0001466546-12-000004.txt : 20120501 0001466546-12-000004.hdr.sgml : 20120501 20120430202240 ACCESSION NUMBER: 0001466546-12-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120501 DATE AS OF CHANGE: 20120430 EFFECTIVENESS DATE: 20120501 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mitsubishi UFJ Asset Management Co., Ltd. CENTRAL INDEX KEY: 0001466546 IRS NUMBER: 000000000 FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13566 FILM NUMBER: 12797526 BUSINESS ADDRESS: STREET 1: 1-4-5 STREET 2: MARUNOUCHI CHIYODA-KU CITY: TOKYO STATE: M0 ZIP: 100-8212 BUSINESS PHONE: 81-3-6250-4900 MAIL ADDRESS: STREET 1: 1-4-5 STREET 2: MARUNOUCHI CHIYODA-KU CITY: TOKYO STATE: M0 ZIP: 100-8212 13F-HR 1 muam.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: March 31, 2012 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 : Mitsubishi UFJ Asset Management Co., Ltd. Address : 1-4-5 Marunouchi Chiyoda-ku Tokyo, Japan 100-8212" 13F File Number : 028 - 13566 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 : Takashi Shimoda Title : Manager Phone : +81-3-6250-4853 Signature, Place, and Date of Signing: /s/ Takashi Shimoda Tokyo, Japan April 30 2012 Report Type (Check only one.): [X] 13F HOLDING REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 2 Form 13F Information Table Entry Total: 846 Form 13F Information Table Value Total: $3,792,829 (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 01 28-13582 MITSUBISHI UFJ FINANCIAL GROUP INC 02 28-13564 MITSUBISHI UFJ TRUST & BANKING CORP FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ------------------------------ ---------------- --------- -------- -------- --- ---- ------- ----------- -------- -------- -------- 3M CO COM 88579Y101 15674 175700 SH DEFINED 01 02 175700 0 0 ABBOTT LABS COM 002824100 25227 411600 SH DEFINED 01 02 411600 0 0 ABERCROMBIE & FITCH CO CL A 002896207 1151 23200 SH DEFINED 01 02 23200 0 0 ACADIA RLTY TR COM SH BEN INT 004239109 65 2866 SH DEFINED 01 02 2866 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10894 168900 SH DEFINED 01 02 168900 0 0 ACCURAY INC COM 004397105 409 58000 SH DEFINED 01 02 58000 0 0 ACE LTD SHS H0023R105 9443 129000 SH DEFINED 01 02 129000 0 0 ACME PACKET INC COM 004764106 138 5000 SH DEFINED 01 02 5000 0 0 ACTIVISION BLIZZARD INC COM 00507V109 1644 128200 SH DEFINED 01 02 128200 0 0 ADOBE SYS INC COM 00724F101 4450 129700 SH DEFINED 01 02 129700 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 1692 19100 SH DEFINED 01 02 19100 0 0 ADVANCED MICRO DEVICES INC COM 007903107 1249 155700 SH DEFINED 01 02 155700 0 0 ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 216 42096 SH DEFINED 01 02 42096 0 0 AES CORP COM 00130H105 4768 364830 SH DEFINED 01 02 364830 0 0 AETNA INC NEW COM 00817Y108 4800 95700 SH DEFINED 01 02 95700 0 0 AFFYMAX INC COM 00826A109 202 17200 SH DEFINED 01 02 17200 0 0 AFLAC INC COM 001055102 5629 122400 SH DEFINED 01 02 122400 0 0 AGCO CORP COM 001084102 1209 25600 SH DEFINED 01 02 25600 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 4095 92000 SH DEFINED 01 02 92000 0 0 AGREE REALTY CORP COM 008492100 16 700 SH DEFINED 01 02 700 0 0 AIR PRODS & CHEMS INC COM 009158106 5150 56100 SH DEFINED 01 02 56100 0 0 AIRGAS INC COM 009363102 1726 19400 SH DEFINED 01 02 19400 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1817 49500 SH DEFINED 01 02 49500 0 0 ALCOA INC COM 013817101 2853 284700 SH DEFINED 01 02 284700 0 0 ALEXANDERS INC COM 014752109 65 165 SH DEFINED 01 02 165 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 334 4570 SH DEFINED 01 02 4570 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 7030 75700 SH DEFINED 01 02 75700 0 0 ALLEGHANY CORP DEL COM 017175100 1119 3400 SH DEFINED 01 02 3400 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1066 25900 SH DEFINED 01 02 25900 0 0 ALLERGAN INC COM 018490102 7739 81100 SH DEFINED 01 02 81100 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 1726 13700 SH DEFINED 01 02 13700 0 0 ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 314 32762 SH DEFINED 01 02 32762 0 0 ALLIANT ENERGY CORP COM 018802108 1386 32000 SH DEFINED 01 02 32000 0 0 ALLSTATE CORP COM 020002101 4424 134400 SH DEFINED 01 02 134400 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 1015 66700 SH DEFINED 01 02 66700 0 0 ALTERA CORP COM 021441100 4751 119300 SH DEFINED 01 02 119300 0 0 ALTRIA GROUP INC COM 02209S103 17070 552955 SH DEFINED 01 02 552955 0 0 AMAZON COM INC COM 023135106 19562 96600 SH DEFINED 01 02 96600 0 0 AMEREN CORP COM 023608102 2092 64200 SH DEFINED 01 02 64200 0 0 AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 258 10400 SH DEFINED 01 02 10400 0 0 AMERICAN ASSETS TR INC COM 024013104 57 2500 SH DEFINED 01 02 2500 0 0 AMERICAN CAMPUS CMNTYS INC COM 024835100 258 5780 SH DEFINED 01 02 5780 0 0 AMERICAN CAP LTD COM 02503Y103 633 73000 SH DEFINED 01 02 73000 0 0 AMERICAN ELEC PWR INC COM 025537101 6721 174200 SH DEFINED 01 02 174200 0 0 AMERICAN EXPRESS CO COM 025816109 16074 277800 SH DEFINED 01 02 277800 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4116 133500 SH DEFINED 01 02 133500 0 0 AMERICAN TOWER CORP NEW COM 03027X100 6668 105800 SH DEFINED 01 02 105800 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 1732 50900 SH DEFINED 01 02 50900 0 0 AMERIPRISE FINL INC COM 03076C106 3445 60300 SH DEFINED 01 02 60300 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2718 68500 SH DEFINED 01 02 68500 0 0 AMETEK INC NEW COM 031100100 2100 43300 SH DEFINED 01 02 43300 0 0 AMGEN INC COM 031162100 14264 209800 SH DEFINED 01 02 209800 0 0 AMPHENOL CORP NEW CL A 032095101 2642 44200 SH DEFINED 01 02 44200 0 0 ANADARKO PETE CORP COM 032511107 10357 132200 SH DEFINED 01 02 132200 0 0 ANALOG DEVICES INC COM 032654105 3337 82600 SH DEFINED 01 02 82600 0 0 ANDATEE CHINA MARINE FUEL SV COM 67086W105 386 122500 SH DEFINED 01 02 122500 0 0 ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 2691 37000 SH DEFINED 01 02 37000 0 0 ANNALY CAP MGMT INC COM 035710409 3964 250600 SH DEFINED 01 02 250600 0 0 AON CORP COM 037389103 3768 76800 SH DEFINED 01 02 76800 0 0 APACHE CORP COM 037411105 10375 103300 SH DEFINED 01 02 103300 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 245 9265 SH DEFINED 01 02 9265 0 0 APOLLO GROUP INC CL A 037604105 1128 29200 SH DEFINED 01 02 29200 0 0 APPLE INC COM 037833100 163671 273027 SH DEFINED 01 02 273027 0 0 APPLIED MATLS INC COM 038222105 4393 353100 SH DEFINED 01 02 353100 0 0 APPROACH RESOURCES INC COM 03834A103 336 9100 SH DEFINED 01 02 9100 0 0 ARCH CAP GROUP LTD ORD G0450A105 1467 39400 SH DEFINED 01 02 39400 0 0 ARCH COAL INC COM 039380100 666 62200 SH DEFINED 01 02 62200 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5632 177900 SH DEFINED 01 02 177900 0 0 ARROW ELECTRS INC COM 042735100 1192 28400 SH DEFINED 01 02 28400 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 51 5640 SH DEFINED 01 02 5640 0 0 ASIAINFO-LINKAGE INC COM 04518A104 63 5000 SH DEFINED 01 02 5000 0 0 ASSOCIATED BANC CORP COM 045487105 475 34000 SH DEFINED 01 02 34000 0 0 ASSOCIATED ESTATES RLTY CORP COM 045604105 61 3710 SH DEFINED 01 02 3710 0 0 ASSURANT INC COM 04621X108 996 24600 SH DEFINED 01 02 24600 0 0 AT&T INC COM 00206R102 49247 1576910 SH DEFINED 01 02 1576910 0 0 AU OPTRONICS CORP SPONSORED ADR 002255107 120 26392 SH DEFINED 01 02 26392 0 0 AUTODESK INC COM 052769106 6018 142200 SH DEFINED 01 02 142200 0 0 AUTOLIV INC COM 052800109 1670 24900 SH DEFINED 01 02 24900 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 7313 132500 SH DEFINED 01 02 132500 0 0 AUTONAVI HLDGS LTD SPONSORED ADR 05330F106 502 40000 SH DEFINED 01 02 40000 0 0 AUTOZONE INC COM 053332102 2380 6400 SH DEFINED 01 02 6400 0 0 AVAGO TECHNOLOGIES LTD SHS Y0486S104 2358 60500 SH DEFINED 01 02 60500 0 0 AVALONBAY CMNTYS INC COM 053484101 4578 32387 SH DEFINED 01 02 32387 0 0 AVERY DENNISON CORP COM 053611109 859 28500 SH DEFINED 01 02 28500 0 0 AVNET INC COM 053807103 1445 39700 SH DEFINED 01 02 39700 0 0 AVON PRODS INC COM 054303102 3148 162600 SH DEFINED 01 02 162600 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 1058 31900 SH DEFINED 01 02 31900 0 0 AXT INC COM 00246W103 254 40000 SH DEFINED 01 02 40000 0 0 BAKER HUGHES INC COM 057224107 4865 116000 SH DEFINED 01 02 116000 0 0 BALL CORP COM 058498106 1711 39900 SH DEFINED 01 02 39900 0 0 BANCO BRADESCO S A SP ADR PFD NEW 059460303 948 54199 SH DEFINED 01 02 54199 0 0 BANCO DE CHILE SPONSORED ADR 059520106 380 4000 SH DEFINED 01 02 4000 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 508 5900 SH DEFINED 01 02 5900 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 711 11000 SH DEFINED 01 02 11000 0 0 BANK OF AMERICA CORPORATION COM 060505104 25756 2691300 SH DEFINED 01 02 2691300 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 7678 318200 SH DEFINED 01 02 318200 0 0 BARD C R INC COM 067383109 2261 22900 SH DEFINED 01 02 22900 0 0 BAXTER INTL INC COM 071813109 8859 148200 SH DEFINED 01 02 148200 0 0 BAZAARVOICE INC COM 073271108 348 17500 SH DEFINED 01 02 17500 0 0 BB&T CORP COM 054937107 5801 184800 SH DEFINED 01 02 184800 0 0 BEAM INC COM 073730103 2202 37600 SH DEFINED 01 02 37600 0 0 BECTON DICKINSON & CO COM 075887109 4403 56700 SH DEFINED 01 02 56700 0 0 BED BATH & BEYOND INC COM 075896100 4288 65200 SH DEFINED 01 02 65200 0 0 BERKLEY W R CORP COM 084423102 1279 35400 SH DEFINED 01 02 35400 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 19645 242085 SH DEFINED 01 02 242085 0 0 BEST BUY INC COM 086516101 1920 81100 SH DEFINED 01 02 81100 0 0 BIG 5 SPORTING GOODS CORP COM 08915P101 274 35000 SH DEFINED 01 02 35000 0 0 BIOGEN IDEC INC COM 09062X103 7747 61500 SH DEFINED 01 02 61500 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 154 4500 SH DEFINED 01 02 4500 0 0 BIOMED REALTY TRUST INC COM 09063H107 225 11870 SH DEFINED 01 02 11870 0 0 BLACKROCK INC COM 09247X101 5635 27500 SH DEFINED 01 02 27500 0 0 BLOCK H & R INC COM 093671105 1383 84000 SH DEFINED 01 02 84000 0 0 BMC SOFTWARE INC COM 055921100 1723 42900 SH DEFINED 01 02 42900 0 0 BOEING CO COM 097023105 14495 194900 SH DEFINED 01 02 194900 0 0 BORGWARNER INC COM 099724106 2505 29700 SH DEFINED 01 02 29700 0 0 BOSTON PROPERTIES INC COM 101121101 5254 50040 SH DEFINED 01 02 50040 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2356 393900 SH DEFINED 01 02 393900 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 125 10890 SH DEFINED 01 02 10890 0 0 BRAVO BRIO RESTAURANT GROUP COM 10567B109 387 19400 SH DEFINED 01 02 19400 0 0 BRE PROPERTIES INC CL A 05564E106 285 5630 SH DEFINED 01 02 5630 0 0 BRIGHTCOVE INC COM 10921T101 496 20000 SH DEFINED 01 02 20000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 15100 447400 SH DEFINED 01 02 447400 0 0 BROADCOM CORP CL A 111320107 4968 126400 SH DEFINED 01 02 126400 0 0 BROWN FORMAN CORP CL B 115637209 2059 24689 SH DEFINED 01 02 24689 0 0 BUFFALO WILD WINGS INC COM 119848109 408 4500 SH DEFINED 01 02 4500 0 0 BUNGE LIMITED COM G16962105 2628 38400 SH DEFINED 01 02 38400 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3020 46110 SH DEFINED 01 02 46110 0 0 CA INC COM 12673P105 2819 102300 SH DEFINED 01 02 102300 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 734 50000 SH DEFINED 01 02 50000 0 0 CABOT OIL & GAS CORP COM 127097103 1727 55400 SH DEFINED 01 02 55400 0 0 CALPINE CORP COM NEW 131347304 1490 86600 SH DEFINED 01 02 86600 0 0 CAMDEN PPTY TR SH BEN INT 133131102 385 5850 SH DEFINED 01 02 5850 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 5473 103600 SH DEFINED 01 02 103600 0 0 CAMPBELL SOUP CO COM 134429109 1699 50200 SH DEFINED 01 02 50200 0 0 CAMPUS CREST CMNTYS INC COM 13466Y105 31 2700 SH DEFINED 01 02 2700 0 0 CAPITAL ONE FINL CORP COM 14040H105 7347 131800 SH DEFINED 01 02 131800 0 0 CAPLEASE INC COM 140288101 18 4510 SH DEFINED 01 02 4510 0 0 CARDICA INC COM 14141R101 214 100000 SH DEFINED 01 02 100000 0 0 CARDINAL HEALTH INC COM 14149Y108 3979 92300 SH DEFINED 01 02 92300 0 0 CAREFUSION CORP COM 14170T101 1571 60600 SH DEFINED 01 02 60600 0 0 CARMAX INC COM 143130102 2037 58800 SH DEFINED 01 02 58800 0 0 CARNIVAL CORP PAIRED CTF 143658300 3808 118700 SH DEFINED 01 02 118700 0 0 CATERPILLAR INC DEL COM 149123101 22486 211100 SH DEFINED 01 02 211100 0 0 CAVIUM INC COM 14964U108 495 16000 SH DEFINED 01 02 16000 0 0 CBL & ASSOC PPTYS INC COM 124830100 203 10703 SH DEFINED 01 02 10703 0 0 CBRE GROUP INC CL A 12504L109 2146 107500 SH DEFINED 01 02 107500 0 0 CBS CORP NEW CL B 124857202 8277 244100 SH DEFINED 01 02 244100 0 0 CEDAR REALTY TRUST INC COM NEW 150602209 21 4060 SH DEFINED 01 02 4060 0 0 CELANESE CORP DEL COM SER A 150870103 1990 43100 SH DEFINED 01 02 43100 0 0 CELGENE CORP COM 151020104 9969 128600 SH DEFINED 01 02 128600 0 0 CENTERPOINT ENERGY INC COM 15189T107 2224 112800 SH DEFINED 01 02 112800 0 0 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 126 13500 SH DEFINED 01 02 13500 0 0 CENTURYLINK INC COM 156700106 9516 246200 SH DEFINED 01 02 246200 0 0 CERNER CORP COM 156782104 2932 38500 SH DEFINED 01 02 38500 0 0 CF INDS HLDGS INC COM 125269100 3160 17300 SH DEFINED 01 02 17300 0 0 CHESAPEAKE ENERGY CORP COM 165167107 4171 180000 SH DEFINED 01 02 180000 0 0 CHESAPEAKE LODGING TR SH BEN INT 165240102 50 2800 SH DEFINED 01 02 2800 0 0 CHEVRON CORP NEW COM 166764100 56698 528700 SH DEFINED 01 02 528700 0 0 CHINA HOUSING & LAND DEV INC COM 16939V103 20 15000 SH DEFINED 01 02 15000 0 0 CHINA NUOKANG BIO-PHARM INC SPONSORED ADS 16949B113 281 87500 SH DEFINED 01 02 87500 0 0 CHINA 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30700 0 0 CISCO SYS INC COM 17275R102 30492 1441700 SH DEFINED 01 02 1441700 0 0 CIT GROUP INC COM NEW 125581801 2116 51300 SH DEFINED 01 02 51300 0 0 CITIGROUP INC COM NEW 172967424 28323 774900 SH DEFINED 01 02 774900 0 0 CITRIX SYS INC COM 177376100 3874 49100 SH DEFINED 01 02 49100 0 0 CLEAN ENERGY FUELS CORP COM 184499101 213 10000 SH DEFINED 01 02 10000 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 2632 38000 SH DEFINED 01 02 38000 0 0 CLOROX CO DEL COM 189054109 2365 34400 SH DEFINED 01 02 34400 0 0 CME GROUP INC COM 12572Q105 4890 16900 SH DEFINED 01 02 16900 0 0 COACH INC COM 189754104 6020 77900 SH DEFINED 01 02 77900 0 0 COCA COLA CO COM 191216100 40032 540900 SH DEFINED 01 02 540900 0 0 COCA COLA ENTERPRISES INC NE COM 19122T109 2465 86200 SH DEFINED 01 02 86200 0 0 COGDELL SPENCER INC COM 19238U107 13 3150 SH DEFINED 01 02 3150 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6179 80300 SH DEFINED 01 02 80300 0 0 COLDWATER CREEK INC COM 193068103 223 192500 SH DEFINED 01 02 192500 0 0 COLGATE PALMOLIVE CO COM 194162103 12814 131045 SH DEFINED 01 02 131045 0 0 COLONIAL PPTYS TR COM SH BEN INT 195872106 135 6210 SH DEFINED 01 02 6210 0 0 COMCAST CORP NEW CL A 20030N101 16680 555800 SH DEFINED 01 02 555800 0 0 COMCAST CORP NEW CL A SPL 20030N200 5079 172100 SH DEFINED 01 02 172100 0 0 COMERICA INC COM 200340107 1754 54200 SH DEFINED 01 02 54200 0 0 COMMONWEALTH REIT COM SH BEN INT 203233101 117 6265 SH DEFINED 01 02 6265 0 0 COMMVAULT SYSTEMS INC COM 204166102 447 9000 SH DEFINED 01 02 9000 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 702 17000 SH DEFINED 01 02 17000 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 440 18487 SH DEFINED 01 02 18487 0 0 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 265 28000 SH DEFINED 01 02 28000 0 0 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 433 5500 SH DEFINED 01 02 5500 0 0 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 435 10800 SH DEFINED 01 02 10800 0 0 COMPUTER SCIENCES CORP COM 205363104 1329 44400 SH DEFINED 01 02 44400 0 0 COMSCORE INC COM 20564W105 567 26500 SH DEFINED 01 02 26500 0 0 CONAGRA FOODS INC COM 205887102 2907 110700 SH DEFINED 01 02 110700 0 0 CONCHO RES INC COM 20605P101 2777 27200 SH DEFINED 01 02 27200 0 0 CONOCOPHILLIPS COM 20825C104 25486 335300 SH DEFINED 01 02 335300 0 0 CONSOL ENERGY INC COM 20854P109 2097 61500 SH DEFINED 01 02 61500 0 0 CONSOLIDATED EDISON INC COM 209115104 4568 78200 SH DEFINED 01 02 78200 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1109 47000 SH DEFINED 01 02 47000 0 0 CONTINENTAL RESOURCES INC COM 212015101 1073 12500 SH DEFINED 01 02 12500 0 0 COOPER INDUSTRIES PLC SHS G24140108 2616 40900 SH DEFINED 01 02 40900 0 0 CORESITE RLTY CORP COM 21870Q105 38 1600 SH DEFINED 01 02 1600 0 0 CORNERSTONE ONDEMAND INC COM 21925Y103 546 25000 SH DEFINED 01 02 25000 0 0 CORNING INC COM 219350105 5877 417400 SH DEFINED 01 02 417400 0 0 CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 129 5540 SH DEFINED 01 02 5540 0 0 COSI INC COM 22122P101 432 400000 SH DEFINED 01 02 400000 0 0 COSTCO WHSL CORP NEW COM 22160K105 10406 114600 SH DEFINED 01 02 114600 0 0 COUSINS PPTYS INC COM 222795106 55 7254 SH DEFINED 01 02 7254 0 0 COVANCE INC COM 222816100 814 17100 SH DEFINED 01 02 17100 0 0 COVENTRY HEALTH CARE INC COM 222862104 1380 38800 SH DEFINED 01 02 38800 0 0 COVIDIEN PLC SHS G2554F113 6922 126600 SH DEFINED 01 02 126600 0 0 CPFL ENERGIA S A SPONSORED ADR 126153105 100 3300 SH DEFINED 01 02 3300 0 0 CREDICORP LTD COM G2519Y108 461 3500 SH DEFINED 01 02 3500 0 0 CREE INC COM 225447101 870 27500 SH DEFINED 01 02 27500 0 0 CROWN CASTLE INTL CORP COM 228227104 4043 75800 SH DEFINED 01 02 75800 0 0 CROWN HOLDINGS INC COM 228368106 1694 46000 SH DEFINED 01 02 46000 0 0 CSX CORP COM 126408103 6008 279200 SH DEFINED 01 02 279200 0 0 CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 428 19800 SH DEFINED 01 02 19800 0 0 CUBESMART COM 229663109 118 9900 SH DEFINED 01 02 9900 0 0 CUMMINS INC COM 231021106 5858 48800 SH DEFINED 01 02 48800 0 0 CVS CAREMARK CORPORATION COM 126650100 15483 345600 SH DEFINED 01 02 345600 0 0 CYTORI THERAPEUTICS INC COM 23283K105 75 30000 SH DEFINED 01 02 30000 0 0 D R HORTON INC COM 23331A109 1247 82200 SH DEFINED 01 02 82200 0 0 DANAHER CORP DEL COM 235851102 11654 208100 SH DEFINED 01 02 208100 0 0 DARDEN RESTAURANTS INC COM 237194105 1806 35300 SH DEFINED 01 02 35300 0 0 DAVITA INC COM 23918K108 5140 57000 SH DEFINED 01 02 57000 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 110 18580 SH DEFINED 01 02 18580 0 0 DDR CORP COM 23317H102 259 17718 SH DEFINED 01 02 17718 0 0 DECKERS OUTDOOR CORP COM 243537107 946 15000 SH DEFINED 01 02 15000 0 0 DEERE & CO COM 244199105 8818 109000 SH DEFINED 01 02 109000 0 0 DELL INC COM 24702R101 7057 425100 SH DEFINED 01 02 425100 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 550 55500 SH DEFINED 01 02 55500 0 0 DENBURY RES INC COM NEW 247916208 1974 108300 SH DEFINED 01 02 108300 0 0 DENTSPLY INTL INC NEW COM 249030107 1541 38400 SH DEFINED 01 02 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PASO CORP COM 28336L109 6161 208500 SH DEFINED 01 02 208500 0 0 ELECTRONIC ARTS INC COM 285512109 1470 89200 SH DEFINED 01 02 89200 0 0 EMERSON ELEC CO COM 291011104 10092 193400 SH DEFINED 01 02 193400 0 0 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 567 10500 SH DEFINED 01 02 10500 0 0 ENERGEN CORP COM 29265N108 1022 20800 SH DEFINED 01 02 20800 0 0 ENERGIZER HLDGS INC COM 29266R108 1291 17400 SH DEFINED 01 02 17400 0 0 ENERGY XXI (BERMUDA) LTD USD UNRS SHS G10082140 343 9500 SH DEFINED 01 02 9500 0 0 ENERSIS S A SPONSORED ADR 29274F104 606 30000 SH DEFINED 01 02 30000 0 0 ENTERGY CORP NEW COM 29364G103 3145 46800 SH DEFINED 01 02 46800 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 162 3500 SH DEFINED 01 02 3500 0 0 EOG RES INC COM 26875P101 8467 76215 SH DEFINED 01 02 76215 0 0 EQT CORP COM 26884L109 1948 40400 SH DEFINED 01 02 40400 0 0 EQUIFAX INC COM 294429105 1474 33300 SH DEFINED 01 02 33300 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 222 3180 SH DEFINED 01 02 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PPTYS COM SH BEN INT 517942108 172 6101 SH DEFINED 01 02 6101 0 0 LAUDER ESTEE COS INC CL A 518439104 6863 110800 SH DEFINED 01 02 110800 0 0 LEGG MASON INC COM 524901105 1064 38100 SH DEFINED 01 02 38100 0 0 LEGGETT & PLATT INC COM 524660107 934 40600 SH DEFINED 01 02 40600 0 0 LEUCADIA NATL CORP COM 527288104 1482 56800 SH DEFINED 01 02 56800 0 0 LEXINGTON REALTY TRUST COM 529043101 96 10698 SH DEFINED 01 02 10698 0 0 LG DISPLAY CO LTD SPONS ADR REP 50186V102 35 3000 SH DEFINED 01 02 3000 0 0 LIBERTY GLOBAL INC COM SER A 530555101 1833 36600 SH DEFINED 01 02 36600 0 0 LIBERTY GLOBAL INC COM SER C 530555309 1561 32600 SH DEFINED 01 02 32600 0 0 LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 2865 150100 SH DEFINED 01 02 150100 0 0 LIBERTY MEDIA CORPORATION LIB CAP COM A 530322106 2530 28700 SH DEFINED 01 02 28700 0 0 LIBERTY PPTY TR SH BEN INT 531172104 1474 41270 SH DEFINED 01 02 41270 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 3078 63050 SH DEFINED 01 02 63050 0 0 LILLY ELI & CO 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2109 134100 SH DEFINED 01 02 134100 0 0 MASCO CORP COM 574599106 1328 99300 SH DEFINED 01 02 99300 0 0 MASTERCARD INC CL A 57636Q104 12196 29000 SH DEFINED 01 02 29000 0 0 MATTEL INC COM 577081102 3060 90900 SH DEFINED 01 02 90900 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2293 80200 SH DEFINED 01 02 80200 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1720 31600 SH DEFINED 01 02 31600 0 0 MCDONALDS CORP COM 580135101 26477 269900 SH DEFINED 01 02 269900 0 0 MCGRAW HILL COS INC COM 580645109 3756 77500 SH DEFINED 01 02 77500 0 0 MCKESSON CORP COM 58155Q103 5714 65100 SH DEFINED 01 02 65100 0 0 MDU RES GROUP INC COM 552690109 1193 53300 SH DEFINED 01 02 53300 0 0 MEAD JOHNSON NUTRITION CO COM 582839106 4536 55000 SH DEFINED 01 02 55000 0 0 MEADWESTVACO CORP COM 583334107 1441 45600 SH DEFINED 01 02 45600 0 0 MECHEL OAO SPONSORED ADR 583840103 48 5400 SH DEFINED 01 02 5400 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 7227 102800 SH DEFINED 01 02 102800 0 0 MEDICAL PPTYS TRUST INC COM 58463J304 99 10720 SH DEFINED 01 02 10720 0 0 MEDICINOVA INC COM NEW 58468P206 52 18088 SH DEFINED 01 02 18088 0 0 MEDIVATION INC COM 58501N101 1315 17600 SH DEFINED 01 02 17600 0 0 MEDTRONIC INC COM 585055106 10914 278500 SH DEFINED 01 02 278500 0 0 MELCO CROWN ENTMT LTD ADR 585464100 238 17500 SH DEFINED 01 02 17500 0 0 MELLANOX TECHNOLOGIES LTD SHS M51363113 481 11500 SH DEFINED 01 02 11500 0 0 MERCK & CO INC NEW COM 58933Y105 32671 850800 SH DEFINED 01 02 850800 0 0 METLIFE INC COM 59156R108 10535 282050 SH DEFINED 01 02 282050 0 0 METROPCS COMMUNICATIONS INC COM 591708102 598 66300 SH DEFINED 01 02 66300 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 129 700 SH DEFINED 01 02 700 0 0 MGM RESORTS INTERNATIONAL COM 552953101 1214 89100 SH DEFINED 01 02 89100 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 1932 51945 SH DEFINED 01 02 51945 0 0 MICRON TECHNOLOGY INC COM 595112103 2165 267300 SH DEFINED 01 02 267300 0 0 MICROSOFT CORP COM 594918104 66884 2073930 SH DEFINED 01 02 2073930 0 0 MID-AMER APT CMNTYS INC COM 59522J103 198 2960 SH DEFINED 01 02 2960 0 0 MISSION WEST PPTYS INC COM 605203108 15 1500 SH DEFINED 01 02 1500 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 458 25000 SH DEFINED 01 02 25000 0 0 MOHAWK INDS INC COM 608190104 1161 17450 SH DEFINED 01 02 17450 0 0 MOLSON COORS BREWING CO CL B 60871R209 1919 42400 SH DEFINED 01 02 42400 0 0 MONMOUTH REAL ESTATE INVT CO CL A 609720107 39 4000 SH DEFINED 01 02 4000 0 0 MONSANTO CO NEW COM 61166W101 11405 142990 SH DEFINED 01 02 142990 0 0 MONSTER BEVERAGE CORP COM 611740101 3222 51900 SH DEFINED 01 02 51900 0 0 MOODYS CORP COM 615369105 2558 60770 SH DEFINED 01 02 60770 0 0 MORGAN STANLEY COM NEW 617446448 7455 379600 SH DEFINED 01 02 379600 0 0 MOSAIC CO NEW COM 61945C103 4456 80600 SH DEFINED 01 02 80600 0 0 MOTOROLA MOBILITY HLDGS INC COM 620097105 2935 74800 SH DEFINED 01 02 74800 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 3736 73500 SH DEFINED 01 02 73500 0 0 MURPHY OIL CORP COM 626717102 2814 50000 SH DEFINED 01 02 50000 0 0 MYLAN INC COM 628530107 4439 189300 SH DEFINED 01 02 189300 0 0 NABORS INDUSTRIES LTD SHS G6359F103 1385 79200 SH DEFINED 01 02 79200 0 0 NASDAQ OMX GROUP INC COM 631103108 904 34900 SH DEFINED 01 02 34900 0 0 NATIONAL HEALTH INVS INC COM 63633D104 92 1890 SH DEFINED 01 02 1890 0 0 NATIONAL OILWELL VARCO INC COM 637071101 8909 112100 SH DEFINED 01 02 112100 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 219 8070 SH DEFINED 01 02 8070 0 0 NEKTAR THERAPEUTICS COM 640268108 40 5000 SH DEFINED 01 02 5000 0 0 NETAPP INC COM 64110D104 4374 97700 SH DEFINED 01 02 97700 0 0 NETFLIX INC COM 64110L106 1622 14100 SH DEFINED 01 02 14100 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 3758 270200 SH DEFINED 01 02 270200 0 0 NEWELL RUBBERMAID INC COM 651229106 1382 77600 SH DEFINED 01 02 77600 0 0 NEWFIELD EXPL CO COM 651290108 1283 37000 SH DEFINED 01 02 37000 0 0 NEWMONT MINING CORP COM 651639106 6691 130500 SH DEFINED 01 02 130500 0 0 NEWS CORP CL A 65248E104 8977 455900 SH DEFINED 01 02 455900 0 0 NEWS CORP CL B 65248E203 2292 114700 SH DEFINED 01 02 114700 0 0 NEXTERA ENERGY INC COM 65339F101 6591 107900 SH DEFINED 01 02 107900 0 0 NII HLDGS INC CL B NEW 62913F201 943 51500 SH DEFINED 01 02 51500 0 0 NIKE INC CL B 654106103 10183 93900 SH DEFINED 01 02 93900 0 0 NISOURCE INC COM 65473P105 1938 79600 SH DEFINED 01 02 79600 0 0 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2683 71600 SH DEFINED 01 02 71600 0 0 NOBLE ENERGY INC COM 655044105 4723 48300 SH DEFINED 01 02 48300 0 0 NORDSON CORP COM 655663102 150 2760 SH DEFINED 01 02 2760 0 0 NORDSTROM INC COM 655664100 2463 44200 SH DEFINED 01 02 44200 0 0 NORFOLK SOUTHERN CORP COM 655844108 6221 94500 SH DEFINED 01 02 94500 0 0 NORTHEAST UTILS COM 664397106 1797 48400 SH DEFINED 01 02 48400 0 0 NORTHERN TR CORP COM 665859104 2833 59700 SH DEFINED 01 02 59700 0 0 NORTHROP GRUMMAN CORP COM 666807102 4037 66100 SH DEFINED 01 02 66100 0 0 NRG ENERGY INC COM NEW 629377508 931 59400 SH DEFINED 01 02 59400 0 0 NSTAR COM 67019E107 1478 30400 SH DEFINED 01 02 30400 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 1632 63800 SH DEFINED 01 02 63800 0 0 NUCOR CORP COM 670346105 3604 83900 SH DEFINED 01 02 83900 0 0 NVIDIA CORP COM 67066G104 3829 248800 SH DEFINED 01 02 248800 0 0 NYSE EURONEXT COM 629491101 2164 72100 SH DEFINED 01 02 72100 0 0 O REILLY AUTOMOTIVE INC NEW COM 67103H107 3818 41800 SH DEFINED 01 02 41800 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 23674 248600 SH DEFINED 01 02 248600 0 0 OCEAN RIG UDW INC SHS Y64354205 1386 82000 SH DEFINED 01 02 82000 0 0 OCLARO INC COM NEW 67555N206 532 135000 SH DEFINED 01 02 135000 0 0 OMEGA HEALTHCARE INVS INC COM 681936100 171 8029 SH DEFINED 01 02 8029 0 0 OMNICARE INC COM 681904108 1195 33600 SH DEFINED 01 02 33600 0 0 OMNICOM GROUP INC COM 681919106 4015 79265 SH DEFINED 01 02 79265 0 0 ONE LIBERTY PPTYS INC COM 682406103 24 1300 SH DEFINED 01 02 1300 0 0 ONEOK INC NEW COM 682680103 2156 26400 SH DEFINED 01 02 26400 0 0 OPENTABLE INC COM 68372A104 587 14500 SH DEFINED 01 02 14500 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 523 30600 SH DEFINED 01 02 30600 0 0 ORACLE CORP COM 68389X105 34113 1169860 SH DEFINED 01 02 1169860 0 0 ORIGIN AGRITECH LIMITED SHS G67828106 19 7500 SH DEFINED 01 02 7500 0 0 OWENS ILL INC COM NEW 690768403 1015 43500 SH DEFINED 01 02 43500 0 0 OYO GEOSPACE CORP COM 671074102 737 7000 SH DEFINED 01 02 7000 0 0 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 85 2800 SH DEFINED 01 02 2800 0 0 PACCAR INC COM 693718108 4013 85700 SH DEFINED 01 02 85700 0 0 PACIFIC SUNWEAR CALIF INC COM 694873100 266 151000 SH DEFINED 01 02 151000 0 0 PALL CORP COM 696429307 1837 30800 SH DEFINED 01 02 30800 0 0 PANERA BREAD CO CL A 69840W108 1207 7500 SH DEFINED 01 02 7500 0 0 PANTRY INC COM 698657103 325 25000 SH DEFINED 01 02 25000 0 0 PAPA JOHNS INTL INC COM 698813102 471 12500 SH DEFINED 01 02 12500 0 0 PARKER HANNIFIN CORP COM 701094104 3340 39500 SH DEFINED 01 02 39500 0 0 PARKWAY PPTYS INC COM 70159Q104 21 2010 SH DEFINED 01 02 2010 0 0 PARTNERRE LTD COM G6852T105 1086 16000 SH DEFINED 01 02 16000 0 0 PATTERSON COMPANIES INC COM 703395103 752 22500 SH DEFINED 01 02 22500 0 0 PAYCHEX INC COM 704326107 2709 87400 SH DEFINED 01 02 87400 0 0 PEABODY ENERGY CORP COM 704549104 2186 75500 SH DEFINED 01 02 75500 0 0 PEBBLEBROOK HOTEL TR COM 70509V100 84 3700 SH DEFINED 01 02 3700 0 0 PENNEY J C INC COM 708160106 1460 41200 SH DEFINED 01 02 41200 0 0 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 69 4500 SH DEFINED 01 02 4500 0 0 PENTAIR INC COM 709631105 1319 27700 SH DEFINED 01 02 27700 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 1239 93600 SH DEFINED 01 02 93600 0 0 PEPCO HOLDINGS INC COM 713291102 1167 61800 SH DEFINED 01 02 61800 0 0 PEPSICO INC COM 713448108 29944 451305 SH DEFINED 01 02 451305 0 0 PERRIGO CO COM 714290103 2376 23000 SH DEFINED 01 02 23000 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2019 76000 SH DEFINED 01 02 76000 0 0 PETSMART INC COM 716768106 3473 60700 SH DEFINED 01 02 60700 0 0 PFIZER INC COM 717081103 47817 2110202 SH DEFINED 01 02 2110202 0 0 PG&E CORP COM 69331C108 4675 107700 SH DEFINED 01 02 107700 0 0 PHILIP MORRIS INTL INC COM 718172109 45787 516725 SH DEFINED 01 02 516725 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 225 12700 SH DEFINED 01 02 12700 0 0 PINNACLE WEST CAP CORP COM 723484101 1466 30600 SH DEFINED 01 02 30600 0 0 PIONEER NAT RES CO COM 723787107 3258 29200 SH DEFINED 01 02 29200 0 0 PITNEY BOWES INC COM 724479100 946 53800 SH DEFINED 01 02 53800 0 0 PLAINS EXPL& PRODTN CO COM 726505100 1727 40500 SH DEFINED 01 02 40500 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1841 44300 SH DEFINED 01 02 44300 0 0 PLX TECHNOLOGY INC COM 693417107 366 91000 SH DEFINED 01 02 91000 0 0 PNC FINL SVCS GROUP INC COM 693475105 9067 140600 SH DEFINED 01 02 140600 0 0 POSCO SPONSORED ADR 693483109 42 500 SH DEFINED 01 02 500 0 0 POST PPTYS INC COM 737464107 185 3940 SH DEFINED 01 02 3940 0 0 PPG INDS INC COM 693506107 3909 40800 SH DEFINED 01 02 40800 0 0 PPL CORP COM 69351T106 4324 153000 SH DEFINED 01 02 153000 0 0 PRAXAIR INC COM 74005P104 11231 97965 SH DEFINED 01 02 97965 0 0 PRECISION CASTPARTS CORP COM 740189105 6622 38300 SH DEFINED 01 02 38300 0 0 PRICE T ROWE GROUP INC COM 74144T108 4716 72215 SH DEFINED 01 02 72215 0 0 PRICELINE COM INC COM NEW 741503403 9543 13300 SH DEFINED 01 02 13300 0 0 PRINCIPAL FINL GROUP INC COM 74251V102 2346 79500 SH DEFINED 01 02 79500 0 0 PROCTER & GAMBLE CO COM 742718109 50421 750200 SH DEFINED 01 02 750200 0 0 PROGRESS ENERGY INC COM 743263105 5906 111200 SH DEFINED 01 02 111200 0 0 PROGRESSIVE CORP OHIO COM 743315103 3830 165240 SH DEFINED 01 02 165240 0 0 PROLOGIS INC COM 74340W103 5599 155443 SH DEFINED 01 02 155443 0 0 PRUDENTIAL FINL INC COM 744320102 10846 171100 SH DEFINED 01 02 171100 0 0 PS BUSINESS PKS INC CALIF COM 69360J107 87 1320 SH DEFINED 01 02 1320 0 0 PUBLIC STORAGE COM 74460D109 6752 48864 SH DEFINED 01 02 48864 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 4102 134000 SH DEFINED 01 02 134000 0 0 QEP RES INC COM 74733V100 1516 49700 SH DEFINED 01 02 49700 0 0 QKL STORES INC COM 74732Y105 186 236000 SH DEFINED 01 02 236000 0 0 QLIK TECHNOLOGIES INC COM 74733T105 672 21000 SH DEFINED 01 02 21000 0 0 QUALCOMM INC COM 747525103 35364 519900 SH DEFINED 01 02 519900 0 0 QUANTA SVCS INC COM 74762E102 1091 52200 SH DEFINED 01 02 52200 0 0 QUEST DIAGNOSTICS INC COM 74834L100 2678 43800 SH DEFINED 01 02 43800 0 0 RALCORP HLDGS INC NEW COM 751028101 1097 14800 SH DEFINED 01 02 14800 0 0 RALPH LAUREN CORP CL A 751212101 2789 16000 SH DEFINED 01 02 16000 0 0 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 31 2560 SH DEFINED 01 02 2560 0 0 RANGE RES CORP COM 75281A109 2529 43500 SH DEFINED 01 02 43500 0 0 RAYONIER INC COM 754907103 1391 31550 SH DEFINED 01 02 31550 0 0 RAYTHEON CO COM NEW 755111507 4882 92500 SH DEFINED 01 02 92500 0 0 REALTY INCOME CORP COM 756109104 376 9700 SH DEFINED 01 02 9700 0 0 RED HAT INC COM 756577102 3102 51800 SH DEFINED 01 02 51800 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 242 6500 SH DEFINED 01 02 6500 0 0 REGENCY CTRS CORP COM 758849103 1429 32120 SH DEFINED 01 02 32120 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 2255 342200 SH DEFINED 01 02 342200 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1060 14000 SH DEFINED 01 02 14000 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 287 58000 SH DEFINED 01 02 58000 0 0 REPUBLIC SVCS INC COM 760759100 2283 74700 SH DEFINED 01 02 74700 0 0 RETAIL OPPORTUNITY INVTS COR COM 76131N101 53 4400 SH DEFINED 01 02 4400 0 0 REYNOLDS AMERICAN INC COM 761713106 5640 136100 SH DEFINED 01 02 136100 0 0 RIVERBED TECHNOLOGY INC COM 768573107 1530 54500 SH DEFINED 01 02 54500 0 0 RLJ LODGING TR COM 74965L101 45 2400 SH DEFINED 01 02 2400 0 0 ROBERT HALF INTL INC COM 770323103 1057 34900 SH DEFINED 01 02 34900 0 0 ROCK-TENN CO CL A 772739207 1203 17800 SH DEFINED 01 02 17800 0 0 ROCKWELL AUTOMATION INC COM 773903109 5603 70300 SH DEFINED 01 02 70300 0 0 ROCKWELL COLLINS INC COM 774341101 2348 40800 SH DEFINED 01 02 40800 0 0 ROPER INDS INC NEW COM 776696106 2538 25600 SH DEFINED 01 02 25600 0 0 ROSETTA RESOURCES INC COM 777779307 317 6500 SH DEFINED 01 02 6500 0 0 ROSS STORES INC COM 778296103 4433 76300 SH DEFINED 01 02 76300 0 0 ROUSE PPTYS INC COM 779287101 23 1670 SH DEFINED 01 02 1670 0 0 ROWAN COS INC COM 779382100 1074 32600 SH DEFINED 01 02 32600 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1118 38000 SH DEFINED 01 02 38000 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 87 2400 SH DEFINED 01 02 2400 0 0 SAFEWAY INC COM NEW 786514208 1880 93000 SH DEFINED 01 02 93000 0 0 SAIC INC COM 78390X101 964 73000 SH DEFINED 01 02 73000 0 0 SALESFORCE COM INC COM 79466L302 5346 34600 SH DEFINED 01 02 34600 0 0 SANDISK CORP COM 80004C101 3268 65900 SH DEFINED 01 02 65900 0 0 SANGAMO BIOSCIENCES INC COM 800677106 61 12500 SH DEFINED 01 02 12500 0 0 SARA LEE CORP COM 803111103 3313 153900 SH DEFINED 01 02 153900 0 0 SASOL LTD SPONSORED ADR 803866300 438 9000 SH DEFINED 01 02 9000 0 0 SAUL CTRS INC COM 804395101 29 730 SH DEFINED 01 02 730 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1819 35800 SH DEFINED 01 02 35800 0 0 SCANA CORP NEW COM 80589M102 1569 34400 SH DEFINED 01 02 34400 0 0 SCHEIN HENRY INC COM 806407102 1930 25500 SH DEFINED 01 02 25500 0 0 SCHLUMBERGER LTD COM 806857108 27683 395870 SH DEFINED 01 02 395870 0 0 SCHWAB CHARLES CORP NEW COM 808513105 4104 285600 SH DEFINED 01 02 285600 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1188 24400 SH DEFINED 01 02 24400 0 0 SEAGATE TECHNOLOGY PLC SHS G7945M107 2981 110600 SH DEFINED 01 02 110600 0 0 SEALED AIR CORP NEW COM 81211K100 919 47600 SH DEFINED 01 02 47600 0 0 SEARS HLDGS CORP COM 812350106 762 11500 SH DEFINED 01 02 11500 0 0 SEI INVESTMENTS CO COM 784117103 865 41800 SH DEFINED 01 02 41800 0 0 SELECT COMFORT CORP COM 81616X103 486 15000 SH DEFINED 01 02 15000 0 0 SEMPRA ENERGY COM 816851109 3700 61700 SH DEFINED 01 02 61700 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 266 12070 SH DEFINED 01 02 12070 0 0 SHERWIN WILLIAMS CO COM 824348106 2790 25675 SH DEFINED 01 02 25675 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 108 1400 SH DEFINED 01 02 1400 0 0 SIGMA ALDRICH CORP COM 826552101 2411 33000 SH DEFINED 01 02 33000 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 272 45000 SH DEFINED 01 02 45000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 14584 100113 SH DEFINED 01 02 100113 0 0 SIRIUS XM RADIO INC COM 82967N108 2451 1061000 SH DEFINED 01 02 1061000 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 38 2700 SH DEFINED 01 02 2700 0 0 SKYSTAR BIO-PHARMA CO COM PAR $.001 830884300 40 15000 SH DEFINED 01 02 15000 0 0 SKYWEST INC COM 830879102 270 24400 SH DEFINED 01 02 24400 0 0 SL GREEN RLTY CORP COM 78440X101 504 6500 SH DEFINED 01 02 6500 0 0 SLM CORP COM 78442P106 2128 135000 SH DEFINED 01 02 135000 0 0 SM ENERGY CO COM 78454L100 488 6900 SH DEFINED 01 02 6900 0 0 SMUCKER J M CO COM NEW 832696405 2538 31200 SH DEFINED 01 02 31200 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 411 7000 SH DEFINED 01 02 7000 0 0 SORL AUTO PTS INC COM 78461U101 16 5000 SH DEFINED 01 02 5000 0 0 SOUTHERN CO COM 842587107 10213 227300 SH DEFINED 01 02 227300 0 0 SOUTHERN COPPER CORP COM 84265V105 320 10107 SH DEFINED 01 02 10107 0 0 SOUTHWEST AIRLS CO COM 844741108 438 53100 SH DEFINED 01 02 53100 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2910 95100 SH DEFINED 01 02 95100 0 0 SOVRAN SELF STORAGE INC COM 84610H108 101 2020 SH DEFINED 01 02 2020 0 0 SPDR GOLD TRUST GOLD SHS 78463V107 389 2400 SH DEFINED 01 02 2400 0 0 SPECTRA ENERGY CORP COM 847560109 5572 176600 SH DEFINED 01 02 176600 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 2285 801700 SH DEFINED 01 02 801700 0 0 SPX CORP COM 784635104 1031 13300 SH DEFINED 01 02 13300 0 0 ST JUDE MED INC COM 790849103 3718 83900 SH DEFINED 01 02 83900 0 0 STANLEY BLACK & DECKER INC COM 854502101 3294 42800 SH DEFINED 01 02 42800 0 0 STAPLES INC COM 855030102 3218 198900 SH DEFINED 01 02 198900 0 0 STARBUCKS CORP COM 855244109 12715 227500 SH DEFINED 01 02 227500 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 4524 80200 SH DEFINED 01 02 80200 0 0 STATE STR CORP COM 857477103 5838 128300 SH DEFINED 01 02 128300 0 0 STERICYCLE INC COM 858912108 1815 21700 SH DEFINED 01 02 21700 0 0 STERLITE INDS INDIA LTD ADS 859737207 2677 313500 SH DEFINED 01 02 313500 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 86 13000 SH DEFINED 01 02 13000 0 0 STRYKER CORP COM 863667101 4194 75600 SH DEFINED 01 02 75600 0 0 SUN COMMUNITIES INC COM 866674104 76 1750 SH DEFINED 01 02 1750 0 0 SUNOCO INC COM 86764P109 1175 30800 SH DEFINED 01 02 30800 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 83 8549 SH DEFINED 01 02 8549 0 0 SUNTRUST BKS INC COM 867914103 3439 142300 SH DEFINED 01 02 142300 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 1131 42900 SH DEFINED 01 02 42900 0 0 SYMANTEC CORP COM 871503108 3540 189300 SH DEFINED 01 02 189300 0 0 SYNOPSYS INC COM 871607107 1226 40000 SH DEFINED 01 02 40000 0 0 SYSCO CORP COM 871829107 4691 157100 SH DEFINED 01 02 157100 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 460 30114 SH DEFINED 01 02 30114 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 191 6440 SH DEFINED 01 02 6440 0 0 TARGET CORP COM 87612E106 9731 167000 SH DEFINED 01 02 167000 0 0 TATA MTRS LTD SPONSORED ADR 876568502 3066 113700 SH DEFINED 01 02 113700 0 0 TAUBMAN CTRS INC COM 876664103 306 4200 SH DEFINED 01 02 4200 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1196 60600 SH DEFINED 01 02 60600 0 0 TE CONNECTIVITY LTD REG SHS H84989104 5744 156300 SH DEFINED 01 02 156300 0 0 TERADATA CORP DEL COM 88076W103 3060 44900 SH DEFINED 01 02 44900 0 0 TEXAS INSTRS INC COM 882508104 10207 303700 SH DEFINED 01 02 303700 0 0 TEXTRON INC COM 883203101 2171 78000 SH DEFINED 01 02 78000 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 5798 102830 SH DEFINED 01 02 102830 0 0 TIFFANY & CO NEW COM 886547108 4438 64205 SH DEFINED 01 02 64205 0 0 TIME WARNER CABLE INC COM 88732J207 6976 85600 SH DEFINED 01 02 85600 0 0 TIME WARNER INC COM NEW 887317303 10011 265200 SH DEFINED 01 02 265200 0 0 TJX COS INC NEW COM 872540109 8339 209990 SH DEFINED 01 02 209990 0 0 TOLL BROTHERS INC COM 889478103 912 38000 SH DEFINED 01 02 38000 0 0 TORCHMARK CORP COM 891027104 1326 26600 SH DEFINED 01 02 26600 0 0 TOTAL SYS SVCS INC COM 891906109 1050 45500 SH DEFINED 01 02 45500 0 0 TRAVELERS COMPANIES INC COM 89417E109 6447 108900 SH DEFINED 01 02 108900 0 0 TRI-TECH HOLDING INC SHS G9103F106 72 10000 SH DEFINED 01 02 10000 0 0 TRIPADVISOR INC COM 896945201 317 8900 SH DEFINED 01 02 8900 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1222 26300 SH DEFINED 01 02 26300 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 277 22000 SH DEFINED 01 02 22000 0 0 TYCO INTERNATIONAL LTD SHS H89128104 6848 121900 SH DEFINED 01 02 121900 0 0 TYSON FOODS INC CL A 902494103 1498 78200 SH DEFINED 01 02 78200 0 0 UDR INC COM 902653104 430 16096 SH DEFINED 01 02 16096 0 0 ULTA SALON COSMETCS & FRAG I COM 90384S303 186 2000 SH DEFINED 01 02 2000 0 0 ULTRA PETROLEUM CORP COM 903914109 1184 52317 SH DEFINED 01 02 52317 0 0 ULTRATECH INC COM 904034105 49 1700 SH DEFINED 01 02 1700 0 0 UNION PAC CORP COM 907818108 13923 129540 SH DEFINED 01 02 129540 0 0 UNITED CONTL HLDGS INC COM 910047109 459 21355 SH DEFINED 01 02 21355 0 0 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 368 150000 SH DEFINED 01 02 150000 0 0 UNITED PARCEL SERVICE INC CL B 911312106 15466 191600 SH DEFINED 01 02 191600 0 0 UNITED STATES STL CORP NEW COM 912909108 1078 36700 SH DEFINED 01 02 36700 0 0 UNITED TECHNOLOGIES CORP COM 913017109 18844 227200 SH DEFINED 01 02 227200 0 0 UNITEDHEALTH GROUP INC COM 91324P102 19262 326800 SH DEFINED 01 02 326800 0 0 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 31 790 SH DEFINED 01 02 790 0 0 UNUM GROUP COM 91529Y106 1944 79400 SH DEFINED 01 02 79400 0 0 URBAN OUTFITTERS INC COM 917047102 937 32200 SH DEFINED 01 02 32200 0 0 URS CORP NEW COM 903236107 952 22400 SH DEFINED 01 02 22400 0 0 URSTADT BIDDLE PPTYS INS CL A 917286205 30 1540 SH DEFINED 01 02 1540 0 0 US BANCORP DEL COM NEW 902973304 16078 507500 SH DEFINED 01 02 507500 0 0 V F CORP COM 918204108 3401 23300 SH DEFINED 01 02 23300 0 0 VALE S A ADR 91912E105 1353 58000 SH DEFINED 01 02 58000 0 0 VALERO ENERGY CORP NEW COM 91913Y100 3822 148300 SH DEFINED 01 02 148300 0 0 VARIAN MED SYS INC COM 92220P105 2204 31960 SH DEFINED 01 02 31960 0 0 VENTAS INC COM 92276F100 5614 98316 SH DEFINED 01 02 98316 0 0 VERISIGN INC COM 92343E102 1580 41200 SH DEFINED 01 02 41200 0 0 VERISK ANALYTICS INC CL A 92345Y106 1724 36700 SH DEFINED 01 02 36700 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 30962 809900 SH DEFINED 01 02 809900 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2543 62000 SH DEFINED 01 02 62000 0 0 VIACOM INC NEW CL B 92553P201 6279 132300 SH DEFINED 01 02 132300 0 0 VIRGIN MEDIA INC COM 92769L101 1883 75400 SH DEFINED 01 02 75400 0 0 VISA INC COM CL A 92826C839 16331 138400 SH DEFINED 01 02 138400 0 0 VMWARE INC CL A COM 928563402 2596 23100 SH DEFINED 01 02 23100 0 0 VORNADO RLTY TR SH BEN INT 929042109 4834 57408 SH DEFINED 01 02 57408 0 0 VULCAN MATLS CO COM 929160109 1517 35500 SH DEFINED 01 02 35500 0 0 WAL MART STORES INC COM 931142103 30971 506070 SH DEFINED 01 02 506070 0 0 WALGREEN CO COM 931422109 8137 242955 SH DEFINED 01 02 242955 0 0 WALTER ENERGY INC COM 93317Q105 983 16600 SH DEFINED 01 02 16600 0 0 WARNER CHILCOTT PLC IRELAND SHS A G94368100 592 35200 SH DEFINED 01 02 35200 0 0 WASHINGTON FED INC COM 938824109 336 20000 SH DEFINED 01 02 20000 0 0 WASHINGTON POST CO CL B 939640108 560 1500 SH DEFINED 01 02 1500 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 138 4640 SH DEFINED 01 02 4640 0 0 WASTE MGMT INC DEL COM 94106L109 4090 117000 SH DEFINED 01 02 117000 0 0 WATERS CORP COM 941848103 2385 25740 SH DEFINED 01 02 25740 0 0 WATSON PHARMACEUTICALS INC COM 942683103 2226 33200 SH DEFINED 01 02 33200 0 0 WEATHERFORD INTERNATIONAL LTD REG 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