0001104659-24-044046.txt : 20240405 0001104659-24-044046.hdr.sgml : 20240405 20240405111238 ACCESSION NUMBER: 0001104659-24-044046 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20110630 FILED AS OF DATE: 20240405 DATE AS OF CHANGE: 20240405 EFFECTIVENESS DATE: 20240405 FILER: COMPANY DATA: COMPANY CONFORMED NAME: E. Ohman J:or Asset Management AB CENTRAL INDEX KEY: 0002009396 ORGANIZATION NAME: IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-23601 FILM NUMBER: 24825330 BUSINESS ADDRESS: STREET 1: MASTER SAMUELSGATAN 6 CITY: STOCKHOLM STATE: V7 ZIP: 111 44 BUSINESS PHONE: 0046708725164 MAIL ADDRESS: STREET 1: MASTER SAMUELSGATAN 6 CITY: STOCKHOLM STATE: V7 ZIP: 111 44 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0002009396 XXXXXXXX 06-30-2011 06-30-2011 false E. Ohman J:or Asset Management AB

Master Samuelsgatan 6 Stockholm V7 111 44

13F HOLDINGS REPORT 028-23601 N Clara Horn 0046708725164 /s/ Clara Horn Stockholm V7 03-27-2024 0 479 252737120 INFORMATION TABLE 2 infotable.xml 3M COMPANY COM 88579Y101 1451205 15300 SH SOLE 15300 0 0 ABBOTT LABS COM 002824100 1789080 34000 SH SOLE 34000 0 0 ABERCROMBIE COM 002896207 173992 2600 SH SOLE 2600 0 0 ACTIVISION BLIZZARD COM 00507V109 95776 8200 SH SOLE 8200 0 0 ADOBE COM 00724F101 2566320 81600 SH SOLE 81600 0 0 ADVANCE AUTO COM 00751Y106 93584 1600 SH SOLE 1600 0 0 AETNA INC COM 00817Y108 365947 8300 SH SOLE 8300 0 0 AFLAC COM 001055102 485472 10400 SH SOLE 10400 0 0 AGCO COM 001084102 74040 1500 SH SOLE 1500 0 0 AGILENT TECH COM 00846U101 367992 7200 SH SOLE 7200 0 0 AIR PRODS & CHEM COM 009158106 497016 5200 SH SOLE 5200 0 0 AIRGAS INC COM 009363102 98056 1400 SH SOLE 1400 0 0 AKAMAI TECH COM 00971T101 144762 4600 SH SOLE 4600 0 0 ALEXION PHARMACEUTIC COM 015351109 169308 3600 SH SOLE 3600 0 0 ALLEGHENY TECHNOLOGI COM 01741R102 133287 2100 SH SOLE 2100 0 0 ALLERGAN COM 018490102 591075 7100 SH SOLE 7100 0 0 ALLIANCE DATA SYSTEM COM 018581108 84663 900 SH SOLE 900 0 0 ALLIANT ENERGY CORP COM 018802108 56924 1400 SH SOLE 1400 0 0 ALLSTATE COM 020002101 311406 10200 SH SOLE 10200 0 0 ALPHA NATURAL RES COM 02076X102 227200 5000 SH SOLE 5000 0 0 ALTERA COM 021441100 347625 7500 SH SOLE 7500 0 0 AMAZON COM 023135106 1850635 9050 SH SOLE 9050 0 0 AMEREN COM 023608102 161504 5600 SH SOLE 5600 0 0 AMERICAN ELEC P COM 025537101 357960 9500 SH SOLE 9500 0 0 AMERICAN EXPRESS COM 025816109 1395900 27000 SH SOLE 27000 0 0 AMERICAN INT GR WS11 COM 026874156 12709 1246 SH SOLE 1246 0 0 AMERICAN INTL GR COM 026874784 273702 9335 SH SOLE 9335 0 0 AMERICAN WATER W COM 030420103 88350 3000 SH SOLE 3000 0 0 AMERIPRISE COM 03076C106 328776 5700 SH SOLE 5700 0 0 AMERITRADE HOLD COM 87236Y108 79991 4100 SH SOLE 4100 0 0 AMETEK COM 031100100 193070 4300 SH SOLE 4300 0 0 AMGEN COM 031162100 1219515 20900 SH SOLE 20900 0 0 ANALOG DEVICES COM 032654105 242668 6200 SH SOLE 6200 0 0 APACHE COM 037411105 1011798 8200 SH SOLE 8200 0 0 APOLLO COM 037604105 161616 3700 SH SOLE 3700 0 0 APPLE COM 037833100 11607469 34580 SH SOLE 34580 0 0 APPLIED MATERIALS COM 038222105 418922 32200 SH SOLE 32200 0 0 ARCH COAL INC COM 039380100 85312 3200 SH SOLE 3200 0 0 ARCHER DANIELS M COM 039483102 385920 12800 SH SOLE 12800 0 0 ARROW ELECTRONICS COM 042735100 136950 3300 SH SOLE 3300 0 0 ASSURANT COM 04621X108 50778 1400 SH SOLE 1400 0 0 AT&T COM 00206R102 4133556 131600 SH SOLE 131600 0 0 AUTODESK COM 052769106 193000 5000 SH SOLE 5000 0 0 AUTOLIV (US) COM 052800109 117675 1500 SH SOLE 1500 0 0 AUTOMATIC DATA P COM 053015103 590016 11200 SH SOLE 11200 0 0 AUTOZONE COM 053332102 147425 500 SH SOLE 500 0 0 AVALONBAY COMM COM 053484101 282480 2200 SH SOLE 2200 0 0 AVERY DENNISON COM 053611109 119753 3100 SH SOLE 3100 0 0 AVNET INC COM 053807103 108392 3400 SH SOLE 3400 0 0 AVON COM 054303102 238000 8500 SH SOLE 8500 0 0 BAKER HUGHES INC COM 057224107 725600 10000 SH SOLE 10000 0 0 BANK OF AMERICA COM 060505104 2429832 221700 SH SOLE 221700 0 0 BAXTER INTL COM 071813109 799846 13400 SH SOLE 13400 0 0 BECKMAN COULTER COM 075811109 83470 1000 SH SOLE 1000 0 0 BECTON DICKINSON COM 075887109 396382 4600 SH SOLE 4600 0 0 BED BATH&BEYOND COM 075896100 356057 6100 SH SOLE 6100 0 0 BERKSHIRE HATHAWAY B COM 084670702 1571017 20300 SH SOLE 20300 0 0 BEST BUY COM 086516101 223011 7100 SH SOLE 7100 0 0 BIOGEN COM 09062X103 555984 5200 SH SOLE 5200 0 0 BLACKROCK COM 09247X101 402801 2100 SH SOLE 2100 0 0 BMC SOFTWARE COM 055921100 196920 3600 SH SOLE 3600 0 0 BNY MELLON COM 064058100 696864 27200 SH SOLE 27200 0 0 BORGWARNER COM 099724106 153501 1900 SH SOLE 1900 0 0 BOSTON PROPERTIES COM 101121101 297248 2800 SH SOLE 2800 0 0 BOSTON SCIENT COM 101137107 208682 30200 SH SOLE 30200 0 0 BRISTOL MYERS COM 110122108 1062832 36700 SH SOLE 36700 0 0 BROADCOM CORP COM 111320107 339764 10100 SH SOLE 10100 0 0 BUCYRUS INT INC COM 118759109 119158 1300 SH SOLE 1300 0 0 C.H. ROBINSON WORLDW COM 12541W209 299592 3800 SH SOLE 3800 0 0 CA INC COM 12673P105 187288 8200 SH SOLE 8200 0 0 CABLEVISION COM 12686C109 173808 4800 SH SOLE 4800 0 0 CABOT OIL & GAS COM 127097103 232085 3500 SH SOLE 3500 0 0 CALPINE CORP COM 131347304 96780 6000 SH SOLE 6000 0 0 CAMERON INT INC COM 13342B105 241392 4800 SH SOLE 4800 0 0 CAMPBELL SOUP COM 134429109 124380 3600 SH SOLE 3600 0 0 CAPITAL ONE FIN COM 14040H105 516700 10000 SH SOLE 10000 0 0 CARDINAL HEALTH COM 14149Y108 322482 7100 SH SOLE 7100 0 0 CARFUSION CORP COM 14170T101 160303 5900 SH SOLE 5900 0 0 CARMAX COM 143130102 142201 4300 SH SOLE 4300 0 0 CATERPILLAR INC COM 149123101 1533024 14400 SH SOLE 14400 0 0 CBS CORP COM 124857202 418803 14700 SH SOLE 14700 0 0 CELANESE COM 150870103 165261 3100 SH SOLE 3100 0 0 CELGENE COM 151020104 633360 10500 SH SOLE 10500 0 0 CENCORA COM 03073E105 269100 6500 SH SOLE 6500 0 0 CENTERPNT ENERGY COM 15189T107 164475 8500 SH SOLE 8500 0 0 CENTURYLINK COM 156700106 514795 12733 SH SOLE 12733 0 0 CEPHALON INC COM 156708109 151810 1900 SH SOLE 1900 0 0 CERNER CORP COM 156782104 232218 3800 SH SOLE 3800 0 0 CF INDUSTRIES HLD COM 125269100 226672 1600 SH SOLE 1600 0 0 CHARLES SCHWAB COM 808513105 417830 25400 SH SOLE 25400 0 0 CHESAPEAKE ENRGY COM 165167107 475040 16000 SH SOLE 16000 0 0 CHIPOTLE MEXICAN GRI COM 169656105 261962 850 SH SOLE 850 0 0 CHUBB CORP COM 171232101 391313 6250 SH SOLE 6250 0 0 CHURCH & DWIGHT COM 171340102 162160 4000 SH SOLE 4000 0 0 CIMAREX ENERGY COM 171798101 161856 1800 SH SOLE 1800 0 0 CINCINNATI FIN COM 172062101 122556 4200 SH SOLE 4200 0 0 CINTAS COM 172908105 62757 1900 SH SOLE 1900 0 0 CISCO COM 17275R102 2058959 131900 SH SOLE 131900 0 0 CIT GROUP INC COM 125581801 221300 5000 SH SOLE 5000 0 0 CITIGROUP USD COM 172967424 2741161 65830 SH SOLE 65830 0 0 CITRIX SYSTEMS COM 177376100 288000 3600 SH SOLE 3600 0 0 CLIFFS NATURAL RES COM 18683K101 342065 3700 SH SOLE 3700 0 0 CLOROX COM 189054109 195576 2900 SH SOLE 2900 0 0 CME GROUP COM 12572Q105 495703 1700 SH SOLE 1700 0 0 COCA COLA COM 191216100 4063643 60390 SH SOLE 60390 0 0 COCA COLA ENTERPRISE COM 19122T109 192588 6600 SH SOLE 6600 0 0 COGNIZANT TECH COM 192446102 535382 7300 SH SOLE 7300 0 0 COLGATE PALMOLIVE COM 194162103 970251 11100 SH SOLE 11100 0 0 COMCAST A COM 20030N101 1132698 44700 SH SOLE 44700 0 0 COMCAST A SPECIAL COM 20030N200 351335 14500 SH SOLE 14500 0 0 COMERICA INC COM 200340107 120995 3500 SH SOLE 3500 0 0 CONAGRA BRANDS COM 205887102 224547 8700 SH SOLE 8700 0 0 CONCHO RESOURCES COM 20605P101 202070 2200 SH SOLE 2200 0 0 CONOCO PHILLIPS COM 20825C104 2218105 29500 SH SOLE 29500 0 0 CONSOL COM 20854P109 208464 4300 SH SOLE 4300 0 0 CONSOLIDATED EDI COM 209115104 298144 5600 SH SOLE 5600 0 0 CONSTELLATION EN COM 210371100 186004 4900 SH SOLE 4900 0 0 CONTINENTAL RESOURE COM 212015101 64910 1000 SH SOLE 1000 0 0 CORNING INC COM 219350105 637065 35100 SH SOLE 35100 0 0 COSTCO COMPANIES COM 22160K105 788028 9700 SH SOLE 9700 0 0 COVANCE INC COM 222816100 53433 900 SH SOLE 900 0 0 COVENTRY HEALTH COM 222862104 182350 5000 SH SOLE 5000 0 0 CR BARD COM 067383109 263664 2400 SH SOLE 2400 0 0 CREE INC COM 225447101 60462 1800 SH SOLE 1800 0 0 CROWN HOLDINGS COM 228368106 166926 4300 SH SOLE 4300 0 0 CSX COM 126408103 700074 26700 SH SOLE 26700 0 0 CUMMINS INC COM 231021106 393262 3800 SH SOLE 3800 0 0 CVS HEALTH COM 126650100 1093578 29100 SH SOLE 29100 0 0 DANAHER COM 235851102 699468 13200 SH SOLE 13200 0 0 DAVITA COM 23918K108 233847 2700 SH SOLE 2700 0 0 DEERE COM 244199105 733805 8900 SH SOLE 8900 0 0 DELL COMPUTER COM 24702R101 738481 44300 SH SOLE 44300 0 0 DELTA AIR LINES INC COM 247361702 53186 5800 SH SOLE 5800 0 0 DENBURY RESOURCES COM 247916208 160000 8000 SH SOLE 8000 0 0 DEVON ENERGY COM 25179M103 748695 9500 SH SOLE 9500 0 0 DEVRY INC COM 251893103 53217 900 SH SOLE 900 0 0 DIAMOND OFFSHORE DRI COM 25271C102 70410 1000 SH SOLE 1000 0 0 DIRECTV CLASS A COM 25490A101 874104 17200 SH SOLE 17200 0 0 DISCOVER FINANCIAL COM 254709108 288900 10800 SH SOLE 10800 0 0 DISCOVERY A COM SER A 25470F104 86016 2100 SH SOLE 2100 0 0 DISCOVERY C COM SER C 25470F302 108188 2960 SH SOLE 2960 0 0 DISH NETWORK A COM 25470M109 211623 6900 SH SOLE 6900 0 0 DOLBY LAB COM 25659T107 55198 1300 SH SOLE 1300 0 0 DOLLAR GENERAL COM 256677105 67780 2000 SH SOLE 2000 0 0 DOLLAR TREE COM 256746108 239832 3600 SH SOLE 3600 0 0 DOMINION ENERGY COM 25746U109 666126 13800 SH SOLE 13800 0 0 DONNELLEY R R & COM 257867101 145114 7400 SH SOLE 7400 0 0 DOVER CORP COM 260003108 244080 3600 SH SOLE 3600 0 0 DOW CHEM CO COM 260543103 896400 24900 SH SOLE 24900 0 0 DR HORTON COM 23331A109 35712 3100 SH SOLE 3100 0 0 DR PEPPER COM 26138E109 226422 5400 SH SOLE 5400 0 0 DTE ENERGY CO COM 233331107 210084 4200 SH SOLE 4200 0 0 DU PONT (E.I.) DE N COM 263534109 1053975 19500 SH SOLE 19500 0 0 DUKE REALTY COM 264411505 44832 3200 SH SOLE 3200 0 0 DUN & BRADSTREET COM 26483E100 60432 800 SH SOLE 800 0 0 EASTMAN CHEMICAL COM 277432100 193933 1900 SH SOLE 1900 0 0 EATON VANCE CORP COM 278265103 60460 2000 SH SOLE 2000 0 0 EBAY COM 278642103 3920805 121500 SH SOLE 121500 0 0 ECOLAB COM 278865100 259348 4600 SH SOLE 4600 0 0 EDISON INTL COM 281020107 267375 6900 SH SOLE 6900 0 0 EDWARDS LIFESCIENSES COM 28176E108 174360 2000 SH SOLE 2000 0 0 EL PASO ENERGY COM 28336L109 282800 14000 SH SOLE 14000 0 0 ELECTRONIC ARTS COM 285512109 4245640 179900 SH SOLE 179900 0 0 ELI LILLY COM 532457108 859437 22900 SH SOLE 22900 0 0 EMC COM 268648102 6678120 242400 SH SOLE 242400 0 0 EMERSON ELEC COM 291011104 961875 17100 SH SOLE 17100 0 0 ENERGEN CORP COM 29265N108 62150 1100 SH SOLE 1100 0 0 ENTERGY COM 29364G103 314088 4600 SH SOLE 4600 0 0 EOG RESOURCES COM 26875P101 564570 5400 SH SOLE 5400 0 0 EQT CORP COM 26884L109 147056 2800 SH SOLE 2800 0 0 EQUIFAX COM 294429105 69440 2000 SH SOLE 2000 0 0 EQUITY RESIDENT COM 29476L107 408000 6800 SH SOLE 6800 0 0 ESTEE LAUDER COM 518439104 241937 2300 SH SOLE 2300 0 0 EXELON COM 30161N101 634032 14800 SH SOLE 14800 0 0 EXPEDITORS COM 302130109 250831 4900 SH SOLE 4900 0 0 EXPRESS SCRIPTS COM 302182100 555994 10300 SH SOLE 10300 0 0 F5 NETWORKS INC COM 315616102 154350 1400 SH SOLE 1400 0 0 FAMILY DLR STORE COM 307000109 131400 2500 SH SOLE 2500 0 0 FASTENAL COM 311900104 237534 6600 SH SOLE 6600 0 0 FEDERAL REALTY INVS COM 313747206 161842 1900 SH SOLE 1900 0 0 FIDELITY NAT INF COM 31620M106 153026 4970 SH SOLE 4970 0 0 FIDELITY NATL CL A COM 31620R105 37776 2400 SH SOLE 2400 0 0 FIFTH THIRD BAN COM 316773100 219300 17200 SH SOLE 17200 0 0 FIRST SOLAR COM 336433107 3280296 24800 SH SOLE 24800 0 0 FIRSTENERGY COM 337932107 434171 9834 SH SOLE 9834 0 0 FISERV COM 337738108 225468 3600 SH SOLE 3600 0 0 FLIR SYSTEMS COM 302445101 148324 4400 SH SOLE 4400 0 0 FLOWSERVE COM 34354P105 164835 1500 SH SOLE 1500 0 0 FLUOR CORP COM 343412102 278038 4300 SH SOLE 4300 0 0 FORD COM 345370860 1154223 83700 SH SOLE 83700 0 0 FOREST LAB COM 345838106 255710 6500 SH SOLE 6500 0 0 FRANKLIN RES COM 354613101 406999 3100 SH SOLE 3100 0 0 FRONTIER COMM COM 35906A108 190783 23641 SH SOLE 23641 0 0 GAMESTOP COM 36467W109 136017 5100 SH SOLE 5100 0 0 GAP COM 364760108 193670 10700 SH SOLE 10700 0 0 GENERAL ELEC CO USD COM 369604103 607292 32200 SH SOLE 32200 0 0 GENERAL MILLS COM 370334104 539690 14500 SH SOLE 14500 0 0 GENERAL MOTORS CO COM 37045V100 516120 17000 SH SOLE 17000 0 0 GENUINE PARTS COM 372460105 239360 4400 SH SOLE 4400 0 0 GENWORTH FIN COM 37247D106 120276 11700 SH SOLE 11700 0 0 GILEAD SCIENCES COM 375558103 691547 16700 SH SOLE 16700 0 0 GOLDMAN SACHS COM 38141G104 1577117 11850 SH SOLE 11850 0 0 GOODYEAR TIRE & RUBB COM 382550101 137514 8200 SH SOLE 8200 0 0 GREEN MOUNTAIN COFFE COM 393122106 267780 3000 SH SOLE 3000 0 0 H & R BLOCK INC COM 093671105 120300 7500 SH SOLE 7500 0 0 H J HEINZ CO COM 423074103 335664 6300 SH SOLE 6300 0 0 HALLIBURTON COM 406216101 1065900 20900 SH SOLE 20900 0 0 HARLEY DAVIDSON COM 412822108 221238 5400 SH SOLE 5400 0 0 HARTFORD FIN SERV COM 416515104 268974 10200 SH SOLE 10200 0 0 HASBRO COM 418056107 118216 2691 SH SOLE 2691 0 0 HCA HEALTHCARE COM 40412C101 115500 3500 SH SOLE 3500 0 0 HELMERICH & PAYNE COM 423452101 178524 2700 SH SOLE 2700 0 0 HENRY SCHEIN COM 806407102 157498 2200 SH SOLE 2200 0 0 HERSHEY COM 427866108 221715 3900 SH SOLE 3900 0 0 HERTZ COM 42805T105 95280 6000 SH SOLE 6000 0 0 HESS COM 42809H107 538272 7200 SH SOLE 7200 0 0 HOLOGIC COM 436440101 2160207 107100 SH SOLE 107100 0 0 HOME DEPOT COM 437076102 1303920 36000 SH SOLE 36000 0 0 HORMEL FOODS COM 440452100 95392 3200 SH SOLE 3200 0 0 HOSPIRA COM 441060100 186978 3300 SH SOLE 3300 0 0 HUDSON CITY COM 443683107 51597 6300 SH SOLE 6300 0 0 HUMAN GENOME SCIENCE COM 444903108 73620 3000 SH SOLE 3000 0 0 HUMANA COM 444859102 346322 4300 SH SOLE 4300 0 0 IBM COM 459200101 5515333 32150 SH SOLE 32150 0 0 IHS CL A COM 451734107 58394 700 SH SOLE 700 0 0 ILLINOIS TOOL COM 452308109 536655 9500 SH SOLE 9500 0 0 ILLUMINA COM 452327109 278055 3700 SH SOLE 3700 0 0 INTEGRYS ENERGY GR COM 45822P105 62208 1200 SH SOLE 1200 0 0 INTEL COM 458140100 3078024 138900 SH SOLE 138900 0 0 INTERNATIONAL PAPER COM 460146103 235578 7900 SH SOLE 7900 0 0 INTERPUBLIC GROUP COM 460690100 166250 13300 SH SOLE 13300 0 0 INTL FLAVORS & FRAGR COM 459506101 154176 2400 SH SOLE 2400 0 0 INTL GAME TECH COM 459902102 172284 9800 SH SOLE 9800 0 0 INTUIT COM 461202103 300788 5800 SH SOLE 5800 0 0 INTUITIVE SURGICAL COM 46120E602 334899 900 SH SOLE 900 0 0 J C PENNEY CO COM 708160106 124344 3600 SH SOLE 3600 0 0 JB HUNT TRANSPORT COM 445658107 94180 2000 SH SOLE 2000 0 0 JEFFERIES GROUP COM 472319102 30600 1500 SH SOLE 1500 0 0 JM SMUCKER COM 832696405 252252 3300 SH SOLE 3300 0 0 JOHNSON & JOHNSON COM 478160104 3971244 59700 SH SOLE 59700 0 0 JOHNSON CTLS INC COM 478366107 654062 15700 SH SOLE 15700 0 0 JOY GLOBAL INC COM 481165108 219052 2300 SH SOLE 2300 0 0 JP MORGAN CHASE COM 46625H100 3696882 90300 SH SOLE 90300 0 0 JUNIPER NETWORKS COM 48203R104 418950 13300 SH SOLE 13300 0 0 KBR COM 48242W106 177143 4700 SH SOLE 4700 0 0 KELLANOVA COM 487836108 414900 7500 SH SOLE 7500 0 0 KEYCORP COM 493267108 186592 22400 SH SOLE 22400 0 0 KIMBERLY CLARKE COM 494368103 632320 9500 SH SOLE 9500 0 0 KIMCO REALTY COM 49446R109 160304 8600 SH SOLE 8600 0 0 KINDER MORGAN INC COM 49456B101 71825 2500 SH SOLE 2500 0 0 KINDER MORGAN MANAGE COM 49455U100 87628 1336 SH SOLE 1336 0 0 KLA CORPORATION COM 482480100 165968 4100 SH SOLE 4100 0 0 KOHLS COM 500255104 285057 5700 SH SOLE 5700 0 0 KRAFT COM 50075N104 1324648 37600 SH SOLE 37600 0 0 KROGER CO COM 501044101 352160 14200 SH SOLE 14200 0 0 LABORATORY CORP OF A COM 50540R409 232296 2400 SH SOLE 2400 0 0 LAM RESEARCH COM 512807108 146124 3300 SH SOLE 3300 0 0 LEGG MASON COM 524901105 124488 3800 SH SOLE 3800 0 0 LEGGETT & PLATT COM 524660107 51198 2100 SH SOLE 2100 0 0 LEUCADIA NATIONAL CO COM 527288104 129580 3800 SH SOLE 3800 0 0 LIBERTY GLOBAL COM 530555101 112600 2500 SH SOLE 2500 0 0 LIBERTY PROP COM 531172104 52128 1600 SH SOLE 1600 0 0 LIFE TECHNOLOGIES COM 53217V109 187452 3600 SH SOLE 3600 0 0 LINCOLN NATL COR COM 534187109 179487 6300 SH SOLE 6300 0 0 LINEAR TECH COM 535678106 148590 4500 SH SOLE 4500 0 0 LOEWS CORP COM 540424108 282003 6700 SH SOLE 6700 0 0 LOWE'S COMPANIES COM 548661107 706293 30300 SH SOLE 30300 0 0 LSI LOGIC COM 502161102 65504 9200 SH SOLE 9200 0 0 LUBRIZOL CORP COM 549271104 241686 1800 SH SOLE 1800 0 0 LULULEMON ATHLETICA COM 550021109 123002 1100 SH SOLE 1100 0 0 M & T BANK COM 55261F104 219875 2500 SH SOLE 2500 0 0 MACERICH CO COM 554382101 117700 2200 SH SOLE 2200 0 0 MACYS INC COM 55616P104 239768 8200 SH SOLE 8200 0 0 MANPOWER INC COM 56418H100 101935 1900 SH SOLE 1900 0 0 MARATHON OIL CORP COM 565849106 795468 15100 SH SOLE 15100 0 0 MARSH & MCLENNAN COM 571748102 336852 10800 SH SOLE 10800 0 0 MARSHAL & ILSLEY COM 571837103 95640 12000 SH SOLE 12000 0 0 MARTIN MARIETTA MATE COM 573284106 47982 600 SH SOLE 600 0 0 MASCO COM 574599106 129924 10800 SH SOLE 10800 0 0 MASTERCARD COM 57636Q104 753350 2500 SH SOLE 2500 0 0 MATTEL INC COM 577081102 197928 7200 SH SOLE 7200 0 0 MAXIM INTEGR COM 57772K101 150804 5900 SH SOLE 5900 0 0 MCCORMICK COM 579780206 104097 2100 SH SOLE 2100 0 0 MCDONALDS COM 580135101 2462144 29200 SH SOLE 29200 0 0 MCGRAW HILL COS COM 580645109 255651 6100 SH SOLE 6100 0 0 MCKESSON COM 58155Q103 518630 6200 SH SOLE 6200 0 0 MDU RESOURCES COM 552690109 63000 2800 SH SOLE 2800 0 0 MEAD JOHNSON NUTRITI COM 582839106 276955 4100 SH SOLE 4100 0 0 MEADWESTVACO COM 583334107 79944 2400 SH SOLE 2400 0 0 MEDCO HEALTH COM 58405U102 486072 8600 SH SOLE 8600 0 0 MERCK USD COM 58933Y105 2389133 67700 SH SOLE 67700 0 0 METLIFE COM 59156R108 987075 22500 SH SOLE 22500 0 0 MGM RESORTS INTL COM 552953101 66050 5000 SH SOLE 5000 0 0 MICROCHIP TECHNOLOGY COM 595017104 178177 4700 SH SOLE 4700 0 0 MICRON TECH COM 595112103 127908 17100 SH SOLE 17100 0 0 MICROSOFT COM 594918104 5096000 196000 SH SOLE 196000 0 0 MOHAWK INDS COM 608190104 47992 800 SH SOLE 800 0 0 MONSANTO COM 61166W101 892242 12300 SH SOLE 12300 0 0 MONSTER WORLDWIDE IN COM 611742107 1979100 135000 SH SOLE 135000 0 0 MOODYS COM 615369105 222430 5800 SH SOLE 5800 0 0 MORGAN STANLEY COM 617446448 697203 30300 SH SOLE 30300 0 0 MOSAIC COM 61945C103 392834 5800 SH SOLE 5800 0 0 MOTOROLA MOBILITY COM 620097105 101384 4600 SH SOLE 4600 0 0 MURPHY OIL COM 626717102 236376 3600 SH SOLE 3600 0 0 MYLAN INC COM 628530107 194893 7900 SH SOLE 7900 0 0 NASDAQ OMX GROUP COM 631103108 37950 1500 SH SOLE 1500 0 0 NATIONAL OILWELL COM 637071101 711711 9100 SH SOLE 9100 0 0 NATL SEMICONDUCT COM 637640103 177192 7200 SH SOLE 7200 0 0 NETAPP COM 64110D104 453908 8600 SH SOLE 8600 0 0 NETFLIX COM 64110L106 288959 1100 SH SOLE 1100 0 0 NEWELL BRANDS COM 651229106 119928 7600 SH SOLE 7600 0 0 NEWFIELD EXPLOR COM 651290108 183654 2700 SH SOLE 2700 0 0 NEWMONT COM 651639106 593670 11000 SH SOLE 11000 0 0 NEWS CORP CLA CL A 65248E104 761100 43000 SH SOLE 43000 0 0 NEWS CORP CLB CL B 65248E203 157296 8700 SH SOLE 8700 0 0 NEXTERA ENERGY COM 65339F101 517140 9000 SH SOLE 9000 0 0 NII HOLDINGS COM 62913F201 182234 4300 SH SOLE 4300 0 0 NIKE COM 654106103 989780 11000 SH SOLE 11000 0 0 NISOURCE COM 65473P105 111375 5500 SH SOLE 5500 0 0 NOBLE ENERGY COM 655044105 358520 4000 SH SOLE 4000 0 0 NORDSTROM INC COM 655664100 164290 3500 SH SOLE 3500 0 0 NORFOLK SOUTHERN COM 655844108 629412 8400 SH SOLE 8400 0 0 NORTHERN TRUST COM 665859104 197628 4300 SH SOLE 4300 0 0 NRG ENERGY INC COM 629377508 157312 6400 SH SOLE 6400 0 0 NSTAR COM 67019E107 64372 1400 SH SOLE 1400 0 0 NUANCE COMM COM 67020Y100 98762 4600 SH SOLE 4600 0 0 NUCOR COM 670346105 259686 6300 SH SOLE 6300 0 0 NVIDIA COM 67066G104 192814 12100 SH SOLE 12100 0 0 NY CMNTY BANCP COM 649445103 116922 7800 SH SOLE 7800 0 0 NYSE EURONEXT USD COM 629491101 233036 6800 SH SOLE 6800 0 0 OCCIDENTAL PETRO COM 674599105 1903932 18300 SH SOLE 18300 0 0 OLD REP INTL COM 680223104 39950 3400 SH SOLE 3400 0 0 OMNICARE COM 681904108 57402 1800 SH SOLE 1800 0 0 OMNICOM GROUP COM 681919106 288960 6000 SH SOLE 6000 0 0 ONEOK INC COM 682680103 125817 1700 SH SOLE 1700 0 0 ORACLE COM 68389X105 3116577 94700 SH SOLE 94700 0 0 OREILLY AUTOMOTIVE COM 67103H107 183428 2800 SH SOLE 2800 0 0 OWENS ILLINOIS COM 690768403 61944 2400 SH SOLE 2400 0 0 PACCAR COM 693718108 408720 8000 SH SOLE 8000 0 0 PALL COM 696429307 185559 3300 SH SOLE 3300 0 0 PATTERSON COM 703395103 72358 2200 SH SOLE 2200 0 0 PAYCHEX COM 704326107 199680 6500 SH SOLE 6500 0 0 PEABODY ENERGY COM 704549104 377024 6400 SH SOLE 6400 0 0 PEOPLE'S UNITED FIN COM 712704105 76608 5700 SH SOLE 5700 0 0 PEPCO COM 713291102 78520 4000 SH SOLE 4000 0 0 PEPSICO COM 713448108 2612953 37100 SH SOLE 37100 0 0 PERRIGO COM 714290103 140592 1600 SH SOLE 1600 0 0 PETROHAWK ENERGY COM 716495106 209695 8500 SH SOLE 8500 0 0 PETSMART COM 716768106 81666 1800 SH SOLE 1800 0 0 PFIZER COM 717081103 3586460 174100 SH SOLE 174100 0 0 PG&E CORP COM 69331C108 382473 9100 SH SOLE 9100 0 0 PHARMACEUTICAL PROD COM 717124101 32208 1200 SH SOLE 1200 0 0 PHILIP MORRIS INT COM 718172109 293788 4400 SH SOLE 4400 0 0 PINNACLE WEST COM 723484101 75786 1700 SH SOLE 1700 0 0 PIONEER NATL RES COM 723787107 214968 2400 SH SOLE 2400 0 0 PITNEY BOWES COM 724479100 151734 6600 SH SOLE 6600 0 0 PLAINS EXPLORATION COM 726505100 106736 2800 SH SOLE 2800 0 0 PLUM CREEK COM 729251108 190538 4700 SH SOLE 4700 0 0 PNC FINANCIAL SERV COM 693475105 739164 12400 SH SOLE 12400 0 0 PPG INDS INC COM 693506107 299607 3300 SH SOLE 3300 0 0 PPL COM 69351T106 322828 11600 SH SOLE 11600 0 0 PRAXAIR INC COM 74005P104 715374 6600 SH SOLE 6600 0 0 PRINCIPAL FIN GROUP COM 74251V102 194688 6400 SH SOLE 6400 0 0 PROCTER COM 742718109 4157478 65400 SH SOLE 65400 0 0 PROGRESS ENERGY COM 743263105 278458 5800 SH SOLE 5800 0 0 PROGRESSIVE COM 743315103 320700 15000 SH SOLE 15000 0 0 PROLOGIS COM 74340W103 405279 11308 SH SOLE 11308 0 0 PRUDENTIAL FINL COM 744320102 674054 10600 SH SOLE 10600 0 0 PUBLIC SERVICE ENTER COM 744573106 381888 11700 SH SOLE 11700 0 0 PUBLIC STORAGE COM 74460D109 387634 3400 SH SOLE 3400 0 0 PULTEGROUP COM 745867101 45960 6000 SH SOLE 6000 0 0 QEP RESOURCES INC COM 74733V100 175686 4200 SH SOLE 4200 0 0 QUALCOMM COM 747525103 2033082 35800 SH SOLE 35800 0 0 QUANTA SERVICES COM 74762E102 98980 4900 SH SOLE 4900 0 0 QUEST DIAGNOSTICS COM 74834L100 189120 3200 SH SOLE 3200 0 0 RALCORP HOLDINGS COM 751028101 69264 800 SH SOLE 800 0 0 RANGE RESOURCES CORP COM 75281A109 216450 3900 SH SOLE 3900 0 0 RAYONIER INC COM 754907103 98025 1500 SH SOLE 1500 0 0 RED HAT INC COM 756577102 156060 3400 SH SOLE 3400 0 0 REGENCY CENTERS COM 758849103 39573 900 SH SOLE 900 0 0 REGIONS FIN COM 7591EP100 176700 28500 SH SOLE 28500 0 0 REPUBLIC SERV COM 760759100 240630 7800 SH SOLE 7800 0 0 ROBERT HALF COM 770323103 56763 2100 SH SOLE 2100 0 0 ROCK TENN COM 772739207 112778 1700 SH SOLE 1700 0 0 ROCKWELL AUTOM COM 773903109 321012 3700 SH SOLE 3700 0 0 ROPER TECHNOLOGIES COM 776696106 133280 1600 SH SOLE 1600 0 0 ROSS STORES COM 778296103 168252 2100 SH SOLE 2100 0 0 SAFEWAY USA COM 786514208 198645 8500 SH SOLE 8500 0 0 SALESFORCE COM 79466L302 461838 3100 SH SOLE 3100 0 0 SANDISK COM 80004C101 190900 4600 SH SOLE 4600 0 0 SANOFI CWR (USA) COM 80105N113 12291 5100 SH SOLE 5100 0 0 SARA LEE CORP COM 803111103 237375 12500 SH SOLE 12500 0 0 SCANA COM 80589M102 141732 3600 SH SOLE 3600 0 0 SCRIPPS NETWORKS COM 811065101 63544 1300 SH SOLE 1300 0 0 SEALED AIR COM 81211K100 52338 2200 SH SOLE 2200 0 0 SEARS HOLDING COM 812350106 50008 700 SH SOLE 700 0 0 SEI INVESTMENTS CO COM 784117103 38267 1700 SH SOLE 1700 0 0 SEMPRA ENERGY COM 816851109 248536 4700 SH SOLE 4700 0 0 SHERWIN WILLIAMS COM 824348106 218062 2600 SH SOLE 2600 0 0 SIGMA ALDRICH COM 826552101 234816 3200 SH SOLE 3200 0 0 SIMON PROPERTY GROUP COM 828806109 801987 6900 SH SOLE 6900 0 0 SLM COM 78442P106 163057 9700 SH SOLE 9700 0 0 SOUTHERN CO COM 842587107 771258 19100 SH SOLE 19100 0 0 SOUTHWEST AIRLINES COM 844741108 35402 3100 SH SOLE 3100 0 0 SOUTHWESTERN ENERGY COM 845467109 295872 6900 SH SOLE 6900 0 0 SPECTRA ENERGY CORP COM 847560109 422114 15400 SH SOLE 15400 0 0 SPRINT NEXTEL COM 852061100 316393 58700 SH SOLE 58700 0 0 SPX CORP COM 784635104 57862 700 SH SOLE 700 0 0 ST JUDE COM 790849103 314688 6600 SH SOLE 6600 0 0 STANLEY BLACK&DECKER COM 854502101 223355 3100 SH SOLE 3100 0 0 STAPLES INC COM 855030102 221200 14000 SH SOLE 14000 0 0 STARBUCKS COM 855244109 647636 16400 SH SOLE 16400 0 0 STATE STREET COM 857477103 514026 11400 SH SOLE 11400 0 0 STERICYCLE COM 858912108 169328 1900 SH SOLE 1900 0 0 STRYKER COM 863667101 346271 5900 SH SOLE 5900 0 0 SUNOCO INC COM 86764P109 154327 3700 SH SOLE 3700 0 0 SUNTECH POWER HLD COM 86800C104 3148000 400000 SH SOLE 400000 0 0 SUNTRUST BKS INC COM 867914103 309600 12000 SH SOLE 12000 0 0 SYNOPS COM 871607107 51420 2000 SH SOLE 2000 0 0 SYSCO COM 871829107 445874 14300 SH SOLE 14300 0 0 T ROWE PRICE GP COM 74144T108 307734 5100 SH SOLE 5100 0 0 TARGET COM 87612E106 713032 15200 SH SOLE 15200 0 0 TERADATA CORP COM 88076W103 264880 4400 SH SOLE 4400 0 0 TEXAS INSTRUMENT COM 882508104 833882 25400 SH SOLE 25400 0 0 THERMO FISCHER SCIEN COM 883556102 624583 9700 SH SOLE 9700 0 0 TIFFANY COM 886547108 243412 3100 SH SOLE 3100 0 0 TIME WARNER COM 887317303 931072 25600 SH SOLE 25600 0 0 TIME WARNER CABLE COM 88732J207 616516 7900 SH SOLE 7900 0 0 TJX COM 872540109 425493 8100 SH SOLE 8100 0 0 TOLL BROTHERS COM 889478103 45628 2200 SH SOLE 2200 0 0 TOTAL SYSTEM SERVICE COM 891906109 118968 6403 SH SOLE 6403 0 0 TRAVELERS COMPANIES COM 89417E109 624666 10700 SH SOLE 10700 0 0 TRW AUTOMOTIVE HOLD COM 87264S106 106254 1800 SH SOLE 1800 0 0 TYSON FOODS COM 902494103 118462 6100 SH SOLE 6100 0 0 UNION PACIFIC COM 907818108 1106640 10600 SH SOLE 10600 0 0 UNITED PARCEL B COM 911312106 1305447 17900 SH SOLE 17900 0 0 UNITEDHEALTH GRP COM 91324P102 1212130 23500 SH SOLE 23500 0 0 UNUM GROUP COM 91529Y106 142688 5600 SH SOLE 5600 0 0 URBAN OUTFITTERS COM 917047102 56300 2000 SH SOLE 2000 0 0 US BANCORP COM 902973304 1056114 41400 SH SOLE 41400 0 0 US STEEL COM 912909108 128912 2800 SH SOLE 2800 0 0 VALERO ENERGY COM 91913Y100 324739 12700 SH SOLE 12700 0 0 VANGUARD EM MRK ETF COM 922042858 352981 7260 SH SOLE 7260 0 0 VANGUARD TOT WRL ETF COM 922042742 1504799 29994 SH SOLE 29994 0 0 VARIAN MED SYS I COM 92220P105 217062 3100 SH SOLE 3100 0 0 VENTAS COM 92276F100 200298 3800 SH SOLE 3800 0 0 VERISIGN COM 92343E102 163954 4900 SH SOLE 4900 0 0 VERISK ANALYTICS COM 92345Y106 69240 2000 SH SOLE 2000 0 0 VERIZON COMM COM 92343V104 2311983 62100 SH SOLE 62100 0 0 VERTEX PHARMACEUT COM 92532F100 239154 4600 SH SOLE 4600 0 0 VF COM 918204108 238832 2200 SH SOLE 2200 0 0 VIACOM CLASS B COM 92553P201 586500 11500 SH SOLE 11500 0 0 VIRGIN MEDIA INC COM 92769L101 257398 8600 SH SOLE 8600 0 0 VISA A COM 92826C839 968990 11500 SH SOLE 11500 0 0 VMWARE A COM 928563402 160368 1600 SH SOLE 1600 0 0 VORNADO REALTY COM 929042109 307494 3300 SH SOLE 3300 0 0 VULCAN MATERIALS COM 929160109 138708 3600 SH SOLE 3600 0 0 WALGREEN CO COM 931422109 823724 19400 SH SOLE 19400 0 0 WALT DISNEY COM 254687106 1991040 51000 SH SOLE 51000 0 0 WALTER ENERGY INC COM 93317Q105 173700 1500 SH SOLE 1500 0 0 WASHINGTON POST CL-B COM 939640108 41895 100 SH SOLE 100 0 0 WASTE MANAGEMENT COM 94106L109 335430 9000 SH SOLE 9000 0 0 WATERS COM 941848103 229776 2400 SH SOLE 2400 0 0 WATSON PHARMA COM 942683103 240555 3500 SH SOLE 3500 0 0 WELLS FARGO & CO COM 949746101 3066958 109300 SH SOLE 109300 0 0 WESTERN DIGITAL CORP COM 958102105 211004 5800 SH SOLE 5800 0 0 WESTERN UNION COM 959802109 276414 13800 SH SOLE 13800 0 0 WEYERHAEUSER CO COM 962166104 276092 12630 SH SOLE 12630 0 0 WHIRLPOOL COM 963320106 113848 1400 SH SOLE 1400 0 0 WHITING PETROLEUM COM 966387102 142275 2500 SH SOLE 2500 0 0 WHOLE FOODS COM 966837106 173855 2900 SH SOLE 2900 0 0 WILLIAMS COS INC COM 969457100 350900 11600 SH SOLE 11600 0 0 WISCONSIN ENERGY COM 976657106 163020 5200 SH SOLE 5200 0 0 WR BERKLEY COM 084423102 74612 2300 SH SOLE 2300 0 0 WW GRAINGER COM 384802104 245840 1600 SH SOLE 1600 0 0 XCEL COM 98389B100 225990 9300 SH SOLE 9300 0 0 XILINX COM 983919101 240702 6600 SH SOLE 6600 0 0 YUM BRANDS COM 988498101 718120 13000 SH SOLE 13000 0 0 ZIMMER BIOMET HLDS COM 98956P102 252800 4000 SH SOLE 4000 0 0