-----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, H7coD4xHKIwIYOdtpP2QxRzc1qLRzkPzoQoQeg+RYzJcr2GAqKVxoaW6KsMqL41G SNMrPTJeffQoB+4enlIJEg== 0001145549-09-000241.txt : 20090212 0001145549-09-000241.hdr.sgml : 20090212 20090212070207 ACCESSION NUMBER: 0001145549-09-000241 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090212 DATE AS OF CHANGE: 20090212 EFFECTIVENESS DATE: 20090212 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: 09591751 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 h03097e13fvhr.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: December 31, 2008 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-____________ 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: Chief Compliance Officer Phone: +82-2-2179-1061 Signature, Place, and Date of Signing: /s/ Yong Duk Park Seoul, Korea February 12, 2009 [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: [472] Form 13F Information Table Value Total: [1,839,794] (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
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 2,677 58,400 SH SOLE 58,400 AGCO CORP COM 001084102 571 24,200 SH SOLE 24,200 ABBOTT LABS COM 002824100 9,286 174,000 SH SOLE 174,000 AFFILIATED COMPUTER SERVICES CL A 008190100 786 17,100 SH SOLE 17,100 AIR PRODS & CHEMS INC COM 009158106 1,222 24,300 SH SOLE 24,300 ALCOA INC COM 013817101 1,055 93,700 SH SOLE 93,700 ALLEGHENY ENERGY INC COM 017361106 806 23,800 SH SOLE 23,800 ALLERGAN INC COM 018490102 1,577 39,100 SH SOLE 39,100 ALLIANCE DATA SYSTEMS CORP COM 018581108 549 11,800 SH SOLE 11,800 ALLIANT ENERGY CORP COM 018802108 598 20,500 SH SOLE 20,500 ALLSTATE CORP COM 020002101 2,097 64,000 SH SOLE 64,000 ALTERA CORP COM 021441100 884 52,900 SH SOLE 52,900 AMAZON COM INC COM 023135106 1,856 36,200 SH SOLE 36,200 AMEREN CORP COM 023608102 895 26,900 SH SOLE 26,900 AMERICAN ELEC PWR INC COM 025537101 1,681 50,500 SH SOLE 50,500 AMERICAN EXPRESS CO COM 025816109 1,582 85,300 SH SOLE 85,300 AMERICAN INTL GROUP INC COM 026874107 424 270,100 SH SOLE 270,100 AMERICAN TOWER CORP CL A 029912201 1,618 55,200 SH SOLE 55,200 AMGEN INC COM 031162100 8,120 140,600 SH SOLE 140,600 AMPHENOL CORP NEW CL A 032095101 796 33,200 SH SOLE 33,200 ANADARKO PETE CORP COM 032511107 2,132 55,300 SH SOLE 55,300 ANALOG DEVICES INC COM 032654105 852 44,800 SH SOLE 44,800 ANNALY CAP MGMT INC COM 035710409 968 61,000 SH SOLE 61,000 AON CORP COM 037389103 1,549 33,900 SH SOLE 33,900 APACHE CORP COM 037411105 2,936 39,400 SH SOLE 39,400 APOLLO GROUP INC CL A 037604105 2,444 31,900 SH SOLE 31,900 APPLE INC COM 037833100 8,774 102,800 SH SOLE 102,800 APPLIED MATLS INC COM 038222105 1,638 161,700 SH SOLE 161,700 ARCHER DANIELS MIDLAND CO COM 039483102 2,283 79,200 SH SOLE 79,200 ARROW ELECTRS INC COM 042735100 631 33,500 SH SOLE 33,500 AUTODESK INC COM 052769106 595 30,300 SH SOLE 30,300 AUTOMATIC DATA PROCESSING IN COM 053015103 2,640 67,100 SH SOLE 67,100 AUTOZONE INC COM 053332102 1,199 8,600 SH SOLE 8,600 AVALONBAY CMNTYS INC COM 053484101 769 12,700 SH SOLE 12,700 AVON PRODS INC COM 054303102 1,430 59,500 SH SOLE 59,500 BB&T CORP COM 054937107 2,112 76,900 SH SOLE 76,900 BJ SVCS CO COM 055482103 518 44,400 SH SOLE 44,400 BMC SOFTWARE INC COM 055921100 786 29,200 SH SOLE 29,200 BAKER HUGHES INC COM 057224107 1,260 39,300 SH SOLE 39,300 BALL CORP COM 058498106 699 16,800 SH SOLE 16,800 BANK OF AMERICA CORPORATION COM 060505104 7,978 566,600 SH SOLE 566,600 BANK OF NEW YORK MELLON CORP COM 064058100 3,791 133,800 SH SOLE 133,800 BARD C R INC COM 067383109 1,239 14,700 SH SOLE 14,700 BAXTER INTL INC COM 071813109 3,735 69,700 SH SOLE 69,700 BECKMAN COULTER INC COM 075811109 554 12,600 SH SOLE 12,600 BECTON DICKINSON & CO COM 075887109 2,175 31,800 SH SOLE 31,800 BED BATH & BEYOND INC COM 075896100 971 38,200 SH SOLE 38,200 BERKLEY W R CORP COM 084423102 561 18,100 SH SOLE 18,100 BERKSHIRE HATHAWAY INC DEL CL B 084670207 3,535 1,100 SH SOLE 1,100 BEST BUY INC COM 086516101 1,369 48,700 SH SOLE 48,700 BLOCK H & R INC COM 093671105 1,559 68,600 SH SOLE 68,600 BOEING CO COM 097023105 3,213 75,300 SH SOLE 75,300 BORGWARNER INC COM 099724106 525 24,100 SH SOLE 24,100 BOSTON PROPERTIES INC COM 101121101 924 16,800 SH SOLE 16,800 BOSTON SCIENTIFIC CORP COM 101137107 1,318 170,300 SH SOLE 170,300 BRISTOL MYERS SQUIBB CO COM 110122108 5,452 234,500 SH SOLE 234,500 BROADCOM CORP CL A 111320107 1,000 58,900 SH SOLE 58,900 BROWN FORMAN CORP CL B 115637209 656 12,750 SH SOLE 12,750 CBS CORP NEW CL B 124857202 580 70,800 SH SOLE 70,800 CF INDS HLDGS INC COM 125269100 393 8,000 SH SOLE 8,000 CIGNA CORP COM 125509109 741 44,000 SH SOLE 44,000 CSX CORP COM 126408103 1,698 52,300 SH SOLE 52,300 CVS CAREMARK CORPORATION COM 126650100 4,699 163,500 SH SOLE 163,500 CAMPBELL SOUP CO COM 134429109 1,155 38,500 SH SOLE 38,500 CARNIVAL CORP PAIRED CTF 143658300 1,452 59,700 SH SOLE 59,700 CATERPILLAR INC DEL COM 149123101 3,109 69,600 SH SOLE 69,600 CELGENE CORP COM 151020104 3,046 55,100 SH SOLE 55,100 CEPHALON INC COM 156708109 1,048 13,600 SH SOLE 13,600 CHESAPEAKE ENERGY CORP COM 165167107 1,024 63,300 SH SOLE 63,300 CHEVRON CORP NEW COM 166764100 17,316 234,100 SH SOLE 234,100 CHUBB CORP COM 171232101 2,366 46,400 SH SOLE 46,400 CHURCH & DWIGHT INC COM 171340102 572 10,200 SH SOLE 10,200 CIMAREX ENERGY CO COM 171798101 471 17,600 SH SOLE 17,600 CINCINNATI FINL CORP COM 172062101 808 27,800 SH SOLE 27,800 CINTAS CORP COM 172908105 785 33,800 SH SOLE 33,800 CITIGROUP INC COM 172967101 4,061 605,200 SH SOLE 605,200 CITRIX SYS INC COM 177376100 627 26,600 SH SOLE 26,600 CLOROX CO DEL COM 189054109 1,278 23,000 SH SOLE 23,000 COACH INC COM 189754104 1,078 51,900 SH SOLE 51,900 COCA COLA CO COM 191216100 10,376 229,200 SH SOLE 229,200 COCA COLA ENTERPRISES INC COM 191219104 786 65,300 SH SOLE 65,300 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 686 38,000 SH SOLE 38,000 COLGATE PALMOLIVE CO COM 194162103 3,886 56,700 SH SOLE 56,700 COMPUTER SCIENCES CORP COM 205363104 879 25,000 SH SOLE 25,000 CONAGRA FOODS INC COM 205887102 1,000 60,600 SH SOLE 60,600 CONSOLIDATED EDISON INC COM 209115104 1,413 36,300 SH SOLE 36,300 CONSTELLATION ENERGY GROUP I COM 210371100 432 17,200 SH SOLE 17,200 CORNING INC COM 219350105 1,748 183,400 SH SOLE 183,400 COVANCE INC COM 222816100 451 9,800 SH SOLE 9,800 CROWN CASTLE INTL CORP COM 228227104 703 40,000 SH SOLE 40,000 CUMMINS INC COM 231021106 797 29,800 SH SOLE 29,800 DTE ENERGY CO COM 233331107 760 21,300 SH SOLE 21,300 DANAHER CORP DEL COM 235851102 1,325 23,400 SH SOLE 23,400 DEAN FOODS CO NEW COM 242370104 536 29,800 SH SOLE 29,800
DEERE & CO COM 244199105 1,989 51,900 SH SOLE 51,900 DENTSPLY INTL INC NEW COM 249030107 898 31,800 SH SOLE 31,800 DISNEY WALT CO COM 254687106 4,697 207,000 SH SOLE 207,000 DISCOVER FINL SVCS COM 254709108 580 60,900 SH SOLE 60,900 DOLLAR TREE INC COM 256746108 677 16,200 SH SOLE 16,200 DONNELLEY R R & SONS CO COM 257867101 581 42,800 SH SOLE 42,800 DOVER CORP COM 260003108 938 28,500 SH SOLE 28,500 DOW CHEM CO COM 260543103 1,598 105,900 SH SOLE 105,900 DU PONT E I DE NEMOURS & CO COM 263534109 2,717 107,400 SH SOLE 107,400 E M C CORP MASS COM 268648102 2,585 246,900 SH SOLE 246,900 EASTMAN CHEM CO COM 277432100 542 17,100 SH SOLE 17,100 EATON CORP COM 278058102 746 15,000 SH SOLE 15,000 EBAY INC COM 278642103 1,679 120,300 SH SOLE 120,300 ECOLAB INC COM 278865100 1,107 31,500 SH SOLE 31,500 EDISON INTL COM 281020107 1,205 37,500 SH SOLE 37,500 ELECTRONIC ARTS INC COM 285512109 739 46,100 SH SOLE 46,100 EMERSON ELEC CO COM 291011104 3,291 89,900 SH SOLE 89,900 EXPEDITORS INTL WASH INC COM 302130109 1,068 32,100 SH SOLE 32,100 EXPRESS SCRIPTS INC COM 302182100 1,644 29,900 SH SOLE 29,900 FLIR SYS INC COM 302445101 620 20,200 SH SOLE 20,200 FPL GROUP INC COM 302571104 2,245 44,600 SH SOLE 44,600 FAMILY DLR STORES INC COM 307000109 751 28,800 SH SOLE 28,800 FASTENAL CO COM 311900104 774 22,200 SH SOLE 22,200 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 664 10,700 SH SOLE 10,700 FIFTH THIRD BANCORP COM 316773100 605 73,300 SH SOLE 73,300 FIRST SOLAR INC COM 336433107 731 5,300 SH SOLE 5,300 FISERV INC COM 337738108 647 17,800 SH SOLE 17,800 FIRSTENERGY CORP COM 337932107 1,725 35,500 SH SOLE 35,500 FLUOR CORP NEW COM 343412102 1,499 33,400 SH SOLE 33,400 FORD MTR CO DEL COM PAR $0.01 345370860 579 252,821 SH SOLE 252,821 FOREST LABS INC COM 345838106 1,289 50,600 SH SOLE 50,600 FORTUNE BRANDS INC COM 349631101 900 21,800 SH SOLE 21,800 FRANKLIN RES INC COM 354613101 1,282 20,100 SH SOLE 20,100 GANNETT INC COM 364730101 526 65,700 SH SOLE 65,700 GAP INC DEL COM 364760108 1,178 88,000 SH SOLE 88,000 GENENTECH INC COM NEW 368710406 4,701 56,700 SH SOLE 56,700 GENERAL DYNAMICS CORP COM 369550108 2,430 42,200 SH SOLE 42,200 GENERAL ELECTRIC CO COM 369604103 19,425 1,199,100 SH SOLE 1,199,100 GENERAL MLS INC COM 370334104 2,673 44,000 SH SOLE 44,000 GENUINE PARTS CO COM 372460105 1,193 31,500 SH SOLE 31,500 GENZYME CORP COM 372917104 2,091 31,500 SH SOLE 31,500 GILEAD SCIENCES INC COM 375558103 5,564 108,800 SH SOLE 108,800 GOODRICH CORP COM 382388106 911 24,600 SH SOLE 24,600 GRAINGER W W INC COM 384802104 899 11,400 SH SOLE 11,400 HALLIBURTON CO COM 406216101 1,880 103,400 SH SOLE 103,400 HARLEY DAVIDSON INC COM 412822108 480 28,300 SH SOLE 28,300 HARRIS CORP DEL COM 413875105 959 25,200 SH SOLE 25,200 HASBRO INC COM 418056107 861 29,500 SH SOLE 29,500 HEINZ H J CO COM 423074103 1,681 44,700 SH SOLE 44,700 HELMERICH & PAYNE INC COM 423452101 439 19,300 SH SOLE 19,300 HERSHEY CO COM 427866108 1,042 30,000 SH SOLE 30,000 HEWLETT PACKARD CO COM 428236103 10,205 281,200 SH SOLE 281,200 HOLOGIC INC COM 436440101 460 35,200 SH SOLE 35,200 HOME DEPOT INC COM 437076102 4,422 192,100 SH SOLE 192,100 HONEYWELL INTL INC COM 438516106 2,774 84,500 SH SOLE 84,500 HOSPIRA INC COM 441060100 689 25,700 SH SOLE 25,700 HUDSON CITY BANCORP COM 443683107 1,309 82,000 SH SOLE 82,000 HUMANA INC COM 444859102 846 22,700 SH SOLE 22,700 HUNTINGTON BANCSHARES INC COM 446150104 563 73,500 SH SOLE 73,500 IMS HEALTH INC COM 449934108 637 42,000 SH SOLE 42,000 ITT CORP NEW COM 450911102 1,053 22,900 SH SOLE 22,900 ILLINOIS TOOL WKS INC COM 452308109 1,844 52,600 SH SOLE 52,600 INTEL CORP COM 458140100 10,057 686,000 SH SOLE 686,000 INTERNATIONAL BUSINESS MACHS COM 459200101 12,885 153,100 SH SOLE 153,100 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 695 23,400 SH SOLE 23,400 INTERNATIONAL GAME TECHNOLOG COM 459902102 849 71,400 SH SOLE 71,400 INTL PAPER CO COM 460146103 732 62,000 SH SOLE 62,000 INTERPUBLIC GROUP COS INC COM 460690100 406 102,500 SH SOLE 102,500 INTUIT COM 461202103 1,106 46,500 SH SOLE 46,500 JACOBS ENGR GROUP INC DEL COM 469814107 1,082 22,500 SH SOLE 22,500 JOHNSON & JOHNSON COM 478160104 19,134 319,800 SH SOLE 319,800 JOHNSON CTLS INC COM 478366107 1,369 75,400 SH SOLE 75,400 JOY GLOBAL INC COM 481165108 579 25,300 SH SOLE 25,300 KELLOGG CO COM 487836108 1,688 38,500 SH SOLE 38,500 KEYCORP NEW COM 493267108 548 64,300 SH SOLE 64,300 KIMBERLY CLARK CORP COM 494368103 2,642 50,100 SH SOLE 50,100 KOHLS CORP COM 500255104 1,336 36,900 SH SOLE 36,900 KROGER CO COM 501044101 2,155 81,600 SH SOLE 81,600 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,328 18,000 SH SOLE 18,000 LAM RESEARCH CORP COM 512807108 445 20,900 SH SOLE 20,900 LEGGETT & PLATT INC COM 524660107 611 40,200 SH SOLE 40,200 LEUCADIA NATL CORP COM 527288104 485 24,500 SH SOLE 24,500 LEXMARK INTL NEW CL A 529771107 713 26,500 SH SOLE 26,500 LIBERTY GLOBAL INC COM SER A 530555101 285 17,900 SH SOLE 17,900 LIBERTY GLOBAL INC COM SER C 530555309 279 18,400 SH SOLE 18,400 LILLY ELI & CO COM 532457108 4,949 122,900 SH SOLE 122,900 LIMITED BRANDS INC COM 532716107 585 58,300 SH SOLE 58,300 LINEAR TECHNOLOGY CORP COM 535678106 779 35,200 SH SOLE 35,200 LOCKHEED MARTIN CORP COM 539830109 3,128 37,200 SH SOLE 37,200 LOEWS CORP COM 540424108 1,282 45,368 SH SOLE 45,368 LORILLARD INC COM 544147101 1,466 26,012 SH SOLE 26,012 LOWES COS INC COM 548661107 3,564 165,600 SH SOLE 165,600 MDU RES GROUP INC COM 552690109 561 26,000 SH SOLE 26,000 MEMC ELECTR MATLS INC COM 552715104 481 33,700 SH SOLE 33,700 MARATHON OIL CORP COM 565849106 2,268 82,900 SH SOLE 82,900 MARSH & MCLENNAN COS INC COM 571748102 1,578 65,000 SH SOLE 65,000 MARSHALL & ILSLEY CORP NEW COM 571837103 503 36,900 SH SOLE 36,900 MARRIOTT INTL INC NEW CL A 571903202 916 47,100 SH SOLE 47,100 MATTEL INC COM 577081102 754 47,100 SH SOLE 47,100 MCAFEE INC COM 579064106 944 27,300 SH SOLE 27,300
MCCORMICK & CO INC COM NON VTG 579780206 443 13,900 SH SOLE 13,900 MCDERMOTT INTL INC COM 580037109 889 90,000 SH SOLE 90,000 MCDONALDS CORP COM 580135101 7,991 128,500 SH SOLE 128,500 MCGRAW HILL COS INC COM 580645109 995 42,900 SH SOLE 42,900 MEADWESTVACO CORP COM 583334107 436 39,000 SH SOLE 39,000 MEDTRONIC INC COM 585055106 3,833 122,000 SH SOLE 122,000 MERCK & CO INC COM 589331107 8,439 277,600 SH SOLE 277,600 MERRILL LYNCH & CO INC COM 590188108 843,076 72,429,217 SH SOLE 72,429,217 MICROSOFT CORP COM 594918104 19,162 985,700 SH SOLE 985,700 MICROCHIP TECHNOLOGY INC COM 595017104 609 31,200 SH SOLE 31,200 MOODYS CORP COM 615369105 613 30,500 SH SOLE 30,500 MORGAN STANLEY COM NEW 617446448 1,968 122,700 SH SOLE 122,700 MOTOROLA INC COM 620076109 1,244 280,700 SH SOLE 280,700 MURPHY OIL CORP COM 626717102 1,149 25,900 SH SOLE 25,900 NRG ENERGY INC COM NEW 629377508 747 32,000 SH SOLE 32,000 NYSE EURONEXT COM 629491101 523 19,100 SH SOLE 19,100 NASDAQ OMX GROUP INC COM 631103108 558 22,600 SH SOLE 22,600 NATIONAL OILWELL VARCO INC COM 637071101 1,216 49,759 SH SOLE 49,759 NATIONAL SEMICONDUCTOR CORP COM 637640103 448 44,500 SH SOLE 44,500 NEWFIELD EXPL CO COM 651290108 444 22,500 SH SOLE 22,500 NEWMONT MINING CORP COM 651639106 2,112 51,900 SH SOLE 51,900 NIKE INC CL B 654106103 2,417 47,400 SH SOLE 47,400 NOBLE ENERGY INC COM 655044105 1,240 25,200 SH SOLE 25,200 NORFOLK SOUTHERN CORP COM 655844108 2,249 47,800 SH SOLE 47,800 NORTHERN TR CORP COM 665859104 1,575 30,200 SH SOLE 30,200 NORTHROP GRUMMAN CORP COM 666807102 1,779 39,500 SH SOLE 39,500 NUCOR CORP COM 670346105 1,793 38,800 SH SOLE 38,800 OCCIDENTAL PETE CORP DEL COM 674599105 5,459 91,000 SH SOLE 91,000 OMNICOM GROUP INC COM 681919106 1,074 39,900 SH SOLE 39,900 OWENS ILL INC COM NEW 690768403 722 26,400 SH SOLE 26,400 PNC FINL SVCS GROUP INC COM 693475105 2,313 47,200 SH SOLE 47,200 PPG INDS INC COM 693506107 955 22,500 SH SOLE 22,500 PACCAR INC COM 693718108 1,164 40,700 SH SOLE 40,700 PARKER HANNIFIN CORP COM 701094104 1,025 24,100 SH SOLE 24,100 PAYCHEX INC COM 704326107 1,206 45,900 SH SOLE 45,900 PEABODY ENERGY CORP COM 704549104 1,133 49,800 SH SOLE 49,800 PENNEY J C INC COM 708160106 538 27,300 SH SOLE 27,300 PEOPLES UNITED FINANCIAL INC COM 712704105 758 42,500 SH SOLE 42,500 PEPCO HOLDINGS INC COM 713291102 657 37,000 SH SOLE 37,000 PEPSI BOTTLING GROUP INC COM 713409100 666 29,600 SH SOLE 29,600 PEPSICO INC COM 713448108 9,420 172,000 SH SOLE 172,000 PERRIGO CO COM 714290103 485 15,000 SH SOLE 15,000 PETROHAWK ENERGY CORP COM 716495106 1,877 120,100 SH SOLE 120,100 PFIZER INC COM 717081103 13,327 752,500 SH SOLE 752,500 PHARMACEUTICAL PROD DEV INC COM 717124101 560 19,300 SH SOLE 19,300 PHILIP MORRIS INTL INC COM 718172109 9,942 228,500 SH SOLE 228,500 PINNACLE WEST CAP CORP COM 723484101 591 18,400 SH SOLE 18,400 PIONEER NAT RES CO COM 723787107 306 18,900 SH SOLE 18,900 PITNEY BOWES INC COM 724479100 902 35,400 SH SOLE 35,400 PLUM CREEK TIMBER CO INC COM 729251108 872 25,100 SH SOLE 25,100 POLO RALPH LAUREN CORP CL A 731572103 699 15,400 SH SOLE 15,400 PRECISION CASTPARTS CORP COM 740189105 1,142 19,200 SH SOLE 19,200 PRICELINE COM INC COM NEW 741503403 501 6,800 SH SOLE 6,800 PROCTER & GAMBLE CO COM 742718109 20,982 339,400 SH SOLE 339,400 PROGRESS ENERGY INC COM 743263105 1,231 30,900 SH SOLE 30,900 PROGRESSIVE CORP OHIO COM 743315103 1,432 96,700 SH SOLE 96,700 PRUDENTIAL FINL INC COM 744320102 1,564 51,700 SH SOLE 51,700 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,811 62,100 SH SOLE 62,100 QUALCOMM INC COM 747525103 6,775 189,100 SH SOLE 189,100 QUESTAR CORP COM 748356102 716 21,900 SH SOLE 21,900 QWEST COMMUNICATIONS INTL IN COM 749121109 995 273,400 SH SOLE 273,400 RALCORP HLDGS INC NEW COM 751028101 526 9,000 SH SOLE 9,000 RAYTHEON CO COM NEW 755111507 2,623 51,400 SH SOLE 51,400 REPUBLIC SVCS INC COM 760759100 1,525 61,510 SH SOLE 61,510 REYNOLDS AMERICAN INC COM 761713106 1,024 25,400 SH SOLE 25,400 ROCKWELL AUTOMATION INC COM 773903109 909 28,200 SH SOLE 28,200 ROCKWELL COLLINS INC COM 774341101 1,149 29,400 SH SOLE 29,400 ROHM & HAAS CO COM 775371107 945 15,300 SH SOLE 15,300 ROPER INDS INC NEW COM 776696106 712 16,400 SH SOLE 16,400 ROSS STORES INC COM 778296103 800 26,900 SH SOLE 26,900 SEI INVESTMENTS CO COM 784117103 531 33,800 SH SOLE 33,800 SAFEWAY INC COM NEW 786514208 1,429 60,100 SH SOLE 60,100 ST JUDE MED INC COM 790849103 1,572 47,700 SH SOLE 47,700 SARA LEE CORP COM 803111103 1,136 116,000 SH SOLE 116,000 SCHEIN HENRY INC COM 806407102 697 19,000 SH SOLE 19,000 SCHERING PLOUGH CORP COM 806605101 3,215 188,800 SH SOLE 188,800 SCHLUMBERGER LTD COM 806857108 5,863 138,500 SH SOLE 138,500 SCHWAB CHARLES CORP NEW COM 808513105 1,906 117,900 SH SOLE 117,900 SEMPRA ENERGY COM 816851109 1,262 29,600 SH SOLE 29,600 SHERWIN WILLIAMS CO COM 824348106 1,129 18,900 SH SOLE 18,900 SIGMA ALDRICH CORP COM 826552101 929 22,000 SH SOLE 22,000 SIMON PPTY GROUP INC NEW COM 828806109 1,551 29,200 SH SOLE 29,200 SMITH INTL INC COM 832110100 662 28,900 SH SOLE 28,900 SMUCKER J M CO COM NEW 832696405 728 16,800 SH SOLE 16,800 SOUTHERN CO COM 842587107 3,241 87,600 SH SOLE 87,600 SOUTHWESTERN ENERGY CO COM 845467109 1,246 43,000 SH SOLE 43,000 SPECTRA ENERGY CORP COM 847560109 1,275 81,000 SH SOLE 81,000 SPRINT NEXTEL CORP COM SER 1 852061100 675 368,700 SH SOLE 368,700 STAPLES INC COM 855030102 1,444 80,600 SH SOLE 80,600 STARBUCKS CORP COM 855244109 898 94,900 SH SOLE 94,900 STATE STR CORP COM 857477103 2,112 53,700 SH SOLE 53,700 STERICYCLE INC COM 858912108 698 13,400 SH SOLE 13,400 STRYKER CORP COM 863667101 1,414 35,400 SH SOLE 35,400 SUN MICROSYSTEMS INC COM NEW 866810203 522 136,700 SH SOLE 136,700 SUNPOWER CORP COM CL B 867652307 152 5,000 SH SOLE 5,000 SUNTRUST BKS INC COM 867914103 1,244 42,100 SH SOLE 42,100 SUPERVALU INC COM 868536103 502 34,400 SH SOLE 34,400 SYMANTEC CORP COM 871503108 1,452 107,400 SH SOLE 107,400 SYSCO CORP COM 871829107 1,746 76,100 SH SOLE 76,100 TJX COS INC NEW COM 872540109 1,294 62,900 SH SOLE 62,900
TELEPHONE & DATA SYS INC COM 879433100 203 6,400 SH SOLE 6,400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 392 9,219 SH SOLE 9,219 TEXAS INSTRS INC COM 882508104 2,339 150,700 SH SOLE 150,700 TEXTRON INC COM 883203101 495 35,700 SH SOLE 35,700 THERMO FISHER SCIENTIFIC INC COM 883556102 1,741 51,100 SH SOLE 51,100 TIFFANY & CO NEW COM 886547108 614 26,000 SH SOLE 26,000 TIME WARNER INC COM 887317105 4,032 400,800 SH SOLE 400,800 TORCHMARK CORP COM 891027104 907 20,300 SH SOLE 20,300 UST INC COM 902911106 1,415 20,400 SH SOLE 20,400 US BANCORP DEL COM NEW 902973304 5,112 204,400 SH SOLE 204,400 ULTRA PETROLEUM CORP COM 903914109 632 18,300 SH SOLE 18,300 UNION PAC CORP COM 907818108 2,878 60,200 SH SOLE 60,200 UNITED PARCEL SERVICE INC CL B 911312106 4,236 76,800 SH SOLE 76,800 UNITED STATES STL CORP NEW COM 912909108 625 16,800 SH SOLE 16,800 UNITED TECHNOLOGIES CORP COM 913017109 5,644 105,300 SH SOLE 105,300 V F CORP COM 918204108 717 13,100 SH SOLE 13,100 VORNADO RLTY TR SH BEN INT 929042109 1,183 19,600 SH SOLE 19,600 VULCAN MATLS CO COM 929160109 1,099 15,800 SH SOLE 15,800 WACHOVIA CORP NEW COM 929903102 1,559 281,400 SH SOLE 281,400 WAL MART STORES INC COM 931142103 14,940 266,500 SH SOLE 266,500 WALGREEN CO COM 931422109 2,556 103,600 SH SOLE 103,600 WATERS CORP COM 941848103 678 18,500 SH SOLE 18,500 WELLS FARGO & CO NEW COM 949746101 12,317 417,800 SH SOLE 417,800 WESTERN DIGITAL CORP COM 958102105 459 40,100 SH SOLE 40,100 WESTERN UN CO COM 959802109 1,329 92,700 SH SOLE 92,700 WEYERHAEUSER CO COM 962166104 738 24,100 SH SOLE 24,100 WILLIAMS COS INC DEL COM 969457100 1,151 79,500 SH SOLE 79,500 WYETH COM 983024100 5,818 155,100 SH SOLE 155,100 WYNN RESORTS LTD COM 983134107 431 10,200 SH SOLE 10,200 XILINX INC COM 983919101 841 47,200 SH SOLE 47,200 XEROX CORP COM 984121103 1,115 139,900 SH SOLE 139,900 YAHOO INC COM 984332106 1,863 152,700 SH SOLE 152,700 YUM BRANDS INC COM 988498101 1,988 63,100 SH SOLE 63,100 ZIONS BANCORPORATION COM 989701107 483 19,700 SH SOLE 19,700 DUN & BRADSTREET CORP DEL NE COM 26483E100 880 11,400 SH SOLE 11,400 VERISIGN INC COM 92343E102 656 34,400 SH SOLE 34,400 AMERISOURCEBERGEN CORP COM 03073E105 995 27,900 SH SOLE 27,900 NEWS CORP CL A 65248E104 1,980 217,800 SH SOLE 217,800 EMBARQ CORP COM 29078E105 1,050 29,200 SH SOLE 29,200 TARGET CORP COM 87612E106 2,541 73,600 SH SOLE 73,600 DR PEPPER SNAPPLE GROUP INC COM 26138E109 742 45,680 SH SOLE 45,680 TRAVELERS COMPANIES INC COM 89417E109 3,327 73,600 SH SOLE 73,600 NEWS CORP CL B 65248E203 761 79,400 SH SOLE 79,400 AES CORP COM 00130H105 709 86,000 SH SOLE 86,000 AT&T INC COM 00206R102 19,178 672,900 SH SOLE 672,900 ACTIVISION BLIZZARD INC COM 00507V109 766 88,600 SH SOLE 88,600 ADOBE SYS INC COM 00724F101 1,482 69,600 SH SOLE 69,600 ADVANCE AUTO PARTS INC COM 00751Y106 764 22,700 SH SOLE 22,700 AETNA INC NEW COM 00817Y108 1,687 59,200 SH SOLE 59,200 AGILENT TECHNOLOGIES INC COM 00846U101 888 56,800 SH SOLE 56,800 ALTRIA GROUP INC COM 02209S103 4,265 283,200 SH SOLE 283,200 AMERIPRISE FINL INC COM 03076C106 1,406 60,200 SH SOLE 60,200 BIOGEN IDEC INC COM 09062X103 2,015 42,300 SH SOLE 42,300 BURLINGTON NORTHN SANTA FE C COM 12189T104 3,127 41,300 SH SOLE 41,300 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,255 22,800 SH SOLE 22,800 CME GROUP INC COM 12572Q105 1,640 7,881 SH SOLE 7,881 CA INC COM 12673P105 1,264 68,200 SH SOLE 68,200 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 845 50,200 SH SOLE 50,200 CAMERON INTERNATIONAL CORP COM 13342B105 906 44,200 SH SOLE 44,200 CAPITAL ONE FINL CORP COM 14040H105 1,537 48,200 SH SOLE 48,200 CARDINAL HEALTH INC COM 14149Y108 1,451 42,100 SH SOLE 42,100 CENTERPOINT ENERGY INC COM 15189T107 708 56,100 SH SOLE 56,100 CISCO SYS INC COM 17275R102 10,898 668,600 SH SOLE 668,600 COMCAST CORP NEW CL A 20030N101 3,911 231,700 SH SOLE 231,700 COMCAST CORP NEW CL A SPL 20030N200 1,647 102,000 SH SOLE 102,000 CONOCOPHILLIPS COM 20825C104 8,376 161,700 SH SOLE 161,700 CONSOL ENERGY INC COM 20854P109 663 23,200 SH SOLE 23,200 CONSTELLATION BRANDS INC CL A 21036P108 367 23,300 SH SOLE 23,300 COSTCO WHSL CORP NEW COM 22160K105 2,678 51,000 SH SOLE 51,000 DAVITA INC COM 23918K108 863 17,400 SH SOLE 17,400 DELL INC COM 24702R101 1,368 133,600 SH SOLE 133,600 DEVON ENERGY CORP NEW COM 25179M103 3,121 47,500 SH SOLE 47,500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 725 12,300 SH SOLE 12,300 DIRECTV GROUP INC COM 25459L106 1,984 86,600 SH SOLE 86,600 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 226 16,907 SH SOLE 16,907 DISH NETWORK CORP CL A 25470M109 645 58,200 SH SOLE 58,200 DOMINION RES INC VA NEW COM 25746U109 2,365 66,000 SH SOLE 66,000 DUKE ENERGY CORP NEW COM 26441C105 2,164 144,200 SH SOLE 144,200 ENSCO INTL INC COM 26874Q100 593 20,900 SH SOLE 20,900 EOG RES INC COM 26875P101 1,878 28,200 SH SOLE 28,200 EL PASO CORP COM 28336L109 736 94,000 SH SOLE 94,000 ENTERGY CORP NEW COM 29364G103 2,078 25,000 SH SOLE 25,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 1,053 35,300 SH SOLE 35,300 EXELON CORP COM 30161N101 4,076 73,300 SH SOLE 73,300 EXXON MOBIL CORP COM 30231G102 48,832 611,700 SH SOLE 611,700 FMC TECHNOLOGIES INC COM 30249U101 612 25,700 SH SOLE 25,700 FEDEX CORP COM 31428X106 2,418 37,700 SH SOLE 37,700 FLOWSERVE CORP COM 34354P105 896 17,400 SH SOLE 17,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,095 44,800 SH SOLE 44,800 GAMESTOP CORP NEW CL A 36467W109 587 27,100 SH SOLE 27,100 GOLDMAN SACHS GROUP INC COM 38141G104 4,009 47,500 SH SOLE 47,500 GOOGLE INC CL A 38259P508 8,799 28,600 SH SOLE 28,600 HCP INC COM 40414L109 1,022 36,800 SH SOLE 36,800 HESS CORP COM 42809H107 1,904 35,500 SH SOLE 35,500 HOST HOTELS & RESORTS INC COM 44107P104 609 80,400 SH SOLE 80,400 INTERCONTINENTALEXCHANGE INC COM 45865V100 701 8,500 SH SOLE 8,500 INTUITIVE SURGICAL INC COM NEW 46120E602 698 5,500 SH SOLE 5,500 JPMORGAN & CHASE & CO COM 46625H100 13,965 442,900 SH SOLE 442,900 JUNIPER NETWORKS INC COM 48203R104 1,262 72,100 SH SOLE 72,100 KBR INC COM 48242W106 755 49,700 SH SOLE 49,700
KIMCO REALTY CORP COM 49446R109 693 37,900 SH SOLE 37,900 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 416 10,400 SH SOLE 10,400 KRAFT FOODS INC CL A 50075N104 4,406 164,100 SH SOLE 164,100 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,050 16,300 SH SOLE 16,300 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 212 67,800 SH SOLE 67,800 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1,550 88,700 SH SOLE 88,700 LIFE TECHNOLOGIES CORP COM 53217V109 916 39,305 SH SOLE 39,305 M & T BK CORP COM 55261F104 660 11,500 SH SOLE 11,500 MACYS INC COM 55616P104 1 100 SH SOLE 100 MASTERCARD INC CL A 57636Q104 1,629 11,400 SH SOLE 11,400 MCKESSON CORP COM 58155Q103 1,340 34,600 SH SOLE 34,600 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,510 59,900 SH SOLE 59,900 METLIFE INC COM 59156R108 3,110 89,200 SH SOLE 89,200 MOLSON COORS BREWING CO CL B 60871R209 729 14,900 SH SOLE 14,900 MONSANTO CO NEW COM 61166W101 4,699 66,800 SH SOLE 66,800 MOSAIC CO COM 61945A107 765 22,100 SH SOLE 22,100 NII HLDGS INC CL B NEW 62913F201 462 25,400 SH SOLE 25,400 NETAPP INC COM 64110D104 830 59,400 SH SOLE 59,400 NISOURCE INC COM 65473P105 568 51,800 SH SOLE 51,800 NVIDIA CORP COM 67066G104 676 83,800 SH SOLE 83,800 ORACLE CORP COM 68389X105 8,072 455,300 SH SOLE 455,300 PG&E CORP COM 69331C108 1,788 46,200 SH SOLE 46,200 PPL CORP COM 69351T106 1,387 45,200 SH SOLE 45,200 PRAXAIR INC COM 74005P104 2,303 38,800 SH SOLE 38,800 PRICE T ROWE GROUP INC COM 74144T108 1,166 32,900 SH SOLE 32,900 PRIDE INTL INC DEL COM 74153Q102 570 35,700 SH SOLE 35,700 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 867 38,400 SH SOLE 38,400 PUBLIC STORAGE COM 74460D109 1,431 18,000 SH SOLE 18,000 QUEST DIAGNOSTICS INC COM 74834L100 1,293 24,900 SH SOLE 24,900 RANGE RES CORP COM 75281A109 681 19,800 SH SOLE 19,800 REGIONS FINANCIAL CORP NEW COM 7591EP100 739 92,900 SH SOLE 92,900 SAIC INC COM 78390X101 501 25,700 SH SOLE 25,700 SL GREEN RLTY CORP COM 78440X101 907 35,000 SH SOLE 35,000 SLM CORP COM 78442P106 530 59,500 SH SOLE 59,500 SALESFORCE COM INC COM 79466L302 528 16,500 SH SOLE 16,500 SCANA CORP NEW COM 80589M102 698 19,600 SH SOLE 19,600 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 467 26,100 SH SOLE 26,100 SUNOCO INC COM 86764P109 974 22,400 SH SOLE 22,400 TERADATA CORP DEL COM 88076W103 679 45,800 SH SOLE 45,800 3M CO COM 88579Y101 4,350 75,600 SH SOLE 75,600 TIM HORTONS INC COM 88706M103 900 31,200 SH SOLE 31,200 TIME WARNER CABLE INC CL A 88732J108 792 36,900 SH SOLE 36,900 UNITEDHEALTH GROUP INC COM 91324P102 3,564 134,000 SH SOLE 134,000 UNUM GROUP COM 91529Y106 1,127 60,600 SH SOLE 60,600 VALERO ENERGY CORP NEW COM 91913Y100 1,857 85,800 SH SOLE 85,800 VARIAN MED SYS INC COM 92220P105 736 21,000 SH SOLE 21,000 VENTAS INC COM 92276F100 849 25,300 SH SOLE 25,300 VERIZON COMMUNICATIONS INC COM 92343V104 10,604 312,800 SH SOLE 312,800 VERTEX PHARMACEUTICALS INC COM 92532F100 620 20,400 SH SOLE 20,400 VIACOM INC NEW CL B 92553P201 1,226 64,300 SH SOLE 64,300 VISA INC COM CL A 92826C839 2,706 51,600 SH SOLE 51,600 WASTE MGMT INC DEL COM 94106L109 2,058 62,100 SH SOLE 62,100 WELLPOINT INC COM 94973V107 2,574 61,100 SH SOLE 61,100 WINDSTREAM CORP COM 97381W104 775 84,200 SH SOLE 84,200 XTO ENERGY INC COM 98385X106 2,409 68,300 SH SOLE 68,300 XCEL ENERGY INC COM 98389B100 1,072 57,800 SH SOLE 57,800 ZIMMER HLDGS INC COM 98956P102 1,156 28,600 SH SOLE 28,600 AXIS CAPITAL HOLDINGS SHS G0692U109 748 25,700 SH SOLE 25,700 ACCENTURE LTD BERMUDA CL A G1150G111 2,567 78,300 SH SOLE 78,300 BUNGE LIMITED COM G16962105 1,186 22,900 SH SOLE 22,900 COOPER INDS LTD CL A G24182100 608 20,800 SH SOLE 20,800 COVIDIEN LTD COM G2552X108 2,207 60,900 SH SOLE 60,900 EVEREST RE GROUP LTD COM G3223R108 716 9,400 SH SOLE 9,400 FOSTER WHEELER LTD SHS NEW G36535139 601 25,700 SH SOLE 25,700 GARMIN LTD ORD G37260109 376 19,600 SH SOLE 19,600 INVESCO LTD SHS G491BT108 575 39,800 SH SOLE 39,800 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 488 73,200 SH SOLE 73,200 NABORS INDUSTRIES LTD SHS G6359F103 448 37,400 SH SOLE 37,400 NOBLE CORPORATION SHS G65422100 923 41,800 SH SOLE 41,800 PARTNERRE LTD COM G6852T105 592 8,300 SH SOLE 8,300 SEAGATE TECHNOLOGY SHS G7945J104 379 85,600 SH SOLE 85,600 TYCO INTL LTD BERMUDA SHS G9143X208 1,171 54,200 SH SOLE 54,200 TYCO ELECTRONICS LTD COM NEW G9144P105 917 56,600 SH SOLE 56,600 WEATHERFORD INTERNATIONAL LTD COM G95089101 870 80,400 SH SOLE 80,400 WILLIS GROUP HOLDINGS LTD SHS G96655108 562 22,600 SH SOLE 22,600 XL CAP LTD CL A G98255105 203 54,800 SH SOLE 54,800 ACE LTD SHS H0023R105 2,249 42,500 SH SOLE 42,500 FLEXTRONICS INTL LTD ORD Y2573F102 381 148,800 SH SOLE 148,800
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