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
MARATHON OIL
CORPORATION COMMON 565849106 1,014 34,660 SH SHARED 11 34,660 0
MARATHON OIL
CORPORATION COMMON 565849106 1,014 34,660 SH SHARED 11 34,660 0
MARSH & MC
LENNAN
COMPANI COMMON 571748102 1,084 34,280 SH SHARED 11 34,280 0
MARRIOTT
INTERNATIONAL
IN COMMON 571903202 413 14,144 SH SHARED 11 14,144 0
MARTIN
MARIETTA
MATERIALS COMMON 573284106 210 2,780 SH SHARED 11 2,780 0
MASCO
CORPORATION
COMMON COMMON 574599106 191 18,260 SH SHARED 11 18,260 0
MATTEL COMMON COMMON 577081102 591 21,300 SH SHARED 11 21,300 0
MAXIM
INTEGRATED
PRODUCTS COMMON 57772K101 621 23,840 SH SHARED 11 23,840 0
MCCORMICK &
COMPANY
NON-V COMMON 579780206 507 10,060 SH SHARED 11 10,060 0
MCDERMOTT INTL
COMMON COMMON 580037109 117 10,160 SH SHARED 11 10,160 0
MCDONALD'S
CORPORATION
CO COMMON 580135101 7,745 77,198 SH SHARED 11 77,198 0
MCGRAW HILL
COMPANIES INC COMMON 580645109 1,020 22,680 SH SHARED 11 22,680 0
MCKESSON
CORPORATION
COMM COMMON 58155Q103 1,476 18,940 SH SHARED 11 18,940 0
MEADWESTVACO
CORP COMMON COMMON 583334107 280 9,360 SH SHARED 11 9,360 0
MEDCO HEALTH
SOLUTIONS IN COMMON 58405U102 1,637 29,280 SH SHARED 11 29,280 0
MEDTRONIC
COMMON COMMON 585055106 2,950 77,120 SH SHARED 11 77,120 0
MERCK & CO COMMON 58933Y105 5,802 153,892 SH SHARED 11 153,892 0
METLIFE INC
COMMON COMMON 59156R108 1,297 41,602 SH SHARED 11 41,602 0
METTLER -TOLEDO
INTERNATI COMMON 592688105 272 1,840 SH SHARED 11 1,840 0
MICROS SYSTEMS
COMMON COMMON 594901100 281 6,040 SH SHARED 11 6,040 0
MICROSOFT CORP
COMMON COMMON 594918104 14,135 544,480 SH SHARED 11 544,480 0
MICROCHIP
TECHNOLOGY
INC COMMON 595017104 530 14,480 SH SHARED 11 14,480 0
MICRON
TECHNOLOGY
COMMON COMMON 595112103 349 55,540 SH SHARED 11 55,540 0
MONSANTO
COMPANY
COMMON COMMON 61166W101 2,936 41,900 SH SHARED 11 41,900 0
MONSTER
WORLDWIDE
INC COM COMMON 611742107 97 12,240 SH SHARED 11 12,240 0
MOODYS
CORPORATION
COMMON COMMON 615369105 528 15,680 SH SHARED 11 15,680 0
MORGAN
STANLEY
COMMON COMMON 617446448 1,213 80,192 SH SHARED 11 80,192 0
MOTOROLA
SOLUTIONS COMMON 620076307 721 15,580 SH SHARED 11 15,580 0
MURPHY OIL CORP
COMMON COMMON 626717102 608 10,900 SH SHARED 11 10,900 0
MYLAN INC. COMMON 628530107 782 36,460 SH SHARED 11 36,460 0
NCR CORP
COMMON COMMON 62886E108 175 10,640 SH SHARED 11 10,640 0
NII HOLDINGS INC
CLASS B COMMON 62913F201 238 11,180 SH SHARED 11 11,180 0
NATIONAL FUEL
GAS CO COMM COMMON 636180101 268 4,820 SH SHARED 11 4,820 0
NATIONAL
OILWELL VARCO
IN COMMON 637071101 1,435 21,110 SH SHARED 11 21,110 0
NEW YORK
COMMUNITY
BANCOR COMMON 649445103 238 19,280 SH SHARED 11 19,280 0
NEWELL
RUBBERMAID
INC COM COMMON 651229106 275 17,040 SH SHARED 11 17,040 0
NEWFIELD
EXPLORATION
CO C COMMON 651290108 321 8,520 SH SHARED 11 8,520 0
NEWMONT MINING
CORP COMMO COMMON 651639106 1,581 26,340 SH SHARED 11 26,340 0
NEXTERA ENERGY
INC COMMON 65339F101 1,162 19,080 SH SHARED 11 19,080 0
NIKE CLASS B
COMMON COMMON 654106103 2,633 27,320 SH SHARED 11 27,320 0
NISOURCE INC
COMMON COMMON 65473P105 657 27,600 SH SHARED 11 27,600 0
NOBLE ENERGY
INC COMMON COMMON 655044105 1,012 10,720 SH SHARED 11 10,720 0
NORDSTROM
COMMON COMMON 655664100 585 11,760 SH SHARED 11 11,760 0
NORFOLK
SOUTHERN CORP
COM COMMON 655844108 1,437 19,720 SH SHARED 11 19,720 0
NORTHEAST
UTILITIES
COMMO COMMON 664397106 311 8,620 SH SHARED 11 8,620 0
NORTHERN TRUST
CORP COMMO COMMON 665859104 387 9,760 SH SHARED 11 9,760 0
NORTHROP
GRUMMAN CORP
COM COMMON 666807102 850 14,540 SH SHARED 11 14,540 0
NOVELLUS
SYSTEMS
COMMON COMMON 670008101 251 6,080 SH SHARED 11 6,080 0
NUANCE
COMMUNICATIONS
INC COMMON 67020Y100 362 14,400 SH SHARED 11 14,400 0
NUCOR CORP
COMMON COMMON 670346105 708 17,900 SH SHARED 11 17,900 0
NVIDIA CORP
COMMON COMMON 67066G104 562 40,560 SH SHARED 11 40,560 0
NV ENERGY INC COMMON 67073Y106 192 11,760 SH SHARED 11 11,760 0
OGE ENERGY CORP
COMMON COMMON 670837103 353 6,220 SH SHARED 11 6,220 0
OCCIDENTAL
PETROLEUM
CORP COMMON 674599105 4,273 45,600 SH SHARED 11 45,600 0
OCEANEERING
INTERNATIONAL COMMON 675232102 469 10,160 SH SHARED 11 10,160 0
OFFICE DEPOT
CORP COMMON COMMON 676220106 24 10,960 SH SHARED 11 10,960 0
OIL STATES
INTERNATIONAL COMMON 678026105 406 5,320 SH SHARED 11 5,320 0
OLD REPUBLIC
INTERNATIONA COMMON 680223104 122 13,200 SH SHARED 11 13,200 0
OMNICOM GROUP
COMMON COMMON 681919106 926 20,780 SH SHARED 11 20,780 0
ON
SEMICONDUCTOR
CORPORAT COMMON 682189105 157 20,340 SH SHARED 11 20,340 0
ONEOK INC NEW
COMMON COMMON 682680103 447 5,160 SH SHARED 11 5,160 0
ORACLE CORP
COMMON COMMON 68389X105 7,177 279,800 SH SHARED 11 279,800 0
OWENS ILL INC
COMMON NEW COMMON 690768403 282 14,560 SH SHARED 11 14,560 0
P G & E
CORPORATION
COMMO COMMON 69331C108 513 12,440 SH SHARED 11 12,440 0
PMC - SIERRA
INC COMMON COMMON 69344F106 83 15,100 SH SHARED 11 15,100 0
PNC FINANCIAL
SERVICES GR COMMON 693475105 1,506 26,120 SH SHARED 11 26,120 0
PPG INDUSTRIES
COMMON COMMON 693506107 938 11,240 SH SHARED 11 11,240 0
PPL
CORPORATION
COMMON COMMON 69351T106 894 30,400 SH SHARED 11 30,400 0
PVH
CORPORATION COMMON 693656100 223 3,160 SH SHARED 11 3,160 0
PACCAR
COMMON COMMON 693718108 1,063 28,380 SH SHARED 11 28,380 0
PALL CORP
COMMON COMMON 696429307 362 6,340 SH SHARED 11 6,340 0
PANERA BREAD
COMPANY
CLAS COMMON 69840W108 409 2,890 SH SHARED 11 2,890 0
PARKER-
HANNIFIN
CORP COMM COMMON 701094104 686 9,000 SH SHARED 11 9,000 0
PATTERSON
COMPANIES
INC COMMON 703395103 252 8,540 SH SHARED 11 8,540 0
PAYCHEX
COMMON COMMON 704326107 576 19,140 SH SHARED 11 19,140 0
PEABODY
ENERGY CORP
COMMO COMMON 704549104 601 18,140 SH SHARED 11 18,140 0
J C PENNEY
COMPANY
COMMON COMMON 708160106 347 9,860 SH SHARED 11 9,860 0
PEPCO
HOLDINGS INC
COMMON COMMON 713291102 493 24,300 SH SHARED 11 24,300 0
PEPSICO
INCORPORATED
COMM COMMON 713448108 7,882 118,798 SH SHARED 11 118,798 0
PERRIGO CO
COMMON COMMON 714290103 401 4,120 SH SHARED 11 4,120 0
PETSMART INC
COMMON COMMON 716768106 396 7,720 SH SHARED 11 7,720 0
PFIZER COMMON COMMON 717081103 8,535 394,414 SH SHARED 11 394,414 0
PINNACLE WEST
CAPITAL COR COMMON 723484101 308 6,400 SH SHARED 11 6,400 0
PIONEER
NATURAL
RESOURCES COMMON 723787107 666 7,440 SH SHARED 11 7,440 0
PLAINS
EXPLORATION &
PROD COMMON 726505100 389 10,582 SH SHARED 11 10,582 0
PLUM CREEK
TIMBER CO
INC COMMON 729251108 439 12,020 SH SHARED 11 12,020 0
POLARIS
INDUSTRIES
INC CO COMMON 731068102 224 4,000 SH SHARED 11 4,000 0
POLYCOM INC
COMMON COMMON 73172K104 274 16,800 SH SHARED 11 16,800 0
POPULAR INC
COMMON COMMON 733174106 117 84,000 SH SHARED 11 84,000 0
POST
PROPERTIES
INC COMMO COMMON 737464107 380 8,681 SH SHARED 11 8,681 0
PRAXAIR
COMMON COMMON 74005P104 2,555 23,900 SH SHARED 11 23,900 0
PRECISION
CASTPARTS
COMMO COMMON 740189105 1,645 9,980 SH SHARED 11 9,980 0
T ROWE PRICE
GROUP INC
CO............ COMMON 74144T108 1,182 20,760 SH SHARED 11 20,760 0
PRICELINE COM
INC NEW
COM........... COMMON 741503403 1,618 3,460 SH SHARED 11 3,460 0
PRINCIPAL
FINANCIAL
GROUP......... COMMON 74251V102 511 20,780 SH SHARED 11 20,780 0
PROCTER &
GAMBLE CO
COMMO......... COMMON 742718109 9,514 142,612 SH SHARED 11 142,612 0
PROGRESS
ENERGY INC
COMMO......... COMMON 743263105 820 14,640 SH SHARED 11 14,640 0
PROGRESSIVE
CORP OHIO
COM........... COMMON 743315103 401 20,560 SH SHARED 11 20,560 0
PROLOGIS INC.... COMMON 74340W103 3,057 106,941 SH SHARED 11 106,941 0
PRUDENTIAL
FINANCIAL
INC........... COMMON 744320102 1,236 24,660 SH SHARED 11 24,660 0
PUBLIC SERVICE
ENTERPRISE.... COMMON 744573106 515 15,600 SH SHARED 11 15,600 0
PUBLIC
STORAGE....... COMMON 74460D109 3,700 27,520 SH SHARED 11 27,520 0
PULTE GROUP..... COMMON 745867101 112 17,680 SH SHARED 11 17,680 0
QUALCOMM
COMMON........ COMMON 747525103 7,056 129,000 SH SHARED 11 129,000 0
QUANTA
SERVICES INC
COMMO......... COMMON 74762E102 216 10,020 SH SHARED 11 10,020 0
QUEST
DIAGNOSTICS
INC COM....... COMMON 74834L100 540 9,300 SH SHARED 11 9,300 0
QUESTAR CORP
COMMON........ COMMON 748356102 457 23,000 SH SHARED 11 23,000 0
QUICKSILVER
RESOURCES
INC........... COMMON 74837R104 78 11,580 SH SHARED 11 11,580 0
RPC INC
COMMON........ COMMON 749660106 193 10,600 SH SHARED 11 10,600 0
RF MICRO
DEVICES INC
COMM.......... COMMON 749941100 68 12,600 SH SHARED 11 12,600 0
RALCORP
HOLDINGS INC
COMM.......... COMMON 751028101 214 2,500 SH SHARED 11 2,500 0
RALPH LAUREN
CORPORATION... COMMON 751212101 718 5,200 SH SHARED 11 5,200 0
RANGE
RESOURCES
CORP COMM..... COMMON 75281A109 688 11,100 SH SHARED 11 11,100 0
RAYONIER INC
COMMON........ COMMON 754907103 349 7,830 SH SHARED 11 7,830 0
RAYTHEON CO
COMMON
NEW........... COMMON 755111507 737 15,240 SH SHARED 11 15,240 0
REALTY INCOME
CORP
COMMON........ COMMON 756109104 273 7,820 SH SHARED 11 7,820 0
RED HAT INC
COMMON........ COMMON 756577102 523 12,660 SH SHARED 11 12,660 0
REPUBLIC
SERVICES INC
COM........... COMMON 760759100 377 13,680 SH SHARED 11 13,680 0
RESMED INC
COMMON........ COMMON 761152107 235 9,240 SH SHARED 11 9,240 0
RITE AID
CORPORATION
COMM.......... COMMON 767754104 33 25,930 SH SHARED 11 25,930 0
ROBERT HALF
INTERNATIONAL. COMMON 770323103 274 9,620 SH SHARED 11 9,620 0
ROCK-TENN CO
CL A
COMMON........ COMMON 772739207 231 4,000 SH SHARED 11 4,000 0
ROCKWELL
AUTOMATION
INC C......... COMMON 773903109 751 10,240 SH SHARED 11 10,240 0
ROCKWELL COLLINS
COMMON COMMON 774341101 728 13,140 SH SHARED 11 13,140 0
ROPER INDUSTRIES
NEW COMM COMMON 776696106 558 6,420 SH SHARED 11 6,420 0
ROSS STORES INC
COMMON COMMON 778296103 730 15,360 SH SHARED 11 15,360 0
ROYAL GOLD INC
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SBA
COMMUNICATIONS
CORP C COMMON 78388J106 276 6,420 SH SHARED 11 6,420 0
SEI INVESTMENTS
COMPANY C COMMON 784117103 227 13,080 SH SHARED 11 13,080 0
SL GREEN REALTY
CORP COMM COMMON 78440X101 1,451 21,780 SH SHARED 11 21,780 0
SLM CORPORATION
COMMON COMMON 78442P106 489 36,520 SH SHARED 11 36,520 0
SM ENERGY
COMPANY COMMON 78454L100 230 3,140 SH SHARED 11 3,140 0
SAFEWAY NEW
COMMON COMMON 786514208 276 13,100 SH SHARED 11 13,100 0
ST JUDE MEDICAL
COMMON COMMON 790849103 862 25,140 SH SHARED 11 25,140 0
SANDISK CORP
COMMON COMMON 80004C101 832 16,900 SH SHARED 11 16,900 0
SARA LEE CORP
COMMON COMMON 803111103 681 36,000 SH SHARED 11 36,000 0
HENRY SCHEIN INC
COMMON COMMON 806407102 485 7,520 SH SHARED 11 7,520 0
SCHLUMBERGER
LIMITED COMM COMMON 806857108 6,938 101,568 SH SHARED 11 101,568 0
SCHWAB CHARLES
CORP NEW C COMMON 808513105 937 83,210 SH SHARED 11 83,210 0
SEMPRA ENERGY
COMMON COMMON 816851109 589 10,700 SH SHARED 11 10,700 0
SERVICE CORP
INTERNATIONA COMMON 817565104 232 21,740 SH SHARED 11 21,740 0
SHERWIN-WILLIAMS
CO COMMO COMMON 824348106 510 5,716 SH SHARED 11 5,716 0
SIGMA-ALDRICH
CORP COMMON COMMON 826552101 661 10,580 SH SHARED 11 10,580 0
SIMON PROPERTY
GROUP INC COMMON 828806109 8,012 62,135 SH SHARED 11 62,135 0
SMITHFIELD FOODS
COMMON COMMON 832248108 234 9,620 SH SHARED 11 9,620 0
SMUCKERS J M
COMPANY COMM COMMON 832696405 610 7,798 SH SHARED 11 7,798 0
SONOCO PRODUCTS
COMPANY C COMMON 835495102 238 7,220 SH SHARED 11 7,220 0
SOUTHERN
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COMMON COMMON 842587107 2,165 46,762 SH SHARED 11 46,762 0
SOUTHWEST
AIRLINES CO COM COMMON 844741108 358 41,860 SH SHARED 11 41,860 0
SOUTHWESTERN
ENERGY CO CO COMMON 845467109 756 23,656 SH SHARED 11 23,656 0
SPRINT NEXTEL
CORP COMMON 852061100 238 101,880 SH SHARED 11 101,880 0
STANLEY BLACK &
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STAPLES COMMON COMMON 855030102 575 41,420 SH SHARED 11 41,420 0
STARBUCKS CORP
COMMON COMMON 855244109 2,693 58,520 SH SHARED 11 58,520 0
STATE STREET
CORPORATION COMMON 857477103 1,009 25,040 SH SHARED 11 25,040 0
STEEL DYNAMICS
INC COMMON COMMON 858119100 150 11,400 SH SHARED 11 11,400 0
STERICYCLE INC
COMMON COMMON 858912108 444 5,704 SH SHARED 11 5,704 0
STRYKER CORP
COMMON COMMON 863667101 1,183 23,800 SH SHARED 11 23,800 0
SUNOCO INC
COMMON COMMON 86764P109 304 7,400 SH SHARED 11 7,400 0
SUNTRUST BANKS
COMMON COMMON 867914103 198 11,160 SH SHARED 11 11,160 0
SYMANTEC CORP
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SYNOPSYS COMMON COMMON 871607107 310 11,400 SH SHARED 11 11,400 0
SYNOVUS
FINANCIAL CORP
CO COMMON 87161C105 44 31,280 SH SHARED 11 31,280 0
SYSCO CORP
COMMON COMMON 871829107 1,255 42,780 SH SHARED 11 42,780 0
TD AMERITRADE
HOLDING COR COMMON 87236Y108 177 11,300 SH SHARED 11 11,300 0
TECO ENERGY
COMMON COMMON 872375100 196 10,260 SH SHARED 11 10,260 0
TJX COMPANIES
NEW COMMON COMMON 872540109 1,829 28,340 SH SHARED 11 28,340 0
TRW AUTOMOTIVE
HOLDINGS C COMMON 87264S106 229 7,020 SH SHARED 11 7,020 0
TANGER FACTORY
OUTLET CEN COMMON 875465106 328 11,194 SH SHARED 11 11,194 0
TARGET CORP
COMMON COMMON 87612E106 1,666 32,520 SH SHARED 11 32,520 0
TAUBMAN CENTERS
INC COMMO COMMON 876664103 1,354 21,800 SH SHARED 11 21,800 0
TECHNE CORP
COMMON COMMON 878377100 236 3,462 SH SHARED 11 3,462 0
TENET HEALTHCARE
CORP COM COMMON 88033G100 100 19,400 SH SHARED 11 19,400 0
TEXAS
INSTRUMENTS
INCORPO COMMON 882508104 2,390 82,100 SH SHARED 11 82,100 0
TEXTRON
INCORPORATED
COMM COMMON 883203101 236 12,740 SH SHARED 11 12,740 0
THERMO FISHER
SCIENTIFIC COMMON 883556102 919 20,440 SH SHARED 11 20,440 0
3M COMPANY
COMMON COMMON 88579Y101 4,121 50,420 SH SHARED 11 50,420 0
TIBCO SOFTWARE
INC COMMON COMMON 88632Q103 206 8,600 SH SHARED 11 8,600 0
TIFFANY &
COMPANY NEW
COM COMMON 886547108 648 9,780 SH SHARED 11 9,780 0
TORCHMARK CORP
COMMON COMMON 891027104 237 5,460 SH SHARED 11 5,460 0
TRACTOR SUPPLY
CO COMMON COMMON 892356106 393 5,600 SH SHARED 11 5,600 0
TRIMBLE
NAVIGATION LTD
CO COMMON 896239100 334 7,700 SH SHARED 11 7,700 0
TRIQUINT
SEMICONDUCTOR
IN COMMON 89674K103 55 11,315 SH SHARED 11 11,315 0
TUPPERWARE
BRANDS CORPORA COMMON 899896104 302 5,400 SH SHARED 11 5,400 0
TYSON FOODS CL A
COMMON COMMON 902494103 252 12,200 SH SHARED 11 12,200 0
UDR INC COMMON 902653104 1,739 69,279 SH SHARED 11 69,279 0
US BANCORP
COMMON NEW COMMON 902973304 2,652 98,040 SH SHARED 11 98,040 0
URS CORP NEW
COMMON COMMON 903236107 212 6,040 SH SHARED 11 6,040 0
ULTRA PETROLEUM
CORP COMM COMMON 903914109 326 11,000 SH SHARED 11 11,000 0
UNION PACIFIC
CORP COMMON COMMON 907818108 3,064 28,920 SH SHARED 11 28,920 0
UNITED PARCEL
SERVICE INC COMMON 911312106 3,945 53,900 SH SHARED 11 53,900 0
UNITED
TECHNOLOGIES
CORP COMMON 913017109 4,847 66,320 SH SHARED 11 66,320 0
UNITED
THERAPEUTICS
CORPO COMMON 91307C102 306 6,480 SH SHARED 11 6,480 0
UNITEDHEALTH
GROUP INC CO COMMON 91324P102 2,724 53,740 SH SHARED 11 53,740 0
UNIVERSAL
HEALTH
SERVICES COMMON 913903100 263 6,760 SH SHARED 11 6,760 0
URBAN OUTFITTERS
INC COMM COMMON 917047102 312 11,320 SH SHARED 11 11,320 0
V F CORP COMMON COMMON 918204108 597 4,700 SH SHARED 11 4,700 0
VALERO ENERGY
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VALLEY NATIONAL
BANCORP C COMMON 919794107 132 10,710 SH SHARED 11 10,710 0
VARIAN MEDICAL
SYSTEMS IN COMMON 92220P105 544 8,100 SH SHARED 11 8,100 0
VENTAS INC
COMMON COMMON 92276F100 2,493 45,216 SH SHARED 11 45,216 0
VERISIGN INC
COMMON COMMON 92343E102 282 7,900 SH SHARED 11 7,900 0
VERIZON
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CO COMMON 92343V104 6,405 159,640 SH SHARED 11 159,640 0
VERTEX
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CO COMMON 92532F100 437 13,166 SH SHARED 11 13,166 0
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VULCAN
MATERIALS CO
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WAL MART STORES
COMMON COMMON 931142103 7,295 122,066 SH SHARED 11 122,066 0
WALGREEN
COMPANY
COMMON COMMON 931422109 2,230 67,440 SH SHARED 11 67,440 0
WALTER ENERGY
INC COMMON 93317Q105 236 3,900 SH SHARED 11 3,900 0
WASTE
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INC COM COMMON 941053100 343 10,350 SH SHARED 11 10,350 0
WASTE
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INC DEL COMMON 94106L109 847 25,880 SH SHARED 11 25,880 0
WATERS CORP
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WATSON
PHARMACEUTICALS
IN COMMON 942683103 473 7,840 SH SHARED 11 7,840 0
WELLS FARGO & CO
NEW COMM COMMON 949746101 6,973 253,010 SH SHARED 11 253,010 0
WESTERN DIGITAL
CORP COMM COMMON 958102105 451 14,560 SH SHARED 11 14,560 0
WEYERHAEUSER
COMPANY COMM COMMON 962166104 523 28,020 SH SHARED 11 28,020 0
WHIRLPOOL
CORPORATION
COM COMMON 963320106 242 5,100 SH SHARED 11 5,100 0
WHITING
PETROLEUM
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WHOLE FOODS
MARKET
COMMON COMMON 966837106 775 11,140 SH SHARED 11 11,140 0
WILLIAMS
COMPANIES
COMMON COMMON 969457100 1,014 30,700 SH SHARED 11 30,700 0
WILLIAMS SONOMA
COMMON COMMON 969904101 280 7,280 SH SHARED 11 7,280 0
WISCONSIN
ENERGY CORP
COM COMMON 976657106 513 14,680 SH SHARED 11 14,680 0
WYNN RESORTS
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XCEL ENERGY INC
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XILINX COMMON COMMON 983919101 769 24,000 SH SHARED 11 24,000 0
XEROX
CORPORATION
COMMON COMMON 984121103 463 58,120 SH SHARED 11 58,120 0
YAHOO INC
COMMON COMMON 984332106 1,077 66,740 SH SHARED 11 66,740 0
YUM BRANDS INC
COMMON COMMON 988498101 2,154 36,500 SH SHARED 11 36,500 0
ZIMMER HOLDINGS
INC COMMO COMMON 98956P102 493 9,220 SH SHARED 11 9,220 0
ZIONS BANCORP
COMMON COMMON 989701107 166 10,180 SH SHARED 11 10,180 0