-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DNhCxcwfafWpaM/DSvcszcqQUAaTh9O2LhuU/rG8vrk9qm2q51x5ic/8LMF9ftTb K4IkJpe6Ly9DCFTa0INtfw== 0000950123-10-048151.txt : 20100512 0000950123-10-048151.hdr.sgml : 20100512 20100512064331 ACCESSION NUMBER: 0000950123-10-048151 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100512 DATE AS OF CHANGE: 20100512 EFFECTIVENESS DATE: 20100512 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Korea Investment CORP CENTRAL INDEX KEY: 0001441689 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13355 FILM NUMBER: 10822622 BUSINESS ADDRESS: STREET 1: 16F SEOUL FINANCE CENTER STREET 2: 84 TAEPYUNGRO 1-GA, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-768 BUSINESS PHONE: 82-2-2179-1000 MAIL ADDRESS: STREET 1: 16F SEOUL FINANCE CENTER STREET 2: 84 TAEPYUNGRO 1-GA, JUNG-GU CITY: SEOUL STATE: M5 ZIP: 100-768 13F-HR 1 h04221e13fvhr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2010 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: Korea Investment Corporation Address: 16th Floor, Seoul Finance Center 84 Taepyungro 1-ga Jung-gu, Seoul 100-768, Korea Form 13F File Number: 28-13355 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: Yong Duk Park Title: Head of Legal & Compliance Phone: +82-2-2179-1061 Signature, Place, and Date of Signing: /s/ Yong Duk Park Seoul, Korea May 11, 2010 - -------------------------------------- ------------------- ----------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 367 Form 13F Information Table Value Total: 4,592,949 (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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name - --- --------------------------- -------------------------------------- ___ 28-________________________ ______________________________________ [Repeat as necessary.] FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------- --------- -------- ------------------ ---------- -------- --------------------- VOTING AUTHORITY VALUE SHR OR SH/ PUT/ INVESTMENT OTHER --------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------- --------- -------- -------- ---- ---- ---------- -------- -------- ------ ----- AFLAC INC COM 001055102 6949 128000 SH SOLE 128000 AES CORP COM 00130H105 3837 348800 SH SOLE 348800 AT&T INC COM 00206R102 48321 1870000 SH SOLE 1870000 ABBOTT LABS COM 002824100 25123 476900 SH SOLE 476900 ABERCROMBIE & FITCH CO CL A 002896207 968 21200 SH SOLE 21200 ADOBE SYS INC COM 00724F101 5260 148700 SH SOLE 148700 AETNA INC NEW COM 00817Y108 7830 223000 SH SOLE 223000 AGILENT TECHNOLOGIES INC COM 00846U101 3986 115900 SH SOLE 115900 AIR PRODS & CHEMS INC COM 009158106 6175 83500 SH SOLE 83500 ALCOA INC COM 013817101 6126 430200 SH SOLE 430200 ALLERGAN INC COM 018490102 6362 97400 SH SOLE 97400 ALLSTATE CORP COM 020002101 10394 321700 SH SOLE 321700 ALTRIA GROUP INC COM 02209S103 16116 785400 SH SOLE 785400 AMAZON COM INC COM 023135106 12528 92300 SH SOLE 92300 AMEREN CORP COM 023608102 4880 187100 SH SOLE 187100 AMERICAN ELEC PWR INC COM 025537101 4522 132300 SH SOLE 132300 AMERICAN EXPRESS CO COM 025816109 8405 203700 SH SOLE 203700 AMERICAN INTL GROUP INC COM 026874784 1966 57600 SH SOLE 57600 AMERICAN TOWER CORP CL A 029912201 5258 123400 SH SOLE 123400 AMERISOURCEBERGEN CORP COM 03073E105 3387 117100 SH SOLE 117100 AMERIPRISE FINL INC COM 03076C106 3497 77100 SH SOLE 77100 AMGEN INC COM 031162100 16727 279900 SH SOLE 279900 AMPHENOL CORP NEW CL A 032095101 3029 71800 SH SOLE 71800 ANADARKO PETE CORP COM 032511107 9359 128500 SH SOLE 128500 ANALOG DEVICES INC COM 032654105 3164 109800 SH SOLE 109800 ANNALY CAP MGMT INC COM 035710409 5760 335300 SH SOLE 335300 AON CORP COM 037389103 2960 69300 SH SOLE 69300 APACHE CORP COM 037411105 8313 81900 SH SOLE 81900 APPLE INC COM 037833100 62233 264900 SH SOLE 264900 APPLIED MATLS INC COM 038222105 5175 383900 SH SOLE 383900 ARCHER DANIELS MIDLAND CO COM 039483102 7817 270500 SH SOLE 270500 ARROW ELECTRS INC COM 042735100 548 18200 SH SOLE 18200 ASSURANT INC COM 04621X108 2094 60900 SH SOLE 60900 AUTOMATIC DATA PROCESSING IN COM 053015103 5683 127800 SH SOLE 127800 AUTOZONE INC COM 053332102 2994 17300 SH SOLE 17300 AVALONBAY CMNTYS INC COM 053484101 1831 21200 SH SOLE 21200 AVERY DENNISON CORP COM 053611109 1555 42700 SH SOLE 42700 AVON PRODS INC COM 054303102 5633 166300 SH SOLE 166300 BB&T CORP COM 054937107 5066 156400 SH SOLE 156400 BCE INC COM 05534B760 3073 104700 SH SOLE 104700 BMC SOFTWARE INC COM 055921100 2937 77300 SH SOLE 77300 BAKER HUGHES INC COM 057224107 2309 49300 SH SOLE 49300 BANK OF AMERICA CORPORATION COM 060505104 1162807 65143245 SH SOLE 65143245 BANK OF NEW YORK MELLON CORP COM 064058100 14047 454900 SH SOLE 454900 BARD C R INC COM 067383109 3378 39000 SH SOLE 39000 BAXTER INTL INC COM 071813109 8957 153900 SH SOLE 153900 BECTON DICKINSON & CO COM 075887109 5692 72300 SH SOLE 72300 BED BATH & BEYOND INC COM 075896100 4043 92400 SH SOLE 92400 BERKSHIRE HATHAWAY INC DEL CL B 084670702 11638 143200 SH SOLE 143200 BEST BUY INC COM 086516101 6372 149800 SH SOLE 149800 BIOGEN IDEC INC COM 09062X103 4371 76200 SH SOLE 76200 BLOCK H & R INC COM 093671105 4621 259600 SH SOLE 259600 BOEING CO COM 097023105 17920 246800 SH SOLE 246800 BOSTON PROPERTIES INC COM 101121101 3689 48900 SH SOLE 48900 BOSTON SCIENTIFIC CORP COM 101137107 3389 469400 SH SOLE 469400 BRINKER INTL INC CALL 109641100 6553 339900 SH SOLE 339900 BRISTOL MYERS SQUIBB CO COM 110122108 19539 731800 SH SOLE 731800 BROADCOM CORP CL A 111320107 4075 122800 SH SOLE 122800 BROCADE COMMUNICATIONS SYS CALL 111621306 6425 1125200 SH SOLE 1125200 CF INDS HLDGS INC COM 125269100 1915 21000 SH SOLE 21000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2747 49191 SH SOLE 49191 CIGNA CORP COM 125509109 7616 208200 SH SOLE 208200 CME GROUP INC COM 12572Q105 5279 16700 SH SOLE 16700 CSX CORP COM 126408103 5390 105900 SH SOLE 105900 CVS CAREMARK CORPORATION COM 126650100 18916 517400 SH SOLE 517400 CA INC COM 12673P105 5170 220300 SH SOLE 220300 CALPINE CORP COM NEW 131347304 1919 161400 SH SOLE 161400 CAMECO CORP COM 13321L108 3554 129660 SH SOLE 129660 CAMERON INTERNATIONAL CORP COM 13342B105 8868 206900 SH SOLE 206900 CAMPBELL SOUP CO COM 134429109 1651 46700 SH SOLE 46700 CAPITAL ONE FINL CORP COM 14040H105 18825 454600 SH SOLE 454600 CARDINAL HEALTH INC COM 14149Y108 6413 178000 SH SOLE 178000 CARNIVAL CORP PAIRED CTF 143658300 6392 164400 SH SOLE 164400 CATERPILLAR INC DEL COM 149123101 9805 156000 SH SOLE 156000 CELGENE CORP COM 151020104 7503 121100 SH SOLE 121100 CENOVUS ENERGY INC COM 15135U109 5478 206500 SH SOLE 206500 CENTURYTEL INC COM 156700106 3411 96200 SH SOLE 96200 CHESAPEAKE ENERGY CORP COM 165167107 10748 454646 SH SOLE 454646 CHEVRON CORP NEW COM 166764100 50783 669700 SH SOLE 669700 CHUBB CORP COM 171232101 6704 129300 SH SOLE 129300 CIMAREX ENERGY CO COM 171798101 362 6100 SH SOLE 6100 CINCINNATI FINL CORP COM 172062101 2425 83900 SH SOLE 83900 CISCO SYS INC COM 17275R102 41520 1595100 SH SOLE 1595100 CITIGROUP INC COM 172967101 10287 2540100 SH SOLE 2540100 CITRIX SYS INC COM 177376100 3109 65500 SH SOLE 65500 CLOROX CO DEL COM 189054109 2604 40600 SH SOLE 40600 COACH INC COM 189754104 5825 147400 SH SOLE 147400 COCA COLA CO COM 191216100 29467 535772 SH SOLE 535772 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 5256 103100 SH SOLE 103100 COLGATE PALMOLIVE CO COM 194162103 10154 119100 SH SOLE 119100 COMCAST CORP NEW CL A 20030N101 15240 809800 SH SOLE 809800 COMCAST CORP NEW CL A SPL 20030N200 11154 620700 SH SOLE 620700 COMMUNITY HEALTH SYS INC NEW CALL 203668108 6215 168300 SH SOLE 168300 COMPUTER SCIENCES CORP COM 205363104 7182 131800 SH SOLE 131800
CONAGRA FOODS INC COM 205887102 8990 358600 SH SOLE 358600 CONOCOPHILLIPS COM 20825C104 28302 553100 SH SOLE 553100 CONSOL ENERGY INC COM 20854P109 2572 60300 SH SOLE 60300 CONSOLIDATED EDISON INC COM 209115104 2040 45800 SH SOLE 45800 CONSTELLATION ENERGY GROUP I COM 210371100 1394 39700 SH SOLE 39700 CORNING INC COM 219350105 12138 600600 SH SOLE 600600 COSTCO WHSL CORP NEW COM 22160K105 6550 109700 SH SOLE 109700 COVENTRY HEALTH CARE INC CALL 222862104 8249 333700 SH SOLE 333700 CROWN CASTLE INTL CORP COM 228227104 3510 91800 SH SOLE 91800 CUMMINS INC COM 231021106 3661 59100 SH SOLE 59100 DST SYS INC DEL COM 233326107 2666 64319 SH SOLE 64319 DANAHER CORP DEL COM 235851102 5937 74300 SH SOLE 74300 DAVITA INC COM 23918K108 3138 49500 SH SOLE 49500 DEERE & CO COM 244199105 6701 112700 SH SOLE 112700 DELL INC COM 24702R101 13826 921100 SH SOLE 921100 DEVON ENERGY CORP NEW COM 25179M103 9407 146000 SH SOLE 146000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 3535 39800 SH SOLE 39800 DISNEY WALT CO COM 254687106 16237 465100 SH SOLE 465100 DISCOVER FINL SVCS COM 254709108 10423 699500 SH SOLE 699500 DISH NETWORK CORP CL A 25470M109 4582 220100 SH SOLE 220100 DIRECTV CALL ADDED 25490A101 14045 415400 SH SOLE 415400 DOMINION RES INC VA NEW COM 25746U109 6060 147400 SH SOLE 147400 DONNELLEY R R & SONS CO COM 257867101 10611 497000 SH SOLE 497000 DOVER CORP COM 260003108 3455 73900 SH SOLE 73900 DOW CHEM CO COM 260543103 16154 546300 SH SOLE 546300 DU PONT E I DE NEMOURS & CO COM 263534109 13667 367000 SH SOLE 367000 DUKE REALTY CORP COM NEW 264411505 12747 1028000 SH SOLE 1028000 DUKE ENERGY CORP NEW COM 26441C105 5518 338100 SH SOLE 338100 E M C CORP MASS COM 268648102 18024 999100 SH SOLE 999100 EOG RES INC COM 26875P101 5595 60200 SH SOLE 60200 EASTMAN CHEM CO COM 277432100 6464 101500 SH SOLE 101500 EATON CORP COM 278058102 4069 53700 SH SOLE 53700 EBAY INC COM 278642103 7934 294400 SH SOLE 294400 ECOLAB INC COM 278865100 3138 71400 SH SOLE 71400 EDISON INTL COM 281020107 3263 95500 SH SOLE 95500 EDWARDS LIFESCIENCES CORP COM 28176E108 3081 31160 SH SOLE 31160 EL PASO CORP COM 28336L109 1809 166900 SH SOLE 166900 ELECTRONIC ARTS INC COM 285512109 4073 218300 SH SOLE 218300 EMERSON ELEC CO COM 291011104 9841 195500 SH SOLE 195500 ENCANA CORP COM 292505104 6182 199230 SH SOLE 199230 ENTERGY CORP NEW COM 29364G103 7663 94200 SH SOLE 94200 EQUITY RESIDENTIAL SH BEN INT 29476L107 3884 99200 SH SOLE 99200 EXELON CORP COM 30161N101 7172 163700 SH SOLE 163700 EXPEDIA INC DEL COM 30212P105 2004 80300 SH SOLE 80300 EXPRESS SCRIPTS INC COM 302182100 7082 69600 SH SOLE 69600 EXXON MOBIL CORP COM 30231G102 89197 1331700 SH SOLE 1331700 FMC TECHNOLOGIES INC COM 30249U101 3380 52300 SH SOLE 52300 FPL GROUP INC COM 302571104 4234 87600 SH SOLE 87600 FEDEX CORP COM 31428X106 7537 80700 SH SOLE 80700 FIFTH THIRD BANCORP COM 316773100 7065 519900 SH SOLE 519900 FIRSTENERGY CORP COM 337932107 3479 89000 SH SOLE 89000 FORD MTR CO DEL COM PAR $0.01 345370860 5228 415900 SH SOLE 415900 FOREST LABS INC COM 345838106 10622 338700 SH SOLE 338700 FORTUNE BRANDS INC COM 349631101 3284 67700 SH SOLE 67700 FRANKLIN RES INC COM 354613101 5412 48800 SH SOLE 48800 FREEPORT-MCMORAN COPPER & GO COM 35671D857 25764 308400 SH SOLE 308400 GAP INC DEL COM 364760108 2794 120900 SH SOLE 120900 GENERAL DYNAMICS CORP COM 369550108 13811 178900 SH SOLE 178900 GENERAL ELECTRIC CO COM 369604103 63181 3471500 SH SOLE 3471500 GENERAL MLS INC COM 370334104 5897 83300 SH SOLE 83300 GENUINE PARTS CO COM 372460105 3130 74100 SH SOLE 74100 GENZYME CORP COM 372917104 3887 75000 SH SOLE 75000 GILEAD SCIENCES INC COM 375558103 10624 233600 SH SOLE 233600 GOLDMAN SACHS GROUP INC COM 38141G104 24485 143500 SH SOLE 143500 GOODRICH CORP COM 382388106 10211 144800 SH SOLE 144800 GOOGLE INC CL A 38259P508 38670 68200 SH SOLE 68200 GRAINGER W W INC COM 384802104 3125 28900 SH SOLE 28900 HCP INC COM 40414L109 3128 94800 SH SOLE 94800 HALLIBURTON CO COM 406216101 7090 235300 SH SOLE 235300 HARTFORD FINL SVCS GROUP INC COM 416515104 3373 118700 SH SOLE 118700 HASBRO INC COM 418056107 3177 83000 SH SOLE 83000 HEINZ H J CO COM 423074103 4160 91200 SH SOLE 91200 HESS CORP COM 42809H107 4923 78700 SH SOLE 78700 HEWLETT PACKARD CO COM 428236103 34606 651100 SH SOLE 651100 HOME DEPOT INC COM 437076102 18187 562200 SH SOLE 562200 HONEYWELL INTL INC COM 438516106 11019 243400 SH SOLE 243400 HOSPIRA INC COM 441060100 3450 60900 SH SOLE 60900 HUMANA INC COM 444859102 6197 132500 SH SOLE 132500 ITT CORP NEW COM 450911102 6069 113200 SH SOLE 113200 ILLINOIS TOOL WKS INC COM 452308109 8927 188500 SH SOLE 188500 INTEL CORP COM 458140100 35689 1603300 SH SOLE 1603300 INTERNATIONAL BUSINESS MACHS COM 459200101 53249 415200 SH SOLE 415200 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3413 71600 SH SOLE 71600 INTL PAPER CO COM 460146103 10285 417900 SH SOLE 417900 INTUIT COM 461202103 501 14600 SH SOLE 14600 INTUITIVE SURGICAL INC COM NEW 46120E602 3969 11400 SH SOLE 11400 JPMORGAN & CHASE & CO COM 46625H100 48361 1080700 SH SOLE 1080700 JOHNSON & JOHNSON COM 478160104 50967 781700 SH SOLE 781700 JOHNSON CTLS INC COM 478366107 6298 190900 SH SOLE 190900 JUNIPER NETWORKS INC COM 48203R104 4703 153300 SH SOLE 153300 KBR INC COM 48242W106 2690 121400 SH SOLE 121400 KELLOGG CO COM 487836108 4376 81900 SH SOLE 81900 KIMBERLY CLARK CORP COM 494368103 13110 208500 SH SOLE 208500 KOHLS CORP COM 500255104 5100 93100 SH SOLE 93100 KRAFT FOODS INC CL A 50075N104 11125 367900 SH SOLE 367900 KROGER CO COM 501044101 8933 412400 SH SOLE 412400 L-3 COMMUNICATIONS HLDGS INC COM 502424104 7999 87300 SH SOLE 87300 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3025 39960 SH SOLE 39960 LENDER PROCESSING SVCS INC COM 52602E102 3020 80000 SH SOLE 80000 LIFE TECHNOLOGIES CORP COM 53217V109 3126 59800 SH SOLE 59800 LILLY ELI & CO COM 532457108 19805 546800 SH SOLE 546800
LINCOLN NATL CORP IND COM 534187109 8495 276700 SH SOLE 276700 LOCKHEED MARTIN CORP COM 539830109 9321 112000 SH SOLE 112000 LOEWS CORP COM 540424108 4280 114800 SH SOLE 114800 LORILLARD INC COM 544147101 11429 151900 SH SOLE 151900 LOWES COS INC COM 548661107 10096 416500 SH SOLE 416500 LUBRIZOL CORP COM 549271104 1293 14100 SH SOLE 14100 MACYS INC COM 55616P104 4191 192500 SH SOLE 192500 MARATHON OIL CORP COM 565849106 15792 499100 SH SOLE 499100 MARSH & MCLENNAN COS INC COM 571748102 3836 157100 SH SOLE 157100 MARRIOTT INTL INC NEW CL A 571903202 2964 94035 SH SOLE 94035 MASTERCARD INC CL A 57636Q104 6248 24600 SH SOLE 24600 MATTEL INC COM 577081102 3370 148200 SH SOLE 148200 MAXIM INTEGRATED PRODS INC COM 57772K101 3205 165300 SH SOLE 165300 MCDERMOTT INTL INC COM 580037109 6773 251600 SH SOLE 251600 MCDONALDS CORP COM 580135101 12543 188000 SH SOLE 188000 MCGRAW HILL COS INC COM 580645109 5194 145700 SH SOLE 145700 MCKESSON CORP COM 58155Q103 7630 116100 SH SOLE 116100 MEADWESTVACO CORP COM 583334107 4226 165400 SH SOLE 165400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8264 128000 SH SOLE 128000 MEDTRONIC INC COM 585055106 15724 349200 SH SOLE 349200 MERCK & CO INC NEW CALL ADDED 58933Y105 42784 1145500 SH SOLE 1145500 METLIFE INC COM 59156R108 9309 214800 SH SOLE 214800 MICROSOFT CORP COM 594918104 72282 2469500 SH SOLE 2469500 MICRON TECHNOLOGY INC COM 595112103 3378 325100 SH SOLE 325100 MIRANT CORP NEW COM 60467R100 1164 107200 SH SOLE 107200 MONSANTO CO NEW COM 61166W101 10199 142800 SH SOLE 142800 MORGAN STANLEY COM NEW 617446448 14900 508700 SH SOLE 508700 MOTOROLA INC COM 620076109 14737 2099300 SH SOLE 2099300 MURPHY OIL CORP COM 626717102 3562 63400 SH SOLE 63400 NASDAQ OMX GROUP INC COM 631103108 6524 308900 SH SOLE 308900 NATIONAL OILWELL VARCO INC COM 637071101 4849 119500 SH SOLE 119500 NETAPP INC COM 64110D104 3679 113000 SH SOLE 113000 NEWELL RUBBERMAID INC COM 651229106 1593 104800 SH SOLE 104800 NEWFIELD EXPL CO COM 651290108 2368 45500 SH SOLE 45500 NEWMONT MINING CORP COM 651639106 5704 112000 SH SOLE 112000 NEWS CORP CL A 65248E104 7931 550400 SH SOLE 550400 NEWS CORP CL B 65248E203 403 23700 SH SOLE 23700 NIKE INC CL B 654106103 4013 54600 SH SOLE 54600 NISOURCE INC COM 65473P105 7652 484300 SH SOLE 484300 NOBLE ENERGY INC COM 655044105 3548 48600 SH SOLE 48600 NORFOLK SOUTHERN CORP COM 655844108 9317 166700 SH SOLE 166700 NORTHROP GRUMMAN CORP COM 666807102 11816 180200 SH SOLE 180200 NUCOR CORP COM 670346105 4325 95300 SH SOLE 95300 OCCIDENTAL PETE CORP DEL COM 674599105 17263 204200 SH SOLE 204200 OLD REP INTL CORP COM 680223104 992 78200 SH SOLE 78200 OMNICARE INC COM 681904108 405 14300 SH SOLE 14300 OMNICOM GROUP INC COM 681919106 4739 122100 SH SOLE 122100 ORACLE CORP COM 68389X105 29153 1134800 SH SOLE 1134800 PG&E CORP COM 69331C108 4043 95300 SH SOLE 95300 PNC FINL SVCS GROUP INC COM 693475105 7588 127100 SH SOLE 127100 PPG INDS INC COM 693506107 8070 123400 SH SOLE 123400 PPL CORP COM 69351T106 4220 152300 SH SOLE 152300 PACCAR INC COM 693718108 2865 66100 SH SOLE 66100 PARKER HANNIFIN CORP COM 701094104 3677 56800 SH SOLE 56800 PAYCHEX INC COM 704326107 2020 65813 SH SOLE 65813 PEABODY ENERGY CORP COM 704549104 4022 88000 SH SOLE 88000 PENNEY J C INC COM 708160106 5511 171300 SH SOLE 171300 PEPCO HOLDINGS INC COM 713291102 3668 213900 SH SOLE 213900 PEPSICO INC COM 713448108 29071 439400 SH SOLE 439400 PFIZER INC COM 717081103 50320 2934100 SH SOLE 2934100 PHILIP MORRIS INTL INC COM 718172109 31599 605800 SH SOLE 605800 PINNACLE WEST CAP CORP COM 723484101 4124 109300 SH SOLE 109300 PITNEY BOWES INC COM 724479100 6524 266812 SH SOLE 266812 PLAINS EXPL& PRODTN CO COM 726505100 798 26600 SH SOLE 26600 POTASH CORP SASK INC COM 73755L107 9226 77300 SH SOLE 77300 PRAXAIR INC COM 74005P104 6980 84100 SH SOLE 84100 PRECISION CASTPARTS CORP COM 740189105 5030 39700 SH SOLE 39700 PRICE T ROWE GROUP INC COM 74144T108 2697 49100 SH SOLE 49100 PROCTER & GAMBLE CO COM 742718109 52685 832700 SH SOLE 832700 PROGRESS ENERGY INC COM 743263105 3373 85700 SH SOLE 85700 PROGRESSIVE CORP OHIO COM 743315103 3841 201200 SH SOLE 201200 PROLOGIS SH BEN INT 743410102 3573 270669 SH SOLE 270669 PRUDENTIAL FINL INC COM 744320102 11556 191000 SH SOLE 191000 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3905 132300 SH SOLE 132300 PUBLIC STORAGE COM 74460D109 2426 26373 SH SOLE 26373 QUALCOMM INC COM 747525103 17220 410100 SH SOLE 410100 QUEST DIAGNOSTICS INC COM 74834L100 3369 57800 SH SOLE 57800 QWEST COMMUNICATIONS INTL IN COM 749121109 9051 1733819 SH SOLE 1733819 RAYTHEON CO COM NEW 755111507 9213 161300 SH SOLE 161300 REPUBLIC SVCS INC COM 760759100 3363 115900 SH SOLE 115900 REYNOLDS AMERICAN INC COM 761713106 4362 80800 SH SOLE 80800 ROCKWELL COLLINS INC COM 774341101 6854 109500 SH SOLE 109500 ROSS STORES INC COM 778296103 3123 58400 SH SOLE 58400 ROWAN COS INC COM 779382100 4897 168230 SH SOLE 168230 ROYAL BK CDA MONTREAL QUE COM 780087102 25586 438500 SH SOLE 438500 SL GREEN RLTY CORP COM 78440X101 3995 69750 SH SOLE 69750 SLM CORP CALL 78442P106 11814 943600 SH SOLE 943600 SAFEWAY INC COM NEW 786514208 9832 395500 SH SOLE 395500 ST JUDE MED INC COM 790849103 4195 102200 SH SOLE 102200 SARA LEE CORP COM 803111103 3958 284100 SH SOLE 284100 SCHEIN HENRY INC COM 806407102 2945 50000 SH SOLE 50000 SCHLUMBERGER LTD COM 806857108 18886 297600 SH SOLE 297600 SCHWAB CHARLES CORP NEW COM 808513105 4859 260000 SH SOLE 260000 SEALED AIR CORP NEW COM 81211K100 858 40700 SH SOLE 40700 SEMPRA ENERGY COM 816851109 3588 71900 SH SOLE 71900 SHERWIN WILLIAMS CO COM 824348106 1760 26000 SH SOLE 26000 SIMON PPTY GROUP INC NEW COM 828806109 6989 83300 SH SOLE 83300 SMUCKER J M CO COM NEW 832696405 3001 49800 SH SOLE 49800 SOUTHERN CO COM 842587107 9417 284000 SH SOLE 284000 SOUTHWESTERN ENERGY CO COM 845467109 8649 212400 SH SOLE 212400 SPECTRA ENERGY CORP COM 847560109 8492 376900 SH SOLE 376900
SPRINT NEXTEL CORP COM SER 1 852061100 2386 627900 SH SOLE 627900 STAPLES INC COM 855030102 5223 223300 SH SOLE 223300 STARBUCKS CORP COM 855244109 5432 223800 SH SOLE 223800 STATE STR CORP COM 857477103 5859 129800 SH SOLE 129800 STEEL DYNAMICS INC CALL 858119100 6934 396900 SH SOLE 396900 STRYKER CORP COM 863667101 5882 102800 SH SOLE 102800 SUNOCO INC COM 86764P109 4011 135000 SH SOLE 135000 SUNTRUST BKS INC COM 867914103 6017 224600 SH SOLE 224600 SUPERVALU INC COM 868536103 8403 503765 SH SOLE 503765 SYMANTEC CORP COM 871503108 10502 620700 SH SOLE 620700 SYSCO CORP COM 871829107 5045 171000 SH SOLE 171000 TJX COS INC NEW COM 872540109 8729 205300 SH SOLE 205300 TARGET CORP COM 87612E106 10094 191900 SH SOLE 191900 TERADATA CORP DEL COM 88076W103 2912 100800 SH SOLE 100800 TEXAS INSTRS INC COM 882508104 12245 500400 SH SOLE 500400 THERMO FISHER SCIENTIFIC INC COM 883556102 6548 127300 SH SOLE 127300 3M CO COM 88579Y101 17533 209800 SH SOLE 209800 TIME WARNER INC COM NEW 887317303 15838 506500 SH SOLE 506500 TIME WARNER CABLE INC COM 88732J207 23254 436200 SH SOLE 436200 TOTAL SYS SVCS INC COM 891906109 969 61900 SH SOLE 61900 TRAVELERS COMPANIES INC COM 89417E109 8684 161000 SH SOLE 161000 TYSON FOODS INC CL A 902494103 4368 228100 SH SOLE 228100 UAL CORP CALL 902549807 11689 597900 SH SOLE 597900 US BANCORP DEL COM NEW 902973304 12531 484200 SH SOLE 484200 UNION PAC CORP COM 907818108 11919 162600 SH SOLE 162600 UNITED PARCEL SERVICE INC CL B 911312106 12740 197800 SH SOLE 197800 UNITED TECHNOLOGIES CORP COM 913017109 20331 276200 SH SOLE 276200 UNITEDHEALTH GROUP INC COM 91324P102 16116 493300 SH SOLE 493300 UNUM GROUP COM 91529Y106 1385 55900 SH SOLE 55900 V F CORP COM 918204108 3182 39700 SH SOLE 39700 VALERO ENERGY CORP NEW COM 91913Y100 8646 438900 SH SOLE 438900 VERIZON COMMUNICATIONS INC COM 92343V104 22961 740200 SH SOLE 740200 VIACOM INC NEW CL B 92553P201 5205 151400 SH SOLE 151400 VISA INC COM CL A 92826C839 10878 119500 SH SOLE 119500 VORNADO RLTY TR SH BEN INT 929042109 4512 59600 SH SOLE 59600 WAL MART STORES INC COM 931142103 35339 635600 SH SOLE 635600 WALGREEN CO COM 931422109 13619 367200 SH SOLE 367200 WASTE MGMT INC DEL COM 94106L109 4688 136158 SH SOLE 136158 WELLPOINT INC COM 94973V107 12760 198200 SH SOLE 198200 WELLS FARGO & CO NEW COM 949746101 39908 1282400 SH SOLE 1282400 WESTERN DIGITAL CORP COM 958102105 4726 121200 SH SOLE 121200 WESTERN UN CO COM 959802109 3726 219700 SH SOLE 219700 WEYERHAEUSER CO COM 962166104 3336 73700 SH SOLE 73700 WILLIAMS COS INC DEL COM 969457100 3989 172700 SH SOLE 172700 WISCONSIN ENERGY CORP COM 976657106 3009 60900 SH SOLE 60900 XTO ENERGY INC COM 98385X106 6520 138200 SH SOLE 138200 XCEL ENERGY INC COM 98389B100 562 26518 SH SOLE 26518 XILINX INC COM 983919101 2429 95239 SH SOLE 95239 XEROX CORP COM 984121103 6100 625600 SH SOLE 625600 YAHOO INC COM 984332106 5531 334600 SH SOLE 334600 YUM BRANDS INC COM 988498101 5987 156200 SH SOLE 156200 ZIMMER HLDGS INC COM 98956P102 4268 72100 SH SOLE 72100 AXIS CAPITAL HOLDINGS SHS G0692U109 2248 71900 SH SOLE 71900 ACCENTURE PLC IRELAND SHS G1151C101 9367 223300 SH SOLE 223300 BUNGE LIMITED COM G16962105 9953 161500 SH SOLE 161500 COVIDIEN PLC SHS G2554F105 6662 132500 SH SOLE 132500 EVEREST RE GROUP LTD COM G3223R108 4265 52700 SH SOLE 52700 GARMIN LTD ORD G37260109 1797 46700 SH SOLE 46700 INGERSOLL-RAND PLC SHS G47791101 3710 106400 SH SOLE 106400 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3660 179600 SH SOLE 179600 SEAGATE TECHNOLOGY SHS G7945J104 9621 526900 SH SOLE 526900 XL CAP LTD CL A G98255105 8592 454598 SH SOLE 454598 ACE LTD SHS H0023R105 12625 241400 SH SOLE 241400 WEATHERFORD INTERNATIONAL LT REG H27013103 7116 448700 SH SOLE 448700 FOSTER WHEELER AG COM H27178104 6842 252100 SH SOLE 252100 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 6754 161500 SH SOLE 161500 TRANSOCEAN LTD SHS H8817H100 10953 126800 SH SOLE 126800 TYCO INTERNATIONAL LTD SHS H89128104 12504 326900 SH SOLE 326900 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 11382 414200 SH SOLE 414200 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2579 78174 SH SOLE 78174 FLEXTRONICS INTL LTD ORD Y2573F102 5684 725000 SH SOLE 725000
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