0001481045-12-000014.txt : 20120410
0001481045-12-000014.hdr.sgml : 20120410
20120410143721
ACCESSION NUMBER: 0001481045-12-000014
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20120410
DATE AS OF CHANGE: 20120410
EFFECTIVENESS DATE: 20120410
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Daiwa Securities Group Inc.
CENTRAL INDEX KEY: 0001481045
STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 8880 [8880]
IRS NUMBER: 000000000
STATE OF INCORPORATION: M0
FISCAL YEAR END: 0331
FILING VALUES:
FORM TYPE: 13F-HR/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-14426
FILM NUMBER: 12751741
BUSINESS ADDRESS:
STREET 1: GRANTOKYO NORTH TOWER, 9-1
STREET 2: MARUNOUCHI 1-CHOME, CHIYODA-KU,
CITY: TOKYO
STATE: M0
ZIP: 100-6751
BUSINESS PHONE: 81-3-5555-1300
MAIL ADDRESS:
STREET 1: GRANTOKYO NORTH TOWER, 9-1
STREET 2: MARUNOUCHI 1-CHOME, CHIYODA-KU,
CITY: TOKYO
STATE: M0
ZIP: 100-6751
13F-HR/A
1
2011Q3.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 09/30/2011
Check here if Amendment [X]; Amendment Number: 1_________
This Amendment (Check only one.): [ ] is a restatement.
[X] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: DAIWA SECURITIES GROUP INC.
Address: GRANTOKYO NORTH TOWER, 9-1 MARUNOUCHI 1-CHOME, CHIYODA-KU
TOKYO, JAPAN 100-6751
Form 13F File Number: 028-14426
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Persons Signing this Report on Behalf of Reporting Manager:
Name: TAKASHI KADO
Title: HEAD OF COMPLIANCE
Phone: 81-3-5555-2800
Signature, Place, and Date of Signing:
/s/ TAKASHI KADO TOKYO, JAPAN 04/10/2012
------------------------------------- --------------------- ----------------
[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 is reported in this report and a portion is reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 499
Form 13F Information Table Value Total: 42,513
(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.
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
NONE
SEC FORM 13F REPORT
AS OF DATE: 09/30/2011
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
------------------------------ ---------------- --------- -------- ----------------- ---------- -------- ----------------------
VOTING AUTHORITY
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ----------------------
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ---------- -------- -------- -------- ----
3M COM 88579Y101 254 3541 SH DEFINED 3541 0 0
ABBOTT COM 002824100 306 5992 SH DEFINED 5992 0 0
ABERCROMBIE & FITCH CL A 002896207 13 205 SH DEFINED 205 0 0
ACCENTURE PLC IRELAND CLASS A G1151C101 147 2783 SH DEFINED 2783 0 0
ACE SHS H0023R105 87 1438 SH DEFINED 1438 0 0
ADOBE SYS COM 00724F101 50 2067 SH DEFINED 2067 0 0
ADVANCED MICRO DEVICES COM 007903107 9 1864 SH DEFINED 1864 0 0
AES COM 00130H105 20 2072 SH DEFINED 2072 0 0
AETNA INC COM 00817Y108 53 1446 SH DEFINED 1446 0 0
AFLAC COM 001055102 64 1824 SH DEFINED 1824 0 0
AGILENT TECHNOLOGIES COM 00846U101 41 1297 SH DEFINED 1297 0 0
AIR PRODS & CHEMS COM 009158106 65 850 SH DEFINED 850 0 0
AIRGAS COM 009363102 14 216 SH DEFINED 216 0 0
AK STL HLDG COM 001547108 1 177 SH DEFINED 177 0 0
AKAMAI TECHNOLOGIES COM 00971T101 9 457 SH DEFINED 457 0 0
ALCOA COM 013817101 70 7366 SH DEFINED 7366 0 0
ALLEGHENY TECHNOLOGIES COM 01741R102 12 326 SH DEFINED 326 0 0
ALLERGAN COM 018490102 102 1235 SH DEFINED 1235 0 0
ALLSTATE COM 020002101 46 1946 SH DEFINED 1946 0 0
ALPHA NATURAL RESOURCES COM 02076X102 15 861 SH DEFINED 861 0 0
ALTERA COM 021441100 47 1491 SH DEFINED 1491 0 0
ALTRIA GROUP COM 02209S103 210 7816 SH DEFINED 7816 0 0
AMAZON COM COM 023135106 327 1513 SH DEFINED 1513 0 0
AMEREN COM 023608102 29 973 SH DEFINED 973 0 0
AMERICAN ELEC PWR COM 025537101 86 2265 SH DEFINED 2265 0 0
AMERICAN EXPRESS COM 025816109 151 3355 SH DEFINED 3355 0 0
AMERICAN INTL GROUP COM NEW 026874784 39 1769 SH DEFINED 1769 0 0
AMERICAN TOWER CL A 029912201 102 1893 SH DEFINED 1893 0 0
AMERIPRISE FINL COM 03076C106 29 734 SH DEFINED 734 0 0
AMERISOURCEBERGEN COM 03073E105 39 1034 SH DEFINED 1034 0 0
AMGEN COM 031162100 228 4155 SH DEFINED 4155 0 0
AMPHENOL CORP CL A 032095101 31 748 SH DEFINED 748 0 0
ANADARKO PETE COM 032511107 139 2207 SH DEFINED 2207 0 0
ANALOG DEVICES COM 032654105 45 1443 SH DEFINED 1443 0 0
AON COM 037389103 59 1403 SH DEFINED 1403 0 0
APACHE COM 037411105 140 1742 SH DEFINED 1742 0 0
APARTMENT INVT & MGMT CL A 03748R101 9 414 SH DEFINED 414 0 0
APOLLO GROUP CL A 037604105 23 581 SH DEFINED 581 0 0
APPLE COM 037833100 1544 4048 SH DEFINED 4048 0 0
APPLIED MATLS COM 038222105 52 4977 SH DEFINED 4977 0 0
ARCHER DANIELS MIDLAND COM 039483102 67 2720 SH DEFINED 2720 0 0
ASSURANT COM 04621X108 7 204 SH DEFINED 204 0 0
AT&T COM 00206R102 711 24941 SH DEFINED 24941 0 0
AUTODESK COM 052769106 23 844 SH DEFINED 844 0 0
AUTOMATIC DATA PROCESSING COM 053015103 97 2059 SH DEFINED 2059 0 0
AUTONATION COM 05329W102 9 288 SH DEFINED 288 0 0
AUTOZONE COM 053332102 34 106 SH DEFINED 106 0 0
AVALONBAY CMNTYS COM 053484101 25 215 SH DEFINED 215 0 0
AVERY DENNISON COM 053611109 8 320 SH DEFINED 320 0 0
AVON PRODS COM 054303102 11 569 SH DEFINED 569 0 0
BAKER HUGHES COM 057224107 87 1894 SH DEFINED 1894 0 0
BALL COM 058498106 20 646 SH DEFINED 646 0 0
BANK OF AMERICA COM 060505104 74 12096 SH DEFINED 12096 0 0
BANK OF NEW YORK MELLON COM 064058100 86 4652 SH DEFINED 4652 0 0
BARD C R COM 067383109 28 316 SH DEFINED 316 0 0
BAXTER INTL COM 071813109 133 2366 SH DEFINED 2366 0 0
BB&T COM 054937107 66 3086 SH DEFINED 3086 0 0
BECTON DICKINSON & COM 075887109 62 841 SH DEFINED 841 0 0
BED BATH & BEYOND COM 075896100 60 1055 SH DEFINED 1055 0 0
BEMIS COM 081437105 14 478 SH DEFINED 478 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 522 7349 SH DEFINED 7349 0 0
BEST BUY COM 086516101 39 1694 SH DEFINED 1694 0 0
BIG LOTS COM 089302103 5 130 SH DEFINED 130 0 0
BIOGEN IDEC COM 09062X103 107 1150 SH DEFINED 1150 0 0
BLACKROCK COM 09247X101 51 343 SH DEFINED 343 0 0
BLOCK H & R COM 093671105 16 1175 SH DEFINED 1175 0 0
BMC SOFTWARE COM 055921100 28 732 SH DEFINED 732 0 0
BOEING COM 097023105 192 3166 SH DEFINED 3166 0 0
BOSTON PROPERTIES COM 101121101 62 694 SH DEFINED 694 0 0
BOSTON SCIENTIFIC COM 101137107 33 5621 SH DEFINED 5621 0 0
BRISTOL MYERS SQUIBB COM 110122108 216 6897 SH DEFINED 6897 0 0
BROADCOM CL A 111320107 74 2210 SH DEFINED 2210 0 0
BROWN FORMAN CORP CL B 115637209 20 289 SH DEFINED 289 0 0
C H ROBINSON WORLDWIDE COM NEW 12541W209 35 504 SH DEFINED 504 0 0
CA COM 12673P105 30 1529 SH DEFINED 1529 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 12 775 SH DEFINED 775 0 0
CABOT OIL & GAS COM 127097103 23 370 SH DEFINED 370 0 0
CAMERON INTERNATIONAL COM 13342B105 42 1005 SH DEFINED 1005 0 0
CAMPBELL SOUP COM 134429109 10 309 SH DEFINED 309 0 0
CAPITAL ONE FINL COM 14040H105 68 1721 SH DEFINED 1721 0 0
CARDINAL HEALTH COM 14149Y108 58 1386 SH DEFINED 1386 0 0
CAREFUSION COM 14170T101 21 891 SH DEFINED 891 0 0
CARMAX COM 143130102 8 338 SH DEFINED 338 0 0
CARNIVAL CORP PAIRED CTF 143658300 52 1703 SH DEFINED 1703 0 0
CATERPILLAR INC COM 149123101 196 2654 SH DEFINED 2654 0 0
CB RICHARD ELLIS GROUP CL A 12497T101 16 1209 SH DEFINED 1209 0 0
CBS CORP NEW CL B 124857202 56 2735 SH DEFINED 2735 0 0
CELGENE COM 151020104 123 1993 SH DEFINED 1993 0 0
CENTERPOINT ENERGY COM 15189T107 31 1580 SH DEFINED 1580 0 0
CENTURYLINK COM 156700106 84 2544 SH DEFINED 2544 0 0
CEPHALON COM 156708109 24 302 SH DEFINED 302 0 0
CERNER COM 156782104 44 649 SH DEFINED 649 0 0
CF INDS HLDGS COM 125269100 35 285 SH DEFINED 285 0 0
CHESAPEAKE ENERGY COM 165167107 72 2829 SH DEFINED 2829 0 0
CHEVRON CORP COM 166764100 788 8514 SH DEFINED 8514 0 0
CHIPOTLE MEXICAN GRILL COM 169656105 57 188 SH DEFINED 188 0 0
CHUBB COM 171232101 68 1131 SH DEFINED 1131 0 0
CIGNA COM 125509109 43 1033 SH DEFINED 1033 0 0
CINCINNATI FINL COM 172062101 16 602 SH DEFINED 602 0 0
CINTAS COM 172908105 9 333 SH DEFINED 333 0 0
CISCO SYS COM 17275R102 373 24045 SH DEFINED 24045 0 0
CITIGROUP COM NEW 172967424 313 12207 SH DEFINED 12207 0 0
CITRIX SYS COM 177376100 36 663 SH DEFINED 663 0 0
CLIFFS NATURAL RESOURCES COM 18683K101 22 422 SH DEFINED 422 0 0
CLOROX CO COM 189054109 36 537 SH DEFINED 537 0 0
CME GROUP COM 12572Q105 61 247 SH DEFINED 247 0 0
CMS ENERGY COM 125896100 19 985 SH DEFINED 985 0 0
COACH COM 189754104 66 1266 SH DEFINED 1266 0 0
COCA COLA COM 191216100 602 8912 SH DEFINED 8912 0 0
COCA COLA ENTERPRISES INC COM 19122T109 30 1188 SH DEFINED 1188 0 0
COGNIZANT TECHNOLOGY CL A 192446102 80 1268 SH DEFINED 1268 0 0
COLGATE PALMOLIVE COM 194162103 193 2179 SH DEFINED 2179 0 0
COMCAST CORP CL A 20030N101 349 16661 SH DEFINED 16661 0 0
COMERICA COM 200340107 20 856 SH DEFINED 856 0 0
COMPUTER SCIENCES COM 205363104 14 523 SH DEFINED 523 0 0
COMPUWARE COM 205638109 7 929 SH DEFINED 929 0 0
CONAGRA FOODS COM 205887102 36 1504 SH DEFINED 1504 0 0
CONOCOPHILLIPS COM 20825C104 379 5985 SH DEFINED 5985 0 0
CONSOL ENERGY COM 20854P109 28 815 SH DEFINED 815 0 0
CONSOLIDATED EDISON COM 209115104 67 1169 SH DEFINED 1169 0 0
CONSTELLATION BRANDS CL A 21036P108 14 781 SH DEFINED 781 0 0
CONSTELLATION ENERGY GROUP COM 210371100 30 788 SH DEFINED 788 0 0
CORNING COM 219350105 35 2866 SH DEFINED 2866 0 0
COSTCO WHSL CORP COM 22160K105 157 1917 SH DEFINED 1917 0 0
COVENTRY HEALTH CARE COM 222862104 19 644 SH DEFINED 644 0 0
COVIDIEN SHS G2554F113 91 2055 SH DEFINED 2055 0 0
CSX COM 126408103 84 4474 SH DEFINED 4474 0 0
CUMMINS COM 231021106 69 850 SH DEFINED 850 0 0
CVS CAREMARK COM 126650100 159 4745 SH DEFINED 4745 0 0
D R HORTON COM 23331A109 11 1239 SH DEFINED 1239 0 0
DANAHER CORP COM 235851102 109 2604 SH DEFINED 2604 0 0
DARDEN RESTAURANTS COM 237194105 17 407 SH DEFINED 407 0 0
DAVITA COM 23918K108 15 234 SH DEFINED 234 0 0
DEAN FOODS CO COM 242370104 3 365 SH DEFINED 365 0 0
DEERE & COM 244199105 111 1726 SH DEFINED 1726 0 0
DELL COM 24702R101 109 7695 SH DEFINED 7695 0 0
DENBURY RES COM NEW 247916208 16 1385 SH DEFINED 1385 0 0
DENTSPLY INTL INC COM 249030107 14 457 SH DEFINED 457 0 0
DEVON ENERGY CORP COM 25179M103 98 1776 SH DEFINED 1776 0 0
DEVRY INC COM 251893103 6 163 SH DEFINED 163 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 12 218 SH DEFINED 218 0 0
DIRECTV CL A 25490A101 127 3007 SH DEFINED 3007 0 0
DISCOVER FINL COM 254709108 64 2777 SH DEFINED 2777 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 43 1135 SH DEFINED 1135 0 0
DISNEY WALT CO COM DISNEY 254687106 236 7810 SH DEFINED 7810 0 0
DOMINION RES INC VA COM 25746U109 127 2511 SH DEFINED 2511 0 0
DONNELLEY R R & SONS COM 257867101 10 728 SH DEFINED 728 0 0
DOVER COM 260003108 26 552 SH DEFINED 552 0 0
DOW CHEM COM 260543103 188 8363 SH DEFINED 8363 0 0
DR PEPPER SNAPPLE GROUP COM 26138E109 29 753 SH DEFINED 753 0 0
DTE ENERGY COM 233331107 30 609 SH DEFINED 609 0 0
DU PONT E I DE NEMOURS & COM 263534109 166 4147 SH DEFINED 4147 0 0
DUKE ENERGY CORP COM 26441C105 113 5652 SH DEFINED 5652 0 0
DUN & BRADSTREET CORP DEL COM 26483E100 18 286 SH DEFINED 286 0 0
E M C CORP COM 268648102 178 8464 SH DEFINED 8464 0 0
E TRADE FINANCIAL COM NEW 269246401 9 936 SH DEFINED 936 0 0
EASTMAN CHEM COM 277432100 10 148 SH DEFINED 148 0 0
EATON COM 278058102 50 1395 SH DEFINED 1395 0 0
EBAY COM 278642103 153 5181 SH DEFINED 5181 0 0
ECOLAB COM 278865100 46 940 SH DEFINED 940 0 0
EDISON COM 281020107 53 1381 SH DEFINED 1381 0 0
EDWARDS LIFESCIENCES COM 28176E108 23 320 SH DEFINED 320 0 0
EL PASO COM 28336L109 64 3649 SH DEFINED 3649 0 0
ELECTRONIC ARTS COM 285512109 28 1375 SH DEFINED 1375 0 0
EMERSON ELEC COM 291011104 135 3257 SH DEFINED 3257 0 0
ENTERGY CORP COM 29364G103 46 692 SH DEFINED 692 0 0
EOG RES COM 26875P101 83 1168 SH DEFINED 1168 0 0
EQT COM 26884L109 37 684 SH DEFINED 684 0 0
EQUIFAX COM 294429105 14 468 SH DEFINED 468 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 63 1214 SH DEFINED 1214 0 0
EXELON COM 30161N101 111 2614 SH DEFINED 2614 0 0
EXPEDIA INC COM 30212P105 29 1114 SH DEFINED 1114 0 0
EXPEDITORS INTL WASH COM 302130109 31 774 SH DEFINED 774 0 0
EXPRESS SCRIPTS COM 302182100 91 2448 SH DEFINED 2448 0 0
EXXON MOBIL COM 30231G102 1501 20665 SH DEFINED 20665 0 0
F M C COM NEW 302491303 18 254 SH DEFINED 254 0 0
F5 NETWORKS COM 315616102 19 272 SH DEFINED 272 0 0
FAMILY DLR STORES COM 307000109 23 459 SH DEFINED 459 0 0
FASTENAL COM 311900104 41 1224 SH DEFINED 1224 0 0
FEDERATED INVESTORS INC CL B 314211103 4 254 SH DEFINED 254 0 0
FEDEX COM 31428X106 84 1239 SH DEFINED 1239 0 0
FIDELITY NATL INFORMATION COM 31620M106 24 1006 SH DEFINED 1006 0 0
FIFTH THIRD COM 316773100 40 3952 SH DEFINED 3952 0 0
FIRST HORIZON NATL COM 320517105 6 997 SH DEFINED 997 0 0
FIRST SOLAR COM 336433107 9 149 SH DEFINED 149 0 0
FIRSTENERGY COM 337932107 79 1759 SH DEFINED 1759 0 0
FISERV COM 337738108 29 575 SH DEFINED 575 0 0
FLIR SYS COM 302445101 13 530 SH DEFINED 530 0 0
FLOWSERVE COM 34354P105 10 139 SH DEFINED 139 0 0
FLUOR CORP COM 343412102 34 724 SH DEFINED 724 0 0
FMC TECHNOLOGIES COM 30249U101 40 1053 SH DEFINED 1053 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 147 15181 SH DEFINED 15181 0 0
FOREST LABS COM 345838106 35 1126 SH DEFINED 1126 0 0
FORTUNE BRANDS COM 349631101 31 580 SH DEFINED 580 0 0
FRANKLIN RES COM 354613101 58 604 SH DEFINED 604 0 0
FREEPORT-MCMORAN COPPER & COM 35671D857 133 4372 SH DEFINED 4372 0 0
FRONTIER COMMUNICATIONS COM 35906A108 29 4777 SH DEFINED 4777 0 0
GAMESTOP CORP CL A 36467W109 13 578 SH DEFINED 578 0 0
GANNETT COM 364730101 6 607 SH DEFINED 607 0 0
GAP INC COM 364760108 22 1374 SH DEFINED 1374 0 0
GENERAL DYNAMICS COM 369550108 91 1591 SH DEFINED 1591 0 0
GENERAL ELECTRIC COM 369604103 731 48014 SH DEFINED 48014 0 0
GENERAL MLS COM 370334104 90 2351 SH DEFINED 2351 0 0
GENUINE PARTS COM 372460105 32 637 SH DEFINED 637 0 0
GENWORTH FINL INC CL A 37247D106 15 2638 SH DEFINED 2638 0 0
GILEAD SCIENCES COM 375558103 128 3296 SH DEFINED 3296 0 0
GOLDMAN SACHS GROUP COM 38141G104 184 1945 SH DEFINED 1945 0 0
GOODRICH COM 382388106 18 146 SH DEFINED 146 0 0
GOODYEAR TIRE & RUBR COM 382550101 11 1042 SH DEFINED 1042 0 0
GOOGLE CL A 38259P508 521 1012 SH DEFINED 1012 0 0
GRAINGER W W COM 384802104 38 253 SH DEFINED 253 0 0
HALLIBURTON COM 406216101 112 3657 SH DEFINED 3657 0 0
HARLEY DAVIDSON COM 412822108 30 864 SH DEFINED 864 0 0
HARMAN INTL INDS COM 413086109 5 158 SH DEFINED 158 0 0
HARRIS CORP COM 413875105 20 597 SH DEFINED 597 0 0
HARTFORD FINL SVCS GROUP COM 416515104 26 1589 SH DEFINED 1589 0 0
HASBRO COM 418056107 18 559 SH DEFINED 559 0 0
HCP COM 40414L109 53 1504 SH DEFINED 1504 0 0
HEALTH CARE REIT COM 42217K106 35 745 SH DEFINED 745 0 0
HEINZ H J COM 423074103 65 1293 SH DEFINED 1293 0 0
HELMERICH & PAYNE COM 423452101 14 348 SH DEFINED 348 0 0
HERSHEY COM 427866108 39 655 SH DEFINED 655 0 0
HESS COM 42809H107 63 1201 SH DEFINED 1201 0 0
HEWLETT PACKARD COM 428236103 201 8945 SH DEFINED 8945 0 0
HOME DEPOT COM 437076102 201 6115 SH DEFINED 6115 0 0
HONEYWELL INTL COM 438516106 140 3192 SH DEFINED 3192 0 0
HORMEL FOODS COM 440452100 13 485 SH DEFINED 485 0 0
HOSPIRA COM 441060100 20 527 SH DEFINED 527 0 0
HOST HOTELS & RESORTS COM 44107P104 18 1628 SH DEFINED 1628 0 0
HUDSON CITY COM 443683107 20 3543 SH DEFINED 3543 0 0
HUMANA COM 444859102 41 563 SH DEFINED 563 0 0
HUNTINGTON BANCSHARES COM 446150104 33 6857 SH DEFINED 6857 0 0
ILLINOIS TOOL WKS COM 452308109 87 2089 SH DEFINED 2089 0 0
INGERSOLL-RAND SHS G47791101 34 1207 SH DEFINED 1207 0 0
INTEGRYS ENERGY GROUP COM 45822P105 19 390 SH DEFINED 390 0 0
INTEL COM 458140100 576 27006 SH DEFINED 27006 0 0
INTERCONTINENTALEXCHANGE COM 45865V100 24 206 SH DEFINED 206 0 0
INTERNATIONAL COM 459506101 17 302 SH DEFINED 302 0 0
INTERNATIONAL BUSINESS COM 459200101 886 5069 SH DEFINED 5069 0 0
INTERNATIONAL GAME COM 459902102 14 948 SH DEFINED 948 0 0
INTERPUBLIC GROUP COS COM 460690100 14 2008 SH DEFINED 2008 0 0
INTL PAPER COM 460146103 44 1899 SH DEFINED 1899 0 0
INTUIT COM 461202103 49 1033 SH DEFINED 1033 0 0
INTUITIVE SURGICAL COM NEW 46120E602 59 162 SH DEFINED 162 0 0
INVESCO SHS G491BT108 25 1633 SH DEFINED 1633 0 0
IRON MTN COM 462846106 28 871 SH DEFINED 871 0 0
ITT CORP COM 450911102 29 700 SH DEFINED 700 0 0
JABIL CIRCUIT COM 466313103 11 628 SH DEFINED 628 0 0
JACOBS ENGR GROUP INC COM 469814107 14 441 SH DEFINED 441 0 0
JANUS CAP GROUP COM 47102X105 2 272 SH DEFINED 272 0 0
JDS UNIPHASE CORP NEW 46612J507 11 1073 SH DEFINED 1073 0 0
JOHNSON & COM 478160104 725 11389 SH DEFINED 11389 0 0
JOHNSON CTLS COM 478366107 73 2758 SH DEFINED 2758 0 0
JOY GLOBAL COM 481165108 29 465 SH DEFINED 465 0 0
JPMORGAN CHASE & COM 46625H100 489 16248 SH DEFINED 16248 0 0
JUNIPER NETWORKS COM 48203R104 62 3586 SH DEFINED 3586 0 0
KELLOGG COM 487836108 57 1074 SH DEFINED 1074 0 0
KEYCORP COM 493267108 13 2208 SH DEFINED 2208 0 0
KIMBERLY CLARK COM 494368103 116 1633 SH DEFINED 1633 0 0
KIMCO RLTY COM 49446R109 21 1424 SH DEFINED 1424 0 0
KLA-TENCOR COM 482480100 21 561 SH DEFINED 561 0 0
KOHLS COM 500255104 61 1242 SH DEFINED 1242 0 0
KRAFT FOODS CL A 50075N104 247 7347 SH DEFINED 7347 0 0
KROGER COM 501044101 57 2594 SH DEFINED 2594 0 0
L-3 COMMUNICATIONS HLDGS COM 502424104 28 450 SH DEFINED 450 0 0
LABORATORY CORP AMER COM NEW 50540R409 26 323 SH DEFINED 323 0 0
LAUDER ESTEE COS CL A 518439104 2 26 SH DEFINED 26 0 0
LEGG MASON COM 524901105 12 468 SH DEFINED 468 0 0
LEGGETT & PLATT COM 524660107 10 530 SH DEFINED 530 0 0
LENNAR CL A 526057104 6 461 SH DEFINED 461 0 0
LEUCADIA NATL COM 527288104 16 687 SH DEFINED 687 0 0
LEXMARK INTL CL A 529771107 6 231 SH DEFINED 231 0 0
LIFE TECHNOLOGIES COM 53217V109 30 774 SH DEFINED 774 0 0
LILLY ELI & COM 532457108 152 4122 SH DEFINED 4122 0 0
LIMITED BRANDS COM 532716107 35 910 SH DEFINED 910 0 0
LINCOLN NATL CORP COM 534187109 19 1199 SH DEFINED 1199 0 0
LINEAR TECHNOLOGY COM 535678106 25 893 SH DEFINED 893 0 0
LOCKHEED MARTIN COM 539830109 73 1004 SH DEFINED 1004 0 0
LOEWS COM 540424108 32 912 SH DEFINED 912 0 0
LORILLARD COM 544147101 49 442 SH DEFINED 442 0 0
LOWES COS COM 548661107 95 4924 SH DEFINED 4924 0 0
LSI COM 502161102 16 3089 SH DEFINED 3089 0 0
M & T BK COM 55261F104 33 473 SH DEFINED 473 0 0
MACYS COM 55616P104 57 2179 SH DEFINED 2179 0 0
MARATHON OIL COM 565849106 57 2664 SH DEFINED 2664 0 0
MARATHON PETE COM 56585A102 40 1464 SH DEFINED 1464 0 0
MARRIOTT INTL INC CL A 571903202 29 1051 SH DEFINED 1051 0 0
MARSH & MCLENNAN COS COM 571748102 62 2318 SH DEFINED 2318 0 0
MASCO COM 574599106 9 1327 SH DEFINED 1327 0 0
MASTERCARD CL A 57636Q104 101 319 SH DEFINED 319 0 0
MATTEL COM 577081102 32 1219 SH DEFINED 1219 0 0
MCCORMICK & CO INC COM NON VTG 579780206 26 566 SH DEFINED 566 0 0
MCDONALDS COM 580135101 580 6607 SH DEFINED 6607 0 0
MCGRAW HILL COS COM 580645109 49 1206 SH DEFINED 1206 0 0
MCKESSON COM 58155Q103 79 1089 SH DEFINED 1089 0 0
MEAD JOHNSON NUTRITION COM 582839106 56 811 SH DEFINED 811 0 0
MEADWESTVACO COM 583334107 15 610 SH DEFINED 610 0 0
MEDCO HEALTH SOLUTIONS COM 58405U102 75 1593 SH DEFINED 1593 0 0
MEDTRONIC COM 585055106 135 4052 SH DEFINED 4052 0 0
MEMC ELECTR MATLS COM 552715104 2 411 SH DEFINED 411 0 0
MERCK & CO INC COM 58933Y105 415 12698 SH DEFINED 12698 0 0
METLIFE COM 59156R108 125 4456 SH DEFINED 4456 0 0
METROPCS COMMUNICATIONS COM 591708102 11 1263 SH DEFINED 1263 0 0
MICROCHIP TECHNOLOGY COM 595017104 23 742 SH DEFINED 742 0 0
MICRON TECHNOLOGY COM 595112103 18 3526 SH DEFINED 3526 0 0
MICROSOFT COM 594918104 803 32244 SH DEFINED 32244 0 0
MOLEX COM 608554101 11 531 SH DEFINED 531 0 0
MOLSON COORS BREWING CO CL B 60871R209 20 516 SH DEFINED 516 0 0
MONSANTO CO COM 61166W101 131 2184 SH DEFINED 2184 0 0
MONSTER WORLDWIDE COM 611742107 3 464 SH DEFINED 464 0 0
MOODYS COM 615369105 19 608 SH DEFINED 608 0 0
MORGAN COM NEW 617446448 90 6650 SH DEFINED 6650 0 0
MOSAIC CO COM 61945C103 57 1157 SH DEFINED 1157 0 0
MOTOROLA MOBILITY HLDGS COM 620097105 34 901 SH DEFINED 901 0 0
MOTOROLA SOLUTIONS COM NEW 620076307 53 1266 SH DEFINED 1266 0 0
MURPHY OIL COM 626717102 35 789 SH DEFINED 789 0 0
MYLAN COM 628530107 29 1723 SH DEFINED 1723 0 0
NABORS INDUSTRIES SHS G6359F103 14 1122 SH DEFINED 1122 0 0
NASDAQ OMX GROUP COM 631103108 10 444 SH DEFINED 444 0 0
NATIONAL OILWELL VARCO COM 637071101 91 1771 SH DEFINED 1771 0 0
NETAPP COM 64110D104 56 1641 SH DEFINED 1641 0 0
NETFLIX COM 64110L106 21 187 SH DEFINED 187 0 0
NEWELL RUBBERMAID COM 651229106 6 490 SH DEFINED 490 0 0
NEWFIELD EXPL COM 651290108 19 489 SH DEFINED 489 0 0
NEWMONT MINING COM 651639106 127 2022 SH DEFINED 2022 0 0
NEWS CL A 65248E104 156 10070 SH DEFINED 10070 0 0
NEXTERA ENERGY COM 65339F101 92 1698 SH DEFINED 1698 0 0
NICOR COM 654086107 5 87 SH DEFINED 87 0 0
NIKE INC CL B 654106103 129 1510 SH DEFINED 1510 0 0
NISOURCE COM 65473P105 24 1117 SH DEFINED 1117 0 0
NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 28 968 SH DEFINED 968 0 0
NOBLE ENERGY COM 655044105 45 632 SH DEFINED 632 0 0
NORDSTROM COM 655664100 25 537 SH DEFINED 537 0 0
NORFOLK SOUTHERN COM 655844108 87 1424 SH DEFINED 1424 0 0
NORTHEAST COM 664397106 22 660 SH DEFINED 660 0 0
NORTHERN TR COM 665859104 36 1027 SH DEFINED 1027 0 0
NORTHROP GRUMMAN COM 666807102 72 1387 SH DEFINED 1387 0 0
NOVELLUS SYS COM 670008101 8 278 SH DEFINED 278 0 0
NRG ENERGY COM NEW 629377508 23 1098 SH DEFINED 1098 0 0
NUCOR COM 670346105 44 1375 SH DEFINED 1375 0 0
NVIDIA COM 67066G104 33 2625 SH DEFINED 2625 0 0
NYSE COM 629491101 26 1103 SH DEFINED 1103 0 0
O REILLY AUTOMOTIVE INC COM 67103H107 34 507 SH DEFINED 507 0 0
OCCIDENTAL PETE CORP COM 674599105 242 3384 SH DEFINED 3384 0 0
OMNICOM GROUP COM 681919106 47 1278 SH DEFINED 1278 0 0
ONEOK INC COM 682680103 23 348 SH DEFINED 348 0 0
ORACLE COM 68389X105 472 16419 SH DEFINED 16419 0 0
OWENS ILL COM NEW 690768403 13 882 SH DEFINED 882 0 0
PACCAR COM 693718108 51 1497 SH DEFINED 1497 0 0
PALL COM 696429307 15 365 SH DEFINED 365 0 0
PARKER HANNIFIN COM 701094104 34 542 SH DEFINED 542 0 0
PATTERSON COMPANIES COM 703395103 10 339 SH DEFINED 339 0 0
PAYCHEX COM 704326107 32 1222 SH DEFINED 1222 0 0
PEABODY ENERGY COM 704549104 36 1051 SH DEFINED 1051 0 0
PENNEY J C COM 708160106 13 484 SH DEFINED 484 0 0
PEOPLES UNITED FINANCIAL COM 712704105 18 1551 SH DEFINED 1551 0 0
PEPCO HOLDINGS COM 713291102 19 990 SH DEFINED 990 0 0
PEPSICO COM 713448108 406 6555 SH DEFINED 6555 0 0
PERKINELMER COM 714046109 5 271 SH DEFINED 271 0 0
PFIZER COM 717081103 551 31145 SH DEFINED 31145 0 0
PG&E COM 69331C108 65 1530 SH DEFINED 1530 0 0
PHILIP MORRIS INTL COM 718172109 457 7324 SH DEFINED 7324 0 0
PINNACLE WEST CAP COM 723484101 19 452 SH DEFINED 452 0 0
PIONEER NAT RES COM 723787107 29 447 SH DEFINED 447 0 0
PITNEY BOWES COM 724479100 15 785 SH DEFINED 785 0 0
PLUM CREEK TIMBER CO COM 729251108 23 663 SH DEFINED 663 0 0
PNC FINL SVCS GROUP COM 693475105 137 2839 SH DEFINED 2839 0 0
PPG INDS COM 693506107 46 649 SH DEFINED 649 0 0
PPL COM 69351T106 75 2618 SH DEFINED 2618 0 0
PRAXAIR COM 74005P104 114 1219 SH DEFINED 1219 0 0
PRECISION CASTPARTS COM 740189105 94 603 SH DEFINED 603 0 0
PRICE T ROWE GROUP COM 74144T108 35 735 SH DEFINED 735 0 0
PRICELINE COM COM NEW 741503403 94 209 SH DEFINED 209 0 0
PRINCIPAL FINL GROUP COM 74251V102 34 1483 SH DEFINED 1483 0 0
PROCTER & GAMBLE COM 742718109 713 11284 SH DEFINED 11284 0 0
PROGRESS ENERGY COM 743263105 63 1214 SH DEFINED 1214 0 0
PROGRESSIVE CORP COM 743315103 40 2234 SH DEFINED 2234 0 0
PROLOGIS COM 74340W103 48 1992 SH DEFINED 1992 0 0
PRUDENTIAL FINL COM 744320102 93 1991 SH DEFINED 1991 0 0
PUBLIC COM 74460D109 57 508 SH DEFINED 508 0 0
PUBLIC SVC ENTERPRISE COM 744573106 79 2358 SH DEFINED 2358 0 0
PULTE GROUP COM 745867101 7 1845 SH DEFINED 1845 0 0
QEP RES COM 74733V100 19 713 SH DEFINED 713 0 0
QUALCOMM COM 747525103 358 7359 SH DEFINED 7359 0 0
QUANTA SVCS COM 74762E102 12 633 SH DEFINED 633 0 0
QUEST DIAGNOSTICS COM 74834L100 27 541 SH DEFINED 541 0 0
RALPH LAUREN CL A 751212101 24 184 SH DEFINED 184 0 0
RANGE RES COM 75281A109 28 476 SH DEFINED 476 0 0
RAYTHEON COM NEW 755111507 57 1398 SH DEFINED 1398 0 0
RED HAT COM 756577102 35 825 SH DEFINED 825 0 0
REGIONS FINANCIAL CORP COM 7591EP100 9 2730 SH DEFINED 2730 0 0
REPUBLIC SVCS COM 760759100 38 1371 SH DEFINED 1371 0 0
REYNOLDS AMERICAN COM 761713106 48 1287 SH DEFINED 1287 0 0
ROBERT HALF INTL COM 770323103 11 513 SH DEFINED 513 0 0
ROCKWELL AUTOMATION COM 773903109 27 488 SH DEFINED 488 0 0
ROCKWELL COLLINS COM 774341101 27 510 SH DEFINED 510 0 0
ROPER INDS INC COM 776696106 30 434 SH DEFINED 434 0 0
ROSS STORES COM 778296103 34 432 SH DEFINED 432 0 0
ROWAN COS COM 779382100 15 510 SH DEFINED 510 0 0
RYDER SYS COM 783549108 7 184 SH DEFINED 184 0 0
SAFEWAY COM NEW 786514208 22 1347 SH DEFINED 1347 0 0
SAIC COM 78390X101 12 1005 SH DEFINED 1005 0 0
SALESFORCE COM COM 79466L302 67 586 SH DEFINED 586 0 0
SANDISK COM 80004C101 33 828 SH DEFINED 828 0 0
SARA LEE COM 803111103 39 2390 SH DEFINED 2390 0 0
SCANA CORP COM 80589M102 19 473 SH DEFINED 473 0 0
SCHLUMBERGER COM 806857108 346 5788 SH DEFINED 5788 0 0
SCHWAB CHARLES CORP COM 808513105 46 4103 SH DEFINED 4103 0 0
SCRIPPS NETWORKS INTERACT IN C COM 811065101 16 440 SH DEFINED 440 0 0
SEALED AIR CORP COM 81211K100 11 635 SH DEFINED 635 0 0
SEARS HLDGS COM 812350106 3 57 SH DEFINED 57 0 0
SEMPRA COM 816851109 43 832 SH DEFINED 832 0 0
SHERWIN WILLIAMS COM 824348106 30 397 SH DEFINED 397 0 0
SIGMA ALDRICH COM 826552101 33 538 SH DEFINED 538 0 0
SIMON PPTY GROUP INC COM 828806109 142 1288 SH DEFINED 1288 0 0
SLM COM 78442P106 28 2276 SH DEFINED 2276 0 0
SMUCKER J M COM NEW 832696405 31 430 SH DEFINED 430 0 0
SNAP ON COM 833034101 7 149 SH DEFINED 149 0 0
SOUTHERN COM 842587107 164 3870 SH DEFINED 3870 0 0
SOUTHWEST AIRLS COM 844741108 28 3459 SH DEFINED 3459 0 0
SOUTHWESTERN ENERGY COM 845467109 50 1506 SH DEFINED 1506 0 0
SPECTRA ENERGY COM 847560109 67 2740 SH DEFINED 2740 0 0
SPRINT NEXTEL CORP COM SER 1 852061100 37 12318 SH DEFINED 12318 0 0
ST JUDE MED COM 790849103 42 1152 SH DEFINED 1152 0 0
STANLEY BLACK & DECKER COM 854502101 31 626 SH DEFINED 626 0 0
STAPLES COM 855030102 39 2941 SH DEFINED 2941 0 0
STARBUCKS COM 855244109 126 3385 SH DEFINED 3385 0 0
STARWOOD HOTELS&RESORTS COM 85590A401 29 743 SH DEFINED 743 0 0
STATE STR COM 857477103 70 2176 SH DEFINED 2176 0 0
STERICYCLE COM 858912108 30 366 SH DEFINED 366 0 0
STRYKER COM 863667101 63 1340 SH DEFINED 1340 0 0
SUNOCO COM 86764P109 12 385 SH DEFINED 385 0 0
SUNTRUST BKS COM 867914103 38 2108 SH DEFINED 2108 0 0
SUPERVALU COM 868536103 1 214 SH DEFINED 214 0 0
SYMANTEC COM 871503108 49 3003 SH DEFINED 3003 0 0
SYSCO COM 871829107 61 2360 SH DEFINED 2360 0 0
TARGET COM 87612E106 137 2795 SH DEFINED 2795 0 0
TECO ENERGY COM 872375100 12 726 SH DEFINED 726 0 0
TELLABS COM 879664100 9 2212 SH DEFINED 2212 0 0
TENET HEALTHCARE COM 88033G100 4 919 SH DEFINED 919 0 0
TERADATA CORP COM 88076W103 28 515 SH DEFINED 515 0 0
TERADYNE COM 880770102 7 625 SH DEFINED 625 0 0
TESORO COM 881609101 13 651 SH DEFINED 651 0 0
TEXAS INSTRS COM 882508104 134 5014 SH DEFINED 5014 0 0
TEXTRON COM 883203101 19 1086 SH DEFINED 1086 0 0
THERMO FISHER SCIENTIFIC COM 883556102 69 1370 SH DEFINED 1370 0 0
TIFFANY & CO COM 886547108 28 456 SH DEFINED 456 0 0
TIME WARNER COM NEW 887317303 127 4230 SH DEFINED 4230 0 0
TIME WARNER CABLE COM 88732J207 71 1136 SH DEFINED 1136 0 0
TITANIUM METALS COM NEW 888339207 3 229 SH DEFINED 229 0 0
TJX COS INC COM 872540109 79 1433 SH DEFINED 1433 0 0
TORCHMARK COM 891027104 11 311 SH DEFINED 311 0 0
TOTAL SYS SVCS COM 891906109 9 525 SH DEFINED 525 0 0
TRAVELERS COMPANIES COM 89417E109 90 1854 SH DEFINED 1854 0 0
TYCO INTERNATIONAL SHS H89128104 74 1821 SH DEFINED 1821 0 0
TYSON FOODS CL A 902494103 17 971 SH DEFINED 971 0 0
UNION PAC COM 907818108 161 1976 SH DEFINED 1976 0 0
UNITED PARCEL SERVICE INC CL B 911312106 264 4173 SH DEFINED 4173 0 0
UNITED STATES STL CORP COM 912909108 10 446 SH DEFINED 446 0 0
UNITED TECHNOLOGIES COM 913017109 243 3457 SH DEFINED 3457 0 0
UNITEDHEALTH GROUP COM 91324P102 195 4237 SH DEFINED 4237 0 0
UNUM COM 91529Y106 13 608 SH DEFINED 608 0 0
URBAN OUTFITTERS COM 917047102 10 468 SH DEFINED 468 0 0
US BANCORP COM NEW 902973304 194 8230 SH DEFINED 8230 0 0
V F COM 918204108 27 220 SH DEFINED 220 0 0
VALERO ENERGY CORP COM 91913Y100 43 2440 SH DEFINED 2440 0 0
VARIAN MED SYS COM 92220P105 19 363 SH DEFINED 363 0 0
VENTAS COM 92276F100 56 1135 SH DEFINED 1135 0 0
VERISIGN COM 92343E102 5 173 SH DEFINED 173 0 0
VERIZON COMMUNICATIONS COM 92343V104 469 12753 SH DEFINED 12753 0 0
VIACOM INC NEW CL B 92553P201 88 2280 SH DEFINED 2280 0 0
VISA INC CL A 92826C839 181 2109 SH DEFINED 2109 0 0
VORNADO RLTY TR SH BEN INT 929042109 50 671 SH DEFINED 671 0 0
VULCAN MATLS COM 929160109 14 520 SH DEFINED 520 0 0
WAL MART STORES COM 931142103 381 7333 SH DEFINED 7333 0 0
WALGREEN COM 931422109 119 3630 SH DEFINED 3630 0 0
WASTE MGMT INC COM 94106L109 75 2294 SH DEFINED 2294 0 0
WATERS COM 941848103 18 242 SH DEFINED 242 0 0
WATSON PHARMACEUTICALS COM 942683103 38 556 SH DEFINED 556 0 0
WELLPOINT COM 94973V107 98 1508 SH DEFINED 1508 0 0
WELLS FARGO & CO COM 949746101 518 21492 SH DEFINED 21492 0 0
WESTERN DIGITAL COM 958102105 21 808 SH DEFINED 808 0 0
WESTERN UN COM 959802109 34 2247 SH DEFINED 2247 0 0
WEYERHAEUSER COM 962166104 32 2030 SH DEFINED 2030 0 0
WHIRLPOOL COM 963320106 19 371 SH DEFINED 371 0 0
WHOLE FOODS MKT COM 966837106 33 510 SH DEFINED 510 0 0
WILLIAMS COS INC COM 969457100 58 2395 SH DEFINED 2395 0 0
WINDSTREAM COM 97381W104 25 2170 SH DEFINED 2170 0 0
WISCONSIN ENERGY COM 976657106 31 998 SH DEFINED 998 0 0
WYNDHAM WORLDWIDE COM 98310W108 18 648 SH DEFINED 648 0 0
WYNN RESORTS COM 983134107 31 268 SH DEFINED 268 0 0
XCEL ENERGY COM 98389B100 52 2119 SH DEFINED 2119 0 0
XEROX COM 984121103 39 5585 SH DEFINED 5585 0 0
XILINX COM 983919101 31 1117 SH DEFINED 1117 0 0
XL GROUP SHS G98290102 22 1171 SH DEFINED 1171 0 0
YAHOO COM 984332106 71 5365 SH DEFINED 5365 0 0
YUM BRANDS COM 988498101 96 1948 SH DEFINED 1948 0 0
ZIMMER HLDGS COM 98956P102 41 760 SH DEFINED 760 0 0
ZIONS COM 989701107 11 753 SH DEFINED 753 0 0