0001193125-12-054352.txt : 20120213
0001193125-12-054352.hdr.sgml : 20120213
20120213061333
ACCESSION NUMBER: 0001193125-12-054352
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Korea Investment CORP
CENTRAL INDEX KEY: 0001441689
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-13355
FILM NUMBER: 12595089
BUSINESS ADDRESS:
STREET 1: 16F SEOUL FINANCE CENTER
STREET 2: 84 TAEPYUNGRO 1-GA, JUNG-GU
CITY: SEOUL
STATE: M5
ZIP: 100-768
BUSINESS PHONE: 82-2-2179-1000
MAIL ADDRESS:
STREET 1: 16F SEOUL FINANCE CENTER
STREET 2: 84 TAEPYUNGRO 1-GA, JUNG-GU
CITY: SEOUL
STATE: M5
ZIP: 100-768
13F-HR
1
d298471d13fhr.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: Dec 31, 2011
Check here if Amendment [_]; Amendment Number: __________
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Korea Investment Corporation
Address: 16th Floor, Seoul Finance Center
84 Taepyungro 1-ga
Jung-gu, Seoul 100-768, Korea
Form 13F File Number: 28-13355
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: Myungjin Kim
Title: Acting Head of Legal & Compliance
Phone: +82-2-2179-1180
Signature, Place, and Date of Signing:
/s/ Myungjin Kim Seoul, Korea Feb 13rd 2012
------------------------- ------------------------ -------------------------
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager
are reported in this report.)
[_] 13F NOTICE. (Check here if no holdings reported are in this report, and all
holdings are reported by other reporting manager(s).)
[_] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 652
Form 13F Information Table Value Total: 5,907,292
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column
headings and list entries.]
No. Form 13F File Number Name
_____ 28-________________________ ____________________________
[Repeat as necessary.]
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
----------------------------------- -------------- --------- -------- ----------------- ---------- -------- --------------------
VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER --------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
----------------------------------- -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ----
AFLAC INC COM 001055102 532 12300 SH SOLE 12300
AGCO CORP COM 001084102 3154 73400 SH SOLE 73400
AES CORP COM 00130H105 6194 523100 SH SOLE 523100
AT&T INC COM 00206R102 71738 2372300 SH SOLE 2372300
ABBOTT LABS COM 002824100 39805 707900 SH SOLE 707900
ABERCROMBIE & FITCH CO CL A 002896207 7961 163000 SH SOLE 163000
ACTIVISION BLIZZARD INC COM 00507V109 1974 160200 SH SOLE 160200
ADOBE SYS INC COM 00724F101 4345 153700 SH SOLE 153700
ADVANCED MICRO DEVICES INC COM 007903107 2460 455600 SH SOLE 455600
AETNA INC NEW COM 00817Y108 21736 515200 SH SOLE 515200
AGILENT TECHNOLOGIES INC COM 00846U101 63 1800 SH SOLE 1800
AIR PRODS & CHEMS INC COM 009158106 1474 17300 SH SOLE 17300
AIRGAS INC COM 009363102 390 5000 SH SOLE 5000
AKAMAI TECHNOLOGIES INC COM 00971T101 410 12700 SH SOLE 12700
ALCOA INC COM 013817101 6879 795300 SH SOLE 795300
ALEXION PHARMACEUTICALS INC COM 015351109 143 2000 SH SOLE 2000
ALLEGHENY TECHNOLOGIES INC COM 01741R102 215 4500 SH SOLE 4500
ALLERGAN INC COM 018490102 3553 40500 SH SOLE 40500
ALLIANCE DATA SYSTEMS CORP COM 018581108 405 3900 SH SOLE 3900
ALLIANT ENERGY CORP COM 018802108 4305 97600 SH SOLE 97600
ALLSTATE CORP COM 020002101 18891 689200 SH SOLE 689200
ALTERA CORP COM 021441100 74 2000 SH SOLE 2000
ALTRIA GROUP INC COM 02209S103 40360 1361200 SH SOLE 1361200
AMAZON COM INC COM 023135106 18418 106400 SH SOLE 106400
AMEREN CORP COM 023608102 18367 554400 SH SOLE 554400
AMERICAN ELEC PWR INC COM 025537101 13095 317000 SH SOLE 317000
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 197 12900 SH SOLE 12900
AMERICAN EXPRESS CO COM 025816109 33510 710400 SH SOLE 710400
AMERICAN INTL GROUP INC COM 026874784 6540 281900 SH SOLE 281900
AMERICAN TOWER CORP CL A 029912201 5071 84500 SH SOLE 84500
AMERICAN WTR WKS CO INC COM 030420103 64 2000 SH SOLE 2000
AMERISOURCEBERGEN CORP COM 03073E105 60 1600 SH SOLE 1600
AMERIPRISE FINL INC COM 03076C106 9953 200500 SH SOLE 200500
AMETEK INC NEW COM 031100100 84 2000 SH SOLE 2000
AMGEN INC COM 031162100 20162 314000 SH SOLE 314000
AMPHENOL CORP NEW CL A 032095101 73 1600 SH SOLE 1600
ANADARKO PETE CORP COM 032511107 7160 93800 SH SOLE 93800
ANALOG DEVICES INC COM 032654105 7235 202200 SH SOLE 202200
ANNALY CAP MGMT INC COM 035710409 15286 957800 SH SOLE 957800
AON CORP COM 037389103 627 13400 SH SOLE 13400
APACHE CORP COM 037411105 12310 135900 SH SOLE 135900
APOLLO GROUP INC CL A 037604105 4073 75600 SH SOLE 75600
APPLE INC COM 037833100 183870 454000 SH SOLE 454000
APPLIED MATLS INC COM 038222105 12387 1156600 SH SOLE 1156600
ARCH COAL INC COM 039380100 7021 483900 SH SOLE 483900
ARCHER DANIELS MIDLAND CO COM 039483102 22777 796400 SH SOLE 796400
ARROW ELECTRS INC COM 042735100 9087 242900 SH SOLE 242900
ASHLAND INC COM 044209104 114 2000 SH SOLE 2000
ASSURANT INC COM 04621X108 12938 315100 SH SOLE 315100
AUTODESK INC COM 052769106 88 2900 SH SOLE 2900
AUTOLIV INC COM 052800109 5595 104600 SH SOLE 104600
AUTOMATIC DATA PROCESSING IN COM 053015103 4742 87800 SH SOLE 87800
AUTONATION INC COM 05329W102 100 2700 SH SOLE 2700
AUTOZONE INC COM 053332102 2437 7500 SH SOLE 7500
AVALONBAY CMNTYS INC COM 053484101 327 2500 SH SOLE 2500
AVERY DENNISON CORP COM 053611109 2332 81300 SH SOLE 81300
AVNET INC COM 053807103 6619 212900 SH SOLE 212900
AVON PRODS INC COM 054303102 3284 188000 SH SOLE 188000
BB&T CORP COM 054937107 2114 84000 SH SOLE 84000
BCE INC COM 05534B760 9248 219700 SH SOLE 219700
BMC SOFTWARE INC COM 055921100 688 21000 SH SOLE 21000
BABCOCK & WILCOX CO COM 05615F102 87 3600 SH SOLE 3600
BAKER HUGHES INC COM 057224107 9558 196500 SH SOLE 196500
BALL CORP COM 058498106 121 3400 SH SOLE 3400
BANK OF AMERICA CORPORATION COM 060505104 407586 73306745 SH SOLE 73306745
BANK OF NEW YORK MELLON CORP COM 064058100 3367 169100 SH SOLE 169100
BARD C R INC COM 067383109 1693 19800 SH SOLE 19800
BAXTER INTL INC COM 071813109 19609 396300 SH SOLE 396300
BEAM INC COM 073730103 102 2000 SH SOLE 2000
BECTON DICKINSON & CO COM 075887109 4386 58700 SH SOLE 58700
BED BATH & BEYOND INC COM 075896100 2232 38500 SH SOLE 38500
BEMIS INC COM 081437105 48 1600 SH SOLE 1600
BERKLEY W R CORP COM 084423102 2731 79400 SH SOLE 79400
BERKSHIRE HATHAWAY INC CL A 084670108 230 2 SH SOLE 2
BERKSHIRE HATHAWAY INC DEL CL B 084670702 18098 237200 SH SOLE 237200
BEST BUY INC COM 086516101 8913 381400 SH SOLE 381400
BIOGEN IDEC INC COM 09062X103 5954 54100 SH SOLE 54100
BLACKROCK INC COM 09247X101 2584 14500 SH SOLE 14500
BLACKSTONE GROUP L P COM 09253U108 13083 933800 SH SOLE 933800
BLOCK H & R INC COM 093671105 22568 1382000 SH SOLE 1382000
BOEING CO COM 097023105 11223 153000 SH SOLE 153000
BORGWARNER INC COM 099724106 70 1100 SH SOLE 1100
BOSTON PROPERTIES INC COM 101121101 139 1400 SH SOLE 1400
BOSTON SCIENTIFIC CORP COM 101137107 3475 650800 SH SOLE 650800
BRISTOL MYERS SQUIBB CO COM 110122108 30733 872100 SH SOLE 872100
BROADCOM CORP CL A 111320107 502 17100 SH SOLE 17100
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 331 14700 SH SOLE 14700
BROOKFIELD ASSET MGMT INC CL A 112585104 231 8400 SH SOLE 8400
BROWN & BROWN INC COM 115236101 77 3400 SH SOLE 3400
BROWN FORMAN CORP CL B 115637209 3317 41200 SH SOLE 41200
CBS CORP NEW CL B 124857202 10859 400100 SH SOLE 400100
CBRE GROUP INC CL A 12504L109 55 3600 SH SOLE 3600
CF INDS HLDGS INC COM 125269100 12396 85500 SH SOLE 85500
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
-------------------------------------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
-------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 160 2300 SH SOLE 2300
CIGNA CORP COM 125509109 17350 413100 SH SOLE 413100
CIT GROUP INC COM 125581801 63 1800 SH SOLE 1800
CME GROUP INC COM 12572Q105 4094 16800 SH SOLE 16800
CNA FINL CORP COM 126117100 86 3200 SH SOLE 3200
CSX CORP COM 126408103 7422 352400 SH SOLE 352400
CVS CAREMARK CORPORATION COM 126650100 19211 471100 SH SOLE 471100
CA INC COM 12673P105 3675 181800 SH SOLE 181800
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1035 72800 SH SOLE 72800
CABOT OIL & GAS CORP COM 127097103 68 900 SH SOLE 900
CALPINE CORP COM NEW 131347304 11522 705600 SH SOLE 705600
CAMECO CORP COM 13321L108 79 4400 SH SOLE 4400
CAMERON INTERNATIONAL CORP COM 13342B105 54 1100 SH SOLE 1100
CAMPBELL SOUP CO COM 134429109 758 22800 SH SOLE 22800
CANADIAN NAT RES LTD COM 136385101 6398 171200 SH SOLE 171200
CAPITAL ONE FINL CORP COM 14040H105 9684 229000 SH SOLE 229000
CARDINAL HEALTH INC COM 14149Y108 5905 145400 SH SOLE 145400
CAREFUSION CORP COM 14170T101 74 2900 SH SOLE 2900
CARMAX INC COM 143130102 137 4500 SH SOLE 4500
CARNIVAL CORP PAIRED CTF 143658300 3528 108100 SH SOLE 108100
CATERPILLAR INC DEL COM 149123101 20095 221800 SH SOLE 221800
CELANESE CORP DEL COM SER A 150870103 102 2300 SH SOLE 2300
CELGENE CORP COM 151020104 23930 354000 SH SOLE 354000
CENOVUS ENERGY INC COM 15135U109 2040 60300 SH SOLE 60300
CENTERPOINT ENERGY INC COM 15189T107 21772 1083700 SH SOLE 1083700
CENTURYTEL INC COM 156700106 9553 256800 SH SOLE 256800
CERNER CORP COM 156782104 239 3900 SH SOLE 3900
CHARTER COMMUNICATIONS INC CL A 16117M305 91 1600 SH SOLE 1600
CHESAPEAKE ENERGY CORP COM 165167107 6591 295700 SH SOLE 295700
CHEVRON CORP NEW COM 166764100 97313 914600 SH SOLE 914600
CHIPOTLE MEXICAN GRILL INC COM 169656105 304 900 SH SOLE 900
CHUBB CORP COM 171232101 10681 154300 SH SOLE 154300
CHURCH & DWIGHT INC COM 171340102 73 1600 SH SOLE 1600
CIMAREX ENERGY CO COM 171798101 68 1100 SH SOLE 1100
CINCINNATI FINL CORP COM 172062101 2939 96500 SH SOLE 96500
CISCO SYS INC COM 17275R102 35439 1960100 SH SOLE 1960100
CINTAS CORP COM 172908105 219 6300 SH SOLE 6300
CITIGROUP INC COM 172967424 50915 1935200 SH SOLE 1935200
CITRIX SYS INC COM 177376100 249 4100 SH SOLE 4100
CITY NATL CORP COM 178566105 172 3900 SH SOLE 3900
CLIFFS NATURAL RESOURCES INC COM 18683K101 7370 118200 SH SOLE 118200
CLOROX CO DEL COM 189054109 752 11300 SH SOLE 11300
COACH INC COM 189754104 7642 125200 SH SOLE 125200
COCA COLA CO COM 191216100 42759 611100 SH SOLE 611100
COCA COLA ENTERPRISES INC COM 19122T109 5050 195900 SH SOLE 195900
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 14598 227000 SH SOLE 227000
COLGATE PALMOLIVE CO COM 194162103 12750 138000 SH SOLE 138000
COMCAST CORP NEW CL A 20030N101 21059 888200 SH SOLE 888200
COMCAST CORP NEW CL A SPL 20030N200 9820 416800 SH SOLE 416800
COMERICA INC COM 200340107 2090 81000 SH SOLE 81000
COMMERCE BANCSHARES INC COM 200525103 80 2100 SH SOLE 2100
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 8005 208800 SH SOLE 208800
COMPUTER SCIENCES CORP COM 205363104 9281 391600 SH SOLE 391600
CONAGRA FOODS INC COM 205887102 8044 304700 SH SOLE 304700
CONCHO RES INC COM 20605P101 84 900 SH SOLE 900
CONOCOPHILLIPS COM 20825C104 47220 648000 SH SOLE 648000
CONSOL ENERGY INC COM 20854P109 4793 130600 SH SOLE 130600
CONSOLIDATED EDISON INC COM 209115104 3486 56200 SH SOLE 56200
CONSTELLATION BRANDS INC CL A 21036P108 5986 289600 SH SOLE 289600
CONSTELLATION ENERGY GROUP I COM 210371100 107 2700 SH SOLE 2700
CONTINENTAL RESOURCES INC COM 212015101 347 5200 SH SOLE 5200
CORNING INC COM 219350105 9980 768900 SH SOLE 768900
COSTCO WHSL CORP NEW COM 22160K105 29937 359300 SH SOLE 359300
COVANCE INC COM 222816100 2204 48200 SH SOLE 48200
COVENTRY HEALTH CARE INC COM 222862104 6053 199300 SH SOLE 199300
CREE INC COM 225447101 174 7900 SH SOLE 7900
CROWN CASTLE INTL CORP COM 228227104 81 1800 SH SOLE 1800
CUMMINS INC COM 231021106 4067 46200 SH SOLE 46200
D R HORTON INC COM 23331A109 357 28300 SH SOLE 28300
DST SYS INC DEL COM 233326107 105 2300 SH SOLE 2300
DTE ENERGY CO COM 233331107 3338 61300 SH SOLE 61300
DANAHER CORP DEL COM 235851102 3448 73300 SH SOLE 73300
DARDEN RESTAURANTS INC COM 237194105 4353 95500 SH SOLE 95500
DAVITA INC COM 23918K108 667 8800 SH SOLE 8800
DECKERS OUTDOOR CORP COM 243537107 9733 128800 SH SOLE 128800
DEERE & CO COM 244199105 28465 368000 SH SOLE 368000
DELL INC COM 24702R101 23224 1587400 SH SOLE 1587400
DELTA AIR LINES INC DEL COM NEW 247361702 1642 203000 SH SOLE 203000
DENBURY RES INC COM COM NEW 247916208 2704 179100 SH SOLE 179100
DENTSPLY INTL INC NEW COM 249030107 87 2500 SH SOLE 2500
DEVON ENERGY CORP NEW COM 25179M103 11582 186800 SH SOLE 186800
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6874 124400 SH SOLE 124400
DIGITAL RLTY TR INC COM 253868103 727 10900 SH SOLE 10900
DISNEY WALT CO COM 254687106 15683 418200 SH SOLE 418200
DISCOVER FINL SVCS COM 254709108 14570 607100 SH SOLE 607100
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 307 7500 SH SOLE 7500
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 403 10700 SH SOLE 10700
DISH NETWORK CORP CL A 25470M109 18996 667000 SH SOLE 667000
DIRECTV COM 25490A101 27593 645300 SH SOLE 645300
DOLLAR GEN CORP COM 256677105 111 2700 SH SOLE 2700
DOLLAR TREE INC COM 256746108 1072 12900 SH SOLE 12900
DOMINION RES INC VA NEW COM 25746U109 3578 67400 SH SOLE 67400
DONNELLEY R R & SONS CO COM 257867101 9844 682200 SH SOLE 682200
DOVER CORP COM 260003108 7268 125200 SH SOLE 125200
DOW CHEM CO COM 260543103 7693 267500 SH SOLE 267500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 572 14500 SH SOLE 14500
DU PONT E I DE NEMOURS & CO COM 263534109 10561 230700 SH SOLE 230700
DUKE REALTY CORP COM NEW 264411505 8518 706900 SH SOLE 706900
DUKE ENERGY CORP NEW COM 26441C105 9515 432500 SH SOLE 432500
DUN & BRADSTREET CORP DEL NE COM 26483E100 427 5700 SH SOLE 5700
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
E M C CORP MASS COM 268648102 19121 887700 SH SOLE 887700
EOG RES INC COM 26875P101 23367 237200 SH SOLE 237200
EQT CORP COM 26884L109 1666 30400 SH SOLE 30400
EASTMAN CHEM CO COM 277432100 4793 122700 SH SOLE 122700
EATON CORP COM 278058102 7535 173100 SH SOLE 173100
EBAY INC COM 278642103 4698 154900 SH SOLE 154900
ECOLAB INC COM 278865100 104 1800 SH SOLE 1800
EDISON INTL COM 281020107 112 2700 SH SOLE 2700
EDWARDS LIFESCIENCES CORP COM 28176E108 403 5700 SH SOLE 5700
EL PASO CORP COM 28336L109 1645 61900 SH SOLE 61900
ELECTRONIC ARTS INC COM 285512109 3918 190200 SH SOLE 190200
EMERSON ELEC CO COM 291011104 4230 90800 SH SOLE 90800
ENCANA CORP COM 292505104 3411 184100 SH SOLE 184100
ENERGIZER HLDGS INC COM 29266R108 581 7500 SH SOLE 7500
ENSCO PLC SPONSORED ADR 29358Q109 18149 386800 SH SOLE 386800
ENTERGY CORP NEW COM 29364G103 14734 201700 SH SOLE 201700
EQUIFAX INC COM 294429105 112 2900 SH SOLE 2900
EQUITY RESIDENTIAL SH BEN INT 29476L107 605 10600 SH SOLE 10600
ERIE INDTY CO CL A 29530P102 305 3900 SH SOLE 3900
EXELON CORP COM 30161N101 23290 537000 SH SOLE 537000
EXELIS INC COM 30162A108 599 66200 SH SOLE 66200
EXPEDIA INC COM 30212P303 321 11050 SH SOLE 11050
EXPEDITORS INTL WASH INC COM 302130109 242 5900 SH SOLE 5900
EXPRESS SCRIPTS INC COM 302182100 15704 351400 SH SOLE 351400
EXXON MOBIL CORP COM 30231G102 157908 1863000 SH SOLE 1863000
FMC TECHNOLOGIES INC COM 30249U101 104 2000 SH SOLE 2000
FAMILY DLR STORES INC COM 307000109 796 13800 SH SOLE 13800
FASTENAL CO COM 311900104 87 2000 SH SOLE 2000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 82 900 SH SOLE 900
FEDEX CORP COM 31428X106 7215 86400 SH SOLE 86400
F5 NETWORKS INC COM 315616102 361 3400 SH SOLE 3400
FIDELITY NATL INFORMATION SV COM 31620M106 455 17100 SH SOLE 17100
FIDELITY NATIONAL FINANCIAL CL A 31620R105 3967 249000 SH SOLE 249000
FIFTH THIRD BANCORP COM 316773100 6089 478700 SH SOLE 478700
FIRST SOLAR INC COM 336433107 2704 80100 SH SOLE 80100
FISERV INC COM 337738108 241 4100 SH SOLE 4100
FIRSTENERGY CORP COM 337932107 13458 303800 SH SOLE 303800
FLUOR CORP NEW COM 343412102 1915 38100 SH SOLE 38100
FLOWSERVE CORP COM 34354P105 199 2000 SH SOLE 2000
FOOT LOCKER INC COM 344849104 265 11100 SH SOLE 11100
FORD MTR CO DEL COM PAR $0.01 345370860 25071 2330000 SH SOLE 2330000
FOREST LABS INC COM 345838106 5035 166400 SH SOLE 166400
FORTUNE BRANDS HOME & SEC IN COM 34964C106 82 4800 SH SOLE 4800
FOSSIL INC COM 349882100 746 9400 SH SOLE 9400
FRANKLIN RES INC COM 354613101 2238 23300 SH SOLE 23300
FREEPORT- MCMORAN COPPER & GO COM 35671D857 18020 489800 SH SOLE 489800
FRONTIER COMMUNICATIONS CORP COM 35906A108 1920 372900 SH SOLE 372900
GALLAGHER ARTHUR J & CO COM 363576109 441 13200 SH SOLE 13200
GAMESTOP CORP NEW CL A 36467W109 12902 534700 SH SOLE 534700
GANNETT INC COM 364730101 70 5200 SH SOLE 5200
GAP INC DEL COM 364760108 2922 157500 SH SOLE 157500
GENERAL DYNAMICS CORP COM 369550108 16025 241300 SH SOLE 241300
GENERAL ELECTRIC CO COM 369604103 73186 4086300 SH SOLE 4086300
GENERAL GROWTH PPTYS INC COM 370023103 978 65100 SH SOLE 65100
GENERAL MLS INC COM 370334104 1277 31600 SH SOLE 31600
GENERAL MTRS CO COM 37045V100 7524 371200 SH SOLE 371200
GENTEX CORP COM 371901109 107 3600 SH SOLE 3600
GENUINE PARTS CO COM 372460105 8531 139400 SH SOLE 139400
GENWORTH FINL INC COM CL A 37247D106 950 145000 SH SOLE 145000
GILEAD SCIENCES INC COM 375558103 17383 424700 SH SOLE 424700
GOLDCORP INC COM 380956409 4084 92300 SH SOLE 92300
GOLDMAN SACHS GROUP INC COM 38141G104 12859 142200 SH SOLE 142200
GOODRICH CORP COM 382388106 594 4800 SH SOLE 4800
GOODYEAR TIRE & RUBR CO COM 382550101 4624 326300 SH SOLE 326300
GOOGLE INC CL A 38259P508 77702 120300 SH SOLE 120300
GRAINGER W W INC COM 384802104 3725 19900 SH SOLE 19900
GREEN MTN COFFEE ROASTERS IN COM 393122106 215 4800 SH SOLE 4800
HCA HOLDINGS INC COM 40412C101 1364 61900 SH SOLE 61900
HCP INC COM 40414L109 2838 68500 SH SOLE 68500
HALLIBURTON CO COM 406216101 14442 418500 SH SOLE 418500
HANSEN NAT CORP COM 411310105 64 700 SH SOLE 700
HARLEY DAVIDSON INC COM 412822108 5807 149400 SH SOLE 149400
HARMAN INTL INDS INC COM 413086109 171 4500 SH SOLE 4500
HARRIS CORP DEL COM 413875105 9597 266300 SH SOLE 266300
HARTFORD FINL SVCS GROUP INC COM 416515104 6510 400600 SH SOLE 400600
HASBRO INC COM 418056107 1878 58900 SH SOLE 58900
HEALTH CARE REIT INC COM 42217K106 791 14500 SH SOLE 14500
HEINZ H J CO COM 423074103 4269 79000 SH SOLE 79000
HELMERICH & PAYNE INC COM 423452101 3402 58300 SH SOLE 58300
HERSHEY CO COM 427866108 6845 110800 SH SOLE 110800
HERTZ GLOBAL HOLDINGS INC COM 42805T105 1113 95000 SH SOLE 95000
HESS CORP COM 42809H107 9275 163300 SH SOLE 163300
HEWLETT PACKARD CO COM 428236103 22689 880800 SH SOLE 880800
HOLLYFRONTIER CORP COM 436106108 17295 739100 SH SOLE 739100
HOME DEPOT INC COM 437076102 22878 544200 SH SOLE 544200
HONEYWELL INTL INC COM 438516106 18425 339000 SH SOLE 339000
HORMEL FOODS CORP COM 440452100 7709 263200 SH SOLE 263200
HOSPIRA INC COM 441060100 49 1600 SH SOLE 1600
HOSPITALITY PPTYS TR COM 44106M102 296 12900 SH SOLE 12900
HOST HOTELS & RESORTS INC COM 44107P104 418 28300 SH SOLE 28300
HUDSON CITY BANCORP COM 443683107 4979 796700 SH SOLE 796700
HUMANA INC COM 444859102 12791 146000 SH SOLE 146000
HUNT J B TRANS SVCS INC COM 445658107 81 1800 SH SOLE 1800
HUNTINGTON BANCSHARES INC COM 446150104 127 23100 SH SOLE 23100
IAC INTERACTIVECORP COM 44919P508 243 5700 SH SOLE 5700
ITT CORP COM 450911201 87 4500 SH SOLE 4500
ILLINOIS TOOL WKS INC COM 452308109 10692 228900 SH SOLE 228900
ILLUMINA INC COM 452327109 201 6600 SH SOLE 6600
IMPERIAL OIL LTD COM 453038408 7833 176100 SH SOLE 176100
INTEL CORP COM 458140100 68322 2817400 SH SOLE 2817400
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------------- -------------- --------- -------- ---------------- ---------- -------- -------------------
VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
INTEGRYS ENERGY GROUP INC COM 45822P105 889 16400 SH SOLE 16400
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INTERNATIONAL BUSINESS MACHS COM 459200101 79988 435000 SH SOLE 435000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 739 14100 SH SOLE 14100
INTERNATIONAL GAME TECHNOLOG COM 459902102 2114 122900 SH SOLE 122900
INTL PAPER CO COM 460146103 22025 744100 SH SOLE 744100
INTERPUBLIC GROUP COS INC COM 460690100 80 8200 SH SOLE 8200
NTUIT COM 461202103 321 6100 SH SOLE 6100
INTUITIVE SURGICAL INC COM NEW 46120E602 93 200 SH SOLE 200
IRON MTN INC COM 462846106 4629 150300 SH SOLE 150300
IVANHOE MINES LTD COM 46579N103 58 3300 SH SOLE 3300
JPMORGAN & CHASE & CO COM 46625H100 71404 2147500 SH SOLE 2147500
JABIL CIRCUIT INC COM 466313103 102 5200 SH SOLE 5200
JACOBS ENGR GROUP INC DEL COM 469814107 73 1800 SH SOLE 1800
JOHNSON & JOHNSON COM 478160104 67101 1023200 SH SOLE 1023200
JOHNSON CTLS INC COM 478366107 1325 42400 SH SOLE 42400
JOY GLOBAL INC COM 481165108 1274 17000 SH SOLE 17000
JUNIPER NETWORKS INC COM 48203R104 204 10000 SH SOLE 10000
KBR INC COM 48242W106 507 18200 SH SOLE 18200
KLA-TENCOR CORP COM 482480100 14929 309400 SH SOLE 309400
KANSAS CITY SOUTHERN COM 485170302 95 1400 SH SOLE 1400
KELLOGG CO COM 487836108 723 14300 SH SOLE 14300
KEYCORP NEW COM 493267108 7811 1015700 SH SOLE 1015700
KIMBERLY CLARK CORP COM 494368103 14822 201500 SH SOLE 201500
KIMCO REALTY CORP COM 49446R109 11979 737600 SH SOLE 737600
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 746 9500 SH SOLE 9500
KINDER MORGAN INC COM 49456B101 87 2700 SH SOLE 2700
KINROSS GOLD CORP COM 496902404 595 52200 SH SOLE 52200
KOHLS CORP COM 500255104 6968 141200 SH SOLE 141200
KRAFT FOODS INC CL A 50075N104 50178 1343100 SH SOLE 1343100
KROGER CO COM 501044101 11974 494400 SH SOLE 494400
LSI CORPORATION COM 502161102 6435 1081500 SH SOLE 1081500
L-3 COMMUNICATIONS HLDGS INC COM 502424104 10122 151800 SH SOLE 151800
LABORATORY CORP AMER HLDGS COM NEW 50540R409 447 5200 SH SOLE 5200
LAM RESEARCH CORP COM 512807108 3158 85300 SH SOLE 85300
LAS VEGAS SANDS CORP COM 517834107 8085 189200 SH SOLE 189200
LAUDER ESTEE COS INC CL A 518439104 13186 117400 SH SOLE 117400
LEGGETT & PLATT INC COM 524660107 1919 83300 SH SOLE 83300
LEGG MASON INC COM 524901105 1498 62300 SH SOLE 62300
LENNAR CORP CL A 526057104 165 8400 SH SOLE 8400
LEUCADIA NATL CORP COM 527288104 61 2700 SH SOLE 2700
LEVEL 3 COMMUNICATIONS INC COM 52729N308 343 20200 SH SOLE 20200
LIBERTY MEDIA CORPORATION LIB CAP COM 530322106 86 1100 SH SOLE 1100
LIBERTY GLOBAL INC COM SER A 530555101 111 2700 SH SOLE 2700
LIBERTY GLOBAL INC COM SER C 530555309 107 2700 SH SOLE 2700
LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 653 40300 SH SOLE 40300
LIBERTY PPTY TR SH BEN INT 531172104 7701 249400 SH SOLE 249400
LIFE TECHNOLOGIES CORP COM 53217V109 175 4500 SH SOLE 4500
LILLY ELI & CO COM 532457108 42063 1012100 SH SOLE 1012100
LIMITED BRANDS INC COM 532716107 6605 163700 SH SOLE 163700
LINCARE HLDGS INC COM 532791100 280 10900 SH SOLE 10900
LINCOLN NATL CORP IND COM 534187109 6855 353000 SH SOLE 353000
LINEAR TECHNOLOGY CORP COM 535678106 4318 143800 SH SOLE 143800
LINN ENERGY LLC UNIT LTD LIAB 536020100 102 2700 SH SOLE 2700
LOCKHEED MARTIN CORP COM 539830109 20274 250600 SH SOLE 250600
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MDU RES GROUP INC COM 552690109 2989 139300 SH SOLE 139300
MGM RESORTS INTERNATIONAL COM 552953101 80 7700 SH SOLE 7700
MACERICH CO COM 554382101 1771 35000 SH SOLE 35000
MACYS INC COM 55616P104 10561 328200 SH SOLE 328200
MANPOWER INC COM 56418H100 4984 139400 SH SOLE 139400
MARATHON OIL CORP COM 565849106 25848 883100 SH SOLE 883100
MARATHON PETE CORP COM 56585A102 22015 661300 SH SOLE 661300
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MCCORMICK & CO INC COM NON VTG 579780206 10387 206000 SH SOLE 206000
MCDONALDS CORP COM 580135101 53205 530300 SH SOLE 530300
MCGRAW HILL COS INC COM 580645109 3247 72200 SH SOLE 72200
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MEDCO HEALTH SOLUTIONS INC COM 58405U102 520 9300 SH SOLE 9300
MEDTRONIC INC COM 585055106 15629 408600 SH SOLE 408600
MERCK & CO INC NEW CALL ADDED 58933Y105 76576 2031200 SH SOLE 2031200
MERCURY GENL CORP NEW COM 589400100 155 3400 SH SOLE 3400
METLIFE INC COM 59156R108 17233 552700 SH SOLE 552700
METROPCS COMMUNICATIONS INC COM 591708102 285 32800 SH SOLE 32800
MICROSOFT CORP COM 594918104 79980 3080900 SH SOLE 3080900
MICROCHIP TECHNOLOGY INC COM 595017104 2883 78700 SH SOLE 78700
MICRON TECHNOLOGY INC COM 595112103 3425 544500 SH SOLE 544500
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 16198 1103417 SH SOLE 1103417
MOHAWK INDS INC COM 608190104 150 2500 SH SOLE 2500
MOLEX INC COM 608554101 98 4100 SH SOLE 4100
MOLEX INC CL A 608554200 95 4800 SH SOLE 4800
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MOODYS CORP COM 615369105 1974 58600 SH SOLE 58600
MORGAN STANLEY COM NEW 617446448 13930 920700 SH SOLE 920700
MOSAIC CO COM 61945C103 4680 92800 SH SOLE 92800
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
MOTOROLA SOLUTIONS INC COM NEW ADDED 620076307 6314 136400 SH SOLE 136400
MOTOROLA MOBILITY HLDGS INC COM 620097105 2596 66900 SH SOLE 66900
MURPHY OIL CORP COM 626717102 8144 146100 SH SOLE 146100
MYLAN INC COM COM 628530107 3530 164500 SH SOLE 164500
NCR CORP COM 62886E108 176 10700 SH SOLE 10700
NII HLDGS INC CL B NEW 62913F201 1446 67900 SH SOLE 67900
NRG ENERGY INC COM NEW 629377508 143 7900 SH SOLE 7900
NVR INC COM 62944T105 137 200 SH SOLE 200
NYSE EURONEXT COM 629491101 2871 110000 SH SOLE 110000
NASDAQ OMX GROUP INC COM 631103108 5047 205900 SH SOLE 205900
NATIONAL OILWELL VARCO INC COM 637071101 5725 84200 SH SOLE 84200
NETAPP INC COM 64110D104 598 16500 SH SOLE 16500
NETFLIX INC COM 64110L106 187 2700 SH SOLE 2700
NEW YORK CMNTY BANCORP INC COM 649445103 2898 234300 SH SOLE 234300
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NEWFIELD EXPL CO COM 651290108 102 2700 SH SOLE 2700
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NEWS CORP CL B 65248E203 2194 120700 SH SOLE 120700
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NIKE INC CL B 654106103 14639 151900 SH SOLE 151900
NISOURCE INC COM 65473P105 4038 169600 SH SOLE 169600
NOBLE ENERGY INC COM 655044105 151 1600 SH SOLE 1600
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NORFOLK SOUTHERN CORP COM 655844108 13151 180500 SH SOLE 180500
NORTHEAST UTILS COM 664397106 90 2500 SH SOLE 2500
NORTHERN TR CORP COM 665859104 71 1800 SH SOLE 1800
NORTHROP GRUMMAN CORP COM 666807102 19386 331500 SH SOLE 331500
NSTAR COM 67019E107 1277 27200 SH SOLE 27200
NUANCE COMMUNICATIONS INC COM 67020Y100 86 3400 SH SOLE 3400
NUCOR CORP COM 670346105 6256 158100 SH SOLE 158100
NVIDIA CORP COM 67066G104 4725 340900 SH SOLE 340900
O REILLY AUTOMOTIVE INC COM ADDED 67103H107 4477 56000 SH SOLE 56000
OCCIDENTAL PETE CORP DEL COM 674599105 52528 560600 SH SOLE 560600
OLD REP INTL CORP COM 680223104 142 15300 SH SOLE 15300
OMNICARE INC COM 681904108 3304 95900 SH SOLE 95900
OMNICOM GROUP INC COM 681919106 2220 49800 SH SOLE 49800
ONEOK INC NEW COM 682680103 95 1100 SH SOLE 1100
ORACLE CORP COM 68389X105 58967 2298900 SH SOLE 2298900
OWENS ILL INC COM NEW 690768403 66 3400 SH SOLE 3400
PG&E CORP COM 69331C108 1298 31500 SH SOLE 31500
PNC FINL SVCS GROUP INC COM 693475105 8864 153700 SH SOLE 153700
PPG INDS INC COM 693506107 843 10100 SH SOLE 10100
PPL CORP COM 69351T106 5463 185700 SH SOLE 185700
PACCAR INC COM 693718108 169 4500 SH SOLE 4500
PALL CORP COM 696429307 223 3900 SH SOLE 3900
PARKER HANNIFIN CORP COM 701094104 3325 43600 SH SOLE 43600
PATTERSON COMPANIES INC COM 703395103 100 3400 SH SOLE 3400
PATTERSON UTI ENERGY INC COM 703481101 236 11800 SH SOLE 11800
PAYCHEX INC COM 704326107 2635 87500 SH SOLE 87500
PEABODY ENERGY CORP COM 704549104 14270 431000 SH SOLE 431000
PENNEY J C INC COM 708160106 1533 43600 SH SOLE 43600
PENTAIR INC COM 709631105 77 2300 SH SOLE 2300
PEOPLES UNITED FINANCIAL INC COM 712704105 4567 355400 SH SOLE 355400
PEPCO HOLDINGS INC COM 713291102 11912 586800 SH SOLE 586800
PEPSICO INC COM 713448108 32027 482700 SH SOLE 482700
PERRIGO CO COM 714290103 730 7500 SH SOLE 7500
PETSMART INC COM 716768106 22783 444200 SH SOLE 444200
PFIZER INC COM 717081103 71747 3315500 SH SOLE 3315500
PHARMASSET INC COM 71715N106 90 700 SH SOLE 700
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PINNACLE WEST CAP CORP COM 723484101 12002 249100 SH SOLE 249100
PIONEER NAT RES CO COM 723787107 81 900 SH SOLE 900
PITNEY BOWES INC COM 724479100 12374 667400 SH SOLE 667400
PLAINS EXPL& PRODTN CO COM 726505100 1979 53900 SH SOLE 53900
PLUM CREEK TIMBER CO INC COM 729251108 241 6600 SH SOLE 6600
POTASH CORP SASK INC COM 73755L107 9577 232000 SH SOLE 232000
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PROCTER & GAMBLE CO COM 742718109 58518 877200 SH SOLE 877200
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PROGRESSIVE CORP OHIO COM 743315103 1469 75300 SH SOLE 75300
PROLOGIS INC COM 74340W103 1747 61100 SH SOLE 61100
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PUBLIC SVC ENTERPRISE GROUP COM 744573106 12039 364700 SH SOLE 364700
PUBLIC STORAGE COM 74460D109 3993 29700 SH SOLE 29700
QEP RES INC COM 74733V100 73 2500 SH SOLE 2500
QUALCOMM INC COM 747525103 53278 974000 SH SOLE 974000
QUEST DIAGNOSTICS INC COM 74834L100 778 13400 SH SOLE 13400
QUESTAR CORP COM 748356102 99 5000 SH SOLE 5000
RALCORP HLDGS INC NEW COM 751028101 308 3600 SH SOLE 3600
RALPH LAUREN CORP CL A 751212101 787 5700 SH SOLE 5700
RANGE RES CORP COM 75281A109 378 6100 SH SOLE 6100
RAYTHEON CO COM NEW 755111507 11292 233400 SH SOLE 233400
RED HAT INC COM 756577102 83 2000 SH SOLE 2000
REGENCY CTRS CORP COM 758849103 6384 169700 SH SOLE 169700
REGENERON PHARMACEUTICALS COM 75886F107 89 1600 SH SOLE 1600
REGIONS FINANCIAL CORP NEW COM 7591EP100 2657 618000 SH SOLE 618000
REPUBLIC SVCS INC COM 760759100 14670 532500 SH SOLE 532500
REYNOLDS AMERICAN INC COM 761713106 3343 80700 SH SOLE 80700
ROBERT HALF INTL INC COM 770323103 91 3200 SH SOLE 3200
ROCKWELL AUTOMATION INC COM 773903109 81 1100 SH SOLE 1100
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ROPER INDS INC NEW COM 776696106 1373 15800 SH SOLE 15800
ROSS STORES INC COM 778296103 1122 23600 SH SOLE 23600
ROVI CORP COM 779376102 145 5900 SH SOLE 5900
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
ROWAN COS INC COM 779382100 1277 42100 SH SOLE 42100
ROYAL BK CDA MONTREAL QUE COM 780087102 7032 138000 SH SOLE 138000
RYDER SYS INC COM 783549108 170 3200 SH SOLE 3200
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SCANA CORP NEW COM 80589M102 113 2500 SH SOLE 2500
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SMUCKER J M CO COM NEW 832696405 602 7700 SH SOLE 7700
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SOUTHERN COPPER CORP COM 84265V105 5275 174800 SH SOLE 174800
SOUTHWEST AIRLS CO COM 844741108 139 16200 SH SOLE 16200
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SYMANTEC CORP COM 871503108 8019 512400 SH SOLE 512400
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TJX COS INC NEW COM 872540109 7817 121100 SH SOLE 121100
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1904 58400 SH SOLE 58400
TARGET CORP COM 87612E106 7555 147500 SH SOLE 147500
TECK RESOURCES LTD CL B 878742204 8044 228600 SH SOLE 228600
TELEPHONE & DATA SYS INC COM 879433100 75 2900 SH SOLE 2900
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3M CO COM 88579Y101 15741 192600 SH SOLE 192600
TIFFANY & CO NEW COM 886547108 73 1100 SH SOLE 1100
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TIME WARNER INC COM NEW 887317303 7774 215100 SH SOLE 215100
TIME WARNER CABLE INC COM 88732J207 15924 250500 SH SOLE 250500
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VARIAN MED SYS INC COM 92220P105 168 2500 SH SOLE 2500
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WATERS CORP COM 941848103 67 900 SH SOLE 900
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
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VOTING AUTHORITY
VALUE SHR OR SH/ PUT/ INVESTMENT OTHER -------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------------- -------------- --------- -------- ------- --- ---- ---------- -------- ------- ------ ----
WATSON PHARMACEUTICALS INC COM 942683103 2395 39700 SH SOLE 39700
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