0001301542-11-000009.txt : 20110809
0001301542-11-000009.hdr.sgml : 20110809
20110809121939
ACCESSION NUMBER: 0001301542-11-000009
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110809
DATE AS OF CHANGE: 20110809
EFFECTIVENESS DATE: 20110809
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PartnerRe Asset Management CORP
CENTRAL INDEX KEY: 0001301542
IRS NUMBER: 061630630
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11245
FILM NUMBER: 111019677
BUSINESS ADDRESS:
STREET 1: ONE GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
BUSINESS PHONE: 203-485-4200
MAIL ADDRESS:
STREET 1: ONE GREENWICH PLAZA
CITY: GREENWICH
STATE: CT
ZIP: 06830
13F-HR
1
filing.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 06/30/11
Check here if Amendment [ ]; Amendment Number:
This Amendment (check only one ): [ ] is a restatement.
[ ] adds new holding entries.
Institutional Investment Manager Filing this Report:
Name: PartnerRe Asset Management Corporation
Address: One Greenwich Plaza
Greenwich, CT 06830
Form 13F File Number: 28- 11245
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Lee Iannarone
Title: General Counsel and Chief Compliance Officer
Phone: 203-485-8416
Signature, Place, and Date of Signing:
/s/ Lee Iannarone Greenwich, CT 08/09/11
------------------- ------------- --------
[signature] [City, State] [Date]
Report Type (Check only one ):
[x] 13F HOLDINGS REPORT (Check here if all holdings of this reporting
manager are reported in this report)
[ ] 13F NOTICE. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting
manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of the
holdings for this reporting manager are reported in this report and a
portion are reported by other reporting manager(s) )
List of Other Managers Reporting for this Manager: NONE
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 558
Form 13F Information Table Value Total: 698,777
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE
Shares/ Sh/ Put/ Investment Other Voting Authority
NameOfIssuer Title of Class CUSIP Value Prn Amt Prn Call Discretion Managers Sole Shared None
----------------------------- ---------------- ---------- ------ --------- --- ----- ---------- -------- -------- -------- --------
3M CO COM 88579Y101 3347 35287 SH Sole None 35287 0 0
ABBOTT LABS COM 002824100 4061 77185 SH Sole None 77185 0 0
ABERCROMBIE & FITCH CO CL A 002896207 278 4152 SH Sole None 4152 0 0
ACE LTD SHS H0023R105 1103 16755 SH Sole None 16755 0 0
ADOBE SYS INC COM 00724F101 793 25223 SH Sole None 25223 0 0
ADVANCED MICRO DEVICES INC COM 007903107 202 28877 SH Sole None 28877 0 0
AES CORP COM 00130H105 416 32621 SH Sole None 32621 0 0
AETNA INC NEW COM 00817Y108 831 18846 SH Sole None 18846 0 0
AFLAC INC COM 001055102 1084 23226 SH Sole None 23226 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 883 17284 SH Sole None 17284 0 0
AIR PRODS & CHEMS INC COM 009158106 844 8826 SH Sole None 8826 0 0
AIRGAS INC COM 009363102 204 2910 SH Sole None 2910 0 0
AK STL HLDG CORP COM 001547108 72 4592 SH Sole None 4592 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 294 9335 SH Sole None 9335 0 0
ALCOA INC COM 013817101 703 44306 SH Sole None 44306 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 281 4420 SH Sole None 4420 0 0
ALLERGAN INC COM 018490102 1260 15135 SH Sole None 15135 0 0
ALLSTATE CORP COM 020002101 793 25970 SH Sole None 25970 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 511 11250 SH Sole None 11250 0 0
ALTERA CORP COM 021441100 747 16111 SH Sole None 16111 0 0
ALTRIA GROUP INC COM 02209S103 2745 103956 SH Sole None 103956 0 0
AMAZON COM INC COM 023135106 3458 16912 SH Sole None 16912 0 0
AMEREN CORP COM 023608102 345 11975 SH Sole None 11975 0 0
AMERICAN ELEC PWR INC COM 025537101 901 23925 SH Sole None 23925 0 0
AMERICAN EXPRESS CO COM 025816109 2685 51937 SH Sole None 51937 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 635 21664 SH Sole None 21664 0 0
AMERICAN TOWER CORP CL A 029912201 1031 19696 SH Sole None 19696 0 0
AMERIPRISE FINL INC COM 03076C106 694 12032 SH Sole None 12032 0 0
AMERISOURCEBERGEN CORP COM 03073E105 563 13605 SH Sole None 13605 0 0
AMGEN INC COM 031162100 2694 46170 SH Sole None 46170 0 0
AMPHENOL CORP NEW CL A 032095101 476 8808 SH Sole None 8808 0 0
ANADARKO PETE CORP COM 032511107 1897 24707 SH Sole None 24707 0 0
ANALOG DEVICES INC COM 032654105 586 14982 SH Sole None 14982 0 0
AON CORP COM 037389103 842 16414 SH Sole None 16414 0 0
APACHE CORP COM 037411105 2350 19042 SH Sole None 19042 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 152 5935 SH Sole None 5935 0 0
APOLLO GROUP INC CL A 037604105 252 5767 SH Sole None 5767 0 0
APPLE INC COM 037833100 15520 46237 SH Sole None 46237 0 0
APPLIED MATLS INC COM 038222105 858 65912 SH Sole None 65912 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1021 33870 SH Sole None 33870 0 0
ASSURANT INC COM 04621X108 174 4792 SH Sole None 4792 0 0
AT&T INC COM 00206R102 9237 294082 SH Sole None 294082 0 0
AU OPTRONICS CORP SPONSORED ADR 002255107 65 9478 SH Sole None 9478 0 0
AUTODESK INC COM 052769106 446 11548 SH Sole None 11548 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1316 24985 SH Sole None 24985 0 0
AUTONATION INC COM 05329W102 110 3012 SH Sole None 3012 0 0
AUTOZONE INC COM 053332102 353 1197 SH Sole None 1197 0 0
AVALONBAY CMNTYS INC COM 053484101 557 4336 SH Sole None 4336 0 0
AVERY DENNISON CORP COM 053611109 203 5247 SH Sole None 5247 0 0
AVON PRODS INC COM 054303102 598 21363 SH Sole None 21363 0 0
BAKER HUGHES INC COM 057224107 1566 21584 SH Sole None 21584 0 0
BALL CORP COM 058498106 269 6996 SH Sole None 6996 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1989 97072 SH Sole None 97072 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 387 33024 SH Sole None 33024 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 721 7691 SH Sole None 7691 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 460 6892 SH Sole None 6892 0 0
BANK OF AMERICA CORPORATION COM 060505104 5515 503195 SH Sole None 503195 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 1580 61663 SH Sole None 61663 0 0
BARD C R INC COM 067383109 467 4254 SH Sole None 4254 0 0
BAXTER INTL INC COM 071813109 1691 28325 SH Sole None 28325 0 0
BB&T CORP COM 054937107 928 34586 SH Sole None 34586 0 0
BECTON DICKINSON & CO COM 075887109 936 10863 SH Sole None 10863 0 0
BED BATH & BEYOND INC COM 075896100 689 11798 SH Sole None 11798 0 0
BEMIS INC COM 081437105 148 4387 SH Sole None 4387 0 0
BEST BUY INC COM 086516101 480 15280 SH Sole None 15280 0 0
BIG LOTS INC COM 089302103 118 3560 SH Sole None 3560 0 0
BIOGEN IDEC INC COM 09062X103 1283 11999 SH Sole None 11999 0 0
BLACKROCK INC COM 09247X101 916 4773 SH Sole None 4773 0 0
BLOCK H & R INC COM 093671105 232 14456 SH Sole None 14456 0 0
BMC SOFTWARE INC COM 055921100 484 8843 SH Sole None 8843 0 0
BOEING CO COM 097023105 2710 36662 SH Sole None 36662 0 0
BOSTON PROPERTIES INC COM 101121101 768 7230 SH Sole None 7230 0 0
BOSTON SCIENTIFIC CORP COM 101137107 524 75890 SH Sole None 75890 0 0
BRASIL TELECOM SA SPON ADR COM 10553M200 31 2899 SH Sole None 2899 0 0
BRASIL TELECOM SA SPONS ADR PFD 10553M101 151 5265 SH Sole None 5265 0 0
BRASKEM S A SP ADR PFD A 105532105 204 7000 SH Sole None 7000 0 0
BRF-BRASIL FOODS S A SPONSORED ADR 10552T107 542 31259 SH Sole None 31259 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2453 84718 SH Sole None 84718 0 0
BROADCOM CORP CL A 111320107 803 23856 SH Sole None 23856 0 0
BROWN FORMAN CORP CL B 115637209 382 5119 SH Sole None 5119 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 638 8093 SH Sole None 8093 0 0
CA INC COM 12673P105 433 18979 SH Sole None 18979 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 395 10900 SH Sole None 10900 0 0
CABOT OIL & GAS CORP COM 127097103 344 5188 SH Sole None 5188 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 612 12168 SH Sole None 12168 0 0
CAMPBELL SOUP CO COM 134429109 313 9064 SH Sole None 9064 0 0
CAPITAL ONE FINL CORP COM 14040H105 1178 22799 SH Sole None 22799 0 0
CARDINAL HEALTH INC COM 14149Y108 791 17410 SH Sole None 17410 0 0
CAREFUSION CORP COM 14170T101 301 11096 SH Sole None 11096 0 0
CARMAX INC COM 143130102 354 10696 SH Sole None 10696 0 0
CARNIVAL CORP PAIRED CTF 143658300 770 20453 SH Sole None 20453 0 0
CATERPILLAR INC DEL COM 149123101 3407 32003 SH Sole None 32003 0 0
CB RICHARD ELLIS GROUP INC CL A 12497T101 364 14494 SH Sole None 14494 0 0
CBS CORP NEW CL B 124857202 902 31673 SH Sole None 31673 0 0
CELGENE CORP COM 151020104 1386 22982 SH Sole None 22982 0 0
CENTERPOINT ENERGY INC COM 15189T107 409 21126 SH Sole None 21126 0 0
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 243 14200 SH Sole None 14200 0 0
CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 172 12735 SH Sole None 12735 0 0
CENTURYLINK INC COM 156700106 1206 29823 SH Sole None 29823 0 0
CEPHALON INC COM 156708109 305 3820 SH Sole None 3820 0 0
CERNER CORP COM 156782104 439 7184 SH Sole None 7184 0 0
CF INDS HLDGS INC COM 125269100 422 2977 SH Sole None 2977 0 0
CHEMTURA CORP COM NEW 163893209 3554 195293 SH Sole None 195293 0 0
CHESAPEAKE ENERGY CORP COM 165167107 970 32659 SH Sole None 32659 0 0
CHEVRON CORP NEW COM 166764100 10266 99829 SH Sole None 99829 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 454 1474 SH Sole None 1474 0 0
CHUBB CORP COM 171232101 910 14528 SH Sole None 14528 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 578 16720 SH Sole None 16720 0 0
CIGNA CORP COM 125509109 691 13436 SH Sole None 13436 0 0
CINCINNATI FINL CORP COM 172062101 236 8095 SH Sole None 8095 0 0
CINTAS CORP COM 172908105 207 6278 SH Sole None 6278 0 0
CISCO SYS INC COM 17275R102 4293 275008 SH Sole None 275008 0 0
CITIGROUP INC COM NEW 172967424 6039 145037 SH Sole None 145037 0 0
CITRIX SYS INC COM 177376100 752 9400 SH Sole None 9400 0 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 557 6025 SH Sole None 6025 0 0
CLOROX CO DEL COM 189054109 447 6621 SH Sole None 6621 0 0
CME GROUP INC COM 12572Q105 971 3330 SH Sole None 3330 0 0
CMS ENERGY CORP COM 125896100 247 12532 SH Sole None 12532 0 0
COACH INC COM 189754104 889 13905 SH Sole None 13905 0 0
COCA COLA CO COM 191216100 7650 113683 SH Sole None 113683 0 0
COCA COLA ENTERPRISES INC NE COM 19122T109 471 16140 SH Sole None 16140 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1116 15212 SH Sole None 15212 0 0
COLGATE PALMOLIVE CO COM 194162103 2122 24278 SH Sole None 24278 0 0
COMCAST CORP NEW CL A 20030N101 3320 131003 SH Sole None 131003 0 0
COMERICA INC COM 200340107 303 8778 SH Sole None 8778 0 0
COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 647 13786 SH Sole None 13786 0 0
COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2298 68140 SH Sole None 68140 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 298 4986 SH Sole None 4986 0 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 425 20604 SH Sole None 20604 0 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 178 6545 SH Sole None 6545 0 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 451 36218 SH Sole None 36218 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 328 8623 SH Sole None 8623 0 0
COMPUTER SCIENCES CORP COM 205363104 294 7754 SH Sole None 7754 0 0
COMPUWARE CORP COM 205638109 107 10912 SH Sole None 10912 0 0
CONAGRA FOODS INC COM 205887102 524 20305 SH Sole None 20305 0 0
CONOCOPHILLIPS COM 20825C104 5278 70194 SH Sole None 70194 0 0
CONSOL ENERGY INC COM 20854P109 546 11255 SH Sole None 11255 0 0
CONSOLIDATED EDISON INC COM 209115104 774 14529 SH Sole None 14529 0 0
CONSTELLATION BRANDS INC CL A 21036P108 185 8886 SH Sole None 8886 0 0
CONSTELLATION ENERGY GROUP I COM 210371100 378 9967 SH Sole None 9967 0 0
CORNING INC COM 219350105 1425 78495 SH Sole None 78495 0 0
CORPBANCA SPONSORED ADR 21987A209 45 1900 SH Sole None 1900 0 0
COSTCO WHSL CORP NEW COM 22160K105 1762 21694 SH Sole None 21694 0 0
COVENTRY HEALTH CARE INC COM 222862104 268 7361 SH Sole None 7361 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 247 2838 SH Sole None 2838 0 0
CREDICORP LTD COM G2519Y108 146 1700 SH Sole None 1700 0 0
CSX CORP COM 126408103 1436 54762 SH Sole None 54762 0 0
CUMMINS INC COM 231021106 1009 9745 SH Sole None 9745 0 0
CVS CAREMARK CORPORATION COM 126650100 2530 67335 SH Sole None 67335 0 0
D R HORTON INC COM 23331A109 153 13310 SH Sole None 13310 0 0
DANAHER CORP DEL COM 235851102 1433 27041 SH Sole None 27041 0 0
DARDEN RESTAURANTS INC COM 237194105 321 6461 SH Sole None 6461 0 0
DAVITA INC COM 23918K108 411 4742 SH Sole None 4742 0 0
DEAN FOODS CO NEW COM 242370104 112 9097 SH Sole None 9097 0 0
DEERE & CO COM 244199105 1718 20842 SH Sole None 20842 0 0
DELL INC COM 24702R101 1368 82091 SH Sole None 82091 0 0
DENBURY RES INC COM NEW 247916208 395 19728 SH Sole None 19728 0 0
DENTSPLY INTL INC NEW COM 249030107 266 6991 SH Sole None 6991 0 0
DEVON ENERGY CORP NEW COM 25179M103 1655 21006 SH Sole None 21006 0 0
DEVRY INC DEL COM 251893103 171 2899 SH Sole None 2899 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 243 3452 SH Sole None 3452 0 0
DIRECTV COM CL A 25490A101 1848 36361 SH Sole None 36361 0 0
DISCOVER FINL SVCS COM 254709108 725 27088 SH Sole None 27088 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 540 13192 SH Sole None 13192 0 0
DISNEY WALT CO COM DISNEY 254687106 3495 89515 SH Sole None 89515 0 0
DOMINION RES INC VA NEW COM 25746U109 1380 28594 SH Sole None 28594 0 0
DONNELLEY R R & SONS CO COM 257867101 183 9314 SH Sole None 9314 0 0
DOVER CORP COM 260003108 628 9265 SH Sole None 9265 0 0
DOW CHEM CO COM 260543103 1763 48965 SH Sole None 48965 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 461 10993 SH Sole None 10993 0 0
DR REDDYS LABS LTD ADR 256135203 297 8659 SH Sole None 8659 0 0
DTE ENERGY CO COM 233331107 421 8410 SH Sole None 8410 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2091 38683 SH Sole None 38683 0 0
DUKE ENERGY CORP NEW COM 26441C105 1245 66113 SH Sole None 66113 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 185 2453 SH Sole None 2453 0 0
E M C CORP MASS COM 268648102 2834 102878 SH Sole None 102878 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 173 12501 SH Sole None 12501 0 0
EASTMAN CHEM CO COM 277432100 302 2959 SH Sole None 2959 0 0
EATON CORP COM 278058102 872 16944 SH Sole None 16944 0 0
EBAY INC COM 278642103 1843 57107 SH Sole None 57107 0 0
ECOLAB INC COM 278865100 545 9663 SH Sole None 9663 0 0
EDISON INTL COM 281020107 627 16180 SH Sole None 16180 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 496 5695 SH Sole None 5695 0 0
EL PASO CORP COM 28336L109 771 38186 SH Sole None 38186 0 0
ELECTRONIC ARTS INC COM 285512109 392 16622 SH Sole None 16622 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 664 21587 SH Sole None 21587 0 0
EMERSON ELEC CO COM 291011104 2100 37327 SH Sole None 37327 0 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 74 1300 SH Sole None 1300 0 0
ENERSIS S A SPONSORED ADR 29274F104 549 23757 SH Sole None 23757 0 0
ENTERGY CORP NEW COM 29364G103 603 8838 SH Sole None 8838 0 0
EOG RES INC COM 26875P101 1394 13330 SH Sole None 13330 0 0
EQT CORP COM 26884L109 390 7421 SH Sole None 7421 0 0
EQUIFAX INC COM 294429105 212 6112 SH Sole None 6112 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 878 14632 SH Sole None 14632 0 0
EXELON CORP COM 30161N101 1409 32894 SH Sole None 32894 0 0
EXPEDIA INC DEL COM 30212P105 274 9451 SH Sole None 9451 0 0
EXPEDITORS INTL WASH INC COM 302130109 540 10546 SH Sole None 10546 0 0
EXPRESS SCRIPTS INC COM 302182100 1419 26292 SH Sole None 26292 0 0
EXXON MOBIL CORP COM 30231G102 19908 244626 SH Sole None 244626 0 0
F M C CORP COM NEW 302491303 257 2988 SH Sole None 2988 0 0
F5 NETWORKS INC COM 315616102 447 4056 SH Sole None 4056 0 0
FAMILY DLR STORES INC COM 307000109 304 5792 SH Sole None 5792 0 0
FASTENAL CO COM 311900104 527 14643 SH Sole None 14643 0 0
FEDERATED INVS INC PA CL B 314211103 110 4623 SH Sole None 4623 0 0
FEDEX CORP COM 31428X106 1487 15675 SH Sole None 15675 0 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 196 14884 SH Sole None 14884 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 414 13455 SH Sole None 13455 0 0
FIFTH THIRD BANCORP COM 316773100 582 45623 SH Sole None 45623 0 0
FIRST HORIZON NATL CORP COM 320517105 125 13078 SH Sole None 13078 0 0
FIRST SOLAR INC COM 336433107 359 2714 SH Sole None 2714 0 0
FIRSTENERGY CORP COM 337932107 917 20768 SH Sole None 20768 0 0
FISERV INC COM 337738108 450 7181 SH Sole None 7181 0 0
FLIR SYS INC COM 302445101 269 7984 SH Sole None 7984 0 0
FLOWSERVE CORP COM 34354P105 305 2772 SH Sole None 2772 0 0
FLUOR CORP NEW COM 343412102 560 8655 SH Sole None 8655 0 0
FMC TECHNOLOGIES INC COM 30249U101 535 11934 SH Sole None 11934 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 2481 179877 SH Sole None 179877 0 0
FOREST LABS INC COM 345838106 559 14211 SH Sole None 14211 0 0
FORTUNE BRANDS INC COM 349631101 466 7301 SH Sole None 7301 0 0
FRANKLIN RES INC COM 354613101 940 7162 SH Sole None 7162 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 2087 39458 SH Sole None 39458 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 399 49422 SH Sole None 49422 0 0
GAFISA S A SPONS ADR 362607301 799 84432 SH Sole None 84432 0 0
GAMESTOP CORP NEW CL A 36467W109 179 6699 SH Sole None 6699 0 0
GANNETT INC COM 364730101 163 11387 SH Sole None 11387 0 0
GAP INC DEL COM 364760108 335 18508 SH Sole None 18508 0 0
GENERAL DYNAMICS CORP COM 369550108 1377 18473 SH Sole None 18473 0 0
GENERAL ELECTRIC CO COM 369604103 9933 526659 SH Sole None 526659 0 0
GENERAL MLS INC COM 370334104 1180 31703 SH Sole None 31703 0 0
GENUINE PARTS CO COM 372460105 405 7451 SH Sole None 7451 0 0
GENWORTH FINL INC COM CL A 37247D106 250 24361 SH Sole None 24361 0 0
GERDAU S A SPONSORED ADR 373737105 344 32732 SH Sole None 32732 0 0
GILEAD SCIENCES INC COM 375558103 1619 39085 SH Sole None 39085 0 0
GLOBAL X FDS FTSE COLUMBIA20 37950E200 348 16470 SH Sole None 16470 0 0
GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 75 6207 SH Sole None 6207 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3422 25710 SH Sole None 25710 0 0
GOODRICH CORP COM 382388106 592 6201 SH Sole None 6201 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 194 11562 SH Sole None 11562 0 0
GOOGLE INC CL A 38259P508 6364 12568 SH Sole None 12568 0 0
GRAINGER W W INC COM 384802104 444 2890 SH Sole None 2890 0 0
HALLIBURTON CO COM 406216101 2317 45439 SH Sole None 45439 0 0
HARLEY DAVIDSON INC COM 412822108 458 11190 SH Sole None 11190 0 0
HARMAN INTL INDS INC COM 413086109 151 3310 SH Sole None 3310 0 0
HARRIS CORP DEL COM 413875105 287 6360 SH Sole None 6360 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 583 22112 SH Sole None 22112 0 0
HASBRO INC COM 418056107 283 6452 SH Sole None 6452 0 0
HCP INC COM 40414L109 740 20163 SH Sole None 20163 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1623 9199 SH Sole None 9199 0 0
HEALTH CARE REIT INC COM 42217K106 460 8778 SH Sole None 8778 0 0
HEINZ H J CO COM 423074103 851 15981 SH Sole None 15981 0 0
HELMERICH & PAYNE INC COM 423452101 351 5312 SH Sole None 5312 0 0
HERSHEY CO COM 427866108 433 7615 SH Sole None 7615 0 0
HESS CORP COM 42809H107 1123 15016 SH Sole None 15016 0 0
HEWLETT PACKARD CO COM 428236103 3775 103707 SH Sole None 103707 0 0
HOME DEPOT INC COM 437076102 2731 75407 SH Sole None 75407 0 0
HONEYWELL INTL INC COM 438516106 2329 39082 SH Sole None 39082 0 0
HORMEL FOODS CORP COM 440452100 206 6896 SH Sole None 6896 0 0
HOSPIRA INC COM 441060100 472 8332 SH Sole None 8332 0 0
HOST HOTELS & RESORTS INC COM 44107P104 578 34075 SH Sole None 34075 0 0
HUDSON CITY BANCORP COM 443683107 214 26155 SH Sole None 26155 0 0
HUMANA INC COM 444859102 673 8362 SH Sole None 8362 0 0
HUNTINGTON BANCSHARES INC COM 446150104 281 42876 SH Sole None 42876 0 0
ICICI BK LTD ADR 45104G104 1220 24746 SH Sole None 24746 0 0
ILLINOIS TOOL WKS INC COM 452308109 1403 24832 SH Sole None 24832 0 0
INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1641 25153 SH Sole None 25153 0 0
INGERSOLL-RAND PLC SHS G47791101 747 16450 SH Sole None 16450 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 200 3866 SH Sole None 3866 0 0
INTEL CORP COM 458140100 5875 265098 SH Sole None 265098 0 0
INTEL CORP SDCV 2.950%12/1 458140AD2 6202 6000000 PRN Sole None 6000000 0 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 455 3651 SH Sole None 3651 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 10389 60560 SH Sole None 60560 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 215 3348 SH Sole None 3348 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 250 14203 SH Sole None 14203 0 0
INTERPUBLIC GROUP COS INC COM 460690100 289 23144 SH Sole None 23144 0 0
INTL PAPER CO COM 460146103 543 18213 SH Sole None 18213 0 0
INTUIT COM 461202103 709 13680 SH Sole None 13680 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 726 1951 SH Sole None 1951 0 0
IRON MTN INC COM 462846106 340 9966 SH Sole None 9966 0 0
ISHARES INC MSCI MALAYSIA 464286830 22 1459 SH Sole None 1459 0 0
ISHARES INC MSCI S KOREA 464286772 22542 346800 SH Sole None 346800 0 0
ISHARES INC MSCI TAIWAN 464286731 16434 1082637 SH Sole None 1082637 0 0
ISHARES INC MSCI TURKEY FD 464286715 2282 38293 SH Sole None 38293 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 1184 27560 SH Sole None 27560 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 3426 145468 SH Sole None 145468 0 0
ITT CORP NEW COM 450911102 539 9142 SH Sole None 9142 0 0
JABIL CIRCUIT INC COM 466313103 199 9833 SH Sole None 9833 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 272 6297 SH Sole None 6297 0 0
JANUS CAP GROUP INC COM 47102X105 87 9246 SH Sole None 9246 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 189 11349 SH Sole None 11349 0 0
JOHNSON & JOHNSON COM 478160104 9055 136123 SH Sole None 136123 0 0
JOHNSON CTLS INC COM 478366107 1339 32130 SH Sole None 32130 0 0
JOY GLOBAL INC COM 481165108 497 5216 SH Sole None 5216 0 0
JPMORGAN CHASE & CO COM 46625H100 8079 197330 SH Sole None 197330 0 0
JUNIPER NETWORKS INC COM 48203R104 840 26653 SH Sole None 26653 0 0
KELLOGG CO COM 487836108 688 12434 SH Sole None 12434 0 0
KEYCORP NEW COM 493267108 393 47217 SH Sole None 47217 0 0
KIMBERLY CLARK CORP COM 494368103 1299 19510 SH Sole None 19510 0 0
KIMCO RLTY CORP COM 49446R109 377 20208 SH Sole None 20208 0 0
KINDER MORGAN MANAGEMENT LLC SHS 49455U100 7215 110000 SH Sole None 110000 0 0
KLA-TENCOR CORP COM 482480100 340 8395 SH Sole None 8395 0 0
KOHLS CORP COM 500255104 666 13312 SH Sole None 13312 0 0
KRAFT FOODS INC CL A 50075N104 3075 87295 SH Sole None 87295 0 0
KROGER CO COM 501044101 747 30117 SH Sole None 30117 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 461 5270 SH Sole None 5270 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 482 4976 SH Sole None 4976 0 0
LAN AIRLINES S A SPONSORED ADR 501723100 402 14099 SH Sole None 14099 0 0
LAUDER ESTEE COS INC CL A 518439104 596 5662 SH Sole None 5662 0 0
LEGG MASON INC COM 524901105 242 7388 SH Sole None 7388 0 0
LEGGETT & PLATT INC COM 524660107 165 6767 SH Sole None 6767 0 0
LENNAR CORP CL A 526057104 138 7613 SH Sole None 7613 0 0
LEUCADIA NATL CORP COM 527288104 335 9837 SH Sole None 9837 0 0
LEXMARK INTL NEW CL A 529771107 116 3961 SH Sole None 3961 0 0
LIFE TECHNOLOGIES CORP COM 53217V109 462 8877 SH Sole None 8877 0 0
LILLY ELI & CO COM 532457108 1899 50590 SH Sole None 50590 0 0
LIMITED BRANDS INC COM 532716107 459 11944 SH Sole None 11944 0 0
LINCOLN NATL CORP IND COM 534187109 444 15567 SH Sole None 15567 0 0
LINEAR TECHNOLOGY CORP COM 535678106 376 11387 SH Sole None 11387 0 0
LOCKHEED MARTIN CORP COM 539830109 1145 14142 SH Sole None 14142 0 0
LOEWS CORP COM 540424108 649 15429 SH Sole None 15429 0 0
LORILLARD INC COM 544147101 777 7136 SH Sole None 7136 0 0
LOWES COS INC COM 548661107 1437 61664 SH Sole None 61664 0 0
LSI CORPORATION COM 502161102 216 30282 SH Sole None 30282 0 0
M & T BK CORP COM 55261F104 548 6232 SH Sole None 6232 0 0
MACYS INC COM 55616P104 591 20211 SH Sole None 20211 0 0
MARATHON OIL CORP COM 565849106 1863 35362 SH Sole None 35362 0 0
MARKET VECTORS ETF TR VECTRS POL ETF 57060U571 2150 72900 SH Sole None 72900 0 0
MARRIOTT INTL INC NEW CL A 571903202 477 13445 SH Sole None 13445 0 0
MARSH & MCLENNAN COS INC COM 571748102 848 27201 SH Sole None 27201 0 0
MARSHALL & ILSLEY CORP NEW COM 571837103 210 26325 SH Sole None 26325 0 0
MASCO CORP COM 574599106 214 17783 SH Sole None 17783 0 0
MASTERCARD INC CL A 57636Q104 3893 12920 SH Sole None 12920 0 0
MATTEL INC COM 577081102 453 16461 SH Sole None 16461 0 0
MCCORMICK & CO INC COM NON VTG 579780206 326 6580 SH Sole None 6580 0 0
MCDONALDS CORP COM 580135101 4143 49138 SH Sole None 49138 0 0
MCGRAW HILL COS INC COM 580645109 605 14430 SH Sole None 14430 0 0
MCKESSON CORP COM 58155Q103 1047 12520 SH Sole None 12520 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 685 10148 SH Sole None 10148 0 0
MEADWESTVACO CORP COM 583334107 235 7068 SH Sole None 7068 0 0
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1122 19854 SH Sole None 19854 0 0
MEDTRONIC INC COM 585055106 2046 53104 SH Sole None 53104 0 0
MEMC ELECTR MATLS INC COM 552715104 98 11521 SH Sole None 11521 0 0
MERCK & CO INC NEW COM 58933Y105 5409 153278 SH Sole None 153278 0 0
METLIFE INC COM 59156R108 2303 52492 SH Sole None 52492 0 0
METROPCS COMMUNICATIONS INC COM 591708102 227 13184 SH Sole None 13184 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 361 9524 SH Sole None 9524 0 0
MICRON TECHNOLOGY INC COM 595112103 322 43063 SH Sole None 43063 0 0
MICROSOFT CORP COM 594918104 9647 371039 SH Sole None 371039 0 0
MOLEX INC COM 608554101 179 6952 SH Sole None 6952 0 0
MOLSON COORS BREWING CO CL B 60871R209 353 7891 SH Sole None 7891 0 0
MONSANTO CO NEW COM 61166W101 1619 22325 SH Sole None 22325 0 0
MONSTER WORLDWIDE INC COM 611742107 95 6466 SH Sole None 6466 0 0
MOODYS CORP COM 615369105 377 9842 SH Sole None 9842 0 0
MORGAN STANLEY COM NEW 617446448 1765 76707 SH Sole None 76707 0 0
MOTOROLA MOBILITY HLDGS INC COM 620097105 325 14749 SH Sole None 14749 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 782 16976 SH Sole None 16976 0 0
MURPHY OIL CORP COM 626717102 631 9605 SH Sole None 9605 0 0
MYLAN INC COM 628530107 538 21813 SH Sole None 21813 0 0
NABORS INDUSTRIES LTD SHS G6359F103 352 14270 SH Sole None 14270 0 0
NASDAQ OMX GROUP INC COM 631103108 189 7458 SH Sole None 7458 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1643 21010 SH Sole None 21010 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 297 12057 SH Sole None 12057 0 0
NETAPP INC COM 64110D104 971 18393 SH Sole None 18393 0 0
NETFLIX INC COM 64110L106 542 2063 SH Sole None 2063 0 0
NEWELL RUBBERMAID INC COM 651229106 218 13791 SH Sole None 13791 0 0
NEWFIELD EXPL CO COM 651290108 447 6567 SH Sole None 6567 0 0
NEWMONT MINING CORP COM 651639106 1110 20563 SH Sole None 20563 0 0
NEWS CORP CL A 65248E104 1916 108223 SH Sole None 108223 0 0
NEXTERA ENERGY INC COM 65339F101 1204 20954 SH Sole None 20954 0 0
NICOR INC COM 654086107 124 2262 SH Sole None 2262 0 0
NIKE INC CL B 654106103 1616 17963 SH Sole None 17963 0 0
NISOURCE INC COM 65473P105 281 13884 SH Sole None 13884 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 493 12522 SH Sole None 12522 0 0
NOBLE ENERGY INC COM 655044105 785 8763 SH Sole None 8763 0 0
NORDSTROM INC COM 655664100 373 7946 SH Sole None 7946 0 0
NORFOLK SOUTHERN CORP COM 655844108 1314 17540 SH Sole None 17540 0 0
NORTHEAST UTILS COM 664397106 309 8779 SH Sole None 8779 0 0
NORTHERN TR CORP COM 665859104 552 12008 SH Sole None 12008 0 0
NORTHROP GRUMMAN CORP COM 666807102 1008 14536 SH Sole None 14536 0 0
NOVELLUS SYS INC COM 670008101 161 4465 SH Sole None 4465 0 0
NRG ENERGY INC COM NEW 629377508 294 11972 SH Sole None 11972 0 0
NUCOR CORP COM 670346105 543 13165 SH Sole None 13165 0 0
NVIDIA CORP COM 67066G104 478 30014 SH Sole None 30014 0 0
NYSE EURONEXT COM 629491101 446 13001 SH Sole None 13001 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 428 6529 SH Sole None 6529 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 4200 40367 SH Sole None 40367 0 0
OMNICOM GROUP INC COM 681919106 641 13314 SH Sole None 13314 0 0
ONEOK INC NEW COM 682680103 394 5319 SH Sole None 5319 0 0
ORACLE CORP COM 68389X105 6412 194829 SH Sole None 194829 0 0
OWENS ILL INC COM NEW 690768403 176 6831 SH Sole None 6831 0 0
PACCAR INC COM 693718108 927 18149 SH Sole None 18149 0 0
PALL CORP COM 696429307 324 5766 SH Sole None 5766 0 0
PARKER HANNIFIN CORP COM 701094104 723 8053 SH Sole None 8053 0 0
PATTERSON COMPANIES INC COM 703395103 157 4760 SH Sole None 4760 0 0
PAYCHEX INC COM 704326107 495 16102 SH Sole None 16102 0 0
PEABODY ENERGY CORP COM 704549104 792 13445 SH Sole None 13445 0 0
PENNEY J C INC COM 708160106 349 10097 SH Sole None 10097 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 251 18661 SH Sole None 18661 0 0
PEPCO HOLDINGS INC COM 713291102 220 11212 SH Sole None 11212 0 0
PEPSICO INC COM 713448108 5528 78494 SH Sole None 78494 0 0
PERKINELMER INC COM 714046109 151 5600 SH Sole None 5600 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2776 90495 SH Sole None 90495 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2430 71755 SH Sole None 71755 0 0
PFIZER INC COM 717081103 8083 392364 SH Sole None 392364 0 0
PG&E CORP COM 69331C108 831 19762 SH Sole None 19762 0 0
PHILIP MORRIS INTL INC COM 718172109 5897 88314 SH Sole None 88314 0 0
PINNACLE WEST CAP CORP COM 723484101 241 5414 SH Sole None 5414 0 0
PIONEER NAT RES CO COM 723787107 519 5798 SH Sole None 5798 0 0
PITNEY BOWES INC COM 724479100 233 10123 SH Sole None 10123 0 0
PLUM CREEK TIMBER CO INC COM 729251108 326 8041 SH Sole None 8041 0 0
PNC FINL SVCS GROUP INC COM 693475105 1558 26135 SH Sole None 26135 0 0
POLO RALPH LAUREN CORP CL A 731572103 404 3046 SH Sole None 3046 0 0
POLYPORE INTL INC COM 73179V103 113 1670 SH Sole None 1670 0 0
PPG INDS INC COM 693506107 598 6587 SH Sole None 6587 0 0
PPL CORP COM 69351T106 798 28661 SH Sole None 28661 0 0
PRAXAIR INC COM 74005P104 1373 12665 SH Sole None 12665 0 0
PRECISION CASTPARTS CORP COM 740189105 1176 7145 SH Sole None 7145 0 0
PRICE T ROWE GROUP INC COM 74144T108 778 12899 SH Sole None 12899 0 0
PRICELINE COM INC COM NEW 741503403 1204 2351 SH Sole None 2351 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 485 15956 SH Sole None 15956 0 0
PROCTER & GAMBLE CO COM 742718109 8812 138614 SH Sole None 138614 0 0
PROGRESS ENERGY INC COM 743263105 702 14626 SH Sole None 14626 0 0
PROGRESSIVE CORP OHIO COM 743315103 694 32462 SH Sole None 32462 0 0
PROLOGIS INC COM 74340W103 809 22576 SH Sole None 22576 0 0
PRUDENTIAL FINL INC COM 744320102 1541 24234 SH Sole None 24234 0 0
PUBLIC STORAGE COM 74460D109 792 6948 SH Sole None 6948 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 820 25123 SH Sole None 25123 0 0
PULTE GROUP INC COM 745867101 122 15954 SH Sole None 15954 0 0
QEP RES INC COM 74733V100 367 8778 SH Sole None 8778 0 0
QUALCOMM INC COM 747525103 4741 83476 SH Sole None 83476 0 0
QUANTA SVCS INC COM 74762E102 217 10730 SH Sole None 10730 0 0
QUEST DIAGNOSTICS INC COM 74834L100 462 7814 SH Sole None 7814 0 0
RANGE RES CORP COM 75281A109 443 7977 SH Sole None 7977 0 0
RAYTHEON CO COM NEW 755111507 882 17688 SH Sole None 17688 0 0
RED HAT INC COM 756577102 443 9651 SH Sole None 9651 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 387 62395 SH Sole None 62395 0 0
REPUBLIC SVCS INC COM 760759100 465 15067 SH Sole None 15067 0 0
REYNOLDS AMERICAN INC COM 761713106 622 16789 SH Sole None 16789 0 0
ROBERT HALF INTL INC COM 770323103 197 7292 SH Sole None 7292 0 0
ROCKWELL AUTOMATION INC COM 773903109 622 7166 SH Sole None 7166 0 0
ROCKWELL COLLINS INC COM 774341101 472 7650 SH Sole None 7650 0 0
ROPER INDS INC NEW COM 776696106 397 4762 SH Sole None 4762 0 0
ROSS STORES INC COM 778296103 444 5539 SH Sole None 5539 0 0
ROWAN COS INC COM 779382100 246 6329 SH Sole None 6329 0 0
RYDER SYS INC COM 783549108 145 2550 SH Sole None 2550 0 0
SAFEWAY INC COM NEW 786514208 411 17584 SH Sole None 17584 0 0
SAIC INC COM 78390X101 235 13952 SH Sole None 13952 0 0
SALESFORCE COM INC COM 79466L302 898 6025 SH Sole None 6025 0 0
SANDISK CORP COM 80004C101 495 11919 SH Sole None 11919 0 0
SARA LEE CORP COM 803111103 552 29056 SH Sole None 29056 0 0
SCANA CORP NEW COM 80589M102 223 5676 SH Sole None 5676 0 0
SCHLUMBERGER LTD COM 806857108 5822 67385 SH Sole None 67385 0 0
SCHWAB CHARLES CORP NEW COM 808513105 818 49738 SH Sole None 49738 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 210 4299 SH Sole None 4299 0 0
SEALED AIR CORP NEW COM 81211K100 159 6671 SH Sole None 6671 0 0
SEARS HLDGS CORP COM 812350106 146 2040 SH Sole None 2040 0 0
SEMPRA ENERGY COM 816851109 629 11891 SH Sole None 11891 0 0
SHERWIN WILLIAMS CO COM 824348106 309 3681 SH Sole None 3681 0 0
SIGMA ALDRICH CORP COM 826552101 372 5073 SH Sole None 5073 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 192 30824 SH Sole None 30824 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1693 14565 SH Sole None 14565 0 0
SLM CORP COM 78442P106 440 26191 SH Sole None 26191 0 0
SMUCKER J M CO COM NEW 832696405 440 5760 SH Sole None 5760 0 0
SNAP ON INC COM 833034101 181 2890 SH Sole None 2890 0 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 673 10402 SH Sole None 10402 0 0
SOUTHERN CO COM 842587107 1703 42167 SH Sole None 42167 0 0
SOUTHERN COPPER CORP COM 84265V105 230 7008 SH Sole None 7008 0 0
SOUTHWEST AIRLS CO COM 844741108 449 39315 SH Sole None 39315 0 0
SOUTHWESTERN ENERGY CO COM 845467109 741 17277 SH Sole None 17277 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 13774 104370 SH Sole None 104370 0 0
SPECTRA ENERGY CORP COM 847560109 885 32279 SH Sole None 32279 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 801 148565 SH Sole None 148565 0 0
ST JUDE MED INC COM 790849103 779 16330 SH Sole None 16330 0 0
STANLEY BLACK & DECKER INC COM 854502101 601 8348 SH Sole None 8348 0 0
STAPLES INC COM 855030102 534 33774 SH Sole None 33774 0 0
STARBUCKS CORP COM 855244109 1402 35500 SH Sole None 35500 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 518 9239 SH Sole None 9239 0 0
STATE STR CORP COM 857477103 1129 25030 SH Sole None 25030 0 0
STERICYCLE INC COM 858912108 380 4263 SH Sole None 4263 0 0
STERLITE INDS INDIA LTD ADS 859737207 426 28273 SH Sole None 28273 0 0
STRYKER CORP COM 863667101 972 16570 SH Sole None 16570 0 0
SUNOCO INC COM 86764P109 251 6014 SH Sole None 6014 0 0
SUNTRUST BKS INC COM 867914103 688 26662 SH Sole None 26662 0 0
SUPERVALU INC COM 868536103 99 10535 SH Sole None 10535 0 0
SYMANTEC CORP COM 871503108 745 37777 SH Sole None 37777 0 0
SYSCO CORP COM 871829107 903 28975 SH Sole None 28975 0 0
TAM SA SP ADR REP PFD 87484D103 90 4113 SH Sole None 4113 0 0
TARGET CORP COM 87612E106 4306 91789 SH Sole None 91789 0 0
TATA COMMUNICATIONS LTD SPONS ADR 876564105 196 22398 SH Sole None 22398 0 0
TATA MTRS LTD SPONSORED ADR 876568502 388 17223 SH Sole None 17223 0 0
TECO ENERGY INC COM 872375100 202 10674 SH Sole None 10674 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 879246106 196 12626 SH Sole None 12626 0 0
TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 202 6786 SH Sole None 6786 0 0
TELLABS INC COM 879664100 84 18165 SH Sole None 18165 0 0
TENET HEALTHCARE CORP COM 88033G100 152 24311 SH Sole None 24311 0 0
TERADATA CORP DEL COM 88076W103 508 8440 SH Sole None 8440 0 0
TERADYNE INC COM 880770102 137 9272 SH Sole None 9272 0 0
TESORO CORP COM 881609101 164 7140 SH Sole None 7140 0 0
TEXAS INSTRS INC COM 882508104 1906 58058 SH Sole None 58058 0 0
TEXTRON INC COM 883203101 324 13714 SH Sole None 13714 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1225 19032 SH Sole None 19032 0 0
TIFFANY & CO NEW COM 886547108 475 6048 SH Sole None 6048 0 0
TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 37 761 SH Sole None 761 0 0
TIME WARNER CABLE INC COM 88732J207 1243 15932 SH Sole None 15932 0 0
TIME WARNER INC COM NEW 887317303 1844 50713 SH Sole None 50713 0 0
TITANIUM METALS CORP COM NEW 888339207 69 3752 SH Sole None 3752 0 0
TJX COS INC NEW COM 872540109 961 18286 SH Sole None 18286 0 0
TORCHMARK CORP COM 891027104 242 3777 SH Sole None 3777 0 0
TOTAL SYS SVCS INC COM 891906109 150 8091 SH Sole None 8091 0 0
TRAVELERS COMPANIES INC COM 89417E109 1214 20801 SH Sole None 20801 0 0
TYCO INTERNATIONAL LTD SHS H89128104 1151 23287 SH Sole None 23287 0 0
TYSON FOODS INC CL A 902494103 289 14889 SH Sole None 14889 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P101 390 21500 SH Sole None 21500 0 0
UNION PAC CORP COM 907818108 2543 24359 SH Sole None 24359 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 255 99682 SH Sole None 99682 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3572 48975 SH Sole None 48975 0 0
UNITED STATES STL CORP NEW COM 912909108 276 5988 SH Sole None 5988 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4023 45451 SH Sole None 45451 0 0
UNITEDHEALTH GROUP INC COM 91324P102 2775 53803 SH Sole None 53803 0 0
UNUM GROUP COM 91529Y106 389 15285 SH Sole None 15285 0 0
URBAN OUTFITTERS INC COM 917047102 166 5899 SH Sole None 5899 0 0
US BANCORP DEL COM NEW 902973304 2441 95676 SH Sole None 95676 0 0
V F CORP COM 918204108 450 4145 SH Sole None 4145 0 0
VALE S A ADR 91912E105 2138 66917 SH Sole None 66917 0 0
VALE S A ADR REPSTG PFD 91912E204 2463 85045 SH Sole None 85045 0 0
VALERO ENERGY CORP NEW COM 91913Y100 724 28318 SH Sole None 28318 0 0
VARIAN MED SYS INC COM 92220P105 408 5820 SH Sole None 5820 0 0
VENTAS INC COM 92276F100 428 8117 SH Sole None 8117 0 0
VERISIGN INC COM 92343E102 282 8424 SH Sole None 8424 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5230 140490 SH Sole None 140490 0 0
VIACOM INC NEW CL B 92553P201 1413 27710 SH Sole None 27710 0 0
VISA INC COM CL A 92826C839 2018 23949 SH Sole None 23949 0 0
VORNADO RLTY TR SH BEN INT 929042109 759 8143 SH Sole None 8143 0 0
VULCAN MATLS CO COM 929160109 207 5378 SH Sole None 5378 0 0
WAL MART STORES INC COM 931142103 5040 94845 SH Sole None 94845 0 0
WALGREEN CO COM 931422109 1930 45461 SH Sole None 45461 0 0
WASHINGTON POST CO CL B 939640108 102 244 SH Sole None 244 0 0
WASTE MGMT INC DEL COM 94106L109 878 23548 SH Sole None 23548 0 0
WATERS CORP COM 941848103 436 4551 SH Sole None 4551 0 0
WATSON PHARMACEUTICALS INC COM 942683103 432 6281 SH Sole None 6281 0 0
WELLPOINT INC COM 94973V107 1436 18233 SH Sole None 18233 0 0
WELLS FARGO & CO NEW COM 949746101 7370 262653 SH Sole None 262653 0 0
WESTERN DIGITAL CORP COM 958102105 423 11620 SH Sole None 11620 0 0
WESTERN UN CO COM 959802109 633 31613 SH Sole None 31613 0 0
WEYERHAEUSER CO COM 962166104 585 26746 SH Sole None 26746 0 0
WHIRLPOOL CORP COM 963320106 294 3610 SH Sole None 3610 0 0
WHOLE FOODS MKT INC COM 966837106 471 7417 SH Sole None 7417 0 0
WILLIAMS COS INC DEL COM 969457100 884 29207 SH Sole None 29207 0 0
WINDSTREAM CORP COM 97381W104 328 25325 SH Sole None 25325 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 655 49741 SH Sole None 49741 0 0
WISCONSIN ENERGY CORP COM 976657106 364 11608 SH Sole None 11608 0 0
WYNN RESORTS LTD COM 983134107 517 3604 SH Sole None 3604 0 0
XCEL ENERGY INC COM 98389B100 584 24044 SH Sole None 24044 0 0
XEROX CORP COM 984121103 729 70059 SH Sole None 70059 0 0
XILINX INC COM 983919101 484 13281 SH Sole None 13281 0 0
YAHOO INC COM 984332106 980 65147 SH Sole None 65147 0 0
YUM BRANDS INC COM 988498101 1218 22049 SH Sole None 22049 0 0
ZIMMER HLDGS INC COM 98956P102 602 9533 SH Sole None 9533 0 0
ZIONS BANCORPORATION COM 989701107 219 9129 SH Sole None 9129 0 0