13F-HR 1 q31213f.txt PERIOD ENDING 9/30/2012 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2012 Check here if Amendment [ ]: Amendment Number: 0 This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Gateway Investment Advisers, LLC Address: 312 Walnut Street, suite 3500 Cincinnati, OH 45202 Form 13F File Number: 28-05733 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: Geoffrey Keenan Title: Executive Vice President Phone: 513-719-1100 Signature, Place, and Date of Signing: /s/ Geoffrey Keenan Cincinnati, Ohio October 16, 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 manger(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: 10047360 (x$1000) 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 Co. STOCK 88579Y101 57721 624554 SH Sole 624554 Abbott Laboratories STOCK 002824100 106571 1554425 SH Sole 1554425 Abercrombie & Fitch Co. - Clas STOCK 002896207 6729 198389 SH Sole 198389 Accenture Plc. Class A STOCK G1151C101 3861 55136 SH Sole 55136 ACE Limited STOCK H0023R105 2161 28587 SH Sole 28587 Activision Blizzard, Inc. STOCK 00507V109 12067 1069742 SH Sole 1069742 Adobe Systems Incorporated STOCK 00724F101 21160 651878 SH Sole 651878 ADTRAN, Inc. STOCK 00738A106 1065 61608 SH Sole 61608 Advanced Micro Devices, Inc. STOCK 007903107 2876 853384 SH Sole 853384 Aegon NV - ADR STOCK 007924103 298 57115 SH Sole 57115 AES Corporation STOCK 00130H105 606 55244 SH Sole 55244 Aetna Inc. STOCK 00817Y108 24783 625836 SH Sole 625836 AFLAC Incorporated STOCK 001055102 11970 249990 SH Sole 249990 Agilent Technologies, Inc. STOCK 00846U101 1756 45657 SH Sole 45657 AGL Resources Inc. STOCK 001204106 8840 216083 SH Sole 216083 Air Products and Chemicals, In STOCK 009158106 1608 19441 SH Sole 19441 Airgas, Inc. STOCK 009363102 493 5992 SH Sole 5992 Akamai Technologies, Inc. STOCK 00971T101 10600 277056 SH Sole 277056 Alcoa Inc. STOCK 013817101 17407 1966916 SH Sole 1966916 Alexion Pharmaceuticals, Inc. STOCK 015351109 2053 17945 SH Sole 17945 Allegheny Technologies Incorpo STOCK 01741R102 295 9232 SH Sole 9232 Allergan, Inc. STOCK 018490102 3614 39462 SH Sole 39462 Allstate Corporation STOCK 020002101 31290 789958 SH Sole 789958 Alpha Natural Resources, Inc. STOCK 02076X102 124 18889 SH Sole 18889 Altera Corporation STOCK 021441100 10060 296026 SH Sole 296026 Altria Group, Inc. STOCK 02209S103 60749 1819367 SH Sole 1819367 Amazon.com, Inc. STOCK 023135106 100192 393959 SH Sole 393959 Ameren Corporation STOCK 023608102 25540 781765 SH Sole 781765 American Axle & Manufacturing STOCK 024061103 114 10102 SH Sole 10102 American Capital Agency Corp STOCK 02503X105 18784 543060 SH Sole 543060 American Eagle Outfitters, Inc STOCK 02553E106 11532 547051 SH Sole 547051 American Electric Power Compan STOCK 025537101 1943 44214 SH Sole 44214 American Express Company STOCK 025816109 42005 738738 SH Sole 738738 American International Group, STOCK 026874784 16744 510637 SH Sole 510637 American Tower Corporation - C STOCK 03027X100 2444 34236 SH Sole 34236 Ameriprise Financial, Inc. STOCK 03076C106 1141 20129 SH Sole 20129 AmerisourceBergen Corporation STOCK 03073E105 823 21250 SH Sole 21250 Amgen Inc. STOCK 031162100 69553 824869 SH Sole 824869 Amphenal Corporation- Class A STOCK 032095101 1889 32087 SH Sole 32087 Anadarko Petroleum Corporation STOCK 032511107 3460 49490 SH Sole 49490 Analog Devices, Inc. STOCK 032654105 17552 447857 SH Sole 447857 ANGLOGOLD ASHANTI-SPON ADR STOCK 035128206 314 8955 SH Sole 8955 Annaly Capital Management Inc. STOCK 035710409 32168 1910218 SH Sole 1910218 Aon PLC STOCK G0408V102 6689 127923 SH Sole 127923 Apache Corporation STOCK 037411105 3083 35650 SH Sole 35650 Apartment Investment & Managem STOCK 03748R101 2388 91873 SH Sole 91873 Apollo Group, Inc. - Class A STOCK 037604105 646 22236 SH Sole 22236 Apple Computer, Inc. STOCK 037833100 552917 828638 SH Sole 828638 Applied Materials, Inc. STOCK 038222105 7597 680458 SH Sole 680458 Archer-Daniels-Midland Company STOCK 039483102 2227 81939 SH Sole 81939 Arthur J. Gallagher & Co. STOCK 363576109 12908 360362 SH Sole 360362 Associated Banc-Corp STOCK 045487105 2334 177185 SH Sole 177185 Assurant, Inc. STOCK 04621X108 267 7150 SH Sole 7150 AT&T Inc. STOCK 00206R102 180699 4793078 SH Sole 4793078 Atmel Corporation STOCK 049513104 492 93518 SH Sole 93518 Atmos Energy Corporation STOCK 049560105 1743 48705 SH Sole 48705 Autodesk, Inc. STOCK 052769106 14707 440714 SH Sole 440714 Automatic Data Processing, Inc STOCK 053015103 56128 956842 SH Sole 956842 AutoZone, Inc. STOCK 053332102 884 2392 SH Sole 2392 Avalon Bay Communities Inc. STOCK 053484101 1130 8312 SH Sole 8312 Avery Dennison Corporation STOCK 053611109 10118 317982 SH Sole 317982 Aviat Networks Inc. STOCK 05366Y102 49 20788 SH Sole 20788 Avon Products, Inc. STOCK 054303102 8801 551779 SH Sole 551779 Baidu, Inc. - ADR STOCK 056752108 8371 71659 SH Sole 71659 Baker Hughes Incorporated STOCK 057224107 17302 382529 SH Sole 382529 Ball Corporation STOCK 058498106 557 13172 SH Sole 13172 Bank of America Corporation STOCK 060505104 68542 7762349 SH Sole 7762349 Bank of New York Mellon Corp STOCK 064058100 3130 138359 SH Sole 138359 Barrick Gold Corporation STOCK 067901108 1391 33313 SH Sole 33313 Baxter International Inc. STOCK 071813109 35341 586476 SH Sole 586476 BB&T Corporation STOCK 054937107 2026 61092 SH Sole 61092 Beam Inc. STOCK 073730103 780 13554 SH Sole 13554 Becton, Dickinson and Company STOCK 075887109 1352 17208 SH Sole 17208 Bed Bath & Beyond Inc. STOCK 075896100 1281 20341 SH Sole 20341 Bemis Company, Inc. STOCK 081437105 274 8702 SH Sole 8702 Berkshire Hathaway Inc. - Clas STOCK 084670702 63659 721752 SH Sole 721752 Best Buy Co., Inc. STOCK 086516101 6335 368520 SH Sole 368520 Biogen Idec Inc. STOCK 09062X103 23725 158985 SH Sole 158985 BlackRock, Inc.-Class A STOCK 09247X101 2056 11531 SH Sole 11531 BMC Software, Inc. STOCK 055921100 558 13440 SH Sole 13440 Boeing Company STOCK 097023105 50878 730794 SH Sole 730794 BorgWarner, Inc. STOCK 099724106 716 10356 SH Sole 10356 Boston Properties Inc. STOCK 101121101 1403 12683 SH Sole 12683 Boston Scientific Corporation STOCK 101137107 7227 1259051 SH Sole 1259051 Brandywine Realty Trust STOCK 105368203 1772 145353 SH Sole 145353 Bristol-Myers Squibb Company STOCK 110122108 41610 1232883 SH Sole 1232883 Broadcom Corporation - Class A STOCK 111320107 7635 220790 SH Sole 220790 Broadridge Financial Solutions STOCK 11133T103 3836 164428 SH Sole 164428 Brookdale Senior Living STOCK 112463104 1964 84590 SH Sole 84590 Brown-Forman Corporation - Cla STOCK 115637209 823 12613 SH Sole 12613 C. R. Bard, Inc. STOCK 067383109 724 6920 SH Sole 6920 C.H. Robinson Worldwide, Inc. STOCK 12541W209 825 14097 SH Sole 14097 CA, Inc. STOCK 12673P105 2453 95213 SH Sole 95213 Cablevision Systems - NY Grp - STOCK 12686C109 293 18482 SH Sole 18482 Cabot Oil & Gas Corporation - STOCK 127097103 1011 22513 SH Sole 22513 Cadence Design Systems, Inc. STOCK 127387108 456 35426 SH Sole 35426 Cameron International Corp. STOCK 13342B105 2709 48312 SH Sole 48312 Campbell Soup Company STOCK 134429109 577 16567 SH Sole 16567 Capital One Financial Corporat STOCK 14040H105 3164 55501 SH Sole 55501 Caplease, Inc STOCK 140288101 228 44183 SH Sole 44183 CARBO Ceramics Inc. STOCK 140781105 4022 63918 SH Sole 63918 Cardinal Health, Inc. STOCK 14149Y108 2104 53989 SH Sole 53989 CareFusion Corporation STOCK 14170T101 808 28457 SH Sole 28457 CarMax, Inc. STOCK 143130102 2264 80006 SH Sole 80006 Carnival Corporation STOCK 143658300 2974 81606 SH Sole 81606 Caterpillar Inc. STOCK 149123101 54501 633438 SH Sole 633438 CBL & Associates Properties, I STOCK 124830100 740 34687 SH Sole 34687 CBRE Group, Inc. STOCK 12504L109 503 27300 SH Sole 27300 CBS Corporation- Class B STOCK 124857202 5377 148006 SH Sole 148006 Celgene Corporation STOCK 151020104 17886 234109 SH Sole 234109 Cenovus Energy Inc. STOCK 15135U109 344 9875 SH Sole 9875 CenterPoint Energy, Inc. STOCK 15189T107 8337 391389 SH Sole 391389 CenturyTel, Inc. STOCK 156700106 3623 89675 SH Sole 89675 Cerner Corporation STOCK 156782104 1025 13240 SH Sole 13240 CF Industries Holdings, Inc. STOCK 125269100 1589 7148 SH Sole 7148 Charles Schwab Corporation STOCK 808513105 17842 1394959 SH Sole 1394959 Chesapeake Energy Corporation STOCK 165167107 17598 932607 SH Sole 932607 Chevron Corporation STOCK 166764100 206922 1775244 SH Sole 1775244 China Mobile HK Limited - ADR STOCK 16941M109 222 4018 SH Sole 4018 Chipotle Mexican Grill, Inc. STOCK 169656105 847 2668 SH Sole 2668 Chubb Corporation STOCK 171232101 1964 25750 SH Sole 25750 CIGNA Corporation STOCK 125509109 1174 24891 SH Sole 24891 Cincinnati Financial Corporati STOCK 172062101 568 14996 SH Sole 14996 Cintas Corporation STOCK 172908105 434 10460 SH Sole 10460 Cisco Systems, Inc. STOCK 17275R102 88776 4650378 SH Sole 4650378 Citigroup Inc. STOCK 172967424 69552 2125686 SH Sole 2125686 Citrix Systems, Inc. STOCK 177376100 1213 15847 SH Sole 15847 Cliffs Natural Resources Inc. STOCK 18683K101 665 16996 SH Sole 16996 Clorox Company STOCK 189054109 795 11040 SH Sole 11040 CME Group Inc. STOCK 12572Q105 36295 633425 SH Sole 633425 CMS Energy Corporation STOCK 125896100 516 21926 SH Sole 21926 CNO Financial Group Inc. STOCK 12621E103 896 92800 SH Sole 92800 CNOOC Limited - ADR STOCK 126132109 10801 53276 SH Sole 53276 Coach, Inc. STOCK 189754104 2316 41342 SH Sole 41342 Coca-Cola Company STOCK 191216100 129725 3420103 SH Sole 3420103 Coca-Cola Enterprises Inc. STOCK 19122T109 779 24918 SH Sole 24918 Cognizant Technology Solutions STOCK 192446102 26568 379973 SH Sole 379973 Colgate-Palmolive Company STOCK 194162103 37301 347895 SH Sole 347895 Comcast Corporation - Class A STOCK 20030N101 15774 440978 SH Sole 440978 Comcast Corporation - Class A STOCK 20030N200 17113 491755 SH Sole 491755 Comerica Incorporated STOCK 200340107 1961 63167 SH Sole 63167 CommonWealth REIT STOCK 203233101 375 25731 SH Sole 25731 Companhia Energetica de Minas STOCK 204409601 471 38821 SH Sole 38821 Companhia Siderurgica Nacional STOCK 20440W105 339 60198 SH Sole 60198 Computer Sciences Corporation STOCK 205363104 448 13922 SH Sole 13922 ConAgra Foods, Inc. STOCK 205887102 25879 937987 SH Sole 937987 ConocoPhillips STOCK 20825C104 86533 1513352 SH Sole 1513352 CONSOL Energy Inc. STOCK 20854P109 11913 396453 SH Sole 396453 Consolidated Edison, Inc. STOCK 209115104 37508 626280 SH Sole 626280 Constellation Brands, Inc. - C STOCK 21036P108 421 13020 SH Sole 13020 Continental Resources, Inc STOCK 212015101 1736 22581 SH Sole 22581 Cooper Industries, PLC STOCK G24140108 4289 57137 SH Sole 57137 Cooper Tire & Rubber Company STOCK 216831107 3969 206958 SH Sole 206958 Corning Incorporated STOCK 219350105 20993 1596391 SH Sole 1596391 Costco Wholesale Corporation STOCK 22160K105 3869 38638 SH Sole 38638 Coventry Health Care, Inc. STOCK 222862104 10637 255142 SH Sole 255142 Covidien PLC STOCK G2554F113 12059 202950 SH Sole 202950 Crown Castle International Cor STOCK 228227104 2098 32726 SH Sole 32726 CSX Corporation STOCK 126408103 31271 1507060 SH Sole 1507060 CubeSmart STOCK 229663109 2940 228416 SH Sole 228416 Cummins, Inc. STOCK 231021106 26021 282197 SH Sole 282197 CVS Caremark Corporation STOCK 126650100 61222 1264389 SH Sole 1264389 Cypress Semiconductor Corporat STOCK 232806109 126 11761 SH Sole 11761 D.R. Horton, Inc. STOCK 23331A109 489 23670 SH Sole 23670 Danaher Corporation STOCK 235851102 3495 63368 SH Sole 63368 Darden Restaurants, Inc. STOCK 237194105 604 10840 SH Sole 10840 DaVita, Inc. STOCK 23918K108 836 8073 SH Sole 8073 DCT Industrial Trust Inc. STOCK 233153105 739 114294 SH Sole 114294 Dean Foods Company STOCK 242370104 254 15549 SH Sole 15549 Deere & Company STOCK 244199105 39120 474244 SH Sole 474244 Dell Inc. STOCK 24702R101 10974 1112945 SH Sole 1112945 Delta Air Lines, Inc. STOCK 247361702 136 14804 SH Sole 14804 Deluxe Corporation STOCK 248019101 2893 94656 SH Sole 94656 Denbury Resources Inc. STOCK 247916208 557 34483 SH Sole 34483 DENTSPLY International Inc. STOCK 249030107 550 14423 SH Sole 14423 Devon Energy Corporation STOCK 25179M103 2283 37737 SH Sole 37737 Diamond Offshore Drilling, Inc STOCK 25271C102 6788 103144 SH Sole 103144 DIRECTV STOCK 25490A309 6927 132049 SH Sole 132049 Discover Financial Services STOCK 254709108 27352 688449 SH Sole 688449 Discovery Communications, Inc. STOCK 25470F104 1329 22286 SH Sole 22286 DISH Network Corp. STOCK 25470M109 230 7523 SH Sole 7523 Dollar Thrifty Automotive Grou STOCK 256743105 1122 12904 SH Sole 12904 Dollar Tree, Inc. STOCK 256746108 990 20504 SH Sole 20504 Dominion Resources, Inc. STOCK 25746U109 4118 77791 SH Sole 77791 Dover Corporation STOCK 260003108 923 15516 SH Sole 15516 Dow Chemical Company STOCK 260543103 37360 1290039 SH Sole 1290039 Dr. Pepper Snapple Group, Inc. STOCK 26138E109 803 18036 SH Sole 18036 DTE Energy Company STOCK 233331107 860 14349 SH Sole 14349 Duke Energy Corporation STOCK 26441C204 98222 1515779 SH Sole 1515779 Duke Realty Corporation STOCK 264411505 16578 1127726 SH Sole 1127726 Dun & Bradstreet Corporation STOCK 26483E100 5841 73364 SH Sole 73364 E*TRADE Financial Corporation STOCK 269246401 207 23442 SH Sole 23442 E. I. du Pont de Nemours and C STOCK 263534109 48734 969437 SH Sole 969437 EarthLink, Inc. STOCK 270321102 415 58343 SH Sole 58343 Eastman Chemical Company STOCK 277432100 27312 479078 SH Sole 479078 Eaton Corporation STOCK 278058102 29848 631563 SH Sole 631563 Eaton Vance Corp. STOCK 278265103 12782 441352 SH Sole 441352 eBay Inc. STOCK 278642103 63283 1307220 SH Sole 1307220 Ecolab Inc. STOCK 278865100 1582 24413 SH Sole 24413 Edison International STOCK 281020107 1256 27493 SH Sole 27493 Edwards Lifesciences Corporati STOCK 28176E108 1058 9858 SH Sole 9858 Electronic Arts Inc. STOCK 285512109 399 31426 SH Sole 31426 Eli Lilly and Company STOCK 532457108 38439 810779 SH Sole 810779 EMC Corporation STOCK 268648102 36676 1344903 SH Sole 1344903 Emerson Electric Co. STOCK 291011104 42515 880782 SH Sole 880782 Encana Corporation STOCK 292505104 354 16156 SH Sole 16156 ENSCO International PLC ADR - STOCK G3157S106 4094 75039 SH Sole 75039 Entergy Corporation STOCK 29364G103 1153 16644 SH Sole 16644 EOG Resources, Inc. STOCK 26875P101 6592 58834 SH Sole 58834 EQT Corp. STOCK 26884L109 889 15062 SH Sole 15062 Equifax Inc. STOCK 294429105 474 10167 SH Sole 10167 Equity Residential STOCK 29476L107 1470 25548 SH Sole 25548 Ericsson LM Telephone Company STOCK 294821608 3802 416452 SH Sole 416452 Estee Lauder Companies Inc. - STOCK 518439104 1201 19504 SH Sole 19504 Exelon Corporation STOCK 30161N101 2759 77538 SH Sole 77538 Expedia, Inc. STOCK 30212P303 598 10335 SH Sole 10335 Expeditors International of Wa STOCK 302130109 666 18328 SH Sole 18328 Express Scripts Holdings Co STOCK 30219G108 47070 751078 SH Sole 751078 Exxon Mobil Corporation STOCK 30231G102 344794 3770300 SH Sole 3770300 F5 Networks, Inc. STOCK 315616102 712 6803 SH Sole 6803 Fairchild Semiconductor Intern STOCK 303726103 380 28948 SH Sole 28948 Family Dollar Stores, Inc. STOCK 307000109 1711 25805 SH Sole 25805 Fastenal Company STOCK 311900104 1323 30768 SH Sole 30768 Federated Investors, Inc. - Cl STOCK 314211103 673 32522 SH Sole 32522 FedEx Corp. STOCK 31428X106 2368 27980 SH Sole 27980 Fidelity National Financial, I STOCK 31620R105 10799 504864 SH Sole 504864 Fidelity National Information STOCK 31620M106 13152 421284 SH Sole 421284 Fifth Third Bancorp STOCK 316773100 2630 169599 SH Sole 169599 First Horizon National Corpora STOCK 320517105 1152 119656 SH Sole 119656 First Solar, Inc STOCK 336433107 1158 52314 SH Sole 52314 FirstEnergy Corp. STOCK 337932107 1702 38586 SH Sole 38586 FirstMerit Corporation STOCK 337915102 2154 146206 SH Sole 146206 Fiserv, Inc. STOCK 337738108 875 11815 SH Sole 11815 Flir Systems Inc. STOCK 302445101 297 14855 SH Sole 14855 Flowserv Corp. STOCK 34354P105 702 5498 SH Sole 5498 Fluor Corporation STOCK 343412102 838 14897 SH Sole 14897 FMC Corporation STOCK 302491303 717 12942 SH Sole 12942 FMC Technologies, Inc. STOCK 30249U101 957 20678 SH Sole 20678 Foot Locker, Inc. STOCK 344849104 6785 191123 SH Sole 191123 Ford Motor Company STOCK 345370860 26867 2724864 SH Sole 2724864 Forest Laboratories, Inc. STOCK 345838106 1274 35767 SH Sole 35767 Fossil, Inc. STOCK 349882100 526 6209 SH Sole 6209 Franklin Resources, Inc. STOCK 354613101 1578 12618 SH Sole 12618 Freeport-McMoRan Copper & Gold STOCK 35671D857 34265 865711 SH Sole 865711 Frontier Communications Corp STOCK 35906A108 8431 1720614 SH Sole 1720614 GameStop Corporation - Class A STOCK 36467W109 242 11505 SH Sole 11505 Gannett Co., Inc. STOCK 364730101 513 28874 SH Sole 28874 Gap, Inc. STOCK 364760108 13651 381528 SH Sole 381528 GATX Corporation STOCK 361448103 5680 133825 SH Sole 133825 General Dynamics Corporation STOCK 369550108 2247 33981 SH Sole 33981 General Electric Company STOCK 369604103 180647 7954532 SH Sole 7954532 General Mills, Inc. STOCK 370334104 2250 56464 SH Sole 56464 Gentex Corporation STOCK 371901109 1175 69065 SH Sole 69065 Genuine Parts Company STOCK 372460105 24252 397377 SH Sole 397377 Genworth Financial Inc. - Clas STOCK 37247D106 667 127574 SH Sole 127574 Gerdau SA - ADR STOCK 373737105 3781 397596 SH Sole 397596 Gilead Sciences, Inc. STOCK 375558103 40016 603291 SH Sole 603291 GlaxoSmithKline PLC - ADR STOCK 37733W105 8002 173047 SH Sole 173047 Global Payments Inc. STOCK 37940X102 345 8247 SH Sole 8247 Goldman Sachs Group, Inc. STOCK 38141G104 52388 460840 SH Sole 460840 Goodyear Tire & Rubber Company STOCK 382550101 253 20717 SH Sole 20717 Google Inc. - Class A STOCK 38259P508 184366 244355 SH Sole 244355 Graco Inc. STOCK 384109104 4046 80476 SH Sole 80476 Great Plains Energy Incorporat STOCK 391164100 5667 254565 SH Sole 254565 H&R Block, Inc. STOCK 093671105 414 23866 SH Sole 23866 H. J. Heinz Company STOCK 423074103 1631 29155 SH Sole 29155 Halliburton Company STOCK 406216101 37469 1112170 SH Sole 1112170 Harley-Davidson, Inc. STOCK 412822108 4296 101393 SH Sole 101393 Harman International Industrie STOCK 413086109 274 5934 SH Sole 5934 Harris Corporation STOCK 413875105 1537 30009 SH Sole 30009 Hartford Financial Services Gr STOCK 416515104 1867 96026 SH Sole 96026 Hasbro, Inc. STOCK 418056107 376 9854 SH Sole 9854 Hatteras Financial Corporation STOCK 41902R103 6876 243903 SH Sole 243903 Hawaiian Electric Industries, STOCK 419870100 2177 82742 SH Sole 82742 HCA Holdings, Inc. STOCK 40412C101 10299 309759 SH Sole 309759 HCP Inc. STOCK 40414L109 1665 37434 SH Sole 37434 Health Care REIT, Inc. STOCK 42217K106 4594 79548 SH Sole 79548 Healthcare Realty Trust, Inc. STOCK 421946104 4060 176118 SH Sole 176118 Hecla Mining Co STOCK 422704106 973 148596 SH Sole 148596 Helmerich and Payne, Inc. STOCK 423452101 437 9179 SH Sole 9179 Henry Schein, Inc. STOCK 806407102 202 2549 SH Sole 2549 Herbalife Ltd. STOCK G4412G101 4079 86050 SH Sole 86050 Hershey Foods Corporation STOCK 427866108 915 12910 SH Sole 12910 Hertz Global Holdings, Inc. STOCK 42805T105 7050 513460 SH Sole 513460 Hess Corporation STOCK 42809H107 3727 69384 SH Sole 69384 Hewlett-Packard Company STOCK 428236103 24154 1415835 SH Sole 1415835 Hillenbrand, Inc. STOCK 431571108 664 36513 SH Sole 36513 Hill-Rom Holdings, Inc. STOCK 431475102 1443 49650 SH Sole 49650 HollyFrontier Corporation STOCK 436106108 10191 246933 SH Sole 246933 Hologic, Inc. STOCK 436440101 2309 114093 SH Sole 114093 Home Depot, Inc. STOCK 437076102 89941 1489829 SH Sole 1489829 Honeywell International Inc. STOCK 438516106 49493 828329 SH Sole 828329 Hormel Foods Corp STOCK 440452100 342 11697 SH Sole 11697 Hospira, Inc. STOCK 441060100 458 13950 SH Sole 13950 Hospitality Properties Trust STOCK 44106M102 1511 63542 SH Sole 63542 Host Hotels & Resorts, Inc. STOCK 44107P104 981 61133 SH Sole 61133 HSBC Holdings PLC - ADR STOCK 404280406 796 17141 SH Sole 17141 HSN, Inc. STOCK 404303109 2006 40888 SH Sole 40888 Hubbell Incorporated - Class B STOCK 443510201 10258 127047 SH Sole 127047 Hudson City Bancorp, Inc. STOCK 443683107 717 90124 SH Sole 90124 Humana Inc. STOCK 444859102 1381 19691 SH Sole 19691 Huntington Bancshares Incorpor STOCK 446150104 871 126215 SH Sole 126215 Huntington Ingalls Industries STOCK 446413106 379 9010 SH Sole 9010 IAC/InterActiveCorp STOCK 44919P508 2319 44546 SH Sole 44546 Illinois Tool Works Inc. STOCK 452308109 3472 58386 SH Sole 58386 Infosys Technologies Limited- STOCK 456788108 766 15791 SH Sole 15791 Ingersoll-Rand Company Plc STOCK G47791101 1741 38843 SH Sole 38843 Integrated Device Technology, STOCK 458118106 105 17789 SH Sole 17789 Integrys Energy Group, Inc. STOCK 45822P105 21557 412973 SH Sole 412973 Intel Corporation STOCK 458140100 112126 4943822 SH Sole 4943822 Intercontinental Exchange Inc. STOCK 45865V100 1410 10568 SH Sole 10568 International Business Machine STOCK 459200101 195269 941281 SH Sole 941281 International Flavors & Fragra STOCK 459506101 410 6875 SH Sole 6875 International Game Technology STOCK 459902102 11586 885134 SH Sole 885134 International Paper Company STOCK 460146103 2255 62085 SH Sole 62085 Interpublic Group of Companies STOCK 460690100 416 37369 SH Sole 37369 Intersil Corporation - Class A STOCK 46069S109 399 45587 SH Sole 45587 Intuit Inc. STOCK 461202103 1441 24466 SH Sole 24466 Intuitive Surgical, Inc. STOCK 46120E602 23966 48354 SH Sole 48354 Invesco Limited STOCK G491BT108 973 38945 SH Sole 38945 Iron Mountain Inc. STOCK 462846106 487 14280 SH Sole 14280 J. C. Penney Company, Inc. STOCK 708160106 7508 309084 SH Sole 309084 J. M. Smucker Company STOCK 832696405 835 9676 SH Sole 9676 Jabil Circuit, Inc. STOCK 466313103 290 15470 SH Sole 15470 Jacobs Engineering Group Inc STOCK 469814107 452 11170 SH Sole 11170 JDS Uniphase Corporation STOCK 46612J507 382 30877 SH Sole 30877 Jefferies Group, Inc. STOCK 472319102 676 49363 SH Sole 49363 Johnson & Johnson STOCK 478160104 155354 2254451 SH Sole 2254451 Johnson Controls, Inc. STOCK 478366107 1626 59330 SH Sole 59330 Joy Global Inc. STOCK 481165108 2048 36530 SH Sole 36530 JPMorgan Chase & Co. STOCK 46625H100 126069 3114352 SH Sole 3114352 Juniper Networks, Inc. STOCK 48203R104 808 47251 SH Sole 47251 KB HOME STOCK 48666K109 1711 119210 SH Sole 119210 Kellogg Company STOCK 487836108 1103 21348 SH Sole 21348 Kemper Corp. STOCK 488401100 1245 40545 SH Sole 40545 KeyCorp STOCK 493267108 702 80264 SH Sole 80264 Kimberly-Clark Corporation STOCK 494368103 24926 290583 SH Sole 290583 Kimco Realty Corp. STOCK 49446R109 720 35509 SH Sole 35509 Kinder Morgan, Inc. STOCK 49456B101 1554 43757 SH Sole 43757 Kinderd Healthcare, Inc STOCK 494580103 447 39267 SH Sole 39267 KLA-Tencor Corporation STOCK 482480100 885 18552 SH Sole 18552 Kohl's Corporation STOCK 500255104 1358 26506 SH Sole 26506 Kraft Foods Inc. - Class A STOCK 50075N104 83761 2025670 SH Sole 2025670 Kroger Co. STOCK 501044101 3804 161617 SH Sole 161617 L-3 Communications Holdings, I STOCK 502424104 603 8414 SH Sole 8414 Laboratory Corporation of Amer STOCK 50540R409 778 8411 SH Sole 8411 Lam Research Corporation STOCK 512807108 916 28807 SH Sole 28807 Lamar Advertising Company STOCK 512815101 317 8551 SH Sole 8551 Lan Airlines SA- ADR STOCK 51817R106 334 13205 SH Sole 13205 Las Vegas Sands Corp. STOCK 517834107 8205 176948 SH Sole 176948 Legg Mason, Inc. STOCK 524901105 17429 706219 SH Sole 706219 Leggett & Platt, Incorporated STOCK 524660107 14984 598182 SH Sole 598182 Lender Processing Services, In STOCK 52602E102 943 33807 SH Sole 33807 Lennar Corporation - Class A STOCK 526057104 732 21063 SH Sole 21063 Leucadia National Corporation STOCK 527288104 382 16796 SH Sole 16796 Lexington Realty Trust STOCK 529043101 2152 222735 SH Sole 222735 Liberty Media Corp- Liberty Ca STOCK 530322106 357 3426 SH Sole 3426 Liberty Property Trust STOCK 531172104 22841 630264 SH Sole 630264 Life Technologies Corporation STOCK 53217V109 1124 23000 SH Sole 23000 Limited Brands STOCK 532716107 34454 699428 SH Sole 699428 Lincoln National Corporation STOCK 534187109 12372 511471 SH Sole 511471 Linear Technology Corporation STOCK 535678106 13916 436927 SH Sole 436927 Linkedin Corp. 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