0001140361-14-019972.txt : 20140512 0001140361-14-019972.hdr.sgml : 20140512 20140509181820 ACCESSION NUMBER: 0001140361-14-019972 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140512 DATE AS OF CHANGE: 20140509 EFFECTIVENESS DATE: 20140512 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: 14830675 BUSINESS ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 BUSINESS PHONE: 5054766154 MAIL ADDRESS: STREET 1: P O BOX 26129 STREET 2: 701 CAMINO DE LOS MARQUEZ CITY: SANTA FE STATE: NM ZIP: 87502 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000862469 XXXXXXXX 03-31-2014 03-31-2014 NEW MEXICO EDUCATIONAL RETIREMENT BOARD
P O BOX 26129 701 CAMINO DE LOS MARQUEZ SANTA FE NM 87502
13F HOLDINGS REPORT 028-02695 N
Christine Ortega Financial Analyst 505-476-6154 Christine Ortega Santa Fe NM 05-09-2014 0 620 2369672 false
INFORMATION TABLE 2 form13fInfoTable.xml ADT Corporation COM 00101J106 718 23972 SH SOLE N/A 23972 0 0 AFLAC CORP COM 001055102 3842 60953 SH SOLE N/A 60953 0 0 AGL RESOURCES INC. COM 001204106 762 15557 SH SOLE N/A 15557 0 0 AES CORP COM 00130H105 1226 85872 SH SOLE N/A 85872 0 0 AT&T INC COM COM 00206R102 24161 688943 SH SOLE N/A 688943 0 0 ABBOTT LABORATORIE COM 002824100 7788 202242 SH SOLE N/A 202242 0 0 ABBVIE INC COM 00287Y109 10693 208042 SH SOLE N/A 208042 0 0 ADOBE SYS INC COM COM 00724F101 3998 60818 SH SOLE N/A 60818 0 0 AETNA INC NEW COM 00817Y108 3606 48100 SH SOLE N/A 48100 0 0 AGILENT TECHNOLOGI COM 00846U101 2421 43293 SH SOLE N/A 43293 0 0 AIR PRODUCTS & CHE COM 009158106 3291 27650 SH SOLE N/A 27650 0 0 AIRGAS INC COM 009363102 921 8649 SH SOLE N/A 8649 0 0 AKAMAI TECHNOLOGIE COM 00971T101 1365 23448 SH SOLE N/A 23448 0 0 ALCOA, INC COM 013817101 1800 139879 SH SOLE N/A 139879 0 0 ALEXION PHARM COM 015351109 3895 25600 SH SOLE N/A 25600 0 0 ALLEGHENY TECHNOLO COM 01741R102 531 14103 SH SOLE N/A 14103 0 0 ALLERGAN INC COM 018490102 4822 38852 SH SOLE N/A 38852 0 0 ALLIANCE DATA COM 018581108 1744 6400 SH SOLE N/A 6400 0 0 ALLSTATE CORP COM 020002101 3366 59484 SH SOLE N/A 59484 0 0 ALTERA CORP. COM 021441100 1523 42037 SH SOLE N/A 42037 0 0 ALTRIA GROUP INC F COM 02209S103 9792 261595 SH SOLE N/A 261595 0 0 AMAZON COM COM 023135106 16309 48465 SH SOLE N/A 48465 0 0 AMEREN CORP COM 023608102 1308 31746 SH SOLE N/A 31746 0 0 AMERICAN ELEC PWR COM 025537101 3229 63738 SH SOLE N/A 63738 0 0 AMERICAN EXPRESS COM 025816109 10850 120513 SH SOLE N/A 120513 0 0 AMERICAN INTL GROU COM 026874784 9627 192505 SH SOLE N/A 192505 0 0 AMERICAN TOWER REI COM 03027X100 4222 51568 SH SOLE N/A 51568 0 0 AMERISOURCEBERGEN COM 03073E105 1970 30041 SH SOLE N/A 30041 0 0 AMERIPRISE FINL IN COM 03076C106 2799 25431 SH SOLE N/A 25431 0 0 AMETEK INC COM 031100100 1648 32000 SH SOLE N/A 32000 0 0 AMGEN COM 031162100 12167 98645 SH SOLE N/A 98645 0 0 AMPHENOL CORP-CL A COM 032095101 1894 20670 SH SOLE N/A 20670 0 0 ANADARKO PETE CORP COM 032511107 5576 65788 SH SOLE N/A 65788 0 0 ANALOG DEVICES COM 032654105 2160 40642 SH SOLE N/A 40642 0 0 APACHE CORP COM COM 037411105 4330 52199 SH SOLE N/A 52199 0 0 APT INV MNGMT STK COM 03748R101 575 19035 SH SOLE N/A 19035 0 0 APPLE COMPUTER COM 037833100 63141 117638 SH SOLE N/A 117638 0 0 APPLIED MATLS INC COM 038222105 3216 157486 SH SOLE N/A 157486 0 0 ARCHER DANIELS MID COM 039483102 3732 86003 SH SOLE N/A 86003 0 0 ASSURANT INC COM 04621X108 618 9511 SH SOLE N/A 9511 0 0 AUTODESK INC COM COM 052769106 1449 29457 SH SOLE N/A 29457 0 0 AUTOMATIC DATA PRO COM 053015103 4863 62943 SH SOLE N/A 62943 0 0 AUTONATION STK COM 05329W102 448 8419 SH SOLE N/A 8419 0 0 AUTOZONE INC COM 053332102 2368 4409 SH SOLE N/A 4409 0 0 AVALONBAY COMMUNIT COM 053484101 2092 15927 SH SOLE N/A 15927 0 0 AVERY DENNISON COR COM 053611109 642 12675 SH SOLE N/A 12675 0 0 AVON PRODS INC COM COM 054303102 831 56771 SH SOLE N/A 56771 0 0 BB & T CORP COM 054937107 3702 92166 SH SOLE N/A 92166 0 0 BAKER HUGHES INC C COM 057224107 3771 57992 SH SOLE N/A 57992 0 0 BALL CORP COM COM 058498106 1039 18964 SH SOLE N/A 18964 0 0 BANK OF AMERICA CO COM 060505104 23991 1394854 SH SOLE N/A 1394854 0 0 BANK NEW YORK MELL COM 064058100 5299 150160 SH SOLE N/A 150160 0 0 BARD C R INC COM COM 067383109 1506 10174 SH SOLE N/A 10174 0 0 BAXTER INTERNATION COM 071813109 5221 70952 SH SOLE N/A 70952 0 0 BEAM INC COM 073730103 1773 21287 SH SOLE N/A 21287 0 0 BECTON DICKINSON & COM 075887109 2970 25369 SH SOLE N/A 25369 0 0 BED BATH & BEYOND COM 075896100 1934 28117 SH SOLE N/A 28117 0 0 BEMIS INC COM COM 081437105 530 13500 SH SOLE N/A 13500 0 0 Berkshire Hathaway COM 084670702 29419 235407 SH SOLE N/A 235407 0 0 BEST BUY INC COM COM 086516101 943 35721 SH SOLE N/A 35721 0 0 BIOGEN IDEC, INC COM 09062X103 9443 30874 SH SOLE N/A 30874 0 0 BLACKROCK INC COM 09247X101 5233 16639 SH SOLE N/A 16639 0 0 BLOCK H & R INC CO COM 093671105 1079 35740 SH SOLE N/A 35740 0 0 BOEING CO COM COM 097023105 11344 90395 SH SOLE N/A 90395 0 0 BORGWARNER INC COM 099724106 1832 29800 SH SOLE N/A 29800 0 0 BOSTON PROPERTIES COM 101121101 2293 20023 SH SOLE N/A 20023 0 0 BOSTON SCIENTIFIC COM 101137107 2361 174662 SH SOLE N/A 174662 0 0 BRISTOL-MYERS SQUI COM 110122108 11185 215304 SH SOLE N/A 215304 0 0 BROADCOM CORP COM 111320107 2223 70601 SH SOLE N/A 70601 0 0 BROWN FORMAN CORP COM 115637209 1901 21190 SH SOLE N/A 21190 0 0 CBS Corp New Cl B COM 124857202 4509 72966 SH SOLE N/A 72966 0 0 CBRE Group Inc. COM 12504L109 998 36399 SH SOLE N/A 36399 0 0 CF INDUSTRIES HOLD COM 125269100 1941 7446 SH SOLE N/A 7446 0 0 C H ROBINSON WORL COM 12541W209 1039 19829 SH SOLE N/A 19829 0 0 CIGNA CORP COM COM 125509109 3023 36103 SH SOLE N/A 36103 0 0 CME GROUP INC COM 12572Q105 3052 41235 SH SOLE N/A 41235 0 0 CMS ENERGY CORP CO COM 125896100 1019 34810 SH SOLE N/A 34810 0 0 CSX CORP COM COM 126408103 3840 132556 SH SOLE N/A 132556 0 0 CVS/CAREMARK CORP COM 126650100 11655 155687 SH SOLE N/A 155687 0 0 CA INC, COM COM 12673P105 1317 42527 SH SOLE N/A 42527 0 0 CABLEVISION SY-A COM 12686C109 473 28009 SH SOLE N/A 28009 0 0 CABOT OIL & GAS CO COM 127097103 1867 55092 SH SOLE N/A 55092 0 0 CAMERON INTERNATIO COM 13342B105 1922 31119 SH SOLE N/A 31119 0 0 CAMPBELL SOUP CO COM 134429109 1055 23512 SH SOLE N/A 23512 0 0 CAPITAL ONE FINL C COM 14040H105 5819 75417 SH SOLE N/A 75417 0 0 CARDINAL HEALTH IN COM 14149Y108 3125 44654 SH SOLE N/A 44654 0 0 CAREFUSION CORP CO COM 14170T101 1112 27652 SH SOLE N/A 27652 0 0 CARMAX INC COM 143130102 1368 29230 SH SOLE N/A 29230 0 0 CARNIVAL CRUISE LI COM 143658300 2168 57267 SH SOLE N/A 57267 0 0 CATERPILLAR COM 149123101 8268 83202 SH SOLE N/A 83202 0 0 CELGENE CORP COM 151020104 7520 53865 SH SOLE N/A 53865 0 0 CENTERPOINT ENERGY COM 15189T107 1329 56097 SH SOLE N/A 56097 0 0 CENTURYLINK INC COM 156700106 2539 77320 SH SOLE N/A 77320 0 0 Cerner Corp COM 156782104 2170 38576 SH SOLE N/A 38576 0 0 CHESAPEAKE ENERGY COM 165167107 1695 66145 SH SOLE N/A 66145 0 0 CHEVRON CORP NEW F COM 166764100 29901 251456 SH SOLE N/A 251456 0 0 CHIPOTLE MEXICAN COM 169656105 2322 4088 SH SOLE N/A 4088 0 0 CHUBB CORP COM COM 171232101 2937 32888 SH SOLE N/A 32888 0 0 CINCINNATI FINL CO COM 172062101 936 19237 SH SOLE N/A 19237 0 0 CISCO SYSTEMS COM 17275R102 15179 677324 SH SOLE N/A 677324 0 0 CINTAS CORP OHIO COM 172908105 783 13134 SH SOLE N/A 13134 0 0 CITIGROUP, INC COM 172967424 18879 396626 SH SOLE N/A 396626 0 0 CITRIX SYSTEMS COM 177376100 1401 24395 SH SOLE N/A 24395 0 0 CLIFFS NATURAL R COM 18683K101 411 20067 SH SOLE N/A 20067 0 0 CLOROX CO COM COM 189054109 1485 16875 SH SOLE N/A 16875 0 0 COACH STK COM 189754104 1822 36698 SH SOLE N/A 36698 0 0 COCA COLA COM 191216100 19201 496670 SH SOLE N/A 496670 0 0 COCA COLA ENTERPRI COM 19122T109 1506 31534 SH SOLE N/A 31534 0 0 COGNIZANT TECH SOL COM 192446102 4002 79078 SH SOLE N/A 79078 0 0 COLGATE PALMOLIVE COM 194162103 7456 114930 SH SOLE N/A 114930 0 0 COMCAST CORP COM 20030N101 17048 340833 SH SOLE N/A 340833 0 0 COMERICA INC COM COM 200340107 1239 23914 SH SOLE N/A 23914 0 0 COMPUTER SCIENCES COM 205363104 1173 19287 SH SOLE N/A 19287 0 0 CONAGRA INC COM COM 205887102 1711 55147 SH SOLE N/A 55147 0 0 CONOCOPHILLIPS COM 20825C104 11274 160256 SH SOLE N/A 160256 0 0 CONSOL ENERGY INC COM 20854P109 1195 29918 SH SOLE N/A 29918 0 0 CONSOLIDATED EDISO COM 209115104 2058 38352 SH SOLE N/A 38352 0 0 CONSTELLATION ORDI COM 21036P108 1850 21771 SH SOLE N/A 21771 0 0 CORNING INC COM 219350105 3940 189256 SH SOLE N/A 189256 0 0 COSTCO WHSL CORP COM 22160K105 6384 57165 SH SOLE N/A 57165 0 0 CROWN CASTLE INT COM 228227104 3224 43700 SH SOLE N/A 43700 0 0 CUMMINS ENGINE INC COM 231021106 3398 22804 SH SOLE N/A 22804 0 0 D R HORTON ORDINAR COM 23331A109 804 37132 SH SOLE N/A 37132 0 0 DTE ENERGY COM 233331107 1720 23146 SH SOLE N/A 23146 0 0 DANAHER CORP COM COM 235851102 5884 78459 SH SOLE N/A 78459 0 0 DARDEN RESTAURANTS COM 237194105 864 17026 SH SOLE N/A 17026 0 0 DAVITA INC COM 23918K108 1589 23086 SH SOLE N/A 23086 0 0 DEERE & CO COM COM 244199105 4545 50052 SH SOLE N/A 50052 0 0 DELTA AIR LI COM 247361702 3877 111900 SH SOLE N/A 111900 0 0 DENBURY RESOURCE COM 247916208 786 47924 SH SOLE N/A 47924 0 0 DENTSPLY INTERNATI COM 249030107 859 18649 SH SOLE N/A 18649 0 0 DEVON ENERGY CORP COM 25179M103 3342 49935 SH SOLE N/A 49935 0 0 DIAMOND OFFSHORE COM 25271C102 443 9083 SH SOLE N/A 9083 0 0 DISNEY (WALT) CO COM 254687106 17113 213720 SH SOLE N/A 213720 0 0 DISCOVER FINANCIAL COM 254709108 3646 62661 SH SOLE N/A 62661 0 0 DISCOVERY COMM-A COM 25470F104 2440 29500 SH SOLE N/A 29500 0 0 DIRECT TV COM 25490A309 4881 63869 SH SOLE N/A 63869 0 0 DOLLAR GENERAL C COM 256677105 2136 38500 SH SOLE N/A 38500 0 0 DOLLAR TREE INC COM 256746108 1419 27200 SH SOLE N/A 27200 0 0 DOMINION RES INC V COM 25746U109 5386 75872 SH SOLE N/A 75872 0 0 DOVER CORP COM COM 260003108 1818 22233 SH SOLE N/A 22233 0 0 DOW CHEM CO COM COM 260543103 7707 158616 SH SOLE N/A 158616 0 0 DR PEPPER SNAPPLE COM 26138E109 1429 26231 SH SOLE N/A 26231 0 0 DUPONT (EI) DE NEM COM 263534109 8125 121081 SH SOLE N/A 121081 0 0 DUKE ENERGY CORP, COM 26441C204 6574 92310 SH SOLE N/A 92310 0 0 DUN & BRADSTREET COM 26483E100 497 5003 SH SOLE N/A 5003 0 0 DYNEGY, INC. WARRA COM 26817R116 1 460 SH SOLE N/A 460 0 0 EMC CORP MASS COM COM 268648102 7376 269098 SH SOLE N/A 269098 0 0 EOG RES INC COM 26875P101 7004 35704 SH SOLE N/A 35704 0 0 EQT CORP COM COM 26884L109 1913 19727 SH SOLE N/A 19727 0 0 E TRADE FIN STK COM 269246401 866 37604 SH SOLE N/A 37604 0 0 EASTMAN CHEM CO COM 277432100 1736 20136 SH SOLE N/A 20136 0 0 EBAY INC COM 278642103 8416 152348 SH SOLE N/A 152348 0 0 ECOLAB INC COM COM 278865100 3831 35480 SH SOLE N/A 35480 0 0 EDISON INTL COM 281020107 2412 42602 SH SOLE N/A 42602 0 0 EDWARDS LIFE COM 28176E108 1059 14280 SH SOLE N/A 14280 0 0 ELECTRONIC ARTS COM 285512109 1174 40463 SH SOLE N/A 40463 0 0 EMERSON ELECTRIC COM 291011104 6152 92100 SH SOLE N/A 92100 0 0 ENTERGY CORP NEW COM 29364G103 1558 23299 SH SOLE N/A 23299 0 0 EQUIFAX INC COM 294429105 1085 15955 SH SOLE N/A 15955 0 0 EQUITY RESIDENTIAL COM 29476L107 2539 43788 SH SOLE N/A 43788 0 0 EXELON CORP COM 30161N101 3761 112059 SH SOLE N/A 112059 0 0 Expedia Inc COM 30212P303 974 13428 SH SOLE N/A 13428 0 0 Expeditors Intl Wa COM 302130109 1066 26900 SH SOLE N/A 26900 0 0 EXPRESS SCRIPTS HO COM 30219G108 7910 105340 SH SOLE N/A 105340 0 0 EXXON MOBIL CORP COM 30231G102 55803 571280 SH SOLE N/A 571280 0 0 FLIR SYSTEMS COM 302445101 668 18567 SH SOLE N/A 18567 0 0 FMC CORP COM 302491303 1335 17432 SH SOLE N/A 17432 0 0 FMC TECHNOLOGIES COM 30249U101 1617 30923 SH SOLE N/A 30923 0 0 FACEBOOK INC-A COM 30303M102 13530 224600 SH SOLE N/A 224600 0 0 FAMILY DOLLAR STOR COM 307000109 732 12620 SH SOLE N/A 12620 0 0 FASTENAL CO COM 311900104 1763 35738 SH SOLE N/A 35738 0 0 FEDEX CORP COM 31428X106 5161 38936 SH SOLE N/A 38936 0 0 F5 NETWORKS COM 315616102 1081 10136 SH SOLE N/A 10136 0 0 FIDELITY NATIONAL COM 31620M106 2035 38064 SH SOLE N/A 38064 0 0 FIFTH THIRD BANCOR COM 316773100 2649 115430 SH SOLE N/A 115430 0 0 FIRST SOLAR INC COM 336433107 641 9186 SH SOLE N/A 9186 0 0 FISERV INC COM 337738108 1914 33758 SH SOLE N/A 33758 0 0 FIRSTENERGY CORP COM 337932107 1863 54740 SH SOLE N/A 54740 0 0 FLUOR CORP (NEW) COM 343412102 1657 21321 SH SOLE N/A 21321 0 0 FLOWSERVE CORP COM 34354P105 1426 18200 SH SOLE N/A 18200 0 0 FORD MOTOR COM 345370860 8047 515805 SH SOLE N/A 515805 0 0 FOREST LABS INC COM 345838106 2865 31053 SH SOLE N/A 31053 0 0 FOSSIL GROUP, INC COM 34988V106 746 6400 SH SOLE N/A 6400 0 0 FRANKLIN RESOURCES COM 354613101 2859 52773 SH SOLE N/A 52773 0 0 FREEPORT-MCMORAN C COM 35671D857 4489 135730 SH SOLE N/A 135730 0 0 FRONTIER COMMUNICA COM 35906A108 745 130721 SH SOLE N/A 130721 0 0 GAMESTOP CORP-CLAS COM 36467W109 627 15244 SH SOLE N/A 15244 0 0 GANNETT COM 364730101 822 29796 SH SOLE N/A 29796 0 0 GAP COM 364760108 1389 34679 SH SOLE N/A 34679 0 0 GENERAL DYNAMICS C COM 369550108 4761 43714 SH SOLE N/A 43714 0 0 GENERAL ELECTRIC COM 369604103 34255 1323107 SH SOLE N/A 1323107 0 0 GENERAL GROWTH P COM 370023103 1547 70300 SH SOLE N/A 70300 0 0 GENERAL MILLS INC COM 370334104 4296 82912 SH SOLE N/A 82912 0 0 GENERAL MOTORS C COM 37045V100 5869 170500 SH SOLE N/A 170500 0 0 GENUINE PARTS CO C COM 372460105 1756 20221 SH SOLE N/A 20221 0 0 GENWORTH FINL COM 37247D106 1146 64655 SH SOLE N/A 64655 0 0 GILEAD SCIENCES IN COM 375558103 14206 200476 SH SOLE N/A 200476 0 0 GOLDMAN SACHS GROU COM 38141G104 9035 55139 SH SOLE N/A 55139 0 0 GOODYEAR TIRE & RU COM 382550101 845 32330 SH SOLE N/A 32330 0 0 GOOGLE INC-CL A COM 38259P508 41327 37081 SH SOLE N/A 37081 0 0 GRAHAM HOLDINGS CO COM 384637104 373 530 SH SOLE N/A 530 0 0 GRAINGER W W INC C COM 384802104 2047 8100 SH SOLE N/A 8100 0 0 HCP INC COM 40414L109 2315 59677 SH SOLE N/A 59677 0 0 HALLIBURTON CO COM 406216101 6535 110971 SH SOLE N/A 110971 0 0 HARLEY DAVIDSON IN COM 412822108 1927 28929 SH SOLE N/A 28929 0 0 HARMAN INTERNATION COM 413086109 935 8786 SH SOLE N/A 8786 0 0 Harris Corp COM 413875105 1021 13956 SH SOLE N/A 13956 0 0 HARTFORD FINL SVCS COM 416515104 2063 58491 SH SOLE N/A 58491 0 0 HASBRO INC COM COM 418056107 838 15059 SH SOLE N/A 15059 0 0 HEALTH CARE REIT COM 42217K106 2253 37798 SH SOLE N/A 37798 0 0 HELMERICH & PAYN COM 423452101 1507 14012 SH SOLE N/A 14012 0 0 THE HERSHEY COMPAN COM 427866108 2044 19578 SH SOLE N/A 19578 0 0 HESS CORP COM COM 42809H107 3083 37203 SH SOLE N/A 37203 0 0 HEWLETT PACKARD COM 428236103 8134 251358 SH SOLE N/A 251358 0 0 HOME DEPOT COM 437076102 14571 184142 SH SOLE N/A 184142 0 0 HONEYWELL INT'L IN COM 438516106 9521 102636 SH SOLE N/A 102636 0 0 HORMEL FOODS CRP COM 440452100 867 17598 SH SOLE N/A 17598 0 0 HOSPIRA INC COM COM 441060100 939 21712 SH SOLE N/A 21712 0 0 HOST HOTELS & RESO COM 44107P104 2001 98883 SH SOLE N/A 98883 0 0 HUDSON CITY BANCOR COM 443683107 611 62184 SH SOLE N/A 62184 0 0 HUMANA COM 444859102 2297 20382 SH SOLE N/A 20382 0 0 HUNTINGTON BANCSHA COM 446150104 1083 108576 SH SOLE N/A 108576 0 0 ILLINOIS TOOL WKS COM 452308109 4339 53350 SH SOLE N/A 53350 0 0 INTEL CORP COM 458140100 16778 650070 SH SOLE N/A 650070 0 0 INTEGRYS ENERGY GR COM 45822P105 621 10416 SH SOLE N/A 10416 0 0 IntercontinentalEx COM 45866F104 2984 15084 SH SOLE N/A 15084 0 0 INTL BUSINESS MACH COM 459200101 24783 128747 SH SOLE N/A 128747 0 0 INTERNATIONAL FLAV COM 459506101 1017 10627 SH SOLE N/A 10627 0 0 INTERNATIONAL GAME COM 459902102 457 32522 SH SOLE N/A 32522 0 0 INTL PAPER COM 460146103 2663 58052 SH SOLE N/A 58052 0 0 INTERPUBLIC GROUP COM 460690100 933 54416 SH SOLE N/A 54416 0 0 INTUIT COM 461202103 2894 37228 SH SOLE N/A 37228 0 0 INTUITIVE SURGICAL COM 46120E602 2185 4988 SH SOLE N/A 4988 0 0 IRON MOUNTAIN COM 462846106 615 22292 SH SOLE N/A 22292 0 0 JP MORGAN CHASE & COM 46625H100 30224 497850 SH SOLE N/A 497850 0 0 JABIL CIRCUIT INC COM 466313103 436 24203 SH SOLE N/A 24203 0 0 JACOBS ENGINEERING COM 469814107 1095 17237 SH SOLE N/A 17237 0 0 JOHNSON & JOHNSON COM 478160104 36241 368943 SH SOLE N/A 368943 0 0 JOHNSON CTLS INC C COM 478366107 4238 89559 SH SOLE N/A 89559 0 0 JOY GLOBAL INC COM 481165108 808 13927 SH SOLE N/A 13927 0 0 JUNIPER NETWORKS I COM 48203R104 1701 66030 SH SOLE N/A 66030 0 0 KLA-TENCOR CORPORA COM 482480100 1506 21780 SH SOLE N/A 21780 0 0 KANSAS CITY SOUT COM 485170302 1470 14400 SH SOLE N/A 14400 0 0 KELLOGG CO COM COM 487836108 2106 33590 SH SOLE N/A 33590 0 0 KEURIG GREEN MOU COM 49271M100 1795 17000 SH SOLE N/A 17000 0 0 KEYCORP NEW COM 493267108 1670 117287 SH SOLE N/A 117287 0 0 KIMBERLY CLARK COM 494368103 5501 49893 SH SOLE N/A 49893 0 0 KIMCO REALTY CORP COM 49446R109 1173 53618 SH SOLE N/A 53618 0 0 KINDER MORGAN Inc COM 49456B101 2860 88030 SH SOLE N/A 88030 0 0 KOHLS CORP COM 500255104 1497 26351 SH SOLE N/A 26351 0 0 Kraft Foods Group, COM 50076Q106 4372 77925 SH SOLE N/A 77925 0 0 KROGER CO COM COM 501044101 2973 68105 SH SOLE N/A 68105 0 0 L BRANDS INC COM 501797104 1808 31856 SH SOLE N/A 31856 0 0 LSI LOGIC CORP COM COM 502161102 789 71290 SH SOLE N/A 71290 0 0 L-3 COMMUNICATIONS COM 502424104 1373 11619 SH SOLE N/A 11619 0 0 LAB CRP OF AMER ST COM 50540R409 1127 11479 SH SOLE N/A 11479 0 0 LAM RESEARCH CORP COM 512807108 1166 21193 SH SOLE N/A 21193 0 0 ESTEE LAUDER ORDIN COM 518439104 2239 33474 SH SOLE N/A 33474 0 0 LEGGETT & PLATT COM 524660107 604 18501 SH SOLE N/A 18501 0 0 LEGG MASON INC COM 524901105 682 13914 SH SOLE N/A 13914 0 0 LENNAR CORP-CL A COM 526057104 912 23010 SH SOLE N/A 23010 0 0 LEUCADIA NATIONAL COM 527288104 1148 40989 SH SOLE N/A 40989 0 0 LILLY ELI & CO COM COM 532457108 7634 129694 SH SOLE N/A 129694 0 0 LINCOLN NATL CORP COM 534187109 1739 34313 SH SOLE N/A 34313 0 0 LINEAR TECHNOLOGY COM 535678106 1490 30603 SH SOLE N/A 30603 0 0 LOCKHEED MARTIN CO COM 539830109 5737 35143 SH SOLE N/A 35143 0 0 LOEWS CORP COM COM 540424108 1764 40045 SH SOLE N/A 40045 0 0 LORILLARD INC COM 544147101 2604 48144 SH SOLE N/A 48144 0 0 LOWES COS INC COM COM 548661107 6688 136777 SH SOLE N/A 136777 0 0 M&T BANK STK COM 55261F104 2071 17075 SH SOLE N/A 17075 0 0 MACERICH CO COM 554382101 1147 18400 SH SOLE N/A 18400 0 0 MACYS INC COM 55616P104 2857 48194 SH SOLE N/A 48194 0 0 MARATHON OIL CORP COM 565849106 3235 91071 SH SOLE N/A 91071 0 0 MARATHON PETROLEUM COM 56585A102 3424 39335 SH SOLE N/A 39335 0 0 MARSH & MCLENNAN COM 571748102 3537 71741 SH SOLE N/A 71741 0 0 MARRIOTT INTL INC COM 571903202 1644 29338 SH SOLE N/A 29338 0 0 MASCO CORP COM COM 574599106 1037 46671 SH SOLE N/A 46671 0 0 MASTERCARD INC-CLA COM 57636Q104 10115 135410 SH SOLE N/A 135410 0 0 MATTEL INC COM COM 577081102 1775 44248 SH SOLE N/A 44248 0 0 MCCORMICK STK COM 579780206 1239 17266 SH SOLE N/A 17266 0 0 MCDONALD'S COM 580135101 12760 130169 SH SOLE N/A 130169 0 0 MCGRAW HILL COMPAN COM 580645109 2703 35426 SH SOLE N/A 35426 0 0 MCKESSON HBOC INC COM 58155Q103 5296 29991 SH SOLE N/A 29991 0 0 MEAD JOHNSON-A COM 582839106 2193 26377 SH SOLE N/A 26377 0 0 MEADWESTVACO CORP COM 583334107 875 23238 SH SOLE N/A 23238 0 0 MEDTRONIC INC COM COM 585055106 8033 130533 SH SOLE N/A 130533 0 0 MERCK & CO INC NEW COM 58933Y105 21694 382136 SH SOLE N/A 382136 0 0 METLIFE INC COM 59156R108 7740 146587 SH SOLE N/A 146587 0 0 MICROSOFT COM 594918104 40721 993447 SH SOLE N/A 993447 0 0 MICROCHIP TECHNOLO COM 595017104 1237 25900 SH SOLE N/A 25900 0 0 MICRON TECHNOLOGY COM 595112103 3254 137525 SH SOLE N/A 137525 0 0 MOHAWK INDS COM 608190104 1088 8000 SH SOLE N/A 8000 0 0 MOLSON COORS BREWI COM 60871R209 1217 20682 SH SOLE N/A 20682 0 0 Mondelez Internati COM 609207105 7925 229376 SH SOLE N/A 229376 0 0 MONSANTO CO NEW COM 61166W101 7824 68766 SH SOLE N/A 68766 0 0 MONSTER BEVERAGE COM 611740101 1236 17800 SH SOLE N/A 17800 0 0 MOODYS CORP COM 615369105 1963 24742 SH SOLE N/A 24742 0 0 MORGAN STANLEY DEA COM 617446448 5648 181195 SH SOLE N/A 181195 0 0 MOSAIC CO/THE COM 61945C103 2230 44600 SH SOLE N/A 44600 0 0 MOTOROLA SOLUTIONS COM 620076307 1937 30134 SH SOLE N/A 30134 0 0 MURPHY OIL CORP COM 626717102 1448 23035 SH SOLE N/A 23035 0 0 MYLAN LABS STK COM 628530107 2444 50049 SH SOLE N/A 50049 0 0 NRG ENERGY COM 629377508 1344 42262 SH SOLE N/A 42262 0 0 NASDAQ OMX GROUP/T COM 631103108 559 15128 SH SOLE N/A 15128 0 0 NATIONAL OILWELL V COM 637071101 4358 55959 SH SOLE N/A 55959 0 0 NETAPP INC COM 64110D104 1644 44551 SH SOLE N/A 44551 0 0 NETFLIX INC COM 64110L106 2712 7703 SH SOLE N/A 7703 0 0 NEWELL RUBBERMAID COM 651229106 1124 37590 SH SOLE N/A 37590 0 0 NEWFIELD EXPLORA COM 651290108 559 17827 SH SOLE N/A 17827 0 0 NEWMONT MNG CORP C COM 651639106 1525 65080 SH SOLE N/A 65080 0 0 NEWS CORP COM 65249B109 1121 65101 SH SOLE N/A 65101 0 0 NextEra Energy Inc COM 65339F101 5389 56358 SH SOLE N/A 56358 0 0 NIKE INC CL B COM 654106103 7214 97674 SH SOLE N/A 97674 0 0 NISOURCE, INC COM 65473P105 1457 41000 SH SOLE N/A 41000 0 0 Noble Energy Inc COM 655044105 3341 47034 SH SOLE N/A 47034 0 0 NORDSTROM INC COM COM 655664100 1167 18691 SH SOLE N/A 18691 0 0 NORFOLK SOUTHN COR COM 655844108 3928 40426 SH SOLE N/A 40426 0 0 NORTHEAST UTILS COM 664397106 1873 41166 SH SOLE N/A 41166 0 0 NORTHERN TR CORP C COM 665859104 1928 29411 SH SOLE N/A 29411 0 0 NORTHROP COM NPV COM 666807102 3587 29072 SH SOLE N/A 29072 0 0 NUCOR CORP COM COM 670346105 2103 41609 SH SOLE N/A 41609 0 0 NVIDIA CORP COM COM 67066G104 1355 75682 SH SOLE N/A 75682 0 0 O REILLY AUTOMOTIV COM 67103H107 2083 14040 SH SOLE N/A 14040 0 0 OCCIDENTAL PETE CO COM 674599105 10045 105413 SH SOLE N/A 105413 0 0 OMNICOM GROUP COM COM 681919106 2442 33634 SH SOLE N/A 33634 0 0 ONEOK INC COM 682680103 1597 26960 SH SOLE N/A 26960 0 0 ORACLE CORP COM 68389X105 18773 458890 SH SOLE N/A 458890 0 0 OSH 1 Liquidating COM 688197201 0 316 SH SOLE N/A 316 0 0 OWENS-ILLINOIS COM 690768403 729 21549 SH SOLE N/A 21549 0 0 P G & E CORP COM 69331C108 2537 58724 SH SOLE N/A 58724 0 0 PNC BANK CORP COM COM 693475105 6051 69549 SH SOLE N/A 69549 0 0 PPG INDS INC COM COM 693506107 3595 18584 SH SOLE N/A 18584 0 0 PPL CORP COM 69351T106 2731 82423 SH SOLE N/A 82423 0 0 PVH CORP COM 693656100 1335 10700 SH SOLE N/A 10700 0 0 PACCAR INC COM COM 693718108 3123 46303 SH SOLE N/A 46303 0 0 PALL CORP COM COM 696429307 1295 14476 SH SOLE N/A 14476 0 0 PARKER HANNIFIN CO COM 701094104 2336 19510 SH SOLE N/A 19510 0 0 PATTERSON COS INC COM 703395103 453 10855 SH SOLE N/A 10855 0 0 PAYCHEX INC COM COM 704326107 1810 42498 SH SOLE N/A 42498 0 0 PEABODY ENERGY COR COM 704549104 577 35315 SH SOLE N/A 35315 0 0 PEOPLE S UNITED FI COM 712704105 618 41588 SH SOLE N/A 41588 0 0 PEPCO HOLDINGS INC COM 713291102 668 32617 SH SOLE N/A 32617 0 0 PEPSICO COM 713448108 16749 200585 SH SOLE N/A 200585 0 0 PERKINELMER, INC COM 714046109 663 14716 SH SOLE N/A 14716 0 0 PETSMART INC COM 716768106 937 13600 SH SOLE N/A 13600 0 0 PFIZER COM 717081103 27223 847550 SH SOLE N/A 847550 0 0 PHILIP MORRIS INT' COM 718172109 17157 209561 SH SOLE N/A 209561 0 0 PHILLIPS 66 COM 718546104 6044 78428 SH SOLE N/A 78428 0 0 PINNACLE WEST CAPI COM 723484101 785 14360 SH SOLE N/A 14360 0 0 Pioneer Natural Re COM 723787107 3493 18667 SH SOLE N/A 18667 0 0 PITNEY-BOWES COM 724479100 687 26446 SH SOLE N/A 26446 0 0 PLUM CREEK TIMBER COM 729251108 974 23167 SH SOLE N/A 23167 0 0 PRAXAIR INC COM 74005P104 5041 38486 SH SOLE N/A 38486 0 0 PRECISION CASTPART COM 740189105 4804 19008 SH SOLE N/A 19008 0 0 T. ROWE PRICE GROU COM 74144T108 2807 34087 SH SOLE N/A 34087 0 0 PRICELINE.COM COM 741503403 8043 6748 SH SOLE N/A 6748 0 0 PRINCIPAL FINANCIA COM 74251V102 1647 35804 SH SOLE N/A 35804 0 0 PROCTER & GAMBLE COM 742718109 28655 355518 SH SOLE N/A 355518 0 0 PROGRESS ENERGY(CN COM 743263AA3 4 12500 SH SOLE N/A 12500 0 0 PROGRESSIVE CORP O COM 743315103 1748 72175 SH SOLE N/A 72175 0 0 PROLOGIS INC COM 74340W103 2665 65270 SH SOLE N/A 65270 0 0 PRUDENTIAL FINANCI COM 744320102 5124 60531 SH SOLE N/A 60531 0 0 PUBLIC SVC ENTERPR COM 744573106 2525 66199 SH SOLE N/A 66199 0 0 PUBLIC STORAGE INC COM 74460D109 3179 18865 SH SOLE N/A 18865 0 0 PULTE CORP COM 745867101 865 45088 SH SOLE N/A 45088 0 0 QEP Resources Inc. COM 74733V100 690 23432 SH SOLE N/A 23432 0 0 QUALCOMM COM 747525103 17421 220907 SH SOLE N/A 220907 0 0 QUANTA SERVICES COM 74762E102 1040 28182 SH SOLE N/A 28182 0 0 QUEST DIAGNOSTICS COM 74834L100 1104 19053 SH SOLE N/A 19053 0 0 RALPH LAUREN COR COM 751212101 1258 7814 SH SOLE N/A 7814 0 0 Range Resources Co COM 75281A109 1774 21379 SH SOLE N/A 21379 0 0 RAYTHEON CO NEW COM 755111507 4124 41743 SH SOLE N/A 41743 0 0 RED HAT INC COM 756577102 1311 24748 SH SOLE N/A 24748 0 0 REGENERON PHARM COM 75886F107 3093 10300 SH SOLE N/A 10300 0 0 REGIONS FINL CORP COM 7591EP100 2001 180113 SH SOLE N/A 180113 0 0 REPUBLIC SERVICES, COM 760759100 1207 35345 SH SOLE N/A 35345 0 0 REYNOLDS AMERN INC COM 761713106 2192 41028 SH SOLE N/A 41028 0 0 ROBERT HALF INTL I COM 770323103 759 18103 SH SOLE N/A 18103 0 0 ROCKWELL AUTOMATIO COM 773903109 2258 18126 SH SOLE N/A 18126 0 0 ROCKWELL COLLINS I COM 774341101 1408 17668 SH SOLE N/A 17668 0 0 ROPER INDS COM 776696106 1728 12941 SH SOLE N/A 12941 0 0 ROSS STORES INC COM 778296103 2026 28320 SH SOLE N/A 28320 0 0 RYDER SYS INC COM COM 783549108 552 6910 SH SOLE N/A 6910 0 0 SLM CORP COM 78442P106 1396 57016 SH SOLE N/A 57016 0 0 SAFEWAY INC. COM 786514208 1191 32235 SH SOLE N/A 32235 0 0 ST JUDE MED INC CO COM 790849103 2494 38144 SH SOLE N/A 38144 0 0 SALESFORCE.COM INC COM 79466L302 4141 72536 SH SOLE N/A 72536 0 0 SANDISK CORP COM 80004C101 2400 29559 SH SOLE N/A 29559 0 0 SCANA CORP COM 80589M102 945 18408 SH SOLE N/A 18408 0 0 SCHLUMBERGER COM 806857108 16788 172180 SH SOLE N/A 172180 0 0 SCHWAB CHARLES COR COM 808513105 4147 151737 SH SOLE N/A 151737 0 0 SCRIPPS NETWORKS I COM 811065101 1088 14333 SH SOLE N/A 14333 0 0 SEALED AIR CORP NE COM 81211K100 843 25660 SH SOLE N/A 25660 0 0 SEMPRA ENERGY COM 816851109 2878 29741 SH SOLE N/A 29741 0 0 SHERWIN WILLIAMS C COM 824348106 2212 11221 SH SOLE N/A 11221 0 0 SIGMA ALDRICH CORP COM 826552101 1466 15698 SH SOLE N/A 15698 0 0 SIMON PPTY GROUP I COM 828806109 6649 40545 SH SOLE N/A 40545 0 0 JM SMUCKER CO COM 832696405 1334 13722 SH SOLE N/A 13722 0 0 SNAP ON INC COM 833034101 868 7646 SH SOLE N/A 7646 0 0 SOUTHERN CO COM COM 842587107 5068 115337 SH SOLE N/A 115337 0 0 SOUTHWEST AIRLS CO COM 844741108 2151 91104 SH SOLE N/A 91104 0 0 SOUTHWESTERN ENERG COM 845467109 2109 45848 SH SOLE N/A 45848 0 0 SPECTRA ENERGY COR COM 847560109 3237 87628 SH SOLE N/A 87628 0 0 STANLEY BLACK & DE COM 854502101 1653 20343 SH SOLE N/A 20343 0 0 STAPLES INC COM 855030102 979 86339 SH SOLE N/A 86339 0 0 STARBUCKS COM 855244109 7230 98524 SH SOLE N/A 98524 0 0 STARWOOD HOTELS & COM 85590A401 1997 25092 SH SOLE N/A 25092 0 0 STATE STREET CORP COM 857477103 3994 57428 SH SOLE N/A 57428 0 0 STERICYCLE INC COM 858912108 1271 11190 SH SOLE N/A 11190 0 0 STRYKER CORP COM 863667101 3141 38559 SH SOLE N/A 38559 0 0 SUNTRUST BKS INC C COM 867914103 2786 70026 SH SOLE N/A 70026 0 0 SYMANTEC CORP COM 871503108 1817 90997 SH SOLE N/A 90997 0 0 SYSCO CORP COM COM 871829107 2747 76044 SH SOLE N/A 76044 0 0 TECO ENERGY INC CO COM 872375100 458 26679 SH SOLE N/A 26679 0 0 TJX COS INC COM 872540109 5640 92990 SH SOLE N/A 92990 0 0 TARGET CORP COM 87612E106 4999 82616 SH SOLE N/A 82616 0 0 TENET HEALTHCARE C COM 88033G407 556 12990 SH SOLE N/A 12990 0 0 TERADATA CORP DEL COM 88076W103 1053 21398 SH SOLE N/A 21398 0 0 Tesoro Corp COM 881609101 880 17392 SH SOLE N/A 17392 0 0 TEXAS INSTRS INC C COM 882508104 6747 143104 SH SOLE N/A 143104 0 0 TEXTRON INC COM COM 883203101 1446 36807 SH SOLE N/A 36807 0 0 THERMO ELECTRON CO COM 883556102 6236 51862 SH SOLE N/A 51862 0 0 3M CO COM 88579Y101 11347 83644 SH SOLE N/A 83644 0 0 TIFFANY & CO. COM 886547108 1242 14414 SH SOLE N/A 14414 0 0 TIME WARNER INC NE COM 887317303 7729 118303 SH SOLE N/A 118303 0 0 TIME WARNER CABLE COM 88732J207 5059 36876 SH SOLE N/A 36876 0 0 TORCHMARK CORP COM COM 891027104 928 11789 SH SOLE N/A 11789 0 0 TOTAL SYS SVCS INC COM 891906109 666 21889 SH SOLE N/A 21889 0 0 TRACTOR SUPPLY COM 892356106 1293 18300 SH SOLE N/A 18300 0 0 TRAVELERS COS, INC COM 89417E109 4053 47628 SH SOLE N/A 47628 0 0 TRIPADVISOR INC COM 896945201 1316 14528 SH SOLE N/A 14528 0 0 TWENTY-FIRST CENTU COM 90130A101 8204 256606 SH SOLE N/A 256606 0 0 TYSON FOODS INC-CL COM 902494103 1563 35515 SH SOLE N/A 35515 0 0 US BANCORP COM 902973304 10238 238861 SH SOLE N/A 238861 0 0 UNION PACIFIC COM 907818108 11310 60269 SH SOLE N/A 60269 0 0 UNITED PARCEL SERV COM 911312106 9106 93512 SH SOLE N/A 93512 0 0 UNITED STATES STEE COM 912909108 524 18967 SH SOLE N/A 18967 0 0 UNITED TECHNOLOGIE COM 913017109 12902 110426 SH SOLE N/A 110426 0 0 UNITEDHEALTH GROUP COM 91324P102 10796 131670 SH SOLE N/A 131670 0 0 UNUMPROVIDENT CORP COM 91529Y106 1206 34162 SH SOLE N/A 34162 0 0 URBAN OUTFITTER COM 917047102 521 14292 SH SOLE N/A 14292 0 0 V F CORP COM COM 918204108 2851 46076 SH SOLE N/A 46076 0 0 VALERO ENERGY CORP COM 91913Y100 3744 70516 SH SOLE N/A 70516 0 0 VARIAN MEDICAL SYS COM 92220P105 1159 13797 SH SOLE N/A 13797 0 0 VENTAS INC COM 92276F100 2330 38476 SH SOLE N/A 38476 0 0 VERISIGN INC COM 92343E102 910 16883 SH SOLE N/A 16883 0 0 VERIZON COMMUNICAT COM 92343V104 25734 540971 SH SOLE N/A 540971 0 0 VERTEX PHARM COM 92532F100 2164 30600 SH SOLE N/A 30600 0 0 VIACOM, INC NEW CL COM 92553P201 4508 53041 SH SOLE N/A 53041 0 0 VISA INC-CLASS A COM 92826C839 14375 66596 SH SOLE N/A 66596 0 0 VORNADO REALTY TRU COM 929042109 2239 22722 SH SOLE N/A 22722 0 0 VULCAN MATLS CO CO COM 929160109 1131 17019 SH SOLE N/A 17019 0 0 WAL-MART COM 931142103 16172 211593 SH SOLE N/A 211593 0 0 WALGREEN CO COM COM 931422109 7522 113915 SH SOLE N/A 113915 0 0 WASTE MGMT INC DEL COM 94106L109 2399 57016 SH SOLE N/A 57016 0 0 WATERS CORP COM 941848103 1202 11090 SH SOLE N/A 11090 0 0 WELLPOINT INC COM 94973V107 3842 38596 SH SOLE N/A 38596 0 0 WELLS FARGO & CO N COM 949746101 31180 626866 SH SOLE N/A 626866 0 0 WESTERN DIGITAL COM 958102105 2525 27501 SH SOLE N/A 27501 0 0 WESTERN UN COM 959802109 1182 72240 SH SOLE N/A 72240 0 0 WEYERHAEUSER CO CO COM 962166104 2238 76242 SH SOLE N/A 76242 0 0 WHIRLPOOL COM 963320106 1531 10244 SH SOLE N/A 10244 0 0 WHOLE FOODS MKT COM 966837106 2467 48640 SH SOLE N/A 48640 0 0 WILLIAMS COS COM COM 969457100 3625 89328 SH SOLE N/A 89328 0 0 Windstream Holding COM 97382A101 643 77995 SH SOLE N/A 77995 0 0 WISCONSIN ENERGY C COM 976657106 1378 29610 SH SOLE N/A 29610 0 0 WYNDHAM WORLDWIDE COM 98310W108 1250 17071 SH SOLE N/A 17071 0 0 WYNN RESORTS LTD COM 983134107 2353 10594 SH SOLE N/A 10594 0 0 XCEL ENERGY, INC COM 98389B100 1977 65128 SH SOLE N/A 65128 0 0 XILINX INC COM 983919101 1902 35045 SH SOLE N/A 35045 0 0 XEROX COM 984121103 1710 151362 SH SOLE N/A 151362 0 0 XYLEM Inc COM 98419M100 880 24155 SH SOLE N/A 24155 0 0 YAHOO INC COM 984332106 4431 123421 SH SOLE N/A 123421 0 0 YUM BRANDS INC COM 988498101 4393 58272 SH SOLE N/A 58272 0 0 ZIMMER HLDGS INC COM 98956P102 2116 22372 SH SOLE N/A 22372 0 0 ZIONS BANCORP COM COM 989701107 747 24122 SH SOLE N/A 24122 0 0 ZOETIS, INC. COM 98978V103 1892 65375 SH SOLE N/A 65375 0 0 FRACTIONAL 1ST HOR COM DCA517101 0 455 SH SOLE N/A 455 0 0 FRACTIONAL MARRIOT COM FHB903208 0 72829 SH SOLE N/A 72829 0 0 ACTAVIS PLC COM G0083B108 4677 22722 SH SOLE N/A 22722 0 0 ALLEGION PLC COM G0176J109 607 11632 SH SOLE N/A 11632 0 0 AON PLC COM G0408V102 3320 39395 SH SOLE N/A 39395 0 0 ACCENTURE PLC-A COM G1151C101 6625 83100 SH SOLE N/A 83100 0 0 COVIDIEN PLC COM G2554F113 4431 60159 SH SOLE N/A 60159 0 0 DELPHI AUTOMOTIV COM G27823106 2484 36600 SH SOLE N/A 36600 0 0 EATON CORP COM COM G29183103 4658 62010 SH SOLE N/A 62010 0 0 ENSCO PLC-CL A COM G3157S106 1610 30500 SH SOLE N/A 30500 0 0 INGERSOLL-RAND COM G47791101 2003 34998 SH SOLE N/A 34998 0 0 Invesco Ltd COM G491BT108 2147 58014 SH SOLE N/A 58014 0 0 MICHAEL KORS HOL COM G60754101 2192 23500 SH SOLE N/A 23500 0 0 NABORS INDUSTRIES COM G6359F103 836 33934 SH SOLE N/A 33934 0 0 NOBLE CORP plc COM G65431101 1084 33105 SH SOLE N/A 33105 0 0 ROWAN COS PLC Clas COM G7665A101 546 16214 SH SOLE N/A 16214 0 0 SEAGATE TECHNOLO COM G7945M107 2398 42700 SH SOLE N/A 42700 0 0 PERRIGO CO PLC COM G97822103 2691 17400 SH SOLE N/A 17400 0 0 XL Group PLC COM G98290102 1156 36998 SH SOLE N/A 36998 0 0 ACE LTD COM H0023R105 4406 44478 SH SOLE N/A 44478 0 0 GARMIN LTD COM H2906T109 890 16100 SH SOLE N/A 16100 0 0 PENTAIR LTD COM H6169Q108 2072 26114 SH SOLE N/A 26114 0 0 TE CONNECTIVITY COM H84989104 3233 53700 SH SOLE N/A 53700 0 0 TRANSOCEAN LTD COM H8817H100 1831 44300 SH SOLE N/A 44300 0 0 TYCO INTL LTD COM H89128104 2580 60845 SH SOLE N/A 60845 0 0 TRAVELCENTERS AMER COM JKE174103 652 80000 SH SOLE N/A 80000 0 0 LYONDELLBASELL-A COM N53745100 5078 57100 SH SOLE N/A 57100 0 0 NIELSEN HOLDINGS COM N63218106 1477 33100 SH SOLE N/A 33100 0 0 SIGMA FIN.INC.(fr. COM 8265Q0TX0 0 10000000 SH SOLE N/A 10000000 0 0 ACADIA REALTY TRUS COM 004239109 504 19100 SH SOLE N/A 19100 0 0 ALEXANDER'S INC COM 014752109 302 836 SH SOLE N/A 836 0 0 ALEXANDRIA R E EQU COM 015271109 1645 22669 SH SOLE N/A 22669 0 0 AMERICAN ASSETS COM 024013104 412 12200 SH SOLE N/A 12200 0 0 AMER CMPS COMM ORD COM 024835100 1354 36259 SH SOLE N/A 36259 0 0 AMERICAN HOMES-A COM 02665T306 804 48100 SH SOLE N/A 48100 0 0 AMERICAN RESIDEN COM 02927E303 88 4900 SH SOLE N/A 4900 0 0 AMREIT INC COM 03216B208 114 6900 SH SOLE N/A 6900 0 0 APARTMENT INVT & M COM 03748R101 1525 50448 SH SOLE N/A 50448 0 0 Ashford Hospitalit COM 044102101 126 8303 SH SOLE N/A 8303 0 0 Ashford Hospitalit COM 044103109 316 28015 SH SOLE N/A 28015 0 0 ASSOCIATED ESTATES COM 045604105 338 19926 SH SOLE N/A 19926 0 0 AVALONBAY COMMUNIT COM 053484101 5879 44769 SH SOLE N/A 44769 0 0 BRE PROPERTIES -C COM 05564E106 1676 26689 SH SOLE N/A 26689 0 0 BIOMED REALTY TRUS COM 09063H107 1357 66251 SH SOLE N/A 66251 0 0 BOSTON PROPERTIES COM 101121101 6049 52812 SH SOLE N/A 52812 0 0 BRANDYWINE REALTY COM 105368203 798 55201 SH SOLE N/A 55201 0 0 BRIXMOR PROPERTY COM 11120U105 305 14300 SH SOLE N/A 14300 0 0 CBL & ASSOCIATES P COM 124830100 1045 58877 SH SOLE N/A 58877 0 0 CAMDEN PROPERTY TR COM 133131102 1983 29445 SH SOLE N/A 29445 0 0 CAMPUS CREST COM COM 13466Y105 190 21844 SH SOLE N/A 21844 0 0 CEDAR REALTY TRUST COM 150602209 157 25642 SH SOLE N/A 25642 0 0 CHATHAM LODGING COM 16208T102 176 8700 SH SOLE N/A 8700 0 0 CHESAPEAKE LODGI COM 165240102 365 14200 SH SOLE N/A 14200 0 0 COLUMBIA PROPERT COM 198287203 1264 46400 SH SOLE N/A 46400 0 0 CommonWealth REIT COM 203233101 1102 41910 SH SOLE N/A 41910 0 0 CORESITE REALTY COM 21870Q105 237 7630 SH SOLE N/A 7630 0 0 CORP OFFICE PPTYS COM 22002T108 734 27567 SH SOLE N/A 27567 0 0 COUSINS PROPERTIES COM 222795106 797 69471 SH SOLE N/A 69471 0 0 CubeSmart COM 229663109 820 47805 SH SOLE N/A 47805 0 0 DCT INDUSTRIAL TRU COM 233153105 866 109953 SH SOLE N/A 109953 0 0 DDR Corp COM 23317H102 1801 109289 SH SOLE N/A 109289 0 0 DIAMONDROCK HOSPIT COM 252784301 821 69878 SH SOLE N/A 69878 0 0 DIGITAL REALTY TRU COM 253868103 2358 44425 SH SOLE N/A 44425 0 0 DOUGLAS EMMETT INC COM 25960P109 1337 49253 SH SOLE N/A 49253 0 0 DUKE REALTY CORP COM 264411505 1905 112842 SH SOLE N/A 112842 0 0 DUPONT FABROS TECH COM 26613Q106 567 23545 SH SOLE N/A 23545 0 0 EASTGROUP PROPERTI COM 277276101 674 10716 SH SOLE N/A 10716 0 0 EDUCATION REALTY T COM 28140H104 402 40763 SH SOLE N/A 40763 0 0 EMPIRE STATE REA COM 292104106 470 31100 SH SOLE N/A 31100 0 0 EQUITY LIFESTYLE P COM 29472R108 1171 28812 SH SOLE N/A 28812 0 0 EQUITY ONE INC COM 294752100 512 22912 SH SOLE N/A 22912 0 0 EQUITY RESIDENTIAL COM 29476L107 7224 124570 SH SOLE N/A 124570 0 0 ESSEX PROPERTY TRU COM 297178105 2239 13164 SH SOLE N/A 13164 0 0 EXCEL TRUST INC COM 30068C109 198 15600 SH SOLE N/A 15600 0 0 EXTRA SPACE STORAG COM 30225T102 1919 39557 SH SOLE N/A 39557 0 0 FEDERAL REALTY INV COM 313747206 2641 23019 SH SOLE N/A 23019 0 0 FELCOR LODGING TR COM 31430F101 369 40796 SH SOLE N/A 40796 0 0 FIRST INDL REALTY COM 32054K103 748 38706 SH SOLE N/A 38706 0 0 First Potomac Real COM 33610F109 266 20618 SH SOLE N/A 20618 0 0 FRANKLIN STREET COM 35471R106 415 32961 SH SOLE N/A 32961 0 0 GENERAL GROWTH PPT COM 370023103 2944 133823 SH SOLE N/A 133823 0 0 GLIMCHER REALTY COM 379302102 514 51250 SH SOLE N/A 51250 0 0 GOVERNMENT PROPERT COM 38376A103 405 16057 SH SOLE N/A 16057 0 0 HCP INC COM 40414L109 6118 157723 SH SOLE N/A 157723 0 0 HEALTHCARE REALTY COM 421946104 815 33763 SH SOLE N/A 33763 0 0 HEALTH CARE REIT I COM 42217K106 5946 99758 SH SOLE N/A 99758 0 0 HEALTHCARE TRUST COM 42225P105 654 57400 SH SOLE N/A 57400 0 0 HERSHA HOSPITALITY COM 427825104 416 71285 SH SOLE N/A 71285 0 0 HIGHWOODS PROPERTI COM 431284108 1168 30413 SH SOLE N/A 30413 0 0 HOME PROPERTIES IN COM 437306103 1202 19997 SH SOLE N/A 19997 0 0 HOSPITALITY PROPER COM 44106M102 1472 51252 SH SOLE N/A 51252 0 0 HOST MARRIOTT CORP COM 44107P104 5293 261495 SH SOLE N/A 261495 0 0 HUDSON PACIFIC P COM 444097109 531 23033 SH SOLE N/A 23033 0 0 INLAND REAL ESTATE COM 457461200 376 35613 SH SOLE N/A 35613 0 0 INVESTORS REAL COM 461730103 329 36673 SH SOLE N/A 36673 0 0 KILROY REALTY CORP COM 49427F108 1664 28406 SH SOLE N/A 28406 0 0 KIMCO REALTY CORP COM 49446R109 3087 141080 SH SOLE N/A 141080 0 0 KITE REALTY GROUP COM 49803T102 266 44346 SH SOLE N/A 44346 0 0 LASALLE HOTEL PROP COM 517942108 1121 35792 SH SOLE N/A 35792 0 0 LIBERTY PROPERTY T COM 531172104 1861 50344 SH SOLE N/A 50344 0 0 MACERICH CO COM 554382101 3027 48562 SH SOLE N/A 48562 0 0 MACK CALI REALTY C COM 554489104 654 31463 SH SOLE N/A 31463 0 0 MID-AMERICA APT CM COM 59522J103 1767 25882 SH SOLE N/A 25882 0 0 MONMOUTH REIT-A COM 609720107 134 14040 SH SOLE N/A 14040 0 0 NATIONAL HEALTH IN COM 63633D104 647 10702 SH SOLE N/A 10702 0 0 PS BUSINESS PARKS COM 69360J107 598 7148 SH SOLE N/A 7148 0 0 PARKWAY PROPERTIES COM 70159Q104 622 34057 SH SOLE N/A 34057 0 0 PEBBLEBROOK HOTE COM 70509V100 741 21937 SH SOLE N/A 21937 0 0 PENNSYLVANIA RE IN COM 709102107 430 23824 SH SOLE N/A 23824 0 0 PIEDMONT OFFIC-A COM 720190206 911 53145 SH SOLE N/A 53145 0 0 POST PROPERTIES IN COM 737464107 918 18689 SH SOLE N/A 18689 0 0 PROLOGIS INC COM 74340W103 7039 172395 SH SOLE N/A 172395 0 0 PUBLIC STORAGE INC COM 74460D109 8386 49771 SH SOLE N/A 49771 0 0 RLJ LODGING TRUS COM 74965L101 1133 42375 SH SOLE N/A 42375 0 0 RAMCO GERSHENSN ST COM 751452202 381 23398 SH SOLE N/A 23398 0 0 REGENCY CENTERS CO COM 758849103 1629 31895 SH SOLE N/A 31895 0 0 RETAIL OPPORTUNI COM 76131N101 306 20500 SH SOLE N/A 20500 0 0 RETAIL PROPERTIE COM 76131V202 279 20600 SH SOLE N/A 20600 0 0 ROUSE PROPERTIES I COM 779287101 219 12707 SH SOLE N/A 12707 0 0 RYMAN HOSPITALIT COM 78377T107 634 14900 SH SOLE N/A 14900 0 0 SL GREEN REALTY CO COM 78440X101 3295 32749 SH SOLE N/A 32749 0 0 SABRA HEALTH CAR COM 78573L106 371 13300 SH SOLE N/A 13300 0 0 SAUL CENTERS INC COM 804395101 210 4427 SH SOLE N/A 4427 0 0 SENIOR HOUSING PRO COM 81721M109 1461 65031 SH SOLE N/A 65031 0 0 SILVER BAY REALT COM 82735Q102 203 13100 SH SOLE N/A 13100 0 0 SIMON PROPERTY GRO COM 828806109 17748 108222 SH SOLE N/A 108222 0 0 SOVRAN SELF STORAG COM 84610H108 821 11181 SH SOLE N/A 11181 0 0 STRATEGIC HOTELS COM 86272T106 721 70762 SH SOLE N/A 70762 0 0 SUMMIT HOTEL PRO COM 866082100 265 28593 SH SOLE N/A 28593 0 0 SUN COMMUNITIES IN COM 866674104 596 13226 SH SOLE N/A 13226 0 0 SUNSTONE HOTEL INV COM 867892101 885 64452 SH SOLE N/A 64452 0 0 TANGER FACTORY OUT COM 875465106 1053 30082 SH SOLE N/A 30082 0 0 TAUBMAN CENTERS IN COM 876664103 1554 21946 SH SOLE N/A 21946 0 0 TERRENO REALTY C COM 88146M101 151 8000 SH SOLE N/A 8000 0 0 UDR, INC COM 902653104 2240 86714 SH SOLE N/A 86714 0 0 UNIVERSAL HEALTH R COM 91359E105 182 4301 SH SOLE N/A 4301 0 0 URSTADT BIDDLE-A COM 917286205 240 11616 SH SOLE N/A 11616 0 0 VENTAS INC COM 92276F100 6160 101703 SH SOLE N/A 101703 0 0 VORNADO REALTY TRU COM 929042109 6370 64629 SH SOLE N/A 64629 0 0 WASHINGTON REIT COM 939653101 569 23822 SH SOLE N/A 23822 0 0 WEINGARTEN REALTY COM 948741103 1266 42192 SH SOLE N/A 42192 0 0 COMMONWEALTHREIT F COM CAD233107 0 50000 SH SOLE N/A 50000 0 0