-----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, MTgkw2nCWTFTE7pY0Q4v1k5Tdo70qIG0cqO8XNQv25zC2jvbrIjqPCoKj+jYYwdO fSBzsZjnmA6bApFJVicUyw== 0000950123-10-076268.txt : 20100812 0000950123-10-076268.hdr.sgml : 20100812 20100811190233 ACCESSION NUMBER: 0000950123-10-076268 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100630 FILED AS OF DATE: 20100812 DATE AS OF CHANGE: 20100811 EFFECTIVENESS DATE: 20100812 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: 101009129 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 h04394e13fvhr.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: June 30, 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 August 12, 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: 359 Form 13F Information Table Value Total: 4,586,997 (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 6588 154400 SH SOLE 154400 AES CORP COM 00130H105 3887 420700 SH SOLE 420700 AT&T INC COM 00206R102 56880 2351400 SH SOLE 2351400 ABBOTT LABS COM 002824100 26894 574900 SH SOLE 574900 ABERCROMBIE & FITCH CO CL A 002896207 405 13200 SH SOLE 13200 ADOBE SYS INC COM 00724F101 3888 147100 SH SOLE 147100 AETNA INC NEW COM 00817Y108 7091 268800 SH SOLE 268800 AGILENT TECHNOLOGIES INC COM 00846U101 2010 70700 SH SOLE 70700 AIR PRODS & CHEMS INC COM 009158106 6526 100700 SH SOLE 100700 ALCOA INC COM 013817101 1837 182600 SH SOLE 182600 ALLEGHENY ENERGY INC COM 017361106 4225 204300 SH SOLE 204300 ALLERGAN INC COM 018490102 5203 89300 SH SOLE 89300 ALLSTATE CORP COM 020002101 11144 387900 SH SOLE 387900 ALTERA CORP COM 021441100 2418 97460 SH SOLE 97460 ALTRIA GROUP INC COM 02209S103 22631 1129300 SH SOLE 1129300 AMAZON COM INC COM 023135106 5496 50300 SH SOLE 50300 AMEREN CORP COM 023608102 5363 225600 SH SOLE 225600 AMERICAN ELEC PWR INC COM 025537101 7048 218200 SH SOLE 218200 AMERICAN EXPRESS CO COM 025816109 9750 245600 SH SOLE 245600 AMERICAN TOWER CORP CL A 029912201 3395 76300 SH SOLE 76300 AMERISOURCEBERGEN CORP COM 03073E105 4480 141100 SH SOLE 141100 AMERIPRISE FINL INC COM 03076C106 3356 92900 SH SOLE 92900 AMGEN INC COM 031162100 17753 337500 SH SOLE 337500 AMPHENOL CORP NEW CL A 032095101 2223 56600 SH SOLE 56600 ANADARKO PETE CORP COM 032511107 5432 150500 SH SOLE 150500 ANALOG DEVICES INC COM 032654105 3689 132400 SH SOLE 132400 ANNALY CAP MGMT INC COM 035710409 15785 920400 SH SOLE 920400 AON CORP COM 037389103 2721 73300 SH SOLE 73300 APACHE CORP COM 037411105 9808 116500 SH SOLE 116500 APPLE INC COM 037833100 83508 332000 SH SOLE 332000 APPLIED MATLS INC COM 038222105 5504 457900 SH SOLE 457900 ARCHER DANIELS MIDLAND CO COM 039483102 8417 326000 SH SOLE 326000 ASSURANT INC COM 04621X108 2547 73400 SH SOLE 73400 AUTOMATIC DATA PROCESSING IN COM 053015103 6204 154100 SH SOLE 154100 AUTOZONE INC COM 053332102 4000 20700 SH SOLE 20700 AVALONBAY CMNTYS INC COM 053484101 3828 41000 SH SOLE 41000 AVERY DENNISON CORP COM 053611109 1957 60900 SH SOLE 60900 AVON PRODS INC COM 054303102 5311 200400 SH SOLE 200400 BB&T CORP COM 054937107 2570 97700 SH SOLE 97700 BCE INC COM 05534B760 3709 126700 SH SOLE 126700 BMC SOFTWARE INC COM 055921100 3224 93100 SH SOLE 93100 BAKER HUGHES INC COM 057224107 4398 105800 SH SOLE 105800 BANK OF AMERICA CORPORATION COM 060505104 949376 66066545 SH SOLE 66066545 BANK OF NEW YORK MELLON CORP COM 064058100 13542 548500 SH SOLE 548500 BARD C R INC COM 067383109 3644 47000 SH SOLE 47000 BAXTER INTL INC COM 071813109 8502 209200 SH SOLE 209200 BECTON DICKINSON & CO COM 075887109 5890 87100 SH SOLE 87100 BED BATH & BEYOND INC COM 075896100 4134 111500 SH SOLE 111500 BERKSHIRE HATHAWAY INC DEL CL B 084670702 13747 172500 SH SOLE 172500 BEST BUY INC COM 086516101 6108 180400 SH SOLE 180400 BIOGEN IDEC INC COM 09062X103 4361 91900 SH SOLE 91900 BLOCK H & R INC COM 093671105 4911 313000 SH SOLE 313000 BOEING CO COM 097023105 19415 309400 SH SOLE 309400 BOSTON PROPERTIES INC COM 101121101 2523 35370 SH SOLE 35370 BRINKER INTL INC CALL 109641100 5927 409900 SH SOLE 409900 BRISTOL MYERS SQUIBB CO COM 110122108 22007 882400 SH SOLE 882400 BROADCOM CORP CL A 111320107 4886 148200 SH SOLE 148200 BROCADE COMMUNICATIONS SYS CALL 111621306 7000 1356600 SH SOLE 1356600 CF INDS HLDGS INC COM 125269100 1599 25200 SH SOLE 25200 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3345 60100 SH SOLE 60100 CIGNA CORP COM 125509109 7796 251000 SH SOLE 251000 CME GROUP INC COM 12572Q105 5659 20100 SH SOLE 20100 CSX CORP COM 126408103 6338 127700 SH SOLE 127700 CVS CAREMARK CORPORATION COM 126650100 18293 623900 SH SOLE 623900 CA INC COM 12673P105 4885 265500 SH SOLE 265500 CAMECO CORP COM 13321L108 3098 145600 SH SOLE 145600 CAMERON INTERNATIONAL CORP COM 13342B105 8110 249400 SH SOLE 249400 CAMPBELL SOUP CO COM 134429109 2697 75282 SH SOLE 75282 CAPITAL ONE FINL CORP COM 14040H105 17522 434800 SH SOLE 434800 CARDINAL HEALTH INC COM 14149Y108 7213 214600 SH SOLE 214600 CARNIVAL CORP PAIRED CTF 143658300 5540 183200 SH SOLE 183200 CATERPILLAR INC DEL COM 149123101 11299 188100 SH SOLE 188100 CELGENE CORP COM 151020104 7033 138400 SH SOLE 138400 CENOVUS ENERGY INC COM 15135U109 6419 248900 SH SOLE 248900 CENTURYTEL INC COM 156700106 3118 93608 SH SOLE 93608 CHESAPEAKE ENERGY CORP COM 165167107 10934 521924 SH SOLE 521924 CHEVRON CORP NEW COM 166764100 57023 840300 SH SOLE 840300 CHUBB CORP COM 171232101 7787 155700 SH SOLE 155700 CIMAREX ENERGY CO COM 171798101 3142 43900 SH SOLE 43900 CINCINNATI FINL CORP COM 172062101 2484 96033 SH SOLE 96033 CISCO SYS INC COM 17275R102 42017 1971700 SH SOLE 1971700 CITIGROUP INC COM 172967101 17759 4723110 SH SOLE 4723110 CLOROX CO DEL COM 189054109 1498 24106 SH SOLE 24106 COACH INC COM 189754104 6495 177700 SH SOLE 177700 COCA COLA CO COM 191216100 37014 738504 SH SOLE 738504 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4936 98600 SH SOLE 98600 COLGATE PALMOLIVE CO COM 194162103 11310 143600 SH SOLE 143600 COMCAST CORP NEW CL A 20030N101 16960 976400 SH SOLE 976400 COMCAST CORP NEW CL A SPL 20030N200 11933 726300 SH SOLE 726300 COMMUNITY HEALTH SYS INC NEW CALL 203668108 6831 202027 SH SOLE 202027 COMPUTER SCIENCES CORP COM 205363104 7186 158800 SH SOLE 158800 CONAGRA FOODS INC COM 205887102 10058 431300 SH SOLE 431300 CONOCOPHILLIPS COM 20825C104 34559 704000 SH SOLE 704000 CONSOL ENERGY INC COM 20854P109 2458 72800 SH SOLE 72800
CONSOLIDATED EDISON INC COM 209115104 2689 62400 SH SOLE 62400 CONSTELLATION ENERGY GROUP I COM 210371100 5915 183400 SH SOLE 183400 CORNING INC COM 219350105 11696 724200 SH SOLE 724200 COSTCO WHSL CORP NEW COM 22160K105 6262 114200 SH SOLE 114200 COVENTRY HEALTH CARE INC CALL 222862104 5636 318800 SH SOLE 318800 CROWN CASTLE INTL CORP COM 228227104 3618 97100 SH SOLE 97100 CUMMINS INC COM 231021106 4644 71300 SH SOLE 71300 DST SYS INC DEL COM 233326107 2178 60271 SH SOLE 60271 DANAHER CORP DEL COM 235851102 6644 179000 SH SOLE 179000 DEERE & CO COM 244199105 7561 135800 SH SOLE 135800 DELL INC COM 24702R101 10561 875700 SH SOLE 875700 DELTA AIR LINES INC COM 247361702 1660 141300 SH SOLE 141300 DEVON ENERGY CORP NEW COM 25179M103 10722 176000 SH SOLE 176000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 5379 86500 SH SOLE 86500 DISNEY WALT CO COM 254687106 16459 522500 SH SOLE 522500 DISCOVER FINL SVCS COM 254709108 6755 483200 SH SOLE 483200 DISH NETWORK CORP CL A 25470M109 4815 265300 SH SOLE 265300 DIRECTV CALL ADDED 25490A101 16991 500900 SH SOLE 500900 DOMINION RES INC VA NEW COM 25746U109 3568 92100 SH SOLE 92100 DONNELLEY R R & SONS CO COM 257867101 12412 758200 SH SOLE 758200 DOVER CORP COM 260003108 3723 89100 SH SOLE 89100 DOW CHEM CO COM 260543103 15627 658800 SH SOLE 658800 DU PONT E I DE NEMOURS & CO COM 263534109 17392 502800 SH SOLE 502800 DUKE REALTY CORP COM NEW 264411505 8192 721800 SH SOLE 721800 DUKE ENERGY CORP NEW COM 26441C105 6522 407600 SH SOLE 407600 E M C CORP MASS COM 268648102 20359 1112500 SH SOLE 1112500 EOG RES INC COM 26875P101 4427 45000 SH SOLE 45000 EASTMAN CHEM CO COM 277432100 8932 167400 SH SOLE 167400 EATON CORP COM 278058102 4241 64800 SH SOLE 64800 EBAY INC COM 278642103 6481 330500 SH SOLE 330500 ECOLAB INC COM 278865100 2003 44600 SH SOLE 44600 EDISON INTL COM 281020107 4384 138200 SH SOLE 138200 EL PASO CORP COM 28336L109 1292 116318 SH SOLE 116318 ELECTRONIC ARTS INC COM 285512109 1272 88300 SH SOLE 88300 EMERSON ELEC CO COM 291011104 10302 235800 SH SOLE 235800 ENCANA CORP COM 292505104 11732 386700 SH SOLE 386700 ENTERGY CORP NEW COM 29364G103 8136 113600 SH SOLE 113600 EQUITY RESIDENTIAL SH BEN INT 29476L107 4980 119600 SH SOLE 119600 EXELON CORP COM 30161N101 8946 235600 SH SOLE 235600 EXPEDIA INC DEL COM 30212P105 1816 96700 SH SOLE 96700 EXPRESS SCRIPTS INC COM 302182100 6884 146400 SH SOLE 146400 EXXON MOBIL CORP COM 30231G102 100102 1754018 SH SOLE 1754018 FMC TECHNOLOGIES INC COM 30249U101 1890 35900 SH SOLE 35900 FEDEX CORP COM 31428X106 6275 89500 SH SOLE 89500 FIFTH THIRD BANCORP COM 316773100 5973 486000 SH SOLE 486000 FIRSTENERGY CORP COM 337932107 3679 104418 SH SOLE 104418 FORD MTR CO DEL COM PAR $0.01 345370860 5726 568100 SH SOLE 568100 FOREST LABS INC COM 345838106 9965 363300 SH SOLE 363300 FORTUNE BRANDS INC COM 349631101 2586 66000 SH SOLE 66000 FRANKLIN RES INC COM 354613101 5068 58800 SH SOLE 58800 FREEPORT-MCMORAN COPPER & GO COM 35671D857 20755 351000 SH SOLE 351000 GAP INC DEL COM 364760108 6628 340600 SH SOLE 340600 GENERAL DYNAMICS CORP COM 369550108 13088 223500 SH SOLE 223500 GENERAL ELECTRIC CO COM 369604103 60364 4186100 SH SOLE 4186100 GENERAL MLS INC COM 370334104 7132 200800 SH SOLE 200800 GENUINE PARTS CO COM 372460105 6142 155700 SH SOLE 155700 GENWORTH FINL INC COM CL A 37247D106 1593 121900 SH SOLE 121900 GERDAU AMERISTEEL CORP COM 37373P105 5036 462000 SH SOLE 462000 GILEAD SCIENCES INC COM 375558103 9653 281600 SH SOLE 281600 GOLDMAN SACHS GROUP INC COM 38141G104 22907 174500 SH SOLE 174500 GOODRICH CORP COM 382388106 11375 171702 SH SOLE 171702 GOOGLE INC CL A 38259P508 38043 85500 SH SOLE 85500 GRAINGER W W INC COM 384802104 3451 34700 SH SOLE 34700 HCP INC COM 40414L109 3686 114300 SH SOLE 114300 HALLIBURTON CO COM 406216101 6962 283600 SH SOLE 283600 HARTFORD FINL SVCS GROUP INC COM 416515104 3169 143200 SH SOLE 143200 HASBRO INC COM 418056107 4106 99900 SH SOLE 99900 HEINZ H J CO COM 423074103 4750 109900 SH SOLE 109900 HESS CORP COM 42809H107 4767 94700 SH SOLE 94700 HEWLETT PACKARD CO COM 428236103 37506 866600 SH SOLE 866600 HOME DEPOT INC COM 437076102 19026 677800 SH SOLE 677800 HONEYWELL INTL INC COM 438516106 11451 293400 SH SOLE 293400 HOSPIRA INC COM 441060100 4217 73400 SH SOLE 73400 HUMANA INC COM 444859102 7289 159600 SH SOLE 159600 ITT CORP NEW COM 450911102 6132 136500 SH SOLE 136500 ILLINOIS TOOL WKS INC COM 452308109 9821 237900 SH SOLE 237900 INTEL CORP COM 458140100 45425 2335500 SH SOLE 2335500 INTEGRYS ENERGY GROUP INC COM 45822P105 860 19656 SH SOLE 19656 INTERNATIONAL BUSINESS MACHS COM 459200101 63296 512600 SH SOLE 512600 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 3661 86300 SH SOLE 86300 INTL PAPER CO COM 460146103 10924 482700 SH SOLE 482700 INTUITIVE SURGICAL INC COM NEW 46120E602 3756 11900 SH SOLE 11900 JPMORGAN & CHASE & CO COM 46625H100 49138 1342200 SH SOLE 1342200 JOHNSON & JOHNSON COM 478160104 59928 1014700 SH SOLE 1014700 JOHNSON CTLS INC COM 478366107 6183 230100 SH SOLE 230100 JUNIPER NETWORKS INC COM 48203R104 3243 142100 SH SOLE 142100 KBR INC COM 48242W106 2980 146500 SH SOLE 146500 KELLOGG CO COM 487836108 4960 98600 SH SOLE 98600 KIMBERLY CLARK CORP COM 494368103 16431 271000 SH SOLE 271000 KOHLS CORP COM 500255104 5334 112300 SH SOLE 112300 KRAFT FOODS INC CL A 50075N104 15966 570200 SH SOLE 570200 KROGER CO COM 501044101 9790 497200 SH SOLE 497200 L-3 COMMUNICATIONS HLDGS INC COM 502424104 7233 102100 SH SOLE 102100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 3150 41800 SH SOLE 41800 LENDER PROCESSING SVCS INC COM 52602E102 3015 96300 SH SOLE 96300 LIFE TECHNOLOGIES CORP COM 53217V109 1937 41000 SH SOLE 41000 LILLY ELI & CO COM 532457108 25423 758900 SH SOLE 758900 LIMITED BRANDS INC COM 532716107 2757 124900 SH SOLE 124900 LINCOLN NATL CORP IND COM 534187109 8395 345600 SH SOLE 345600 LOCKHEED MARTIN CORP COM 539830109 10810 145100 SH SOLE 145100
LOEWS CORP COM 540424108 3364 101000 SH SOLE 101000 LORILLARD INC COM 544147101 13187 183200 SH SOLE 183200 LOWES COS INC COM 548661107 9091 445200 SH SOLE 445200 LUBRIZOL CORP COM 549271104 6979 86900 SH SOLE 86900 MACYS INC COM 55616P104 3820 213400 SH SOLE 213400 MARATHON OIL CORP COM 565849106 18707 601700 SH SOLE 601700 MARSH & MCLENNAN COS INC COM 571748102 4251 188500 SH SOLE 188500 MARRIOTT INTL INC NEW CL A 571903202 1952 65200 SH SOLE 65200 MASTERCARD INC CL A 57636Q104 5886 29500 SH SOLE 29500 MATTEL INC COM 577081102 8807 416200 SH SOLE 416200 MAXIM INTEGRATED PRODS INC COM 57772K101 2031 121400 SH SOLE 121400 MCDERMOTT INTL INC COM 580037109 6572 303400 SH SOLE 303400 MCDONALDS CORP COM 580135101 24319 369200 SH SOLE 369200 MCGRAW HILL COS INC COM 580645109 8495 301900 SH SOLE 301900 MCKESSON CORP COM 58155Q103 9396 139900 SH SOLE 139900 MEADWESTVACO CORP COM 583334107 4427 199400 SH SOLE 199400 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8504 154400 SH SOLE 154400 MEDTRONIC INC COM 585055106 15273 421100 SH SOLE 421100 MERCK & CO INC NEW CALL ADDED 58933Y105 47150 1348300 SH SOLE 1348300 METLIFE INC COM 59156R108 9776 258900 SH SOLE 258900 MICROSOFT CORP COM 594918104 70770 3075600 SH SOLE 3075600 MICRON TECHNOLOGY INC COM 595112103 3102 365334 SH SOLE 365334 MONSANTO CO NEW COM 61166W101 6087 131700 SH SOLE 131700 MORGAN STANLEY COM NEW 617446448 14010 603600 SH SOLE 603600 MOTOROLA INC COM 620076109 13440 2061300 SH SOLE 2061300 MURPHY OIL CORP COM 626717102 3781 76300 SH SOLE 76300 NASDAQ OMX GROUP INC COM 631103108 6623 372500 SH SOLE 372500 NATIONAL OILWELL VARCO INC COM 637071101 4765 144100 SH SOLE 144100 NETAPP INC COM 64110D104 1492 40000 SH SOLE 40000 NEW YORK CMNTY BANCORP INC COM 649445103 1165 76300 SH SOLE 76300 NEWELL RUBBERMAID INC COM 651229106 2237 152830 SH SOLE 152830 NEWMONT MINING CORP COM 651639106 8329 134900 SH SOLE 134900 NEWS CORP CL A 65248E104 7939 663800 SH SOLE 663800 NEXTERA ENERGY INC COM 65339F101 5788 118700 SH SOLE 118700 NIKE INC CL B 654106103 5032 74500 SH SOLE 74500 NISOURCE INC COM 65473P105 5304 365800 SH SOLE 365800 NOBLE ENERGY INC COM 655044105 3191 52900 SH SOLE 52900 NORFOLK SOUTHERN CORP COM 655844108 10663 201000 SH SOLE 201000 NORTHROP GRUMMAN CORP COM 666807102 12668 232700 SH SOLE 232700 NUCOR CORP COM 670346105 3728 97400 SH SOLE 97400 OCCIDENTAL PETE CORP DEL COM 674599105 20831 270000 SH SOLE 270000 OLD REP INTL CORP COM 680223104 1257 103600 SH SOLE 103600 OMNICOM GROUP INC COM 681919106 5052 147300 SH SOLE 147300 ORACLE CORP COM 68389X105 29731 1385400 SH SOLE 1385400 PG&E CORP COM 69331C108 4714 114700 SH SOLE 114700 PNC FINL SVCS GROUP INC COM 693475105 8656 153200 SH SOLE 153200 PPG INDS INC COM 693506107 9442 156300 SH SOLE 156300 PPL CORP COM 69351T106 3416 136900 SH SOLE 136900 PACCAR INC COM 693718108 2940 73745 SH SOLE 73745 PARKER HANNIFIN CORP COM 701094104 3805 68600 SH SOLE 68600 PAYCHEX INC COM 704326107 2117 81500 SH SOLE 81500 PEABODY ENERGY CORP COM 704549104 4152 106100 SH SOLE 106100 PENNEY J C INC COM 708160106 4092 190500 SH SOLE 190500 PEPCO HOLDINGS INC COM 713291102 4309 274800 SH SOLE 274800 PEPSICO INC COM 713448108 34071 559000 SH SOLE 559000 PFIZER INC COM 717081103 47758 3349100 SH SOLE 3349100 PHILIP MORRIS INTL INC COM 718172109 36136 788300 SH SOLE 788300 PINNACLE WEST CAP CORP COM 723484101 4789 131700 SH SOLE 131700 PITNEY BOWES INC COM 724479100 5940 270500 SH SOLE 270500 POTASH CORP SASK INC COM 73755L107 6873 79700 SH SOLE 79700 PRAXAIR INC COM 74005P104 6936 91279 SH SOLE 91279 PRECISION CASTPARTS CORP COM 740189105 3324 32300 SH SOLE 32300 PRICE T ROWE GROUP INC COM 74144T108 2983 67200 SH SOLE 67200 PROCTER & GAMBLE CO COM 742718109 64353 1072900 SH SOLE 1072900 PROGRESS ENERGY INC COM 743263105 4212 107400 SH SOLE 107400 PROGRESSIVE CORP OHIO COM 743315103 4644 248100 SH SOLE 248100 PROLOGIS SH BEN INT 743410102 4723 466200 SH SOLE 466200 PRUDENTIAL FINL INC COM 744320102 9991 186200 SH SOLE 186200 PUBLIC SVC ENTERPRISE GROUP COM 744573106 7009 223700 SH SOLE 223700 PUBLIC STORAGE COM 74460D109 4422 50300 SH SOLE 50300 QUALCOMM INC COM 747525103 16233 494300 SH SOLE 494300 QUEST DIAGNOSTICS INC COM 74834L100 2653 53300 SH SOLE 53300 QWEST COMMUNICATIONS INTL IN COM 749121109 4251 809800 SH SOLE 809800 RAYTHEON CO COM NEW 755111507 10583 218700 SH SOLE 218700 REPUBLIC SVCS INC COM 760759100 4147 139500 SH SOLE 139500 REYNOLDS AMERICAN INC COM 761713106 11904 228400 SH SOLE 228400 ROCKWELL COLLINS INC COM 774341101 7013 132000 SH SOLE 132000 ROSS STORES INC COM 778296103 2014 37800 SH SOLE 37800 ROWAN COS INC COM 779382100 2462 112200 SH SOLE 112200 ROYAL BK CDA MONTREAL QUE COM 780087102 25267 528700 SH SOLE 528700 SL GREEN RLTY CORP COM 78440X101 7277 132207 SH SOLE 132207 SLM CORP CALL 78442P106 10574 1017700 SH SOLE 1017700 SAFEWAY INC COM NEW 786514208 9374 476800 SH SOLE 476800 ST JUDE MED INC COM 790849103 4446 123200 SH SOLE 123200 SARA LEE CORP COM 803111103 5460 387200 SH SOLE 387200 SCHLUMBERGER LTD COM 806857108 10288 185900 SH SOLE 185900 SCHWAB CHARLES CORP NEW COM 808513105 4016 283200 SH SOLE 283200 SEALED AIR CORP NEW COM 81211K100 966 49000 SH SOLE 49000 SEMPRA ENERGY COM 816851109 4057 86700 SH SOLE 86700 SHERWIN WILLIAMS CO COM 824348106 3847 55600 SH SOLE 55600 SIMON PPTY GROUP INC NEW COM 828806109 4894 60609 SH SOLE 60609 SMUCKER J M CO COM NEW 832696405 3047 50600 SH SOLE 50600 SOUTHERN CO COM 842587107 10713 321900 SH SOLE 321900 SOUTHWESTERN ENERGY CO COM 845467109 9896 256100 SH SOLE 256100 SPECTRA ENERGY CORP COM 847560109 10382 517300 SH SOLE 517300 STAPLES INC COM 855030102 4799 251900 SH SOLE 251900 STARBUCKS CORP COM 855244109 6556 269800 SH SOLE 269800 STATE STR CORP COM 857477103 2946 87100 SH SOLE 87100 STEEL DYNAMICS INC CALL 858119100 6313 478600 SH SOLE 478600 STRYKER CORP COM 863667101 5522 110300 SH SOLE 110300
SUNOCO INC COM 86764P109 6565 188800 SH SOLE 188800 SUNTRUST BKS INC COM 867914103 4527 194300 SH SOLE 194300 SUPERVALU INC COM 868536103 7790 718675 SH SOLE 718675 SYMANTEC CORP COM 871503108 7344 529100 SH SOLE 529100 SYSCO CORP COM 871829107 5847 204661 SH SOLE 204661 TJX COS INC NEW COM 872540109 10609 252900 SH SOLE 252900 TARGET CORP COM 87612E106 11176 227300 SH SOLE 227300 TERADATA CORP DEL COM 88076W103 2237 73400 SH SOLE 73400 TEXAS INSTRS INC COM 882508104 15104 648800 SH SOLE 648800 THERMO FISHER SCIENTIFIC INC COM 883556102 5724 116700 SH SOLE 116700 THOMSON REUTERS CORP COM 884903105 4690 130900 SH SOLE 130900 3M CO COM 88579Y101 22259 281800 SH SOLE 281800 TIME WARNER INC COM NEW 887317303 16418 567900 SH SOLE 567900 TIME WARNER CABLE INC COM 88732J207 20738 398200 SH SOLE 398200 TOTAL SYS SVCS INC COM 891906109 1129 83000 SH SOLE 83000 TRAVELERS COMPANIES INC COM 89417E109 10722 217700 SH SOLE 217700 TYSON FOODS INC CL A 902494103 4506 274900 SH SOLE 274900 US BANCORP DEL COM NEW 902973304 13048 583800 SH SOLE 583800 UNION PAC CORP COM 907818108 13624 196000 SH SOLE 196000 UNITED PARCEL SERVICE INC CL B 911312106 14331 251900 SH SOLE 251900 UNITED TECHNOLOGIES CORP COM 913017109 21609 332900 SH SOLE 332900 UNITEDHEALTH GROUP INC COM 91324P102 17080 601400 SH SOLE 601400 UNUM GROUP COM 91529Y106 1463 67400 SH SOLE 67400 V F CORP COM 918204108 3395 47700 SH SOLE 47700 VALERO ENERGY CORP NEW COM 91913Y100 9517 529300 SH SOLE 529300 VERIZON COMMUNICATIONS INC COM 92343V104 28550 1018900 SH SOLE 1018900 VIACOM INC NEW CL B 92553P201 5185 165300 SH SOLE 165300 VISA INC COM CL A 92826C839 8695 122900 SH SOLE 122900 VORNADO RLTY TR SH BEN INT 929042109 5245 71900 SH SOLE 71900 WAL MART STORES INC COM 931142103 41307 859300 SH SOLE 859300 WALGREEN CO COM 931422109 11817 442600 SH SOLE 442600 WASTE MGMT INC DEL COM 94106L109 3664 117100 SH SOLE 117100 WELLPOINT INC COM 94973V107 11689 238900 SH SOLE 238900 WELLS FARGO & CO NEW COM 949746101 41672 1627800 SH SOLE 1627800 WESTERN DIGITAL CORP COM 958102105 7106 235600 SH SOLE 235600 WESTERN UN CO COM 959802109 3950 264900 SH SOLE 264900 WEYERHAEUSER CO COM 962166104 3129 88900 SH SOLE 88900 WHIRLPOOL CORP COM 963320106 3311 37700 SH SOLE 37700 WILLIAMS COS INC DEL COM 969457100 5539 303000 SH SOLE 303000 WINDSTREAM CORP COM 97381W104 3739 354100 SH SOLE 354100 XILINX INC COM 983919101 3587 142000 SH SOLE 142000 XEROX CORP COM 984121103 6065 754300 SH SOLE 754300 YAHOO INC COM 984332106 3623 262000 SH SOLE 262000 YUM BRANDS INC COM 988498101 7019 179800 SH SOLE 179800 ZIMMER HLDGS INC COM 98956P102 4124 76300 SH SOLE 76300 AXIS CAPITAL HOLDINGS SHS G0692U109 3896 131100 SH SOLE 131100 ACCENTURE PLC IRELAND SHS G1151C101 10401 269100 SH SOLE 269100 BUNGE LIMITED COM G16962105 9582 194800 SH SOLE 194800 COOPER INDUSTRIES PLC SHS G24140108 2636 59900 SH SOLE 59900 COVIDIEN PLC SHS G2554F105 6413 159600 SH SOLE 159600 EVEREST RE GROUP LTD COM G3223R108 4491 63500 SH SOLE 63500 GARMIN LTD ORD G37260109 2815 96476 SH SOLE 96476 INGERSOLL-RAND PLC SHS G47791101 2603 75469 SH SOLE 75469 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 3412 216500 SH SOLE 216500 SEAGATE TECHNOLOGY SHS G7945J104 10382 796200 SH SOLE 796200 WHITE MTNS INS GROUP LTD COM G9618E107 1556 4800 SH SOLE 4800 XL CAP LTD CL A G98255105 12587 786200 SH SOLE 786200 ACE LTD SHS H0023R105 14986 291100 SH SOLE 291100 WEATHERFORD INTERNATIONAL LT REG H27013103 7113 541300 SH SOLE 541300 FOSTER WHEELER AG COM H27178104 6402 304000 SH SOLE 304000 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 6021 194800 SH SOLE 194800 TRANSOCEAN LTD SHS H8817H100 7079 152800 SH SOLE 152800 TYCO INTERNATIONAL LTD SHS H89128104 11016 312700 SH SOLE 312700 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 11426 450200 SH SOLE 450200 FLEXTRONICS INTL LTD ORD Y2573F102 4896 874300 SH SOLE 874300
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