13F-HR 1 letterjapan13f0607.txt COVER SHEET UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2007 ---------------------------------------------- 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: DLIBJ Asset Management Co., Ltd. Address: New Tokyo Bldg, 7th Floor 3-1 Marunouchi 3-chome, Chiyoda-ku Tokyo Japan 100-0005 Form 13F File Number: 28-7332 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: ---------------------------------------------------------- Name: Masami Ueda Title: Executive Vice-President Phone: 81-3-3216-0139 Signature, Place, and Date of Signing: /s/ Masami Ueda Chiyoda-ku, Tokyo Japan August 2, 2007 ----------------- ----------------------- ----------------- [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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 1,752 Items Form 13F Information Table Value Total: $3,036,000 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. 13F File Number Name --- --------------- ---- 1 28-4697 DLIBJ Asset Management U.S.A., Inc. 2 28-5881 DLIBJ Asset Management International Ltd. FORM 13F INFORMATION TABLE
Item 1 Item 2 Item 3 Item 4 Item 5 Item 6 Item 7 Item 8 ======== ======== ======= ========= ======= ======== ========== ======= TITLE OF MKT VALUE SHRS OR OTHER INVESTMENT VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRN AMT MANAGERS DISCRETION Sole Shared None ================================== ======== ======== ========= ======= ======== ========== ==== ====== ==== 3M COMPANY Com 88579Y1013177 36600 SH Sole 36600 - - A D C TELECOMMUNICATN COM NEW Com 00088630911310 617000 SH Sole 617000 - - ABBOTT LABS COM Com 0028241003599 67200 SH Sole 67200 - - ACA CAPITAL HLDGS INC COM Com 000833103123 10300 SH Sole 10300 - - ACCENTURE LTD BERMUDA CL A Com G1150G1114075 95000 SH Sole 95000 - - ADVANCED MICRO DEVICES Com 007903107144 10090 SH Sole 10090 - - AETNA INC COM Com 00817Y1089905 200500 SH Sole 200500 - - AFLAC INC COM Com 001055102231 4490 SH Sole 4490 - - AGCO CORP COM Com 0010841026620 152500 SH Sole 152500 - - AGILENT TECHNOLOGIES COM Com 00846U1014409 114700 SH Sole 114700 - - AGNICO EAGLE MINES LTD COM Com 008474108223 6120 SH Sole 6120 - - AKAMAI TECHNOLOGIES COM Com 00971T1014635 95300 SH Sole 95300 - - ALLEGHENY TECHNOLOGIES COM Com 01741R102500 4770 SH Sole 4770 - - ALLIED CAP CORP NEW COM Com 01903Q108160 5180 SH Sole 5180 - - ALLSTATE CORP Com 020002101123 2000 SH Sole 2000 - - ALLTEL CORP COM Com 0200391031905 28200 SH Sole 28200 - - ALON USA ENERGY INC COM Com 0205201027319 166300 SH Sole 166300 - - ALTRIA GROUP INC Com 02209S10316641 237260 SH Sole 237260 - - AMEREN CORP COM Com 023608102180 3680 SH Sole 3680 - - AMERICAN EXPRESS CO COM Com 02581610912993 212370 SH Sole 212370 - - AMERICAN INTL GROUP COM Com 02687410728146 401910 SH Sole 401910 - - AMERICAN STD COS INC COM Com 0297121068641 146500 SH Sole 146500 - - AMERICREDIT CORP Com 03060R1018799 331400 SH Sole 331400 - - AMERISOURCEBERGEN CORP COM Com 03073E1058034 162400 SH Sole 162400 - - AMGEN INC COM Com 0311621006184 111840 SH Sole 111840 - - AMKOR TECHNOLOGY INC COM Com 03165210012765 810500 SH Sole 810500 - - ANADARKO PETE CORP COM Com 0325111076176 118800 SH Sole 118800 - - ANHEUSER BUSCH COS INC COM Com 0352291033714 71200 SH Sole 71200 - - APPLE COMPUTER INC COM Com 0378331001273 10430 SH Sole 10430 - - ARRIS GROUP INC COM Com 04269Q1004679 266000 SH Sole 266000 - - ASHFORD HOSPITALITY TR COM SHS Com 044103109141 12000 SH Sole 12000 - - AT&T INC COM Com 00206R10238537 928610 SH Sole 928610 - - AVNET INC COM Com 05380710311044 278600 SH Sole 278600 - - BANK NEW YORK INC COM Com 0640571022532 61100 SH Sole 61100 - - BANK OF AMERICA CORP NEW COM Com 06050510424126 493470 SH Sole 493470 - - BECTON DICKINSON & CO COM Com 0758871094597 61700 SH Sole 61700 - - BERKSHIRE HATHAWAY INC CL A Com 0846701089743 89 SH Sole 89 - - BEST BUY INC COM Com 0865161014480 96000 SH Sole 96000 - - BOEING CO Com 097023105453 4710 SH Sole 4710 - - BRISTOL MYERS SQUIBB COM Com 110122108360 11420 SH Sole 11420 - - CAMBREX CORP COM Com 132011107153 11500 SH Sole 11500 - - CARDINAL HEALTH INC COM Com 14149Y10810066 142500 SH Sole 142500 - - CATERPILLAR INC DEL Com 1491231014312 55070 SH Sole 55070 - - CB RICHARD ELLIS GROUP CL A Com 12497T1012854 78200 SH Sole 78200 - - CENTENE CORP DEL COM Com 15135B101287 13400 SH Sole 13400 - - CHESAPEAKE ENERGY CORP Com 165167107223 6440 SH Sole 6440 - - CHEVRON CORP Com 1667641003007 35690 SH Sole 35690 - - CIGNA CORP COM Com 12550910914966 286600 SH Sole 286600 - - CISCO SYS INC COM Com 17275R10216114 578610 SH Sole 578610 - - CITADEL BROADCASTING COM Com 17285T106181 28075.849 SH Sole 28075.849 - - CITIGROUP INC COM Com 17296710127856 543100 SH Sole 543100 - - CNET NETWORKS INC COM Com 12613R104109 13300 SH Sole 13300 - - COCA COLA CO COM Com 191216100524 10010 SH Sole 10010 - - COCA COLA ENTERPRISES COM Com 19121910416846 701900 SH Sole 701900 - - COMCAST CORP CL A Com 20030N10116681 593220 SH Sole 593220 - - COMMSCOPE INC COM Com 2033721073927 67300 SH Sole 67300 - - CONOCOPHILLIPS COM Com 20825C104237 3020 SH Sole 3020 - - COOPER TIRE & RUBR CO COM Com 2168311078101 293300 SH Sole 293300 - - CORE LABORATORIES N V COM Com N22717107382 3760 SH Sole 3760 - - CORNING INC COM Com 2193501057698 301300 SH Sole 301300 - - CSX CORP COM Com 126408103213 4730 SH Sole 4730 - - CUBIST PHARMACEUTICALS COM Com 2296781077780 394700 SH Sole 394700 - - CVS CAREMARK CORP COM Com 1266501005406 148300 SH Sole 148300 - - DELL INC COM Com 24702R101355 12430 SH Sole 12430 - - DELUXE CORP COM Com 24801910113645 336000 SH Sole 336000 - - DEVON ENERGY CORP Com 25179M1038 100 SH Sole 100 - - DISNEY WALT CO COM Com 25468710612861 376720 SH Sole 376720 - - DOMINION RES VA NEW COM Com 25746U1095938 68800 SH Sole 68800 - - DOW CHEM CO Com 2605431033706 83800 SH Sole 83800 - - DU PONT E I DE NEMOURS COM Com 2635341097509 147700 SH Sole 147700 - - ECLIPSYS CORP COM Com 27885610995 4800 SH Sole 4800 - - ELECTRONIC DATA SYS NW COM Com 2856611049958 359100 SH Sole 359100 - - EMCOR GROUP INC COM Com 29084Q1004119 56500 SH Sole 56500 - - ENERGEN CORP COM Com 29265N1083230 58800 SH Sole 58800 - - ENTERGY CORP NEW COM Com 29364G1034691 43700 SH Sole 43700 - - EXELON CORP COM Com 30161N1017790 107300 SH Sole 107300 - - EXXON MOBIL CORP COM Com 30231G10253853 642020 SH Sole 642020 - - FEDERAL NATL MTG ASSN COM Com 313586109365 5580 SH Sole 5580 - - FEDEX CORP Com 31428X106721 6500 SH Sole 6500 - - FIRST AMERN FINL CORP Com 31852230710939 221000 SH Sole 221000 - - FIRST DATA CORP COM Com 3199631041911 58500 SH Sole 58500 - - FIRSTENERGY CORP COM Com 3379321074622 71400 SH Sole 71400 - - FORD MTR CO NEW Com 34537086010 1100 SH Sole 1100 - - FOREST LABS INC CL A Com 34583810655 1200 SH Sole 1200 - - FREEPORT-MCMORAN COP&GOLD INC. Com 35671D8577931 95760 SH Sole 95760 - - FRONTIER OIL CORP COM Com 35914P10511017 251700 SH Sole 251700 - - GARDNER DENVER INC COM Com 36555810512374 290800 SH Sole 290800 - - GENERAL ELEC CO Com 36960410351340 1341180 SH Sole 1341180 - - GOLDMAN SACHS GROUP COM Com 38141G1048351 38530 SH Sole 38530 - - GOOGLE INC CL A Com 38259P50820051 38360 SH Sole 38360 - - GRAINGER W W INC COM Com 384802104171 1840 SH Sole 1840 - - HALLIBURTON CO COM Com 4062161012610 75647 SH Sole 75647 - - HARTFORD FINL SVCS GRO Com 4165151043546 36000 SH Sole 36000 - - HEALTHEXTRAS INC COM Com 4222111021872 63300 SH Sole 63300 - - HESS CORP COM Com 42809H107232 3930 SH Sole 3930 - - HEWLETT PACKARD CO COM Com 42823610323048 516540 SH Sole 516540 - - HOME DEPOT INC COM Com 4370761028341 211960 SH Sole 211960 - - HUMANA INC Com 44485910214935 245200 SH Sole 245200 - - IKON OFFICE SOLUTIONS COM Com 451713101175 11200 SH Sole 11200 - - INGERSOLL-RAND CO COM Com G4776G1015 100 SH Sole 100 - - INTEL CORP COM Com 4581401003421 144090 SH Sole 144090 - - INTERNATIONAL BUSINESS MACHINE Com 45920010124095 228930 SH Sole 228930 - - JACOBS ENGR GROUP INC Com 469814107170 2960 SH Sole 2960 - - JDS UNIPHASE CORP COM PAR $0.0 Com 46612J507152 11300 SH Sole 11300 - - JOHNSON & JOHNSON COM Com 47816010426458 429380 SH Sole 429380 - - JPMORGAN CHASE & CO COM Com 46625H10018579 383470 SH Sole 383470 - - KIMBERLY CLARK CORP COM Com 49436810347 700 SH Sole 700 - - KRAFT FOODS INC CL A Com 50075N104332 9420 SH Sole 9420 - - LANDAMERICA FINL GROUP COM Com 51493610310836 112300 SH Sole 112300 - - LEXMARK INTL GROUP INC Com 5297711077295 147950 SH Sole 147950 - - LIBERTY GLOBAL INC COM SER C Com 5305553093172 80700 SH Sole 80700 - - LILLY ELI & CO COM Com 532457108338 6040 SH Sole 6040 - - LOCKHEED MARTIN CORP COM Com 53983010913639 144900 SH Sole 144900 - - LOWES COS INC COM Com 548661107288 9370 SH Sole 9370 - - LYONDELL CHEMICAL Com 5520781076073 163600 SH Sole 163600 - - MARATHON OIL CORP CO Com 565849106262 4370 SH Sole 4370 - - MCDONALDS CORP Com 5801351019546 188070 SH Sole 188070 - - MCKESSON CORP NEW COM Com 58155Q1038845 148300 SH Sole 148300 - - MEDTRONIC INC Com 585055106460 8870 SH Sole 8870 - - MEMC ELECTR MATLS INC Com 55271510413239 216600 SH Sole 216600 - - MENTOR CORP MINN COM Com 587188103122 3000 SH Sole 3000 - - MERCK & CO INC COM Com 5893311074647 93310 SH Sole 93310 - - MERRILL LYNCH & CO INC COM Com 5901881087183 85940 SH Sole 85940 - - METLIFE INC COM Com 59156R108320 4960 SH Sole 4960 - - MICROSOFT CORP COM Com 59491810425537 866550 SH Sole 866550 - - MONSANTO CO NEW COM Com 61166W101339 5020 SH Sole 5020 - - MORGAN STANLEY COM NEW Com 61744644811536 137530 SH Sole 137530 - - MOSAIC CO COM Com 61945A107263 6740 SH Sole 6740 - - NATIONAL OILWELL VARCO COM Com 6370711013586 34400 SH Sole 34400 - - NBTY INC COM Com 6287821046273 145200 SH Sole 145200 - - NETWORK APPLIANCE INC COM Com 64120L1044031 138100 SH Sole 138100 - - NEWS CORP CL A Com 65248E1043049 143750 SH Sole 143750 - - NEXEN INC COM Com 65334h102480 15510 SH Sole 15510 - - NICOR INC COM Com 6540861078601 200400 SH Sole 200400 - - NOVELL INC Com 6700061055605 719500 SH Sole 719500 - - NUCOR CORP COM Com 6703461052721 46400 SH Sole 46400 - - NVIDIA CORP COM Com 67066G1044375 105900 SH Sole 105900 - - NVR INC COM Com 62944T10511420 16800 SH Sole 16800 - - OCCIDENTAL PETE CP DEL COM Com 67459910510083 174200 SH Sole 174200 - - OMNICOM GROUP INC COM Com 68191910611 200 SH Sole 200 - - ORACLE CORP COM Com 68389X105430 21800 SH Sole 21800 - - PATTERSON COMPANIES COM Com 7033951035195 139400 SH Sole 139400 - - PEABODY ENERGY CORP COM Com 704549104227 4700 SH Sole 4700 - - PEPSICO INC COM Com 713448108799 12320 SH Sole 12320 - - PETROHAWK ENERGY CORP COM Com 7164951066436 405800 SH Sole 405800 - - PFIZER INC COM Com 71708110326578 1039410 SH Sole 1039410 - - PG&E CORP COM Com 69331C1083062 67600 SH Sole 67600 - - PHOENIX COS INC NEW COM Com 71902E1093254 216800 SH Sole 216800 - - PILGRIMS PRIDE CORP COM Com 72146710816692 437300 SH Sole 437300 - - PLEXUS CORP Com 7291321008065 350800 SH Sole 350800 - - PNC BK CORP COM Com 6934751059706 135600 SH Sole 135600 - - PRAXAIR INC COM Com 74005P104319 4430 SH Sole 4430 - - PRECISION CASTPARTS CP COM Com 7401891054879 40200 SH Sole 40200 - - PRINCIPAL FINANCIAL GROUP COM Com 74251V10212672 217400 SH Sole 217400 - - PROCTER & GAMBLE CO COM Com 74271810923657 386610 SH Sole 386610 - - PROGRESS ENERGY INC COM Com 7432631055 100 SH Sole 100 - - PRUDENTIAL FINL INC COM Com 744320102373 3840 SH Sole 3840 - - PUBLIC STORAGE COM Com 74460D1092750 35800 SH Sole 35800 - - QLOGIC CORP COM Com 7472771015082 305200 SH Sole 305200 - - QUALCOMM INC COM Com 747525103394 9070 SH Sole 9070 - - QWEST COMMUNICATIONS COM Com 74912110911861 1222800 SH Sole 1222800 - - RADIOSHACK CORP COM Com 75043810346 1390 SH Sole 1390 - - REGIONS FINANCIAL CORP COM Com 7591EP1009334 282000 SH Sole 282000 - - ROCKWELL COLLINS INC COM Com 774341101189 2670 SH Sole 2670 - - SANMINA CORP COM Com 800907107139 44320 SH Sole 44320 - - SARA LEE CORP COM Com 80311110317078 981500 SH Sole 981500 - - SCHLUMBERGER LTD COM Com 80685710815841 186500 SH Sole 186500 - - SEARS HLDGS CORP COM Com 8123501067051 41600 SH Sole 41600 - - SEMPRA ENERGY COM Com 8168511093269 55200 SH Sole 55200 - - SEPRACOR INC COM Com 8173151047937 193500 SH Sole 193500 - - SIMON PPTY GROUP NEW COM Com 8288061096876 73900 SH Sole 73900 - - SIRIUS SATELLITE RADIO COM Com 82966U10339 12860 SH Sole 12860 - - SLM CORP COM Com 78442P1061693 29400 SH Sole 29400 - - SOUTHERN CO COM Com 8425871075315 155000 SH Sole 155000 - - SOUTHERN COPPER CORP COM Com 84265V1053261 34600 SH Sole 34600 - - SOUTHWEST AIRLS CO COM Com 844741108156 10480 SH Sole 10480 - - SPRINT NEXTEL CORP Com 8520611003403 164340 SH Sole 164340 - - STURM RUGER & CO INC COM Com 864159108163 10500 SH Sole 10500 - - SYMANTEC CORP Com 87150310813134 650200 SH Sole 650200 - - TARGET CORP COM Com 87612E1066344 99750 SH Sole 99750 - - TELETECH HLDGS INC COM Com 8799391069962 306800 SH Sole 306800 - - TEMPLE INLAND INC Com 87986810710355 168300 SH Sole 168300 - - TEREX CORP NEW Com 88077910379 970 SH Sole 970 - - TESORO PETE CORP Com 88160910115356 268700 SH Sole 268700 - - TEXAS INSTRS INC COM Com 882508104338 8980 SH Sole 8980 - - THQ INC COM NEW Com 8724434035478 179500 SH Sole 179500 - - TIME WARNER INC COM Com 887317105642 30500 SH Sole 30500 - - TRANSCANADA CORP COM Com 89353d107486 14110 SH Sole 14110 - - TRANSOCEAN INC Com G900781095090 48030 SH Sole 48030 - - TXU CORPORATION Com 8731681083735 55500 SH Sole 55500 - - TYCO INTL LTD NEW COM Com 90212410619637 581150 SH Sole 581150 - - TYSON FOODS INC CL A Com 90249410313630 591600 SH Sole 591600 - - UNION PAC CORP COM Com 9078181083063 26600 SH Sole 26600 - - UNITED PARCEL SERVICE CL B Com 9113121067900 108220 SH Sole 108220 - - UNITED STATES STEEL CORP Com 912909108276 2540 SH Sole 2540 - - UNITED STATIONERS INC COM Com 9130041077250 108800 SH Sole 108800 - - UNITED TECHNOLOGIES CO Com 913017109550 7750 SH Sole 7750 - - UNITEDHEALTH GROUP INC Com 91324P102385 7530 SH Sole 7530 - - US BANCORP DEL Com 9029733049754 296030 SH Sole 296030 - - VALERO ENERGY CORP NEW COM Com 91913Y100287 3880 SH Sole 3880 - - VARIAN SEMICONDUCTOR COM Com 92220710510362 258650 SH Sole 258650 - - VERIZON COMMUNICATIONS COM Com 92343V1046919 168070 SH Sole 168070 - - VIACOM INC NEW CL B Com 92553P2014059 97500 SH Sole 97500 - - VORNADO RLTY TR SH BEN INT Com 9290421093866 35200 SH Sole 35200 - - WACHOVIA CORP COM Com 92990310219647 383350 SH Sole 383350 - - WAL MART STORES INC COM Com 93114210318666 387990 SH Sole 387990 - - WALGREEN CO COM Com 9314221098831 202830 SH Sole 202830 - - WASHINGTON MUT INC Com 9393221035573 130700 SH Sole 130700 - - WELLPOINT INC COM Com 94973V107315 3950 SH Sole 3950 - - WELLS FARGO & CO NEW Com 94974610122105 628530 SH Sole 628530 - - WESTERN DIGITAL CORP COM Com 9581021056736 348100 SH Sole 348100 - - WHIRLPOOL CORP COM Com 96332010610631 95600 SH Sole 95600 - - WISCONSIN ENERGY CORP COM Com 976657106165 3720 SH Sole 3720 - - WYETH COM Com 9830241003121 54430 SH Sole 54430 - - XEROX CORP COM Com 9841211034029 218000 SH Sole 218000 - - YAHOO INC Com 984332106258 9510 SH Sole 9510 - - ZIMMER HLDGS INC COM Com 98956P1023905 46000 SH Sole 46000 - - 3M CO COM 88579Y101985 11,350 SH Diam(Xnet) Sole - - ABBOTT LABORATORIES COM 0028241001,360 25,402 SH Diam(Xnet) Sole - - ACCENTURE LTD-CL A COM G1150G111692 16,126 SH Diam(Xnet) Sole - - ADC TELECOMMUNICATIONS INC COM 0008863092,621 143,000 SH Diam(Xnet) Sole - - ADVANCED MICRO DEVICES COM 00790310718 1,292 SH Diam(Xnet) Sole - - AETNA INC COM 00817Y1081,924 38,943 SH Diam(Xnet) Sole - - AGCO CORP COM 0010841021,098 25,300 SH Diam(Xnet) Sole - - AGILENT TECHNOLOGIES INC COM 00846U1011,597 41,543 SH Diam(Xnet) Sole - - AIR PRODUCTS & CHEMICALS INC COM 009158106194 2,408 SH Diam(Xnet) Sole - - AKAMAI TECHNOLOGIES COM 00971T101860 17,679 SH Diam(Xnet) Sole - - ALLEGHENY TECHNOLOGIES INC COM 01741R102410 3,911 SH Diam(Xnet) Sole - - ALLIANT TECHSYSTEMS INC COM 018804104173 1,745 SH Diam(Xnet) Sole - - ALLSTATE CORP COM 020002101520 8,456 SH Diam(Xnet) Sole - - ALLTEL CORP COM 020039103399 5,900 SH Diam(Xnet) Sole - - ALON USA ENERGY INC COM 0205201021,562 35,488 SH Diam(Xnet) Sole - - ALTRIA GROUP INC COM 02209S1034,833 68,906 SH Diam(Xnet) Sole - - AMAZON.COM INC COM 023135106185 2,700 SH Diam(Xnet) Sole - - AMBAC FINANCIAL GROUP INC COM 023139108346 3,970 SH Diam(Xnet) Sole - - AMERICAN EAGLE OUTFITTERS COM 02553E106346 13,476 SH Diam(Xnet) Sole - - AMERICAN ELECTRIC POWER COM 025537101415 9,204 SH Diam(Xnet) Sole - - AMERICAN EXPRESS CO COM 0258161093,354 54,819 SH Diam(Xnet) Sole - - AMERICAN INTERNATIONAL GROUP COM 0268741077,927 113,192 SH Diam(Xnet) Sole - - AMERICAN REPROGRAPHICS CO COM 029263100249 8,100 SH Diam(Xnet) Sole - - AMERICAN STANDARD COS INC COM 0297121061,726 29,263 SH Diam(Xnet) Sole - - AMERICREDIT CORP COM 03060R1011,840 69,300 SH Diam(Xnet) Sole - - AMERISOURCEBERGEN CORP COM 03073E1052,043 41,303 SH Diam(Xnet) Sole - - AMGEN INC COM 0311621001,982 35,849 SH Diam(Xnet) Sole - - AMKOR TECHNOLOGY INC COM 0316521002,651 168,300 SH Diam(Xnet) Sole - - ANADARKO PETROLEUM CORP COM 0325111071,233 23,708 SH Diam(Xnet) Sole - - ANHEUSER-BUSCH COS INC COM 0352291031,054 20,201 SH Diam(Xnet) Sole - - AON CORP COM 037389103476 11,170 SH Diam(Xnet) Sole - - APARTMENT INVT & MGMT CO -A COM 03748R101258 5,108 SH Diam(Xnet) Sole - - APPLE COMPUTER INC COM 037833100928 7,602 SH Diam(Xnet) Sole - - APPLIED MATERIALS INC COM 03822210519 980 SH Diam(Xnet) Sole - - ARCH COAL INC COM 03938010016 466 SH Diam(Xnet) Sole - - ARCHER-DANIELS-MIDLAND CO COM 039483102369 11,153 SH Diam(Xnet) Sole - - ARRIS GROUP INC COM 04269Q100769 43,700 SH Diam(Xnet) Sole - - AT&T INC COM 00206R10211,400 274,703 SH Diam(Xnet) Sole - - AVNET INC COM 0538071032,432 61,351 SH Diam(Xnet) Sole - - BANK OF AMERICA CORPORATION COM 0605051047,238 148,045 SH Diam(Xnet) Sole - - BANK OF NEW YORK CO INC COM 064057102705 17,021 SH Diam(Xnet) Sole - - BAXTER INTERNATIONAL INC COM 071813109510 9,054 SH Diam(Xnet) Sole - - BEA SYSTEMS INC COM 073325102137 10,043 SH Diam(Xnet) Sole - - BECTON DICKINSON & CO COM 0758871091,588 21,321 SH Diam(Xnet) Sole - - BERKSHIRE HATHAWAY INC-CL A COM 0846701082,190 20 SH Diam(Xnet) Sole - - BEST BUY CO INC COM 086516101917 19,645 SH Diam(Xnet) Sole - - BIG LOTS INC COM 089302103147 5,007 SH Diam(Xnet) Sole - - BIOGEN IDEC INC COM 09062X10372 1,346 SH Diam(Xnet) Sole - - BJ SERVICES CO COM 055482103185 6,500 SH Diam(Xnet) Sole - - BLACK & DECKER CORP COM 091797100174 1,968 SH Diam(Xnet) Sole - - BMC SOFTWARE INC COM 055921100260 8,585 SH Diam(Xnet) Sole - - BOEING CO COM 097023105952 9,903 SH Diam(Xnet) Sole - - BRISTOL-MYERS SQUIBB CO COM 110122108395 12,503 SH Diam(Xnet) Sole - - BROADCOM CORP-CL A COM 111320107286 9,785 SH Diam(Xnet) Sole - - BROWN & BROWN INC COM 115236101345 13,733 SH Diam(Xnet) Sole - - BUNGE LTD COM G16962105712 8,426 SH Diam(Xnet) Sole - - BURLINGTON NORTHERN SANTA FE COM 12189T104254 2,989 SH Diam(Xnet) Sole - - CAPITAL ONE FINANCIAL CORP COM 14040H1058 107 SH Diam(Xnet) Sole - - CARDINAL HEALTH INC COM 14149Y1082,592 36,699 SH Diam(Xnet) Sole - - CATERPILLAR INC COM 1491231011,501 19,176 SH Diam(Xnet) Sole - - CB RICHARD ELLIS GROUP INC-A COM 12497T101925 25,356 SH Diam(Xnet) Sole - - CBS CORP-CLASS B COM 124857202420 12,603 SH Diam(Xnet) Sole - - CELGENE CORP COM 15102010461 1,063 SH Diam(Xnet) Sole - - CENTENE CORP COM 15135B1011,135 52,973 SH Diam(Xnet) Sole - - CEPHALON INC COM 15670810977 957 SH Diam(Xnet) Sole - - CHESAPEAKE ENERGY CORP COM 165167107555 16,027 SH Diam(Xnet) Sole - - CHEVRON CORP COM 1667641001,866 22,154 SH Diam(Xnet) Sole - - CIGNA CORP COM 1255091093,267 62,554 SH Diam(Xnet) Sole - - CINCINNATI BELL INC COM 17187110699 17,200 SH Diam(Xnet) Sole - - CIRCUIT CITY STORES INC COM 1727371088 535 SH Diam(Xnet) Sole - - CISCO SYSTEMS INC COM 17275R1024,825 173,265 SH Diam(Xnet) Sole - - CITADEL BROADCASTING CORP COM 17285T10654 8,349 SH Diam(Xnet) Sole - - CITIGROUP INC COM 1729671018,459 164,923 SH Diam(Xnet) Sole - - COCA-COLA CO/THE COM 191216100534 10,208 SH Diam(Xnet) Sole - - COCA-COLA ENTERPRISES COM 1912191043,890 162,084 SH Diam(Xnet) Sole - - COLGATE-PALMOLIVE CO COM 19416210358 900 SH Diam(Xnet) Sole - - COMCAST CORP-CL A COM 20030N1014,049 143,985 SH Diam(Xnet) Sole - - COMCAST CORP-SPECIAL CL A COM 20030N200558 19,973 SH Diam(Xnet) Sole - - COMMSCOPE INC COM 203372107648 11,100 SH Diam(Xnet) Sole - - COMPUTER SCIENCES CORP COM 20536310442 702 SH Diam(Xnet) Sole - - CONAGRA FOODS INC COM 20588710248 1,774 SH Diam(Xnet) Sole - - CONOCOPHILLIPS COM 20825C104192 2,450 SH Diam(Xnet) Sole - - CONSOLIDATED EDISON INC COM 209115104195 4,326 SH Diam(Xnet) Sole - - COOPER TIRE & RUBBER COM 2168311071,877 67,965 SH Diam(Xnet) Sole - - CORE LABORATORIES N.V. COM N22717107767 7,544 SH Diam(Xnet) Sole - - CORNING INC COM 2193501052,051 80,260 SH Diam(Xnet) Sole - - CSX CORP COM 126408103135 2,992 SH Diam(Xnet) Sole - - CUBIST PHARMACEUTICALS INC COM 2296781071,618 82,100 SH Diam(Xnet) Sole - - CVS CAREMARK CORP COM 1266501001,611 44,185 SH Diam(Xnet) Sole - - DANAHER CORP COM 235851102126 1,671 SH Diam(Xnet) Sole - - DEERE & CO COM 244199105919 7,609 SH Diam(Xnet) Sole - - DELL INC COM 24702R10153 1,849 SH Diam(Xnet) Sole - - DELUXE CORP COM 2480191012,820 69,452 SH Diam(Xnet) Sole - - DEVON ENERGY CORPORATION COM 25179M103492 6,280 SH Diam(Xnet) Sole - - DOMINION RESOURCES INC/VA COM 25746U1091,959 22,702 SH Diam(Xnet) Sole - - DOW CHEMICAL COM 2605431031,064 24,064 SH Diam(Xnet) Sole - - DU PONT (E.I.) DE NEMOURS COM 2635341091,812 35,645 SH Diam(Xnet) Sole - - DUKE ENERGY CORP COM 26441C105264 14,426 SH Diam(Xnet) Sole - - EBAY INC COM 27864210311 330 SH Diam(Xnet) Sole - - ECLIPSYS CORP COM 278856109702 35,432 SH Diam(Xnet) Sole - - EDISON INTERNATIONAL COM 281020107175 3,114 SH Diam(Xnet) Sole - - ELECTRONIC DATA SYSTEMS CORP COM 2856611042,742 98,875 SH Diam(Xnet) Sole - - ELI LILLY & CO COM 532457108479 8,577 SH Diam(Xnet) Sole - - EMC CORP/MASS COM 268648102283 15,616 SH Diam(Xnet) Sole - - EMCOR GROUP INC COM 29084Q100765 10,500 SH Diam(Xnet) Sole - - EMERSON ELECTRIC CO COM 291011104141 3,015 SH Diam(Xnet) Sole - - ENERGEN CORP COM 29265N108533 9,700 SH Diam(Xnet) Sole - - ENSCO INTERNATIONAL INC COM 26874Q100273 4,467 SH Diam(Xnet) Sole - - ENTERGY CORP COM 29364G1031,104 10,284 SH Diam(Xnet) Sole - - EXELON CORP COM 30161N1012,001 27,558 SH Diam(Xnet) Sole - - EXXON MOBIL CORP COM 30231G10216,803 200,320 SH Diam(Xnet) Sole - - FEDEX CORP COM 31428X106225 2,024 SH Diam(Xnet) Sole - - FIRST AMERICAN CORPORATION COM 3185223072,302 46,500 SH Diam(Xnet) Sole - - FIRST DATA CORP COM 319963104402 12,300 SH Diam(Xnet) Sole - - FIRSTENERGY CORP COM 3379321071,049 16,212 SH Diam(Xnet) Sole - - FLEXTRONICS INTL LTD COM Y2573F102144 13,362 SH Diam(Xnet) Sole - - FORD MOTOR COMPANY COM 34537086085 8,971 SH Diam(Xnet) Sole - - FOREST LABORATORIES INC COM 345838106294 6,440 SH Diam(Xnet) Sole - - FPL GROUP INC COM 30257110444 778 SH Diam(Xnet) Sole - - FRANKLIN RESOURCES INC COM 354613101414 3,122 SH Diam(Xnet) Sole - - FREEPORT-MCMORAN COPPER COM 35671D8572,069 24,987 SH Diam(Xnet) Sole - - FRONTIER OIL CORP COM 35914P1052,574 58,802 SH Diam(Xnet) Sole - - GARDNER DENVER INC COM 3655581052,362 55,500 SH Diam(Xnet) Sole - - GENENTECH INC COM 368710406283 3,744 SH Diam(Xnet) Sole - - GENERAL DYNAMICS CORP COM 369550108464 5,931 SH Diam(Xnet) Sole - - GENERAL ELECTRIC CO. COM 36960410314,359 375,115 SH Diam(Xnet) Sole - - GENZYME CORP COM 372917104176 2,740 SH Diam(Xnet) Sole - - GILEAD SCIENCES INC COM 375558103196 5,068 SH Diam(Xnet) Sole - - GOLDMAN SACHS GROUP INC COM 38141G1042,081 9,600 SH Diam(Xnet) Sole - - GOOGLE INC-CL A COM 38259P5085,432 10,378 SH Diam(Xnet) Sole - - HALLIBURTON CO COM 406216101947 27,449 SH Diam(Xnet) Sole - - HARLEY-DAVIDSON INC COM 412822108328 5,500 SH Diam(Xnet) Sole - - HARRAH'S ENTERTAINMENT INC COM 41361910739 455 SH Diam(Xnet) Sole - - HARTFORD FINANCIAL SVCS GRP COM 416515104770 7,814 SH Diam(Xnet) Sole - - HEALTHEXTRAS INC COM 422211102311 10,500 SH Diam(Xnet) Sole - - HENRY SCHEIN INC COM 80640710211 215 SH Diam(Xnet) Sole - - HERCULES INC COM 427056106309 15,718 SH Diam(Xnet) Sole - - HESS CORP COM 42809H107355 6,022 SH Diam(Xnet) Sole - - HEWLETT-PACKARD CO COM 4282361036,475 145,112 SH Diam(Xnet) Sole - - HILTON HOTELS CORP COM 432848109196 5,863 SH Diam(Xnet) Sole - - HLTH CORP COM 40422Y101147 10,505 SH Diam(Xnet) Sole - - HOME DEPOT INC COM 4370761021,981 50,336 SH Diam(Xnet) Sole - - HONEYWELL INTERNATIONAL INC COM 438516106395 7,024 SH Diam(Xnet) Sole - - HOST HOTELS & RESORTS INC COM 44107P104279 12,077 SH Diam(Xnet) Sole - - HUMANA INC COM 4448591023,422 56,182 SH Diam(Xnet) Sole - - IAC/INTERACTIVECORP COM 44919P300188 5,430 SH Diam(Xnet) Sole - - ICONIX BRAND GROUP INC COM 45105510780 3,600 SH Diam(Xnet) Sole - - INGERSOLL-RAND CO LTD-CL A COM G4776G101844 15,388 SH Diam(Xnet) Sole - - INTEL CORP COM 4581401001,541 64,851 SH Diam(Xnet) Sole - - INTERDIGITAL COMM CORP COM 45866A105180 5,604 SH Diam(Xnet) Sole - - INTERNATIONAL PAPER CO COM 460146103374 9,585 SH Diam(Xnet) Sole - - INTL BUSINESS MACHINES CORP COM 4592001017,240 68,786 SH Diam(Xnet) Sole - - INTUIT INC COM 461202103286 9,513 SH Diam(Xnet) Sole - - ITT CORP COM 450911102294 4,301 SH Diam(Xnet) Sole - - J.C. PENNEY CO INC COM 708160106447 6,171 SH Diam(Xnet) Sole - - JACKSON HEWITT TAX SERVICE COM 46820210669 2,446 SH Diam(Xnet) Sole - - JACOBS ENGINEERING GROUP INC COM 46981410789 1,541 SH Diam(Xnet) Sole - - JOHNSON & JOHNSON COM 4781601047,557 122,643 SH Diam(Xnet) Sole - - JONES LANG LASALLE INC COM 48020Q10737 328 SH Diam(Xnet) Sole - - JOY GLOBAL INC COM 48116510899 1,700 SH Diam(Xnet) Sole - - JPMORGAN CHASE & CO COM 46625H1005,698 117,602 SH Diam(Xnet) Sole - - KEYSPAN CORP COM 49337W100114 2,718 SH Diam(Xnet) Sole - - KIMBERLY-CLARK CORP COM 494368103281 4,205 SH Diam(Xnet) Sole - - KLA-TENCOR CORPORATION COM 482480100167 3,032 SH Diam(Xnet) Sole - - KOHLS CORP COM 500255104149 2,100 SH Diam(Xnet) Sole - - KRAFT FOODS INC-A COM 50075N104253 7,175 SH Diam(Xnet) Sole - - KROGER CO COM 501044101137 4,858 SH Diam(Xnet) Sole - - L-3 COMMUNICATIONS HOLDINGS COM 502424104342 3,514 SH Diam(Xnet) Sole - - LAM RESEARCH CORP COM 512807108238 4,639 SH Diam(Xnet) Sole - - LANDAMERICA FINANCIAL GROUP COM 5149361032,354 24,400 SH Diam(Xnet) Sole - - LAS VEGAS SANDS CORP COM 51783410774 970 SH Diam(Xnet) Sole - - LEXMARK INTERNATIONAL INC-A COM 5297711071,968 39,913 SH Diam(Xnet) Sole - - LIBERTY GLOBAL INC-SERIES C COM 530555309767 19,514 SH Diam(Xnet) Sole - - LINCOLN NATIONAL CORP COM 534187109206 2,905 SH Diam(Xnet) Sole - - LOCKHEED MARTIN CORP COM 5398301093,875 41,169 SH Diam(Xnet) Sole - - LOWE'S COS INC COM 54866110721 700 SH Diam(Xnet) Sole - - LYONDELL CHEMICAL COMPANY COM 5520781071,591 42,851 SH Diam(Xnet) Sole - - MACY'S INC COM 55616P104300 7,553 SH Diam(Xnet) Sole - - MANPOWER INC COM 56418H100378 4,100 SH Diam(Xnet) Sole - - MANULIFE FINANCIAL CORP COM 56501R10641 1,098 SH Diam(Xnet) Sole - - MARATHON OIL CORP COM 565849106739 12,324 SH Diam(Xnet) Sole - - MARRIOTT INTERNATIONAL-CL A COM 57190320239 904 SH Diam(Xnet) Sole - - MCDONALD'S CORP COM 5801351012,522 49,686 SH Diam(Xnet) Sole - - MCKESSON CORP COM 58155Q1032,481 41,604 SH Diam(Xnet) Sole - - MEDCO HEALTH SOLUTIONS INC COM 58405U102406 5,208 SH Diam(Xnet) Sole - - MEDTRONIC INC COM 585055106537 10,350 SH Diam(Xnet) Sole - - MELLON FINANCIAL CORP COM 58551A108138 3,138 SH Diam(Xnet) Sole - - MEMC ELECTRONIC MATERIALS COM 5527151043,256 53,276 SH Diam(Xnet) Sole - - MENTOR CORP COM 58718810377 1,900 SH Diam(Xnet) Sole - - MERCK & CO. INC. COM 5893311071,466 29,444 SH Diam(Xnet) Sole - - MERRILL LYNCH & CO INC COM 5901881082,818 33,717 SH Diam(Xnet) Sole - - METLIFE INC COM 59156R108745 11,551 SH Diam(Xnet) Sole - - MICROSOFT CORP COM 5949181047,858 266,652 SH Diam(Xnet) Sole - - MONSANTO CO COM 61166W101873 12,928 SH Diam(Xnet) Sole - - MOODY'S CORP COM 615369105348 5,595 SH Diam(Xnet) Sole - - MORGAN STANLEY COM 6174464483,737 44,556 SH Diam(Xnet) Sole - - MOSAIC CO/THE COM 61945A107429 10,999 SH Diam(Xnet) Sole - - MOTOROLA INC COM 620076109169 9,567 SH Diam(Xnet) Sole - - NALCO HOLDING CO COM 62985Q101445 16,222 SH Diam(Xnet) Sole - - NATIONAL OILWELL VARCO INC COM 637071101932 8,943 SH Diam(Xnet) Sole - - NBTY INC COM 6287821041,452 33,612 SH Diam(Xnet) Sole - - NETWORK APPLIANCE INC COM 64120L1041,374 47,060 SH Diam(Xnet) Sole - - NEWS CORP-CL A COM 65248E1041,375 64,805 SH Diam(Xnet) Sole - - NEWS CORP-CLASS B COM 65248E20356 2,461 SH Diam(Xnet) Sole - - NICOR INC COM 6540861071,412 32,900 SH Diam(Xnet) Sole - - NIKE INC -CL B COM 654106103589 10,098 SH Diam(Xnet) Sole - - NISOURCE INC COM 65473P10517 800 SH Diam(Xnet) Sole - - NOBLE ENERGY INC COM 655044105368 5,895 SH Diam(Xnet) Sole - - NORDSTROM INC COM 655664100177 3,453 SH Diam(Xnet) Sole - - NORFOLK SOUTHERN CORP COM 655844108268 5,090 SH Diam(Xnet) Sole - - NORTHERN TRUST CORP COM 665859104408 6,348 SH Diam(Xnet) Sole - - NOVELL INC COM 670006105929 119,200 SH Diam(Xnet) Sole - - NUCOR CORP COM 6703461051,010 17,228 SH Diam(Xnet) Sole - - NVIDIA CORP COM 67066G104833 20,168 SH Diam(Xnet) Sole - - NVR INC COM 62944T1052,826 4,157 SH Diam(Xnet) Sole - - OCCIDENTAL PETROLEUM CORP COM 6745991052,881 49,768 SH Diam(Xnet) Sole - - OFFICE DEPOT INC COM 676220106412 13,596 SH Diam(Xnet) Sole - - OM GROUP INC COM 670872100131 2,474 SH Diam(Xnet) Sole - - OMNICOM GROUP COM 681919106535 10,108 SH Diam(Xnet) Sole - - ORACLE CORP COM 68389X105430 21,795 SH Diam(Xnet) Sole - - OSI PHARMACEUTICALS INC COM 671040103146 4,023 SH Diam(Xnet) Sole - - P G & E CORP COM 69331C1081,055 23,279 SH Diam(Xnet) Sole - - PARKER HANNIFIN CORP COM 701094104155 1,579 SH Diam(Xnet) Sole - - PATTERSON COS INC COM 7033951031,456 39,058 SH Diam(Xnet) Sole - - PEABODY ENERGY CORP COM 704549104170 3,518 SH Diam(Xnet) Sole - - PEPSICO INC COM 7134481081,067 16,451 SH Diam(Xnet) Sole - - PETROHAWK ENERGY CORP COM 7164951061,737 109,540 SH Diam(Xnet) Sole - - PFIZER INC COM 7170811037,436 290,790 SH Diam(Xnet) Sole - - PHOENIX COMPANIES INC COM 71902E1091,039 69,200 SH Diam(Xnet) Sole - - PILGRIM'S PRIDE CORP COM 7214671083,880 101,661 SH Diam(Xnet) Sole - - PLEXUS CORP COM 7291321002,300 100,060 SH Diam(Xnet) Sole - - PNC FINANCIAL SERVICES GROUP COM 6934751052,316 32,357 SH Diam(Xnet) Sole - - PRAXAIR INC COM 74005P104115 1,604 SH Diam(Xnet) Sole - - PRECISION CASTPARTS CORP COM 740189105813 6,700 SH Diam(Xnet) Sole - - PRINCIPAL FINANCIAL GROUP COM 74251V1022,467 42,324 SH Diam(Xnet) Sole - - PROCTER & GAMBLE CO COM 7427181097,314 119,523 SH Diam(Xnet) Sole - - PROGRESS ENERGY INC COM 743263105594 13,031 SH Diam(Xnet) Sole - - PROLOGIS COM 74341010241 725 SH Diam(Xnet) Sole - - PRUDENTIAL FINANCIAL INC COM 7443201021,218 12,522 SH Diam(Xnet) Sole - - PUBLIC STORAGE COM 74460D109453 5,900 SH Diam(Xnet) Sole - - QLOGIC CORP COM 747277101851 51,114 SH Diam(Xnet) Sole - - QUALCOMM INC COM 747525103803 18,512 SH Diam(Xnet) Sole - - QWEST COMMUNICATIONS INTL COM 7491211093,017 311,066 SH Diam(Xnet) Sole - - RADIOSHACK CORP COM 750438103395 11,918 SH Diam(Xnet) Sole - - RAYTHEON COMPANY COM 755111507459 8,519 SH Diam(Xnet) Sole - - REGIONS FINANCIAL CORP COM 7591EP1001,612 48,700 SH Diam(Xnet) Sole - - REYNOLDS AMERICAN INC COM 761713106222 3,398 SH Diam(Xnet) Sole - - ROBERT HALF INTL INC COM 770323103197 5,404 SH Diam(Xnet) Sole - - ROCKWELL COLLINS INC. COM 774341101133 1,880 SH Diam(Xnet) Sole - - ROHM AND HAAS CO COM 775371107381 6,960 SH Diam(Xnet) Sole - - RYERSON INC COM 78375P10772 1,900 SH Diam(Xnet) Sole - - SAFEWAY INC COM 786514208138 4,052 SH Diam(Xnet) Sole - - SARA LEE CORP COM 8031111033,968 228,056 SH Diam(Xnet) Sole - - SCHLUMBERGER LTD COM 8068571084,293 50,544 SH Diam(Xnet) Sole - - SEARS HOLDINGS CORP COM 8123501061,507 8,888 SH Diam(Xnet) Sole - - SEMPRA ENERGY COM 816851109788 13,300 SH Diam(Xnet) Sole - - SEPRACOR INC COM 8173151041,866 45,484 SH Diam(Xnet) Sole - - SHERWIN-WILLIAMS CO/THE COM 824348106229 3,441 SH Diam(Xnet) Sole - - SHIP FINANCE INTL LTD COM G8107510610 321 SH Diam(Xnet) Sole - - SIMON PROPERTY GROUP INC COM 8288061091,437 15,444 SH Diam(Xnet) Sole - - SLM CORP COM 78442P106351 6,100 SH Diam(Xnet) Sole - - SOUTHERN CO COM 8425871071,351 39,408 SH Diam(Xnet) Sole - - SOUTHERN COPPER CORP COM 84265V105720 7,638 SH Diam(Xnet) Sole - - SPECTRA ENERGY CORP COM 84756010947 1,810 SH Diam(Xnet) Sole - - SPRINT NEXTEL CORP COM 852061100897 43,289 SH Diam(Xnet) Sole - - ST MARY LAND & EXPLORATION COM 792228108299 8,161 SH Diam(Xnet) Sole - - STAPLES INC COM 855030102822 34,645 SH Diam(Xnet) Sole - - STARWOOD HOTELS & RESORTS COM 85590A401504 7,511 SH Diam(Xnet) Sole - - STATE STREET CORP COM 857477103443 6,474 SH Diam(Xnet) Sole - - SYMANTEC CORP COM 8715031082,880 142,582 SH Diam(Xnet) Sole - - TARGET CORP COM 87612E1061,580 24,842 SH Diam(Xnet) Sole - - TELEPHONE AND DATA SYSTEMS COM 879433100170 2,709 SH Diam(Xnet) Sole - - TELETECH HOLDINGS INC COM 8799391062,290 70,517 SH Diam(Xnet) Sole - - TEMPLE-INLAND INC COM 8798681071,760 28,601 SH Diam(Xnet) Sole - - TESORO CORP COM 8816091013,823 66,897 SH Diam(Xnet) Sole - - TEXAS INSTRUMENTS INC COM 882508104448 11,904 SH Diam(Xnet) Sole - - THE WALT DISNEY CO. COM 2546871063,559 104,234 SH Diam(Xnet) Sole - - THERMO FISHER SCIENTIFIC INC COM 883556102398 7,699 SH Diam(Xnet) Sole - - THQ INC COM 8724434031,045 34,253 SH Diam(Xnet) Sole - - TIME WARNER INC COM 887317105552 26,222 SH Diam(Xnet) Sole - - TIMKEN CO COM 88738910469 1,900 SH Diam(Xnet) Sole - - TITANIUM METALS CORP COM 88833920780 2,500 SH Diam(Xnet) Sole - - TRANSOCEAN INC COM G900781091,717 16,204 SH Diam(Xnet) Sole - - TRAVELERS COS INC/THE COM 89417E109147 2,755 SH Diam(Xnet) Sole - - TXU CORP COM 873168108781 11,600 SH Diam(Xnet) Sole - - TYCO INTERNATIONAL LTD COM 9021241063,875 114,677 SH Diam(Xnet) Sole - - TYSON FOODS INC-CL A COM 9024941033,147 136,576 SH Diam(Xnet) Sole - - UNION PACIFIC CORP COM 907818108803 6,970 SH Diam(Xnet) Sole - - UNITED PARCEL SERVICE-CL B COM 9113121062,101 28,775 SH Diam(Xnet) Sole - - UNITED STATES STEEL CORP COM 912909108256 2,357 SH Diam(Xnet) Sole - - UNITED STATIONERS INC COM 9130041072,009 30,150 SH Diam(Xnet) Sole - - UNITED TECHNOLOGIES CORP COM 9130171091,864 26,286 SH Diam(Xnet) Sole - - UNITEDHEALTH GROUP INC COM 91324P102634 12,407 SH Diam(Xnet) Sole - - US BANCORP COM 9029733042,743 83,248 SH Diam(Xnet) Sole - - USEC INC COM 90333E108158 7,207 SH Diam(Xnet) Sole - - VALERO ENERGY CORP COM 91913Y100335 4,542 SH Diam(Xnet) Sole - - VARIAN SEMICONDUCTOR EQUIP COM 9222071052,493 62,221 SH Diam(Xnet) Sole - - VERIZON COMMUNICATIONS INC COM 92343V1042,257 54,822 SH Diam(Xnet) Sole - - VIACOM INC-CLASS B COM 92553P201762 18,311 SH Diam(Xnet) Sole - - VORNADO REALTY TRUST COM 929042109637 5,800 SH Diam(Xnet) Sole - - WACHOVIA CORP COM 9299031024,864 94,906 SH Diam(Xnet) Sole - - WALGREEN CO COM 9314221092,048 47,036 SH Diam(Xnet) Sole - - WAL-MART STORES INC COM 9311421034,902 101,897 SH Diam(Xnet) Sole - - WASHINGTON MUTUAL INC COM 9393221031,573 36,899 SH Diam(Xnet) Sole - - WASTE MANAGEMENT INC COM 94106L109277 7,094 SH Diam(Xnet) Sole - - WATERS CORP COM 941848103278 4,686 SH Diam(Xnet) Sole - - WELLCARE HEALTH PLANS INC COM 94946T106209 2,310 SH Diam(Xnet) Sole - - WELLPOINT INC COM 94973V107647 8,110 SH Diam(Xnet) Sole - - WELLS FARGO & COMPANY COM 9497461016,098 173,389 SH Diam(Xnet) Sole - - WESTERN DIGITAL CORP COM 9581021051,691 87,386 SH Diam(Xnet) Sole - - WESTERN UNION CO COM 95980210971 3,397 SH Diam(Xnet) Sole - - WHIRLPOOL CORP COM 9633201062,527 22,723 SH Diam(Xnet) Sole - - WR BERKLEY CORP COM 084423102140 4,307 SH Diam(Xnet) Sole - - WW GRAINGER INC COM 384802104394 4,239 SH Diam(Xnet) Sole - - WYETH COM 983024100936 16,326 SH Diam(Xnet) Sole - - WYNDHAM WORLDWIDE CORP COM 98310W108194 5,349 SH Diam(Xnet) Sole - - XEROX CORP COM 984121103835 45,195 SH Diam(Xnet) Sole - - XILINX INC COM 983919101222 8,302 SH Diam(Xnet) Sole - - XTO ENERGY INC COM 98385X106176 2,933 SH Diam(Xnet) Sole - - YAHOO! INC COM 98433210612 440 SH Diam(Xnet) Sole - - ZIMMER HOLDINGS INC COM 98956P1021,620 19,087 SH Diam(Xnet) Sole - - ZORAN CORP COM 98975F10124 1,200 SH Diam(Xnet) Sole - - 3M CO COM 88579Y1013,458 39,819 SH DIAM Sole - - ABBOTT LABORATORIES COM 0028241006,101 113,582 SH DIAM Sole - - ABERCROMBIE & FITCH CO-CL A COM 002896207839 11,422 SH DIAM Sole - - ACA CAPITAL HOLDINGS INC COM 00083310347 4,000 SH DIAM Sole - - ACADIA REALTY TRUST COM 004239109922 35,532 SH DIAM Sole - - ACCENTURE LTD-CL A COM G1150G1111,352 31,570 SH DIAM Sole - - ACE LTD COM G0070K1031,076 17,453 SH DIAM Sole - - ACTIVISION INC COM 004930202270 14,353 SH DIAM Sole - - ADC TELECOMMUNICATIONS INC COM 000886309114 6,107 SH DIAM Sole - - ADOBE SYSTEMS INC COM 00724F1011,755 43,420 SH DIAM Sole - - ADVANCE AUTO PARTS INC COM 00751Y106228 5,606 SH DIAM Sole - - ADVANCED ENERGY INDUSTRIES COM 0079731008 400 SH DIAM Sole - - ADVANCED MICRO DEVICES COM 007903107449 31,036 SH DIAM Sole - - AES CORP COM 00130H1051,949 90,106 SH DIAM Sole - - AETNA INC COM 00817Y1081,536 30,824 SH DIAM Sole - - AFFILIATED COMPUTER SVCS-A COM 008190100350 6,130 SH DIAM Sole - - AFLAC INC COM 0010551022,730 52,534 SH DIAM Sole - - AGILENT TECHNOLOGIES INC COM 00846U1011,389 36,114 SH DIAM Sole - - AGREE REALTY CORP COM 008492100293 9,386 SH DIAM Sole - - AIR PRODUCTS & CHEMICALS INC COM 009158106943 11,791 SH DIAM Sole - - AIRCASTLE LTD COM G0129K1046,975 175,931 SH DIAM Sole - - AKAMAI TECHNOLOGIES COM 00971T101974 19,803 SH DIAM Sole - - ALCOA INC COM 0138171011,832 46,634 SH DIAM Sole - - ALCON INC COM H01301102413 3,060 SH DIAM Sole - - ALEXANDER'S INC COM 014752109960 2,373 SH DIAM Sole - - ALEXANDRIA REAL ESTATE EQUIT COM 015271109137,398 1,409,358 SH DIAM Sole - - ALLEGHENY ENERGY INC COM 0173611061,144 22,000 SH DIAM Sole - - ALLEGHENY TECHNOLOGIES INC COM 01741R1022,042 19,391 SH DIAM Sole - - ALLERGAN INC COM 018490102912 15,660 SH DIAM Sole - - ALLIANT ENERGY CORP COM 018802108236 6,093 SH DIAM Sole - - ALLIANT TECHSYSTEMS INC COM 018804104667 6,746 SH DIAM Sole - - ALLIED CAPITAL CORP COM 01903Q1088,145 260,066 SH DIAM Sole - - ALLIED WASTE INDUSTRIES INC COM 0195893088 600 SH DIAM Sole - - ALLSTATE CORP COM 0200021012,777 45,235 SH DIAM Sole - - ALLTEL CORP COM 0200391031,338 19,749 SH DIAM Sole - - ALON USA ENERGY INC COM 02052010226 600 SH DIAM Sole - - ALPHA NATURAL RESOURCES INC COM 02076X10210 500 SH DIAM Sole - - ALTERA CORPORATION COM 0214411001,974 89,098 SH DIAM Sole - - ALTRIA GROUP INC COM 02209S10325,818 369,257 SH DIAM Sole - - AMAZON.COM INC COM 0231351062,260 32,816 SH DIAM Sole - - AMB PROPERTY CORP COM 00163T10936,815 689,687 SH DIAM Sole - - AMBAC FINANCIAL GROUP INC COM 023139108585 6,662 SH DIAM Sole - - AMDOCS LTD COM G02602103726 18,250 SH DIAM Sole - - AMEREN CORPORATION COM 02360810211,885 244,003 SH DIAM Sole - - AMERICA FIRST APARTMENT INV COM 02363X104219 8,886 SH DIAM Sole - - AMERICA MOVIL-ADR SERIES L COM 02364W105704 11,335 SH DIAM Sole - - AMERICAN CAMPUS COMMUNITIES COM 02483510015,703 559,253 SH DIAM Sole - - AMERICAN CAPITAL STRATEGIES COM 0249371047,160 166,133 SH DIAM Sole - - AMERICAN EAGLE OUTFITTERS COM 02553E106254 10,000 SH DIAM Sole - - AMERICAN ELECTRIC POWER COM 0255371012,570 57,689 SH DIAM Sole - - AMERICAN EXPRESS CO COM 0258161094,263 69,638 SH DIAM Sole - - AMERICAN FINANCIAL REALTY TR COM 02607P3051,753 168,484 SH DIAM Sole - - AMERICAN INTERNATIONAL GROUP COM 02687410711,379 161,532 SH DIAM Sole - - AMERICAN LAND LEASE INC COM 027118108122 5,069 SH DIAM Sole - - AMERICAN STANDARD COS INC COM 0297121061,248 21,236 SH DIAM Sole - - AMERICAN TOWER CORP-CL A COM 0299122011,168 27,951 SH DIAM Sole - - AMERICREDIT CORP COM 03060R101348 13,030 SH DIAM Sole - - AMERIPRISE FINANCIAL INC COM 03076C1061,269 19,682 SH DIAM Sole - - AMERISOURCEBERGEN CORP COM 03073E105656 13,231 SH DIAM Sole - - AMGEN INC COM 0311621003,855 69,721 SH DIAM Sole - - AMPHENOL CORP-CL A COM 032095101312 8,784 SH DIAM Sole - - AMYLIN PHARMACEUTICALS INC COM 032346108579 13,996 SH DIAM Sole - - ANADARKO PETROLEUM CORP COM 0325111071,251 24,286 SH DIAM Sole - - ANALOG DEVICES COM 032654105671 17,797 SH DIAM Sole - - ANAREN INC COM 03274410432 1,800 SH DIAM Sole - - ANHEUSER-BUSCH COS INC COM 0352291032,616 50,579 SH DIAM Sole - - AON CORP COM 037389103599 14,180 SH DIAM Sole - - APACHE CORP COM 0374111051,882 23,217 SH DIAM Sole - - APARTMENT INVT & MGMT CO -A COM 03748R10184,285 1,656,234 SH DIAM Sole - - APOLLO GROUP INC-CL A COM 037604105434 8,559 SH DIAM Sole - - APPLE COMPUTER INC COM 0378331008,793 72,938 SH DIAM Sole - - APPLIED BIOSYSTEMS GROUP-APP COM 038020103458 15,085 SH DIAM Sole - - APPLIED INDUSTRIAL TECH INC COM 03820C1058 300 SH DIAM Sole - - APPLIED MATERIALS INC COM 0382221054,491 224,933 SH DIAM Sole - - AQUA AMERICA INC COM 03836W103203 9,227 SH DIAM Sole - - ARACRUZ CELULOSE SA-SPON ADR COM 03849620479 1,200 SH DIAM Sole - - ARCH COAL INC COM 039380100306 8,903 SH DIAM Sole - - ARCHER-DANIELS-MIDLAND CO COM 0394831021,580 48,871 SH DIAM Sole - - ARCHSTONE-SMITH TRUST COM 03958310916,138 273,076 SH DIAM Sole - - ARRIS GROUP INC COM 04269Q10015 900 SH DIAM Sole - - ARROW ELECTRONICS INC COM 042735100245 6,319 SH DIAM Sole - - ASHFORD HOSPITALITY TRUST COM 0441031091,432 122,400 SH DIAM Sole - - ASHLAND INC COM 04420910425 400 SH DIAM Sole - - ASML HOLDING NV-NY REG SHS COM N07059111593 21,510 SH DIAM Sole - - ASSOCIATED BANC-CORP COM 045487105262 8,012 SH DIAM Sole - - ASSOCIATED ESTATES REALTY CP COM 045604105169 11,174 SH DIAM Sole - - ASSURANT INC COM 04621X10835 600 SH DIAM Sole - - ASTRAZENECA PLC-SPONS ADR COM 046353108735 13,871 SH DIAM Sole - - AT&T INC COM 00206R10237,097 910,596 SH DIAM Sole - - AUTODESK INC COM 052769106552 11,568 SH DIAM Sole - - AUTOMATIC DATA PROCESSING COM 0530151031,981 40,922 SH DIAM Sole - - AUTONATION INC COM 05329W102164 7,302 SH DIAM Sole - - AUTOZONE INC COM 053332102968 7,071 SH DIAM Sole - - AVALONBAY COMMUNITIES INC COM 05348410122,532 188,527 SH DIAM Sole - - AVAYA INC COM 053499109597 35,404 SH DIAM Sole - - AVERY DENNISON CORP COM 053611109355 5,372 SH DIAM Sole - - AVIS BUDGET GROUP INC COM 053774105165 5,857 SH DIAM Sole - - AVNET INC COM 053807103278 7,049 SH DIAM Sole - - AVON PRODUCTS COM 0543031021,887 51,254 SH DIAM Sole - - AXIS CAPITAL HOLDINGS LTD COM G0692U109283 7,033 SH DIAM Sole - - BAKER HUGHES INC COM 0572241073,070 36,355 SH DIAM Sole - - BALL CORP COM 058498106720 13,630 SH DIAM Sole - - BANCO BRADESCO-SPONSORED ADR COM 059460303435 18,100 SH DIAM Sole - - BANCO ITAU HOLDING FIN-ADR COM 059602201511 11,500 SH DIAM Sole - - BANK OF AMERICA CORPORATION COM 06050510428,188 574,230 SH DIAM Sole - - BANK OF NEW YORK MELLON CORP COM 0640581002,118 50,543 SH DIAM Sole - - BARD (C.R.) INC COM 067383109598 7,266 SH DIAM Sole - - BAUSCH & LOMB INC COM 071707103435 6,315 SH DIAM Sole - - BAXTER INTERNATIONAL INC COM 0718131094,862 86,408 SH DIAM Sole - - BB&T CORP COM 0549371071,178 28,662 SH DIAM Sole - - BEA SYSTEMS INC COM 073325102624 45,966 SH DIAM Sole - - BEAR STEARNS COMPANIES INC COM 07390210872 500 SH DIAM Sole - - BECKMAN COULTER INC COM 075811109193 2,979 SH DIAM Sole - - BECTON DICKINSON & CO COM 0758871091,263 17,136 SH DIAM Sole - - BED BATH & BEYOND INC COM 075896100580 16,092 SH DIAM Sole - - BERKSHIRE HATHAWAY INC-CL B COM 084670207233 65 SH DIAM Sole - - BEST BUY CO INC COM 0865161011,240 26,608 SH DIAM Sole - - BIG LOTS INC COM 089302103513 16,900 SH DIAM Sole - - BIOGEN IDEC INC COM 09062X1031,045 19,530 SH DIAM Sole - - BIOMED REALTY TRUST INC COM 09063H1073,391 134,098 SH DIAM Sole - - BIOMET INC COM 090613100898 19,713 SH DIAM Sole - - BJ SERVICES CO COM 055482103482 17,147 SH DIAM Sole - - BLACK & DECKER CORP COM 091797100327 3,676 SH DIAM Sole - - BLOUNT INTERNATIONAL INC COM 09518010528 2,100 SH DIAM Sole - - BMC SOFTWARE INC COM 0559211001,140 37,975 SH DIAM Sole - - BOEING CO COM 0970231056,627 69,647 SH DIAM Sole - - BOSTON PROPERTIES INC COM 101121101102,747 1,004,275 SH DIAM Sole - - BOSTON SCIENTIFIC CORP COM 1011371071,025 66,165 SH DIAM Sole - - BRANDYWINE REALTY TRUST COM 10536820310,033 351,187 SH DIAM Sole - - BRASIL TELECOM PART SA -ADR COM 105530109139 2,300 SH DIAM Sole - - BRASKEM SA-SPON ADR COM 10553210531 1,700 SH DIAM Sole - - BRE PROPERTIES INC COM 05564E1063,333 56,311 SH DIAM Sole - - BRINKER INTERNATIONAL INC COM 109641100167 5,758 SH DIAM Sole - - BRISTOL-MYERS SQUIBB CO COM 1101221084,078 128,952 SH DIAM Sole - - BROADCOM CORP-CL A COM 111320107758 25,624 SH DIAM Sole - - BROADRIDGE FINANCIAL SOLUTIO COM 11133T103135 6,977 SH DIAM Sole - - BROCADE COMMUNICATIONS SYS COM 111621306235 29,200 SH DIAM Sole - - BROWN & BROWN INC COM 115236101158 6,189 SH DIAM Sole - - BROWN-FORMAN CORP-CLASS B COM 115637209137 1,881 SH DIAM Sole - - BRUNSWICK CORP COM 117043109143 4,363 SH DIAM Sole - - BUNGE LTD COM G169621051,263 15,386 SH DIAM Sole - - BURLINGTON NORTHERN SANTA FE COM 12189T1041,985 23,341 SH DIAM Sole - - C.H. ROBINSON WORLDWIDE INC COM 12541W20915 300 SH DIAM Sole - - CA INC COM 12673P105598 23,308 SH DIAM Sole - - CABLEVISION SYSTEMS-NY GRP-A COM 12686C109465 13,086 SH DIAM Sole - - CADENCE DESIGN SYS INC COM 127387108301 13,722 SH DIAM Sole - - CAMBREX CORP COM 13201110759 4,500 SH DIAM Sole - - CAMDEN PROPERTY TRUST COM 1331311024,688 69,209 SH DIAM Sole - - CAMERON INTERNATIONAL CORP COM 13342B105411 5,814 SH DIAM Sole - - CAMPBELL SOUP CO COM 134429109840 21,957 SH DIAM Sole - - CAPITAL LEASE FUNDING INC COM 140288101385 35,630 SH DIAM Sole - - CAPITAL ONE FINANCIAL CORP COM 14040H1052,217 27,830 SH DIAM Sole - - CARDINAL HEALTH INC COM 14149Y1081,543 21,852 SH DIAM Sole - - CAREER EDUCATION CORP COM 141665109174 5,165 SH DIAM Sole - - CARMAX INC COM 143130102269 10,466 SH DIAM Sole - - CARNIVAL CORP COM 1436583001,225 25,253 SH DIAM Sole - - CATERPILLAR INC COM 1491231013,217 40,687 SH DIAM Sole - - CB RICHARD ELLIS GROUP INC-A COM 12497T1011,447 39,133 SH DIAM Sole - - CBL & ASSOCIATES PROPERTIES COM 12483010091,826 2,502,078 SH DIAM Sole - - CBS CORP-CLASS B COM 1248572021,635 49,206 SH DIAM Sole - - CDW CORP COM 12512N105277 3,274 SH DIAM Sole - - CEDAR SHOPPING CENTERS INC COM 150602209749 51,867 SH DIAM Sole - - CELGENE CORP COM 1510201042,329 40,292 SH DIAM Sole - - CEMIG SA -SPONS ADR COM 204409601156 7,500 SH DIAM Sole - - CENTERPOINT ENERGY INC COM 15189T1071,029 59,498 SH DIAM Sole - - CENTEX CORP COM 152312104236 5,833 SH DIAM Sole - - CENTURY ALUMINUM COMPANY COM 15643110826 500 SH DIAM Sole - - CENTURYTEL INC COM 156700106394 8,000 SH DIAM Sole - - CEPHALON INC COM 156708109246 3,065 SH DIAM Sole - - CERIDIAN CORP COM 156779100543 15,576 SH DIAM Sole - - CHAI-NA-TA CORP COM 15745J2058 229,968 SH DIAM Sole - - CHAPARRAL STEEL CO COM 15942310221 300 SH DIAM Sole - - CHARLES RIVER LABORATORIES COM 159864107170 3,307 SH DIAM Sole - - CHARMING SHOPPES COM 16113310318 1,700 SH DIAM Sole - - CHARTER COMMUNICATIONS-CL A COM 16117M10713 3,300 SH DIAM Sole - - CHECKFREE CORP COM 162813109167 4,085 SH DIAM Sole - - CHEROKEE INC COM 16444H1023,892 107,593 SH DIAM Sole - - CHESAPEAKE ENERGY CORP COM 1651671071,315 37,955 SH DIAM Sole - - CHEVRON CORP COM 16676410013,335 158,420 SH DIAM Sole - - CHICO'S FAS INC COM 168615102218 8,802 SH DIAM Sole - - CHIPOTLE MEXICAN GRILL-CL A COM 169656105163 1,980 SH DIAM Sole - - CHOICEPOINT INC COM 170388102196 4,581 SH DIAM Sole - - CHUBB CORP COM 1712321011,188 22,025 SH DIAM Sole - - CIA PARANAENSE ENER-SP ADR P COM 20441B40778 4,600 SH DIAM Sole - - CIA SANEAMENTO BASICO DE-ADR COM 20441A10295 2,200 SH DIAM Sole - - CIA SIDERURGICA NACL-SP ADR COM 20440W10587 1,700 SH DIAM Sole - - CIA VALE DO RIO DOCE-ADR COM 2044122091,042 23,695 SH DIAM Sole - - CIA VALE DO RIO DOCE-SP ADR COM 204412100708 19,100 SH DIAM Sole - - CIGNA CORP COM 1255091091,820 34,510 SH DIAM Sole - - CIMAREX ENERGY CO COM 171798101187 4,809 SH DIAM Sole - - CINCINNATI FINANCIAL CORP COM 172062101418 9,545 SH DIAM Sole - - CINTAS CORP COM 172908105277 7,001 SH DIAM Sole - - CIRCUIT CITY STORES INC COM 172737108149 9,828 SH DIAM Sole - - CISCO SYSTEMS INC COM 17275R10213,969 501,594 SH DIAM Sole - - CIT GROUP INC COM 125581108581 10,472 SH DIAM Sole - - CITADEL BROADCASTING CORP COM 17285T10650 8,079 SH DIAM Sole - - CITIGROUP INC COM 17296710117,337 334,633 SH DIAM Sole - - CITIZENS COMMUNICATIONS CO COM 17453B1018,746 567,221 SH DIAM Sole - - CITRIX SYSTEMS INC COM 177376100323 9,519 SH DIAM Sole - - CITY BANK LYNNWOOD WA COM 17770A10942 1,300 SH DIAM Sole - - CLAYTON WILLIAMS ENERGY INC COM 96949010132 1,200 SH DIAM Sole - - CLEAR CHANNEL COMMUNICATIONS COM 1845021021,240 32,906 SH DIAM Sole - - CLOROX COMPANY COM 189054109519 8,448 SH DIAM Sole - - CME GROUP INC COM 12572Q1051,713 3,170 SH DIAM Sole - - CMS ENERGY CORP COM 125896100645 37,750 SH DIAM Sole - - CNET NETWORKS INC COM 12613R10443 5,200 SH DIAM Sole - - COACH INC COM 1897541041,859 39,287 SH DIAM Sole - - COCA-COLA CO/THE COM 1912161008,473 161,010 SH DIAM Sole - - COGNIZANT TECH SOLUTIONS-A COM 1924461021,193 15,579 SH DIAM Sole - - COLGATE-PALMOLIVE CO COM 1941621031,627 24,900 SH DIAM Sole - - COLONIAL BANCGROUP INC COM 195493309180 7,194 SH DIAM Sole - - COLONIAL PROPERTIES TRUST COM 1958721061,931 52,330 SH DIAM Sole - - COMCAST CORP-CL A COM 20030N1015,492 195,755 SH DIAM Sole - - COMCAST CORP-SPECIAL CL A COM 20030N2001,718 61,580 SH DIAM Sole - - COMERICA INC COM 200340107497 8,266 SH DIAM Sole - - COMMERCE BANCORP INC/NJ COM 200519106320 9,466 SH DIAM Sole - - COMMUNITY HEALTH SYSTEMS INC COM 203668108176 4,491 SH DIAM Sole - - COMPANHIA DE BEBIDAS-PRF ADR COM 20441W203215 3,100 SH DIAM Sole - - COMPASS BANCSHARES INC COM 20449H1091,001 14,543 SH DIAM Sole - - COMPUTER SCIENCES CORP COM 205363104587 9,899 SH DIAM Sole - - COMPUWARE CORP COM 205638109402 33,478 SH DIAM Sole - - COMSYS IT PARTNERS INC COM 20581E10411 500 SH DIAM Sole - - CONAGRA FOODS INC COM 2058871021,271 47,103 SH DIAM Sole - - CONOCOPHILLIPS COM 20825C1041,066 13,892 SH DIAM Sole - - CONSOL ENERGY INC COM 20854P109446 9,679 SH DIAM Sole - - CONSOLIDATED EDISON INC COM 20911510411,681 258,095 SH DIAM Sole - - CONSTELLATION BRANDS INC-A COM 21036P108256 10,263 SH DIAM Sole - - CONSTELLATION ENERGY GROUP COM 2103711002,139 24,665 SH DIAM Sole - - CONVERGYS CORP COM 212485106627 25,674 SH DIAM Sole - - COOPER INDUSTRIES LTD-CL A COM G24182100777 13,528 SH DIAM Sole - - COOPER TIRE & RUBBER COM 21683110768 2,500 SH DIAM Sole - - CORE LABORATORIES N.V. COM N22717107132 1,330 SH DIAM Sole - - CORNING INC COM 2193501054,675 181,942 SH DIAM Sole - - CORPORATE EXECUTIVE BOARD CO COM 21988R102137 2,076 SH DIAM Sole - - CORPORATE OFFICE PROPERTIES COM 22002T108124,312 2,991,874 SH DIAM Sole - - COSTCO WHOLESALE CORP COM 22160K1051,395 23,969 SH DIAM Sole - - COUNTRYWIDE FINANCIAL CORP COM 2223721041,188 32,740 SH DIAM Sole - - COUSINS PROPERTIES INC COM 22279510635,602 1,222,185 SH DIAM Sole - - COVANCE INC COM 222816100247 3,546 SH DIAM Sole - - COVENTRY HEALTH CARE INC COM 222862104851 14,601 SH DIAM Sole - - CRESCENT REAL ESTATE EQT CO COM 2257561052,534 113,080 SH DIAM Sole - - CROWN CASTLE INTL CORP COM 2282271041,011 28,237 SH DIAM Sole - - CROWN MEDIA HOLDINGS-CLASS A COM 2284111042 300 SH DIAM Sole - - CSX CORP COM 1264081032,213 49,276 SH DIAM Sole - - CUBIST PHARMACEUTICALS INC COM 229678107259 12,770 SH DIAM Sole - - CUMMINS INC COM 2310211061,347 13,088 SH DIAM Sole - - CUTERA INC COM 2321091082 100 SH DIAM Sole - - CVS CAREMARK CORP COM 1266501004,641 126,990 SH DIAM Sole - - CYMER INC COM 23257210732 800 SH DIAM Sole - - CYPRESS SEMICONDUCTOR CORP COM 232806109476 20,415 SH DIAM Sole - - CYTYC CORPORATION COM 232946103218 5,121 SH DIAM Sole - - DADE BEHRING HOLDINGS INC COM 23342J206253 4,790 SH DIAM Sole - - DANAHER CORP COM 2358511021,781 23,753 SH DIAM Sole - - DARDEN RESTAURANTS INC COM 237194105295 6,803 SH DIAM Sole - - DAVITA INC COM 23918K108745 14,025 SH DIAM Sole - - DCP MIDSTREAM PARTNERS LP COM 23311P10017 400 SH DIAM Sole - - DEAN FOODS CO COM 242370104428 13,689 SH DIAM Sole - - DEERE & CO COM 2441991052,490 20,863 SH DIAM Sole - - DELEK US HOLDINGS INC COM 24664710169 2,600 SH DIAM Sole - - DELL INC COM 24702R1014,113 144,582 SH DIAM Sole - - DENBURY RESOURCES INC COM 247916208243 6,736 SH DIAM Sole - - DENTSPLY INTERNATIONAL INC COM 249030107269 7,048 SH DIAM Sole - - DEVELOPERS DIVERSIFIED RLTY COM 25159110397,277 1,845,168 SH DIAM Sole - - DEVON ENERGY CORPORATION COM 25179M1032,549 32,967 SH DIAM Sole - - DIAMOND OFFSHORE DRILLING COM 25271C102416 4,131 SH DIAM Sole - - DIAMONDROCK HOSPITALITY CO COM 2527843012,179 113,070 SH DIAM Sole - - DIGITAL REALTY TRUST INC COM 2538681032,594 67,396 SH DIAM Sole - - DILLARDS INC-CL A COM 254067101110 3,000 SH DIAM Sole - - DIRECTV GROUP INC/THE COM 25459L1062,450 105,709 SH DIAM Sole - - DISCOVERY HOLDING CO-A COM 25468Y107351 15,334 SH DIAM Sole - - DOCTOR REDDY'S LAB-ADR COM 256135203105 6,600 SH DIAM Sole - - DOLLAR GENERAL CORP COM 256669102820 37,541 SH DIAM Sole - - DOMINION RESOURCES INC/VA COM 25746U1091,879 21,845 SH DIAM Sole - - DOMTAR CORP COM 257559104284 26,312 SH DIAM Sole - - DOUGLAS EMMETT INC COM 25960P1091,517 60,129 SH DIAM Sole - - DOVER CORP COM 260003108582 11,422 SH DIAM Sole - - DOW CHEMICAL COM 2605431032,662 59,940 SH DIAM Sole - - DOW JONES & CO INC COM 260561105284 4,928 SH DIAM Sole - - DR HORTON INC COM 23331A109304 15,103 SH DIAM Sole - - DSP GROUP INC COM 23332B10618 900 SH DIAM Sole - - DST SYSTEMS INC COM 233326107209 2,637 SH DIAM Sole - - DTE ENERGY COMPANY COM 233331107668 13,865 SH DIAM Sole - - DU PONT (E.I.) DE NEMOURS COM 2635341092,762 54,242 SH DIAM Sole - - DUKE ENERGY CORP COM 26441C1051,394 76,448 SH DIAM Sole - - DUKE REALTY CORP COM 26441150597,250 2,734,826 SH DIAM Sole - - DUN & BRADSTREET CORP COM 26483E100358 3,462 SH DIAM Sole - - DYNAMIC MATERIALS CORP COM 26788810519 500 SH DIAM Sole - - DYNEGY INC-CL A COM 26817G102242 25,300 SH DIAM Sole - - E*TRADE FINANCIAL CORP COM 269246104534 23,984 SH DIAM Sole - - EAGLE HOSPITALITY PROPERTIES COM 26959T102250 19,101 SH DIAM Sole - - EAGLE TEST SYSTEMS INC COM 2700061098 500 SH DIAM Sole - - EASTGROUP PROPERTIES INC COM 2772761012,920 66,093 SH DIAM Sole - - EASTMAN KODAK CO COM 277461109473 16,749 SH DIAM Sole - - EATON CORP COM 278058102726 7,844 SH DIAM Sole - - EBAY INC COM 2786421033,238 101,342 SH DIAM Sole - - ECHOSTAR COMMUNICATIONS - A COM 278762109513 11,839 SH DIAM Sole - - ECOLAB INC COM 278865100723 16,892 SH DIAM Sole - - EDISON INTERNATIONAL COM 2810201072,163 38,751 SH DIAM Sole - - EDUCATION REALTY TRUST INC COM 28140H104495 35,094 SH DIAM Sole - - EL PASO CORP COM 28336L109676 39,720 SH DIAM Sole - - ELECTRONIC ARTS INC COM 2855121091,077 22,627 SH DIAM Sole - - ELECTRONIC DATA SYSTEMS CORP COM 285661104763 27,619 SH DIAM Sole - - ELI LILLY & CO COM 5324571083,099 55,171 SH DIAM Sole - - EMBARQ CORP COM 29078E1051,086 17,003 SH DIAM Sole - - EMC CORP/MASS COM 2686481023,492 195,852 SH DIAM Sole - - EMERSON ELECTRIC CO COM 2910111043,092 65,347 SH DIAM Sole - - EMPRESA BRASILEIRA DE AE-ADR COM 29081M102760 15,720 SH DIAM Sole - - ENERGIZER HOLDINGS INC COM 29266R108288 2,878 SH DIAM Sole - - ENERGY EAST CORPORATION COM 29266M109175 6,724 SH DIAM Sole - - ENSCO INTERNATIONAL INC COM 26874Q100559 9,258 SH DIAM Sole - - ENTERGY CORP COM 29364G1033,167 29,702 SH DIAM Sole - - ENTERTAINMENT PROPERTIES TR COM 29380T1056,312 116,852 SH DIAM Sole - - EOG RESOURCES INC COM 26875P101985 13,602 SH DIAM Sole - - EPICOR SOFTWARE CORP COM 29426L10813 900 SH DIAM Sole - - EQUIFAX INC COM 294429105412 9,291 SH DIAM Sole - - EQUITABLE RESOURCES INC COM 294549100342 6,892 SH DIAM Sole - - EQUITY INNS INC COM 2947031031,470 65,802 SH DIAM Sole - - EQUITY LIFESTYLE PROPERTIES COM 29472R1081,391 27,149 SH DIAM Sole - - EQUITY ONE INC COM 2947521001,064 41,264 SH DIAM Sole - - EQUITY RESIDENTIAL COM 29476L10751,012 1,118,444 SH DIAM Sole - - ESSEX PROPERTY TRUST INC COM 29717810515,461 131,731 SH DIAM Sole - - ESTEE LAUDER COMPANIES-CL A COM 518439104412 9,004 SH DIAM Sole - - EVEREST RE GROUP LTD COM G3223R108355 3,286 SH DIAM Sole - - EXELON CORP COM 30161N1013,744 51,937 SH DIAM Sole - - EXPEDIA INC COM 30212P105375 12,722 SH DIAM Sole - - EXPEDITORS INTL WASH INC COM 302130109533 12,629 SH DIAM Sole - - EXPRESS SCRIPTS INC COM 302182100663 13,064 SH DIAM Sole - - EXTRA SPACE STORAGE INC COM 30225T1023,491 208,075 SH DIAM Sole - - EXXON MOBIL CORP COM 30231G10233,810 404,426 SH DIAM Sole - - E-Z-EM INC COM 26930540538 2,400 SH DIAM Sole - - FAMILY DOLLAR STORES COM 307000109349 10,203 SH DIAM Sole - - FANNIE MAE COM 3135861095,970 91,118 SH DIAM Sole - - FASTENAL CO COM 311900104267 6,344 SH DIAM Sole - - FEDERAL REALTY INVS TRUST COM 3137472065,230 67,883 SH DIAM Sole - - FEDEX CORP COM 31428X1061,947 17,334 SH DIAM Sole - - FELCOR LODGING TRUST INC COM 31430F1011,817 69,119 SH DIAM Sole - - FELDMAN MALL PROPERTIES INC COM 314308107120 10,519 SH DIAM Sole - - FIDELITY NATIONAL FINL-A COM 31620R105237 10,007 SH DIAM Sole - - FIDELITY NATIONAL INFORMATIO COM 31620M106830 15,206 SH DIAM Sole - - FIFTH THIRD BANCORP COM 3167731001,376 34,175 SH DIAM Sole - - FIRST AMERICAN CORPORATION COM 318522307185 3,749 SH DIAM Sole - - FIRST DATA CORP COM 3199631041,526 46,743 SH DIAM Sole - - FIRST HORIZON NATIONAL CORP COM 320517105313 7,999 SH DIAM Sole - - FIRST INDUSTRIAL REALTY TR COM 32054K10330,808 786,531 SH DIAM Sole - - FIRST POTOMAC REALTY TRUST COM 33610F10922,492 948,660 SH DIAM Sole - - FIRST REGIONAL BANCORP/CAL COM 33615C10133 1,300 SH DIAM Sole - - FIRSTENERGY CORP COM 3379321072,252 35,067 SH DIAM Sole - - FISERV INC COM 337738108547 9,562 SH DIAM Sole - - FLEXTRONICS INTL LTD COM Y2573F102747 66,960 SH DIAM Sole - - FLUOR CORP COM 343412102973 9,231 SH DIAM Sole - - FMC TECHNOLOGIES INC COM 30249U101284 3,622 SH DIAM Sole - - FOOT LOCKER INC COM 344849104173 7,862 SH DIAM Sole - - FORD MOTOR COMPANY COM 345370860885 93,350 SH DIAM Sole - - FOREST CITY ENTERPRISES-CL A COM 345550107151 2,472 SH DIAM Sole - - FOREST LABORATORIES INC COM 3458381062,136 47,244 SH DIAM Sole - - FORTUNE BRANDS INC COM 349631101678 8,229 SH DIAM Sole - - FPL GROUP INC COM 3025711043,060 53,360 SH DIAM Sole - - FRANKLIN BANK CORP/HOUSTON COM 35245110831 2,000 SH DIAM Sole - - FRANKLIN RESOURCES INC COM 3546131012,912 21,664 SH DIAM Sole - - FRANKLIN STREET PROPERTIES C COM 35471R106669 39,974 SH DIAM Sole - - FREDDIE MAC COM 3134003013,465 57,000 SH DIAM Sole - - FREEPORT-MCMORAN COPPER COM 35671D8573,062 37,206 SH DIAM Sole - - GAFISA SA-ADR COM 36260730140 1,300 SH DIAM Sole - - GANNETT CO COM 364730101720 13,071 SH DIAM Sole - - GAP INC/THE COM 364760108544 28,480 SH DIAM Sole - - GARMIN LTD COM G37260109434 5,916 SH DIAM Sole - - GENENTECH INC COM 3687104063,100 41,002 SH DIAM Sole - - GENERAL DYNAMICS CORP COM 3695501083,355 42,481 SH DIAM Sole - - GENERAL ELECTRIC CO. COM 36960410330,079 789,066 SH DIAM Sole - - GENERAL GROWTH PROPERTIES COM 370021107157,399 2,969,811 SH DIAM Sole - - GENERAL MILLS INC COM 3703341041,591 27,313 SH DIAM Sole - - GENERAL MOTORS CORP COM 3704421051,723 45,190 SH DIAM Sole - - GENUINE PARTS CO COM 372460105502 10,090 SH DIAM Sole - - GENWORTH FINANCIAL INC-CL A COM 37247D106833 23,832 SH DIAM Sole - - GENZYME CORP COM 3729171041,256 19,051 SH DIAM Sole - - GERDAU SA -SPON ADR COM 373737105156 6,100 SH DIAM Sole - - GETTY IMAGES INC COM 374276103803 16,414 SH DIAM Sole - - GETTY REALTY CORP COM 374297109602 22,641 SH DIAM Sole - - GILEAD SCIENCES INC COM 3755581033,669 92,682 SH DIAM Sole - - GLADSTONE COMMERCIAL CORP COM 376536108124 6,345 SH DIAM Sole - - GLIMCHER REALTY TRUST COM 3793021021,129 44,103 SH DIAM Sole - - GLOBALSANTAFE CORP COM G3930E101945 13,047 SH DIAM Sole - - GMH COMMUNITIES TRUST COM 36188G102451 45,876 SH DIAM Sole - - GOL LINHAS AEREAS INTEL-ADR COM 38045R1073 100 SH DIAM Sole - - GOLDMAN SACHS GROUP INC COM 38141G1046,794 31,029 SH DIAM Sole - - GOODRICH CORP COM 382388106124 2,100 SH DIAM Sole - - GOODYEAR TIRE & RUBBER CO COM 382550101815 24,100 SH DIAM Sole - - GOOGLE INC-CL A COM 38259P5089,681 18,440 SH DIAM Sole - - GRAMERCY CAPITAL CORP COM 3848711097,034 241,733 SH DIAM Sole - - GRANT PRIDECO INC COM 38821G101355 6,649 SH DIAM Sole - - GULF ISLAND FABRICATION INC COM 40230710256 1,700 SH DIAM Sole - - H&R BLOCK INC COM 093671105416 17,873 SH DIAM Sole - - HAEMONETICS CORP/MASS COM 40502410036 700 SH DIAM Sole - - HALLIBURTON CO COM 4062161011,667 48,299 SH DIAM Sole - - HANESBRANDS INC COM 410345102115 4,188 SH DIAM Sole - - HARLEY-DAVIDSON INC COM 4128221081,566 26,208 SH DIAM Sole - - HARMAN INTERNATIONAL COM 413086109625 5,373 SH DIAM Sole - - HARRAH'S ENTERTAINMENT INC COM 4136191071,007 11,825 SH DIAM Sole - - HARSCO CORP COM 415864107241 4,696 SH DIAM Sole - - HARTFORD FINANCIAL SVCS GRP COM 4165151041,963 19,934 SH DIAM Sole - - HASBRO INC COM 418056107924 29,276 SH DIAM Sole - - HDFC BANK LTD-ADR COM 40415F101124 1,500 SH DIAM Sole - - HEALTH CARE PPTYS INVEST INC COM 42191510919,711 672,068 SH DIAM Sole - - HEALTH CARE REIT INC COM 42217K1063,793 94,431 SH DIAM Sole - - HEALTH MGMT ASSOCIATES INC-A COM 421933102127 11,192 SH DIAM Sole - - HEALTH NET INC COM 42222G108307 5,823 SH DIAM Sole - - HEALTHCARE REALTY TRUST INC COM 4219461041,482 53,207 SH DIAM Sole - - HEALTHTRONICS INC COM 42222L1072 600 SH DIAM Sole - - HERCULES INC COM 427056106169 8,800 SH DIAM Sole - - HERSHA HOSPITALITY TRUST COM 427825104425 35,605 SH DIAM Sole - - HERSHEY CO/THE COM 427866108405 7,966 SH DIAM Sole - - HERTZ GLOBAL HOLDINGS INC COM 42805T105102 3,840 SH DIAM Sole - - HESS CORP COM 42809H1071,200 21,154 SH DIAM Sole - - HEWLETT-PACKARD CO COM 4282361039,784 219,337 SH DIAM Sole - - HIGHLAND HOSPITALITY CORP COM 4301411011,320 68,794 SH DIAM Sole - - HIGHWOODS PROPERTIES INC COM 43128410889,233 2,341,460 SH DIAM Sole - - HILLENBRAND INDUSTRIES COM 431573104182 2,793 SH DIAM Sole - - HILTON HOTELS CORP COM 4328481091,696 50,156 SH DIAM Sole - - HJ HEINZ CO COM 4230741031,424 30,049 SH DIAM Sole - - HOME DEPOT INC COM 4370761024,823 122,055 SH DIAM Sole - - HOME INNS & HOTELS MANAG-ADR COM 43713W107869 27,000 SH DIAM Sole - - HOME PROPERTIES INC COM 4373061031,934 37,046 SH DIAM Sole - - HONEYWELL INTERNATIONAL INC COM 4385161063,336 59,172 SH DIAM Sole - - HOSPIRA INC COM 441060100593 15,274 SH DIAM Sole - - HOSPITALITY PROPERTIES TRUST COM 44106M1024,456 107,703 SH DIAM Sole - - HOST HOTELS & RESORTS INC COM 44107P104102,742 4,478,766 SH DIAM Sole - - HRPT PROPERTIES TRUST COM 40426W1012,682 258,164 SH DIAM Sole - - HUBBELL INC -CL B COM 443510201515 9,410 SH DIAM Sole - - HUDSON CITY BANCORP INC COM 443683107555 44,924 SH DIAM Sole - - HUMANA INC COM 444859102570 9,200 SH DIAM Sole - - HUNTINGTON BANCSHARES INC COM 446150104288 12,821 SH DIAM Sole - - HUNTSMAN CORP COM 447011107406 16,710 SH DIAM Sole - - I2 TECHNOLOGIES INC COM 46575420828 1,500 SH DIAM Sole - - IAC/INTERACTIVECORP COM 44919P3001,159 33,447 SH DIAM Sole - - ICF INTERNATIONAL INC COM 44925C10361 3,200 SH DIAM Sole - - ICICI BANK LTD-SPON ADR COM 45104G104378 7,700 SH DIAM Sole - - IDEARC INC COM 451663108311 8,832 SH DIAM Sole - - IKON OFFICE SOLUTIONS INC COM 45171310166 4,400 SH DIAM Sole - - ILLINOIS TOOL WORKS COM 4523081092,271 41,725 SH DIAM Sole - - IMCLONE SYSTEMS COM 45245W109252 7,070 SH DIAM Sole - - IMERGENT INC COM 45247Q10052 2,200 SH DIAM Sole - - IMS HEALTH INC COM 449934108382 11,928 SH DIAM Sole - - INDYMAC BANCORP INC COM 456607100189 6,280 SH DIAM Sole - - INFOSYS TECHNOLOGIES-SP ADR COM 456788108920 17,890 SH DIAM Sole - - INGERSOLL-RAND CO LTD-CL A COM G4776G101851 15,554 SH DIAM Sole - - INLAND REAL ESTATE CORP COM 4574612001,240 71,702 SH DIAM Sole - - INNKEEPERS USA TRUST COM 4576J0104260 14,700 SH DIAM Sole - - INSIGHT ENTERPRISES INC COM 45765U1032 100 SH DIAM Sole - - INTEGRYS ENERGY GROUP INC COM 45822P10546 917 SH DIAM Sole - - INTEL CORP COM 4581401008,698 363,660 SH DIAM Sole - - INTERCONTINENTALEXCHANGE INC COM 45865V100303 2,038 SH DIAM Sole - - INTERNATIONAL PAPER CO COM 460146103839 21,919 SH DIAM Sole - - INTERPUBLIC GROUP OF COS INC COM 460690100666 58,044 SH DIAM Sole - - INTERSIL CORP -CL A COM 46069S109241 7,561 SH DIAM Sole - - INTERVEST BANCSHARES CORP COM 46092710648 1,800 SH DIAM Sole - - INTL BUSINESS MACHINES CORP COM 45920010111,051 104,313 SH DIAM Sole - - INTL FLAVORS & FRAGRANCES COM 459506101744 14,252 SH DIAM Sole - - INTL GAME TECHNOLOGY COM 4599021021,639 41,397 SH DIAM Sole - - INTUIT INC COM 461202103641 21,104 SH DIAM Sole - - INTUITIVE SURGICAL INC COM 46120E602182 1,320 SH DIAM Sole - - INVESTORS FINANCIAL SVCS CP COM 461915100205 3,289 SH DIAM Sole - - INVESTORS REAL ESTATE TRUST COM 461730103644 61,333 SH DIAM Sole - - INVITROGEN CORP COM 46185R100179 2,434 SH DIAM Sole - - IRON MOUNTAIN INC COM 462846106296 11,455 SH DIAM Sole - - ISTAR FINANCIAL INC COM 45031U101332 7,367 SH DIAM Sole - - ITT CORP COM 4509111021,063 15,667 SH DIAM Sole - - J.C. PENNEY CO INC COM 7081601063,214 44,181 SH DIAM Sole - - JABIL CIRCUIT INC COM 466313103497 22,077 SH DIAM Sole - - JACOBS ENGINEERING GROUP INC COM 469814107405 7,126 SH DIAM Sole - - JANUS CAPITAL GROUP INC COM 47102X105290 10,237 SH DIAM Sole - - JDS UNIPHASE CORP COM 46612J507130 9,728 SH DIAM Sole - - JOHNSON & JOHNSON COM 47816010412,396 201,568 SH DIAM Sole - - JOHNSON CONTROLS INC COM 4783661072,081 17,838 SH DIAM Sole - - JONES APPAREL GROUP INC COM 480074103159 5,657 SH DIAM Sole - - JOY GLOBAL INC COM 481165108354 6,025 SH DIAM Sole - - JPMORGAN CHASE & CO COM 46625H10013,848 282,857 SH DIAM Sole - - JUNIPER NETWORKS INC COM 48203R1041,048 41,405 SH DIAM Sole - - KB HOME COM 48666K109157 3,959 SH DIAM Sole - - KELLOGG CO COM 487836108812 15,770 SH DIAM Sole - - KEYCORP COM 493267108765 21,901 SH DIAM Sole - - KEYSPAN CORP COM 49337W100456 10,902 SH DIAM Sole - - KILROY REALTY CORP COM 49427F1082,843 39,847 SH DIAM Sole - - KIMBERLY-CLARK CORP COM 4943681032,577 38,694 SH DIAM Sole - - KIMCO REALTY CORP COM 49446R109112,548 2,952,468 SH DIAM Sole - - KING PHARMACEUTICALS INC COM 49558210830 1,500 SH DIAM Sole - - KITE REALTY GROUP TRUST COM 49803T1022,587 138,618 SH DIAM Sole - - KLA-TENCOR CORPORATION COM 4824801004,022 72,551 SH DIAM Sole - - KOHLS CORP COM 5002551042,610 36,612 SH DIAM Sole - - KORN/FERRY INTERNATIONAL COM 50064320061 2,300 SH DIAM Sole - - KRAFT FOODS INC-A COM 50075N1043,790 107,159 SH DIAM Sole - - KROGER CO COM 5010441012,110 74,642 SH DIAM Sole - - L-3 COMMUNICATIONS HOLDINGS COM 5024241041,323 13,687 SH DIAM Sole - - LABORATORY CRP OF AMER HLDGS COM 50540R4091,256 16,044 SH DIAM Sole - - LAM RESEARCH CORP COM 5128071081,404 27,499 SH DIAM Sole - - LAMAR ADVERTISING CO-CL A COM 512815101567 8,960 SH DIAM Sole - - LANDAMERICA FINANCIAL GROUP COM 51493610338 400 SH DIAM Sole - - LANDSTAR SYSTEM INC COM 515098101200 4,145 SH DIAM Sole - - LAS VEGAS SANDS CORP COM 517834107389 5,234 SH DIAM Sole - - LASALLE HOTEL PROPERTIES COM 5179421082,025 46,702 SH DIAM Sole - - LEAR CORP COM 521865105128 3,589 SH DIAM Sole - - LEGG MASON INC COM 524901105702 7,000 SH DIAM Sole - - LEGGETT & PLATT INC COM 524660107515 23,354 SH DIAM Sole - - LEHMAN BROTHERS HOLDINGS INC COM 5249081002,314 30,492 SH DIAM Sole - - LENNAR CORP-CL A COM 526057104820 22,101 SH DIAM Sole - - LEUCADIA NATIONAL CORP COM 527288104300 8,464 SH DIAM Sole - - LEVEL 3 COMMUNICATIONS INC COM 52729N100327 55,146 SH DIAM Sole - - LEXINGTON REALTY TRUST COM 5290431011,828 87,224 SH DIAM Sole - - LEXMARK INTERNATIONAL INC-A COM 529771107519 10,345 SH DIAM Sole - - LIBERTY GLOBAL INC-A COM 530555101400 9,803 SH DIAM Sole - - LIBERTY GLOBAL INC-SERIES C COM 530555309422 10,805 SH DIAM Sole - - LIBERTY MEDIA CORP-CAP SER A COM 53071M302759 6,520 SH DIAM Sole - - LIBERTY MEDIA-INTERACTIVE A COM 53071M104762 33,980 SH DIAM Sole - - LIBERTY PROPERTY TRUST COM 53117210492,966 2,116,723 SH DIAM Sole - - LIMITED INC/THE COM 532716107596 21,359 SH DIAM Sole - - LINCARE HOLDINGS INC COM 532791100186 4,627 SH DIAM Sole - - LINCOLN NATIONAL CORP COM 5341871091,395 19,643 SH DIAM Sole - - LINEAR TECHNOLOGY CORP COM 535678106542 14,922 SH DIAM Sole - - LITTELFUSE INC COM 53700810410 300 SH DIAM Sole - - LIZ CLAIBORNE INC COM 539320101197 5,272 SH DIAM Sole - - LOCKHEED MARTIN CORP COM 5398301094,758 50,947 SH DIAM Sole - - LOEWS CORP COM 5404241081,945 38,300 SH DIAM Sole - - LOWE'S COS INC COM 5486611074,024 130,933 SH DIAM Sole - - LSI CORP COM 502161102341 44,685 SH DIAM Sole - - LTC PROPERTIES INC COM 502175102622 26,351 SH DIAM Sole - - LYONDELL CHEMICAL COMPANY COM 552078107478 12,956 SH DIAM Sole - - M & T BANK CORP COM 55261F104413 3,821 SH DIAM Sole - - MACERICH CO/THE COM 554382101160,202 1,936,219 SH DIAM Sole - - MACK-CALI REALTY CORP COM 5544891049,856 224,474 SH DIAM Sole - - MACQUARIE INFRASTRUCTURE CO COM 55608B1056,073 148,162 SH DIAM Sole - - MACY'S INC COM 55616P1041,712 43,181 SH DIAM Sole - - MAGUIRE PROPERTIES INC COM 5597751012,757 79,927 SH DIAM Sole - - MAHANAGAR TELEPHONE-ADR COM 55977840227 3,500 SH DIAM Sole - - MAIDENFORM BRANDS INC COM 56030510415 800 SH DIAM Sole - - MANOR CARE INC COM 564055101743 11,675 SH DIAM Sole - - MANPOWER INC COM 56418H100477 5,096 SH DIAM Sole - - MARATHON OIL CORP COM 5658491064,170 69,804 SH DIAM Sole - - MARRIOTT INTERNATIONAL-CL A COM 5719032021,267 28,972 SH DIAM Sole - - MARSH & MCLENNAN COS COM 5717481021,238 40,219 SH DIAM Sole - - MARSHALL & ILSLEY CORP COM 571834100610 12,694 SH DIAM Sole - - MARTIN MARIETTA MATERIALS COM 573284106384 2,384 SH DIAM Sole - - MARVELL TECHNOLOGY GROUP LTD COM G5876H105457 26,600 SH DIAM Sole - - MASCO CORP COM 574599106577 20,617 SH DIAM Sole - - MASSEY ENERGY CO COM 57620610696 3,676 SH DIAM Sole - - MASTERCARD INC-CLASS A COM 57636Q104566 3,438 SH DIAM Sole - - MATTEL INC COM 5770811021,961 77,828 SH DIAM Sole - - MAXIM INTEGRATED PRODUCTS COM 57772K101609 17,989 SH DIAM Sole - - MBIA INC COM 55262C100527 8,308 SH DIAM Sole - - MCCLATCHY CO-CLASS A COM 579489105101 3,990 SH DIAM Sole - - MCCORMICK & CO-NON VTG SHRS COM 579780206393 10,244 SH DIAM Sole - - MCDONALD'S CORP COM 5801351016,358 125,047 SH DIAM Sole - - MCGRAW-HILL COMPANIES INC COM 5806451091,750 25,494 SH DIAM Sole - - MCKESSON CORP COM 58155Q1031,551 25,682 SH DIAM Sole - - MEADWESTVACO CORP COM 583334107340 9,827 SH DIAM Sole - - MEDCO HEALTH SOLUTIONS INC COM 58405U1022,389 30,701 SH DIAM Sole - - MEDICAL PROPERTIES TRUST INC COM 58463J304753 56,198 SH DIAM Sole - - MEDTRONIC INC COM 5850551063,621 69,912 SH DIAM Sole - - MELLON FINANCIAL CORP COM 58551A1081,274 28,689 SH DIAM Sole - - MEMC ELECTRONIC MATERIALS COM 5527151041,164 19,044 SH DIAM Sole - - MENTOR CORP COM 58718810349 1,200 SH DIAM Sole - - MERCK & CO. INC. COM 58933110721,597 427,838 SH DIAM Sole - - MEREDITH CORP COM 58943310180 1,300 SH DIAM Sole - - MERRILL LYNCH & CO INC COM 5901881086,171 71,744 SH DIAM Sole - - METLIFE INC COM 59156R1084,600 71,047 SH DIAM Sole - - MGIC INVESTMENT CORP COM 552848103265 4,592 SH DIAM Sole - - MGM MIRAGE COM 552953101587 7,150 SH DIAM Sole - - MICROCHIP TECHNOLOGY INC COM 595017104463 12,479 SH DIAM Sole - - MICRON TECHNOLOGY INC COM 595112103531 42,827 SH DIAM Sole - - MICROSEMI CORP COM 595137100259 10,860 SH DIAM Sole - - MICROSOFT CORP COM 59491810420,372 682,960 SH DIAM Sole - - MID-AMERICA APARTMENT COMM COM 59522J1032,529 47,958 SH DIAM Sole - - MILLENNIUM PHARMACEUTICALS COM 599902103174 16,304 SH DIAM Sole - - MILLIPORE CORP COM 601073109217 2,886 SH DIAM Sole - - MIRANT CORP COM 60467R100564 13,253 SH DIAM Sole - - MISSION WEST PROPERTIES COM 605203108184 13,104 SH DIAM Sole - - MOBILE TELESYSTEMS-SP ADR COM 607409109197 3,300 SH DIAM Sole - - MOHAWK INDUSTRIES INC COM 608190104350 3,448 SH DIAM Sole - - MOLSON COORS BREWING CO -B COM 60871R209428 4,700 SH DIAM Sole - - MONMOUTH REIT -CL A COM 60972010798 11,326 SH DIAM Sole - - MONSANTO CO COM 61166W1014,642 69,623 SH DIAM Sole - - MONSTER WORLDWIDE INC COM 611742107245 5,911 SH DIAM Sole - - MOODY'S CORP COM 615369105879 14,069 SH DIAM Sole - - MORGAN STANLEY COM 6174464486,517 76,786 SH DIAM Sole - - MOSAIC CO/THE COM 61945A107419 10,763 SH DIAM Sole - - MOTOROLA INC COM 6200761092,617 146,778 SH DIAM Sole - - MULTI-COLOR CORP COM 62538310439 1,000 SH DIAM Sole - - NABORS INDUSTRIES LTD COM G6359F1031,100 32,988 SH DIAM Sole - - NALCO HOLDING CO COM 62985Q101429 15,671 SH DIAM Sole - - NASH FINCH CO COM 63115810245 900 SH DIAM Sole - - NATIONAL CITY CORP COM 6354051031,003 29,790 SH DIAM Sole - - NATIONAL FINANCIAL PARTNERS COM 63607P208350 7,460 SH DIAM Sole - - NATIONAL HEALTH REALTY INC COM 635905102156 6,611 SH DIAM Sole - - NATIONAL OILWELL VARCO INC COM 6370711011,241 12,068 SH DIAM Sole - - NATIONAL RETAIL PROPERTIES COM 6374171064,401 199,362 SH DIAM Sole - - NATIONAL SEMICONDUCTOR CORP COM 637640103454 16,038 SH DIAM Sole - - NATIONWIDE HEALTH PPTYS INC COM 6386201042,888 106,732 SH DIAM Sole - - NATL HEALTH INVESTORS INC COM 63633D104873 27,190 SH DIAM Sole - - NAVTEQ CORP COM 63936L100476 11,182 SH DIAM Sole - - NBTY INC COM 62878210434 800 SH DIAM Sole - - NCR CORPORATION COM 62886E108264 5,100 SH DIAM Sole - - NET SERVICOS DE COM-PR ADR COM 64109T20132 1,900 SH DIAM Sole - - NETWORK APPLIANCE INC COM 64120L104695 22,995 SH DIAM Sole - - NEW YORK COMMUNITY BANCORP COM 649445103298 17,349 SH DIAM Sole - - NEW YORK TIMES CO -CL A COM 650111107179 7,038 SH DIAM Sole - - NEWCASTLE INVESTMENT CORP COM 65105M10852 2,000 SH DIAM Sole - - NEWELL RUBBERMAID INC COM 651229106627 21,183 SH DIAM Sole - - NEWFIELD EXPLORATION CO COM 651290108300 6,639 SH DIAM Sole - - NEWMONT MINING CORP COM 651639106940 24,322 SH DIAM Sole - - NEWS CORP-CL A COM 65248E1045,028 234,736 SH DIAM Sole - - NEWS CORP-CLASS B COM 65248E203648 28,069 SH DIAM Sole - - NICOR INC COM 654086107120 2,800 SH DIAM Sole - - NII HOLDINGS INC COM 62913F201647 7,905 SH DIAM Sole - - NIKE INC -CL B COM 6541061031,879 32,241 SH DIAM Sole - - NISOURCE INC COM 65473P105318 15,414 SH DIAM Sole - - NOBLE CORP COM G65422100727 7,590 SH DIAM Sole - - NOBLE ENERGY INC COM 6550441051,039 16,993 SH DIAM Sole - - NORDSTROM INC COM 6556641001,080 21,456 SH DIAM Sole - - NORFOLK SOUTHERN CORP COM 6558441081,135 21,336 SH DIAM Sole - - NORTHERN TRUST CORP COM 665859104682 10,540 SH DIAM Sole - - NORTHROP GRUMMAN CORP COM 6668071021,382 17,817 SH DIAM Sole - - NOVELLUS SYSTEMS INC COM 670008101453 15,692 SH DIAM Sole - - NRG ENERGY INC COM 629377508571 13,738 SH DIAM Sole - - NUCOR CORP COM 6703461052,417 41,549 SH DIAM Sole - - NVIDIA CORP COM 67066G1041,684 40,118 SH DIAM Sole - - NVR INC COM 62944T105500 726 SH DIAM Sole - - NYMEX HOLDINGS INC COM 62948N104506 3,959 SH DIAM Sole - - NYSE EURONEXT COM 629491101528 7,075 SH DIAM Sole - - OCCIDENTAL PETROLEUM CORP COM 6745991053,530 61,633 SH DIAM Sole - - O'CHARLEYS INC COM 67082310354 2,700 SH DIAM Sole - - OFFICE DEPOT INC COM 676220106516 16,223 SH DIAM Sole - - OFFICEMAX INC COM 67622P101202 5,100 SH DIAM Sole - - OLD REPUBLIC INTL CORP COM 680223104229 10,823 SH DIAM Sole - - OMEGA HEALTHCARE INVESTORS COM 6819361001,161 72,613 SH DIAM Sole - - OMNICARE INC COM 681904108220 6,048 SH DIAM Sole - - OMNICOM GROUP COM 6819191061,613 30,218 SH DIAM Sole - - ONE LIBERTY PROPERTIES INC COM 682406103135 5,915 SH DIAM Sole - - OPLINK COMMUNICATIONS INC COM 68375Q40317 1,200 SH DIAM Sole - - OPTIONSXPRESS HOLDINGS INC COM 684010101385 14,800 SH DIAM Sole - - ORACLE CORP COM 68389X1056,806 342,903 SH DIAM Sole - - OSHKOSH TRUCK CORP COM 688239201296 4,664 SH DIAM Sole - - OWENS-ILLINOIS INC COM 6907684031,244 35,899 SH DIAM Sole - - P G & E CORP COM 69331C1082,570 56,877 SH DIAM Sole - - PACCAR INC COM 6937181082,571 29,401 SH DIAM Sole - - PACTIV CORPORATION COM 695257105773 24,206 SH DIAM Sole - - PALL CORP COM 696429307727 15,893 SH DIAM Sole - - PARKER HANNIFIN CORP COM 701094104648 6,636 SH DIAM Sole - - PARKWAY PROPERTIES INC COM 70159Q104857 17,722 SH DIAM Sole - - PARTNERRE LTD COM G6852T105225 2,918 SH DIAM Sole - - PATTERSON COS INC COM 703395103200 5,347 SH DIAM Sole - - PATTERSON-UTI ENERGY INC COM 703481101207 7,937 SH DIAM Sole - - PAYCHEX INC COM 7043261071,085 27,632 SH DIAM Sole - - PDL BIOPHARMA INC COM 69329Y104187 7,763 SH DIAM Sole - - PEABODY ENERGY CORP COM 704549104751 15,611 SH DIAM Sole - - PENN REAL ESTATE INVEST TST COM 7091021071,886 42,479 SH DIAM Sole - - PENTAIR INC COM 709631105161 4,170 SH DIAM Sole - - PEOPLE'S UNITED FINANCIAL COM 712704105239 13,259 SH DIAM Sole - - PEPCO HOLDINGS INC COM 713291102283 10,024 SH DIAM Sole - - PEPSI BOTTLING GROUP INC COM 713409100222 6,590 SH DIAM Sole - - PEPSICO INC COM 7134481088,789 134,707 SH DIAM Sole - - PERDIGAO SA-ADR COM 71361V30377 1,900 SH DIAM Sole - - PERINI CORP COM 71383910865 1,100 SH DIAM Sole - - PERKINELMER INC COM 71404610949 1,900 SH DIAM Sole - - PETROLEO BRASILEIRO S.A.-ADR COM 71654V408254 2,100 SH DIAM Sole - - PETROLEO BRASILEIRO-SPON ADR COM 71654V101840 7,900 SH DIAM Sole - - PETSMART INC COM 716768106232 7,183 SH DIAM Sole - - PFIZER INC COM 71708110320,739 809,170 SH DIAM Sole - - PHASE FORWARD INC COM 71721R4068 500 SH DIAM Sole - - PHOENIX COMPANIES INC COM 71902E10955 3,700 SH DIAM Sole - - PINNACLE WEST CAPITAL COM 723484101503 12,429 SH DIAM Sole - - PIONEER NATURAL RESOURCES CO COM 723787107350 7,225 SH DIAM Sole - - PITNEY BOWES INC COM 724479100526 11,314 SH DIAM Sole - - PLUM CREEK TIMBER CO COM 72925110836,051 871,662 SH DIAM Sole - - PMI GROUP INC/THE COM 69344M101200 4,316 SH DIAM Sole - - PNC FINANCIAL SERVICES GROUP COM 6934751051,447 20,063 SH DIAM Sole - - POLO RALPH LAUREN CORP COM 7315721031,004 10,183 SH DIAM Sole - - POST PROPERTIES INC COM 7374641072,649 51,092 SH DIAM Sole - - POTASH CORP OF SASKATCHEWAN COM 73755L107707 9,180 SH DIAM Sole - - PPG INDUSTRIES INC COM 693506107676 9,075 SH DIAM Sole - - PPL CORPORATION COM 69351T1061,525 32,768 SH DIAM Sole - - PRAXAIR INC COM 74005P1041,241 17,212 SH DIAM Sole - - PRECISION CASTPARTS CORP COM 740189105649 5,500 SH DIAM Sole - - PREFERRED BANK/LOS ANGELES COM 74036710740 1,000 SH DIAM Sole - - PRG-SCHULTZ INTERNATIONAL COM 69357C5033 200 SH DIAM Sole - - PRIDE INTERNATIONAL INC COM 74153Q102297 8,049 SH DIAM Sole - - PRINCIPAL FINANCIAL GROUP COM 74251V1021,051 17,994 SH DIAM Sole - - PROCTER & GAMBLE CO COM 74271810914,843 241,915 SH DIAM Sole - - PROGRESS ENERGY INC COM 743263105615 13,540 SH DIAM Sole - - PROGRESSIVE CORP COM 7433151031,398 58,821 SH DIAM Sole - - PROLOGIS COM 74341010287,313 1,514,013 SH DIAM Sole - - PRUDENTIAL FINANCIAL INC COM 7443201024,426 45,206 SH DIAM Sole - - PS BUSINESS PARKS INC/CA COM 69360J1071,142 18,246 SH DIAM Sole - - PUBLIC SERVICE ENTERPRISE GP COM 7445731061,344 15,284 SH DIAM Sole - - PUBLIC STORAGE COM 74460D10940,358 516,621 SH DIAM Sole - - PULTE HOMES INC COM 745867101293 12,966 SH DIAM Sole - - QLOGIC CORP COM 747277101190 11,457 SH DIAM Sole - - QUALCOMM INC COM 7475251035,373 123,652 SH DIAM Sole - - QUEST DIAGNOSTICS COM 74834L100448 8,605 SH DIAM Sole - - QUESTAR CORP COM 748356102504 9,618 SH DIAM Sole - - QWEST COMMUNICATIONS INTL COM 7491211091,345 138,259 SH DIAM Sole - - RADIAN GROUP INC COM 750236101249 4,542 SH DIAM Sole - - RADIOSHACK CORP COM 750438103762 22,585 SH DIAM Sole - - RAIT FINANCIAL TRUST COM 74922710424 900 SH DIAM Sole - - RAMCO-GERSHENSON PROPERTIES COM 7514522023,980 110,132 SH DIAM Sole - - RANGE RESOURCES CORP COM 75281A109274 7,464 SH DIAM Sole - - RAYTHEON COMPANY COM 7551115071,787 33,251 SH DIAM Sole - - REALTY INCOME CORP COM 7561091045,003 197,366 SH DIAM Sole - - RED HAT INC COM 756577102275 12,295 SH DIAM Sole - - REGENCY CENTERS CORP COM 75884910353,038 753,713 SH DIAM Sole - - REGIONS FINANCIAL CORP COM 7591EP1001,265 37,713 SH DIAM Sole - - RELIANT ENERGY INC COM 75952B105482 17,909 SH DIAM Sole - - RENAISSANCERE HOLDINGS LTD COM G7496G103191 3,116 SH DIAM Sole - - REPUBLIC PROPERTY TRUST COM 760737106123 10,053 SH DIAM Sole - - REPUBLIC SERVICES INC COM 760759100307 10,102 SH DIAM Sole - - RESPIRONICS INC COM 761230101285 6,655 SH DIAM Sole - - REYNOLDS AMERICAN INC COM 7617131069,595 147,536 SH DIAM Sole - - ROBERT HALF INTL INC COM 770323103375 10,131 SH DIAM Sole - - ROCKWELL AUTOMATION INC COM 773903109587 8,450 SH DIAM Sole - - ROCKWELL COLLINS INC. COM 774341101773 11,003 SH DIAM Sole - - ROHM AND HAAS CO COM 775371107385 7,169 SH DIAM Sole - - ROPER INDUSTRIES INC COM 776696106252 4,480 SH DIAM Sole - - ROSS STORES INC COM 778296103266 8,629 SH DIAM Sole - - ROSTELECOM-SPONSORED ADR COM 778529107120 2,100 SH DIAM Sole - - ROWAN COMPANIES INC COM 779382100234 5,851 SH DIAM Sole - - ROYAL CARIBBEAN CRUISES LTD COM V7780T103348 8,062 SH DIAM Sole - - ROYAL DUTCH SHELL PLC-ADR COM 780259206178 2,230 SH DIAM Sole - - RPM INTERNATIONAL INC COM 74968510313 600 SH DIAM Sole - - RR DONNELLEY & SONS CO COM 257867101730 16,844 SH DIAM Sole - - RURAL CELLULAR CORP-CL A COM 78190410761 1,400 SH DIAM Sole - - RYANAIR HOLDINGS PLC-SP ADR COM 783513104697 18,370 SH DIAM Sole - - SADIA SA-ADR COM 786326108109 2,300 SH DIAM Sole - - SAFECO CORP COM 786429100561 8,985 SH DIAM Sole - - SAFEWAY INC COM 7865142082,390 70,219 SH DIAM Sole - - SANDISK CORP COM 80004C1013,535 72,686 SH DIAM Sole - - SANMINA-SCI CORP COM 80090710789 27,679 SH DIAM Sole - - SARA LEE CORP COM 8031111031,279 73,348 SH DIAM Sole - - SATYAM COMPUTER SERVICES-ADR COM 804098101235 9,400 SH DIAM Sole - - SAUL CENTERS INC COM 804395101577 12,666 SH DIAM Sole - - SAVVIS INC COM 805423308252 5,000 SH DIAM Sole - - SCANA CORP COM 80589M102278 7,272 SH DIAM Sole - - SCHERING-PLOUGH CORP COM 8066051011,153 37,500 SH DIAM Sole - - SCHLUMBERGER LTD COM 8068571088,784 102,678 SH DIAM Sole - - SCHULMAN (A.) INC COM 8081941044 200 SH DIAM Sole - - SCHWAB (CHARLES) CORP COM 8085131051,256 61,102 SH DIAM Sole - - SCIELE PHARMA INC COM 80862710342 1,800 SH DIAM Sole - - SCIENTIFIC GAMES CORP-A COM 80874P109212 6,155 SH DIAM Sole - - SEACHANGE INTERNATIONAL INC COM 81169910721 2,800 SH DIAM Sole - - SEAGATE TECHNOLOGY COM G7945J1041,116 51,827 SH DIAM Sole - - SEALED AIR CORP COM 81211K100323 10,390 SH DIAM Sole - - SEARS HOLDINGS CORP COM 8123501061,421 8,437 SH DIAM Sole - - SEASPAN CORP COM Y756381099,328 295,016 SH DIAM Sole - - SEMPRA ENERGY COM 8168511091,270 21,562 SH DIAM Sole - - SENIOR HOUSING PROP TRUST COM 81721M1091,692 82,421 SH DIAM Sole - - SEPRACOR INC COM 817315104570 13,950 SH DIAM Sole - - SERVICEMASTER COMPANY COM 81760N109251 16,256 SH DIAM Sole - - SHERWIN-WILLIAMS CO/THE COM 8243481061,114 16,795 SH DIAM Sole - - SHIP FINANCE INTL LTD COM G810751066,967 234,274 SH DIAM Sole - - SIERRA BANCORP COM 82620P1028 300 SH DIAM Sole - - SIGMA-ALDRICH COM 826552101381 8,951 SH DIAM Sole - - SIMON PROPERTY GROUP INC COM 82880610928,452 301,367 SH DIAM Sole - - SIRF TECHNOLOGY HOLDINGS INC COM 82967H101231 11,070 SH DIAM Sole - - SIRIUS SATELLITE RADIO INC COM 82966U103188 62,437 SH DIAM Sole - - SL GREEN REALTY CORP COM 78440X10193,748 755,550 SH DIAM Sole - - SLM CORP COM 78442P1061,242 21,602 SH DIAM Sole - - SMITH INTERNATIONAL INC COM 832110100658 11,300 SH DIAM Sole - - SMURFIT-STONE CONTAINER CORP COM 832727101170 13,040 SH DIAM Sole - - SNAP-ON INC COM 833034101257 5,000 SH DIAM Sole - - SOLECTRON CORP COM 834182107168 44,416 SH DIAM Sole - - SOUTHERN CO COM 8425871071,478 43,599 SH DIAM Sole - - SOUTHERN COPPER CORP COM 84265V1058,687 93,123 SH DIAM Sole - - SOUTHWEST AIRLINES CO COM 844741108134 9,027 SH DIAM Sole - - SOUTHWESTERN ENERGY CO COM 845467109378 8,463 SH DIAM Sole - - SOVEREIGN BANCORP INC COM 845905108534 25,037 SH DIAM Sole - - SOVRAN SELF STORAGE INC COM 84610H1081,167 23,871 SH DIAM Sole - - SPECTRA ENERGY CORP COM 847560109893 34,630 SH DIAM Sole - - SPIRIT FINANCE CORP COM 8485683091,816 124,905 SH DIAM Sole - - SPRINT NEXTEL CORP COM 8520611003,183 150,640 SH DIAM Sole - - SPX CORP COM 784635104317 3,595 SH DIAM Sole - - ST JUDE MEDICAL INC COM 7908491031,107 26,743 SH DIAM Sole - - ST MARY LAND & EXPLORATION COM 79222810874 2,064 SH DIAM Sole - - STANLEY WORKS/THE COM 854616109226 3,706 SH DIAM Sole - - STAPLES INC COM 8550301021,394 57,677 SH DIAM Sole - - STARBUCKS CORP COM 8552441091,147 43,375 SH DIAM Sole - - STARWOOD HOTELS & RESORTS COM 85590A401851 12,489 SH DIAM Sole - - STATE STREET CORP COM 8574771031,206 17,467 SH DIAM Sole - - STATION CASINOS INC COM 857689103211 2,421 SH DIAM Sole - - STERLING FINANCIAL CORP (PA) COM 85931710910 1,000 SH DIAM Sole - - STRATEGIC HOTELS & RESORTS I COM 86272T1061,910 85,989 SH DIAM Sole - - STRYKER CORP COM 8636671011,895 29,711 SH DIAM Sole - - STURM RUGER & CO INC COM 86415910864 4,100 SH DIAM Sole - - SUN COMMUNITIES INC COM 866674104711 24,133 SH DIAM Sole - - SUN MICROSYSTEMS INC COM 866810104962 186,564 SH DIAM Sole - - SUNOCO INC COM 86764P109548 6,921 SH DIAM Sole - - SUNSTONE HOTEL INVESTORS INC COM 8678921012,053 72,832 SH DIAM Sole - - SUNTRUST BANKS INC COM 8679141031,977 22,776 SH DIAM Sole - - SUPERVALU INC COM 8685361031,271 27,770 SH DIAM Sole - - SVB FINANCIAL GROUP COM 78486Q101120 2,240 SH DIAM Sole - - SYMANTEC CORP COM 871503108200 9,800 SH DIAM Sole - - SYNNEX CORP COM 87162W1006 300 SH DIAM Sole - - SYNOPSYS INC COM 871607107192 7,197 SH DIAM Sole - - SYNOVUS FINANCIAL CORP COM 87161C105462 14,947 SH DIAM Sole - - SYSCO CORP COM 8718291071,997 60,621 SH DIAM Sole - - T ROWE PRICE GROUP INC COM 74144T1081,133 21,538 SH DIAM Sole - - TAM SA-SPONSORED ADR COM 87484D10371 2,100 SH DIAM Sole - - TANGER FACTORY OUTLET CENTER COM 8754651063,464 92,241 SH DIAM Sole - - TARGET CORP COM 87612E1065,883 92,649 SH DIAM Sole - - TATA MOTORS LTD-SPON ADR COM 876568502975 59,085 SH DIAM Sole - - TAUBMAN CENTERS INC COM 8766641032,891 59,299 SH DIAM Sole - - TCF FINANCIAL CORP COM 872275102192 6,929 SH DIAM Sole - - TECO ENERGY INC COM 87237510020 1,200 SH DIAM Sole - - TELE NORTE LESTE PART-ADR COM 879246106156 8,100 SH DIAM Sole - - TELEPHONE & DATA-SPECIAL SHS COM 879433860149 2,587 SH DIAM Sole - - TELEPHONE AND DATA SYSTEMS COM 879433100152 2,438 SH DIAM Sole - - TELLABS INC COM 879664100222 20,650 SH DIAM Sole - - TEMPLE-INLAND INC COM 879868107783 12,872 SH DIAM Sole - - TENET HEALTHCARE CORP COM 88033G100172 26,838 SH DIAM Sole - - TERADYNE INC COM 880770102161 9,390 SH DIAM Sole - - TEREX CORP COM 8807791031,321 16,315 SH DIAM Sole - - TESORO CORP COM 881609101409 7,156 SH DIAM Sole - - TEXAS INSTRUMENTS INC COM 8825081044,028 106,737 SH DIAM Sole - - TEXTRON INC COM 883203101635 5,736 SH DIAM Sole - - THE COOPER COS INC COM 216648402175 3,286 SH DIAM Sole - - THE ST JOE COMPANY COM 790148100178 3,829 SH DIAM Sole - - THE WALT DISNEY CO. COM 2546871066,976 206,096 SH DIAM Sole - - THERMO FISHER SCIENTIFIC INC COM 8835561022,600 50,370 SH DIAM Sole - - THOMAS PROPERTIES GROUP COM 88445310142 2,600 SH DIAM Sole - - TIFFANY & CO COM 886547108783 14,914 SH DIAM Sole - - TIM HORTONS INC COM 88706M103317 10,330 SH DIAM Sole - - TIM PARTICIPACOES SA-ADR COM 88706P10610 300 SH DIAM Sole - - TIME WARNER INC COM 8873171056,862 323,559 SH DIAM Sole - - TIME WARNER TELECOM-CLASS A COM 887319101333 16,420 SH DIAM Sole - - TITAN INTERNATIONAL INC COM 88830M10231 1,000 SH DIAM Sole - - TJX COMPANIES INC COM 872540109840 30,596 SH DIAM Sole - - TOLL BROTHERS INC COM 889478103209 8,297 SH DIAM Sole - - TORCHMARK CORP COM 891027104430 6,401 SH DIAM Sole - - TRANSOCEAN INC COM G900781092,295 21,945 SH DIAM Sole - - TRAVELERS COS INC/THE COM 89417E1093,168 59,315 SH DIAM Sole - - TRIAD HOSPITALS INC COM 89579K109242 4,512 SH DIAM Sole - - TRIARC COMPANIES-A COM 89592710125 1,600 SH DIAM Sole - - TRIARC COS-B COM 8959273096.00 400 SH DIAM Sole - - TTM TECHNOLOGIES COM 87305R10915 1,200 SH DIAM Sole - - TXU CORP COM 8731681086,684 99,617 SH DIAM Sole - - TYCO INTERNATIONAL LTD COM 9021241063,817 112,643 SH DIAM Sole - - TYSON FOODS INC-CL A COM 902494103924 39,772 SH DIAM Sole - - UDR INC COM 90265310468,204 2,588,420 SH DIAM Sole - - UGI CORP COM 90268110543 1,600 SH DIAM Sole - - ULTRA PETROLEUM CORP COM 903914109437 8,057 SH DIAM Sole - - UMH PROPERTIES INC COM 90300210385 6,056 SH DIAM Sole - - UNIBANCO-GDR COM 90458E107260 2,300 SH DIAM Sole - - UNION PACIFIC CORP COM 9078181082,369 20,585 SH DIAM Sole - - UNIONBANCAL CORPORATION COM 908906100195 3,276 SH DIAM Sole - - UNISYS CORP COM 909214108169 17,974 SH DIAM Sole - - UNITED PARCEL SERVICE-CL B COM 9113121064,970 67,519 SH DIAM Sole - - UNITED STATES STEEL CORP COM 9129091081,893 17,415 SH DIAM Sole - - UNITED TECHNOLOGIES CORP COM 9130171095,941 83,582 SH DIAM Sole - - UNITED THERAPEUTICS CORP COM 91307C102279 4,380 SH DIAM Sole - - UNITEDHEALTH GROUP INC COM 91324P1025,572 106,958 SH DIAM Sole - - UNIVERSAL HEALTH RLTY INCOME COM 91359E105461 13,782 SH DIAM Sole - - UNUM GROUP COM 91529Y106897 34,168 SH DIAM Sole - - URSTADT BIDDLE - CLASS A COM 917286205421 24,667 SH DIAM Sole - - US BANCORP COM 90297330414,778 445,146 SH DIAM Sole - - USANA HEALTH SCIENCES INC COM 90328M10713 300 SH DIAM Sole - - UST INC COM 9029111061,003 18,900 SH DIAM Sole - - U-STORE-IT TRUST COM 91274F1041,493 90,496 SH DIAM Sole - - VALERO ENERGY CORP COM 91913Y1003,377 45,887 SH DIAM Sole - - VARIAN MEDICAL SYSTEMS INC COM 92220P105459 10,904 SH DIAM Sole - - VARIAN SEMICONDUCTOR EQUIP COM 92220710554 1,350 SH DIAM Sole - - VECTOR GROUP LTD COM 92240M10810,067 449,655 SH DIAM Sole - - VENTAS INC COM 92276F100115,795 3,211,198 SH DIAM Sole - - VERISIGN INC COM 92343E102457 14,424 SH DIAM Sole - - VERIZON COMMUNICATIONS INC COM 92343V1047,726 188,128 SH DIAM Sole - - VERTEX PHARMACEUTICALS INC COM 92532F100168 5,880 SH DIAM Sole - - VF CORP COM 9182041081,427 15,531 SH DIAM Sole - - VIACOM INC-CLASS A COM 92553P1028 200 SH DIAM Sole - - VIACOM INC-CLASS B COM 92553P2011,371 33,230 SH DIAM Sole - - VIDESH SANCHAR NIGAM-ADR COM 92659G60050 2,200 SH DIAM Sole - - VIRGIN MEDIA INC COM 92769L101348 14,114 SH DIAM Sole - - VORNADO REALTY TRUST COM 92904210978,720 715,056 SH DIAM Sole - - VORNADO REALTY TRUST COM 9290427034,305 175,000 SH DIAM Sole - - VULCAN MATERIALS CO COM 9291601091,173 10,208 SH DIAM Sole - - WACHOVIA CORP COM 9299031027,847 151,785 SH DIAM Sole - - WALGREEN CO COM 9314221092,437 55,991 SH DIAM Sole - - WAL-MART STORES INC COM 9311421037,466 154,875 SH DIAM Sole - - WASHINGTON MUTUAL INC COM 93932210314,751 339,501 SH DIAM Sole - - WASHINGTON POST -CL B COM 939640108224 290 SH DIAM Sole - - WASHINGTON REAL ESTATE INV COM 9396531011,884 55,125 SH DIAM Sole - - WASTE MANAGEMENT INC COM 94106L1091,132 28,916 SH DIAM Sole - - WATERS CORP COM 9418481031,178 19,614 SH DIAM Sole - - WATSON PHARMACEUTICALS INC COM 94268310378 2,400 SH DIAM Sole - - WEATHERFORD INTL LTD COM G950891011,268 22,938 SH DIAM Sole - - WEINGARTEN REALTY INVESTORS COM 9487411036,492 155,946 SH DIAM Sole - - WELLCARE HEALTH PLANS INC COM 94946T106506 5,520 SH DIAM Sole - - WELLPOINT INC COM 94973V1072,920 36,339 SH DIAM Sole - - WELLS FARGO & COMPANY COM 94974610110,107 286,483 SH DIAM Sole - - WENDY'S INTERNATIONAL INC COM 950590109349 9,464 SH DIAM Sole - - WESTERN DIGITAL CORP COM 958102105223 11,466 SH DIAM Sole - - WESTERN UNION CO COM 959802109907 44,226 SH DIAM Sole - - WEYERHAEUSER CO COM 9621661041,204 15,215 SH DIAM Sole - - WHIRLPOOL CORP COM 963320106529 4,708 SH DIAM Sole - - WHOLE FOODS MARKET INC COM 966837106265 6,900 SH DIAM Sole - - WILLIAMS COS INC COM 9694571001,147 36,215 SH DIAM Sole - - WILLIAMS-SONOMA INC COM 969904101141 4,467 SH DIAM Sole - - WILLIS GROUP HOLDINGS LTD COM G96655108329 7,446 SH DIAM Sole - - WIMM-BILL-DANN FOODS-ADR COM 97263M10993 1,000 SH DIAM Sole - - WINDSTREAM CORP COM 97381W1049,814 663,138 SH DIAM Sole - - WINSTON HOTELS INC COM 97563A102172 11,500 SH DIAM Sole - - WINTHROP REALTY TRUST COM 976391102207 29,770 SH DIAM Sole - - WIPRO LTD-ADR COM 97651M10988 5,600 SH DIAM Sole - - WISCONSIN ENERGY CORP COM 976657106314 7,072 SH DIAM Sole - - WR BERKLEY CORP COM 084423102284 8,750 SH DIAM Sole - - WRIGLEY WM JR CO COM 982526105892 16,276 SH DIAM Sole - - WW GRAINGER INC COM 384802104345 3,713 SH DIAM Sole - - WYETH COM 9830241006,338 111,161 SH DIAM Sole - - WYNDHAM WORLDWIDE CORP COM 98310W108518 14,204 SH DIAM Sole - - WYNN RESORTS LTD COM 983134107290 3,263 SH DIAM Sole - - XCEL ENERGY INC COM 98389B1001,111 54,154 SH DIAM Sole - - XEROX CORP COM 984121103951 51,307 SH DIAM Sole - - XILINX INC COM 9839191012,106 78,161 SH DIAM Sole - - XL CAPITAL LTD -CLASS A COM G982551051,475 17,564 SH DIAM Sole - - XM SATELLITE RADIO HOLD-CL A COM 983759101151 13,133 SH DIAM Sole - - X-RITE INC COM 9838571031 100 SH DIAM Sole - - XTO ENERGY INC COM 98385X1061,953 32,723 SH DIAM Sole - - YAHOO! INC COM 9843321062,261 83,000 SH DIAM Sole - - YUM! BRANDS INC COM 988498101957 29,386 SH DIAM Sole - - ZIMMER HOLDINGS INC COM 98956P1021,632 19,225 SH DIAM Sole - - ZIONS BANCORPORATION COM 989701107441 5,663 SH DIAM Sole - - 3M CO COM 88579Y101387 4,470 SH DIAM Intl Sole - - ABBOTT LABORATORIES COM 00282410069 1,292 SH DIAM Intl Sole - - ACADIA REALTY TRUST COM 004239109230 8,900 SH DIAM Intl Sole - - ACCENTURE LTD-CL A COM G1150G111126 2,950 SH DIAM Intl Sole - - ADOBE SYSTEMS INC COM 00724F101105 2,620 SH DIAM Intl Sole - - AETNA INC COM 00817Y1081,147 23,223 SH DIAM Intl Sole - - AGILENT TECHNOLOGIES INC COM 00846U101616 16,037 SH DIAM Intl Sole - - AGREE REALTY CORP COM 008492100134 4,300 SH DIAM Intl Sole - - AKAMAI TECHNOLOGIES COM 00971T101168 3,470 SH DIAM Intl Sole - - ALEXANDER'S INC COM 014752109282 700 SH DIAM Intl Sole - - ALEXANDRIA REAL ESTATE EQUITY COM 015271109706 7,300 SH DIAM Intl Sole - - ALLSTATE CORP COM 020002101174 2,840 SH DIAM Intl Sole - - ALTERA CORPORATION COM 021441100189 8,550 SH DIAM Intl Sole - - AMB PROPERTY CORP COM 00163T1091,479 27,800 SH DIAM Intl Sole - - AMERICAN CAMPUS COMMUNITIES COM 024835100254 9,000 SH DIAM Intl Sole - - AMERICAN EAGLE OUTFITTERS COM 02553E106885 34,504 SH DIAM Intl Sole - - AMERICAN ELECTRIC POWER COM 025537101721 16,010 SH DIAM Intl Sole - - AMERICAN EXPRESS CO COM 0258161091,228 20,073 SH DIAM Intl Sole - - AMERICAN FINANCIAL REALTY TR COM 02607P305608 59,000 SH DIAM Intl Sole - - AMERICAN INTERNATIONAL GROUP COM 0268741071,503 21,473 SH DIAM Intl Sole - - AMERIGROUP CORP COM 03073T102249 10,483 SH DIAM Intl Sole - - AMGEN INC COM 031162100403 7,290 SH DIAM Intl Sole - - AMR CORP COM 001765106106 4,048 SH DIAM Intl Sole - - ANHEUSER-BUSCH COS INC COM 035229103626 12,010 SH DIAM Intl Sole - - APARTMENT INVT & MGMT CO -A COM 03748R1011,436 28,500 SH DIAM Intl Sole - - APPLE COMPUTER INC COM 037833100682 5,595 SH DIAM Intl Sole - - ARCHER-DANIELS-MIDLAND CO COM 039483102476 14,410 SH DIAM Intl Sole - - ARCHSTONE-SMITH TRUST COM 0395831093,629 61,400 SH DIAM Intl Sole - - ARRIS GROUP INC COM 04269Q100290 16,500 SH DIAM Intl Sole - - ASBURY AUTOMOTIVE GROUP COM 043436104356 14,305 SH DIAM Intl Sole - - ASHFORD HOSPITALITY TRUST COM 044103109344 29,300 SH DIAM Intl Sole - - AT&T INC COM 00206R1022,984 71,923 SH DIAM Intl Sole - - AUTOMATIC DATA PROCESSING COM 053015103128 2,660 SH DIAM Intl Sole - - AVALONBAY COMMUNITIES INC COM 0534841012,496 21,000 SH DIAM Intl Sole - - BANK OF AMERICA CORPORATION COM 0605051042,311 47,288 SH DIAM Intl Sole - - BANK OF NEW YORK MELLON CORP COM 064058100507 12,250 SH DIAM Intl Sole - - BARD (C.R.) INC COM 067383109547 6,620 SH DIAM Intl Sole - - BB&T CORP COM 054937107109 2,680 SH DIAM Intl Sole - - BEA SYSTEMS INC COM 073325102168 12,320 SH DIAM Intl Sole - - BECTON DICKINSON & CO COM 075887109573 7,693 SH DIAM Intl Sole - - BEST BUY CO INC COM 086516101547 11,740 SH DIAM Intl Sole - - BIG LOTS INC COM 089302103399 14,062 SH DIAM Intl Sole - - BIOMED REALTY TRUST INC COM 09063H107502 20,000 SH DIAM Intl Sole - - BMC SOFTWARE INC COM 055921100433 14,307 SH DIAM Intl Sole - - BOEING CO COM 097023105583 6,070 SH DIAM Intl Sole - - BOSTON PROPERTIES INC COM 1011211013,176 31,100 SH DIAM Intl Sole - - BRANDYWINE REALTY TRUST COM 105368203823 28,800 SH DIAM Intl Sole - - BRE PROPERTIES INC COM 05564E106788 13,300 SH DIAM Intl Sole - - BROOKS AUTOMATION INC COM 114340102108 5,533 SH DIAM Intl Sole - - BROWN SHOE COMPANY INC COM 115736100257 10,500 SH DIAM Intl Sole - - CAMDEN PROPERTY TRUST COM 1331311021,185 17,700 SH DIAM Intl Sole - - CARDINAL HEALTH INC COM 14149Y108672 9,521 SH DIAM Intl Sole - - CATERPILLAR INC COM 149123101783 10,010 SH DIAM Intl Sole - - CB RICHARD ELLIS GROUP INC-A COM 12497T101437 11,980 SH DIAM Intl Sole - - CBL & ASSOCIATES PROPERTIES COM 124830100612 17,000 SH DIAM Intl Sole - - CEDAR SHOPPING CENTERS INC COM 150602209212 14,800 SH DIAM Intl Sole - - CEPHALON INC COM 156708109705 8,770 SH DIAM Intl Sole - - CHAI-NA-TA CORP COM 15745J2050 5,424 SH DIAM Intl Sole - - CHESAPEAKE ENERGY CORP COM 165167107684 19,780 SH DIAM Intl Sole - - CHEVRON CORP COM 1667641002,368 28,113 SH DIAM Intl Sole - - CHUBB CORP COM 171232101312 5,764 SH DIAM Intl Sole - - CISCO SYSTEMS INC COM 17275R1022,078 74,619 SH DIAM Intl Sole - - CITADEL BROADCASTING CORP COM 17285T10619 2,995 SH DIAM Intl Sole - - CITIGROUP INC COM 1729671011,990 38,805 SH DIAM Intl Sole - - CME GROUP INC COM 12572Q105320 600 SH DIAM Intl Sole - - COCA-COLA CO/THE COM 191216100676 12,927 SH DIAM Intl Sole - - COLONIAL PROPERTIES TRUST COM 195872106422 11,600 SH DIAM Intl Sole - - COMCAST CORP-CL A COM 20030N101292 10,410 SH DIAM Intl Sole - - CORNING INC COM 219350105168 6,590 SH DIAM Intl Sole - - CORPORATE OFFICE PROPERTIES COM 22002T108643 15,700 SH DIAM Intl Sole - - COUSINS PROPERTIES INC COM 222795106351 12,100 SH DIAM Intl Sole - - COVENTRY HEALTH CARE INC COM 222862104461 8,010 SH DIAM Intl Sole - - CRESCENT REAL ESTATE EQT CO COM 225756105534 23,800 SH DIAM Intl Sole - - DEAN FOODS CO COM 242370104222 5,819 SH DIAM Intl Sole - - DEERE & CO COM 244199105662 5,490 SH DIAM Intl Sole - - DELL INC COM 24702R101297 10,430 SH DIAM Intl Sole - - DEVELOPERS DIVERSIFIED RLTY COM 2515911031,823 34,600 SH DIAM Intl Sole - - DIAMOND OFFSHORE DRILLING COM 25271C102483 4,760 SH DIAM Intl Sole - - DIAMONDROCK HOSPITALITY CO COM 252784301654 34,300 SH DIAM Intl Sole - - DIGITAL REALTY TRUST INC COM 253868103617 16,400 SH DIAM Intl Sole - - DIRECTV GROUP INC/THE COM 25459L106559 24,210 SH DIAM Intl Sole - - DOMINION RESOURCES INC/VA COM 25746U109196 2,250 SH DIAM Intl Sole - - DU PONT (E.I.) DE NEMOURS COM 263534109615 12,110 SH DIAM Intl Sole - - DUKE ENERGY CORP COM 26441C105503 27,530 SH DIAM Intl Sole - - DUKE REALTY CORP COM 2644115051,355 38,000 SH DIAM Intl Sole - - EASTGROUP PROPERTIES INC COM 277276101297 6,800 SH DIAM Intl Sole - - EATON CORP COM 278058102651 7,010 SH DIAM Intl Sole - - EBAY INC COM 278642103160 5,000 SH DIAM Intl Sole - - EDUCATION REALTY TRUST INC COM 28140H104109 7,800 SH DIAM Intl Sole - - ELECTRONIC ARTS INC COM 28551210961 1,300 SH DIAM Intl Sole - - ELECTRONIC DATA SYSTEMS CORP COM 285661104303 10,960 SH DIAM Intl Sole - - EMC CORP/MASS COM 268648102314 17,380 SH DIAM Intl Sole - - ENTERTAINMENT PROPERTIES TR COM 29380T105403 7,500 SH DIAM Intl Sole - - EQUITY INNS INC COM 294703103416 18,600 SH DIAM Intl Sole - - EQUITY LIFESTYLE PROPERTIES COM 29472R108334 6,400 SH DIAM Intl Sole - - EQUITY ONE INC COM 294752100250 9,800 SH DIAM Intl Sole - - EQUITY RESIDENTIAL COM 29476L1073,527 77,300 SH DIAM Intl Sole - - ESSEX PROPERTY TRUST INC COM 297178105779 6,700 SH DIAM Intl Sole - - EXTRA SPACE STORAGE INC COM 30225T102338 20,500 SH DIAM Intl Sole - - EXXON MOBIL CORP COM 30231G1024,232 50,462 SH DIAM Intl Sole - - FAIRCHILD SEMICON INTERNATIO COM 303726103124 6,460 SH DIAM Intl Sole - - FEDERAL REALTY INVS TRUST COM 3137472061,297 16,800 SH DIAM Intl Sole - - FEDEX CORP COM 31428X106443 4,000 SH DIAM Intl Sole - - FELCOR LODGING TRUST INC COM 31430F101434 16,700 SH DIAM Intl Sole - - FIRST INDUSTRIAL REALTY TR COM 32054K103484 12,500 SH DIAM Intl Sole - - FIRST POTOMAC REALTY TRUST COM 33610F109183 7,900 SH DIAM Intl Sole - - FOREST LABORATORIES INC COM 345838106257 5,600 SH DIAM Intl Sole - - FRANKLIN RESOURCES INC COM 354613101700 5,290 SH DIAM Intl Sole - - FREEPORT-MCMORAN COPPER COM 35671D857223 2,693 SH DIAM Intl Sole - - GENERAL ELECTRIC CO. COM 3696041033,929 102,645 SH DIAM Intl Sole - - GENERAL GROWTH PROPERTIES COM 3700211073,399 64,200 SH DIAM Intl Sole - - GENERAL MILLS INC COM 370334104650 11,135 SH DIAM Intl Sole - - GENZYME CORP COM 372917104476 7,400 SH DIAM Intl Sole - - GETTY REALTY CORP COM 374297109191 7,300 SH DIAM Intl Sole - - GLIMCHER REALTY TRUST COM 379302102295 11,800 SH DIAM Intl Sole - - GMH COMMUNITIES TRUST COM 36188G102115 11,900 SH DIAM Intl Sole - - GOLDMAN SACHS GROUP INC COM 38141G104372 1,720 SH DIAM Intl Sole - - GOOGLE INC-CL A COM 38259P5081,051 2,011 SH DIAM Intl Sole - - HALLIBURTON CO COM 4062161011,024 29,687 SH DIAM Intl Sole - - HARLEY-DAVIDSON INC COM 412822108426 7,148 SH DIAM Intl Sole - - HARTFORD FINANCIAL SVCS GRP COM 416515104132 1,340 SH DIAM Intl Sole - - HEALTH CARE PPTYS INVEST INC COM 4219151091,683 58,200 SH DIAM Intl Sole - - HEALTH CARE REIT INC COM 42217K1061,025 25,401 SH DIAM Intl Sole - - HEALTHCARE REALTY TRUST INC COM 421946104355 12,800 SH DIAM Intl Sole - - HEWLETT-PACKARD CO COM 4282361031,432 32,113 SH DIAM Intl Sole - - HIGHLAND HOSPITALITY CORP COM 430141101353 18,400 SH DIAM Intl Sole - - HIGHWOODS PROPERTIES INC COM 431284108495 13,200 SH DIAM Intl Sole - - HLTH CORP COM 40422Y10166 5,500 SH DIAM Intl Sole - - HOME DEPOT INC COM 437076102559 14,220 SH DIAM Intl Sole - - HOME PROPERTIES INC COM 437306103488 9,400 SH DIAM Intl Sole - - HOSPITALITY PROPERTIES TRUST COM 44106M1021,145 27,600 SH DIAM Intl Sole - - HOST HOTELS & RESORTS INC COM 44107P1043,605 155,941 SH DIAM Intl Sole - - HRPT PROPERTIES TRUST COM 40426W101718 69,100 SH DIAM Intl Sole - - INLAND REAL ESTATE CORP COM 457461200269 15,900 SH DIAM Intl Sole - - INNKEEPERS USA TRUST COM 4576J0104260 14,700 SH DIAM Intl Sole - - INTEL CORP COM 458140100690 29,074 SH DIAM Intl Sole - - INTERDIGITAL INC COM 45867G101409 12,715 SH DIAM Intl Sole - - INTL BUSINESS MACHINES CORP COM 4592001011,796 17,071 SH DIAM Intl Sole - - INVESTORS REAL ESTATE TRUST COM 461730103145 14,100 SH DIAM Intl Sole - - J.C. PENNEY CO INC COM 708160106379 5,242 SH DIAM Intl Sole - - JACKSON HEWITT TAX SERVICE COM 468202106141 4,736 SH DIAM Intl Sole - - JACOBS ENGINEERING GROUP INC COM 469814107134 2,335 SH DIAM Intl Sole - - JOHNSON & JOHNSON COM 4781601042,450 39,765 SH DIAM Intl Sole - - JOHNSON CONTROLS INC COM 478366107171 1,480 SH DIAM Intl Sole - - JONES APPAREL GROUP INC COM 480074103367 13,010 SH DIAM Intl Sole - - JONES LANG LASALLE INC COM 48020Q107334 2,950 SH DIAM Intl Sole - - JPMORGAN CHASE & CO COM 46625H1001,949 40,228 SH DIAM Intl Sole - - KILROY REALTY CORP COM 49427F108779 11,000 SH DIAM Intl Sole - - KIMBERLY-CLARK CORP COM 494368103820 12,267 SH DIAM Intl Sole - - KIMCO REALTY CORP COM 49446R1092,261 59,399 SH DIAM Intl Sole - - KLA-TENCOR CORPORATION COM 482480100180 3,285 SH DIAM Intl Sole - - KROGER CO COM 501044101638 22,697 SH DIAM Intl Sole - - LAM RESEARCH CORP COM 512807108202 3,940 SH DIAM Intl Sole - - LASALLE HOTEL PROPERTIES COM 517942108442 10,200 SH DIAM Intl Sole - - LEXINGTON REALTY TRUST COM 529043101530 25,500 SH DIAM Intl Sole - - LEXMARK INTERNATIONAL INC-A COM 529771107333 6,756 SH DIAM Intl Sole - - LIBERTY PROPERTY TRUST COM 5311721041,203 27,400 SH DIAM Intl Sole - - LINCARE HOLDINGS INC COM 532791100163 4,097 SH DIAM Intl Sole - - LINEAR TECHNOLOGY CORP COM 535678106138 3,840 SH DIAM Intl Sole - - LOCKHEED MARTIN CORP COM 539830109109 1,161 SH DIAM Intl Sole - - LTC PROPERTIES INC COM 502175102161 7,100 SH DIAM Intl Sole - - M & T BANK CORP COM 55261F104126 1,180 SH DIAM Intl Sole - - MACERICH CO/THE COM 5543821011,730 21,000 SH DIAM Intl Sole - - MACK-CALI REALTY CORP COM 554489104791 18,200 SH DIAM Intl Sole - - MAGUIRE PROPERTIES INC COM 559775101566 16,500 SH DIAM Intl Sole - - MANPOWER INC COM 56418H100565 6,133 SH DIAM Intl Sole - - MANTECH INTERNATIONAL CORP-A COM 56456310464 2,108 SH DIAM Intl Sole - - MARATHON OIL CORP COM 565849106408 6,806 SH DIAM Intl Sole - - MARSHALL & ILSLEY CORP COM 571834100133 2,800 SH DIAM Intl Sole - - MASCO CORP COM 574599106298 10,485 SH DIAM Intl Sole - - MBIA INC COM 55262C100192 3,350 SH DIAM Intl Sole - - MCCORMICK & CO-NON VTG SHRS COM 579780206490 12,850 SH DIAM Intl Sole - - MEDICAL PROPERTIES TRUST INC COM 58463J304158 12,000 SH DIAM Intl Sole - - MEDTRONIC INC COM 5850551061,564 30,170 SH DIAM Intl Sole - - MEMC ELECTRONIC MATERIALS COM 552715104666 10,909 SH DIAM Intl Sole - - MERCK & CO. INC. COM 589331107913 18,342 SH DIAM Intl Sole - - MERRILL LYNCH & CO INC COM 5901881081,328 15,897 SH DIAM Intl Sole - - METLIFE INC COM 59156R1081,104 17,124 SH DIAM Intl Sole - - MICROSOFT CORP COM 5949181042,172 73,705 SH DIAM Intl Sole - - MID-AMERICA APARTMENT COMM COM 59522J103351 6,700 SH DIAM Intl Sole - - MORGAN STANLEY COM 6174464481,392 16,599 SH DIAM Intl Sole - - MOSAIC CO/THE COM 61945A107436 11,190 SH DIAM Intl Sole - - MOTOROLA INC COM 620076109190 10,770 SH DIAM Intl Sole - - MYLAN LABORATORIES INC COM 628530107430 23,670 SH DIAM Intl Sole - - NATIONAL OILWELL VARCO INC COM 637071101528 5,071 SH DIAM Intl Sole - - NATIONAL RETAIL PROPERTIES COM 637417106397 18,200 SH DIAM Intl Sole - - NATIONWIDE HEALTH PPTYS INC COM 638620104807 29,700 SH DIAM Intl Sole - - NATL HEALTH INVESTORS INC COM 63633D104215 6,800 SH DIAM Intl Sole - - NBTY INC COM 628782104424 9,835 SH DIAM Intl Sole - - NETWORK APPLIANCE INC COM 64120L104185 6,340 SH DIAM Intl Sole - - NEWELL RUBBERMAID INC COM 651229106422 14,340 SH DIAM Intl Sole - - NEWS CORP-CL A COM 65248E104692 32,653 SH DIAM Intl Sole - - NEWS CORP-CLASS B COM 65248E203469 20,480 SH DIAM Intl Sole - - NISOURCE INC COM 65473P105354 17,130 SH DIAM Intl Sole - - NOBLE ENERGY INC COM 655044105450 7,215 SH DIAM Intl Sole - - NORTHROP GRUMMAN CORP COM 666807102305 3,924 SH DIAM Intl Sole - - NUCOR CORP COM 670346105692 11,804 SH DIAM Intl Sole - - NVR INC COM 62944T105363 535 SH DIAM Intl Sole - - OFFICE DEPOT INC COM 676220106485 16,010 SH DIAM Intl Sole - - OM GROUP INC COM 670872100386 7,296 SH DIAM Intl Sole - - OMEGA HEALTHCARE INVESTORS COM 681936100277 17,500 SH DIAM Intl Sole - - OMNICOM GROUP COM 681919106751 14,204 SH DIAM Intl Sole - - ORACLE CORP COM 68389X105558 28,349 SH DIAM Intl Sole - - OSI PHARMACEUTICALS INC COM 671040103415 11,480 SH DIAM Intl Sole - - P G & E CORP COM 69331C108562 12,420 SH DIAM Intl Sole - - PALOMAR MEDICAL TECHNOLOGIES COM 697529303134 3,504 SH DIAM Intl Sole - - PARKWAY PROPERTIES INC COM 70159Q104235 4,900 SH DIAM Intl Sole - - PATTERSON COS INC COM 703395103301 8,100 SH DIAM Intl Sole - - PENN REAL ESTATE INVEST TST COM 709102107465 10,500 SH DIAM Intl Sole - - PEPSICO INC COM 713448108648 10,004 SH DIAM Intl Sole - - PFIZER INC COM 7170811031332 52109 SH DIAM Intl Sole - - PNC FINANCIAL SERVICES GROUP COM 693475105567 7,926 SH DIAM Intl Sole - - POST PROPERTIES INC COM 737464107594 11,400 SH DIAM Intl Sole - - PRICELINE.COM INC COM 741503403187 2,732 SH DIAM Intl Sole - - PROCTER & GAMBLE CO COM 7427181092,171 35,494 SH DIAM Intl Sole - - PROGRESS ENERGY INC COM 743263105136 3,001 SH DIAM Intl Sole - - PROLOGIS COM 7434101023,897 68,500 SH DIAM Intl Sole - - PRUDENTIAL FINANCIAL INC COM 744320102879 9,043 SH DIAM Intl Sole - - PS BUSINESS PARKS INC/CA COM 69360J107297 4,700 SH DIAM Intl Sole - - PUBLIC STORAGE COM 74460D1092,230 29,038 SH DIAM Intl Sole - - QUALCOMM INC COM 747525103302 6,970 SH DIAM Intl Sole - - QWEST COMMUNICATIONS INTL COM 7491211091,256 129,501 SH DIAM Intl Sole - - RADIOSHACK CORP COM 750438103191 5,908 SH DIAM Intl Sole - - RAMCO-GERSHENSON PROPERTIES COM 751452202201 5,600 SH DIAM Intl Sole - - RAYTHEON COMPANY COM 755111507504 9,359 SH DIAM Intl Sole - - REALTY INCOME CORP COM 756109104796 31,600 SH DIAM Intl Sole - - REGENCY CENTERS CORP COM 7588491031,381 19,600 SH DIAM Intl Sole - - REYNOLDS AMERICAN INC COM 761713106545 8,370 SH DIAM Intl Sole - - ROHM AND HAAS CO COM 775371107458 8,390 SH DIAM Intl Sole - - RYERSON INC COM 78375P107260 7,414 SH DIAM Intl Sole - - SAFEWAY INC COM 786514208686 20,180 SH DIAM Intl Sole - - SAUL CENTERS INC COM 804395101163 3,600 SH DIAM Intl Sole - - SEAGATE TECHNOLOGY COM G7945J104134 6,180 SH DIAM Intl Sole - - SENIOR HOUSING PROP TRUST COM 81721M109402 19,800 SH DIAM Intl Sole - - SHERWIN-WILLIAMS CO/THE COM 824348106543 8,183 SH DIAM Intl Sole - - SHIP FINANCE INTL LTD COM G810751063 115 SH DIAM Intl Sole - - SIMON PROPERTY GROUP INC COM 8288061095,498 59,100 SH DIAM Intl Sole - - SL GREEN REALTY CORP COM 78440X1012,020 16,305 SH DIAM Intl Sole - - SNAP-ON INC COM 833034101132 2,642 SH DIAM Intl Sole - - SOUTHWEST AIRLINES CO COM 844741108373 25,020 SH DIAM Intl Sole - - SOVRAN SELF STORAGE INC COM 84610H108231 4,800 SH DIAM Intl Sole - - SPIRIT FINANCE CORP COM 848568309423 29,100 SH DIAM Intl Sole - - ST MARY LAND & EXPLORATION COM 792228108834 22,800 SH DIAM Intl Sole - - STAPLES INC COM 855030102577 24,335 SH DIAM Intl Sole - - STATE STREET CORP COM 857477103109 1,606 SH DIAM Intl Sole - - STRATEGIC HOTELS & RESORTS I COM 86272T106517 23,000 SH DIAM Intl Sole - - SUN COMMUNITIES INC COM 866674104220 7,400 SH DIAM Intl Sole - - SUNSTONE HOTEL INVESTORS INC COM 867892101579 20,400 SH DIAM Intl Sole - - SUNTRUST BANKS INC COM 867914103130 1,520 SH DIAM Intl Sole - - T ROWE PRICE GROUP INC COM 74144T108505 9,750 SH DIAM Intl Sole - - TANGER FACTORY OUTLET CENTER COM 875465106307 8,200 SH DIAM Intl Sole - - TARGET CORP COM 87612E106516 8,120 SH DIAM Intl Sole - - TAUBMAN CENTERS INC COM 876664103674 13,600 SH DIAM Intl Sole - - TELEPHONE AND DATA SYSTEMS COM 879433100125 3,237 SH DIAM Intl Sole - - TESORO CORP COM 881609101187 3,282 SH DIAM Intl Sole - - TEXAS INSTRUMENTS INC COM 882508104266 7,070 SH DIAM Intl Sole - - THE WALT DISNEY CO. COM 2546871061,350 39,566 SH DIAM Intl Sole - - TJX COMPANIES INC COM 872540109549 19,990 SH DIAM Intl Sole - - TRANSOCEAN INC COM G90078109563 5,320 SH DIAM Intl Sole - - TRAVELERS COS INC/THE COM 89417E109169 3,160 SH DIAM Intl Sole - - UDR INC COM 902653104907 34,500 SH DIAM Intl Sole - - UNION PACIFIC CORP COM 907818108460 4,000 SH DIAM Intl Sole - - UNITED PARCEL SERVICE-CL B COM 911312106752 10,313 SH DIAM Intl Sole - - UNITED TECHNOLOGIES CORP COM 9130171091,096 15,463 SH DIAM Intl Sole - - UNIVERSAL HEALTH RLTY INCOME COM 91359E10586 2,600 SH DIAM Intl Sole - - URSTADT BIDDLE - CLASS A COM 917286205137 8,100 SH DIAM Intl Sole - - US BANCORP COM 902973304463 14,060 SH DIAM Intl Sole - - USA MOBILITY INC COM 90341G10369 2,598 SH DIAM Intl Sole - - USEC INC COM 90333E108431 19,642 SH DIAM Intl Sole - - U-STORE-IT TRUST COM 91274F104301 18,400 SH DIAM Intl Sole - - VARIAN SEMICONDUCTOR EQUIP COM 922207105401 10,024 SH DIAM Intl Sole - - VENTAS INC COM 92276F1001,228 33,900 SH DIAM Intl Sole - - VIACOM INC-CLASS B COM 92553P201250 6,017 SH DIAM Intl Sole - - VIROPHARMA INC COM 92824110881 5,700 SH DIAM Intl Sole - - VORNADO REALTY TRUST COM 9290421093,745 34,100 SH DIAM Intl Sole - - WACHOVIA CORP COM 929903102328 6,410 SH DIAM Intl Sole - - WAL-MART STORES INC COM 9311421031,028 21,377 SH DIAM Intl Sole - - WASHINGTON MUTUAL INC COM 939322103179 4,200 SH DIAM Intl Sole - - WASHINGTON REAL ESTATE INV COM 939653101595 17,500 SH DIAM Intl Sole - - WASTE MANAGEMENT INC COM 94106L109364 9,322 SH DIAM Intl Sole - - WATSON WYATT WORLDWIDE INC-A COM 942712100147 3,000 SH DIAM Intl Sole - - WEINGARTEN REALTY INVESTORS COM 948741103776 18,900 SH DIAM Intl Sole - - WELLPOINT INC COM 94973V107389 4,874 SH DIAM Intl Sole - - WELLS FARGO & COMPANY COM 9497461011,068 30,382 SH DIAM Intl Sole - - WESTERN UNION CO COM 95980210970 3,400 SH DIAM Intl Sole - - WINSTON HOTELS INC COM 97563A102172 11,500 SH DIAM Intl Sole - - WISCONSIN ENERGY CORP COM 976657106434 9,824 SH DIAM Intl Sole - - XCEL ENERGY INC COM 98389B100409 20,020 SH DIAM Intl Sole - - YAHOO! INC COM 984332106141 5,210 SH DIAM Intl Sole - -