-----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, P3p6GUW48X3ZuEu58luKFM8hxRYtn4lZns5OoknrBBi0JF4Z1P9ait7Bu38NH/di N9nRAWfpCCUMVji2GPPMrQ== 0001140361-10-021268.txt : 20100514 0001140361-10-021268.hdr.sgml : 20100514 20100514140327 ACCESSION NUMBER: 0001140361-10-021268 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NEW MEXICO EDUCATIONAL RETIREMENT BOARD CENTRAL INDEX KEY: 0000862469 IRS NUMBER: 856000589 STATE OF INCORPORATION: NM FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02695 FILM NUMBER: 10832272 BUSINESS ADDRESS: STREET 1: P O BOX 26129 CITY: SANTA FE STATE: NM ZIP: 87502 BUSINESS PHONE: 5054766133 MAIL ADDRESS: STREET 1: P O BOX 26129 CITY: SANTA FE STATE: NM ZIP: 87502 13F-HR 1 form13fhr.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: 3/31/2010 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: New Mexico Educational Retirement Board Address: 701 Camino de los Marquez Santa Fe, NM 87501 Form 13F File Number: 28-2695 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. Persons Signing this Report on Behalf of Reporting Manager: Name:   Title:   Phone:   Signature, Place, and Date of Signing: /s/ Christine Ortega Santa Fe, New Mexico 5/14/2010 - --------------------------------- --------------------------------- ---------- [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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 588 Form 13F Information Table Value Total: $ 1,434,738 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 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 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- AFLAC CORP COM 00105510 2671 49200 SH SOLE N/A X 0 0 AK STEEL HOLDING C COM 00154710 263 11512 SH SOLE N/A X 0 0 ABBOTT LABORATORIE COM 00282410 8574 162751 SH SOLE N/A X 0 0 ABERCROMBIE & FITC COM 00289620 424 9300 SH SOLE N/A X 0 0 ADVANCED MICRO DEV COM 00790310 550 59300 SH SOLE N/A X 0 0 AIR PRODUCTS & CHE COM 00915810 1649 22300 SH SOLE N/A X 0 0 AIRGAS INC COM 00936310 547 8600 SH SOLE N/A X 0 0 ALCOA, INC COM 01381710 1460 102536 SH SOLE N/A X 0 0 ALLEGHENY ENERGY I COM 01736110 409 17800 SH SOLE N/A X 0 0 ALLERGAN INC COM 01849010 2116 32400 SH SOLE N/A X 0 0 ALLSTATE CORP COM 02000210 1823 56432 SH SOLE N/A X 0 0 ALTERA CORP. COM 02144110 755 31060 SH SOLE N/A X 0 0 AMAZON COM COM 02313510 4765 35103 SH SOLE N/A X 0 0 AMEREN CORP COM 02360810 649 24900 SH SOLE N/A X 0 0 AMERICAN ELEC PWR COM 02553710 1718 50260 SH SOLE N/A X 0 0 AMERICAN EXPRESS COM 02581610 5166 125199 SH SOLE N/A X 0 0 AMERICAN INTL GROU COM 02687478 485 14202 SH SOLE N/A X 0 0 AMERICAN TOWER COR COM 02991220 1802 42300 SH SOLE N/A X 0 0 AMGEN COM 03116210 6365 106509 SH SOLE N/A X 0 0 AMPHENOL CORP-CL A COM 03209510 764 18100 SH SOLE N/A X 0 0 ANADARKO PETE CORP COM 03251110 3770 51769 SH SOLE N/A X 0 0 ANALOG DEVICES COM 03265410 885 30700 SH SOLE N/A X 0 0 AON CORP COM COM 03738910 1233 28880 SH SOLE N/A X 0 0 APACHE CORP COM COM 03741110 3596 35428 SH SOLE N/A X 0 0 APOLLO GROUP INC COM 03760410 816 13306 SH SOLE N/A X 0 0 APPLE COMPUTER COM 03783310 22270 94793 SH SOLE N/A X 0 0 APPLIED MATLS INC COM 03822210 1893 140400 SH SOLE N/A X 0 0 ARCHER DANIELS MID COM 03948310 1953 67567 SH SOLE N/A X 0 0 AUTODESK INC COM COM 05276910 711 24153 SH SOLE N/A X 0 0 AUTOMATIC DATA PRO COM 05301510 2361 53100 SH SOLE N/A X 0 0 AUTOZONE INC COM 05333210 548 3165 SH SOLE N/A X 0 0 AVALONBAY COMMUNIT COM 05348410 741 8578 SH SOLE N/A X 0 0 AVERY DENNISON COR COM 05361110 433 11900 SH SOLE N/A X 0 0 AVON PRODS INC COM COM 05430310 1521 44900 SH SOLE N/A X 0 0 BB & T CORP COM 05493710 2345 72400 SH SOLE N/A X 0 0 B J SERVICES COM 05548210 661 30900 SH SOLE N/A X 0 0 BMC SOFTWARE INC COM 05592110 733 19300 SH SOLE N/A X 0 0 BAKER HUGHES INC C COM 05722410 1527 32598 SH SOLE N/A X 0 0 BALL CORP COM COM 05849810 528 9900 SH SOLE N/A X 0 0 BANK OF AMERICA CO COM 06050510 18669 1045893 SH SOLE N/A X 0 0 BANK NEW YORK MELL COM 06405810 3914 126755 SH SOLE N/A X 0 0 BARD C R INC COM COM 06738310 884 10200 SH SOLE N/A X 0 0 BAXTER INTERNATION COM 07181310 3690 63404 SH SOLE N/A X 0 0 BECTON DICKINSON & COM 07588710 1969 25006 SH SOLE N/A X 0 0 BED BATH & BEYOND COM 07589610 1208 27600 SH SOLE N/A X 0 0 BEMIS INC COM COM 08143710 327 11400 SH SOLE N/A X 0 0 Berkshire Hathaway COM 08467070 14149 174100 SH SOLE N/A X 0 0 BEST BUY INC COM COM 08651610 1528 35924 SH SOLE N/A X 0 0 BIG LOTS INC COM 08930210 318 8739 SH SOLE N/A X 0 0 BLOCK H & R INC CO COM 09367110 628 35300 SH SOLE N/A X 0 0 BOEING CO COM COM 09702310 5555 76500 SH SOLE N/A X 0 0 BOSTON PROPERTIES COM 10112110 1101 14600 SH SOLE N/A X 0 0 BOSTON SCIENTIFIC COM 10113710 1148 158992 SH SOLE N/A X 0 0 BRISTOL-MYERS SQUI COM 11012210 4809 180114 SH SOLE N/A X 0 0 BROADCOM CORP COM 11132010 1505 45358 SH SOLE N/A X 0 0 BROWN FORMAN CORP COM 11563720 688 11575 SH SOLE N/A X 0 0 CBS Corp New Cl B COM 12485720 993 71245 SH SOLE N/A X 0 0 CF INDUSTRIES HOLD COM 12526910 464 5089 SH SOLE N/A X 0 0 CIGNA CORP COM COM 12550910 1054 28800 SH SOLE N/A X 0 0 CMS ENERGY CORP CO COM 12589610 374 24200 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- CSX CORP COM COM 12640810 2102 41300 SH SOLE N/A X 0 0 CVS/CAREMARK CORP COM 12665010 5427 148449 SH SOLE N/A X 0 0 CABOT OIL & GAS CO COM 12709710 401 10900 SH SOLE N/A X 0 0 CAMPBELL SOUP CO COM 13442910 707 20000 SH SOLE N/A X 0 0 CARNIVAL CRUISE LI COM 14365830 1789 46007 SH SOLE N/A X 0 0 CATERPILLAR COM 14912310 4117 65500 SH SOLE N/A X 0 0 CELGENE CORP COM 15102010 2999 48400 SH SOLE N/A X 0 0 CENTURYTEL INC COM 15670010 1111 31344 SH SOLE N/A X 0 0 CEPHALON INC COM 15670810 533 7864 SH SOLE N/A X 0 0 CHESAPEAKE ENERGY COM 16516710 1612 68200 SH SOLE N/A X 0 0 CHEVRON CORP NEW F COM 16676410 16014 211178 SH SOLE N/A X 0 0 CHUBB CORP COM COM 17123210 1866 35996 SH SOLE N/A X 0 0 CINCINNATI FINL CO COM 17206210 494 17103 SH SOLE N/A X 0 0 CINTAS CORP OHIO COM 17290810 388 13800 SH SOLE N/A X 0 0 CITIGROUP, INC COM 17296710 8312 2052379 SH SOLE N/A X 0 0 CITRIX SYSTEMS COM 17737610 916 19300 SH SOLE N/A X 0 0 CLOROX CO COM COM 18905410 942 14689 SH SOLE N/A X 0 0 COACH STK COM 18975410 1328 33592 SH SOLE N/A X 0 0 COCA COLA COM 19121610 13415 243916 SH SOLE N/A X 0 0 COCA COLA ENTERPRI COM 19121910 926 33490 SH SOLE N/A X 0 0 COGNIZANT TECH SOL COM 19244610 1580 31000 SH SOLE N/A X 0 0 COLGATE PALMOLIVE COM 19416210 4459 52293 SH SOLE N/A X 0 0 COMERICA INC COM COM 20034010 603 15857 SH SOLE N/A X 0 0 COMPUTER SCIENCES COM 20536310 872 16002 SH SOLE N/A X 0 0 COMPUWARE CORP COM COM 20563810 204 24300 SH SOLE N/A X 0 0 CONAGRA INC COM COM 20588710 1168 46602 SH SOLE N/A X 0 0 CONSOLIDATED EDISO COM 20911510 1314 29500 SH SOLE N/A X 0 0 CONSTELLATION ENER COM 21037110 741 21100 SH SOLE N/A X 0 0 CORNING INC COM 21935010 3310 163800 SH SOLE N/A X 0 0 Coventry Health Ca COM 22286210 386 15600 SH SOLE N/A X 0 0 CUMMINS ENGINE INC COM 23102110 1317 21262 SH SOLE N/A X 0 0 DTE ENERGY COM 23333110 776 17400 SH SOLE N/A X 0 0 DANAHER CORP COM COM 23585110 2190 27400 SH SOLE N/A X 0 0 DARDEN RESTAURANTS COM 23719410 653 14650 SH SOLE N/A X 0 0 DEAN FOODS CO COM 24237010 298 19000 SH SOLE N/A X 0 0 DEERE & CO COM COM 24419910 2646 44500 SH SOLE N/A X 0 0 DENBURY RESOURCE COM 24791620 703 41700 SH SOLE N/A X 0 0 DENTSPLY INTERNATI COM 24903010 554 15900 SH SOLE N/A X 0 0 DEVRY INC COM 25189310 424 6500 SH SOLE N/A X 0 0 DISNEY (WALT) CO COM 25468710 7069 202500 SH SOLE N/A X 0 0 DISCOVER FINANCIAL COM 25470910 851 57147 SH SOLE N/A X 0 0 DONNELLEY R R & SO COM 25786710 461 21585 SH SOLE N/A X 0 0 DOVER CORP COM COM 26000310 915 19581 SH SOLE N/A X 0 0 DOW CHEM CO COM COM 26054310 3561 120425 SH SOLE N/A X 0 0 DUPONT (EI) DE NEM COM 26353410 3542 95124 SH SOLE N/A X 0 0 EMC CORP MASS COM COM 26864810 3873 214662 SH SOLE N/A X 0 0 E TRADE FIN STK COM 26924610 256 155400 SH SOLE N/A X 0 0 EASTMAN CHEM CO COM 27743210 490 7700 SH SOLE N/A X 0 0 EASTMAN KODAK COM 27746110 163 28200 SH SOLE N/A X 0 0 EATON CORP COM COM 27805810 1326 17500 SH SOLE N/A X 0 0 EBAY INC COM 27864210 3192 118437 SH SOLE N/A X 0 0 ECOLAB INC COM COM 27886510 1099 25000 SH SOLE N/A X 0 0 EDISON INTL COM 28102010 1171 34275 SH SOLE N/A X 0 0 ELECTRONIC ARTS COM 28551210 640 34300 SH SOLE N/A X 0 0 EMERSON ELECTRIC COM 29101110 3983 79125 SH SOLE N/A X 0 0 EQUIFAX INC COM 29442910 476 13300 SH SOLE N/A X 0 0 Expeditors Intl Wa COM 30213010 823 22300 SH SOLE N/A X 0 0 EXPRESS SCRIPTS IN COM 30218210 2947 28959 SH SOLE N/A X 0 0 FLIR SYSTEMS COM 30244510 451 15980 SH SOLE N/A X 0 0 FMC CORP COM 30249130 460 7600 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- FPL GROUP INC COM 30257110 2102 43487 SH SOLE N/A X 0 0 FAMILY DOLLAR STOR COM 30700010 534 14593 SH SOLE N/A X 0 0 FASTENAL CO COM 31190010 667 13900 SH SOLE N/A X 0 0 FEDERATED INVESTOR COM 31421110 245 9300 SH SOLE N/A X 0 0 FIFTH THIRD BANCOR COM 31677310 1137 83681 SH SOLE N/A X 0 0 FIRST HORIZON NATL COM 32051710 334 23741 SH SOLE N/A X 0 0 FIRST SOLAR INC COM 33643310 626 5100 SH SOLE N/A X 0 0 FISERV INC COM 33773810 822 16200 SH SOLE N/A X 0 0 FIRSTENERGY CORP COM 33793210 1255 32112 SH SOLE N/A X 0 0 FLUOR CORP (NEW) COM 34341210 877 18849 SH SOLE N/A X 0 0 FORD MOTOR COM 34537086 4375 348086 SH SOLE N/A X 0 0 FOREST LABS INC COM 34583810 996 31750 SH SOLE N/A X 0 0 FORTUNE BRANDS INC COM 34963110 766 15800 SH SOLE N/A X 0 0 FRANKLIN RESOURCES COM 35461310 1741 15700 SH SOLE N/A X 0 0 GANNETT COM 36473010 411 24849 SH SOLE N/A X 0 0 GAP COM 36476010 1158 50125 SH SOLE N/A X 0 0 GENERAL DYNAMICS C COM 36955010 3136 40618 SH SOLE N/A X 0 0 GENERAL ELECTRIC COM 36960410 20397 1120723 SH SOLE N/A X 0 0 GENERAL MILLS INC COM 37033410 2436 34418 SH SOLE N/A X 0 0 GENUINE PARTS CO C COM 37246010 710 16800 SH SOLE N/A X 0 0 GENZYME CORP COM COM 37291710 1446 27900 SH SOLE N/A X 0 0 GILEAD SCIENCES IN COM 37555810 4310 94762 SH SOLE N/A X 0 0 GOODRICH B F CO CO COM 38238810 924 13100 SH SOLE N/A X 0 0 GOODYEAR TIRE & RU COM 38255010 322 25500 SH SOLE N/A X 0 0 GRAINGER W W INC C COM 38480210 721 6665 SH SOLE N/A X 0 0 HALLIBURTON CO COM 40621610 2861 94952 SH SOLE N/A X 0 0 HARLEY DAVIDSON IN COM 41282210 693 24700 SH SOLE N/A X 0 0 HARMAN INTERNATION COM 41308610 341 7300 SH SOLE N/A X 0 0 Harris Corp COM 41387510 657 13841 SH SOLE N/A X 0 0 HARTFORD FINL SVCS COM 41651510 1146 40322 SH SOLE N/A X 0 0 HASBRO INC COM COM 41805610 501 13081 SH SOLE N/A X 0 0 HEINZ COM 42307410 1514 33200 SH SOLE N/A X 0 0 HELMERICH & PAYN COM 42345210 423 11100 SH SOLE N/A X 0 0 THE HERSHEY COMPAN COM 42786610 749 17500 SH SOLE N/A X 0 0 HEWLETT PACKARD COM 42823610 13263 249547 SH SOLE N/A X 0 0 HOME DEPOT COM 43707610 5789 178950 SH SOLE N/A X 0 0 HONEYWELL INT'L IN COM 43851610 3638 80355 SH SOLE N/A X 0 0 HORMEL FOODS CRP COM 44045210 307 7300 SH SOLE N/A X 0 0 HOSPIRA INC COM COM 44106010 964 17020 SH SOLE N/A X 0 0 HUDSON CITY BANCOR COM 44368310 705 49764 SH SOLE N/A X 0 0 HUMANA COM 44485910 837 17900 SH SOLE N/A X 0 0 HUNTINGTON BANCSHA COM 44615010 404 75300 SH SOLE N/A X 0 0 ITT INDS INC COM 45091110 1029 19200 SH SOLE N/A X 0 0 ILLINOIS TOOL WKS COM 45230810 1922 40590 SH SOLE N/A X 0 0 INTEL CORP COM 45814010 12937 581159 SH SOLE N/A X 0 0 INTL BUSINESS MACH COM 45920010 17729 138241 SH SOLE N/A X 0 0 INTERNATIONAL FLAV COM 45950610 396 8300 SH SOLE N/A X 0 0 INTERNATIONAL GAME COM 45990210 577 31300 SH SOLE N/A X 0 0 INTL PAPER COM 46014610 1122 45604 SH SOLE N/A X 0 0 INTERPUBLIC GROUP COM 46069010 426 51189 SH SOLE N/A X 0 0 INTUIT COM 46120210 1145 33341 SH SOLE N/A X 0 0 IRON MOUNTAIN COM 46284610 521 19000 SH SOLE N/A X 0 0 JABIL CIRCUIT INC COM 46631310 320 19784 SH SOLE N/A X 0 0 JACOBS ENGINEERING COM 46981410 592 13100 SH SOLE N/A X 0 0 JOHNSON & JOHNSON COM 47816010 18933 290384 SH SOLE N/A X 0 0 JOHNSON CTLS INC C COM 47836610 2329 70600 SH SOLE N/A X 0 0 KLA-TENCOR CORPORA COM 48248010 557 18000 SH SOLE N/A X 0 0 KELLOGG CO COM COM 48783610 1432 26800 SH SOLE N/A X 0 0 KEYCORP NEW COM 49326710 717 92454 SH SOLE N/A X 0 0 KIMBERLY CLARK COM 49436810 2749 43716 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- KING PHARMACEUTICA COM 49558210 307 26100 SH SOLE N/A X 0 0 KOHLS CORP COM 50025510 1769 32300 SH SOLE N/A X 0 0 KROGER CO COM COM 50104410 1483 68471 SH SOLE N/A X 0 0 LSI LOGIC CORP COM COM 50216110 421 68742 SH SOLE N/A X 0 0 L-3 COMMUNICATIONS COM 50242410 1118 12200 SH SOLE N/A X 0 0 LANTRONIX INC WTS COM 51699026 0 9164 SH SOLE N/A X 0 0 ESTEE LAUDER ORDIN COM 51843910 804 12400 SH SOLE N/A X 0 0 LEGGETT & PLATT COM 52466010 346 16000 SH SOLE N/A X 0 0 LEGG MASON INC COM 52490110 490 17100 SH SOLE N/A X 0 0 LENNAR CORP-CL A COM 52605710 285 16541 SH SOLE N/A X 0 0 LEUCADIA NATIONAL COM 52728810 496 20000 SH SOLE N/A X 0 0 LEXMARK INTL GROUP COM 52977110 295 8177 SH SOLE N/A X 0 0 LILLY ELI & CO COM COM 53245710 3853 106388 SH SOLE N/A X 0 0 LIMITED INC COM COM 53271610 693 28165 SH SOLE N/A X 0 0 LINCOLN NATL CORP COM 53418710 976 31777 SH SOLE N/A X 0 0 LINEAR TECHNOLOGY COM 53567810 665 23500 SH SOLE N/A X 0 0 LOCKHEED MARTIN CO COM 53983010 2800 33642 SH SOLE N/A X 0 0 LOEWS CORP COM COM 54042410 1417 38004 SH SOLE N/A X 0 0 LORILLARD INC COM 54414710 1269 16871 SH SOLE N/A X 0 0 LOWES COS INC COM COM 54866110 3755 154900 SH SOLE N/A X 0 0 MEMC ELECTRONIC MA COM 55271510 360 23500 SH SOLE N/A X 0 0 MARATHON OIL CORP COM 56584910 2358 74513 SH SOLE N/A X 0 0 MARSH & MCLENNAN COM 57174810 1356 55522 SH SOLE N/A X 0 0 MARSHALL & ILSLEY- COM 57183710 445 55235 SH SOLE N/A X 0 0 MARRIOTT INTL INC COM 57190320 841 26679 SH SOLE N/A X 0 0 MASCO CORP COM COM 57459910 586 37757 SH SOLE N/A X 0 0 MASSEY ENERGY CO COM 57620610 471 9000 SH SOLE N/A X 0 0 MATTEL INC COM COM 57708110 864 37997 SH SOLE N/A X 0 0 MCAFEE INC COM 57906410 666 16600 SH SOLE N/A X 0 0 MCCORMICK STK COM 57978020 529 13800 SH SOLE N/A X 0 0 MCDONALD'S COM 58013510 7578 113586 SH SOLE N/A X 0 0 MCGRAW HILL COMPAN COM 58064510 1183 33179 SH SOLE N/A X 0 0 MEAD JOHNSON-A COM 58283910 1119 21500 SH SOLE N/A X 0 0 MEADWESTVACO CORP COM 58333410 460 17990 SH SOLE N/A X 0 0 MEDTRONIC INC COM COM 58505510 5245 116482 SH SOLE N/A X 0 0 MEREDITH CORP COM COM 58943310 134 3900 SH SOLE N/A X 0 0 METROPCS COMMUNI COM 59170810 194 27400 SH SOLE N/A X 0 0 MICROSOFT COM 59491810 23798 813058 SH SOLE N/A X 0 0 MICROCHIP TECHNOLO COM 59501710 543 19300 SH SOLE N/A X 0 0 MICRON TECHNOLOGY COM 59511210 930 89500 SH SOLE N/A X 0 0 MILLIPORE CORP COM COM 60107310 623 5900 SH SOLE N/A X 0 0 MOLEX INC COM 60855410 298 14300 SH SOLE N/A X 0 0 MONSTER WORLDWIDE COM 61174210 219 13200 SH SOLE N/A X 0 0 MOODYS CORP COM 61536910 616 20700 SH SOLE N/A X 0 0 MORGAN STANLEY DEA COM 61744644 4192 143117 SH SOLE N/A X 0 0 MOTOROLA COM 62007610 1708 243275 SH SOLE N/A X 0 0 MURPHY OIL CORP COM 62671710 1129 20100 SH SOLE N/A X 0 0 MYLAN LABS STK COM 62853010 731 32200 SH SOLE N/A X 0 0 NRG ENERGY COM 62937750 564 27000 SH SOLE N/A X 0 0 NYSE EURONEXT COM 62949110 809 27334 SH SOLE N/A X 0 0 NASDAQ OMX GROUP/T COM 63110310 322 15257 SH SOLE N/A X 0 0 NATIONAL OILWELL V COM 63707110 1786 44023 SH SOLE N/A X 0 0 NATIONAL SEMICONDU COM 63764010 353 24400 SH SOLE N/A X 0 0 NEW YORK TIMES CO COM 65011110 136 12200 SH SOLE N/A X 0 0 NEWELL RUBBERMAID COM 65122910 445 29263 SH SOLE N/A X 0 0 NEWMONT MNG CORP C COM 65163910 2629 51629 SH SOLE N/A X 0 0 NICOR INC COM COM 65408610 201 4800 SH SOLE N/A X 0 0 NIKE INC CL B COM 65410610 3015 41017 SH SOLE N/A X 0 0 Noble Energy Inc COM 65504410 1329 18210 SH SOLE N/A X 0 0 NORDSTROM INC COM COM 65566410 711 17400 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- NORFOLK SOUTHN COR COM 65584410 2166 38763 SH SOLE N/A X 0 0 NORTHEAST UTILS COM 66439710 511 18500 SH SOLE N/A X 0 0 NORTHERN TR CORP C COM 66585910 1403 25390 SH SOLE N/A X 0 0 NORTHROP COM NPV COM 66680710 2162 32975 SH SOLE N/A X 0 0 NOVELL INC COM 67000610 219 36500 SH SOLE N/A X 0 0 NOVELLUS SYSTEMS COM 67000810 255 10200 SH SOLE N/A X 0 0 NUCOR CORP COM COM 67034610 1502 33100 SH SOLE N/A X 0 0 OCCIDENTAL PETE CO COM 67459910 7220 85400 SH SOLE N/A X 0 0 OFFICE DEPOT COM 67622010 231 28898 SH SOLE N/A X 0 0 OMNICOM GROUP COM COM 68191910 1273 32800 SH SOLE N/A X 0 0 ONEOK INC COM 68268010 507 11100 SH SOLE N/A X 0 0 O REILLY AUTOMOT COM 68609110 601 14400 SH SOLE N/A X 0 0 OWENS-ILLINOIS COM 69076840 631 17751 SH SOLE N/A X 0 0 PNC BANK CORP COM COM 69347510 3246 54373 SH SOLE N/A X 0 0 PPG INDS INC COM COM 69350610 1151 17600 SH SOLE N/A X 0 0 PACCAR INC COM COM 69371810 1660 38300 SH SOLE N/A X 0 0 PACTIV, CORP COM 69525710 350 13900 SH SOLE N/A X 0 0 PALL CORP COM COM 69642930 498 12291 SH SOLE N/A X 0 0 PARKER HANNIFIN CO COM 70109410 1097 16950 SH SOLE N/A X 0 0 PATTERSON COS INC COM 70339510 304 9800 SH SOLE N/A X 0 0 PAYCHEX INC COM COM 70432610 1041 33900 SH SOLE N/A X 0 0 PEABODY ENERGY COR COM 70454910 1289 28200 SH SOLE N/A X 0 0 PENNEY (J.C.) COM 70816010 798 24800 SH SOLE N/A X 0 0 PEOPLE S UNITED FI COM 71270410 573 36630 SH SOLE N/A X 0 0 PEPCO HOLDINGS INC COM 71329110 400 23300 SH SOLE N/A X 0 0 PEPSICO COM 71344810 11326 171189 SH SOLE N/A X 0 0 PERKINELMER, INC COM 71404610 294 12300 SH SOLE N/A X 0 0 PFIZER COM 71708110 14566 849331 SH SOLE N/A X 0 0 PHILIP MORRIS INT' COM 71817210 10459 200521 SH SOLE N/A X 0 0 PINNACLE WEST CAPI COM 72348410 404 10700 SH SOLE N/A X 0 0 Pioneer Natural Re COM 72378710 681 12100 SH SOLE N/A X 0 0 PITNEY-BOWES COM 72447910 533 21800 SH SOLE N/A X 0 0 PLUM CREEK TIMBER COM 72925110 665 17100 SH SOLE N/A X 0 0 POLO RALPH LAUREN COM 73157210 516 6072 SH SOLE N/A X 0 0 PRECISION CASTPART COM 74018910 1875 14800 SH SOLE N/A X 0 0 PRICELINE.COM COM 74150340 1148 4500 SH SOLE N/A X 0 0 PROCTER & GAMBLE COM 74271810 19456 307514 SH SOLE N/A X 0 0 PROGRESS ENERGY, I COM 74326310 1157 29400 SH SOLE N/A X 0 0 PROGRESSIVE CORP O COM 74331510 1355 71000 SH SOLE N/A X 0 0 PROLOGIS COM 74341010 630 47755 SH SOLE N/A X 0 0 PRUDENTIAL FINANCI COM 74432010 2957 48882 SH SOLE N/A X 0 0 PUBLIC SVC ENTERPR COM 74457310 1572 53249 SH SOLE N/A X 0 0 PULTE CORP COM 74586710 374 33220 SH SOLE N/A X 0 0 Q LOGIC CORP COM 74727710 245 12055 SH SOLE N/A X 0 0 QUALCOMM COM 74752510 7384 175843 SH SOLE N/A X 0 0 Questar Corp COM 74835610 794 18383 SH SOLE N/A X 0 0 QWEST COMMUNICATIO COM 74912110 816 156284 SH SOLE N/A X 0 0 RADIO SHACK COM 75043810 299 13200 SH SOLE N/A X 0 0 RAYTHEON CO NEW COM 75511150 2303 40310 SH SOLE N/A X 0 0 RED HAT INC COM 75657710 580 19800 SH SOLE N/A X 0 0 REPUBLIC SERVICES, COM 76075910 986 33985 SH SOLE N/A X 0 0 REYNOLDS AMERN INC COM 76171310 961 17800 SH SOLE N/A X 0 0 ROBERT HALF INTL I COM 77032310 484 15900 SH SOLE N/A X 0 0 ROCKWELL AUTOMATIO COM 77390310 845 15000 SH SOLE N/A X 0 0 ROCKWELL COLLINS I COM 77434110 1033 16500 SH SOLE N/A X 0 0 ROPER INDS COM 77669610 555 9600 SH SOLE N/A X 0 0 ROSS STORES INC COM 77829610 706 13200 SH SOLE N/A X 0 0 ROWAN COS INC COM COM 77938210 348 11954 SH SOLE N/A X 0 0 RYDER SYS INC COM COM 78354910 229 5900 SH SOLE N/A X 0 0 SAFEWAY INC. COM 78651420 1064 42800 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- ST JUDE MED INC CO COM 79084910 1445 35209 SH SOLE N/A X 0 0 SARA LEE CORP COM COM 80311110 1023 73405 SH SOLE N/A X 0 0 SCHLUMBERGER COM 80685710 8023 126427 SH SOLE N/A X 0 0 SCHWAB CHARLES COR COM 80851310 1875 100336 SH SOLE N/A X 0 0 SCRIPPS NETWORKS I COM 81106510 419 9449 SH SOLE N/A X 0 0 SEARS HLDGS CORP COM 81235010 551 5079 SH SOLE N/A X 0 0 SEMPRA ENERGY COM 81685110 1292 25900 SH SOLE N/A X 0 0 SHERWIN WILLIAMS C COM 82434810 677 10000 SH SOLE N/A X 0 0 SIGMA ALDRICH CORP COM 82655210 687 12800 SH SOLE N/A X 0 0 SIMON PPTY GROUP I COM 82880610 2520 30035 SH SOLE N/A X 0 0 SMITH INTERNATIONA COM 83211010 1118 26100 SH SOLE N/A X 0 0 JM SMUCKER CO COM 83269640 753 12500 SH SOLE N/A X 0 0 SNAP ON INC COM 83303410 264 6100 SH SOLE N/A X 0 0 SOUTHERN CO COM COM 84258710 2792 84200 SH SOLE N/A X 0 0 SOUTHWEST AIRLS CO COM 84474110 1032 78101 SH SOLE N/A X 0 0 SOUTHWESTERN ENERG COM 84546710 1478 36300 SH SOLE N/A X 0 0 SPECTRA ENERGY COR COM 84756010 1534 68108 SH SOLE N/A X 0 0 SPRINT NEXTEL CORP COM 85206110 1173 308624 SH SOLE N/A X 0 0 STANLEY BLACK & DE COM 85450210 949 16532 SH SOLE N/A X 0 0 STAPLES INC COM 85503010 1782 76200 SH SOLE N/A X 0 0 STARBUCKS COM 85524410 1898 78200 SH SOLE N/A X 0 0 STATE STREET CORP COM 85747710 2351 52076 SH SOLE N/A X 0 0 STERICYCLE INC COM 85891210 485 8900 SH SOLE N/A X 0 0 STRYKER CORP COM 86366710 1699 29700 SH SOLE N/A X 0 0 SUNTRUST BKS INC C COM 86791410 1406 52492 SH SOLE N/A X 0 0 SUPERVALU INC COM 86853610 372 22297 SH SOLE N/A X 0 0 SYMANTEC CORP COM 87150310 1443 85279 SH SOLE N/A X 0 0 SYSCO CORP COM COM 87182910 1838 62300 SH SOLE N/A X 0 0 TECO ENERGY INC CO COM 87237510 358 22500 SH SOLE N/A X 0 0 TJX COS INC COM 87254010 1879 44186 SH SOLE N/A X 0 0 TELLABS INC COM COM 87966410 308 40640 SH SOLE N/A X 0 0 TERADYNE INC COM 88077010 206 18400 SH SOLE N/A X 0 0 Tesoro Corp COM 88160910 205 14775 SH SOLE N/A X 0 0 TEXAS INSTRS INC C COM 88250810 3227 131863 SH SOLE N/A X 0 0 TEXTRON INC COM COM 88320310 605 28500 SH SOLE N/A X 0 0 THERMO ELECTRON CO COM 88355610 2210 42954 SH SOLE N/A X 0 0 TIFFANY & CO. COM 88654710 622 13100 SH SOLE N/A X 0 0 TIME WARNER INC NE COM 88731730 3844 122925 SH SOLE N/A X 0 0 TITANIUM METALS CO COM 88833920 148 8900 SH SOLE N/A X 0 0 TORCHMARK CORP COM COM 89102710 466 8700 SH SOLE N/A X 0 0 TOTAL SYS SVCS INC COM 89190610 324 20718 SH SOLE N/A X 0 0 TYSON FOODS INC-CL COM 90249410 614 32066 SH SOLE N/A X 0 0 US BANCORP COM 90297330 5209 201294 SH SOLE N/A X 0 0 UNION PACIFIC COM 90781810 3889 53059 SH SOLE N/A X 0 0 UNITED PARCEL SERV COM 91131210 6728 104450 SH SOLE N/A X 0 0 UNITED STATES STEE COM 91290910 959 15100 SH SOLE N/A X 0 0 UNITED TECHNOLOGIE COM 91301710 7265 98699 SH SOLE N/A X 0 0 URBAN OUTFITTER COM 91704710 517 13600 SH SOLE N/A X 0 0 V F CORP COM COM 91820410 745 9300 SH SOLE N/A X 0 0 VORNADO REALTY TR COM 92904210 1247 16476 SH SOLE N/A X 0 0 VULCAN MATLS CO CO COM 92916010 624 13200 SH SOLE N/A X 0 0 WAL-MART COM 93114210 12486 224569 SH SOLE N/A X 0 0 WALGREEN CO COM COM 93142210 3861 104100 SH SOLE N/A X 0 0 Washington Post - COM 93964010 311 700 SH SOLE N/A X 0 0 WATERS CORP COM 94184810 675 10000 SH SOLE N/A X 0 0 WATSON PHARMACEUTI COM 94268310 468 11200 SH SOLE N/A X 0 0 WELLS FARGO & CO N COM 94974610 16742 537995 SH SOLE N/A X 0 0 WESTERN DIGITAL COM 95810210 924 23700 SH SOLE N/A X 0 0 WESTERN UN COM 95980210 1236 72868 SH SOLE N/A X 0 0 WEYERHAEUSER CO CO COM 96216610 1005 22200 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- WHIRLPOOL COM 96332010 683 7823 SH SOLE N/A X 0 0 WHOLE FOODS MKT COM 96683710 647 17900 SH SOLE N/A X 0 0 WILLIAMS COS COM COM 96945710 1417 61360 SH SOLE N/A X 0 0 WISCONSIN ENERGY C COM 97665710 608 12300 SH SOLE N/A X 0 0 WYNN RESORTS LTD COM 98313410 554 7300 SH SOLE N/A X 0 0 XILINX INC COM 98391910 742 29100 SH SOLE N/A X 0 0 XEROX COM 98412110 1386 142184 SH SOLE N/A X 0 0 YAHOO INC COM 98433210 2071 125300 SH SOLE N/A X 0 0 YUM BRANDS INC COM 98849810 1887 49233 SH SOLE N/A X 0 0 ZIONS BANCORP COM COM 98970110 316 14502 SH SOLE N/A X 0 0 AMERISOURCEBERGEN COM 03073E10 878 30357 SH SOLE N/A X 0 0 DR PEPPER SNAPPLE COM 26138E10 939 26700 SH SOLE N/A X 0 0 DUN & BRADSTREET COM 26483E10 406 5454 SH SOLE N/A X 0 0 NEWS CORP-CL A COM 65248E10 3417 237111 SH SOLE N/A X 0 0 QUANTA SERVICES COM 74762E10 408 21300 SH SOLE N/A X 0 0 TARGET CORP COM 87612E10 4166 79200 SH SOLE N/A X 0 0 TRAVELERS COS, INC COM 89417E10 3103 57523 SH SOLE N/A X 0 0 VERISIGN INC COM 92343E10 525 20200 SH SOLE N/A X 0 0 INTUITIVE SURGICAL COM 46120E60 1393 4000 SH SOLE N/A X 0 0 AES CORP COM 00130H10 773 70283 SH SOLE N/A X 0 0 AT&T INC COM COM 00206R10 16049 621084 SH SOLE N/A X 0 0 ADOBE SYS INC COM COM 00724F10 1949 55098 SH SOLE N/A X 0 0 AETNA INC NEW COM 00817Y10 1601 45607 SH SOLE N/A X 0 0 AGILENT TECHNOLOGI COM 00846U10 1251 36374 SH SOLE N/A X 0 0 AKAMAI TECHNOLOGIE COM 00971T10 565 17988 SH SOLE N/A X 0 0 ALLEGHENY TECHNOLO COM 01741R10 556 10300 SH SOLE N/A X 0 0 ALTRIA GROUP INC F COM 02209S10 4475 218100 SH SOLE N/A X 0 0 AMERIPRISE FINL IN COM 03076C10 1219 26867 SH SOLE N/A X 0 0 APT INV MNGMT STK COM 03748R10 227 12323 SH SOLE N/A X 0 0 ASSURANT INC COM 04621X10 424 12324 SH SOLE N/A X 0 0 AUTONATION STK COM 05329W10 176 9738 SH SOLE N/A X 0 0 BIOGEN IDEC, INC COM 09062X10 1628 28384 SH SOLE N/A X 0 0 CB RICHARD ELLIS G COM 12497T10 408 25712 SH SOLE N/A X 0 0 C H ROBINSON WORL COM 12541W20 984 17623 SH SOLE N/A X 0 0 CME GROUP INC COM 12572Q10 2199 6958 SH SOLE N/A X 0 0 CA INC, COM COM 12673P10 979 41698 SH SOLE N/A X 0 0 CAMERON INTERNATIO COM 13342B10 1102 25700 SH SOLE N/A X 0 0 CAPITAL ONE FINL C COM 14040H10 1962 47388 SH SOLE N/A X 0 0 CARDINAL HEALTH IN COM 14149Y10 1376 38200 SH SOLE N/A X 0 0 CAREFUSION CORP CO COM 14170T10 492 18600 SH SOLE N/A X 0 0 CENTERPOINT ENERGY COM 15189T10 590 41100 SH SOLE N/A X 0 0 CISCO SYSTEMS COM 17275R10 15761 605505 SH SOLE N/A X 0 0 CLIFFS NATURAL R COM 18683K10 979 13800 SH SOLE N/A X 0 0 COMCAST CORP COM 20030N10 5654 300430 SH SOLE N/A X 0 0 CONOCOPHILLIPS COM 20825C10 7992 156194 SH SOLE N/A X 0 0 CONSOL ENERGY INC COM 20854P10 811 19000 SH SOLE N/A X 0 0 CONSTELLATION ORDI COM 21036P10 345 21000 SH SOLE N/A X 0 0 COSTCO WHSL CORP COM 22160K10 2741 45900 SH SOLE N/A X 0 0 D R HORTON ORDINAR COM 23331A10 367 29100 SH SOLE N/A X 0 0 DAVITA INC COM 23918K10 685 10800 SH SOLE N/A X 0 0 DELL INC COM 24702R10 2721 181263 SH SOLE N/A X 0 0 DEVON ENERGY CORP COM 25179M10 3012 46752 SH SOLE N/A X 0 0 DIAMOND OFFSHORE COM 25271C10 648 7300 SH SOLE N/A X 0 0 DISCOVERY COMM-A COM 25470F10 1007 29800 SH SOLE N/A X 0 0 DIRECTV-A COM 25490A10 3405 100700 SH SOLE N/A X 0 0 DOMINION RES INC V COM 25746U10 2583 62838 SH SOLE N/A X 0 0 DUKE ENERGY CORP, COM 26441C10 2241 137316 SH SOLE N/A X 0 0 EOG RES INC COM 26875P10 2469 26563 SH SOLE N/A X 0 0 EQT CORP COM COM 26884L10 566 13800 SH SOLE N/A X 0 0 EL PASO CORPORATIO COM 28336L10 800 73826 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- ENTERGY CORP NEW COM 29364G10 1616 19868 SH SOLE N/A X 0 0 EQUITY RESIDENTIAL COM 29476L10 1139 29100 SH SOLE N/A X 0 0 EXELON CORP COM 30161N10 3040 69397 SH SOLE N/A X 0 0 Expedia Inc COM 30212P10 554 22200 SH SOLE N/A X 0 0 EXXON MOBIL CORP COM 30231G10 33466 499643 SH SOLE N/A X 0 0 FMC TECHNOLOGIES COM 30249U10 834 12900 SH SOLE N/A X 0 0 FEDEX CORP COM 31428X10 3072 32895 SH SOLE N/A X 0 0 FIDELITY NATIONAL COM 31620M10 788 33600 SH SOLE N/A X 0 0 FLOWSERVE CORP COM 34354P10 644 5841 SH SOLE N/A X 0 0 FREEPORT-MCMORAN C COM 35671D85 3777 45207 SH SOLE N/A X 0 0 FRONTIER COMMUNICA COM 35906A10 245 32900 SH SOLE N/A X 0 0 GAMESTOP CORP-CLAS COM 36467W10 379 17311 SH SOLE N/A X 0 0 GENWORTH FINL COM 37247D10 943 51394 SH SOLE N/A X 0 0 GOLDMAN SACHS GROU COM 38141G10 9226 54069 SH SOLE N/A X 0 0 GOOGLE INC-CL A COM 38259P50 14393 25384 SH SOLE N/A X 0 0 HCP INC COM 40414L10 1020 30900 SH SOLE N/A X 0 0 HEALTH CARE REIT COM 42217K10 583 12900 SH SOLE N/A X 0 0 HESS CORP COM COM 42809H10 1914 30600 SH SOLE N/A X 0 0 HOST HOTELS & RESO COM 44107P10 973 66387 SH SOLE N/A X 0 0 INTEGRYS ENERGY GR COM 45822P10 382 8055 SH SOLE N/A X 0 0 Intercontinentalex COM 45865V10 870 7757 SH SOLE N/A X 0 0 JDS UNIPHASE CORP COM 46612J50 292 23312 SH SOLE N/A X 0 0 JP MORGAN CHASE & COM 46625H10 18559 414731 SH SOLE N/A X 0 0 JANUS CAPITAL GROU COM 47102X10 274 19200 SH SOLE N/A X 0 0 JUNIPER NETWORKS I COM 48203R10 1697 55300 SH SOLE N/A X 0 0 KIMCO REALTY CORP COM 49446R10 635 40600 SH SOLE N/A X 0 0 KRAFT FOODS INC COM 50075N10 5521 182569 SH SOLE N/A X 0 0 LAB CRP OF AMER ST COM 50540R40 848 11200 SH SOLE N/A X 0 0 LIFE TECHNOLOGIES COM 53217V10 984 18817 SH SOLE N/A X 0 0 M&T BANK STK COM 55261F10 691 8700 SH SOLE N/A X 0 0 MACYS INC COM 55616P10 965 44320 SH SOLE N/A X 0 0 MASTERCARD INC-CLA COM 57636Q10 2565 10100 SH SOLE N/A X 0 0 MCKESSON HBOC INC COM 58155Q10 1851 28172 SH SOLE N/A X 0 0 MEDCOHEALTH SOLUTI COM 58405U10 3240 50182 SH SOLE N/A X 0 0 MERCK & CO INC NEW COM 58933Y10 12007 321462 SH SOLE N/A X 0 0 METLIFE INC COM 59156R10 3736 86203 SH SOLE N/A X 0 0 MOLSON COORS BREWI COM 60871R20 698 16600 SH SOLE N/A X 0 0 MONSANTO CO NEW COM 61166W10 4096 57347 SH SOLE N/A X 0 0 NETAPP INC COM 64110D10 1162 35700 SH SOLE N/A X 0 0 NISOURCE, INC COM 65473P10 459 29035 SH SOLE N/A X 0 0 NVIDIA CORP COM COM 67066G10 1015 58396 SH SOLE N/A X 0 0 ORACLE CORP COM 68389X10 10574 411596 SH SOLE N/A X 0 0 P G & E CORP COM 69331C10 1655 39015 SH SOLE N/A X 0 0 PPL CORP COM 69351T10 1100 39700 SH SOLE N/A X 0 0 PRAXAIR INC COM 74005P10 2681 32300 SH SOLE N/A X 0 0 T. ROWE PRICE GROU COM 74144T10 1489 27100 SH SOLE N/A X 0 0 PRINCIPAL FINANCIA COM 74251V10 976 33400 SH SOLE N/A X 0 0 PROGRESS ENERGY(CN COM 743263AA 2 12500 SH SOLE N/A X 0 0 PUBLIC STORAGE COM 74460D10 1315 14300 SH SOLE N/A X 0 0 QUEST DIAGNOSTICS COM 74834L10 950 16300 SH SOLE N/A X 0 0 Range Resources Co COM 75281A10 778 16600 SH SOLE N/A X 0 0 REGIONS FINL CORP COM 7591EP10 982 125036 SH SOLE N/A X 0 0 SAIC INC COM 78390X10 570 32200 SH SOLE N/A X 0 0 SLM CORP COM 78442P10 625 49957 SH SOLE N/A X 0 0 SALESFORCE.COM INC COM 79466L30 864 11600 SH SOLE N/A X 0 0 SANDISK CORP COM 80004C10 831 24000 SH SOLE N/A X 0 0 SCANA CORP COM 80589M10 440 11700 SH SOLE N/A X 0 0 SEALED AIR CORP NE COM 81211K10 354 16779 SH SOLE N/A X 0 0 STARWOOD HOTELS & COM 85590A40 919 19700 SH SOLE N/A X 0 0 SUNOCO INC COM 86764P10 365 12300 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- TENET HEALTHCARE C COM 88033G10 261 45600 SH SOLE N/A X 0 0 TERADATA CORP DEL COM 88076W10 521 18017 SH SOLE N/A X 0 0 3M CO COM 88579Y10 6227 74509 SH SOLE N/A X 0 0 TIME WARNER CABLE COM 88732J20 1979 37126 SH SOLE N/A X 0 0 UNITEDHEALTH GROUP COM 91324P10 3996 122310 SH SOLE N/A X 0 0 UNUMPROVIDENT CORP COM 91529Y10 864 34877 SH SOLE N/A X 0 0 VALERO ENERGY CORP COM 91913Y10 1169 59356 SH SOLE N/A X 0 0 VARIAN MEDICAL SYS COM 92220P10 725 13100 SH SOLE N/A X 0 0 VENTAS INC COM 92276F10 783 16500 SH SOLE N/A X 0 0 VERIZON COMMUNICAT COM 92343V10 9274 298963 SH SOLE N/A X 0 0 VIACOM, INC NEW CL COM 92553P20 2196 63865 SH SOLE N/A X 0 0 VISA INC-CLASS A COM 92826C83 4288 47100 SH SOLE N/A X 0 0 WASTE MGMT INC DEL COM 94106L10 1773 51500 SH SOLE N/A X 0 0 WELLPOINT INC COM 94973V10 3108 48277 SH SOLE N/A X 0 0 WINDSTREAM CORP COM 97381W10 501 45989 SH SOLE N/A X 0 0 WYNDHAM WORLDWIDE COM 98310W10 483 18763 SH SOLE N/A X 0 0 XTO ENERGYSTK COM 98385X10 2880 61041 SH SOLE N/A X 0 0 XCEL ENERGY, INC COM 98389B10 1019 48085 SH SOLE N/A X 0 0 ZIMMER HLDGS INC COM 98956P10 1326 22400 SH SOLE N/A X 0 0 FRACTIONAL 1ST HOR COM DCA51710 0 215979 SH SOLE N/A X 0 0 Invesco Ltd COM G491BT10 978 44646 SH SOLE N/A X 0 0 NABORS INDUSTRIES COM G6359F10 585 29800 SH SOLE N/A X 0 0 XL CAP LTD COM G9825510 680 35998 SH SOLE N/A X 0 0 TRAVELCENTERS AMER COM JKE17410 0 80000 SH SOLE N/A X 0 0 ACADIA REALTY TRUS COM 00423910 962 53861 SH SOLE N/A X 0 0 ALEXANDER'S INC COM 01475210 1077 3600 SH SOLE N/A X 0 0 ALEXANDRIA R E EQU COM 01527110 3799 56200 SH SOLE N/A X 0 0 AMER CMPS COMM ORD COM 02483510 1940 70132 SH SOLE N/A X 0 0 Ashford Hospitalit COM 04410310 518 72200 SH SOLE N/A X 0 0 ASSOCIATED ESTATES COM 04560410 404 29300 SH SOLE N/A X 0 0 AVALONBAY COMMUNIT COM 05348410 9452 109464 SH SOLE N/A X 0 0 BOSTON PROPERTIES COM 10112110 14073 186550 SH SOLE N/A X 0 0 BRANDYWINE REALTY COM 10536820 2108 172669 SH SOLE N/A X 0 0 CBL & ASSOCIATES P COM 12483010 2536 185077 SH SOLE N/A X 0 0 CAMDEN PROPERTY TR COM 13313110 3605 86600 SH SOLE N/A X 0 0 CEDAR SHOPPING CEN COM 15060220 573 72450 SH SOLE N/A X 0 0 COLONIAL PROPERTIE COM 19587210 1156 89714 SH SOLE N/A X 0 0 COUSINS PROPERTIES COM 22279510 1027 123547 SH SOLE N/A X 0 0 DCT INDUSTRIAL TRU COM 23315310 1463 279700 SH SOLE N/A X 0 0 DEVELOPERS DIVERSI COM 25159110 3182 261432 SH SOLE N/A X 0 0 DIAMONDROCK HOSPIT COM 25278430 1738 171933 SH SOLE N/A X 0 0 DIGITAL REALTY TRU COM 25386810 5667 104550 SH SOLE N/A X 0 0 DUKE REALTY CORP COM 26441150 3733 301050 SH SOLE N/A X 0 0 EASTGROUP PROPERTI COM 27727610 1355 35900 SH SOLE N/A X 0 0 EQUITY ONE INC COM 29475210 922 48800 SH SOLE N/A X 0 0 ESSEX PROPERTY TRU COM 29717810 3580 39800 SH SOLE N/A X 0 0 FEDERAL REALTY INV COM 31374720 5089 69900 SH SOLE N/A X 0 0 GEN GROWTH PROP COM 37002110 5345 332200 SH SOLE N/A X 0 0 HEALTHCARE REALTY COM 42194610 1912 82100 SH SOLE N/A X 0 0 HERSHA HOSPITALITY COM 42782510 850 164000 SH SOLE N/A X 0 0 HIGHWOODS PROPERTI COM 43128410 3027 95400 SH SOLE N/A X 0 0 HOME PROPERTIES IN COM 43730610 2169 46350 SH SOLE N/A X 0 0 INLAND REAL ESTATE COM 45746120 1050 114700 SH SOLE N/A X 0 0 LASALLE HOTEL PROP COM 51794210 1992 85500 SH SOLE N/A X 0 0 LIBERTY PROPERTY T COM 53117210 5137 151350 SH SOLE N/A X 0 0 MACERICH CO COM 55438210 5043 131625 SH SOLE N/A X 0 0 MACK CALI REALTY C COM 55448910 3749 106350 SH SOLE N/A X 0 0 MONMOUTH REIT-A COM 60972010 275 32700 SH SOLE N/A X 0 0 NATIONWIDE HEALTH COM 63862010 5540 157600 SH SOLE N/A X 0 0 PENNSYLVANIA RE IN COM 70910210 747 59903 SH SOLE N/A X 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- POST PROPERTIES IN COM 73746410 1436 65200 SH SOLE N/A X 0 0 PROLOGIS COM 74341010 8403 636600 SH SOLE N/A X 0 0 RAMCO GERSHENSN ST COM 75145220 466 41350 SH SOLE N/A X 0 0 REGENCY CENTERS CO COM 75884910 4442 118550 SH SOLE N/A X 0 0 SAUL CENTERS INC COM 80439510 733 17700 SH SOLE N/A X 0 0 SIMON PROPERTY GRO COM 82880610 31670 377473 SH SOLE N/A X 0 0 SUN COMMUNITIES IN COM 86667410 572 22700 SH SOLE N/A X 0 0 SUNSTONE HOTEL INV COM 86789210 1471 131729 SH SOLE N/A X 0 0 TANGER FACTORY OUT COM 87546510 2344 54300 SH SOLE N/A X 0 0 TAUBMAN CENTERS IN COM 87666410 2707 67800 SH SOLE N/A X 0 0 UDR, INC COM 90265310 3695 209471 SH SOLE N/A X 0 0 VORNADO REALTY TRU COM 92904210 18415 243263 SH SOLE N/A X 0 0 WASHINGTON REIT COM 93965310 2453 80300 SH SOLE N/A X 0 0 WEINGARTEN REALTY COM 94874110 3475 161200 SH SOLE N/A X 0 0 BRE PROPERTIES -C COM 05564E10 2649 74100 SH SOLE N/A X 0 0 UNIVERSAL HEALTH R COM 91359E10 555 15700 SH SOLE N/A X 0 0 AMB PROPERTY CORP. COM 00163T10 5458 200350 SH SOLE N/A X 0 0 APARTMENT INVT &MG COM 03748R10 2894 157216 SH SOLE N/A X 0 0 BIOMED REALTY TRUS COM 09063H10 2206 133400 SH SOLE N/A X 0 0 CORP OFFICE PPTYS COM 22002T10 3144 78350 SH SOLE N/A X 0 0 DOUGLAS EMMETT INC COM 25960P10 2359 153500 SH SOLE N/A X 0 0 DUPONT FABROS TECH COM 26613Q10 1231 57000 SH SOLE N/A X 0 0 EDUCATION REALTY T COM 28140H10 437 76100 SH SOLE N/A X 0 0 EQUITY LIFESTYLE P COM 29472R10 2193 40700 SH SOLE N/A X 0 0 EQUITY RESIDENTIAL COM 29476L10 14814 378400 SH SOLE N/A X 0 0 EXTRA SPACE STORAG COM 30225T10 1476 116400 SH SOLE N/A X 0 0 FELCOR LODGING TR COM 31430F10 471 82650 SH SOLE N/A X 0 0 FIRST INDL REALTY COM 32054K10 597 76900 SH SOLE N/A X 0 0 First Potomac Real COM 33610F10 732 48700 SH SOLE N/A X 0 0 GOVERNMENT PROPERT COM 38376A10 1079 41500 SH SOLE N/A X 0 0 HCP INC COM 40414L10 13019 394500 SH SOLE N/A X 0 0 HRPT PROPERTIES TR COM 40426W10 2652 340850 SH SOLE N/A X 0 0 HEALTH CARE REIT I COM 42217K10 7513 166100 SH SOLE N/A X 0 0 HOSPITALITY PROPER COM 44106M10 3967 165650 SH SOLE N/A X 0 0 HOST MARRIOTT CORP COM 44107P10 12076 824296 SH SOLE N/A X 0 0 KILROY REALTY CORP COM 49427F10 1784 57850 SH SOLE N/A X 0 0 KIMCO REALTY CORP COM 49446R10 7919 506344 SH SOLE N/A X 0 0 KITE REALTY GROUP COM 49803T10 399 84250 SH SOLE N/A X 0 0 MID-AMERICA APT CM COM 59522J10 2033 39250 SH SOLE N/A X 0 0 PS BUSINESS PARKS COM 69360J10 1330 24900 SH SOLE N/A X 0 0 PARKWAY PROPERTIES COM 70159Q10 546 29050 SH SOLE N/A X 0 0 PEBBLEBROOK HOTE COM 70509V10 570 27100 SH SOLE N/A X 0 0 PUBLIC STORAGE INC COM 74460D10 17382 188958 SH SOLE N/A X 0 0 SL GREEN REALTY CO COM 78440X10 5987 104532 SH SOLE N/A X 0 0 SENIOR HOUSING PRO COM 81721M10 3788 171000 SH SOLE N/A X 0 0 SOVRAN SELF STORAG COM 84610H10 1290 37000 SH SOLE N/A X 0 0 U-STORE-IT-TRUST COM 91274F10 898 124700 SH SOLE N/A X 0 0 VENTAS INC COM 92276F10 9990 210400 SH SOLE N/A X 0 0
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