0001080114-11-000008.txt : 20111020
0001080114-11-000008.hdr.sgml : 20111020
20111020112210
ACCESSION NUMBER: 0001080114-11-000008
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111020
DATE AS OF CHANGE: 20111020
EFFECTIVENESS DATE: 20111020
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: OAKBROOK INVESTMENTS LLC
CENTRAL INDEX KEY: 0001080114
IRS NUMBER: 364211742
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04619
FILM NUMBER: 111149526
BUSINESS ADDRESS:
STREET 1: 701 WARRENVILLE RD SUITE 335
STREET 2: SUITE 335
CITY: LISLE
STATE: IL
ZIP: 60532
BUSINESS PHONE: 6302710287
MAIL ADDRESS:
STREET 1: 701 WARRENVILLE ROAD
STREET 2: SUITE 335
CITY: LISLE
STATE: IL
ZIP: 60532
13F-HR
1
obi13f110930.txt
OAKBROOK'S 13F HR FILING - 9/30/2011
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 09/30/2011
Check here if Amendment [ ] Amendment Number:
This Amendment [ ] is a restatement
[ ] adds new holding entries
Institutional Investment Manager Filing this Report:
Name: OAKBROOK INVESTMENTS, LLC
Address: 2300 Cabot Drive, SUITE 300
LISLE, IL 60532-4616
13F File Number: 28-07610
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: SHIRLEY FISHER
Title: CHIEF COMPLIANCE OFFICER
Phone: 630-271-0100
Signature, Place, and Date of Signing:
SHIRLEY FISHER LISLE, IL 10/20/11
Report Type (Check only one)
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
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: 625
Form 13F Information Table Value Total: $ 2,165,707
List of Other Included Managers:
NONE
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 Company COM 88579Y101 9995 139224 SH Sole 55845 83379
ACE Limited COM H0023R105 7356 121386 SH Sole 44500 76886
AFLAC Incorporated COM 001055102 6123 175200 SH Sole 66650 108550
AGCO Corporation COM 001084102 528 15276 SH Sole 8000 7276
AGL Resources Inc. COM 001204106 309 7594 SH Sole 4372 3222
AK Steel Holding Corporation COM 001547108 155 23650 SH Sole 8400 15250
AMERIGROUP Corporation COM 03073T102 230 5900 SH Sole 4100 1800
AOL Inc. COM 00184X105 121 10089 SH Sole 5670 4419
AT&T Inc. COM 00206R102 33231 1165196 SH Sole 465643 699553
Abbott Laboratories COM 002824100 27627 540222 SH Sole 190382 349840
Abercrombie & Fitch Co. COM 002896207 1130 18362 SH Sole 6668 11694
Accenture PLC COM G1151C101 6658 126380 SH Sole 50900 75480
Acme Packet, Inc. COM 004764106 279 6550 SH Sole 2700 3850
Advance Auto Parts, Inc. COM 00751Y106 398 6850 SH Sole 4250 2600
Aetna Inc. COM 00817Y108 5214 143469 SH Sole 55958 87511
Affiliated Managers Group, Inc COM 008252108 574 7360 SH Sole 3600 3760
Agilent Technologies Inc. COM 00846U101 5494 175803 SH Sole 80985 94818
Air Products & Chemicals, Inc. COM 009158106 6124 80192 SH Sole 31000 49192
Airgas, Inc. COM 009363102 1929 30219 SH Sole 10904 19315
Akamai Technologies, Inc. COM 00971T101 1427 71800 SH Sole 22300 49500
Albemarle Corporation COM 012653101 633 15660 SH Sole 9100 6560
Alexandria Real Estate Equitie COM 015271109 336 5472 SH Sole 3052 2420
Allegheny Technologies Incorpo COM 01741R102 847 22900 SH Sole 8350 14550
Alliant Energy Corporation COM 018802108 399 10318 SH Sole 5792 4526
Alliant Techsystems Inc. COM 018804104 313 5750 SH Sole 3200 2550
Allied Nevada Gold Corp. COM 019344100 367 10250 SH Sole 4000 6250
Alpha Natural Resources, Inc. COM 02076X102 1713 96842 SH Sole 34031 62811
Altera Corporation COM 021441100 2177 69050 SH Sole 24900 44150
Altria Group, Inc. COM 02209S103 19397 723506 SH Sole 273506 450000
Amazon.com, Inc. COM 023135106 15362 71045 SH Sole 28575 42470
Amdocs Limited COM G02602103 579 21344 SH Sole 6028 15316
Ameren Corporation COM 023608102 1539 51685 SH Sole 17508 34177
American Capital Agency Corp. COM 02503X105 301 11100 SH Sole 3800 7300
American Capital Ltd. COM 02503Y103 151 22100 SH Sole 7600 14500
American Eagle Outfitters COM 02553E106 353 30150 SH Sole 14150 16000
American Electric Power Compan COM 025537101 3539 93093 SH Sole 36304 56789
American Express Company COM 025816109 9788 217985 SH Sole 95835 122150
American Financial Group COM 025932104 463 14900 SH Sole 8200 6700
American International Group, COM 026874784 1862 84849 SH Sole 33150 51699
American Tower Corporation COM 029912201 8061 149829 SH Sole 57870 91959
American Water Works Co., Inc. COM 030420103 328 10883 SH Sole 3644 7239
Ameriprise Financial, Inc. COM 03076C106 4055 103031 SH Sole 35620 67411
AmerisourceBergen Corp. COM 03073E105 4132 110880 SH Sole 37872 73008
Ametek, Inc. COM 031100100 855 25920 SH Sole 14500 11420
Amgen, Inc. COM 031162100 1118 20340 SH Sole 15990 4350
Amphenol Corporation COM 032095101 2745 67330 SH Sole 21586 45744
Anadarko Petroleum Corporation COM 032511107 9511 150850 SH Sole 52900 97950
Analog Devices, Inc. COM 032654105 3979 127332 SH Sole 45670 81662
Annaly Capital Management, Inc COM 035710409 990 59503 SH Sole 20532 38971
Aon Corporation COM 037389103 5895 140420 SH Sole 48528 91892
Apartment Investment and Manag COM 03748R101 560 25302 SH Sole 8909 16393
Apple Inc. COM 037833100 73944 193916 SH Sole 76482 117434
Applied Materials, Inc. COM 038222105 3194 308405 SH Sole 153025 155380
AptarGroup, Inc. COM 038336103 513 11479 SH Sole 6200 5279
Aqua America, Inc. COM 03836W103 277 12846 SH Sole 7283 5563
Arch Coal, Inc. COM 039380100 287 19667 SH Sole 11240 8427
Archer Daniels Midland Company COM 039483102 6544 263750 SH Sole 104200 159550
Ares Capital Corporation COM 04010L103 176 12774 SH Sole 4400 8374
Ariba Inc. COM 04033V203 327 11800 SH Sole 4800 7000
Arrow Electronics, Inc. COM 042735100 547 19700 SH Sole 10600 9100
Arthur J. Gallagher & Co. COM 363576109 505 19200 SH Sole 10400 8800
Ashland Inc. COM 044209104 525 11900 SH Sole 5700 6200
Assurant, Inc. COM 04621X108 1448 40450 SH Sole 13900 26550
Assured Guaranty Ltd. COM G0585R106 124 11301 SH Sole 3700 7601
Atmos Energy Corporation COM 049560105 290 8926 SH Sole 5032 3894
AutoZone, Inc. COM 053332102 3824 11980 SH Sole 4275 7705
Autodesk, Inc. COM 052769106 2505 90140 SH Sole 29000 61140
Autoliv Inc. COM 052800109 541 11145 SH Sole 3768 7377
Automatic Data Processing COM 053015103 1077 22835 SH Sole 22835
Avago Technologies LTD COM Y0486S104 382 11660 SH Sole 4800 6860
AvalonBay Communities COM 053484101 2278 19973 SH Sole 6674 13299
Avery Dennison Corporation COM 053611109 1119 44612 SH Sole 15212 29400
Avnet, Inc. COM 053807103 684 26244 SH Sole 14444 11800
Avon Products, Inc. COM 054303102 1795 91600 SH Sole 32900 58700
Axis Capital Holdings Limited COM G0692U109 398 15336 SH Sole 5248 10088
BE Aerospace, Inc. COM 073302101 351 10614 SH Sole 7364 3250
BJ's Wholesale Club, Inc. COM 05548J106 351 6850 SH Sole 4100 2750
BMC Software, Inc. COM 055921100 2666 69144 SH Sole 21982 47162
BRE Properties, Inc. COM 05564E106 289 6837 SH Sole 3948 2889
Baker Hughes Incorporated COM 057224107 7289 157950 SH Sole 57700 100250
Ball Corporation COM 058498106 2177 70166 SH Sole 25264 44902
Bank of America Corporation COM 060505104 15770 2576804 SH Sole 961053 1615751
Berkshire Hathaway Inc. COM 084670702 24590 346136 SH Sole 138622 207514
Best Buy Co., Inc. COM 086516101 236 10150 SH Sole 8350 1800
Big Lots, Inc. COM 089302103 1007 28915 SH Sole 10265 18650
Bio-Rad Laboratories, Inc. COM 090572207 319 3515 SH Sole 1960 1555
Biogen Idec Inc. COM 09062X103 8435 90550 SH Sole 34550 56000
BlackRock, Inc. COM 09247X101 5454 36850 SH Sole 13975 22875
Boston Properties, Inc. COM 101121101 2756 30937 SH Sole 11020 19917
Boston Scientific Corp. COM 101137107 3550 600600 SH Sole 177100 423500
Bristol Myers Squibb Co. COM 110122108 1039 33097 SH Sole 24297 8800
Broadcom Corporation COM 111320107 6135 184300 SH Sole 72000 112300
Broadridge Financial Solutions COM 11133T103 227 11287 SH Sole 6873 4414
Brocade Communications Systems COM 111621306 255 59057 SH Sole 20424 38633
Brown & Brown, Inc. COM 115236101 377 21200 SH Sole 11600 9600
Bunge Limited COM G16962105 516 8850 SH Sole 3100 5750
CARBO Ceramics Inc. COM 140781105 343 3350 SH Sole 2050 1300
CB Richard Ellis Group, Inc. COM 12497T101 1768 131350 SH Sole 45050 86300
CBS Corporation COM 124857202 5330 261521 SH Sole 103426 158095
CF Industries Holdings COM 125269100 3724 30182 SH Sole 10725 19457
CIGNA Corporation COM 125509109 4869 116105 SH Sole 39365 76740
CIT Group Inc. COM 125581801 381 12559 SH Sole 4400 8159
CME Group COM 12572Q105 679 2755 SH Sole 2755
CMS Energy Corporation COM 125896100 1059 53533 SH Sole 18023 35510
CONSOL Energy Inc. COM 20854P109 3274 96500 SH Sole 34500 62000
CSX Corporation COM 126408103 7526 403100 SH Sole 150850 252250
CVS Caremark Corporation COM 126650100 16546 492584 SH Sole 191134 301450
Cablevision Systems Corporatio COM 12686C109 1359 86380 SH Sole 27130 59250
Cabot Corporation COM 127055101 296 11932 SH Sole 6576 5356
Cabot Oil & Gas Corporation COM 127097103 2755 44500 SH Sole 15900 28600
Calpine Corporation COM 131347304 308 21877 SH Sole 7476 14401
Camden Property Trust COM 133131102 347 6273 SH Sole 3808 2465
Cameron International Corporat COM 13342B105 2160 51991 SH Sole 18291 33700
CapitalSource, Inc. COM 14055X102 251 40814 SH Sole 14076 26738
Capitol Federal Financial COM 14057J101 110 10400 SH Sole 3600 6800
Cardinal Health, Inc. COM 14149Y108 5679 135590 SH Sole 54250 81340
CareFusion Corporation COM 14170T101 1141 47647 SH Sole 16450 31197
Carlisle Companies, Inc. COM 142339100 243 7638 SH Sole 4954 2684
Carnival Corporation COM 143658300 5157 170200 SH Sole 63150 107050
Carpenter Technology Corporati COM 144285103 243 5414 SH Sole 3884 1530
Catalyst Health Solutions, Inc COM 14888B103 323 5600 SH Sole 4200 1400
Caterpillar Inc. COM 149123101 16011 216830 SH Sole 72850 143980
Celanese Corporation COM 150870103 616 18930 SH Sole 7880 11050
CenterPoint Energy, Inc. COM 15189T107 1796 91517 SH Sole 31320 60197
CenturyLink Inc. COM 156700106 3926 118530 SH Sole 46071 72459
Chevron Corporation COM 166764100 13754 148543 SH Sole 108867 39676
Chico's FAS, Inc. COM 168615102 374 32700 SH Sole 19450 13250
Chimera Investment Corporation COM 16934Q109 176 63658 SH Sole 21988 41670
Chipotle Mexican Grill COM 169656105 3394 11203 SH Sole 3438 7765
Ciena Corporation COM 171779309 129 11542 SH Sole 8232 3310
Cimarex Energy Co. COM 171798101 424 7610 SH Sole 4300 3310
Cisco Systems, Inc. COM 17275R102 23425 1511301 SH Sole 633951 877350
Citigroup Inc. COM 172967424 18279 713589 SH Sole 268670 444919
Citrix Systems, Inc. COM 177376100 2182 40010 SH Sole 14250 25760
Cliffs Natural Resouces Inc. COM 18683K101 3181 62167 SH Sole 22400 39767
Coach, Inc. COM 189754104 5908 113980 SH Sole 46166 67814
Coca-Cola Enterprises Inc. COM 19122T109 3369 135417 SH Sole 47302 88115
Cognizant Technology Solutions COM 192446102 3731 59500 SH Sole 24050 35450
Colgate-Palmolive Company COM 194162103 8463 95434 SH Sole 38234 57200
Comcast Corporation COM 20030N101 16079 768582 SH Sole 280432 488150
Commercial Metals Company COM 201723103 137 14421 SH Sole 9700 4721
Community Health Systems COM 203668108 300 18000 SH Sole 10100 7900
Computer Sciences Corporation COM 205363104 1775 66100 SH Sole 22050 44050
Compuware Corporation COM 205638109 714 93268 SH Sole 33050 60218
ConAgra Foods, Inc. COM 205887102 4166 172008 SH Sole 56571 115437
ConocoPhillips COM 20825C104 17256 272519 SH Sole 109823 162696
Consolidated Edison, Inc. COM 209115104 3340 58571 SH Sole 17243 41328
Constellation Brands, Inc. COM 21036P108 1357 75376 SH Sole 24700 50676
Constellation Energy Group, In COM 210371100 1607 42226 SH Sole 14323 27903
Cooper Industries PLC COM G24140108 921 19960 SH Sole 7400 12560
CoreLogic Inc. COM 21871D103 140 13150 SH Sole 9000 4150
Corn Products International, I COM 219023108 527 13418 SH Sole 7672 5746
Corning Incorporated COM 219350105 7435 601574 SH Sole 235542 366032
Corrections Corporation of Ame COM 22025Y407 381 16800 SH Sole 10800 6000
Costco Wholesale Corporation COM 22160K105 780 9500 SH Sole 7100 2400
Coventry Health Care, Inc. COM 222862104 1830 63532 SH Sole 22042 41490
Covidien PLC COM G2554F113 8516 193110 SH Sole 77050 116060
Crane Co. COM 224399105 310 8677 SH Sole 4948 3729
Crown Holdings, Inc. COM 228368106 292 9550 SH Sole 3900 5650
Cummins Inc. COM 231021106 5848 71617 SH Sole 26967 44650
DDR Corp. COM 23317H102 147 13467 SH Sole 4600 8867
DISH Network Corp. COM 25470M109 621 24800 SH Sole 9850 14950
DPL Inc. COM 233293109 341 11302 SH Sole 6424 4878
DTE Energy Company COM 233331107 1774 36185 SH Sole 12316 23869
DaVita Inc. COM 23918K108 2503 39933 SH Sole 14228 25705
Danaher Corporation COM 235851102 4623 110220 SH Sole 44050 66170
DeVry Inc. COM 251893103 490 13250 SH Sole 4600 8650
Dean Foods Company COM 242370104 350 39450 SH Sole 13400 26050
Deckers Outdoor Corporation COM 243537107 261 2800 SH Sole 1200 1600
Deere & Company COM 244199105 9484 146876 SH Sole 53194 93682
Delta Air Lines, Inc. COM 247361702 782 104298 SH Sole 39998 64300
Diamondrock Hospitality Co COM 252784301 80 11500 SH Sole 11500
Digital Realty Trust, Inc. COM 253868103 329 5972 SH Sole 2372 3600
Discover Financial Services COM 254709108 5208 227042 SH Sole 78287 148755
Discovery Communications-A COM 25470F104 367 9750 SH Sole 7950 1800
Dollar General Corp COM 256677105 226 5990 SH Sole 2400 3590
Dollar Tree Inc. COM 256746108 774 10300 SH Sole 5950 4350
Dominion Resources, Inc. COM 25746U109 5725 112762 SH Sole 45364 67398
Domtar Corporation COM 257559203 269 3950 SH Sole 2300 1650
Donaldson Company, Inc. COM 257651109 622 11350 SH Sole 5700 5650
Dover Corporation COM 260003108 3623 77747 SH Sole 26596 51151
Duke Energy Corporation COM 26441C105 5244 262326 SH Sole 105140 157186
Duke Realty Corporation COM 264411505 246 23462 SH Sole 13184 10278
E*TRADE Financial Corporation COM 269246401 987 108350 SH Sole 36850 71500
E.I. du Pont de Nemours & Comp COM 263534109 14503 362850 SH Sole 144850 218000
EMC Corporation COM 268648102 416 19842 SH Sole 16142 3700
Eastman Chemical Company COM 277432100 2063 30100 SH Sole 10900 19200
Eaton Corporation COM 278058102 5219 147022 SH Sole 51500 95522
Ecolab Inc. COM 278865100 2413 49350 SH Sole 17850 31500
Edison International COM 281020107 2675 69931 SH Sole 23842 46089
Edwards Lifesciences Corp COM 28176E108 3407 47800 SH Sole 16600 31200
El Paso Corporation COM 28336L109 2853 163226 SH Sole 57966 105260
Electronic Arts Inc. COM 285512109 1457 71250 SH Sole 25600 45650
Emerson Electric Co. COM 291011104 12062 291989 SH Sole 118189 173800
Energen Corporation COM 29265N108 274 6693 SH Sole 3840 2853
Energizer Holdings, Inc. COM 29266R108 355 5350 SH Sole 2600 2750
Entergy Corporation COM 29364G103 2524 38068 SH Sole 12996 25072
Equifax Inc. COM 294429105 1554 50562 SH Sole 16970 33592
Equitable Resources, Inc. COM 26884L109 1672 31330 SH Sole 10917 20413
Equity Residential COM 29476L107 3262 62885 SH Sole 21301 41584
Essex Property Trust, Inc. COM 297178105 342 2851 SH Sole 1726 1125
Everest Re Group, Ltd. COM G3223R108 631 7950 SH Sole 4300 3650
Exelon Corporation COM 30161N101 5471 128408 SH Sole 50192 78216
Expedia, Inc. COM 30212P105 1075 41750 SH Sole 14650 27100
Expeditors International of Wa COM 302130109 3672 90550 SH Sole 32750 57800
Express Scripts, Inc. COM 302182100 3533 95300 SH Sole 38100 57200
Exxon Mobil Corporation COM 30231G102 83235 1146013 SH Sole 430431 715582
F5 Networks, Inc. COM 315616102 2266 31900 SH Sole 10250 21650
FMC Corporation COM 302491303 2037 29453 SH Sole 9890 19563
Fairchild Semiconductor Intern COM 303726103 170 15765 SH Sole 10620 5145
Family Dollar Stores, Inc COM 307000109 1322 26000 SH Sole 9450 16550
Fastenal Company COM 311900104 394 11850 SH Sole 9750 2100
FedEx Corporation COM 31428X106 7611 112450 SH Sole 41100 71350
Federal Realty Inv. Trust COM 313747206 452 5484 SH Sole 3412 2072
Fidelity National Information COM 31620M106 2473 101700 SH Sole 31400 70300
Fifth Third Bancorp COM 316773100 4050 401029 SH Sole 139940 261089
First Horizon National Corpora COM 320517105 679 113850 SH Sole 39000 74850
First Niagara Financial Group COM 33582V108 261 28501 SH Sole 16030 12471
FirstEnergy Corp. COM 337932107 3630 80825 SH Sole 31681 49144
Fiserv, Inc. COM 337738108 1538 30300 SH Sole 10800 19500
Flowserve Corporation COM 34354P105 1656 22373 SH Sole 7362 15011
Fluor Corporation (NEW) COM 343412102 3453 74180 SH Sole 26520 47660
Foot Locker, Inc. COM 344849104 477 23728 SH Sole 11508 12220
Forest Oil Corporation COM 346091705 302 20956 SH Sole 12600 8356
Fortune Brands, Inc. COM 349631101 3467 64100 SH Sole 20600 43500
Fossil, Inc. COM 349882100 697 8595 SH Sole 4975 3620
Freeport-McMoRan Copper & Gold COM 35671D857 9107 299066 SH Sole 106496 192570
Fulton Financial Corp. COM 360271100 141 18460 SH Sole 10500 7960
Gardner Denver, Inc. COM 365558105 569 8958 SH Sole 5248 3710
Gartner, Inc. COM 366651107 377 10800 SH Sole 7350 3450
Gen-Probe Incorporated COM 36866T103 415 7250 SH Sole 3800 3450
GenOn Energy COM 37244E107 135 48409 SH Sole 16595 31814
General Dynamics Corporation COM 369550108 4239 74517 SH Sole 55472 19045
General Electric Company COM 369604103 38442 2525738 SH Sole 1041392 1484346
General Growth Properties COM 370023103 427 35279 SH Sole 12200 23079
General Mills, Inc. COM 370334104 9691 251770 SH Sole 100270 151500
General Motors Corporation COM 37045V100 630 31200 SH Sole 18100 13100
Genuine Parts Company COM 372460105 208 4100 SH Sole 3400 700
Genworth Financial, Inc. COM 37247D106 611 106400 SH Sole 36650 69750
Gilead Sciences, Inc. COM 375558103 5894 151900 SH Sole 61200 90700
Global Payments Inc. COM 37940X102 559 13850 SH Sole 8000 5850
Goldman Sachs Group, Inc. COM 38141G104 13012 137619 SH Sole 50673 86946
Goodrich Corporation COM 382388106 3229 26759 SH Sole 9297 17462
Google Inc. COM 38259P508 8426 16359 SH Sole 12487 3872
Great Plains Energy Incorporat COM 391164100 244 12649 SH Sole 7173 5476
Green Mountain Coffee Roasters COM 393122106 297 3200 SH Sole 3200
Guess?, Inc. COM 401617105 281 9850 SH Sole 5200 4650
H&R Block, Inc. COM 093671105 872 65550 SH Sole 23100 42450
HCC Insurance Holdings, Inc. COM 404132102 569 21030 SH Sole 12000 9030
HCP Inc. COM 40414L109 3051 87019 SH Sole 29642 57377
Halliburton Company COM 406216101 1427 46750 SH Sole 37750 9000
Hanmi Financial Corp COM 410495105 9 10250 SH Sole 10250
Hansen Natural Corp. COM 411310105 975 11170 SH Sole 6400 4770
Harley-Davidson, Inc. COM 412822108 1723 50200 SH Sole 18100 32100
Harman International Industrie COM 413086109 860 30074 SH Sole 10612 19462
Harsco Corporation COM 415864107 287 14800 SH Sole 8200 6600
Hasbro, Inc. COM 418056107 946 29000 SH Sole 12550 16450
Hawaiian Electric Industries, COM 419870100 214 8827 SH Sole 4932 3895
Health Care REIT, Inc. COM 42217K106 1767 37761 SH Sole 12636 25125
Health Management Associates, COM 421933102 320 46296 SH Sole 28076 18220
Health Net, Inc. COM 42222G108 404 17020 SH Sole 9628 7392
Herbalife Ltd. COM G4412G101 772 14398 SH Sole 5938 8460
Hess Corp. COM 42809H107 5780 110186 SH Sole 41050 69136
Hewlett-Packard Company COM 428236103 16903 752933 SH Sole 289783 463150
Hill-Rom Holdings Inc. COM 431475102 341 11364 SH Sole 6976 4388
HollyFrontier Corp. COM 436106108 700 26706 SH Sole 13070 13636
Hologic, Inc. COM 436440101 374 24586 SH Sole 13836 10750
Honeywell International Inc. COM 438516106 13424 305707 SH Sole 123442 182265
Hospitality Properties Trust COM 44106M102 243 11463 SH Sole 6488 4975
Host Hotels & Resorts, Inc. COM 44107P104 1633 149232 SH Sole 50530 98702
Hubbell Incorporated COM 443510201 530 10704 SH Sole 6000 4704
Hudson City Bancorp, Inc. COM 443683107 622 109900 SH Sole 37550 72350
Humana Inc. COM 444859102 5199 71482 SH Sole 24128 47354
Huntington Bancshares Incorpor COM 446150104 1716 357584 SH Sole 118000 239584
Huntsman Corporation COM 447011107 234 24179 SH Sole 8608 15571
ITC Holdings Corp. COM 465685105 223 2878 SH Sole 1248 1630
ITT Corporation COM 450911102 3349 79743 SH Sole 27350 52393
Informatica Corporation COM 45666Q102 326 7950 SH Sole 4000 3950
Ingersoll-Rand Company PLC COM G47791101 375 13350 SH Sole 10950 2400
Ingram Micro Inc. COM 457153104 460 28529 SH Sole 15400 13129
Integrys Energy Group, Inc. COM 45822P105 806 16577 SH Sole 5800 10777
Intel Corporation COM 458140100 7414 347484 SH Sole 260784 86700
IntercontinentalExchange, Inc. COM 45865V100 3154 26670 SH Sole 8150 18520
International Business Machine COM 459200101 16171 92472 SH Sole 67522 24950
International Flavors & Fragra COM 459506101 1890 33615 SH Sole 11554 22061
International Game Technology COM 459902102 915 63000 SH Sole 21350 41650
International Paper Company COM 460146103 4387 188683 SH Sole 65490 123193
International Rectifier Corpor COM 460254105 247 13289 SH Sole 7340 5949
Interpublic Group of Companies COM 460690100 1362 189099 SH Sole 57450 131649
Intersil Corporation COM 46069S109 120 11700 SH Sole 6900 4800
Invesco PLC COM G491BT108 3021 194779 SH Sole 65880 128899
Iron Mountain Incorporated COM 462846106 3459 109382 SH Sole 55482 53900
JDS Uniphase Corporation COM 46612J507 965 96744 SH Sole 34474 62270
JPMorgan Chase & Co. COM 46625H100 26830 890786 SH Sole 343182 547604
Jabil Circuit, Inc. COM 466313103 1387 77956 SH Sole 27043 50913
Jacobs Engineering Group Inc. COM 469814107 1713 53050 SH Sole 17600 35450
Janus Capital Group Inc. COM 47102X105 481 80100 SH Sole 27300 52800
Johnson & Johnson COM 478160104 11998 188389 SH Sole 140544 47845
Johnson Controls, Inc. COM 478366107 3493 132450 SH Sole 52550 79900
Jones Lang LaSalle Incorporate COM 48020Q107 402 7750 SH Sole 4500 3250
Juniper Networks, Inc. COM 48203R104 3607 208980 SH Sole 84050 124930
KBR, Inc. COM 48242W106 572 24208 SH Sole 12550 11658
Kansas City Southern COM 485170302 580 11600 SH Sole 7500 4100
Kellogg Company COM 487836108 2609 49050 SH Sole 19850 29200
Kennametal Inc. COM 489170100 323 9871 SH Sole 6504 3367
KeyCorp COM 493267108 2465 415765 SH Sole 145450 270315
Kimberly-Clark Corporation COM 494368103 10907 153600 SH Sole 61700 91900
Kimco Realty Corporation COM 49446R109 1308 86995 SH Sole 29619 57376
Kinetic Concepts, Inc. COM 49460W208 376 5700 SH Sole 3450 2250
Kohl's Corporation COM 500255104 2669 54350 SH Sole 21650 32700
Kraft Foods Inc. COM 50075N104 11340 337701 SH Sole 131151 206550
L-3 Communications Holdings, I COM 502424104 833 13450 SH Sole 7900 5550
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