0001193125-12-052695.txt : 20120210 0001193125-12-052695.hdr.sgml : 20120210 20120210163757 ACCESSION NUMBER: 0001193125-12-052695 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120210 DATE AS OF CHANGE: 20120210 EFFECTIVENESS DATE: 20120210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RODNEY SQUARE MANAGEMENT CORP CENTRAL INDEX KEY: 0001056357 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06601 FILM NUMBER: 12593480 BUSINESS ADDRESS: STREET 1: RODNEY SQUARE NORTH STREET 2: 1100 N MARKET ST CITY: WILMINGTON STATE: DE ZIP: 19890 BUSINESS PHONE: 302.651.8563 MAIL ADDRESS: STREET 1: 1100 NORTH MARKET STREET CITY: WILMINGTON STATE: DE ZIP: 19890 13F-HR 1 d298793d13fhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F COVER PAGE Report for Calendar Year or the Quarter Ended: December 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: Rodney Square Management Corporation Address: 1100 North Market Street Wilmington, Delaware 19890 Form 13F File Number: 028-06601 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: Reporting Manager: Name: Title: Phone: Signature, Place, and Date of Signing: /s/ Mark Czarnecki Buffalo, New York 02/08/2012 ------------------- ------------------ --------- Name 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).) List of Other Managers Reporting for this Manager: None List of Other Included Managers: No. Form 13-F File Number: Name: --- ----------------------- ----- 11 28-12629 Wilmington Investment Management, LLC RODNEY SQUARE MANAGEMENT CORP. NUMBER OF OTHER INCLUDED MANAGERS 1 13F MARKET VALUE TOTAL 717,897 LINES IN SECURITY REPORT 581 13F CONF MARKET VALUE TOTAL 0 LINES IN CONFIDENTIAL REPORT 0 FORM 13F INFORMATION TABLE RODNEY SQUARE MANAGEMENT CORP.
TITLE CUSIP VALUE SH/ PUT/ INVEST OTHER VOTING AUTHORITY (SHARES) NAME OF ISSUER OF CLASS NUMBER (X$1000) SHARES PRN CALL DISCR MANAGERS SOLE SHARED NONE ARCH CAPITAL GROUP LTD CO COMMON G0450A105 264 7,080 SH SHARED 11 7,080 0 ASPEN INSURANCE HOLDINGS COMMON G05384105 201 7,580 SH SHARED 11 7,580 0 ASSURED GUARANTY LTD COMM COMMON G0585R106 160 12,200 SH SHARED 11 12,200 0 AXIS CAPITAL HOLDINGS LTD COMMON G0692U109 210 6,560 SH SHARED 11 6,560 0 BUNGE LIMITED COMMON COMMON G16962105 523 9,140 SH SHARED 11 9,140 0 EVEREST RE GROUP LTD COMM COMMON G3223R108 298 3,540 SH SHARED 11 3,540 0 INGERSOLL-RAND PLC COMMON G47791101 713 23,400 SH SHARED 11 23,400 0 MARVELL TECHNOLOGY GROUP COMMON G5876H105 306 22,060 SH SHARED 11 22,060 0 NABORS INDUSTRIES LTD COM COMMON G6359F103 258 14,860 SH SHARED 11 14,860 0 PARTNERRE LTD COMMON SHAR COMMON G6852T105 279 4,340 SH SHARED 11 4,340 0 RENAISSANCERE HOLDINGS LT COMMON G7496G103 434 5,840 SH SHARED 11 5,840 0 WHITE MOUNTAINS GROUP INC COMMON G9618E107 326 720 SH SHARED 11 720 0 XL GROUP PLC COMMON G98290102 254 12,840 SH SHARED 11 12,840 0 CORE LABORATORIES N V COM COMMON N22717107 524 4,600 SH SHARED 11 4,600 0 ROYAL CARIBBEAN CRUISES L COMMON V7780T103 202 8,160 SH SHARED 11 8,160 0 AFLAC COMMON COMMON 001055102 1,077 24,900 SH SHARED 11 24,900 0 AGCO CORPORATION COMMON COMMON 001084102 237 5,520 SH SHARED 11 5,520 0 AGL RESOURCES INC COMMON COMMON 001204106 307 7,273 SH SHARED 11 7,273 0 AES CORP COMMON COMMON 00130H105 223 18,820 SH SHARED 11 18,820 0 AT&T INC COMMON 00206R102 8,622 285,114 SH SHARED 11 285,114 0 AARONS INC COMMON 002535300 229 8,600 SH SHARED 11 8,600 0 ABBOTT LABORATORIES COMMO COMMON 002824100 6,512 115,818 SH SHARED 11 115,818 0 ABERCROMBIE & FITCH CO CL COMMON 002896207 234 4,800 SH SHARED 11 4,800 0 ACTIVISION BLIZZARD INC COMMON 00507V109 216 17,540 SH SHARED 11 17,540 0 ADOBE SYSTEMS COMMON COMMON 00724F101 1,005 35,560 SH SHARED 11 35,560 0 ADVANCE AUTO PARTS INC CO COMMON 00751Y106 299 4,300 SH SHARED 11 4,300 0 ADVANCED MICRO DEVICES CO COMMON 007903107 288 53,300 SH SHARED 11 53,300 0 AETNA INC NEW COMMOM COMMON 00817Y108 778 18,440 SH SHARED 11 18,440 0 AFFILIATED MANAGERS GROUP COMMON 008252108 282 2,940 SH SHARED 11 2,940 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 1,012 28,980 SH SHARED 11 28,980 0 AIR PRODUCTS & CHEMICALS COMMON 009158106 1,426 16,740 SH SHARED 11 16,740 0 AIRGAS COMMON COMMON 009363102 493 6,320 SH SHARED 11 6,320 0 AKAMAI TECHNOLOGIES INC C COMMON 00971T101 500 15,500 SH SHARED 11 15,500 0 ALBEMARLE CORP COMMON COMMON 012653101 317 6,160 SH SHARED 11 6,160 0 ALCOA INC COMMON COMMON 013817101 396 45,800 SH SHARED 11 45,800 0 ALEXANDRIA REAL ESTATE EQ COMMON 015271109 254 3,680 SH SHARED 11 3,680 0 ALEXION PHARMACEUTICALS I COMMON 015351109 964 13,480 SH SHARED 11 13,480 0 ALLEGHENY TECHNOLOGIES IN COMMON 01741R102 253 5,300 SH SHARED 11 5,300 0 ALLERGAN COMMON COMMON 018490102 1,814 20,680 SH SHARED 11 20,680 0 ALLIANCE DATA SYSTEMS COR COMMON 018581108 434 4,180 SH SHARED 11 4,180 0 ALLIANT ENERGY CORP COMMO COMMON 018802108 371 8,400 SH SHARED 11 8,400 0 ALLSTATE CORP COMMON COMMON 020002101 580 21,160 SH SHARED 11 21,160 0 ALTERA CORPORATION COMMON COMMON 021441100 1,004 27,060 SH SHARED 11 27,060 0 ALTRIA GROUP INC COMMON COMMON 02209S103 3,923 132,300 SH SHARED 11 132,300 0 AMAZON COM INC COMMON COMMON 023135106 4,649 26,860 SH SHARED 11 26,860 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 1 24,040 SH SHARED 11 24,040 0 AMEREN CORPORATION COMMON 023608102 620 18,700 SH SHARED 11 18,700 0
AMERICAN CAPITAL LTD COMMON 02503Y103 151 22,400 SH SHARED 11 22,400 0 AMERICAN EAGLE OUTFITTERS COMMON 02553E106 261 17,100 SH SHARED 11 17,100 0 AMERICAN ELECTRIC POWER C COMMON 025537101 1,081 26,180 SH SHARED 11 26,180 0 AMERICAN EXPRESS CO COMMO COMMON 025816109 3,100 65,720 SH SHARED 11 65,720 0 AMERICAN FINANCIAL GROUP COMMON 025932104 280 7,600 SH SHARED 11 7,600 0 AMERICAN INTERNATIONAL GR COMMON 026874784 527 22,700 SH SHARED 11 22,700 0 AMERICAN TOWER CORPORATIO COMMON 029912201 1,850 30,820 SH SHARED 11 30,820 0 AMERISOURCEBERGEN CORPORA COMMON 03073E105 786 21,140 SH SHARED 11 21,140 0 AMERIGROUP CORPORATION CO COMMON 03073T102 201 3,400 SH SHARED 11 3,400 0 AMETEK INC COMMON NEW COMMON 031100100 381 9,040 SH SHARED 11 9,040 0 AMGEN COMMON COMMON 031162100 2,682 41,768 SH SHARED 11 41,768 0 AMPHENOL CORP CLASS A COM COMMON 032095101 676 14,900 SH SHARED 11 14,900 0 ANADARKO PETROLEUM CORP C COMMON 032511107 1,992 26,100 SH SHARED 11 26,100 0 ANALOG DEVICES COMMON COMMON 032654105 839 23,440 SH SHARED 11 23,440 0 ANNALY CAPITAL MANAGEMENT COMMON 035710409 576 36,100 SH SHARED 11 36,100 0 ANSYS INC COMMON COMMON 03662Q105 261 4,560 SH SHARED 11 4,560 0 AON CORP COMMON COMMON 037389103 688 14,700 SH SHARED 11 14,700 0 APACHE CORPORATION COMMON COMMON 037411105 1,952 21,546 SH SHARED 11 21,546 0 APOLLO GROUP INC CL A COMMON 037604105 268 4,974 SH SHARED 11 4,974 0 APPLE INC COMMON 037833100 28,139 69,480 SH SHARED 11 69,480 0 APPLIED MATERIALS COMMON COMMON 038222105 676 63,160 SH SHARED 11 63,160 0 AQUA AMERICA INC COMMON COMMON 03836W103 260 11,800 SH SHARED 11 11,800 0 ARCH COAL INC COMMON COMMON 039380100 162 11,180 SH SHARED 11 11,180 0 ARCHER-DANIELS- MIDLAND CO COMMON 039483102 872 30,480 SH SHARED 11 30,480 0 ARROW ELECTRONICS COMMON COMMON 042735100 265 7,080 SH SHARED 11 7,080 0 ASSOCIATED BANC CORP COMM COMMON 045487105 118 10,570 SH SHARED 11 10,570 0 ASSURANT INC COMMON COMMON 04621X108 208 5,060 SH SHARED 11 5,060 0 ATMEL CORP COMMON COMMON 049513104 182 22,440 SH SHARED 11 22,440 0 ATWOOD OCEANICS COMMON COMMON 050095108 211 5,300 SH SHARED 11 5,300 0 AUTODESK COMMON COMMON 052769106 481 15,860 SH SHARED 11 15,860 0 AUTOLIV INC COMMON COMMON 052800109 262 4,900 SH SHARED 11 4,900 0 AUTOMATIC DATA PROCESSING COMMON 053015103 2,099 38,860 SH SHARED 11 38,860 0 AUTOZONE COMMON COMMON 053332102 559 1,720 SH SHARED 11 1,720 0 AVALONBAY COMMUNITIES INC COMMON 053484101 1,929 14,773 SH SHARED 11 14,773 0 AVNET COMMON COMMON 053807103 308 9,920 SH SHARED 11 9,920 0 AVON PRODUCTS INCORPORATE COMMON 054303102 635 36,340 SH SHARED 11 36,340 0 B B & T CORPORATION COMMO COMMON 054937107 870 34,580 SH SHARED 11 34,580 0 BP PLC SPONSORED ADR COMMON 055622104 791 18,506 SH SHARED 11 18,506 0 BRE PROPERTIES INC CL A C COMMON 05564E106 611 12,100 SH SHARED 11 12,100 0 BMC SOFTWARE COMMON COMMON 055921100 370 11,300 SH SHARED 11 11,300 0 BAKER HUGHES COMMON COMMON 057224107 1,304 26,800 SH SHARED 11 26,800 0 BALL CORPORATION COMMON COMMON 058498106 571 16,000 SH SHARED 11 16,000 0 BANK OF AMERICA CORP COMM COMMON 060505104 2,890 519,780 SH SHARED 11 519,780 0 BARD C R INCORPORATED COM COMMON 067383109 578 6,760 SH SHARED 11 6,760 0 BAXTER INTERNATIONAL COMM COMMON 071813109 2,024 40,900 SH SHARED 11 40,900 0 BE AEROSPACE COMMON COMMON 073302101 225 5,800 SH SHARED 11 5,800 0 BECTON DICKINSON & COMPAN COMMON 075887109 1,175 15,720 SH SHARED 11 15,720 0 BED BATH & BEYOND COMMON COMMON 075896100 973 16,780 SH SHARED 11 16,780 0 BERKLEY W R CORP COMMON COMMON 084423102 246 7,160 SH SHARED 11 7,160 0 BEST BUY CO COMMON COMMON 086516101 420 17,960 SH SHARED 11 17,960 0 BIOMARIN PHARMACEUTICAL I COMMON 09061G101 309 9,000 SH SHARED 11 9,000 0 BIOGEN IDEC INC COMMON COMMON 09062X103 2,069 18,800 SH SHARED 11 18,800 0 BLACKROCK INC COMMON COMMON 09247X101 948 5,320 SH SHARED 11 5,320 0 BLACKROCK LIQUIDITY FUNDS NOT REPORT 09248U619 9,268 9,267,792 SH SHARED 11 9,267,792 0 BLOCK H & R COMMON COMMON 093671105 253 15,520 SH SHARED 11 15,520 0 BOEING COMPANY COMMON COMMON 097023105 3,813 51,980 SH SHARED 11 51,980 0 BORG WARNER INC COMMON COMMON 099724106 617 9,680 SH SHARED 11 9,680 0 BOSTON PROPERTIES INC COM COMMON 101121101 3,954 39,700 SH SHARED 11 39,700 0 BOSTON SCIENTIFIC CORP CO COMMON 101137107 451 84,400 SH SHARED 11 84,400 0 BRINKER INTERNATIONAL COM COMMON 109641100 215 8,040 SH SHARED 11 8,040 0 BRISTOL-MYERS SQUIBB CO C COMMON 110122108 3,249 92,200 SH SHARED 11 92,200 0
BROADCOM CORP CLASS A COM COMMON 111320107 1,235 42,060 SH SHARED 11 42,060 0 BROOKFIELD OFFICE PROPERT COMMON 112900105 452 28,900 SH SHARED 11 28,900 0 BROWN-FORMAN CORP CL B CO COMMON 115637209 547 6,796 SH SHARED 11 6,796 0 C H ROBINSON WORLDWIDE IN COMMON 12541W209 933 13,368 SH SHARED 11 13,368 0 CIGNA CORP COMMON COMMON 125509109 663 15,780 SH SHARED 11 15,780 0 CME GROUP INC COMMON 12572Q105 760 3,120 SH SHARED 11 3,120 0 CMS ENERGY CORP COMMON COMMON 125896100 343 15,540 SH SHARED 11 15,540 0 CNO FINANCIAL GROUP INC COMMON 12621E103 68 10,770 SH SHARED 11 10,770 0 CSX CORP COMMON COMMON 126408103 1,799 85,400 SH SHARED 11 85,400 0 CVS/CAREMARK CORPORATION COMMON 126650100 2,904 71,200 SH SHARED 11 71,200 0 CA INC COMMON 12673P105 468 23,160 SH SHARED 11 23,160 0 CABLEVISION SYSTEMS NY GR COMMON 12686C109 192 13,480 SH SHARED 11 13,480 0 CABOT OIL & GAS CORP CL A COMMON 127097103 474 6,240 SH SHARED 11 6,240 0 CADENCE DESIGN SYSTEMS CO COMMON 127387108 256 24,620 SH SHARED 11 24,620 0 CAMDEN PROPERTY TRUST SH COMMON 133131102 245 3,940 SH SHARED 11 3,940 0 CAMERON INTERNATIONAL COR COMMON 13342B105 952 19,360 SH SHARED 11 19,360 0 CAPITAL ONE FINANCIAL COR COMMON 14040H105 990 23,400 SH SHARED 11 23,400 0 CARDINAL HEALTH INC COMMO COMMON 14149Y108 1,034 25,460 SH SHARED 11 25,460 0 CARMAX INC COMMON COMMON 143130102 262 8,600 SH SHARED 11 8,600 0 CARNIVAL CORP COMMON 143658300 641 19,640 SH SHARED 11 19,640 0 CARPENTER TECHNOLOGY CORP COMMON 144285103 317 6,160 SH SHARED 11 6,160 0 CATERPILLAR COMMON COMMON 149123101 4,566 50,400 SH SHARED 11 50,400 0 CELGENE CORP COMMON COMMON 151020104 2,377 35,166 SH SHARED 11 35,166 0 CENTERPOINT ENERGY INC CO COMMON 15189T107 440 21,920 SH SHARED 11 21,920 0 CENTURYLINK INC COMMON 156700106 1,103 29,638 SH SHARED 11 29,638 0 CERNER CORP COMMON COMMON 156782104 590 9,640 SH SHARED 11 9,640 0 CHESAPEAKE ENERGY CORP CO COMMON 165167107 736 33,000 SH SHARED 11 33,000 0 CHEVRON CORP COMMON COMMON 166764100 10,959 103,000 SH SHARED 11 103,000 0 CHICOS FAS INC COMMON COMMON 168615102 200 17,980 SH SHARED 11 17,980 0 CHUBB CORPORATION COMMON COMMON 171232101 1,170 16,900 SH SHARED 11 16,900 0 CHURCH & DWIGHT COMMON COMMON 171340102 521 11,384 SH SHARED 11 11,384 0 CIMAREX ENERGY CO COMMON COMMON 171798101 353 5,700 SH SHARED 11 5,700 0 CINCINNATI BELL INC COMMO COMMON 171871106 35 11,700 SH SHARED 11 11,700 0 CINCINNATI FINANCIAL CORP COMMON 172062101 281 9,212 SH SHARED 11 9,212 0 CISCO SYSTEMS COMMON COMMON 17275R102 5,157 285,240 SH SHARED 11 285,240 0 CINTAS CORP COMMON COMMON 172908105 433 12,440 SH SHARED 11 12,440 0 CITIGROUP INC COMMON COMMON 172967424 3,931 149,404 SH SHARED 11 149,404 0 CITRIX SYSTEMS INC COMMON COMMON 177376100 927 15,260 SH SHARED 11 15,260 0 CLIFFS NATURAL RESOURCES COMMON 18683K101 753 12,080 SH SHARED 11 12,080 0 CLOROX COMPANY COMMON COMMON 189054109 262 3,936 SH SHARED 11 3,936 0 COACH INC COMMON COMMON 189754104 1,422 23,300 SH SHARED 11 23,300 0 COCA-COLA COMPANY COMMON COMMON 191216100 10,067 143,882 SH SHARED 11 143,882 0 COGNIZANT TECHNOLOGY SOLU COMMON 192446102 1,552 24,140 SH SHARED 11 24,140 0 COLGATE PALMOLIVE COMPANY COMMON 194162103 3,121 33,776 SH SHARED 11 33,776 0 COMCAST CORPORATION COMMO COMMON 20030N101 3,769 158,960 SH SHARED 11 158,960 0 COMMERCE BANCSHARES COMMO COMMON 200525103 302 7,928 SH SHARED 11 7,928 0 COMPANIA DE MINAS BUENAVE COMMON 204448104 257 6,700 SH SHARED 11 6,700 0 CONAGRA FOODS INC COMMON COMMON 205887102 493 18,660 SH SHARED 11 18,660 0 CONOCOPHILLIPS COMMON COMMON 20825C104 5,124 70,320 SH SHARED 11 70,320 0 CONSOL ENERGY INC COMMON COMMON 20854P109 503 13,700 SH SHARED 11 13,700 0 CONSOLIDATED EDISON INC COMMON 209115104 1,109 17,880 SH SHARED 11 17,880 0 CONSTELLATION ENERGY GROU COMMON 210371100 205 5,160 SH SHARED 11 5,160 0 COOPER COMPANIES INC COMM COMMON 216648402 289 4,100 SH SHARED 11 4,100 0 COPART INC COMMON COMMON 217204106 454 9,480 SH SHARED 11 9,480 0 CORELOGIC INC. COMMON 21871D103 155 11,960 SH SHARED 11 11,960 0 CORN PRODUCTS INTERNATION COMMON 219023108 418 7,940 SH SHARED 11 7,940 0 CORNING COMMON COMMON 219350105 1,060 81,680 SH SHARED 11 81,680 0 COSTCO WHOLESALE CORP COM COMMON 22160K105 2,560 30,720 SH SHARED 11 30,720 0 COVANCE INC COMMON COMMON 222816100 251 5,480 SH SHARED 11 5,480 0 COVENTRY HEALTH CARE INC COMMON 222862104 236 7,780 SH SHARED 11 7,780 0 CRANE CO COMMON COMMON 224399105 229 4,900 SH SHARED 11 4,900 0
CROWN CASTLE INTL CORP CO COMMON 228227104 900 20,080 SH SHARED 11 20,080 0 CROWN HOLDINGS INC COMMON COMMON 228368106 291 8,680 SH SHARED 11 8,680 0 CUMMINS INC COMMON COMMON 231021106 1,412 16,040 SH SHARED 11 16,040 0 CYPRESS SEMICONDUCTOR COR COMMON 232806109 190 11,260 SH SHARED 11 11,260 0 DDR CORPORATION COMMON 23317H102 824 67,700 SH SHARED 11 67,700 0 D R HORTON INC COMMON COMMON 23331A109 178 14,140 SH SHARED 11 14,140 0 DTE ENERGY COMPANY COMMON COMMON 233331107 425 7,800 SH SHARED 11 7,800 0 DANAHER CORP COMMON COMMON 235851102 2,021 42,960 SH SHARED 11 42,960 0 DARDEN RESTAURANTS INC CO COMMON 237194105 423 9,280 SH SHARED 11 9,280 0 DAVITA INC COMMON COMMON 23918K108 499 6,588 SH SHARED 11 6,588 0 DEAN FOODS INC COMMON COMMON 242370104 149 13,320 SH SHARED 11 13,320 0 DEERE & CO COMMON COMMON 244199105 2,437 31,500 SH SHARED 11 31,500 0 DELL INC COMMON COMMON 24702R101 1,558 106,500 SH SHARED 11 106,500 0 DENBURY RESOURCES INC COM COMMON 247916208 390 25,830 SH SHARED 11 25,830 0 DENTSPLY INTERNATIONAL IN COMMON 249030107 257 7,340 SH SHARED 11 7,340 0 DEVON ENERGY CORPORATION COMMON 25179M103 1,265 20,400 SH SHARED 11 20,400 0 DICK'S SPORTING GOODS INC COMMON 253393102 376 10,200 SH SHARED 11 10,200 0 DISNEY WALT CO COMMON COMMON 254687106 3,498 93,292 SH SHARED 11 93,292 0 DOLLAR TREE INC COMMON 256746108 728 8,762 SH SHARED 11 8,762 0 DOMINION RESOURCES INC VA COMMON 25746U109 1,706 32,140 SH SHARED 11 32,140 0 DONALDSON COMPANY INCORPO COMMON 257651109 331 4,860 SH SHARED 11 4,860 0 DONNELLEY R R & SONS CO C COMMON 257867101 190 13,140 SH SHARED 11 13,140 0 DOVER CORP COMMON COMMON 260003108 901 15,520 SH SHARED 11 15,520 0 DOW CHEMICAL CO COMMON COMMON 260543103 1,740 60,500 SH SHARED 11 60,500 0 E I DUPONT DE NEMOURS & C COMMON 263534109 2,988 65,260 SH SHARED 11 65,260 0 DUKE REALTY CORPORATION C COMMON 264411505 152 12,620 SH SHARED 11 12,620 0 DUN & BRADSTREET CORP NEW COMMON 26483E100 274 3,660 SH SHARED 11 3,660 0 E M C CORP MASSACHUSETTS COMMON 268648102 3,230 149,940 SH SHARED 11 149,940 0 EOG RESOURCES INC COMMON COMMON 26875P101 1,773 18,000 SH SHARED 11 18,000 0 EQT CORPORATION COMMON 26884L109 378 6,900 SH SHARED 11 6,900 0 EAST WEST BANCORP INC COM COMMON 27579R104 257 13,000 SH SHARED 11 13,000 0 EASTMAN CHEMICAL CO COMMO COMMON 277432100 484 12,400 SH SHARED 11 12,400 0 EASTMAN KODAK COMPANY COM COMMON 277461109 7 10,550 SH SHARED 11 10,550 0 EATON CORP COMMON COMMON 278058102 966 22,200 SH SHARED 11 22,200 0 EATON VANCE CORP COMMON N COMMON 278265103 282 11,940 SH SHARED 11 11,940 0 EBAY INC COMMON COMMON 278642103 2,149 70,840 SH SHARED 11 70,840 0 ECOLAB COMMON COMMON 278865100 1,281 22,154 SH SHARED 11 22,154 0 EDISON INTERNATIONAL COMM COMMON 281020107 912 22,040 SH SHARED 11 22,040 0 EDWARDS LIFESCIENCE CORP COMMON 28176E108 465 6,572 SH SHARED 11 6,572 0 EL PASO CORPORATION COMMO COMMON 28336L109 1,357 51,080 SH SHARED 11 51,080 0 ELECTRONIC ARTS COMMON COMMON 285512109 555 26,920 SH SHARED 11 26,920 0 EMCORE CORP COMMON COMMON 290846104 10 11,590 SH SHARED 11 11,590 0 EMERSON ELECTRIC COMPANY COMMON 291011104 2,701 57,980 SH SHARED 11 57,980 0 ENDO PHARMACEUTICALS HOLD COMMON 29264F205 235 6,820 SH SHARED 11 6,820 0 ENERGEN CORP COMMON COMMON 29265N108 273 5,460 SH SHARED 11 5,460 0 ENERGIZER HOLDING INC COM COMMON 29266R108 355 4,580 SH SHARED 11 4,580 0 ENTERGY CORP NEW COMMON COMMON 29364G103 638 8,740 SH SHARED 11 8,740 0 EQUIFAX COMMON COMMON 294429105 315 8,120 SH SHARED 11 8,120 0 EQUINIX INC COMMON NEW COMMON 29444U502 404 3,980 SH SHARED 11 3,980 0 EQUITY RESIDENTIAL SHS BE COMMON 29476L107 2,007 35,200 SH SHARED 11 35,200 0 ESSEX PROPERTY TRUST INC COMMON 297178105 2,599 18,500 SH SHARED 11 18,500 0 EXELON CORPORATION COMMON COMMON 30161N101 1,160 26,740 SH SHARED 11 26,740 0 EXPEDITORS INTL OF WASHIN COMMON 302130109 637 15,560 SH SHARED 11 15,560 0 EXPRESS SCRIPTS INC COMMO COMMON 302182100 1,689 37,800 SH SHARED 11 37,800 0 EXXON MOBIL CORPORATION C COMMON 30231G102 28,222 332,966 SH SHARED 11 332,966 0 FMC TECHNOLOGIES INC COMM COMMON 30249U101 811 15,520 SH SHARED 11 15,520 0 FMC CORPORATION COMMON NE COMMON 302491303 315 3,660 SH SHARED 11 3,660 0 FACTSET RESEARCH SYSTEMS COMMON 303075105 269 3,080 SH SHARED 11 3,080 0 FAMILY DOLLAR STORES COMM COMMON 307000109 557 9,652 SH SHARED 11 9,652 0 FASTENAL CO COMMON COMMON 311900104 1,034 23,720 SH SHARED 11 23,720 0 FEDERAL REALTY INVESTMENT COMMON 313747206 1,791 19,740 SH SHARED 11 19,740 0
FEDEX CORPORATION COMMON COMMON 31428X106 1,363 16,320 SH SHARED 11 16,320 0 F5 NETWORKS INC COMMON COMMON 315616102 787 7,420 SH SHARED 11 7,420 0 FIDELITY NATIONAL INFORMA COMMON 31620M106 406 15,286 SH SHARED 11 15,286 0 FIFTH THIRD BANCORP OHIO COMMON 316773100 506 39,800 SH SHARED 11 39,800 0 FIRST HORIZON NATIONAL CO COMMON 320517105 102 12,768 SH SHARED 11 12,768 0 FIRST NIAGARA FINANCIAL G COMMON 33582V108 180 20,860 SH SHARED 11 20,860 0 FISERV COMMON COMMON 337738108 638 10,860 SH SHARED 11 10,860 0 FIRST ENERGY CORP COMMON COMMON 337932107 1,225 27,652 SH SHARED 11 27,652 0 FLUOR CORP COMMON NEW COMMON 343412102 761 15,140 SH SHARED 11 15,140 0 FLOWERS FOOD INC COMMON COMMON 343498101 236 12,450 SH SHARED 11 12,450 0 FLOWSERVE CORPORATION COM COMMON 34354P105 405 4,080 SH SHARED 11 4,080 0 FOOT LOCKER INC COMMON COMMON 344849104 235 9,860 SH SHARED 11 9,860 0 FORD MOTOR CO DEL COMMON COMMON 345370860 2,574 239,240 SH SHARED 11 239,240 0 FOREST LABS COMMON COMMON 345838106 504 16,660 SH SHARED 11 16,660 0 FOSSIL INC COMMON COMMON 349882100 381 4,800 SH SHARED 11 4,800 0 FRANKLIN RESOURCES COMMON COMMON 354613101 1,149 11,960 SH SHARED 11 11,960 0 FREEPORT- MCMORAN COPPER & COMMON 35671D857 2,683 72,920 SH SHARED 11 72,920 0 FRONTIER COMMUNICATIONS C COMMON 35906A108 316 61,284 SH SHARED 11 61,284 0 FULTON FINANCIAL CORP COM COMMON 360271100 145 14,820 SH SHARED 11 14,820 0 GALLAGHER ARTHUR J & CO C COMMON 363576109 259 7,760 SH SHARED 11 7,760 0 GANNETT CO COMMON COMMON 364730101 168 12,580 SH SHARED 11 12,580 0 GAP COMMON COMMON 364760108 237 12,780 SH SHARED 11 12,780 0 GARDNER DENVER INC COMMON COMMON 365558105 467 6,060 SH SHARED 11 6,060 0 GENERAL DYNAMICS CORP COM COMMON 369550108 1,157 17,420 SH SHARED 11 17,420 0 GENERAL ELECTRIC CO COMMO COMMON 369604103 9,608 536,440 SH SHARED 11 536,440 0 GENERAL MILLS INCORPORATE COMMON 370334104 1,672 41,368 SH SHARED 11 41,368 0 GENUINE PARTS COMPANY COM COMMON 372460105 607 9,920 SH SHARED 11 9,920 0 GENWORTH FINANCIAL INC CL COMMON 37247D106 115 17,520 SH SHARED 11 17,520 0 GILEAD SCIENCES COMMON COMMON 375558103 2,131 52,054 SH SHARED 11 52,054 0 GLOBAL PAYMENTS INC W/I C COMMON 37940X102 308 6,500 SH SHARED 11 6,500 0 GOLDMAN SACHS GROUP INC C COMMON 38141G104 2,440 26,980 SH SHARED 11 26,980 0 GOODRICH CORP COMMON COMMON 382388106 873 7,060 SH SHARED 11 7,060 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 336 23,720 SH SHARED 11 23,720 0 W R GRACE & CO DEL NEW CO COMMON 38388F108 230 5,000 SH SHARED 11 5,000 0 GRAFTECH INTERNATIONAL LT COMMON 384313102 147 10,800 SH SHARED 11 10,800 0 GRAINGER W W COMMON COMMON 384802104 753 4,020 SH SHARED 11 4,020 0 GREEN MOUNTAIN COFFEE ROA COMMON 393122106 353 7,880 SH SHARED 11 7,880 0 HCP INC COMMON 40414L109 2,471 59,640 SH SHARED 11 59,640 0 HALLIBURTON COMPANY COMMO COMMON 406216101 2,238 64,860 SH SHARED 11 64,860 0 HANSEN NATURAL CORP COMMO COMMON 411310105 485 5,268 SH SHARED 11 5,268 0 HARLEY DAVIDSON COMMON COMMON 412822108 618 15,900 SH SHARED 11 15,900 0 HARRIS CORP COMMON COMMON 413875105 363 10,080 SH SHARED 11 10,080 0 HARTFORD FINANCIAL SERVIC COMMON 416515104 393 24,180 SH SHARED 11 24,180 0 HASBRO COMMON COMMON 418056107 395 12,380 SH SHARED 11 12,380 0 HEALTH CARE REIT COMMON COMMON 42217K106 1,976 36,240 SH SHARED 11 36,240 0 HEALTH NET INC COMMON COMMON 42222G108 226 7,440 SH SHARED 11 7,440 0 HECLA MINING CO COMMON COMMON 422704106 99 18,938 SH SHARED 11 18,938 0 HEINZ H J COMPANY COMMON COMMON 423074103 992 18,360 SH SHARED 11 18,360 0 HELMERICH & PAYNE COMMON COMMON 423452101 359 6,160 SH SHARED 11 6,160 0 THE HERSHEY COMPANY COMMON 427866108 573 9,280 SH SHARED 11 9,280 0 HESS CORPORATION COMMON 42809H107 817 14,380 SH SHARED 11 14,380 0 HEWLETT- PACKARD CO COMMON COMMON 428236103 2,478 96,180 SH SHARED 11 96,180 0 HIGHWOODS PROPERTIES INC COMMON 431284108 237 7,975 SH SHARED 11 7,975 0 HOLLYFRONTIER CORPORATION COMMON 436106108 245 10,480 SH SHARED 11 10,480 0 HOLOGIC INC COMMON COMMON 436440101 282 16,080 SH SHARED 11 16,080 0 HOME DEPOT COMMON COMMON 437076102 4,426 105,280 SH SHARED 11 105,280 0 HONEYWELL INTERNATIONAL I COMMON 438516106 3,334 61,340 SH SHARED 11 61,340 0 HORMEL FOODS CORP COMMON COMMON 440452100 203 6,920 SH SHARED 11 6,920 0 HOSPITALITY PROPERTIES TR COMMON 44106M102 214 9,300 SH SHARED 11 9,300 0 HOSPIRA INC COMMON COMMON 441060100 466 15,340 SH SHARED 11 15,340 0 HOST HOTELS & RESORTS INC COMMON 44107P104 1,803 122,094 SH SHARED 11 122,094 0
HUBBELL CLASS B COMMON COMMON 443510201 213 3,180 SH SHARED 11 3,180 0 HUMANA COMMON COMMON 444859102 871 9,940 SH SHARED 11 9,940 0 HUMAN GENOME SCIENCES INC COMMON 444903108 81 11,000 SH SHARED 11 11,000 0 HUNT J B TRANSPORT SERVIC COMMON 445658107 413 9,160 SH SHARED 11 9,160 0 HUNTINGTON BANCSHARES COM COMMON 446150104 237 43,082 SH SHARED 11 43,082 0 IAC/ INTERACTIVECORP COMMON 44919P508 301 7,060 SH SHARED 11 7,060 0 IDEXX LABS COMMON COMMON 45168D104 276 3,580 SH SHARED 11 3,580 0 ILLINOIS TOOL WORKS COMMO COMMON 452308109 1,392 29,800 SH SHARED 11 29,800 0 ILLUMINA INC COMMON COMMON 452327109 268 8,800 SH SHARED 11 8,800 0 INFORMATICA CORPORATION C COMMON 45666Q102 259 7,000 SH SHARED 11 7,000 0 INTEL CORP COMMON COMMON 458140100 6,478 267,140 SH SHARED 11 267,140 0 INTERNATIONAL BUSINESS MA COMMON 459200101 16,321 88,760 SH SHARED 11 88,760 0 INTERNATIONAL GAME TECHNO COMMON 459902102 286 16,600 SH SHARED 11 16,600 0 INTERNATIONAL PAPER COMPA COMMON 460146103 624 21,080 SH SHARED 11 21,080 0 INTERPUBLIC GROUP OF COMP COMMON 460690100 298 30,640 SH SHARED 11 30,640 0 INTUITIVE SURGICAL INC CO COMMON 46120E602 1,389 3,000 SH SHARED 11 3,000 0 INTUIT COMMON COMMON 461202103 1,287 24,480 SH SHARED 11 24,480 0 IRON MOUNTAIN INC COMMON COMMON 462846106 264 8,560 SH SHARED 11 8,560 0 ISHARES BARCLAYS TIPS BON COMMON 464287176 2,801 24,000 SH SHARED 11 24,000 0 JDS UNIPHASE CORP COMMON COMMON 46612J507 122 11,700 SH SHARED 11 11,700 0 JPMORGAN CHASE & COMPANY COMMON 46625H100 6,705 201,640 SH SHARED 11 201,640 0 JABIL CIRCUIT INC COMMON COMMON 466313103 367 18,680 SH SHARED 11 18,680 0 JACOBS ENGINEERING GROUP COMMON 469814107 288 7,100 SH SHARED 11 7,100 0 JANUS CAPITAL GROUP INC C COMMON 47102X105 80 12,700 SH SHARED 11 12,700 0 JOHNSON & JOHNSON COMMON COMMON 478160104 9,538 145,440 SH SHARED 11 145,440 0 JOHNSON CONTROLS COMMON COMMON 478366107 1,140 36,460 SH SHARED 11 36,460 0 JONES LANG LASALLE INC CO COMMON 48020Q107 217 3,540 SH SHARED 11 3,540 0 JOY GLOBAL INC COMMON COMMON 481165108 492 6,560 SH SHARED 11 6,560 0 JUNIPER NETWORKS INC COMM COMMON 48203R104 834 40,880 SH SHARED 11 40,880 0 KLA-TENCOR CORPORATION CO COMMON 482480100 680 14,100 SH SHARED 11 14,100 0 KANSAS CITY SOUTHERN COMM COMMON 485170302 381 5,600 SH SHARED 11 5,600 0 KELLOGG COMPANY COMMON COMMON 487836108 722 14,280 SH SHARED 11 14,280 0 KEYCORP NEW COMMON COMMON 493267108 226 29,340 SH SHARED 11 29,340 0 KIMBERLY CLARK CORP COMMO COMMON 494368103 1,918 26,080 SH SHARED 11 26,080 0 KIMCO REALTY CORP COMMON COMMON 49446R109 516 31,760 SH SHARED 11 31,760 0 KOHLS CORP COMMON COMMON 500255104 771 15,620 SH SHARED 11 15,620 0 KRAFT FOODS INC CL A COMM COMMON 50075N104 3,406 91,174 SH SHARED 11 91,174 0 KROGER COMPANY COMMON COMMON 501044101 1,019 42,072 SH SHARED 11 42,072 0 LKQ CORP COMMON COMMON 501889208 375 12,480 SH SHARED 11 12,480 0 LSI CORPORATION COMMON 502161102 87 14,600 SH SHARED 11 14,600 0 L-3 COMMUNICATIONS HOLDIN COMMON 502424104 415 6,220 SH SHARED 11 6,220 0 LABORATORY CORP AMERICA H COMMON 50540R409 535 6,220 SH SHARED 11 6,220 0 LAM RESEARCH CORP COMMON COMMON 512807108 201 5,420 SH SHARED 11 5,420 0 ESTEE LAUDER COMPANIES IN COMMON 518439104 851 7,580 SH SHARED 11 7,580 0 LEUCADIA NATIONAL CORP CO COMMON 527288104 231 10,140 SH SHARED 11 10,140 0 LIBERTY PROPERTY TRUST COMMON 531172104 645 20,880 SH SHARED 11 20,880 0 LIFE TECHNOLOGIES CORPORA COMMON 53217V109 392 10,062 SH SHARED 11 10,062 0 LILLY ELI & COMPANY COMMO COMMON 532457108 2,426 58,380 SH SHARED 11 58,380 0 LIMITED BRANDS INC COMMON COMMON 532716107 666 16,500 SH SHARED 11 16,500 0 LINCOLN ELECTRIC HOLDING COMMON 533900106 203 5,200 SH SHARED 11 5,200 0 LINCOLN NATIONAL CORP COM COMMON 534187109 391 20,140 SH SHARED 11 20,140 0 LINEAR TECHNOLOGY CORP CO COMMON 535678106 467 15,540 SH SHARED 11 15,540 0 LOCKHEED MARTIN CORP COMM COMMON 539830109 1,432 17,700 SH SHARED 11 17,700 0 LOEWS CORPORATION COMMON COMMON 540424108 398 10,580 SH SHARED 11 10,580 0 LOWE'S COMPANIES COMMON COMMON 548661107 1,675 66,000 SH SHARED 11 66,000 0 MBIA COMMON COMMON 55262C100 207 17,900 SH SHARED 11 17,900 0 MEMC ELECTRONICS MATERIAL COMMON 552715104 52 13,080 SH SHARED 11 13,080 0 MFA FINANCIAL INC COMMON 55272X102 83 12,361 SH SHARED 11 12,361 0 MGM RESORTS INTERNATIONAL COMMON 552953101 196 18,820 SH SHARED 11 18,820 0 MACERICH CO COMMON COMMON 554382101 1,113 22,004 SH SHARED 11 22,004 0 MACY'S INC COMMON 55616P104 784 24,360 SH SHARED 11 24,360 0
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