0001140361-13-017237.txt : 20130424
0001140361-13-017237.hdr.sgml : 20130424
20130424110048
ACCESSION NUMBER: 0001140361-13-017237
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130424
DATE AS OF CHANGE: 20130424
EFFECTIVENESS DATE: 20130424
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: 13778179
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
NONE
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 3/31/2013
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 87505
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 submission.
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 4/24/2013
--------------------------------- --------------------------------- ----------
[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: 612
Form 13F Information Table Value Total: $ 2,553,427
--------------
(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 4040 77653 SH SOLE N/A X 0 0
AGL RESOURCES INC. COM 00120410 820 19557 SH SOLE N/A X 0 0
ABBOTT LABORATORIE COM 00282410 9248 261842 SH SOLE N/A X 0 0
ABERCROMBIE & FITC COM 00289620 607 13132 SH SOLE N/A X 0 0
ADVANCED MICRO DEV COM 00790310 256 100212 SH SOLE N/A X 0 0
AIR PRODUCTS & CHE COM 00915810 3071 35250 SH SOLE N/A X 0 0
AIRGAS INC COM 00936310 1155 11649 SH SOLE N/A X 0 0
ALCOA, INC COM 01381710 1506 176779 SH SOLE N/A X 0 0
ALEXION PHARM COM 01535110 2967 32200 SH SOLE N/A X 0 0
ALLERGAN INC COM 01849010 5688 50952 SH SOLE N/A X 0 0
ALLSTATE CORP COM 02000210 3915 79784 SH SOLE N/A X 0 0
ALTERA CORP. COM 02144110 1885 53137 SH SOLE N/A X 0 0
AMAZON COM COM 02313510 16007 60065 SH SOLE N/A X 0 0
AMEREN CORP COM 02360810 1409 40246 SH SOLE N/A X 0 0
AMERICAN ELEC PWR COM 02553710 3912 80438 SH SOLE N/A X 0 0
AMERICAN EXPRESS COM 02581610 10882 161313 SH SOLE N/A X 0 0
AMERICAN INTL GROU COM 02687478 9496 244605 SH SOLE N/A X 0 0
AMGEN COM 03116210 13034 127145 SH SOLE N/A X 0 0
AMPHENOL CORP-CL A COM 03209510 1983 26570 SH SOLE N/A X 0 0
ANADARKO PETE CORP COM 03251110 7240 82788 SH SOLE N/A X 0 0
ANALOG DEVICES COM 03265410 2322 49942 SH SOLE N/A X 0 0
APACHE CORP COM COM 03741110 5000 64799 SH SOLE N/A X 0 0
APOLLO GROUP INC COM 03760410 288 16549 SH SOLE N/A X 0 0
APPLE COMPUTER COM 03783310 69111 156138 SH SOLE N/A X 0 0
APPLIED MATLS INC COM 03822210 2674 198386 SH SOLE N/A X 0 0
ARCHER DANIELS MID COM 03948310 3680 109103 SH SOLE N/A X 0 0
AUTODESK INC COM COM 05276910 1536 37257 SH SOLE N/A X 0 0
AUTOMATIC DATA PRO COM 05301510 5230 80443 SH SOLE N/A X 0 0
AUTOZONE INC COM 05333210 2424 6109 SH SOLE N/A X 0 0
AVALONBAY COMMUNIT COM 05348410 2397 18927 SH SOLE N/A X 0 0
AVERY DENNISON COR COM 05361110 710 16475 SH SOLE N/A X 0 0
AVON PRODS INC COM COM 05430310 1484 71571 SH SOLE N/A X 0 0
BB & T CORP COM 05493710 3637 115866 SH SOLE N/A X 0 0
BMC SOFTWARE INC COM 05592110 1007 21738 SH SOLE N/A X 0 0
BAKER HUGHES INC C COM 05722410 3378 72792 SH SOLE N/A X 0 0
BALL CORP COM COM 05849810 1212 25464 SH SOLE N/A X 0 0
BANK OF AMERICA CO COM 06050510 21906 1798554 SH SOLE N/A X 0 0
BANK NEW YORK MELL COM 06405810 5418 193560 SH SOLE N/A X 0 0
BARD C R INC COM COM 06738310 1277 12674 SH SOLE N/A X 0 0
BAXTER INTERNATION COM 07181310 6614 91052 SH SOLE N/A X 0 0
BEAM INC COM 07373010 1677 26387 SH SOLE N/A X 0 0
BECTON DICKINSON & COM 07588710 3123 32669 SH SOLE N/A X 0 0
BED BATH & BEYOND COM 07589610 2449 38017 SH SOLE N/A X 0 0
BEMIS INC COM COM 08143710 690 17100 SH SOLE N/A X 0 0
Berkshire Hathaway COM 08467070 31490 302207 SH SOLE N/A X 0 0
BEST BUY INC COM COM 08651610 979 44221 SH SOLE N/A X 0 0
BLOCK H & R INC CO COM 09367110 1322 44940 SH SOLE N/A X 0 0
BOEING CO COM COM 09702310 9649 112395 SH SOLE N/A X 0 0
BORGWARNER INC COM 09972410 1500 19400 SH SOLE N/A X 0 0
BOSTON PROPERTIES COM 10112110 2529 25023 SH SOLE N/A X 0 0
BOSTON SCIENTIFIC COM 10113710 1776 227462 SH SOLE N/A X 0 0
BRISTOL-MYERS SQUI COM 11012210 11266 273504 SH SOLE N/A X 0 0
BROADCOM CORP COM 11132010 2982 86001 SH SOLE N/A X 0 0
BROWN FORMAN CORP COM 11563720 1791 25090 SH SOLE N/A X 0 0
CBS Corp New Cl B COM 12485720 4569 97866 SH SOLE N/A X 0 0
CF INDUSTRIES HOLD COM 12526910 1989 10446 SH SOLE N/A X 0 0
CIGNA CORP COM COM 12550910 2957 47403 SH SOLE N/A X 0 0
CMS ENERGY CORP CO COM 12589610 1221 43710 SH SOLE N/A X 0 0
CSX CORP COM COM 12640810 4208 170856 SH SOLE N/A X 0 0
CVS/CAREMARK CORP COM 12665010 11355 206487 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
CABOT OIL & GAS CO COM 12709710 2349 34746 SH SOLE N/A X 0 0
CAMPBELL SOUP CO COM 13442910 1348 29712 SH SOLE N/A X 0 0
CARMAX INC COM 14313010 1582 37930 SH SOLE N/A X 0 0
CARNIVAL CRUISE LI COM 14365830 2534 73867 SH SOLE N/A X 0 0
CATERPILLAR COM 14912310 9419 108302 SH SOLE N/A X 0 0
CELGENE CORP COM 15102010 8121 70065 SH SOLE N/A X 0 0
CENTURYLINK INC COM 15670010 3633 103420 SH SOLE N/A X 0 0
Cerner Corp COM 15678210 2292 24188 SH SOLE N/A X 0 0
CHESAPEAKE ENERGY COM 16516710 1752 85845 SH SOLE N/A X 0 0
CHEVRON CORP NEW F COM 16676410 38528 324256 SH SOLE N/A X 0 0
CHIPOTLE MEXICAN COM 16965610 1691 5188 SH SOLE N/A X 0 0
CHUBB CORP COM COM 17123210 3798 43388 SH SOLE N/A X 0 0
CINCINNATI FINL CO COM 17206210 1144 24237 SH SOLE N/A X 0 0
CINTAS CORP OHIO COM 17290810 778 17634 SH SOLE N/A X 0 0
CITIGROUP, INC COM 17296742 22347 505126 SH SOLE N/A X 0 0
CITRIX SYSTEMS COM 17737610 2229 30895 SH SOLE N/A X 0 0
CLOROX CO COM COM 18905410 1910 21575 SH SOLE N/A X 0 0
COACH STK COM 18975410 2349 46998 SH SOLE N/A X 0 0
COCA COLA COM 19121610 25840 638970 SH SOLE N/A X 0 0
COGNIZANT TECH SOL COM 19244610 3811 49739 SH SOLE N/A X 0 0
COLGATE PALMOLIVE COM 19416210 8683 73565 SH SOLE N/A X 0 0
COMERICA INC COM COM 20034010 1133 31514 SH SOLE N/A X 0 0
COMPUTER SCIENCES COM 20536310 1269 25787 SH SOLE N/A X 0 0
CONAGRA INC COM COM 20588710 2419 67547 SH SOLE N/A X 0 0
CONSOLIDATED EDISO COM 20911510 2963 48552 SH SOLE N/A X 0 0
CORNING INC COM 21935010 3264 244856 SH SOLE N/A X 0 0
Coventry Health Ca COM 22286210 1049 22299 SH SOLE N/A X 0 0
CROWN CASTLE INT COM 22822710 3385 48600 SH SOLE N/A X 0 0
CUMMINS ENGINE INC COM 23102110 3394 29304 SH SOLE N/A X 0 0
DTE ENERGY COM 23333110 1951 28546 SH SOLE N/A X 0 0
DANAHER CORP COM COM 23585110 5989 96359 SH SOLE N/A X 0 0
DARDEN RESTAURANTS COM 23719410 1102 21326 SH SOLE N/A X 0 0
DEAN FOODS CO COM 24237010 556 30647 SH SOLE N/A X 0 0
DEERE & CO COM COM 24419910 5576 64852 SH SOLE N/A X 0 0
DENBURY RESOURCE COM 24791620 1196 64124 SH SOLE N/A X 0 0
DENTSPLY INTERNATI COM 24903010 999 23549 SH SOLE N/A X 0 0
DISNEY (WALT) CO COM 25468710 17047 300120 SH SOLE N/A X 0 0
DISCOVER FINANCIAL COM 25470910 3751 83661 SH SOLE N/A X 0 0
DOLLAR GENERAL C COM 25667710 2200 43500 SH SOLE N/A X 0 0
DOLLAR TREE INC COM 25674610 1821 37600 SH SOLE N/A X 0 0
DOVER CORP COM COM 26000310 2160 29633 SH SOLE N/A X 0 0
DOW CHEM CO COM COM 26054310 6327 198716 SH SOLE N/A X 0 0
DUPONT (EI) DE NEM COM 26353410 7594 154481 SH SOLE N/A X 0 0
EMC CORP MASS COM COM 26864810 8338 348998 SH SOLE N/A X 0 0
E TRADE FIN STK COM 26924640 456 42604 SH SOLE N/A X 0 0
EASTMAN CHEM CO COM 27743210 1777 25436 SH SOLE N/A X 0 0
EBAY INC COM 27864210 10462 192948 SH SOLE N/A X 0 0
ECOLAB INC COM COM 27886510 3502 43680 SH SOLE N/A X 0 0
EDISON INTL COM 28102010 2717 54002 SH SOLE N/A X 0 0
ELECTRONIC ARTS COM 28551210 895 50563 SH SOLE N/A X 0 0
EMERSON ELECTRIC COM 29101110 6704 120000 SH SOLE N/A X 0 0
EQUIFAX INC COM 29442910 1143 19855 SH SOLE N/A X 0 0
Expeditors Intl Wa COM 30213010 1236 34600 SH SOLE N/A X 0 0
FLIR SYSTEMS COM 30244510 647 24867 SH SOLE N/A X 0 0
FMC CORP COM 30249130 1296 22732 SH SOLE N/A X 0 0
FAMILY DOLLAR STOR COM 30700010 934 15820 SH SOLE N/A X 0 0
FASTENAL CO COM 31190010 2292 44638 SH SOLE N/A X 0 0
F5 NETWORKS COM 31561610 1170 13136 SH SOLE N/A X 0 0
FIFTH THIRD BANCOR COM 31677310 2424 148630 SH SOLE N/A X 0 0
FIRST HORIZON NATL COM 32051710 437 40942 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
FIRST SOLAR INC COM 33643310 269 9986 SH SOLE N/A X 0 0
FISERV INC COM 33773810 1939 22079 SH SOLE N/A X 0 0
FIRSTENERGY CORP COM 33793210 2922 69240 SH SOLE N/A X 0 0
FLUOR CORP (NEW) COM 34341210 1832 27621 SH SOLE N/A X 0 0
FORD MOTOR COM 34537086 8573 651905 SH SOLE N/A X 0 0
FOREST LABS INC COM 34583810 1474 38753 SH SOLE N/A X 0 0
FOSSIL INC COM 34988210 860 8900 SH SOLE N/A X 0 0
FRANKLIN RESOURCES COM 35461310 3452 22891 SH SOLE N/A X 0 0
GANNETT COM 36473010 833 38096 SH SOLE N/A X 0 0
GAP COM 36476010 1744 49279 SH SOLE N/A X 0 0
GENERAL DYNAMICS C COM 36955010 3879 55014 SH SOLE N/A X 0 0
GENERAL ELECTRIC COM 36960410 40164 1737207 SH SOLE N/A X 0 0
GENERAL MILLS INC COM 37033410 5272 106912 SH SOLE N/A X 0 0
GENUINE PARTS CO C COM 37246010 2006 25721 SH SOLE N/A X 0 0
GILEAD SCIENCES IN COM 37555810 12285 251076 SH SOLE N/A X 0 0
GOODYEAR TIRE & RU COM 38255010 512 40630 SH SOLE N/A X 0 0
GRAINGER W W INC C COM 38480210 2227 9900 SH SOLE N/A X 0 0
HALLIBURTON CO COM 40621610 6214 153771 SH SOLE N/A X 0 0
HARLEY DAVIDSON IN COM 41282210 2000 37529 SH SOLE N/A X 0 0
HARMAN INTERNATION COM 41308610 504 11286 SH SOLE N/A X 0 0
Harris Corp COM 41387510 874 18856 SH SOLE N/A X 0 0
HARTFORD FINL SVCS COM 41651510 1865 72291 SH SOLE N/A X 0 0
HASBRO INC COM COM 41805610 842 19159 SH SOLE N/A X 0 0
HEINZ COM 42307410 3842 53156 SH SOLE N/A X 0 0
HELMERICH & PAYN COM 42345210 1063 17512 SH SOLE N/A X 0 0
THE HERSHEY COMPAN COM 42786610 2169 24778 SH SOLE N/A X 0 0
HEWLETT PACKARD COM 42823610 7766 325758 SH SOLE N/A X 0 0
HOME DEPOT COM 43707610 17287 247742 SH SOLE N/A X 0 0
HONEYWELL INT'L IN COM 43851610 9776 129736 SH SOLE N/A X 0 0
HORMEL FOODS CRP COM 44045210 917 22198 SH SOLE N/A X 0 0
HOSPIRA INC COM COM 44106010 900 27412 SH SOLE N/A X 0 0
HUDSON CITY BANCOR COM 44368310 681 78784 SH SOLE N/A X 0 0
HUMANA COM 44485910 1809 26182 SH SOLE N/A X 0 0
HUNTINGTON BANCSHA COM 44615010 1047 141676 SH SOLE N/A X 0 0
ILLINOIS TOOL WKS COM 45230810 4305 70650 SH SOLE N/A X 0 0
INTEL CORP COM 45814010 18012 824370 SH SOLE N/A X 0 0
INTL BUSINESS MACH COM 45920010 37146 174147 SH SOLE N/A X 0 0
INTERNATIONAL FLAV COM 45950610 1037 13527 SH SOLE N/A X 0 0
INTERNATIONAL GAME COM 45990210 728 44122 SH SOLE N/A X 0 0
INTL PAPER COM 46014610 3389 72752 SH SOLE N/A X 0 0
INTERPUBLIC GROUP COM 46069010 931 71416 SH SOLE N/A X 0 0
INTUIT COM 46120210 3028 46128 SH SOLE N/A X 0 0
IRON MOUNTAIN COM 46284610 1002 27592 SH SOLE N/A X 0 0
JABIL CIRCUIT INC COM 46631310 573 31003 SH SOLE N/A X 0 0
JACOBS ENGINEERING COM 46981410 1211 21537 SH SOLE N/A X 0 0
JOHNSON & JOHNSON COM 47816010 37882 464643 SH SOLE N/A X 0 0
JOHNSON CTLS INC C COM 47836610 3972 113259 SH SOLE N/A X 0 0
JOY GLOBAL INC COM 48116510 1043 17527 SH SOLE N/A X 0 0
KLA-TENCOR CORPORA COM 48248010 1455 27580 SH SOLE N/A X 0 0
KELLOGG CO COM COM 48783610 2641 40990 SH SOLE N/A X 0 0
KEYCORP NEW COM 49326710 1541 154687 SH SOLE N/A X 0 0
KIMBERLY CLARK COM 49436810 6348 64793 SH SOLE N/A X 0 0
KOHLS CORP COM 50025510 1617 35051 SH SOLE N/A X 0 0
KROGER CO COM COM 50104410 2820 85105 SH SOLE N/A X 0 0
L BRANDS INC COM 50179710 1771 39656 SH SOLE N/A X 0 0
LSI LOGIC CORP COM COM 50216110 622 91690 SH SOLE N/A X 0 0
L-3 COMMUNICATIONS COM 50242410 1264 15619 SH SOLE N/A X 0 0
LAM RESEARCH CORP COM 51280710 1115 26893 SH SOLE N/A X 0 0
ESTEE LAUDER ORDIN COM 51843910 2547 39774 SH SOLE N/A X 0 0
LEGGETT & PLATT COM 52466010 790 23401 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
LEGG MASON INC COM 52490110 624 19414 SH SOLE N/A X 0 0
LENNAR CORP-CL A COM 52605710 1129 27210 SH SOLE N/A X 0 0
LEUCADIA NATIONAL COM 52728810 1338 48789 SH SOLE N/A X 0 0
LILLY ELI & CO COM COM 53245710 9609 169194 SH SOLE N/A X 0 0
LINCOLN NATL CORP COM 53418710 1484 45513 SH SOLE N/A X 0 0
LINEAR TECHNOLOGY COM 53567810 1470 38303 SH SOLE N/A X 0 0
LOCKHEED MARTIN CO COM 53983010 4299 44543 SH SOLE N/A X 0 0
LOEWS CORP COM COM 54042410 2272 51545 SH SOLE N/A X 0 0
LORILLARD INC COM 54414710 2596 64344 SH SOLE N/A X 0 0
LOWES COS INC COM COM 54866110 7064 186277 SH SOLE N/A X 0 0
MARATHON OIL CORP COM 56584910 3948 117071 SH SOLE N/A X 0 0
MARSH & MCLENNAN COM 57174810 3423 90141 SH SOLE N/A X 0 0
MARRIOTT INTL INC COM 57190320 1720 40738 SH SOLE N/A X 0 0
MASCO CORP COM COM 57459910 1198 59171 SH SOLE N/A X 0 0
MATTEL INC COM COM 57708110 2489 56848 SH SOLE N/A X 0 0
MCCORMICK STK COM 57978020 1616 21966 SH SOLE N/A X 0 0
MCDONALD'S COM 58013510 16585 166369 SH SOLE N/A X 0 0
MCGRAW HILL COMPAN COM 58064510 2397 46026 SH SOLE N/A X 0 0
MEAD JOHNSON-A COM 58283910 2608 33677 SH SOLE N/A X 0 0
MEADWESTVACO CORP COM 58333410 1050 28938 SH SOLE N/A X 0 0
MEDTRONIC INC COM COM 58505510 7867 167533 SH SOLE N/A X 0 0
METROPCS COMMUNI COM 59170810 572 52447 SH SOLE N/A X 0 0
MICROSOFT COM 59491810 35901 1254847 SH SOLE N/A X 0 0
MICROCHIP TECHNOLO COM 59501710 1184 32200 SH SOLE N/A X 0 0
MICRON TECHNOLOGY COM 59511210 1682 168525 SH SOLE N/A X 0 0
MOLEX INC COM 60855410 670 22888 SH SOLE N/A X 0 0
Mondelez Internati COM 60920710 9011 294376 SH SOLE N/A X 0 0
MONSTER BEVERAGE COM 61174010 1179 24700 SH SOLE N/A X 0 0
MOODYS CORP COM 61536910 1714 32142 SH SOLE N/A X 0 0
MORGAN STANLEY DEA COM 61744644 5033 228995 SH SOLE N/A X 0 0
MOTOROLA SOLUTIONS COM 62007630 2973 46434 SH SOLE N/A X 0 0
MURPHY OIL CORP COM 62671710 1952 30635 SH SOLE N/A X 0 0
MYLAN LABS STK COM 62853010 1955 67549 SH SOLE N/A X 0 0
NRG ENERGY COM 62937750 1414 53362 SH SOLE N/A X 0 0
NYSE EURONEXT COM 62949110 1554 40227 SH SOLE N/A X 0 0
NASDAQ OMX GROUP/T COM 63110310 628 19428 SH SOLE N/A X 0 0
NATIONAL OILWELL V COM 63707110 5006 70759 SH SOLE N/A X 0 0
NEWELL RUBBERMAID COM 65122910 1245 47690 SH SOLE N/A X 0 0
NEWFIELD EXPLORA COM 65129010 503 22427 SH SOLE N/A X 0 0
NEWMONT MNG CORP C COM 65163910 3447 82280 SH SOLE N/A X 0 0
NIKE INC CL B COM 65410610 7133 120874 SH SOLE N/A X 0 0
Noble Energy Inc COM 65504410 3408 29467 SH SOLE N/A X 0 0
NORDSTROM INC COM COM 65566410 1391 25191 SH SOLE N/A X 0 0
NORFOLK SOUTHN COR COM 65584410 4033 52326 SH SOLE N/A X 0 0
NORTHEAST UTILS COM 66439710 2258 51966 SH SOLE N/A X 0 0
NORTHERN TR CORP C COM 66585910 1970 36111 SH SOLE N/A X 0 0
NORTHROP COM NPV COM 66680710 2853 40672 SH SOLE N/A X 0 0
NUCOR CORP COM COM 67034610 2428 52609 SH SOLE N/A X 0 0
OCCIDENTAL PETE CO COM 67459910 10518 134213 SH SOLE N/A X 0 0
OMNICOM GROUP COM COM 68191910 2576 43734 SH SOLE N/A X 0 0
ONEOK INC COM 68268010 1614 33860 SH SOLE N/A X 0 0
ORCHARD SUPP.HRDWR COM 68569150 0 316 SH SOLE N/A X 0 0
OWENS-ILLINOIS COM 69076840 726 27249 SH SOLE N/A X 0 0
PNC BANK CORP COM COM 69347510 5829 87649 SH SOLE N/A X 0 0
PPG INDS INC COM COM 69350610 3172 23684 SH SOLE N/A X 0 0
PVH CORP COM 69365610 1378 12900 SH SOLE N/A X 0 0
PACCAR INC COM COM 69371810 2958 58503 SH SOLE N/A X 0 0
PALL CORP COM COM 69642930 1256 18376 SH SOLE N/A X 0 0
PARKER HANNIFIN CO COM 70109410 2263 24710 SH SOLE N/A X 0 0
PATTERSON COS INC COM 70339510 527 13855 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
PAYCHEX INC COM COM 70432610 1880 53598 SH SOLE N/A X 0 0
PEABODY ENERGY COR COM 70454910 939 44415 SH SOLE N/A X 0 0
PENNEY (J.C.) COM 70816010 357 23631 SH SOLE N/A X 0 0
PEOPLE S UNITED FI COM 71270410 774 57588 SH SOLE N/A X 0 0
PEPCO HOLDINGS INC COM 71329110 814 38017 SH SOLE N/A X 0 0
PEPSICO COM 71344810 20275 256285 SH SOLE N/A X 0 0
PERKINELMER, INC COM 71404610 640 19016 SH SOLE N/A X 0 0
PERRIGO CO COM 71429010 1733 14600 SH SOLE N/A X 0 0
PETSMART INC COM 71676810 1105 17800 SH SOLE N/A X 0 0
PFIZER COM 71708110 34486 1194942 SH SOLE N/A X 0 0
PHILIP MORRIS INT' COM 71817210 25659 276761 SH SOLE N/A X 0 0
PHILLIPS 66 COM 71854610 7251 103628 SH SOLE N/A X 0 0
PINNACLE WEST CAPI COM 72348410 1051 18160 SH SOLE N/A X 0 0
Pioneer Natural Re COM 72378710 2717 21867 SH SOLE N/A X 0 0
PITNEY-BOWES COM 72447910 494 33246 SH SOLE N/A X 0 0
PLUM CREEK TIMBER COM 72925110 1397 26767 SH SOLE N/A X 0 0
PRECISION CASTPART COM 74018910 4571 24108 SH SOLE N/A X 0 0
PRICELINE.COM COM 74150340 5674 8248 SH SOLE N/A X 0 0
PROCTER & GAMBLE COM 74271810 34902 452918 SH SOLE N/A X 0 0
PROGRESSIVE CORP O COM 74331510 2329 92175 SH SOLE N/A X 0 0
PRUDENTIAL FINANCI COM 74432010 4532 76831 SH SOLE N/A X 0 0
PUBLIC SVC ENTERPR COM 74457310 2878 83799 SH SOLE N/A X 0 0
PULTE CORP COM 74586710 1139 56288 SH SOLE N/A X 0 0
QUALCOMM COM 74752510 19121 285607 SH SOLE N/A X 0 0
RALPH LAUREN COR COM 75121210 1712 10114 SH SOLE N/A X 0 0
RAYTHEON CO NEW COM 75511150 3212 54643 SH SOLE N/A X 0 0
RED HAT INC COM 75657710 1620 32048 SH SOLE N/A X 0 0
REPUBLIC SERVICES, COM 76075910 1635 49545 SH SOLE N/A X 0 0
REYNOLDS AMERN INC COM 76171310 2390 53728 SH SOLE N/A X 0 0
ROBERT HALF INTL I COM 77032310 875 23303 SH SOLE N/A X 0 0
ROCKWELL AUTOMATIO COM 77390310 1997 23126 SH SOLE N/A X 0 0
ROCKWELL COLLINS I COM 77434110 1469 23268 SH SOLE N/A X 0 0
ROPER INDS COM 77669610 2080 16341 SH SOLE N/A X 0 0
ROSS STORES INC COM 77829610 2232 36820 SH SOLE N/A X 0 0
RYDER SYS INC COM COM 78354910 508 8510 SH SOLE N/A X 0 0
SAFEWAY INC. COM 78651420 1047 39735 SH SOLE N/A X 0 0
ST JUDE MED INC CO COM 79084910 2064 51044 SH SOLE N/A X 0 0
SCHLUMBERGER COM 80685710 16474 219980 SH SOLE N/A X 0 0
SCHWAB CHARLES COR COM 80851310 3213 181637 SH SOLE N/A X 0 0
SCRIPPS NETWORKS I COM 81106510 929 14433 SH SOLE N/A X 0 0
SEMPRA ENERGY COM 81685110 2977 37241 SH SOLE N/A X 0 0
SHERWIN WILLIAMS C COM 82434810 2402 14221 SH SOLE N/A X 0 0
SIGMA ALDRICH CORP COM 82655210 1546 19898 SH SOLE N/A X 0 0
SIMON PPTY GROUP I COM 82880610 8268 52145 SH SOLE N/A X 0 0
JM SMUCKER CO COM 83269640 1777 17922 SH SOLE N/A X 0 0
SNAP ON INC COM 83303410 798 9646 SH SOLE N/A X 0 0
SOUTHERN CO COM COM 84258710 6796 144837 SH SOLE N/A X 0 0
SOUTHWEST AIRLS CO COM 84474110 1649 122304 SH SOLE N/A X 0 0
SOUTHWESTERN ENERG COM 84546710 2155 57848 SH SOLE N/A X 0 0
SPECTRA ENERGY COR COM 84756010 3393 110328 SH SOLE N/A X 0 0
SPRINT NEXTEL CORP COM 85206110 3091 497774 SH SOLE N/A X 0 0
STANLEY BLACK & DE COM 85450210 2263 27943 SH SOLE N/A X 0 0
STAPLES INC COM 85503010 1499 111639 SH SOLE N/A X 0 0
STARBUCKS COM 85524410 7019 123224 SH SOLE N/A X 0 0
STATE STREET CORP COM 85747710 4552 77028 SH SOLE N/A X 0 0
STERICYCLE INC COM 85891210 1507 14190 SH SOLE N/A X 0 0
STRYKER CORP COM 86366710 3122 47859 SH SOLE N/A X 0 0
SUNTRUST BKS INC C COM 86791410 2571 89226 SH SOLE N/A X 0 0
SYMANTEC CORP COM 87150310 2838 114997 SH SOLE N/A X 0 0
SYSCO CORP COM COM 87182910 3424 97344 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
TECO ENERGY INC CO COM 87237510 600 33679 SH SOLE N/A X 0 0
TJX COS INC COM 87254010 5647 120790 SH SOLE N/A X 0 0
TERADYNE INC COM 88077010 505 31108 SH SOLE N/A X 0 0
Tesoro Corp COM 88160910 1364 23292 SH SOLE N/A X 0 0
TEXAS INSTRS INC C COM 88250810 6589 185704 SH SOLE N/A X 0 0
TEXTRON INC COM COM 88320310 1392 46707 SH SOLE N/A X 0 0
THERMO ELECTRON CO COM 88355610 4564 59662 SH SOLE N/A X 0 0
TIFFANY & CO. COM 88654710 1371 19714 SH SOLE N/A X 0 0
TIME WARNER INC NE COM 88731730 9041 156903 SH SOLE N/A X 0 0
TORCHMARK CORP COM COM 89102710 938 15689 SH SOLE N/A X 0 0
TOTAL SYS SVCS INC COM 89190610 659 26589 SH SOLE N/A X 0 0
TRIPADVISOR INC COM 89694520 952 18128 SH SOLE N/A X 0 0
TYSON FOODS INC-CL COM 90249410 1179 47515 SH SOLE N/A X 0 0
US BANCORP COM 90297330 10571 311561 SH SOLE N/A X 0 0
UNION PACIFIC COM 90781810 11104 77969 SH SOLE N/A X 0 0
UNITED PARCEL SERV COM 91131210 10180 118512 SH SOLE N/A X 0 0
UNITED STATES STEE COM 91290910 465 23867 SH SOLE N/A X 0 0
UNITED TECHNOLOGIE COM 91301710 13055 139726 SH SOLE N/A X 0 0
URBAN OUTFITTER COM 91704710 701 18092 SH SOLE N/A X 0 0
V F CORP COM COM 91820410 2457 14644 SH SOLE N/A X 0 0
VORNADO REALTY TRU COM 92904210 2344 28022 SH SOLE N/A X 0 0
VULCAN MATLS CO CO COM 92916010 1113 21519 SH SOLE N/A X 0 0
WAL-MART COM 93114210 20735 277093 SH SOLE N/A X 0 0
WALGREEN CO COM COM 93142210 6786 142315 SH SOLE N/A X 0 0
Washington Post - COM 93964010 326 730 SH SOLE N/A X 0 0
WATERS CORP COM 94184810 1351 14390 SH SOLE N/A X 0 0
WELLS FARGO & CO N COM 94974610 30138 814766 SH SOLE N/A X 0 0
WESTERN DIGITAL COM 95810210 1825 36301 SH SOLE N/A X 0 0
WESTERN UN COM 95980210 1487 98840 SH SOLE N/A X 0 0
WEYERHAEUSER CO CO COM 96216610 2816 89742 SH SOLE N/A X 0 0
WHIRLPOOL COM 96332010 1533 12944 SH SOLE N/A X 0 0
WHOLE FOODS MKT COM 96683710 2478 28570 SH SOLE N/A X 0 0
WILLIAMS COS COM COM 96945710 4182 111628 SH SOLE N/A X 0 0
WISCONSIN ENERGY C COM 97665710 1635 38110 SH SOLE N/A X 0 0
WYNN RESORTS LTD COM 98313410 1651 13194 SH SOLE N/A X 0 0
XILINX INC COM 98391910 1651 43245 SH SOLE N/A X 0 0
XEROX COM 98412110 1801 209362 SH SOLE N/A X 0 0
YAHOO INC COM 98433210 4057 172421 SH SOLE N/A X 0 0
YUM BRANDS INC COM 98849810 5386 74872 SH SOLE N/A X 0 0
ZIONS BANCORP COM COM 98970110 763 30522 SH SOLE N/A X 0 0
AMERISOURCEBERGEN COM 03073E10 2009 39041 SH SOLE N/A X 0 0
DR PEPPER SNAPPLE COM 26138E10 1617 34431 SH SOLE N/A X 0 0
DUN & BRADSTREET COM 26483E10 619 7403 SH SOLE N/A X 0 0
EDWARDS LIFE COM 28176E10 1568 19080 SH SOLE N/A X 0 0
NEWS CORP-CL A COM 65248E10 10194 334006 SH SOLE N/A X 0 0
QUANTA SERVICES COM 74762E10 1008 35282 SH SOLE N/A X 0 0
TARGET CORP COM 87612E10 7380 107816 SH SOLE N/A X 0 0
TRAVELERS COS, INC COM 89417E10 5323 63228 SH SOLE N/A X 0 0
VERISIGN INC COM 92343E10 1214 25683 SH SOLE N/A X 0 0
INTUITIVE SURGICAL COM 46120E60 3236 6588 SH SOLE N/A X 0 0
ADT Corporation COM 00101J10 1883 38472 SH SOLE N/A X 0 0
AES CORP COM 00130H10 1286 102272 SH SOLE N/A X 0 0
AT&T INC COM COM 00206R10 33492 912843 SH SOLE N/A X 0 0
ABBVIE INC COM 00287Y10 10678 261842 SH SOLE N/A X 0 0
ACTAVIS, INC COM 00507K10 1946 21122 SH SOLE N/A X 0 0
ADOBE SYS INC COM COM 00724F10 3569 82018 SH SOLE N/A X 0 0
AETNA INC NEW COM 00817Y10 2834 55437 SH SOLE N/A X 0 0
AGILENT TECHNOLOGI COM 00846U10 2421 57693 SH SOLE N/A X 0 0
AKAMAI TECHNOLOGIE COM 00971T10 1039 29448 SH SOLE N/A X 0 0
ALLEGHENY TECHNOLO COM 01741R10 565 17803 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
ALTRIA GROUP INC F COM 02209S10 11538 335495 SH SOLE N/A X 0 0
AMERICAN TOWER REI COM 03027X10 5036 65468 SH SOLE N/A X 0 0
AMERIPRISE FINL IN COM 03076C10 2514 34131 SH SOLE N/A X 0 0
APT INV MNGMT STK COM 03748R10 740 24135 SH SOLE N/A X 0 0
ASSURANT INC COM 04621X10 586 13011 SH SOLE N/A X 0 0
AUTONATION STK COM 05329W10 281 6419 SH SOLE N/A X 0 0
BIOGEN IDEC, INC COM 09062X10 7557 39174 SH SOLE N/A X 0 0
BLACKROCK INC COM 09247X10 5327 20739 SH SOLE N/A X 0 0
CBRE Group Inc. COM 12504L10 1262 49999 SH SOLE N/A X 0 0
C H ROBINSON WORL COM 12541W20 1589 26729 SH SOLE N/A X 0 0
CME GROUP INC COM 12572Q10 3121 50835 SH SOLE N/A X 0 0
CA INC, COM COM 12673P10 1398 55527 SH SOLE N/A X 0 0
CABLEVISION SY-A COM 12686C10 534 35709 SH SOLE N/A X 0 0
CAMERON INTERNATIO COM 13342B10 2668 40919 SH SOLE N/A X 0 0
CAPITAL ONE FINL C COM 14040H10 5293 96317 SH SOLE N/A X 0 0
CARDINAL HEALTH IN COM 14149Y10 2341 56254 SH SOLE N/A X 0 0
CAREFUSION CORP CO COM 14170T10 1286 36752 SH SOLE N/A X 0 0
CENTERPOINT ENERGY COM 15189T10 1696 70797 SH SOLE N/A X 0 0
CISCO SYSTEMS COM 17275R10 18531 886224 SH SOLE N/A X 0 0
CLIFFS NATURAL R COM 18683K10 477 25067 SH SOLE N/A X 0 0
COCA COLA ENTERPRI COM 19122T10 1652 44734 SH SOLE N/A X 0 0
COMCAST CORP COM 20030N10 18494 440233 SH SOLE N/A X 0 0
CONOCOPHILLIPS COM 20825C10 12198 202956 SH SOLE N/A X 0 0
CONSOL ENERGY INC COM 20854P10 1269 37718 SH SOLE N/A X 0 0
CONSTELLATION ORDI COM 21036P10 1194 25071 SH SOLE N/A X 0 0
COSTCO WHSL CORP COM 22160K10 7604 71665 SH SOLE N/A X 0 0
D R HORTON ORDINAR COM 23331A10 1123 46232 SH SOLE N/A X 0 0
DAVITA INC COM 23918K10 1642 13843 SH SOLE N/A X 0 0
DELL INC COM 24702R10 3465 241798 SH SOLE N/A X 0 0
DEVON ENERGY CORP COM 25179M10 3523 62435 SH SOLE N/A X 0 0
DIAMOND OFFSHORE COM 25271C10 799 11483 SH SOLE N/A X 0 0
DISCOVERY COMM-A COM 25470F10 3118 39600 SH SOLE N/A X 0 0
DIRECT TV COM 25490A30 5665 100069 SH SOLE N/A X 0 0
DOMINION RES INC V COM 25746U10 5537 95172 SH SOLE N/A X 0 0
DUKE ENERGY CORP, COM 26441C20 8472 116710 SH SOLE N/A X 0 0
DYNEGY, INC. WARRA COM 26817R11 1 460 SH SOLE N/A X 0 0
EOG RES INC COM 26875P10 5751 44904 SH SOLE N/A X 0 0
EQT CORP COM COM 26884L10 1682 24827 SH SOLE N/A X 0 0
ENTERGY CORP NEW COM 29364G10 1859 29399 SH SOLE N/A X 0 0
EQUITY RESIDENTIAL COM 29476L10 2934 53288 SH SOLE N/A X 0 0
EXELON CORP COM 30161N10 4881 141559 SH SOLE N/A X 0 0
Expedia Inc COM 30212P30 926 15428 SH SOLE N/A X 0 0
EXPRESS SCRIPTS HO COM 30219G10 7797 135240 SH SOLE N/A X 0 0
EXXON MOBIL CORP COM 30231G10 67112 744780 SH SOLE N/A X 0 0
FMC TECHNOLOGIES COM 30249U10 2144 39423 SH SOLE N/A X 0 0
FEDEX CORP COM 31428X10 4756 48436 SH SOLE N/A X 0 0
FIDELITY NATIONAL COM 31620M10 1932 48764 SH SOLE N/A X 0 0
FLOWSERVE CORP COM 34354P10 1392 8300 SH SOLE N/A X 0 0
FREEPORT-MCMORAN C COM 35671D85 5204 157230 SH SOLE N/A X 0 0
FRONTIER COMMUNICA COM 35906A10 658 165421 SH SOLE N/A X 0 0
GAMESTOP CORP-CLAS COM 36467W10 561 20044 SH SOLE N/A X 0 0
GENWORTH FINL COM 37247D10 815 81455 SH SOLE N/A X 0 0
GOLDMAN SACHS GROU COM 38141G10 10762 73139 SH SOLE N/A X 0 0
GOOGLE INC-CL A COM 38259P50 35240 44381 SH SOLE N/A X 0 0
HCP INC COM 40414L10 3733 74877 SH SOLE N/A X 0 0
HEALTH CARE REIT COM 42217K10 2920 42998 SH SOLE N/A X 0 0
HESS CORP COM COM 42809H10 3523 49203 SH SOLE N/A X 0 0
HOST HOTELS & RESO COM 44107P10 2100 120083 SH SOLE N/A X 0 0
INTEGRYS ENERGY GR COM 45822P10 751 12916 SH SOLE N/A X 0 0
Intercontinentalex COM 45865V10 1958 12005 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
JDS UNIPHASE CORP COM 46612J50 518 38760 SH SOLE N/A X 0 0
JP MORGAN CHASE & COM 46625H10 30192 636150 SH SOLE N/A X 0 0
JUNIPER NETWORKS I COM 48203R10 1584 85430 SH SOLE N/A X 0 0
KIMCO REALTY CORP COM 49446R10 1512 67518 SH SOLE N/A X 0 0
KINDER MORGAN Inc COM 49456B10 4051 104730 SH SOLE N/A X 0 0
Kraft Foods Group, COM 50076Q10 5056 98125 SH SOLE N/A X 0 0
LAB CRP OF AMER ST COM 50540R40 1414 15679 SH SOLE N/A X 0 0
LIFE TECHNOLOGIES COM 53217V10 1845 28544 SH SOLE N/A X 0 0
M&T BANK STK COM 55261F10 2081 20175 SH SOLE N/A X 0 0
MACYS INC COM 55616P10 2740 65494 SH SOLE N/A X 0 0
MARATHON PETROLEUM COM 56585A10 5039 56235 SH SOLE N/A X 0 0
MASTERCARD INC-CLA COM 57636Q10 9584 17711 SH SOLE N/A X 0 0
MCKESSON HBOC INC COM 58155Q10 4220 39091 SH SOLE N/A X 0 0
MERCK & CO INC NEW COM 58933Y10 22276 503636 SH SOLE N/A X 0 0
METLIFE INC COM 59156R10 6874 180787 SH SOLE N/A X 0 0
MOLSON COORS BREWI COM 60871R20 1262 25782 SH SOLE N/A X 0 0
MONSANTO CO NEW COM 61166W10 9355 88566 SH SOLE N/A X 0 0
MOSAIC CO/THE COM 61945C10 2730 45800 SH SOLE N/A X 0 0
NETAPP INC COM 64110D10 2027 59351 SH SOLE N/A X 0 0
NETFLIX INC COM 64110L10 1743 9203 SH SOLE N/A X 0 0
NextEra Energy Inc COM 65339F10 5450 70158 SH SOLE N/A X 0 0
NISOURCE, INC COM 65473P10 1505 51300 SH SOLE N/A X 0 0
NVIDIA CORP COM COM 67066G10 1327 103482 SH SOLE N/A X 0 0
O REILLY AUTOMOTIV COM 67103H10 1942 18940 SH SOLE N/A X 0 0
ORACLE CORP COM 68389X10 19850 613790 SH SOLE N/A X 0 0
P G & E CORP COM 69331C10 3172 71224 SH SOLE N/A X 0 0
PPL CORP COM 69351T10 3016 96323 SH SOLE N/A X 0 0
PRAXAIR INC COM 74005P10 5486 49186 SH SOLE N/A X 0 0
T. ROWE PRICE GROU COM 74144T10 3159 42187 SH SOLE N/A X 0 0
PRINCIPAL FINANCIA COM 74251V10 1555 45704 SH SOLE N/A X 0 0
PROGRESS ENERGY(CN COM 743263AA 3 12500 SH SOLE N/A X 0 0
PROLOGIS INC COM 74340W10 3053 76370 SH SOLE N/A X 0 0
PUBLIC STORAGE INC COM 74460D10 3635 23865 SH SOLE N/A X 0 0
QEP Resources Inc. COM 74733V10 940 29532 SH SOLE N/A X 0 0
QUEST DIAGNOSTICS COM 74834L10 1488 26353 SH SOLE N/A X 0 0
Range Resources Co COM 75281A10 2186 26979 SH SOLE N/A X 0 0
REGIONS FINL CORP COM 7591EP10 1917 234113 SH SOLE N/A X 0 0
SAIC INC COM 78390X10 637 47042 SH SOLE N/A X 0 0
SLM CORP COM 78442P10 1567 76516 SH SOLE N/A X 0 0
SALESFORCE.COM INC COM 79466L30 4012 22434 SH SOLE N/A X 0 0
SANDISK CORP COM 80004C10 2203 40059 SH SOLE N/A X 0 0
SCANA CORP COM 80589M10 1116 21808 SH SOLE N/A X 0 0
SEALED AIR CORP NE COM 81211K10 778 32260 SH SOLE N/A X 0 0
SIGMA FIN.INC.(fr. COM 8265Q0TX 0 10000000 SH SOLE N/A X 0 0
STARWOOD HOTELS & COM 85590A40 2071 32492 SH SOLE N/A X 0 0
TENET HEALTHCARE C COM 88033G40 837 17590 SH SOLE N/A X 0 0
TERADATA CORP DEL COM 88076W10 1638 27998 SH SOLE N/A X 0 0
3M CO COM 88579Y10 11210 105444 SH SOLE N/A X 0 0
TIME WARNER CABLE COM 88732J20 4801 49976 SH SOLE N/A X 0 0
UNITEDHEALTH GROUP COM 91324P10 9684 169270 SH SOLE N/A X 0 0
UNUMPROVIDENT CORP COM 91529Y10 1287 45562 SH SOLE N/A X 0 0
VALERO ENERGY CORP COM 91913Y10 4172 91716 SH SOLE N/A X 0 0
VARIAN MEDICAL SYS COM 92220P10 1303 18097 SH SOLE N/A X 0 0
VENTAS INC COM 92276F10 3585 48976 SH SOLE N/A X 0 0
VERIZON COMMUNICAT COM 92343V10 23350 475071 SH SOLE N/A X 0 0
VIACOM, INC NEW CL COM 92553P20 4713 76541 SH SOLE N/A X 0 0
VISA INC-CLASS A COM 92826C83 14673 86396 SH SOLE N/A X 0 0
WASTE MGMT INC DEL COM 94106L10 2832 72216 SH SOLE N/A X 0 0
WELLPOINT INC COM 94973V10 3331 50296 SH SOLE N/A X 0 0
WINDSTREAM CORP COM 97381W10 774 97395 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
WPX ENERGY INC. COM 98212B10 528 32976 SH SOLE N/A X 0 0
WYNDHAM WORLDWIDE COM 98310W10 1501 23271 SH SOLE N/A X 0 0
XCEL ENERGY, INC COM 98389B10 2401 80828 SH SOLE N/A X 0 0
XYLEM Inc COM 98419M10 848 30755 SH SOLE N/A X 0 0
ZIMMER HLDGS INC COM 98956P10 2164 28772 SH SOLE N/A X 0 0
FRACTIONAL 1ST HOR COM DCA51710 0 455 SH SOLE N/A X 0 0
FRACTIONAL MARRIOT COM FHB90320 0 72829.7 SH SOLE N/A X 0 0
AON PLC COM G0408V10 3247 52795 SH SOLE N/A X 0 0
ACCENTURE PLC-A COM G1151C10 8038 105800 SH SOLE N/A X 0 0
COVIDIEN PLC COM G2554F11 5323 78459 SH SOLE N/A X 0 0
DELPHI AUTOMOTIV COM G2782310 2171 48900 SH SOLE N/A X 0 0
EATON CORP COM COM G2918310 4796 78310 SH SOLE N/A X 0 0
ENSCO PLC-CL A COM G3157S10 2310 38500 SH SOLE N/A X 0 0
INGERSOLL-RAND COM G4779110 2552 46398 SH SOLE N/A X 0 0
Invesco Ltd COM G491BT10 2129 73514 SH SOLE N/A X 0 0
NABORS INDUSTRIES COM G6359F10 781 48134 SH SOLE N/A X 0 0
ROWAN COS PLC Clas COM G7665A10 729 20614 SH SOLE N/A X 0 0
SEAGATE TECHNOLO COM G7945M10 2036 55700 SH SOLE N/A X 0 0
XL Group PLC COM G9829010 1509 49798 SH SOLE N/A X 0 0
ACE LTD COM H0023R10 5007 56278 SH SOLE N/A X 0 0
GARMIN LTD COM H2906T10 598 18100 SH SOLE N/A X 0 0
NOBLE CORP COM H5833N10 1599 41905 SH SOLE N/A X 0 0
PENTAIR LTD COM H6169Q10 1836 34814 SH SOLE N/A X 0 0
TE CONNECTIVITY COM H8498910 2935 70000 SH SOLE N/A X 0 0
TYCO INTL LTD COM H8912810 2469 77145 SH SOLE N/A X 0 0
TRAVELCENTERS AMER COM JKE17410 767 80000 SH SOLE N/A X 0 0
LYONDELLBASELL-A COM N5374510 3981 62900 SH SOLE N/A X 0 0
ACADIA REALTY TRUS COM 00423910 697 25100 SH SOLE N/A X 0 0
ALEXANDER'S INC COM 01475210 440 1336 SH SOLE N/A X 0 0
ALEXANDRIA R E EQU COM 01527110 2120 29869 SH SOLE N/A X 0 0
AMERICAN ASSETS COM 02401310 541 16900 SH SOLE N/A X 0 0
AMER CMPS COMM ORD COM 02483510 2338 51559 SH SOLE N/A X 0 0
Ashford Hospitalit COM 04410310 422 34115 SH SOLE N/A X 0 0
ASSOCIATED ESTATES COM 04560410 461 24726 SH SOLE N/A X 0 0
AVALONBAY COMMUNIT COM 05348410 7026 55469 SH SOLE N/A X 0 0
BOSTON PROPERTIES COM 10112110 7470 73912 SH SOLE N/A X 0 0
BRANDYWINE REALTY COM 10536820 1056 71101 SH SOLE N/A X 0 0
CBL & ASSOCIATES P COM 12483010 1779 75377 SH SOLE N/A X 0 0
CAMDEN PROPERTY TR COM 13313110 2826 41145 SH SOLE N/A X 0 0
CEDAR REALTY TRUST COM 15060220 171 28042 SH SOLE N/A X 0 0
CHESAPEAKE LODGI COM 16524010 443 19300 SH SOLE N/A X 0 0
COLONIAL PROPERTIE COM 19587210 997 44084 SH SOLE N/A X 0 0
CommonWealth REIT COM 20323310 1264 56310.5 SH SOLE N/A X 0 0
COUSINS PROPERTIES COM 22279510 513 47971 SH SOLE N/A X 0 0
CubeSmart COM 22966310 1011 64005 SH SOLE N/A X 0 0
DCT INDUSTRIAL TRU COM 23315310 988 133453 SH SOLE N/A X 0 0
DIAMONDROCK HOSPIT COM 25278430 909 97678 SH SOLE N/A X 0 0
DIGITAL REALTY TRU COM 25386810 4056 60625 SH SOLE N/A X 0 0
DUKE REALTY CORP COM 26441150 2651 156142 SH SOLE N/A X 0 0
EASTGROUP PROPERTI COM 27727610 851 14616 SH SOLE N/A X 0 0
EQUITY ONE INC COM 29475210 767 32012 SH SOLE N/A X 0 0
ESSEX PROPERTY TRU COM 29717810 2780 18464 SH SOLE N/A X 0 0
FEDERAL REALTY INV COM 31374720 3438 31819 SH SOLE N/A X 0 0
GENERAL GROWTH PPT COM 37002310 4006 201523 SH SOLE N/A X 0 0
GLIMCHER REALTY COM 37930210 814 70150 SH SOLE N/A X 0 0
HEALTHCARE REALTY COM 42194610 1223 43063 SH SOLE N/A X 0 0
HERSHA HOSPITALITY COM 42782510 528 90485 SH SOLE N/A X 0 0
HIGHWOODS PROPERTI COM 43128410 1461 36913 SH SOLE N/A X 0 0
HOME PROPERTIES IN COM 43730610 1585 24997 SH SOLE N/A X 0 0
HUDSON PACIFIC P COM 44409710 514 23633 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
INLAND REAL ESTATE COM 45746120 450 44613 SH SOLE N/A X 0 0
INVESTORS REAL COM 46173010 453 45873 SH SOLE N/A X 0 0
LASALLE HOTEL PROP COM 51794210 1198 47192 SH SOLE N/A X 0 0
LIBERTY PROPERTY T COM 53117210 2339 58844 SH SOLE N/A X 0 0
MACERICH CO COM 55438210 4311 66962 SH SOLE N/A X 0 0
MACK CALI REALTY C COM 55448910 1258 43963 SH SOLE N/A X 0 0
MONMOUTH REIT-A COM 60972010 212 19040 SH SOLE N/A X 0 0
PENNSYLVANIA RE IN COM 70910210 543 28024 SH SOLE N/A X 0 0
PIEDMONT OFFIC-A COM 72019020 1631 83245 SH SOLE N/A X 0 0
POST PROPERTIES IN COM 73746410 1281 27189 SH SOLE N/A X 0 0
RAMCO GERSHENSN ST COM 75145220 480 28598 SH SOLE N/A X 0 0
REGENCY CENTERS CO COM 75884910 2333 44095 SH SOLE N/A X 0 0
ROUSE PROPERTIES I COM 77928710 266 14707 SH SOLE N/A X 0 0
SAUL CENTERS INC COM 80439510 268 6127 SH SOLE N/A X 0 0
SIMON PROPERTY GRO COM 82880610 24247 152922 SH SOLE N/A X 0 0
SUMMIT HOTEL PRO COM 86608210 327 31193 SH SOLE N/A X 0 0
SUN COMMUNITIES IN COM 86667410 820 16626 SH SOLE N/A X 0 0
SUNSTONE HOTEL INV COM 86789210 968 78652 SH SOLE N/A X 0 0
TANGER FACTORY OUT COM 87546510 1580 43682 SH SOLE N/A X 0 0
TAUBMAN CENTERS IN COM 87666410 2240 28846 SH SOLE N/A X 0 0
UDR, INC COM 90265310 2952 122014 SH SOLE N/A X 0 0
URSTADT BIDDLE-A COM 91728620 325 14916 SH SOLE N/A X 0 0
VORNADO REALTY TRU COM 92904210 7614 91029 SH SOLE N/A X 0 0
WASHINGTON REIT COM 93965310 925 33222 SH SOLE N/A X 0 0
WEINGARTEN REALTY COM 94874110 1868 59192 SH SOLE N/A X 0 0
BRE PROPERTIES -C COM 05564E10 1825 37489 SH SOLE N/A X 0 0
UNIVERSAL HEALTH R COM 91359E10 346 6001 SH SOLE N/A X 0 0
APARTMENT INVT & M COM 03748R10 2181 71148 SH SOLE N/A X 0 0
BIOMED REALTY TRUS COM 09063H10 1781 82451 SH SOLE N/A X 0 0
CAMPUS CREST COM COM 13466Y10 420 30244 SH SOLE N/A X 0 0
CHATHAM LODGING COM 16208T10 141 8000 SH SOLE N/A X 0 0
CORESITE REALTY COM 21870Q10 368 10530 SH SOLE N/A X 0 0
CORP OFFICE PPTYS COM 22002T10 960 35967 SH SOLE N/A X 0 0
DDR Corp COM 23317H10 2122 121789 SH SOLE N/A X 0 0
DOUGLAS EMMETT INC COM 25960P10 1604 64353 SH SOLE N/A X 0 0
DUPONT FABROS TECH COM 26613Q10 768 31645 SH SOLE N/A X 0 0
EDUCATION REALTY T COM 28140H10 596 56563 SH SOLE N/A X 0 0
EQUITY LIFESTYLE P COM 29472R10 1590 20706 SH SOLE N/A X 0 0
EQUITY RESIDENTIAL COM 29476L10 8758 159070 SH SOLE N/A X 0 0
EXCEL TRUST INC COM 30068C10 296 21700 SH SOLE N/A X 0 0
EXTRA SPACE STORAG COM 30225T10 2127 54157 SH SOLE N/A X 0 0
FELCOR LODGING TR COM 31430F10 340 57196 SH SOLE N/A X 0 0
FIRST INDL REALTY COM 32054K10 792 46206 SH SOLE N/A X 0 0
First Potomac Real COM 33610F10 378 25518 SH SOLE N/A X 0 0
FRANKLIN STREET COM 35471R10 564 38561 SH SOLE N/A X 0 0
GOVERNMENT PROPERT COM 38376A10 575 22357 SH SOLE N/A X 0 0
HCP INC COM 40414L10 11020 221023 SH SOLE N/A X 0 0
HEALTH CARE REIT I COM 42217K10 8622 126958 SH SOLE N/A X 0 0
HEALTHCARE TRUST COM 42225P10 585 49800 SH SOLE N/A X 0 0
HOSPITALITY PROPER COM 44106M10 1840 67052 SH SOLE N/A X 0 0
HOST MARRIOTT CORP COM 44107P10 6197 354295 SH SOLE N/A X 0 0
KILROY REALTY CORP COM 49427F10 1923 36706 SH SOLE N/A X 0 0
KIMCO REALTY CORP COM 49446R10 4186 186880 SH SOLE N/A X 0 0
KITE REALTY GROUP COM 49803T10 256 38046 SH SOLE N/A X 0 0
MID-AMERICA APT CM COM 59522J10 1423 20612 SH SOLE N/A X 0 0
NATIONAL HEALTH IN COM 63633D10 746 11402 SH SOLE N/A X 0 0
PS BUSINESS PARKS COM 69360J10 730 9248 SH SOLE N/A X 0 0
PARKWAY PROPERTIES COM 70159Q10 608 32757 SH SOLE N/A X 0 0
PEBBLEBROOK HOTE COM 70509V10 759 29437 SH SOLE N/A X 0 0
PROLOGIS INC COM 74340W10 9019 225595 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
------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ----
PUBLIC STORAGE INC COM 74460D10 10719 70371 SH SOLE N/A X 0 0
RLJ LODGING TRUS COM 74965L10 1165 51175 SH SOLE N/A X 0 0
RETAIL PROPERTIE COM 76131V20 422 28500 SH SOLE N/A X 0 0
RYMAN HOSPITALIT COM 78377T10 988 21600 SH SOLE N/A X 0 0
SL GREEN REALTY CO COM 78440X10 3853 44749 SH SOLE N/A X 0 0
SABRA HEALTH CAR COM 78573L10 537 18500 SH SOLE N/A X 0 0
SENIOR HOUSING PRO COM 81721M10 2458 91631 SH SOLE N/A X 0 0
SOVRAN SELF STORAG COM 84610H10 953 14781 SH SOLE N/A X 0 0
STRATEGIC HOTELS COM 86272T10 718 85962 SH SOLE N/A X 0 0
TERRENO REALTY C COM 88146M10 133 7400 SH SOLE N/A X 0 0
VENTAS INC COM 92276F10 10417 142303 SH SOLE N/A X 0 0
COMMONWEALTHREIT F COM CAD23310 0 50000 SH SOLE N/A X 0 0