-----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, L2w9FCrMuE2JZPzmIJ401G2jeY2OwWnp33j5ucy2f+FErxSP/NRs40BGygWL1Ldl a3tpsD+ejWUHi1XYsrjwPw== 0000885709-09-000023.txt : 20091112 0000885709-09-000023.hdr.sgml : 20091111 20091112163705 ACCESSION NUMBER: 0000885709-09-000023 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091112 DATE AS OF CHANGE: 20091112 EFFECTIVENESS DATE: 20091112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP CENTRAL INDEX KEY: 0000885709 IRS NUMBER: 000000000 STATE OF INCORPORATION: OH FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-04643 FILM NUMBER: 091177554 BUSINESS ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 32ND FL CITY: LOS ANGELES STATE: CA ZIP: 90071 BUSINESS PHONE: 2136251900 MAIL ADDRESS: STREET 1: 333 S GRAND AVE STREET 2: 32ND FL CITY: LOS ANGELES STATE: CA ZIP: 90071 FORMER COMPANY: FORMER CONFORMED NAME: PAYDENFUNDS DATE OF NAME CHANGE: 20010423 FORMER COMPANY: FORMER CONFORMED NAME: PAYDEN & RYGEL INVESTMENT GROUP DATE OF NAME CHANGE: 19940104 FORMER COMPANY: FORMER CONFORMED NAME: P&R INVESTMENT TRUST DATE OF NAME CHANGE: 19920929 13F-HR 1 form13f-hr_0909.txt P&R COVER LETTER AND DATA INFORMATION UNITED STATES SECRITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2009 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: Payden & Rygel Address: 333 S. Grand Avenue Los Angeles, CA 90071 13F File Number: 28-04643 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. Person Signing this Report on Behalf of Reporting Manager: Name: Edward S. Garlock Title: General Counsel Phone: 213-830-4255 Signature, Place, and Date of Signing: Edward S. Garlock Los Angeles, CA 90071 November 12, 2009 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. 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: 314 Form 13F Information Table Value Total ($ Thousands): $476,265 List of Other Included Managers: No. 13F File Number Name
SECURITY TYPE CUSIP MARKET SHARES OPTIONTYPE SHARES MARKETVALUE 3M COMPANY COM 88579Y101 354 4,800 SH SOLE 4,800 354240 ABBOTT LABORATORIES COM 002824100 604 12,205 SH SOLE 12,205 603781.35 ADOBE SYSTEMS COM 00724F101 197 5,952 SH SOLE 5,952 196654.08 AEROPOSTALE INC COM 007865108 1,022 23,500 SH SOLE 23,500 1021545 AES COM 00130H105 4,504 303,900 SH SOLE 303,900 4503798 AETNA COM 00817Y108 142 5,100 SH SOLE 5,100 141933 AFLAC COM 001055102 175 4,100 SH SOLE 4,100 175234 AIR PRODUCTS & CHEMICALS COM 009158106 171 2,200 SH SOLE 2,200 170676 ALCOA COM 013817101 139 10,600 SH SOLE 10,600 139072 ALLERGAN COM 018490102 165 2,900 SH SOLE 2,900 164604 ALLSTATE COM 020002101 355 11,600 SH SOLE 11,600 355192 ALTERA COM 021441100 166 8,100 SH SOLE 8,100 166131 ALTRIA GROUP COM 02209S103 3,403 191,070 SH SOLE 191,070 3402956.7 AMAZON.COM COM 023135106 887 9,500 SH SOLE 9,500 886920 AMERICA MOVIL ADR COM 02364W105 26 600 SH SOLE 600 26298 AMERICAN ELECTRIC POWER COM 025537101 341 11,000 SH SOLE 11,000 340890 AMERICAN EXPRESS COM 025816109 495 14,600 SH SOLE 14,600 494940 AMERICAN ORIENTAL BIOENGINEERING COM 028731107 5 1,000 SH SOLE 1,000 4860 AMERICAN TOWER CORP-CL A COM 029912201 189 5,200 SH SOLE 5,200 189280 AMERISOURCEBERGEN CORP COM 03073E105 177 7,900 SH SOLE 7,900 176802 AMGEN COM 031162100 2,730 45,325 SH SOLE 45,325 2729924.75 AMPHENOL COM 032095101 2,185 58,000 SH SOLE 58,000 2185440 ANADARKO PETROLEUM CORP COM 032511107 3,199 51,000 SH SOLE 51,000 3199230 ANNALY MORTGAGE MANAGEMENT COM 035710409 156 8,600 SH SOLE 8,600 156004 APACHE COM 037411105 533 5,800 SH SOLE 5,800 532614 APOLLO GROUP COM 037604105 243 3,300 SH SOLE 3,300 243111 APPLE COM 037833100 9,694 52,300 SH SOLE 52,300 9693805 APPLIED MATERIALS COM 038222105 397 29,700 SH SOLE 29,700 397386 ARCHER DANIELS COM 039483102 169 5,800 SH SOLE 5,800 169476 ARVINMERITOR INC COM 043353101 8 1,000 SH SOLE 1,000 7820 AT&T COM 00206R102 4,359 161,380 SH SOLE 161,380 4358873.8 AUTOMATIC DATA PROCESSING COM 053015103 173 4,400 SH SOLE 4,400 172920 AVON PRODUCTS COM 054303102 156 4,600 SH SOLE 4,600 156216 BAKER HUGHES COM 057224107 162 3,800 SH SOLE 3,800 162108 BANK OF AMERICA COM 060505104 1,673 98,900 SH SOLE 98,900 1673388 BANK OF NY MELLON COM 064058100 406 14,000 SH SOLE 14,000 405860 BARRICK GOLD COM 067901108 1,263 33,320 SH SOLE 33,320 1262828 BAXTER INTL COM 071813109 291 5,100 SH SOLE 5,100 290751 BB&T CORP COM 054937107 155 5,700 SH SOLE 5,700 155268 BE AEROSPACE INC COM 073302101 3,561 176,800 SH SOLE 176,800 3560752 BECTON DICKINSON COM 075887109 114 1,635 SH SOLE 1,635 114041.25 BERKSHIRE HATHAWAY COM 084670108 202 2 SH SOLE 2 202000 BERKSHIRE HATHAWAY INC-CL B COM 084670207 399 120 SH SOLE 120 398760 BEST BUY COM 086516101 732 19,500 SH SOLE 19,500 731640 BJ'S WHOLESALE CLUB INC COM 05548J106 199 5,500 SH SOLE 5,500 199210 BLACKROCK INC COM 09247X101 2,168 10,000 SH SOLE 10,000 2168200 BLACKROCK INCOME TRUST COM 09247F100 192 28,900 SH SOLE 28,900 191607 BOEING COM 097023105 330 6,100 SH SOLE 6,100 330315 BOSTON SCIENTIFIC COM 101137107 152 14,400 SH SOLE 14,400 152496 BP ADR COM 055622104 24 459 SH SOLE 459 24432.57 BRISTOL-MYERS SQUIBB COM 110122108 205 9,100 SH SOLE 9,100 204932 BROADCOM COM 111320107 175 5,700 SH SOLE 5,700 174933 BURLINGTON NORTHERN SFE COM 12189T104 455 5,700 SH SOLE 5,700 455031 CAMERON INTL COM 13342B105 11 300 SH SOLE 300 11346 CAPITAL ONE FINL COM 14040H105 210 5,869 SH SOLE 5,869 209699.37 CARDINAL HEALTH COM 14149Y108 279 10,400 SH SOLE 10,400 278720 CAREFUSION CORP COM 14170T101 63 2,900 SH SOLE 2,900 63220 CARMAX INC COM 143130102 1,317 63,000 SH SOLE 63,000 1316700 CARNIVAL COM 143658300 163 4,900 SH SOLE 4,900 163072 CATERPILLAR COM 149123101 3,603 70,200 SH SOLE 70,200 3603366 CELGENE COM 151020104 3,986 71,300 SH SOLE 71,300 3985670 CENTURYTEL, INC COM 156700106 349 10,400 SH SOLE 10,400 349440 CHARLES SCHWAB COM 808513105 242 12,633 SH SOLE 12,633 241921.95 CHESAPEAKE ENERGY CORP COM 165167107 165 5,800 SH SOLE 5,800 164720 CHEVRON COM 166764100 1,891 26,850 SH SOLE 26,850 1891045.5 CHICAGO MERCANTILE EXCHANGE COM 12572Q105 401 1,300 SH SOLE 1,300 400647 CHUBB COM 171232101 353 7,000 SH SOLE 7,000 352870 CIGNA COM 125509109 2,809 100,000 SH SOLE 100,000 2809000 CISCO SYSTEMS COM 17275R102 6,457 274,320 SH SOLE 274,320 6457492.8 CITIGROUP COM 172967101 305 63,075 SH SOLE 63,075 305283 CITRIX SYSTEMS COM 177376100 141 3,600 SH SOLE 3,600 141228 CITY NATIONAL CORP COM 178566105 12 300 SH SOLE 300 11679 COACH COM 189754104 2,380 72,300 SH SOLE 72,300 2380116 COCA-COLA COM 191216100 6,240 116,200 SH SOLE 116,200 6239940 COGNIZANT TECH SOLUTIONS COM 192446102 4,744 122,700 SH SOLE 122,700 4743582 COLGATE-PALMOLIVE COM 194162103 290 3,800 SH SOLE 3,800 289864 COMCAST CORP-SPECIAL CL COM 20030N200 153 9,500 SH SOLE 9,500 152760 COMCAST-A COM 20030N101 621 36,800 SH SOLE 36,800 621184 COMPASS MINERALS INTERNATIONAL COM 20451N101 18 300 SH SOLE 300 18486 COMPUTER SCIENCES COM 205363104 21 400 SH SOLE 400 21084 CONAGRA COM 205887102 150 6,900 SH SOLE 6,900 149592 CONOCOPHILLIPS COM 20825C104 966 21,400 SH SOLE 21,400 966424 CONSUMER DISCRETIONARY SELECT COM 81369Y407 659 24,000 SH SOLE 24,000 659280 CORNING COM 219350105 2,208 144,200 SH SOLE 144,200 2207702 COSTCO WHOLESALE COM 22160K105 248 4,400 SH SOLE 4,400 248072 CSX COM 126408103 331 7,900 SH SOLE 7,900 330694 CUMMINS INC COM 231021106 2,066 46,100 SH SOLE 46,100 2065741 CVS/CAREMARK COM 126650100 1,065 29,800 SH SOLE 29,800 1065052 DANAHER COM 235851102 2,589 38,455 SH SOLE 38,455 2588790.6 DAVITA COM 23918K108 136 2,400 SH SOLE 2,400 135936 DEERE & COMPANY COM 244199105 391 9,100 SH SOLE 9,100 390572 DELL COM 24702R101 232 15,200 SH SOLE 15,200 231952 DEVON ENERGY COM 25179M103 545 8,100 SH SOLE 8,100 545373 DOLLAR TREE INC COM 256746108 5,166 106,130 SH SOLE 106,130 5166408.4 DOMINION RESOURCES COM 25746U109 400 11,600 SH SOLE 11,600 400200 DOW CHEMICAL COM 260543103 498 19,100 SH SOLE 19,100 497937 DR PEPPER SNAPPLE GROUP-W/I COM 26138E109 187 6,500 SH SOLE 6,500 186875 DST SYSTEMS INCORPORATED COM 233326107 2,052 45,800 SH SOLE 45,800 2051840 DUKE ENERGY COM 26441C105 340 21,600 SH SOLE 21,600 339984 DUPONT COM 263534109 440 13,700 SH SOLE 13,700 440318 EATON COM 278058102 136 2,400 SH SOLE 2,400 135816 EBAY COM 278642103 3,096 131,200 SH SOLE 131,200 3096320 ECOLAB COM 278865100 42 900 SH SOLE 900 41607 EDISON INTL COM 281020107 141 4,200 SH SOLE 4,200 141036 ELECTRONIC ARTS COM 285512109 109 5,700 SH SOLE 5,700 108585 ELI LILLY COM 532457108 443 13,400 SH SOLE 13,400 442602 EMC COM 268648102 600 35,200 SH SOLE 35,200 599808 EMERSON ELECTRIC COM 291011104 293 7,300 SH SOLE 7,300 292584 ENTERGY COM 29364G103 375 4,700 SH SOLE 4,700 375342 EOG RESOURCES COM 26875P101 409 4,900 SH SOLE 4,900 409199 EXELON COM 30161N101 536 10,800 SH SOLE 10,800 535896 EXPRESS SCRIPTS COM 302182100 4,267 55,000 SH SOLE 55,000 4266900 EXXON MOBIL COM 30231G102 7,243 105,566 SH SOLE 105,566 7242883.26 FAMILY DOLLAR STORES INC COM 307000109 98 3,700 SH SOLE 3,700 97680 FEDEX COM 31428X106 3,558 47,300 SH SOLE 47,300 3557906 FIRST SOLAR INC COM 336433107 153 1,000 SH SOLE 1,000 152860 FIRSTENERGY COM 337932107 352 7,700 SH SOLE 7,700 352044 FLUOR CORP COM 343412102 289 5,685 SH SOLE 5,685 289082.25 FORD MOTOR COM 345370860 197 27,300 SH SOLE 27,300 196833 FPL GROUP COM 302571104 398 7,200 SH SOLE 7,200 397656 FRANKLIN RESOURCES COM 354613101 171 1,700 SH SOLE 1,700 171020 FREEPORT-MCM COPPER & GOLD COM 35671D857 247 3,600 SH SOLE 3,600 246996 GENERAL DYNAMICS CORP COM 369550108 420 6,500 SH SOLE 6,500 419900 GENERAL ELECTRIC COM 369604103 2,241 136,502 SH SOLE 136,502 2241362.84 GENERAL MILLS COM 370334104 3,515 54,600 SH SOLE 54,600 3515148 GENZYME COM 372917104 176 3,100 SH SOLE 3,100 175863 GILEAD SCIENCES COM 375558103 3,992 85,850 SH SOLE 85,850 3992025 GLAXOSMITHKLINE ADR COM 37733W105 12 300 SH SOLE 300 11853 GOLDMAN SACHS GROUP COM 38141G104 2,950 16,000 SH SOLE 16,000 2949600 GOOGLE COM 38259P508 8,722 17,590 SH SOLE 17,590 8722001.5 HALLIBURTON COM 406216101 434 16,000 SH SOLE 16,000 433920 HESS CORP COM 42809H107 353 6,600 SH SOLE 6,600 352836 HEWLETT-PACKARD COM 428236103 5,956 126,150 SH SOLE 126,150 5955541.5 HJ HEINZ COM 423074103 171 4,300 SH SOLE 4,300 170925 HOME DEPOT COM 437076102 562 21,100 SH SOLE 21,100 562104 HONEYWELL INTL COM 438516106 230 6,200 SH SOLE 6,200 230330 ILLINOIS TOOL WORKS COM 452308109 419 9,800 SH SOLE 9,800 418558 INGRAM MICRO INC COM 457153104 167 9,900 SH SOLE 9,900 166815 INTEL COM 458140100 3,198 163,400 SH SOLE 163,400 3197738 INTL BUSINESS MACHINES COM 459200101 7,731 64,635 SH SOLE 64,635 7730992.35 INTUIT COM 461202103 143 5,000 SH SOLE 5,000 142500 INTUITIVE SURGICAL COM 46120E602 131 500 SH SOLE 500 131125 ISHARES DJ U.S. REAL ESTATE COM 464287739 4,220 98,900 SH SOLE 98,900 4220063 ISHARES LEHMAN 1-3 YEAR CREDIT COM 464288646 158 1,510 SH SOLE 1,510 157598.7 ISHARES LEHMAN AGG BOND COM 464287226 11,985 114,229 SH SOLE 114,229 11984906.68 ISHARES LEHMAN INT CREDIT BOND COM 464288638 2,949 28,494 SH SOLE 28,494 2949129 ISHARES MSCI EAFE INDEX COM 464287465 98 1,800 SH SOLE 1,800 98424 ISHARES MSCI EMERGING MARKETS COM 464287234 35,735 918,400 SH SOLE 918,400 35734944 ISHARES MSCI GERMANY INDEX COM 464286806 155 7,000 SH SOLE 7,000 155330 ISHARES MSCI HONG KONG I COM 464286871 96 6,200 SH SOLE 6,200 96224 ISHARES MSCI JAPAN COM 464286848 14,529 1,461,700 SH SOLE 1,461,700 14529298 ISHARES MSCI SINGAPORE COM 464286673 2,468 229,600 SH SOLE 229,600 2468200 ISHARES MSCI SPAIN INDEX COM 464286764 375 7,500 SH SOLE 7,500 375225 ISHARES MSCI SWEDEN INDEX COM 464286756 6,492 280,200 SH SOLE 280,200 6492234 ISHARES MSCI SWITZERLAND COM 464286749 4,096 188,600 SH SOLE 188,600 4096392 ISHARES RUSSELL 1000 GROWTH COM 464287614 584 12,600 SH SOLE 12,600 583506 ISHARES RUSSELL 1000 VALUE COM 464287598 4,245 76,500 SH SOLE 76,500 4244985 ISHARES RUSSELL 2000 COM 464287655 14,668 243,500 SH SOLE 243,500 14668440 ISHARES S&P 500 INDEX FUND COM 464287200 201 1,900 SH SOLE 1,900 201419 ITT COM 450911102 188 3,600 SH SOLE 3,600 187740 JACOBS ENGINEERING COM 469814107 32 700 SH SOLE 700 32165 JOHNSON & JOHNSON COM 478160104 5,246 86,160 SH SOLE 86,160 5246282.4 JOHNSON CONTROLS COM 478366107 156 6,100 SH SOLE 6,100 155916 JPMORGAN CHASE & CO COM 46625H100 4,094 93,417 SH SOLE 93,417 4093532.94 JUNIPER NETWORKS COM 48203R104 189 7,000 SH SOLE 7,000 189140 KIMBERLY-CLARK COM 494368103 183 3,100 SH SOLE 3,100 182838 KOHLS CORP COM 500255104 707 12,400 SH SOLE 12,400 707420 KRAFT FOODS COM 50075N104 692 26,355 SH SOLE 26,355 692345.85 KRISPY KREME DOUGHNUTS COM 501014112 0 4 SH SOLE 4 0.24 KROGER COM 501044101 180 8,700 SH SOLE 8,700 179568 L-3 COMMUNICATIONS TITAN COM 502424104 369 4,600 SH SOLE 4,600 369472 LABORATORY CORP OF AMERICA COM 50540R409 20 300 SH SOLE 300 19710 LANDSTAR SYSTEM INC COM 515098101 19 500 SH SOLE 500 19030 LEGGETT & PLATT INC COM 524660107 2,636 135,900 SH SOLE 135,900 2636460 LIBERTY MEDIA CORP-ENT SER A COM 53071M500 373 12,000 SH SOLE 12,000 373320 LIFE TECHNOLOGIES CORP COM 53217V109 28 600 SH SOLE 600 27930 LOCKHEED MARTIN COM 539830109 273 3,500 SH SOLE 3,500 273280 LOEWS COM 540424108 134 3,900 SH SOLE 3,900 133575 LORILLARD INC COM 544147101 104 1,400 SH SOLE 1,400 104020 LOWE'S COMPANIES COM 548661107 448 21,400 SH SOLE 21,400 448116 MARATHON OIL COM 565849106 440 13,800 SH SOLE 13,800 440220 MARRIOTT INTL COM 571903202 149 5,400 SH SOLE 5,400 148986 MASTERCARD COM 57636Q104 182 900 SH SOLE 900 181935 MATERIALS SELECT SECTOR SPDR COM 81369Y100 18,914 611,300 SH SOLE 611,300 18913622 MCDONALD'S COM 580135101 519 9,090 SH SOLE 9,090 518766.3 MCKESSON CORP COM 58155Q103 405 6,800 SH SOLE 6,800 404940 MEAD JOHNSON NUTRITION CO-A COM 582839106 3,446 76,400 SH SOLE 76,400 3446404 MEDCO HEALTH SOLUTIONS COM 58405U102 227 4,100 SH SOLE 4,100 226771 MEDNAX INC COM 58502B106 4,339 79,000 SH SOLE 79,000 4338680 MEDTRONIC COM 585055106 3,238 88,000 SH SOLE 88,000 3238400 MERCK & CO COM 589331107 816 25,800 SH SOLE 25,800 816054 METLIFE COM 59156R108 445 11,700 SH SOLE 11,700 445419 MFS CHARTER INCOME TRUST COM 552727109 85 9,400 SH SOLE 9,400 84600 MFS GOVT MARKETS INC TRUST COM 552939100 95 12,433 SH SOLE 12,433 94988.12 MFS INTERMEDIATE INC TRUST COM 55273C107 137 20,000 SH SOLE 20,000 137200 MFS MULTIMARKET INC TRUST COM 552737108 127 20,000 SH SOLE 20,000 126600 MICHAEL BAKER CORP COM 057149106 7 200 SH SOLE 200 7268 MICROSOFT COM 594918104 11,171 434,350 SH SOLE 434,350 11171482 MOLSON COORS BREWING CO COM 60871R209 180 3,700 SH SOLE 3,700 180116 MONSANTO COM 61166W101 2,367 30,580 SH SOLE 30,580 2366892 MORGAN STANLEY COM 617446448 562 18,200 SH SOLE 18,200 562016 MOTOROLA COM 620076109 414 48,200 SH SOLE 48,200 414038 MSCI INC-A COM 55354G100 2,728 92,100 SH SOLE 92,100 2728002 NATL OILWELL VARCO COM 637071101 362 8,400 SH SOLE 8,400 362292 NETFLIX INC COM 64110L106 14 300 SH SOLE 300 13851 NETWORK APPLIANCE COM 64110D104 2,796 104,800 SH SOLE 104,800 2796064 NEWMONT MINING COM 651639106 198 4,500 SH SOLE 4,500 198090 NEWS-CL A COM 65248E104 435 36,400 SH SOLE 36,400 435344 NIKE INC-B COM 654106103 1,009 15,600 SH SOLE 15,600 1009320 NOBLE ENERGY INC COM 655044105 145 2,200 SH SOLE 2,200 145112 NORFOLK SOUTHERN COM 655844108 310 7,200 SH SOLE 7,200 310392 NORTEL NETWORKS CORP COM 656568508 0 1,258 SH SOLE 1,258 109.45 NORTHERN TRUST CORP COM 665859104 128 2,200 SH SOLE 2,200 127952 NORTHROP GRUMMAN COM 666807102 357 6,900 SH SOLE 6,900 357075 NOVARTIS AG-ADR COM 66987V109 20 400 SH SOLE 400 20152 NUCOR COM 670346105 414 8,800 SH SOLE 8,800 413688 NVIDIA COM 67066G104 141 9,400 SH SOLE 9,400 141282 OCCIDENTAL PETROLEUM COM 674599105 4,272 54,485 SH SOLE 54,485 4271624 OIL SERVICE HOLDERS TRUST COM 678002106 29 250 SH SOLE 250 29357.5 OMNICOM GROUP COM 681919106 151 4,100 SH SOLE 4,100 151454 ORACLE COM 68389X105 3,801 182,400 SH SOLE 182,400 3801216 OWENS-ILLINOIS COM 690768403 2,077 56,300 SH SOLE 56,300 2077470 PACCAR COM 693718108 166 4,400 SH SOLE 4,400 165924 PAYCHEX COM 704326107 160 5,500 SH SOLE 5,500 159775 PEOPLE'S UNITED FINANCIAL COM 712704105 107 6,900 SH SOLE 6,900 107364 PEPSICO COM 713448108 692 11,800 SH SOLE 11,800 692188 PETROLEO BRASILEIRO SA COM 71654V408 1,712 37,300 SH SOLE 37,300 1712070 PFIZER COM 717081103 1,558 94,145 SH SOLE 94,145 1558099.75 PHILIP MORRIS INTERNATIONAL COM 718172109 8,627 177,000 SH SOLE 177,000 8626980 PNC FINANCIAL SERVICES GROUP COM 693475105 170 3,500 SH SOLE 3,500 170065 POLO RALPH LAUREN COM 731572103 421 5,500 SH SOLE 5,500 421410 POWERSHARES QQQ COM 73935A104 38,029 900,100 SH SOLE 900,100 38029225 PPG INDUSTRIES COM 693506107 338 5,800 SH SOLE 5,800 337618 PPL COM 69351T106 158 5,200 SH SOLE 5,200 157768 PRAXAIR COM 74005P104 229 2,800 SH SOLE 2,800 228732 PRECISION CASTPARTS COM 740189105 224 2,200 SH SOLE 2,200 224114 PRICELINE.COM COM 741503403 3,068 18,500 SH SOLE 18,500 3067670 PRINCIPAL FINL GROUP COM 74251V102 96 3,500 SH SOLE 3,500 95865 PROCTER & GAMBLE COM 742718109 1,703 29,395 SH SOLE 29,395 1702558.4 PRUDENTIAL FINL COM 744320102 190 3,800 SH SOLE 3,800 189658 PUBLIC SERVICE ENTERPRISE GROUP COM 744573106 343 10,900 SH SOLE 10,900 342696 PUBLIC STORAGE COM 74460D109 150 2,000 SH SOLE 2,000 150480 PUTMAN MASTER INTER INCOME TRUST COM 746909100 82 13,690 SH SOLE 13,690 82003.1 PUTNAM PREMIER INCOME TRUST COM 746853100 79 13,464 SH SOLE 13,464 78764.4 QUALCOMM COM 747525103 2,721 60,500 SH SOLE 60,500 2721290 QUICKSILVER RESOURCES INC COM 74837R104 14 1,000 SH SOLE 1,000 14190 RAYTHEON COMPANY COM 755111507 177 3,700 SH SOLE 3,700 177489 REPUBLIC SERVICES INC-CL A COM 760759100 138 5,200 SH SOLE 5,200 138164 ROSS STORES INC COM 778296103 4,777 100,000 SH SOLE 100,000 4777000 S&P 400 DEPOSITARY RECEIPTS COM 595635103 50 400 SH SOLE 400 50108 S&P DEPOSITARY RECEIPTS COM 78462F103 9,651 91,400 SH SOLE 91,400 9650926 SAFEWAY INC COM 786514208 166 8,400 SH SOLE 8,400 165648 SAIC INC COM 78390X101 265 15,100 SH SOLE 15,100 264854 SCHERING-PLOUGH COM 806605101 350 12,400 SH SOLE 12,400 350300 SCHLUMBERGER COM 806857108 5,132 86,115 SH SOLE 86,115 5132454 SEMPRA ENERGY COM 816851109 15 300 SH SOLE 300 14943 SIMON PROPERTY GROUP COM 828806109 189 2,727 SH SOLE 2,727 189331.51 SOUTHERN COMPANY COM 842587107 317 10,000 SH SOLE 10,000 316700 SOUTHWESTERN ENERGY COMPANY COM 845467109 175 4,100 SH SOLE 4,100 174988 SPDR BARCLAYS CAPTIAL SHORT COM 78464A425 806 33,500 SH SOLE 33,500 806010 SPECTRA ENERGY COM 847560109 134 7,100 SH SOLE 7,100 134474 SPRINT NEXTEL COM 852061100 244 61,800 SH SOLE 61,800 244110 ST JUDE MEDICAL INC COM 790849103 152 3,900 SH SOLE 3,900 152139 STAPLES INC COM 855030102 167 7,200 SH SOLE 7,200 167184 STARBUCKS COM 855244109 167 8,100 SH SOLE 8,100 167265 STATE STREET COM 857477103 216 4,100 SH SOLE 4,100 215660 STERICYCLE COM 858912108 58 1,200 SH SOLE 1,200 58128 STRYKER COM 863667101 150 3,300 SH SOLE 3,300 149919 SUNOCO INC COM 86764P109 205 7,200 SH SOLE 7,200 204840 SYMANTEC COM 871503108 171 10,400 SH SOLE 10,400 171288 SYSCO COM 871829107 162 6,500 SH SOLE 6,500 161525 T ROWE PRICE GROUP COM 74144T108 142 3,100 SH SOLE 3,100 141670 T.J.X. COMPANIES, INC COM 872540109 635 17,100 SH SOLE 17,100 635265 TARGET COM 87612E106 275 5,900 SH SOLE 5,900 275412 TEXAS INSTRUMENTS COM 882508104 268 11,300 SH SOLE 11,300 267697 THE DIRECTV GROUP, INC COM 25459L106 177 6,400 SH SOLE 6,400 176512 THE MOSAIC CO COM 61945A107 14 300 SH SOLE 300 14421 THE TRAVELERS COS COM 89417E109 428 8,700 SH SOLE 8,700 428301 THERMO FISHER SCIENTIFIC COM 883556102 3,393 77,700 SH SOLE 77,700 3393159 TIME WARNER COM 887317303 573 19,900 SH SOLE 19,900 572722 TIME WARNER CABLE COM 88732J207 155 3,600 SH SOLE 3,600 155124 U.S. BANCORP COM 902973304 577 26,400 SH SOLE 26,400 577104 UNIGENE LABORATORIES INC COM 904753100 3 2,000 SH SOLE 2,000 2500 UNION PACIFIC COM 907818108 391 6,700 SH SOLE 6,700 390945 UNITED PARCEL SERVICE COM 911312106 305 5,400 SH SOLE 5,400 304938 UNITED STATES STEEL COM 912909108 1,886 42,500 SH SOLE 42,500 1885725 UNITED TECHNOLOGIES COM 913017109 396 6,500 SH SOLE 6,500 396045 UNITEDHEALTH GROUP COM 91324P102 491 19,600 SH SOLE 19,600 490784 URBAN OUTFITTERS INC COM 917047102 688 22,800 SH SOLE 22,800 687876 VALERO ENERGY COM 91913Y100 382 19,700 SH SOLE 19,700 381983 VERIZON COMMUNICATIONS COM 92343V104 1,014 33,500 SH SOLE 33,500 1014045 VIACOM CL B (NEW) COM 92553P201 163 5,800 SH SOLE 5,800 162632 VISA INC-CL A SRS COM 92826C839 2,336 33,800 SH SOLE 33,800 2335918 VORNADO REALTY TRUST COM 929042109 136 2,114 SH SOLE 2,114 136177.62 WA/CLAY US INFL-LKD OPP&INC COM 95766R104 233 19,600 SH SOLE 19,600 233044 WA/CLAY US INFL-LKD SEC&INC COM 95766Q106 350 29,100 SH SOLE 29,100 350364 WALGREENS COM 931422109 307 8,200 SH SOLE 8,200 307254 WAL-MART STORES COM 931142103 4,055 82,595 SH SOLE 82,595 4054588.55 WALT DISNEY CO COM 254687106 1,367 49,785 SH SOLE 49,785 1367096.1 WATSON PHARMACEUTICALS INC COM 942683103 2,099 57,300 SH SOLE 57,300 2099472 WELLPOINT COM 94973V107 407 8,600 SH SOLE 8,600 407296 WELLS FARGO COM 949746101 1,463 51,900 SH SOLE 51,900 1462542 WESTERN UNION CO COM 959802109 153 8,100 SH SOLE 8,100 153252 WILLIAMS-SONOMA INC COM 969904101 2,211 109,300 SH SOLE 109,300 2211139 WISCONSIN ENERGY CORP COM 976657106 95 2,100 SH SOLE 2,100 94857 WW GRAINGER INC COM 384802104 161 1,800 SH SOLE 1,800 160848 WYETH COM 983024100 753 15,500 SH SOLE 15,500 752990 WYNN RESORTS COM 983134107 1,609 22,700 SH SOLE 22,700 1609203 XCEL ENERGY COM 98389B100 4 200 SH SOLE 200 3848 XILINX COM 983919101 164 7,000 SH SOLE 7,000 163940 XTO ENERGY COM 98385X106 426 10,300 SH SOLE 10,300 425596 YAHOO COM 984332106 249 14,000 SH SOLE 14,000 249340 YUM! BRANDS INC COM 988498101 192 5,700 SH SOLE 5,700 192432 ZIMMER HOLDINGS INC COM 98956P102 342 6,400 SH SOLE 6,400 342080
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