-----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, KgjNagtFcqcncRr05y03meq8AnjqrUn4V9Qn05B2msyW8g6ynuGoeIc+kOWgsrh5 vcTCo++KjsIDGPJVTE1b3A== 0001140361-11-008393.txt : 20110214 0001140361-11-008393.hdr.sgml : 20110214 20110211182321 ACCESSION NUMBER: 0001140361-11-008393 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20101231 FILED AS OF DATE: 20110214 DATE AS OF CHANGE: 20110211 EFFECTIVENESS DATE: 20110214 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: 11601084 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: 12/31/2010 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: NMERB 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: Christine Ortega Title: Financial Analyst Phone: 505-476-6154 Signature, Place, and Date of Signing: /s/ Christine Ortega Santa Fe, NM 2/11/2011 - --------------------------------- --------------------------------- ---------- [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: 600 Form 13F Information Table Value Total: $ 2,601,157 -------------- (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 5248 93000 SH SOLE N/A X 0 0 AK STEEL HOLDING C COM 00154710 355 21712 SH SOLE N/A X 0 0 ABBOTT LABORATORIE COM 00282410 14605 304851 SH SOLE N/A X 0 0 ABERCROMBIE & FITC COM 00289620 1003 17400 SH SOLE N/A X 0 0 ADVANCED MICRO DEV COM 00790310 915 111900 SH SOLE N/A X 0 0 AIR PRODUCTS & CHE COM 00915810 3820 42000 SH SOLE N/A X 0 0 AIRGAS INC COM 00936310 918 14700 SH SOLE N/A X 0 0 ALCOA, INC COM 01381710 3103 201636 SH SOLE N/A X 0 0 ALLEGHENY ENERGY I COM 01736110 812 33500 SH SOLE N/A X 0 0 ALLERGAN INC COM 01849010 4168 60700 SH SOLE N/A X 0 0 ALLSTATE CORP COM 02000210 3387 106232 SH SOLE N/A X 0 0 ALTERA CORP. COM 02144110 2158 60660 SH SOLE N/A X 0 0 AMAZON COM COM 02313510 12583 69903 SH SOLE N/A X 0 0 AMEREN CORP COM 02360810 1331 47200 SH SOLE N/A X 0 0 AMERICAN ELEC PWR COM 02553710 3406 94660 SH SOLE N/A X 0 0 AMERICAN EXPRESS COM 02581610 8872 206699 SH SOLE N/A X 0 0 AMERICAN INTL GROU COM 02687478 1539 26702 SH SOLE N/A X 0 0 AMERICAN TOWER COR COM 02991220 4090 79200 SH SOLE N/A X 0 0 AMGEN COM 03116210 10239 186509 SH SOLE N/A X 0 0 AMPHENOL CORP-CL A COM 03209510 1810 34300 SH SOLE N/A X 0 0 ANADARKO PETE CORP COM 03251110 7446 97769 SH SOLE N/A X 0 0 ANALOG DEVICES COM 03265410 2219 58900 SH SOLE N/A X 0 0 AON CORP COM COM 03738910 2999 65180 SH SOLE N/A X 0 0 APACHE CORP COM COM 03741110 8993 75428 SH SOLE N/A X 0 0 APOLLO GROUP INC COM 03760410 987 25006 SH SOLE N/A X 0 0 APPLE COMPUTER COM 03783310 58413 181093 SH SOLE N/A X 0 0 APPLIED MATLS INC COM 03822210 3706 263800 SH SOLE N/A X 0 0 ARCHER DANIELS MID COM 03948310 3798 126267 SH SOLE N/A X 0 0 AUTODESK INC COM COM 05276910 1713 44853 SH SOLE N/A X 0 0 AUTOMATIC DATA PRO COM 05301510 4498 97200 SH SOLE N/A X 0 0 AUTOZONE INC COM 05333210 1462 5365 SH SOLE N/A X 0 0 AVALONBAY COMMUNIT COM 05348410 1888 16778 SH SOLE N/A X 0 0 AVERY DENNISON COR COM 05361110 919 21700 SH SOLE N/A X 0 0 AVON PRODS INC COM COM 05430310 2461 84700 SH SOLE N/A X 0 0 BB & T CORP COM 05493710 3596 136800 SH SOLE N/A X 0 0 BMC SOFTWARE INC COM 05592110 1664 35300 SH SOLE N/A X 0 0 BAKER HUGHES INC C COM 05722410 4869 85168 SH SOLE N/A X 0 0 BALL CORP COM COM 05849810 1232 18100 SH SOLE N/A X 0 0 BANK OF AMERICA CO COM 06050510 26392 1978434 SH SOLE N/A X 0 0 BANK NEW YORK MELL COM 06405810 7241 239755 SH SOLE N/A X 0 0 BARD C R INC COM COM 06738310 1698 18500 SH SOLE N/A X 0 0 BAXTER INTERNATION COM 07181310 5841 115390 SH SOLE N/A X 0 0 BECTON DICKINSON & COM 07588710 3872 45806 SH SOLE N/A X 0 0 BED BATH & BEYOND COM 07589610 2561 52100 SH SOLE N/A X 0 0 BEMIS INC COM COM 08143710 702 21500 SH SOLE N/A X 0 0 Berkshire Hathaway COM 08467070 27326 341100 SH SOLE N/A X 0 0 BEST BUY INC COM COM 08651610 2237 65224 SH SOLE N/A X 0 0 BIG LOTS INC COM 08930210 455 14939 SH SOLE N/A X 0 0 BLOCK H & R INC CO COM 09367110 725 60900 SH SOLE N/A X 0 0 BOEING CO COM COM 09702310 9430 144500 SH SOLE N/A X 0 0 BOSTON PROPERTIES COM 10112110 2368 27500 SH SOLE N/A X 0 0 BOSTON SCIENTIFIC COM 10113710 2267 299492 SH SOLE N/A X 0 0 BRISTOL-MYERS SQUI COM 11012210 8966 338614 SH SOLE N/A X 0 0 BROADCOM CORP COM 11132010 3852 88458 SH SOLE N/A X 0 0 BROWN FORMAN CORP COM 11563720 1425 20475 SH SOLE N/A X 0 0 CBS Corp New Cl B COM 12485720 2561 134445 SH SOLE N/A X 0 0 CF INDUSTRIES HOLD COM 12526910 1891 13989 SH SOLE N/A X 0 0 CIGNA CORP COM COM 12550910 1969 53700 SH SOLE N/A X 0 0 CMS ENERGY CORP CO COM 12589610 846 45500 SH SOLE N/A X 0 0 CSX CORP COM COM 12640810 4775 73900 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- CVS/CAREMARK CORP COM 12665010 9324 268149 SH SOLE N/A X 0 0 CABOT OIL & GAS CO COM 12709710 780 20600 SH SOLE N/A X 0 0 CAMPBELL SOUP CO COM 13442910 1327 38200 SH SOLE N/A X 0 0 CARMAX INC COM 14313010 1409 44200 SH SOLE N/A X 0 0 CARNIVAL CRUISE LI COM 14365830 3957 85807 SH SOLE N/A X 0 0 CATERPILLAR COM 14912310 11661 124500 SH SOLE N/A X 0 0 CELGENE CORP COM 15102010 5364 90700 SH SOLE N/A X 0 0 CENTURYTEL INC COM 15670010 2749 59544 SH SOLE N/A X 0 0 CEPHALON INC COM 15670810 917 14864 SH SOLE N/A X 0 0 Cerner Corp COM 15678210 1326 14000 SH SOLE N/A X 0 0 CHESAPEAKE ENERGY COM 16516710 3348 129200 SH SOLE N/A X 0 0 CHEVRON CORP NEW F COM 16676410 36179 396478 SH SOLE N/A X 0 0 CHUBB CORP COM COM 17123210 3590 60196 SH SOLE N/A X 0 0 CINCINNATI FINL CO COM 17206210 1017 32103 SH SOLE N/A X 0 0 CINTAS CORP OHIO COM 17290810 735 26300 SH SOLE N/A X 0 0 CITIGROUP, INC COM 17296710 26987 5705579 SH SOLE N/A X 0 0 CITRIX SYSTEMS COM 17737610 2524 36900 SH SOLE N/A X 0 0 CLOROX CO COM COM 18905410 1733 27389 SH SOLE N/A X 0 0 COACH STK COM 18975410 3246 58692 SH SOLE N/A X 0 0 COCA COLA COM 19121610 29949 455363 SH SOLE N/A X 0 0 COGNIZANT TECH SOL COM 19244610 4353 59400 SH SOLE N/A X 0 0 COLGATE PALMOLIVE COM 19416210 7715 95993 SH SOLE N/A X 0 0 COMERICA INC COM COM 20034010 1472 34857 SH SOLE N/A X 0 0 COMPUTER SCIENCES COM 20536310 1513 30502 SH SOLE N/A X 0 0 COMPUWARE CORP COM COM 20563810 515 44100 SH SOLE N/A X 0 0 CONAGRA INC COM COM 20588710 1960 86802 SH SOLE N/A X 0 0 CONSOLIDATED EDISO COM 20911510 2766 55800 SH SOLE N/A X 0 0 CONSTELLATION ENER COM 21037110 1222 39900 SH SOLE N/A X 0 0 CORNING INC COM 21935010 5958 308400 SH SOLE N/A X 0 0 Coventry Health Ca COM 22286210 774 29300 SH SOLE N/A X 0 0 CUMMINS ENGINE INC COM 23102110 4319 39262 SH SOLE N/A X 0 0 DTE ENERGY COM 23333110 1509 33300 SH SOLE N/A X 0 0 DANAHER CORP COM COM 23585110 4986 105700 SH SOLE N/A X 0 0 DARDEN RESTAURANTS COM 23719410 1270 27350 SH SOLE N/A X 0 0 DEAN FOODS CO COM 24237010 318 36000 SH SOLE N/A X 0 0 DEERE & CO COM COM 24419910 6951 83700 SH SOLE N/A X 0 0 DENBURY RESOURCE COM 24791620 1504 78800 SH SOLE N/A X 0 0 DENTSPLY INTERNATI COM 24903010 964 28200 SH SOLE N/A X 0 0 DEVRY INC COM 25189310 595 12400 SH SOLE N/A X 0 0 DISNEY (WALT) CO COM 25468710 14021 373800 SH SOLE N/A X 0 0 DISCOVER FINANCIAL COM 25470910 1991 107447 SH SOLE N/A X 0 0 DONNELLEY R R & SO COM 25786710 713 40785 SH SOLE N/A X 0 0 DOVER CORP COM COM 26000310 2156 36881 SH SOLE N/A X 0 0 DOW CHEM CO COM COM 26054310 7819 229025 SH SOLE N/A X 0 0 DUPONT (EI) DE NEM COM 26353410 8930 179024 SH SOLE N/A X 0 0 EMC CORP MASS COM COM 26864810 9285 405462 SH SOLE N/A X 0 0 E TRADE FIN STK COM 26924640 628 39240 SH SOLE N/A X 0 0 EASTMAN CHEM CO COM 27743210 1202 14300 SH SOLE N/A X 0 0 EATON CORP COM COM 27805810 3360 33100 SH SOLE N/A X 0 0 EBAY INC COM 27864210 6346 228037 SH SOLE N/A X 0 0 ECOLAB INC COM COM 27886510 2324 46100 SH SOLE N/A X 0 0 EDISON INTL COM 28102010 2485 64375 SH SOLE N/A X 0 0 ELECTRONIC ARTS COM 28551210 1068 65200 SH SOLE N/A X 0 0 EMERSON ELECTRIC COM 29101110 8491 148525 SH SOLE N/A X 0 0 EQUIFAX INC COM 29442910 879 24700 SH SOLE N/A X 0 0 Expeditors Intl Wa COM 30213010 2288 41900 SH SOLE N/A X 0 0 EXPRESS SCRIPTS IN COM 30218210 5622 104018 SH SOLE N/A X 0 0 FLIR SYSTEMS COM 30244510 928 31180 SH SOLE N/A X 0 0 FMC CORP COM 30249130 1142 14300 SH SOLE N/A X 0 0 FAMILY DOLLAR STOR COM 30700010 1232 24793 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- FASTENAL CO COM 31190010 1743 29100 SH SOLE N/A X 0 0 FEDERATED INVESTOR COM 31421110 474 18100 SH SOLE N/A X 0 0 F5 NETWORKS COM 31561610 2083 16000 SH SOLE N/A X 0 0 FIFTH THIRD BANCOR COM 31677310 2309 157281 SH SOLE N/A X 0 0 FIRST HORIZON NATL COM 32051710 557 47253.08 SH SOLE N/A X 0 0 FIRST SOLAR INC COM 33643310 1379 10600 SH SOLE N/A X 0 0 FISERV INC COM 33773810 1733 29600 SH SOLE N/A X 0 0 FIRSTENERGY CORP COM 33793210 2229 60212 SH SOLE N/A X 0 0 FLUOR CORP (NEW) COM 34341210 2336 35249 SH SOLE N/A X 0 0 FORD MOTOR COM 34537086 12387 737786 SH SOLE N/A X 0 0 FOREST LABS INC COM 34583810 1802 56350 SH SOLE N/A X 0 0 FORTUNE BRANDS INC COM 34963110 1814 30100 SH SOLE N/A X 0 0 FRANKLIN RESOURCES COM 35461310 3214 28900 SH SOLE N/A X 0 0 GANNETT COM 36473010 711 47149 SH SOLE N/A X 0 0 GAP COM 36476010 1920 86725 SH SOLE N/A X 0 0 GENERAL DYNAMICS C COM 36955010 5330 75118 SH SOLE N/A X 0 0 GENERAL ELECTRIC COM 36960410 38473 2103523 SH SOLE N/A X 0 0 GENERAL MILLS INC COM 37033410 4514 126836 SH SOLE N/A X 0 0 GENUINE PARTS CO C COM 37246010 1597 31100 SH SOLE N/A X 0 0 GENZYME CORP COM COM 37291710 3581 50300 SH SOLE N/A X 0 0 GILEAD SCIENCES IN COM 37555810 5808 160262 SH SOLE N/A X 0 0 GOODRICH B F CO CO COM 38238810 2175 24700 SH SOLE N/A X 0 0 GOODYEAR TIRE & RU COM 38255010 569 48000 SH SOLE N/A X 0 0 GRAINGER W W INC C COM 38480210 1625 11765 SH SOLE N/A X 0 0 HALLIBURTON CO COM 40621610 7343 179852 SH SOLE N/A X 0 0 HARLEY DAVIDSON IN COM 41282210 1612 46500 SH SOLE N/A X 0 0 HARMAN INTERNATION COM 41308610 634 13700 SH SOLE N/A X 0 0 Harris Corp COM 41387510 1152 25441 SH SOLE N/A X 0 0 HARTFORD FINL SVCS COM 41651510 2324 87722 SH SOLE N/A X 0 0 HASBRO INC COM COM 41805610 1301 27581 SH SOLE N/A X 0 0 HEINZ COM 42307410 3111 62900 SH SOLE N/A X 0 0 HELMERICH & PAYN COM 42345210 1013 20900 SH SOLE N/A X 0 0 THE HERSHEY COMPAN COM 42786610 1438 30500 SH SOLE N/A X 0 0 HEWLETT PACKARD COM 42823610 18850 447747 SH SOLE N/A X 0 0 HOME DEPOT COM 43707610 11344 323550 SH SOLE N/A X 0 0 HONEYWELL INT'L IN COM 43851610 8105 152455 SH SOLE N/A X 0 0 HORMEL FOODS CRP COM 44045210 702 13700 SH SOLE N/A X 0 0 HOSPIRA INC COM COM 44106010 1839 33020 SH SOLE N/A X 0 0 HUDSON CITY BANCOR COM 44368310 1325 103964 SH SOLE N/A X 0 0 HUMANA COM 44485910 1828 33400 SH SOLE N/A X 0 0 HUNTINGTON BANCSHA COM 44615010 972 141500 SH SOLE N/A X 0 0 ITT INDS INC COM 45091110 1886 36200 SH SOLE N/A X 0 0 ILLINOIS TOOL WKS COM 45230810 5227 97890 SH SOLE N/A X 0 0 INTEL CORP COM 45814010 23088 1097859 SH SOLE N/A X 0 0 INTL BUSINESS MACH COM 45920010 35992 245241 SH SOLE N/A X 0 0 INTERNATIONAL FLAV COM 45950610 878 15800 SH SOLE N/A X 0 0 INTERNATIONAL GAME COM 45990210 1042 58900 SH SOLE N/A X 0 0 INTL PAPER COM 46014610 2351 86304 SH SOLE N/A X 0 0 INTERPUBLIC GROUP COM 46069010 1025 96489 SH SOLE N/A X 0 0 INTUIT COM 46120210 2753 55841 SH SOLE N/A X 0 0 IRON MOUNTAIN COM 46284610 995 39800 SH SOLE N/A X 0 0 JABIL CIRCUIT INC COM 46631310 777 38684 SH SOLE N/A X 0 0 JACOBS ENGINEERING COM 46981410 1137 24800 SH SOLE N/A X 0 0 JOHNSON & JOHNSON COM 47816010 33590 543084 SH SOLE N/A X 0 0 JOHNSON CTLS INC C COM 47836610 5077 132900 SH SOLE N/A X 0 0 KLA-TENCOR CORPORA COM 48248010 1279 33100 SH SOLE N/A X 0 0 KELLOGG CO COM COM 48783610 2564 50200 SH SOLE N/A X 0 0 KEYCORP NEW COM 49326710 1539 173854 SH SOLE N/A X 0 0 KIMBERLY CLARK COM 49436810 5095 80816 SH SOLE N/A X 0 0 KOHLS CORP COM 50025510 3304 60800 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- KROGER CO COM COM 50104410 2835 126771 SH SOLE N/A X 0 0 LSI LOGIC CORP COM COM 50216110 759 126742 SH SOLE N/A X 0 0 L-3 COMMUNICATIONS COM 50242410 1593 22600 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 1816 22500 SH SOLE N/A X 0 0 LEGGETT & PLATT COM 52466010 658 28900 SH SOLE N/A X 0 0 LEGG MASON INC COM 52490110 1106 30500 SH SOLE N/A X 0 0 LENNAR CORP-CL A COM 52605710 590 31441 SH SOLE N/A X 0 0 LEUCADIA NATIONAL COM 52728810 1135 38900 SH SOLE N/A X 0 0 LEXMARK INTL GROUP COM 52977110 539 15477 SH SOLE N/A X 0 0 LILLY ELI & CO COM COM 53245710 7022 200388 SH SOLE N/A X 0 0 LIMITED INC COM COM 53271610 1606 52265 SH SOLE N/A X 0 0 LINCOLN NATL CORP COM 53418710 1740 62577 SH SOLE N/A X 0 0 LINEAR TECHNOLOGY COM 53567810 1532 44300 SH SOLE N/A X 0 0 LOCKHEED MARTIN CO COM 53983010 4107 58742 SH SOLE N/A X 0 0 LOEWS CORP COM COM 54042410 2444 62804 SH SOLE N/A X 0 0 LORILLARD INC COM 54414710 2459 29971 SH SOLE N/A X 0 0 LOWES COS INC COM COM 54866110 6833 272439 SH SOLE N/A X 0 0 MEMC ELECTRONIC MA COM 55271510 506 44900 SH SOLE N/A X 0 0 MARATHON OIL CORP COM 56584910 5188 140113 SH SOLE N/A X 0 0 MARSH & MCLENNAN COM 57174810 2929 107122 SH SOLE N/A X 0 0 MARSHALL & ILSLEY- COM 57183710 721 104135 SH SOLE N/A X 0 0 MARRIOTT INTL INC COM 57190320 2350 56579 SH SOLE N/A X 0 0 MASCO CORP COM COM 57459910 896 70757 SH SOLE N/A X 0 0 MASSEY ENERGY CO COM 57620610 1084 20200 SH SOLE N/A X 0 0 MATTEL INC COM COM 57708110 1805 70997 SH SOLE N/A X 0 0 MCAFEE INC COM 57906410 1389 30000 SH SOLE N/A X 0 0 MCCORMICK STK COM 57978020 1224 26300 SH SOLE N/A X 0 0 MCDONALD'S COM 58013510 16011 208586 SH SOLE N/A X 0 0 MCGRAW HILL COMPAN COM 58064510 2224 61079 SH SOLE N/A X 0 0 MEAD JOHNSON-A COM 58283910 2515 40400 SH SOLE N/A X 0 0 MEADWESTVACO CORP COM 58333410 881 33690 SH SOLE N/A X 0 0 MEDTRONIC INC COM COM 58505510 7907 213182 SH SOLE N/A X 0 0 MEREDITH CORP COM COM 58943310 249 7200 SH SOLE N/A X 0 0 METROPCS COMMUNI COM 59170810 653 51700 SH SOLE N/A X 0 0 MICROSOFT COM 59491810 41499 1486368 SH SOLE N/A X 0 0 MICROCHIP TECHNOLO COM 59501710 1256 36700 SH SOLE N/A X 0 0 MICRON TECHNOLOGY COM 59511210 1354 168800 SH SOLE N/A X 0 0 MOLEX INC COM 60855410 618 27200 SH SOLE N/A X 0 0 MONSTER WORLDWIDE COM 61174210 605 25600 SH SOLE N/A X 0 0 MOODYS CORP COM 61536910 1067 40200 SH SOLE N/A X 0 0 MORGAN STANLEY DEA COM 61744644 8128 298717 SH SOLE N/A X 0 0 MOTOROLA COM 62007610 4180 460875 SH SOLE N/A X 0 0 MURPHY OIL CORP COM 62671710 2825 37900 SH SOLE N/A X 0 0 MYLAN LABS STK COM 62853010 1815 85900 SH SOLE N/A X 0 0 NRG ENERGY COM 62937750 977 50000 SH SOLE N/A X 0 0 NYSE EURONEXT COM 62949110 1542 51434 SH SOLE N/A X 0 0 NASDAQ OMX GROUP/T COM 63110310 675 28457 SH SOLE N/A X 0 0 NATIONAL OILWELL V COM 63707110 5563 82723 SH SOLE N/A X 0 0 NATIONAL SEMICONDU COM 63764010 651 47300 SH SOLE N/A X 0 0 NEWELL RUBBERMAID COM 65122910 999 54963 SH SOLE N/A X 0 0 NEWFIELD EXPLORA COM 65129010 1904 26400 SH SOLE N/A X 0 0 NEWMONT MNG CORP C COM 65163910 5973 97229 SH SOLE N/A X 0 0 NICOR INC COM COM 65408610 449 9000 SH SOLE N/A X 0 0 NIKE INC CL B COM 65410610 6451 75517 SH SOLE N/A X 0 0 Noble Energy Inc COM 65504410 2971 34510 SH SOLE N/A X 0 0 NORDSTROM INC COM COM 65566410 1411 33300 SH SOLE N/A X 0 0 NORFOLK SOUTHN COR COM 65584410 4571 72763 SH SOLE N/A X 0 0 NORTHEAST UTILS COM 66439710 1109 34800 SH SOLE N/A X 0 0 NORTHERN TR CORP C COM 66585910 2648 47790 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- NORTHROP COM NPV COM 66680710 3762 58075 SH SOLE N/A X 0 0 NOVELL INC COM 67000610 411 69400 SH SOLE N/A X 0 0 NOVELLUS SYSTEMS COM 67000810 585 18100 SH SOLE N/A X 0 0 NUCOR CORP COM COM 67034610 2730 62300 SH SOLE N/A X 0 0 OCCIDENTAL PETE CO COM 67459910 15735 160400 SH SOLE N/A X 0 0 OMNICOM GROUP COM COM 68191910 2725 59500 SH SOLE N/A X 0 0 ONEOK INC COM 68268010 1165 21000 SH SOLE N/A X 0 0 O REILLY AUTOMOT COM 68609110 1649 27400 SH SOLE N/A X 0 0 OWENS-ILLINOIS COM 69076840 990 32251 SH SOLE N/A X 0 0 PNC BANK CORP COM COM 69347510 6301 103773 SH SOLE N/A X 0 0 PPG INDS INC COM COM 69350610 2741 32600 SH SOLE N/A X 0 0 PACCAR INC COM COM 69371810 4134 72000 SH SOLE N/A X 0 0 PALL CORP COM COM 69642930 1140 22991 SH SOLE N/A X 0 0 PARKER HANNIFIN CO COM 70109410 2749 31850 SH SOLE N/A X 0 0 PATTERSON COS INC COM 70339510 585 19100 SH SOLE N/A X 0 0 PAYCHEX INC COM COM 70432610 1963 63500 SH SOLE N/A X 0 0 PEABODY ENERGY COR COM 70454910 3397 53100 SH SOLE N/A X 0 0 PENNEY (J.C.) COM 70816010 1509 46700 SH SOLE N/A X 0 0 PEOPLE S UNITED FI COM 71270410 1026 73230 SH SOLE N/A X 0 0 PEPCO HOLDINGS INC COM 71329110 807 44200 SH SOLE N/A X 0 0 PEPSICO COM 71344810 20439 312859 SH SOLE N/A X 0 0 PERKINELMER, INC COM 71404610 602 23300 SH SOLE N/A X 0 0 PFIZER COM 71708110 27754 1585021 SH SOLE N/A X 0 0 PHILIP MORRIS INT' COM 71817210 20967 358221 SH SOLE N/A X 0 0 PINNACLE WEST CAPI COM 72348410 891 21500 SH SOLE N/A X 0 0 Pioneer Natural Re COM 72378710 1988 22900 SH SOLE N/A X 0 0 PITNEY-BOWES COM 72447910 987 40800 SH SOLE N/A X 0 0 PLUM CREEK TIMBER COM 72925110 1195 31900 SH SOLE N/A X 0 0 POLO RALPH LAUREN COM 73157210 1428 12872 SH SOLE N/A X 0 0 PRECISION CASTPART COM 74018910 3912 28100 SH SOLE N/A X 0 0 PRICELINE.COM COM 74150340 3836 9600 SH SOLE N/A X 0 0 PROCTER & GAMBLE COM 74271810 35550 552614 SH SOLE N/A X 0 0 PROGRESS ENERGY, I COM 74326310 2513 57800 SH SOLE N/A X 0 0 PROGRESSIVE CORP O COM 74331510 2619 131800 SH SOLE N/A X 0 0 PROLOGIS COM 74341010 1622 112355 SH SOLE N/A X 0 0 PRUDENTIAL FINANCI COM 74432010 5412 92182 SH SOLE N/A X 0 0 PUBLIC SVC ENTERPR COM 74457310 3179 99949 SH SOLE N/A X 0 0 PULTE CORP COM 74586710 500 66520 SH SOLE N/A X 0 0 Q LOGIC CORP COM 74727710 367 21555 SH SOLE N/A X 0 0 QUALCOMM COM 74752510 15685 316923 SH SOLE N/A X 0 0 QWEST COMMUNICATIO COM 74912110 2613 343384 SH SOLE N/A X 0 0 RADIO SHACK COM 75043810 414 22400 SH SOLE N/A X 0 0 RAYTHEON CO NEW COM 75511150 3337 72010 SH SOLE N/A X 0 0 RED HAT INC COM 75657710 1703 37300 SH SOLE N/A X 0 0 REPUBLIC SERVICES, COM 76075910 1806 60485 SH SOLE N/A X 0 0 REYNOLDS AMERN INC COM 76171310 2179 66800 SH SOLE N/A X 0 0 ROBERT HALF INTL I COM 77032310 890 29100 SH SOLE N/A X 0 0 ROCKWELL AUTOMATIO COM 77390310 2008 28000 SH SOLE N/A X 0 0 ROCKWELL COLLINS I COM 77434110 1806 31000 SH SOLE N/A X 0 0 ROPER INDS COM 77669610 1422 18600 SH SOLE N/A X 0 0 ROSS STORES INC COM 77829610 1505 23800 SH SOLE N/A X 0 0 ROWAN COS INC COM COM 77938210 791 22654 SH SOLE N/A X 0 0 RYDER SYS INC COM COM 78354910 547 10400 SH SOLE N/A X 0 0 SAFEWAY INC. COM 78651420 1693 75300 SH SOLE N/A X 0 0 ST JUDE MED INC CO COM 79084910 2765 64671 SH SOLE N/A X 0 0 SARA LEE CORP COM COM 80311110 2210 126205 SH SOLE N/A X 0 0 SCHLUMBERGER COM 80685710 22524 269754 SH SOLE N/A X 0 0 SCHWAB CHARLES COR COM 80851310 3348 195696 SH SOLE N/A X 0 0 SCRIPPS NETWORKS I COM 81106510 919 17749 SH SOLE N/A X 0 0 SEARS HLDGS CORP COM 81235010 647 8779 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- SEMPRA ENERGY COM 81685110 2488 47400 SH SOLE N/A X 0 0 SHERWIN WILLIAMS C COM 82434810 1491 17800 SH SOLE N/A X 0 0 SIGMA ALDRICH CORP COM 82655210 1597 24000 SH SOLE N/A X 0 0 SIMON PPTY GROUP I COM 82880610 5754 57835 SH SOLE N/A X 0 0 JM SMUCKER CO COM 83269640 1549 23600 SH SOLE N/A X 0 0 SNAP ON INC COM 83303410 651 11500 SH SOLE N/A X 0 0 SOUTHERN CO COM COM 84258710 6270 164000 SH SOLE N/A X 0 0 SOUTHWEST AIRLS CO COM 84474110 1912 147301 SH SOLE N/A X 0 0 SOUTHWESTERN ENERG COM 84546710 2556 68300 SH SOLE N/A X 0 0 SPECTRA ENERGY COR COM 84756010 3196 127908 SH SOLE N/A X 0 0 SPRINT NEXTEL CORP COM 85206110 2493 589324 SH SOLE N/A X 0 0 STANLEY BLACK & DE COM 85450210 2189 32732 SH SOLE N/A X 0 0 STAPLES INC COM 85503010 3283 144200 SH SOLE N/A X 0 0 STARBUCKS COM 85524410 4694 146100 SH SOLE N/A X 0 0 STATE STREET CORP COM 85747710 4591 99076 SH SOLE N/A X 0 0 STERICYCLE INC COM 85891210 1359 16800 SH SOLE N/A X 0 0 STRYKER CORP COM 86366710 3619 67400 SH SOLE N/A X 0 0 SUNTRUST BKS INC C COM 86791410 2912 98692 SH SOLE N/A X 0 0 SUPERVALU INC COM 86853610 403 41897 SH SOLE N/A X 0 0 SYMANTEC CORP COM 87150310 2609 155879 SH SOLE N/A X 0 0 SYSCO CORP COM COM 87182910 3416 116200 SH SOLE N/A X 0 0 TECO ENERGY INC CO COM 87237510 755 42400 SH SOLE N/A X 0 0 TJX COS INC COM 87254010 3511 79086 SH SOLE N/A X 0 0 TELLABS INC COM COM 87966410 511 75340 SH SOLE N/A X 0 0 TERADYNE INC COM 88077010 503 35800 SH SOLE N/A X 0 0 Tesoro Corp COM 88160910 522 28175 SH SOLE N/A X 0 0 TEXAS INSTRS INC C COM 88250810 7532 231763 SH SOLE N/A X 0 0 TEXTRON INC COM COM 88320310 1279 54100 SH SOLE N/A X 0 0 THERMO ELECTRON CO COM 88355610 4346 78506 SH SOLE N/A X 0 0 TIFFANY & CO. COM 88654710 1551 24900 SH SOLE N/A X 0 0 TIME WARNER INC NE COM 88731730 7046 219025 SH SOLE N/A X 0 0 TITANIUM METALS CO COM 88833920 306 17800 SH SOLE N/A X 0 0 TORCHMARK CORP COM COM 89102710 956 16000 SH SOLE N/A X 0 0 TOTAL SYS SVCS INC COM 89190610 503 32718 SH SOLE N/A X 0 0 TYSON FOODS INC-CL COM 90249410 1014 58866 SH SOLE N/A X 0 0 US BANCORP COM 90297330 10211 378594 SH SOLE N/A X 0 0 UNION PACIFIC COM 90781810 9021 97359 SH SOLE N/A X 0 0 UNITED PARCEL SERV COM 91131210 14200 195650 SH SOLE N/A X 0 0 UNITED STATES STEE COM 91290910 1653 28300 SH SOLE N/A X 0 0 UNITED TECHNOLOGIE COM 91301710 14351 182299 SH SOLE N/A X 0 0 URBAN OUTFITTER COM 91704710 910 25400 SH SOLE N/A X 0 0 V F CORP COM COM 91820410 1474 17100 SH SOLE N/A X 0 0 VORNADO REALTY TRU COM 92904210 2673 32076 SH SOLE N/A X 0 0 VULCAN MATLS CO CO COM 92916010 1122 25300 SH SOLE N/A X 0 0 WAL-MART COM 93114210 20858 386769 SH SOLE N/A X 0 0 WALGREEN CO COM COM 93142210 7122 182800 SH SOLE N/A X 0 0 Washington Post - COM 93964010 483 1100 SH SOLE N/A X 0 0 WATERS CORP COM 94184810 1414 18200 SH SOLE N/A X 0 0 WATSON PHARMACEUTI COM 94268310 1095 21200 SH SOLE N/A X 0 0 WELLS FARGO & CO N COM 94974610 31978 1031895 SH SOLE N/A X 0 0 WESTERN DIGITAL COM 95810210 1536 45300 SH SOLE N/A X 0 0 WESTERN UN COM 95980210 2421 130363 SH SOLE N/A X 0 0 WEYERHAEUSER CO CO COM 96216610 2002 105751 SH SOLE N/A X 0 0 WHIRLPOOL COM 96332010 1334 15023 SH SOLE N/A X 0 0 WHOLE FOODS MKT COM 96683710 1462 28900 SH SOLE N/A X 0 0 WILLIAMS COS COM COM 96945710 2854 115460 SH SOLE N/A X 0 0 WISCONSIN ENERGY C COM 97665710 1360 23100 SH SOLE N/A X 0 0 WYNN RESORTS LTD COM 98313410 1547 14900 SH SOLE N/A X 0 0 XILINX INC COM 98391910 1481 51100 SH SOLE N/A X 0 0 XEROX COM 98412110 3146 273084 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- YAHOO INC COM 98433210 4279 257300 SH SOLE N/A X 0 0 YUM BRANDS INC COM 98849810 4524 92233 SH SOLE N/A X 0 0 ZIONS BANCORP COM COM 98970110 829 34202 SH SOLE N/A X 0 0 DUN & BRADSTREET COM 26483E100 809 9854 SH SOLE N/A X 0 0 QUANTA SERVICES COM 74762E102 831 41700 SH SOLE N/A X 0 0 VERISIGN INC COM 92343E102 1124 34400 SH SOLE N/A X 0 0 AMERISOURCEBERGEN COM 03073E105 1879 55057 SH SOLE N/A X 0 0 NEWS CORP-CL A COM 65248E104 6557 450311 SH SOLE N/A X 0 0 TARGET CORP COM 87612E106 8406 139790 SH SOLE N/A X 0 0 DR PEPPER SNAPPLE COM 26138E109 1575 44800 SH SOLE N/A X 0 0 TRAVELERS COS, INC COM 89417E109 5049 90623 SH SOLE N/A X 0 0 AES CORP COM 00130H10 1604 131683 SH SOLE N/A X 0 0 AT&T INC COM COM 00206R10 34230 1165084 SH SOLE N/A X 0 0 ADOBE SYS INC COM COM 00724F10 3090 100398 SH SOLE N/A X 0 0 AETNA INC NEW COM 00817Y10 2411 79007 SH SOLE N/A X 0 0 AGILENT TECHNOLOGI COM 00846U10 2833 68374 SH SOLE N/A X 0 0 AKAMAI TECHNOLOGIE COM 00971T10 1689 35888 SH SOLE N/A X 0 0 ALLEGHENY TECHNOLO COM 01741R10 1076 19500 SH SOLE N/A X 0 0 ALTRIA GROUP INC F COM 02209S10 10131 411500 SH SOLE N/A X 0 0 AMERIPRISE FINL IN COM 03076C10 2853 49567 SH SOLE N/A X 0 0 APT INV MNGMT STK COM 03748R10 597 23123 SH SOLE N/A X 0 0 ASSURANT INC COM 04621X10 810 21024 SH SOLE N/A X 0 0 AUTONATION STK COM 05329W10 351 12438 SH SOLE N/A X 0 0 BIOGEN IDEC, INC COM 09062X10 3204 47784 SH SOLE N/A X 0 0 CB RICHARD ELLIS G COM 12497T10 1172 57212 SH SOLE N/A X 0 0 C H ROBINSON WORL COM 12541W20 2624 32723 SH SOLE N/A X 0 0 CME GROUP INC COM 12572Q10 4266 13258 SH SOLE N/A X 0 0 CA INC, COM COM 12673P10 1867 76398 SH SOLE N/A X 0 0 CABLEVISION SY-A COM 12686C10 1604 47400 SH SOLE N/A X 0 0 CAMERON INTERNATIO COM 13342B10 2425 47800 SH SOLE N/A X 0 0 CAPITAL ONE FINL C COM 14040H10 3838 90188 SH SOLE N/A X 0 0 CARDINAL HEALTH IN COM 14149Y10 2655 69300 SH SOLE N/A X 0 0 CAREFUSION CORP CO COM 14170T10 971 37800 SH SOLE N/A X 0 0 CENTERPOINT ENERGY COM 15189T10 1309 83300 SH SOLE N/A X 0 0 CISCO SYSTEMS COM 17275R10 22137 1094275 SH SOLE N/A X 0 0 CLIFFS NATURAL R COM 18683K10 2083 26700 SH SOLE N/A X 0 0 COCA COLA ENTERPRI COM 19122T10 1639 65490 SH SOLE N/A X 0 0 COMCAST CORP COM 20030N10 12102 550830 SH SOLE N/A X 0 0 CONOCOPHILLIPS COM 20825C10 19755 290094 SH SOLE N/A X 0 0 CONSOL ENERGY INC COM 20854P10 2174 44600 SH SOLE N/A X 0 0 CONSTELLATION ORDI COM 21036P10 775 35000 SH SOLE N/A X 0 0 COSTCO WHSL CORP COM 22160K10 6167 85400 SH SOLE N/A X 0 0 D R HORTON ORDINAR COM 23331A10 660 55300 SH SOLE N/A X 0 0 DAVITA INC COM 23918K10 1334 19200 SH SOLE N/A X 0 0 DELL INC COM 24702R10 4527 334063 SH SOLE N/A X 0 0 DEVON ENERGY CORP COM 25179M10 6740 85852 SH SOLE N/A X 0 0 DIAMOND OFFSHORE COM 25271C10 916 13700 SH SOLE N/A X 0 0 DISCOVERY COMM-A COM 25470F10 2344 56200 SH SOLE N/A X 0 0 DIRECTV-A COM 25490A10 6572 164600 SH SOLE N/A X 0 0 DOMINION RES INC V COM 25746U10 4897 114638 SH SOLE N/A X 0 0 DUKE ENERGY CORP, COM 26441C10 4638 260416 SH SOLE N/A X 0 0 EOG RES INC COM 26875P10 4576 50063 SH SOLE N/A X 0 0 EQT CORP COM COM 26884L10 1318 29400 SH SOLE N/A X 0 0 EL PASO CORPORATIO COM 28336L10 1913 139026 SH SOLE N/A X 0 0 ENTERGY CORP NEW COM 29364G10 2526 35668 SH SOLE N/A X 0 0 EQUITY RESIDENTIAL COM 29476L10 2909 56000 SH SOLE N/A X 0 0 EXELON CORP COM 30161N10 5434 130497 SH SOLE N/A X 0 0 Expedia Inc COM 30212P10 1029 41000 SH SOLE N/A X 0 0 EXXON MOBIL CORP COM 30231G10 72794 995541 SH SOLE N/A X 0 0 FMC TECHNOLOGIES COM 30249U10 2107 23700 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- FEDEX CORP COM 31428X10 5775 62095 SH SOLE N/A X 0 0 FIDELITY NATIONAL COM 31620M10 1427 52100 SH SOLE N/A X 0 0 FLOWSERVE CORP COM 34354P10 1316 11041 SH SOLE N/A X 0 0 FREEPORT-MCMORAN C COM 35671D85 11157 92907 SH SOLE N/A X 0 0 FRONTIER COMMUNICA COM 35906A10 1906 195880 SH SOLE N/A X 0 0 GAMESTOP CORP-CLAS COM 36467W10 680 29711 SH SOLE N/A X 0 0 GENWORTH FINL COM 37247D10 1269 96594 SH SOLE N/A X 0 0 GOLDMAN SACHS GROU COM 38141G10 16979 100969 SH SOLE N/A X 0 0 GOOGLE INC-CL A COM 38259P50 29097 48987 SH SOLE N/A X 0 0 HCP INC COM 40414L10 2252 61200 SH SOLE N/A X 0 0 HEALTH CARE REIT COM 42217K10 1248 26200 SH SOLE N/A X 0 0 HESS CORP COM COM 42809H10 4416 57700 SH SOLE N/A X 0 0 HOST HOTELS & RESO COM 44107P10 2323 129987 SH SOLE N/A X 0 0 INTEGRYS ENERGY GR COM 45822P10 740 15255 SH SOLE N/A X 0 0 Intercontinentalex COM 45865V10 1746 14657 SH SOLE N/A X 0 0 INTUITIVE SURGICAL COM 46120E602 2010 7800 SH SOLE N/A X 0 0 JDS UNIPHASE CORP COM 46612J50 633 43712 SH SOLE N/A X 0 0 JP MORGAN CHASE & COM 46625H10 32737 771731 SH SOLE N/A X 0 0 JANUS CAPITAL GROU COM 47102X10 471 36300 SH SOLE N/A X 0 0 JUNIPER NETWORKS I COM 48203R10 3792 102700 SH SOLE N/A X 0 0 KIMCO REALTY CORP COM 49446R10 1445 80100 SH SOLE N/A X 0 0 KRAFT FOODS INC COM 50075N10 10851 344369 SH SOLE N/A X 0 0 LAB CRP OF AMER ST COM 50540R40 1785 20300 SH SOLE N/A X 0 0 LIFE TECHNOLOGIES COM 53217V10 2010 36217 SH SOLE N/A X 0 0 M&T BANK STK COM 55261F10 2054 23600 SH SOLE N/A X 0 0 MACYS INC COM 55616P10 2111 83420 SH SOLE N/A X 0 0 MASTERCARD INC-CLA COM 57636Q10 4281 19100 SH SOLE N/A X 0 0 MCKESSON HBOC INC COM 58155Q10 3517 49972 SH SOLE N/A X 0 0 MEDCOHEALTH SOLUTI COM 58405U10 5133 83782 SH SOLE N/A X 0 0 MERCK & CO INC NEW COM 58933Y10 21900 607662 SH SOLE N/A X 0 0 METLIFE INC COM 59156R10 7955 179003 SH SOLE N/A X 0 0 MOLSON COORS BREWI COM 60871R20 1566 31200 SH SOLE N/A X 0 0 MONSANTO CO NEW COM 61166W10 7434 106747 SH SOLE N/A X 0 0 NETAPP INC COM 64110D10 3875 70500 SH SOLE N/A X 0 0 NETFLIX INC COM 64110L10 1511 8600 SH SOLE N/A X 0 0 NextEra Energy Inc COM 65339F10 4268 82087 SH SOLE N/A X 0 0 NISOURCE, INC COM 65473P10 968 54935 SH SOLE N/A X 0 0 NVIDIA CORP COM COM 67066G10 1745 113296 SH SOLE N/A X 0 0 ORACLE CORP COM 68389X10 23919 764196 SH SOLE N/A X 0 0 P G & E CORP COM 69331C10 3689 77115 SH SOLE N/A X 0 0 PPL CORP COM 69351T10 2508 95300 SH SOLE N/A X 0 0 PRAXAIR INC COM 74005P10 5766 60400 SH SOLE N/A X 0 0 T. ROWE PRICE GROU COM 74144T10 3266 50600 SH SOLE N/A X 0 0 PRINCIPAL FINANCIA COM 74251V10 2058 63200 SH SOLE N/A X 0 0 PROGRESS ENERGY(CN COM 743263AA 2 12500 SH SOLE N/A X 0 0 PUBLIC STORAGE INC COM 74460D10 2789 27500 SH SOLE N/A X 0 0 QEP Resources Inc. COM 74733V10 1256 34583 SH SOLE N/A X 0 0 QUEST DIAGNOSTICS COM 74834L10 1565 29000 SH SOLE N/A X 0 0 Range Resources Co COM 75281A10 1421 31600 SH SOLE N/A X 0 0 REGIONS FINL CORP COM 7591EP10 1736 248036 SH SOLE N/A X 0 0 SAIC INC COM 78390X10 920 58000 SH SOLE N/A X 0 0 SLM CORP COM 78442P10 1207 95857 SH SOLE N/A X 0 0 SALESFORCE.COM INC COM 79466L30 3049 23100 SH SOLE N/A X 0 0 SANDISK CORP COM 80004C10 2294 46000 SH SOLE N/A X 0 0 SCANA CORP COM 80589M10 905 22300 SH SOLE N/A X 0 0 SEALED AIR CORP NE COM 81211K10 801 31479 SH SOLE N/A X 0 0 STARWOOD HOTELS & COM 85590A40 2279 37500 SH SOLE N/A X 0 0 SUNOCO INC COM 86764P10 959 23800 SH SOLE N/A X 0 0 TENET HEALTHCARE C COM 88033G10 641 95800 SH SOLE N/A X 0 0 TERADATA CORP DEL COM 88076W10 1359 33017 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- 3M CO COM 88579Y10 12152 140809 SH SOLE N/A X 0 0 TIME WARNER CABLE COM 88732J20 4630 70126 SH SOLE N/A X 0 0 UNITEDHEALTH GROUP COM 91324P10 7840 217110 SH SOLE N/A X 0 0 UNUMPROVIDENT CORP COM 91529Y10 1562 64477 SH SOLE N/A X 0 0 VALERO ENERGY CORP COM 91913Y10 2586 111856 SH SOLE N/A X 0 0 VARIAN MEDICAL SYS COM 92220P10 1663 24000 SH SOLE N/A X 0 0 VENTAS INC COM 92276F10 1627 31000 SH SOLE N/A X 0 0 VERIZON COMMUNICAT COM 92343V10 19971 558163 SH SOLE N/A X 0 0 VIACOM, INC NEW CL COM 92553P20 4756 120065 SH SOLE N/A X 0 0 VISA INC-CLASS A COM 92826C83 6771 96200 SH SOLE N/A X 0 0 WASTE MGMT INC DEL COM 94106L10 3477 94300 SH SOLE N/A X 0 0 WELLPOINT INC COM 94973V10 4417 77677 SH SOLE N/A X 0 0 WINDSTREAM CORP COM 97381W10 1330 95389 SH SOLE N/A X 0 0 WYNDHAM WORLDWIDE COM 98310W10 1056 35263 SH SOLE N/A X 0 0 XCEL ENERGY, INC COM 98389B10 2138 90785 SH SOLE N/A X 0 0 ZIMMER HLDGS INC COM 98956P10 2131 39700 SH SOLE N/A X 0 0 FRACTIONAL 1ST HOR COM DCA51710 0 308122.9 SH SOLE N/A X 0 0 FRACTIONAL MARRIOT COM FHB90320 0 72829.7 SH SOLE N/A X 0 0 INGERSOLL-RAND COM G4779110 2990 63500 SH SOLE N/A X 0 0 Invesco Ltd COM G491BT10 2224 92446 SH SOLE N/A X 0 0 NABORS INDUSTRIES COM G6359F10 1321 56300 SH SOLE N/A X 0 0 XL Group PLC COM G9829010 1390 63698 SH SOLE N/A X 0 0 ACE LTD COM H0023R10 4165 66900 SH SOLE N/A X 0 0 TYCO INTL LTD COM H8912810 4003 96600 SH SOLE N/A X 0 0 TRAVELCENTERS AMER COM JKE17410 302 80000 SH SOLE N/A X 0 0 ACADIA REALTY TRUS COM 00423910 844 46261 SH SOLE N/A X 0 0 ALEXANDER'S INC COM 01475210 1278 3100 SH SOLE N/A X 0 0 ALEXANDRIA R E EQU COM 01527110 4652 63500 SH SOLE N/A X 0 0 AMER CMPS COMM ORD COM 02483510 2415 76032 SH SOLE N/A X 0 0 Ashford Hospitalit COM 04410310 649 67300 SH SOLE N/A X 0 0 ASSOCIATED ESTATES COM 04560410 726 47500 SH SOLE N/A X 0 0 AVALONBAY COMMUNIT COM 05348410 11026 97964 SH SOLE N/A X 0 0 BOSTON PROPERTIES COM 10112110 13849 160850 SH SOLE N/A X 0 0 BRANDYWINE REALTY COM 10536820 1798 154369 SH SOLE N/A X 0 0 CBL & ASSOCIATES P COM 12483010 2775 158577 SH SOLE N/A X 0 0 CAMDEN PROPERTY TR COM 13313110 4221 78200 SH SOLE N/A X 0 0 CEDAR SHOPPING CEN COM 15060220 421 66950 SH SOLE N/A X 0 0 COLONIAL PROPERTIE COM 19587210 1610 89214 SH SOLE N/A X 0 0 CommonWealth REIT COM 20323310 2112 82787.5 SH SOLE N/A X 0 0 COUSINS PROPERTIES COM 22279510 904 108386 SH SOLE N/A X 0 0 DCT INDUSTRIAL TRU COM 23315310 1314 247400 SH SOLE N/A X 0 0 DEVELOPERS DIVERSI COM 25159110 3300 234232 SH SOLE N/A X 0 0 DIAMONDROCK HOSPIT COM 25278430 2129 177433 SH SOLE N/A X 0 0 DIGITAL REALTY TRU COM 25386810 5358 103950 SH SOLE N/A X 0 0 DUKE REALTY CORP COM 26441150 3607 289450 SH SOLE N/A X 0 0 EASTGROUP PROPERTI COM 27727610 1312 31000 SH SOLE N/A X 0 0 EQUITY ONE INC COM 29475210 1176 64700 SH SOLE N/A X 0 0 ESSEX PROPERTY TRU COM 29717810 4112 36000 SH SOLE N/A X 0 0 FEDERAL REALTY INV COM 31374720 4621 59300 SH SOLE N/A X 0 0 GENERAL GROWTH PPT COM 37002310 6828 441100 SH SOLE N/A X 0 0 GLIMCHER REALTY COM 37930210 816 97100 SH SOLE N/A X 0 0 HEALTHCARE REALTY COM 42194610 1567 74000 SH SOLE N/A X 0 0 HERSHA HOSPITALITY COM 42782510 1140 172800 SH SOLE N/A X 0 0 HIGHWOODS PROPERTI COM 43128410 2621 82300 SH SOLE N/A X 0 0 HOME PROPERTIES IN COM 43730610 2400 43250 SH SOLE N/A X 0 0 HUDSON PACIFIC P COM 44409710 384 25500 SH SOLE N/A X 0 0 INLAND REAL ESTATE COM 45746120 880 100000 SH SOLE N/A X 0 0 INVESTORS REAL COM 46173010 809 90200 SH SOLE N/A X 0 0 LASALLE HOTEL PROP COM 51794210 2157 81700 SH SOLE N/A X 0 0 LIBERTY PROPERTY T COM 53117210 4186 131150 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 - ------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- MACERICH CO COM 55438210 7078 149425 SH SOLE N/A X 0 0 MACK CALI REALTY C COM 55448910 3020 91350 SH SOLE N/A X 0 0 MONMOUTH REIT-A COM 60972010 300 35300 SH SOLE N/A X 0 0 NATIONWIDE HEALTH COM 63862010 5253 144400 SH SOLE N/A X 0 0 PENNSYLVANIA RE IN COM 70910210 924 63603 SH SOLE N/A X 0 0 PIEDMONT OFFIC-A COM 72019020 280 13900 SH SOLE N/A X 0 0 POST PROPERTIES IN COM 73746410 2033 56000 SH SOLE N/A X 0 0 PROLOGIS COM 74341010 9434 653320 SH SOLE N/A X 0 0 RAMCO GERSHENSN ST COM 75145220 542 43550 SH SOLE N/A X 0 0 REGENCY CENTERS CO COM 75884910 3968 93950 SH SOLE N/A X 0 0 SAUL CENTERS INC COM 80439510 710 15000 SH SOLE N/A X 0 0 SIMON PROPERTY GRO COM 82880610 33466 336373 SH SOLE N/A X 0 0 SUN COMMUNITIES IN COM 86667410 696 20900 SH SOLE N/A X 0 0 SUNSTONE HOTEL INV COM 86789210 1400 135529 SH SOLE N/A X 0 0 TANGER FACTORY OUT COM 87546510 2380 46500 SH SOLE N/A X 0 0 TAUBMAN CENTERS IN COM 87666410 2948 58400 SH SOLE N/A X 0 0 UDR, INC COM 90265310 4920 209171 SH SOLE N/A X 0 0 URSTADT BIDDLE-A COM 91728620 383 19700 SH SOLE N/A X 0 0 VORNADO REALTY TRU COM 92904210 17480 209763 SH SOLE N/A X 0 0 WASHINGTON REIT COM 93965310 2265 73100 SH SOLE N/A X 0 0 WEINGARTEN REALTY COM 94874110 3286 138300 SH SOLE N/A X 0 0 UNIVERSAL HEALTH R COM 91359E105 493 13500 SH SOLE N/A X 0 0 BRE PROPERTIES -C COM 05564E106 3202 73600 SH SOLE N/A X 0 0 AMB PROPERTY CORP. COM 00163T10 6131 193350 SH SOLE N/A X 0 0 APARTMENT INVT & M COM 03748R10 3473 134416 SH SOLE N/A X 0 0 BIOMED REALTY TRUS COM 09063H10 2775 148800 SH SOLE N/A X 0 0 CAMPUS CREST COM COM 13466Y10 494 35200 SH SOLE N/A X 0 0 CORESITE REALTY COM 21870Q10 286 21000 SH SOLE N/A X 0 0 CORP OFFICE PPTYS COM 22002T10 2385 68250 SH SOLE N/A X 0 0 DOUGLAS EMMETT INC COM 25960P10 2213 133300 SH SOLE N/A X 0 0 DUPONT FABROS TECH COM 26613Q10 1457 68500 SH SOLE N/A X 0 0 EDUCATION REALTY T COM 28140H10 521 67100 SH SOLE N/A X 0 0 EQUITY LIFESTYLE P COM 29472R10 1980 35400 SH SOLE N/A X 0 0 EQUITY RESIDENTIAL COM 29476L10 16967 326600 SH SOLE N/A X 0 0 EXTRA SPACE STORAG COM 30225T10 1749 100500 SH SOLE N/A X 0 0 FELCOR LODGING TR COM 31430F10 763 108350 SH SOLE N/A X 0 0 FIRST INDL REALTY COM 32054K10 506 57800 SH SOLE N/A X 0 0 First Potomac Real COM 33610F10 935 55600 SH SOLE N/A X 0 0 FRANKLIN STREET COM 35471R10 1214 85200 SH SOLE N/A X 0 0 GOVERNMENT PROPERT COM 38376A10 924 34500 SH SOLE N/A X 0 0 HCP INC COM 40414L10 15415 419000 SH SOLE N/A X 0 0 HEALTH CARE REIT I COM 42217K10 7932 166500 SH SOLE N/A X 0 0 HOSPITALITY PROPER COM 44106M10 3266 141750 SH SOLE N/A X 0 0 HOST MARRIOTT CORP COM 44107P10 13663 764596 SH SOLE N/A X 0 0 KILROY REALTY CORP COM 49427F10 2194 60150 SH SOLE N/A X 0 0 KIMCO REALTY CORP COM 49446R10 7904 438144 SH SOLE N/A X 0 0 KITE REALTY GROUP COM 49803T10 394 72750 SH SOLE N/A X 0 0 MID-AMERICA APT CM COM 59522J10 2435 38350 SH SOLE N/A X 0 0 NATIONAL HEALTH IN COM 63633D10 1175 26100 SH SOLE N/A X 0 0 PS BUSINESS PARKS COM 69360J10 1198 21500 SH SOLE N/A X 0 0 PARKWAY PROPERTIES COM 70159Q10 441 25150 SH SOLE N/A X 0 0 PEBBLEBROOK HOTE COM 70509V10 920 45300 SH SOLE N/A X 0 0 PUBLIC STORAGE INC COM 74460D10 16466 162358 SH SOLE N/A X 0 0 SL GREEN REALTY CO COM 78440X10 6065 89832 SH SOLE N/A X 0 0 SENIOR HOUSING PRO COM 81721M10 3574 162900 SH SOLE N/A X 0 0 SOVRAN SELF STORAG COM 84610H10 1167 31700 SH SOLE N/A X 0 0 STRATEGIC HOTELS COM 86272T10 919 173700 SH SOLE N/A X 0 0 U-STORE-IT-TRUST COM 91274F10 1044 109600 SH SOLE N/A X 0 0 VENTAS INC COM 92276F10 9467 180400 SH SOLE N/A X 0 0 COMMONWEALTHREIT F COM CAD23310 0 50000 SH SOLE N/A X 0 0
-----END PRIVACY-ENHANCED MESSAGE-----