DEFINED 01 1800 0 7600 VALERO ENERGY CORP NEW COM 91913Y100 9750 381280 SH DEFINED 01 35100 0 346180 VALIDUS HOLDINGS LTD COM SHS G9319H102 5002 161597 SH DEFINED 01 48320 0 113277 VECTOR GROUP LTD COM 92240M108 1415 79545 SH DEFINED 01 79545 0 0 VENTAS INC COM 92276F100 14232 270000 SH DEFINED 01 270000 0 0 VERISIGN INC COM 92343E102 9959 297600 SH DEFINED 01 18300 0 279300 VERIZON COMMUNICATIONS INC COM 92343V104 22119 594182 SH DEFINED 01 130826 0 463356 VIACOM INC NEW CL B 92553P201 130931 2567299 SH DEFINED 01 1211400 0 1355899 VIACOM INC NEW CL B 92553P201 734 14400 SH OTHER 01 0 0 14400 VIRGIN MEDIA INC COM 92769L101 74280 2481800 SH DEFINED 01 1257200 0 1224600 VIRGIN MEDIA INC COM 92769L101 748 25000 SH OTHER 01 0 0 25000 VISA INC COM CL A 92826C839 88979 1055990 SH DEFINED 01 636200 0 419790 VISA INC COM CL A 92826C839 843 10000 SH OTHER 01 0 0 10000 VISTEON CORP COM NEW 92839U206 3578 52305 SH DEFINED 01 0 0 52305 VORNADO RLTY TR SH BEN INT 929042109 17462 187400 SH DEFINED 01 185000 0 2400 WAL MART STORES INC COM 931142103 26871 505684 SH DEFINED 01 81194 0 424490 WALGREEN CO COM 931422109 82365 1939840 SH DEFINED 01 1016400 0 923440 WALGREEN CO COM 931422109 841 19800 SH OTHER 01 0 0 19800 WALTER ENERGY INC COM 93317Q105 5419 46800 SH DEFINED 01 46800 0 0 WASHINGTON POST CO CL B 939640108 2556 6100 SH DEFINED 01 4700 0 1400 WASTE MGMT INC DEL COM 94106L109 2504 67200 SH DEFINED 01 15600 0 51600 WATSON PHARMACEUTICALS INC COM 942683103 275 4000 SH DEFINED 01 0 0 4000 WEBMD HEALTH CORP COM 94770V102 6837 150000 SH DEFINED 01 0 0 150000 WELLPOINT INC COM 94973V107 83694 1062508 SH DEFINED 01 629808 0 432700 WELLPOINT INC COM 94973V107 866 11000 SH OTHER 01 0 0 11000 WELLS FARGO & CO NEW COM 949746101 23130 824297 SH DEFINED 01 94110 0 730187 WESTERN DIGITAL CORP COM 958102105 3783 103995 SH DEFINED 01 17000 0 86995 WESTERN UN CO COM 959802109 59659 2978505 SH DEFINED 01 1471000 0 1507505 WESTERN UN CO COM 959802109 521 26000 SH OTHER 01 0 0 26000 WEYERHAEUSER CO COM 962166104 1905 87163 SH DEFINED 01 39334 0 47829 WILLIAMS COS INC DEL COM 969457100 998 33000 SH DEFINED 01 8300 0 24700 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 238 5800 SH DEFINED 01 0 0 5800 WINDSTREAM CORP COM 97381W104 714 55100 SH DEFINED 01 30200 0 24900 WISCONSIN ENERGY CORP COM 976657106 1035 33000 SH DEFINED 01 0 0 33000 XCEL ENERGY INC COM 98389B100 2270 93400 SH DEFINED 01 0 0 93400 XEROX CORP COM 984121103 6168 592585 SH DEFINED 01 89100 0 503485 XILINX INC COM 983919101 190 5200 SH DEFINED 01 0 0 5200 YAHOO INC COM 984332106 709 47200 SH DEFINED 01 19200 0 28000 YUM BRANDS INC COM 988498101 624 11300 SH DEFINED 01 2100 0 9200 ZIMMER HLDGS INC COM 98956P102 2294 36300 SH DEFINED 01 26800 0 9500