0000950103-12-000684.txt : 20120210 0000950103-12-000684.hdr.sgml : 20120210 20120210104242 ACCESSION NUMBER: 0000950103-12-000684 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20111231 FILED AS OF DATE: 20120210 DATE AS OF CHANGE: 20120210 EFFECTIVENESS DATE: 20120210 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Andra AP-fonden CENTRAL INDEX KEY: 0001535452 IRS NUMBER: 000000000 STATE OF INCORPORATION: V7 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-14676 FILM NUMBER: 12590110 BUSINESS ADDRESS: STREET 1: OSTRA HAMNGATAN 26-28 STREET 2: P.O. BOX 11155 CITY: GOTEBORG STATE: V7 ZIP: SE-404 24 BUSINESS PHONE: 46-31-704-29-00 MAIL ADDRESS: STREET 1: OSTRA HAMNGATAN 26-28 STREET 2: P.O. BOX 11155 CITY: GOTEBORG STATE: V7 ZIP: SE-404 24 13F-HR 1 dp28643_13fhr-ap2.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 31, 2011 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: Andra AP-fonden Address: Ostra Hamngatan 26-28 P.O. Box 11155 SE-404 24 Goteborg Sweden Form 13F File Number: 28- 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: Martin Jonasson Title: General Counsel Phone: 46-31-7042900 Signature, Place, and Date of Signing: /s/ Martin Jonasson Goteborg, Sweden February 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 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: 0 Form 13F Information Table Entry Total: 572 Form 13F Information Table Value Total: $3,075,272 --------------- (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. NONE FORM 13F INFORMATION TABLE ANDRA AP-FONDEN FOR THE QUARTER ENDED DECEMBER 31, 2011

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- 3M CO COM 88579Y101 11,565 141,500 SH SOLE 141,500 ABBOTT LABS COM 002824100 15,356 273,100 SH SOLE 273,100 ABERCROMBIE & FITCH CO CL A 002896207 2,066 42,300 SH SOLE 42,300 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 8,666 162,800 SH SOLE 162,800 ACE LTD SHS H0023R105 9,031 128,800 SH SOLE 128,800 ACTIVISION BLIZZARD INC COM 00507V109 3,921 318,300 SH SOLE 318,300 ADOBE SYS INC COM 00724F101 2,932 103,700 SH SOLE 103,700 ADVANCE AUTO PARTS INC COM 00751Y106 2,193 31,500 SH SOLE 31,500 ADVANCED MICRO DEVICES INC COM 007903107 1,186 219,700 SH SOLE 219,700 AES CORP COM 00130H105 2,105 177,800 SH SOLE 177,800 AETNA INC NEW COM 00817Y108 7,033 166,700 SH SOLE 166,700 AFLAC INC COM 001055102 6,035 139,500 SH SOLE 139,500 AGCO CORP COM 001055102 1,951 45,400 SH SOLE 45,400 AGILENT TECHNOLOGIES INC COM 00846U101 4,485 128,400 SH SOLE 128,400 AIR PRODS & CHEMS INC COM 009158106 5,784 67,900 SH SOLE 67,900 AIRGAS INC COM 009363102 2,616 33,500 SH SOLE 33,500 AKAMAI TECHNOLOGIES INC COM 00971T101 659 20,400 SH SOLE 20,400 ALCOA INC COM 013817101 2,915 337,000 SH SOLE 337,000 ALEXION PHARMACEUTICALS INC COM 015351109 4,755 66,500 SH SOLE 66,500 ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,248 26,100 SH SOLE 26,100 ALLERGAN INC COM 018490102 7,124 81,200 SH SOLE 81,200 ALLIANCE DATA SYSTEMS CORP COM 018581108 997 9,600 SH SOLE 9,600 ALLIANT ENERGY CORP COM 018802108 5,108 115,800 SH SOLE 115,800 ALLSTATE CORP COM 020002101 1,540 56,200 SH SOLE 56,200 ALPHA NATURAL RESOURCES INC COM 02076X102 1,032 50,500 SH SOLE 50,500 ALTERA CORP COM 021441100 3,747 101,000 SH SOLE 101,000 ALTRIA GROUP INC COM 02209S103 14,105 475,700 SH SOLE 475,700 AMAZON COM INC COM 023135106 12,706 73,400 SH SOLE 73,400 AMEREN CORP COM 023608102 5,914 178,500 SH SOLE 178,500 AMERICAN ELEC PWR INC COM 025537101 2,305 55,800 SH SOLE 55,800 AMERICAN EXPRESS CO COM 025816109 12,057 255,600 SH SOLE 255,600 AMERICAN INTL GROUP INC COM NEW 026874784 3,473 149,700 SH SOLE 149,700 AMERICAN TOWER CORP CL A 029912201 4,291 71,500 SH SOLE 71,500 AMERICAN WTR WKS CO INC NEW COM 030420103 2,507 78,700 SH SOLE 78,700 AMERIPRISE FINL INC COM 03076C106 3,529 71,100 SH SOLE 71,100 AMERISOURCEBERGEN CORP COM 03073E105 5,824 156,600 SH SOLE 156,600 AMETEK INC NEW COM 031100100 838 19,900 SH SOLE 19,900 AMGEN INC COM 031162100 10,094 157,200 SH SOLE 157,200 AMPHENOL CORP NEW CL A 032095101 2,002 44,100 SH SOLE 44,100 ANADARKO PETE CORP COM 032511107 9,572 125,400 SH SOLE 125,400 ANALOG DEVICES INC COM 032654105 4,301 120,200 SH SOLE 120,200 ANNALY CAP MGMT INC COM 035710409 4,600 288,200 SH SOLE 288,200 AON CORP COM 037389103 2,499 53,400 SH SOLE 53,400 APACHE CORP COM 037411105 8,895 98,200 SH SOLE 98,200 APOLLO GROUP INC CL A 037604105 3,291 61,100 SH SOLE 61,100 APPLE INC COM 037833100 73,953 182,600 SH SOLE 182,600 APPLIED MATLS INC COM 038222105 4,369 407,900 SH SOLE 407,900 ARCH CAP GROUP LTD ORD G0450A105 4,892 131,400 SH SOLE 131,400

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- ARCH COAL INC COM 039380100 2,359 162,600 SH SOLE 162,600 ARCHER DANIELS MIDLAND CO COM 039483102 3,738 130,700 SH SOLE 130,700 ARROW ELECTRS INC COM 042735100 1,814 48,500 SH SOLE 48,500 ASSURANT INC COM 04621X108 6,290 153,200 SH SOLE 153,200 AT&T INC COM 00206R102 37,068 1,225,800 SH SOLE 1,225,800 AUTODESK INC COM 052769106 2,533 83,500 SH SOLE 83,500 AUTOLIV INC COM 052800109 2,610 48,800 SH SOLE 48,800 AUTOMATIC DATA PROCESSING IN COM 053015103 3,900 72,200 SH SOLE 72,200 AUTOZONE INC COM 053332102 4,387 13,500 SH SOLE 13,500 AVAGO TECHNOLOGIES LTD SHS Y0486S104 2,817 97,600 SH SOLE 97,600 AVALONBAY CMNTYS INC COM 053484101 3,030 23,200 SH SOLE 23,200 AVERY DENNISON CORP COM 053611109 2,355 82,100 SH SOLE 82,100 AVNET INC COM 053807103 3,414 109,800 SH SOLE 109,800 AVON PRODS INC COM 054303102 2,790 159,700 SH SOLE 159,700 AXIS CAPITAL HOLDINGS SHS G0692U109 2,665 83,400 SH SOLE 83,400 BAKER HUGHES INC COM 057224107 6,951 142,900 SH SOLE 142,900 BALL CORP COM 058498106 2,803 78,500 SH SOLE 78,500 BANK OF AMERICA CORPORATION COM 060505104 11,864 2,133,800 SH SOLE 2,133,800 BANK OF NEW YORK MELLON CORP COM 064058100 5,919 297,300 SH SOLE 297,300 BARD C R INC COM 067383109 2,445 28,600 SH SOLE 28,600 BAXTER INTL INC COM 071813109 7,006 141,600 SH SOLE 141,600 BB&T CORP COM 054937107 6,889 273,700 SH SOLE 273,700 BCE INC COM 05534B760 5,825 137,160 SH PUSOLE 137,160 BEAM INC COM 073730103 2,346 45,800 SH SOLE 45,800 BECTON DICKINSON & CO COM 075887109 5,783 77,400 SH SOLE 77,400 BED BATH N BEYOND INC COM 075896100 5,316 91,700 SH SOLE 91,700 BERKLEY W R CORP COM 084423102 1,166 33,900 SH SOLE 33,900 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 13,124 172,000 SH SOLE 172,000 BEST BUY INC COM 086516101 2,613 111,800 SH SOLE 111,800 BIOGEN IDEC INC COM 09062X103 7,021 63,800 SH SOLE 63,800 BLACKROCK INC COM 09247X101 4,563 25,600 SH SOLE 25,600 BLOCK H & R INC COM 093671105 3,219 197,100 SH SOLE 197,100 BMC SOFTWARE INC COM 055921100 3,137 95,700 SH SOLE 95,700 BOEING CO COM 097023105 11,927 162,600 SH SOLE 162,600 BORGWARNER INC COM 099724106 2,613 41,000 SH SOLE 41,000 BOSTON PROPERTIES INC COM 101121101 1,106 11,100 SH SOLE 11,100 BOSTON SCIENTIFIC CORP COM 101137107 3,180 595,500 SH SOLE 595,500 BRISTOL MYERS SQUIBB CO COM 110122108 14,642 415,500 SH SOLE 415,500 BROADCOM CORP CL A 111320107 3,981 135,600 SH SOLE 135,600 BROWN FORMAN CORP CL B 115637209 3,253 40,400 SH SOLE 40,400 BUNGE LIMITED COM G16962105 4,690 82,000 SH SOLE 82,000 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 4,033 57,800 SH SOLE 57,800 CA INC COM 12673P105 4,033 57,800 SH SOLE 57,800 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 2,472 122,300 SH SOLE 122,300 CABOT OIL & GAS CORP COM 127097103 1,776 124,900 SH SOLE 124,900 CALPINE CORP COM NEW 131347304 1,746 23,000 SH SOLE 23,000 CAMPBELL SOUP CO COM 134429109 3,984 81,000 SH SOLE 81,000

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- CAPITAL ONE FINL CORP COM 14040H105 7,786 184,100 SH SOLE 184,100 CARDINAL HEALTH INC COM 14149Y108 5,446 134,100 SH SOLE 134,100 CAREFUSION CORP COM 14170T101 2,322 91,400 SH SOLE 91,400 CARMAX INC COM 143130102 515 16,900 SH SOLE 16,900 CARNIVAL CORP PAIRED CTF 143658300 2,618 80,200 SH SOLE 80,200 CATERPILLAR INC DEL COM 149123101 11,597 128,000 SH SOLE 128,000 CBRE GROUP INC CL A 12504L109 1,493 98,100 SH SOLE 98,100 CBS CORP NEW CL B 124857202 5,990 220,700 SH SOLE 220,700 CELANESE CORP DEL COM SER A 150870103 3,236 73,100 SH SOLE 73,100 CELGENE CORP COM 151020104 6,861 101,500 SH SOLE 101,500 CENTERPOINT ENERGY INC COM 15189T107 2,586 128,700 SH SOLE 128,700 CENTURYLINK INC COM 156700106 6,488 174,400 SH SOLE 174,400 CERNER CORP COM 156782104 2,573 42,000 SH SOLE 42,000 CF INDS HLDGS INC COM 125269100 3,378 23,300 SH SOLE 23,300 CHARLES SCHWAB CORP NEW COM 808513105 1,069 94,900 SH SOLE 94,900 CHESAPEAKE ENERGY CORP COM 165167107 4,853 217,700 SH SOLE 217,700 CHEVRON CORP COM 166764100 46,124 433,500 SH SOLE 433,500 CHIPOTLE MEXICAN GRILL INC COM 169656105 2,499 7,400 SH SOLE 7,400 CHUBB CORP COM 171232101 5,406 78,100 SH SOLE 78,100 CHURCH & DWIGHT INC COM 171340102 3,464 75,700 SH SOLE 75,700 CIGNA CORPORATION COM 125509109 6,630 157,850 SH SOLE 157,850 CIMAREX ENERGY CO COM 171798101 1,752 28,300 SH SOLE 28,300 CINCINNATI FINL CORP COM 172062101 1,133 37,200 SH SOLE 37,200 CINTAS CORP COM 172908105 5,382 154,600 SH SOLE 154,600 CISCO SYS INC COM 17275R102 21,573 1,193,200 SH SOLE 1,193,200 CIT GROUP INC COM 125581801 2,521 72,300 SH SOLE 72,300 CITIGROUP INC COM NEW 172967424 16,128 613,000 SH SOLE 613,000 CITRIX SYS INC COM 177376100 2,641 43,500 SH SOLE 43,500 CLIFFS NATURAL RESOURCES INC COM 18683K101 2,612 41,900 SH SOLE 41,900 CLOROX CO DEL COM 189054109 2,982 44,800 SH SOLE 44,800 CME GROUP INC COM 12572Q105 5,775 23,700 SH SOLE 23,700 COACH INC COM 189754104 4,456 73,000 SH SOLE 73,000 COCA COLA CO COM 191216100 26,372 376,900 SH SOLE 376,900 COCA COLA ENTERPRISES INC NE COM 19122T109 5,076 196,900 SH SOLE 196,900 COGNIZANT TECH SOLUTIO CL A 192446102 5,331 82,900 SH SOLE 82,900 COLGATE PALMOLIVE CO COM 194162103 12,325 133,400 SH SOLE 133,400 COMCAST CORP NEW CL A SPL 20030N200 3,645 154,700 SH SOLE 154,700 COMCAST CORP NEW CL A 20030N101 10,568 445,700 SH SOLE 445,700 COMERICA INC COM 200340107 3,290 127,500 SH SOLE 127,500 COMPUTER SCIENCES CORP COM 205363104 2,100 88,600 SH SOLE 88,600 CONAGRA FOODS INC COM 205887102 4,348 164,700 SH SOLE 164,700 CONOCOPHILLIPS COM 20825C104 21,927 300,900 SH SOLE 300,900 CONSOL ENERGY INC COM 20854P109 2,209 60,200 SH SOLE 60,200 CONSOLIDATED EDISON INC COM 209115104 6,482 104,500 SH SOLE 104,500 CONSTELLATION BRANDS INC A CL A 21036P108 2,782 134,600 SH SOLE 134,600 CONSTELLATION ENERGY GROUP I COM 210371100 3,059 77,100 SH SOLE 77,100 CONTINENTAL RESOURCES INC COM 212015101 240 3,600 SH SOLE 3,600 COOPER INDUSTRIES PLC SHS G24140108 3,265 60,300 SH SOLE 60,300

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- CORNING INC COM 219350105 6,890 530,800 SH SOLE 530,800 COSTCO WHSL CORP NEW COM 22160K105 7,949 95,400 SH SOLE 95,400 COVANCE INC COM 222816100 2,309 50,500 SH SOLE 50,500 COVENTRY HEALTH CARE INC COM 222862104 2,114 69,600 SH SOLE 69,600 COVIDIEN PLC SHS G2554F113 7,409 164,600 SH SOLE 164,600 CREE INC COM 225447101 595 27,000 SH SOLE 27,000 CROWN CASTLE INTL CORP COM 228227104 1,308 29,200 SH SOLE 29,200 CROWN HOLDINGS INC COM 228368106 3,670 109,300 SH SOLE 109,300 CSX CORP COM 126408103 7,491 355,700 SH SOLE 355,700 CUMMINS INC COM 231021106 5,668 64,400 SH SOLE 64,400 CVS CAREMARK CORPORATION COM 126650100 10,900 267,300 SH SOLE 267,300 DANAHER CORP COM 235851102 7,437 158,100 SH SOLE 158,100 DARDEN RESTAURANTS INC COM 237194105 3,432 75,300 SH SOLE 75,300 DAVITA INC COM 23918K108 3,002 39,600 SH SOLE 39,600 DEERE & CO COM 244199105 8,431 109,000 SH SOLE 109,000 DELL INC COM 24702R101 7,251 495,600 SH SOLE 495,600 DELTA AIR LINES INC DEL COM NEW 247361702 967 119,500 SH SOLE 119,500 DENBURY RES INC COM NEW 247916208 1,931 127,900 SH SOLE 127,900 DEVON ENERGY CORP NEW COM 25179M103 9,195 148,300 SH SOLE 148,300 DEVRY INC DEL COM 251893103 1,861 48,400 SH SOLE 48,400 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,332 42,200 SH SOLE 42,200 DIGITAL RLTY TR INC COM 253868103 1,214 18,215 SH SOLE 18,215 DIRECTV COM CL A 25490A101 10,027 234,500 SH SOLE 234,500 DISCOVER FINL SVCS COM 254709108 5,681 236,700 SH SOLE 236,700 DISCOVERY COMMUNICATIONS NEW COM SER A 25470F104 938 22,900 SH SOLE 22,900 DISCOVERY COMMUNICATIONS NEW COM SER C 25470F302 2,537 67,300 SH SOLE 67,300 DISH NETWORK CORP CL A 25470M109 3,452 121,200 SH SOLE 121,200 DISNEY WALT CO COM DISNEY 254687106 12,938 345,000 SH SOLE 345,000 DOLBY LABORATORIES INC COM 25659T107 1,529 50,100 SH SOLE 50,100 DOLLAR GEN CORP NEW COM 256677105 2,769 67,300 SH SOLE 67,300 DOLLAR TREE INC COM 256746108 4,172 50,200 SH SOLE 50,200 DOMINION RES INC VA NEW COM 25746U109 8,450 159,200 SH SOLE 159,200 DONNELLEY R R & SONS CO COM 257867101 1,263 87,500 SH SOLE 87,500 DOVER CORP COM 260003108 6,769 116,600 SH SOLE 116,600 DOW CHEM CO COM 260543103 7,265 252,600 SH SOLE 252,600 DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,545 89,800 SH SOLE 89,800 DTE ENERGY CO COM 233331107 6,681 122,700 SH SOLE 122,700 DU PONT E I DE NEMOURS & CO COM 263534109 12,676 276,900 SH SOLE 276,900 DUKE ENERGY CORP NEW COM 26441C105 6,820 310,000 SH SOLE 310,000 DUKE REALTY CORP COM NEW 264411505 1,239 102,800 SH SOLE 102,800 DUN N BRADSTREET CORP DEL NEW COM 26483E100 1,070 14,300 SH SOLE 14,300 E M C CORP MASS COM 268648102 8,823 409,600 SH SOLE 409,600 EASTMAN CHEM CO COM 277432100 2,898 74,200 SH SOLE 74,200 EATON CORP COM 278058102 5,350 122,900 SH SOLE 122,900 EATON VANCE CORP COM NON VTG 278265103 553 23,400 SH SOLE 23,400 EBAY INC COM 278642103 9,126 300,900 SH SOLE 300,900 ECOLAB INC COM 278865100 6,093 105,400 SH SOLE 105,400 EDISON INTL COM 281020107 5,014 121,100 SH SOLE 121,100

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- EDWARDS LIFESCIENCES CORP COM 28176E108 3,047 43,100 SH SOLE 43,100 EL PASO CORP COM 28336L109 4,721 177,700 SH SOLE 177,700 ELECTRONIC ARTS INC COM 285512109 1,605 77,900 SH SOLE 77,900 EMERSON ELEC CO COM 291011104 6,849 147,000 SH SOLE 147,000 ENERGEN CORP COM 29265N108 1,555 31,100 SH SOLE 31,100 ENERGIZER HLDGS INC COM 29266R108 821 10,600 SH SOLE 10,600 ENTERGY CORP NEW COM 29364G103 4,478 61,300 SH SOLE 61,300 EOG RES INC COM 26875P101 4,384 44,500 SH SOLE 44,500 EQT CORP COM 26884L109 2,504 45,700 SH SOLE 45,700 EQUIFAX INC COM 294429105 2,793 72,100 SH SOLE 72,100 EQUITY RESIDENTIAL SH BEN INT 29476L107 4,380 76,800 SH SOLE 76,800 EVEREST RE GROUP LTD COM G3223R108 3,893 46,300 SH SOLE 46,300 EXELON CORP COM 30161N101 7,876 181,600 SH SOLE 181,600 EXPEDIA INC DEL COM NEW 30212P303 675 23,250 SH SOLE 23,250 EXPEDITORS INTL WASH INC COM 302130109 1,638 40,000 SH SOLE 40,000 EXPRESS SCRIPTS INC COM 302182100 3,334 74,600 SH SOLE 74,600 EXXON MOBIL CORP COM 30231G102 79,674 940,000 SH SOLE 940,000 F M C CORP COM NEW 302491303 2,495 29,000 SH SOLE 29,000 F5 NETWORKS INC COM 315616102 2,494 23,500 SH SOLE 23,500 FAMILY DLR STORES INC COM 307000109 2,791 48,400 SH SOLE 48,400 FASTENAL CO COM 311900104 3,009 69,000 SH SOLE 69,000 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,686 29,600 SH SOLE 29,600 FEDEX CORP COM 31428X106 7,925 94,900 SH SOLE 94,900 FIDELITY NATL FINANCIAL CL A 31620R105 1,394 87,500 SH SOLE 87,500 FIDELITY NATL INFORMATION SV COM 31620M106 4,260 160,200 SH SOLE 160,200 FIFTH THIRD BANCORP COM 316773100 4,100 322,300 SH SOLE 322,300 FIRST SOLAR INC COM 336433107 827 24,500 SH SOLE 24,500 FIRSTENERGY CORP COM 337932107 7,642 172,500 SH SOLE 172,500 FISERV INC COM 337738108 5,140 87,500 SH SOLE 87,500 FLEXTRONICS INTL LTD ORD Y2573F102 3,866 683,100 SH SOLE 683,100 FLIR SYS INC COM 302445101 501 20,000 SH SOLE 20,000 FLOWSERVE CORP COM 34354P105 1,261 12,700 SH SOLE 12,700 FLUOR CORP NEW COM 343412102 4,251 84,600 SH SOLE 84,600 FMC TECHNOLOGIES INC COM 30249U101 3,996 76,500 SH SOLE 76,500 FORD MTR CO DEL COM PAR $0.01 345370860 7,669 712,700 SH SOLE 712,700 FOREST LABS INC COM 345838106 5,099 168,500 SH SOLE 168,500 FOSSIL INC COM 349882100 865 10,900 SH SOLE 10,900 FRANKLIN RES INC COM 354613101 6,513 67,800 SH SOLE 67,800 FREEPORT-MCMORAN COPPER & CO COM 35671D857 9,157 248,900 SH SOLE 248,900 FRONTIER COMMUNICATIONS CORP COM 35906A108 898 174,400 SH SOLE 174,400 GAMESTOP CORP NEW CL A 36467W109 1,819 75,400 SH SOLE 75,400 GAP INC DEL COM 364760108 4,241 228,600 SH SOLE 228,600 GARMIN LTD SHS H2906T109 2,058 51,700 SH SOLE 51,700 GENERAL ELECTRIC CO COM 369604103 39,346 2,196,900 SH SOLE 2,196,900 GENERAL GROWTH PPTYS INC NEW COM 370023103 580 38,600 SH SOLE 38,600 GENERAL MLS INC COM 370334104 4,170 103,200 SH SOLE 103,200 GENERAL MTRS CO COM 37045V100 5,319 262,400 SH SOLE 262,400 GENUINE PARTS CO COM 372460105 1,383 22,600 SH SOLE 22,600

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- GENWORTH FINL INC COM CL A 37247D106 2,099 320,500 SH SOLE 320,500 GILEAD SCIENCES INC COM 375558103 10,253 250,500 SH SOLE 250,500 GOLDMAN SACHS GROUP INC COM 38141G104 9,133 101,000 SH SOLE 101,000 GOODRICH CORP COM 382388106 3,439 27,800 SH SOLE 27,800 GOODYEAR TIRE & RUBR CO COM 382550101 1,998 141,000 SH SOLE 141,000 GOOGLE INC CL A 38259P508 31,714 49,100 SH SOLE 49,100 GRAINGER W W INC COM 384802104 3,931 21,000 SH SOLE 21,000 GREEN MTN COFFEE ROASTERS IN COM 393122106 1,704 38,000 SH SOLE 38,000 HALLIBURTON CO COM 406216101 10,505 304,400 SH SOLE 304,400 HANSEN NAT CORP COM 411310105 3,280 35,600 SH SOLE 35,600 HARLEY DAVIDSON INC COM 412822108 3,716 95,600 SH SOLE 95,600 HARRIS CORP DEL COM 413875105 1,597 44,300 SH SOLE 44,300 HARTFORD FINL SVCS GROUP INC COM 416515104 3,229 198,700 SH SOLE 198,700 HASBRO INC COM 418056107 523 16,400 SH SOLE 16,400 HCA HOLDINGS INC COM 40412C101 1,269 57,600 SH SOLE 57,600 HCP INC COM 40414L109 3,600 86,900 SH SOLE 86,900 HEINZ H J CO COM 423074103 3,518 65,100 SH SOLE 65,100 HELMERICH & PAYNE INC COM 423452101 3,893 66,700 SH SOLE 66,700 HERBALIFE LTD COM USD SHS G4412G101 2,072 40,100 SH SOLE 40,100 HERSHEY CO COM 427866108 5,115 82,800 SH SOLE 82,800 HERTZ GLOBAL HOLDINGS INC COM 42805T105 1,777 151,600 SH SOLE 151,600 HESS CORP COM 42809H107 5,248 92,400 SH SOLE 92,400 HEWLETT PACKARD CO COM 428236103 11,615 450,900 SH SOLE 450,900 HOLLYFRONTIER CORP COM 436106108 1,514 64,700 SH SOLE 64,700 HOLOGIC INC COM 436440101 989 56,500 SH SOLE 56,500 HOME DEPOT INC COM 437076102 13,440 319,700 SH SOLE 319,700 HONEYWELL INTL INC COM 438516106 8,718 160,400 SH SOLE 160,400 HORMEL FOODS CORP COM 440452100 5,009 171,000 SH SOLE 171,000 HOSPIRA INC COM 441060100 1,774 58,400 SH SOLE 58,400 HOST HOTELS & RESORTS INC COM 44107P104 419 28,400 SH SOLE 28,400 HUDSON CITY BANCORP COM 443683107 1,082 173,100 SH SOLE 173,100 HUMANA INC COM 444859102 5,809 66,300 SH SOLE 66,300 HUNT J B TRANS SVCS INC COM 445658107 388 8,600 SH SOLE 8,600 IHS INC CL A 451734107 448 5,200 SH SOLE 5,200 ILLINOIS TOOL WKS INC COM 452308109 8,034 172,000 SH SOLE 172,000 ILLUMINA INC COM 452327109 747 24,500 SH SOLE 24,500 INGERSOLL-RAND PLC SHS G47791101 2,026 66,500 SH SOLE 66,500 INTEGRYS ENERGY GROUP INC COM 45822P105 2,536 46,800 SH SOLE 46,800 INTEL CORP COM 458140100 28,351 1,169,100 SH SOLE 1,169,100 INTERCONTINENTALEXCHANGE INC COM 45865V100 3,098 25,700 SH SOLE 25,700 INTERNATIONAL BUSINESS MACHS COM 459200101 43,120 234,500 SH SOLE 234,500 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,594 30,400 SH SOLE 30,400 INTERNATIONAL GAME TECHNOLOG COM 459902102 2,391 139,000 SH SOLE 139,000 INTERPUBLIC GROUP COS INC COM 460690100 1,494 153,500 SH SOLE 153,500 INTL PAPER CO COM 460146103 4,111 138,900 SH SOLE 138,900 INTUIT COM 461202103 5,359 101,900 SH SOLE 101,900 INTUITIVE SURGICAL INC COM NEW 46120E602 5,001 10,800 SH SOLE 10,800 INVESCO LTD SHS G491BT108 1,810 90,100 SH SOLE 90,100

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- IRON MTN INC COM 462846106 3,209 104,200 SH SOLE 104,200 JACOBS ENGINEERING GROUP INC COM 469814107 2,281 56,200 SH SOLE 56,200 JOHNSON & JOHNSON COM 478160104 35,361 539,200 SH SOLE 539,200 JOHNSON CTLS INC COM 478366107 3,201 102,400 SH SOLE 102,400 JOY GLOBAL INC COM 481165108 2,639 35,200 SH SOLE 35,200 JPMORGAN CHASE & CO COM 46625H100 27,145 816,400 SH SOLE 816,400 JUNIPER NETWORKS INC COM 48203R104 3,300 161,700 SH SOLE 161,700 KANSAS CITY SOUTHERN COM NEW 485170302 1,423 20,923 SH SOLE 20,923 KBR INC COM 48242W106 4,066 145,900 SH SOLE 145,900 KELLOGG CO COM 487836108 6,079 120,200 SH SOLE 120,200 KEYCORP NEW COM 493267108 4,632 602,400 SH SOLE 602,400 KIMBERLY CLARK CORP COM 494368103 8,187 111,300 SH SOLE 111,300 KIMCO RLTY CORP COM 49446R109 2,478 152,600 SH SOLE 152,600 KINDER MORGAN INC DEL COM 49456B101 949 29,500 SH SOLE 29,500 KLA-TENCOR CORP COM 482480100 4,019 83,300 SH SOLE 83,300 KOHLS CORP COM 500255104 4,382 88,800 SH SOLE 88,800 KRAFT FOODS INC CL A 50075N104 10,401 278,400 SH SOLE 278,400 KROGER CO COM 501044101 5,864 242,100 SH SOLE 242,100 LABORATORY CORP OF AMER HLDGS COM NEW 50540R409 490 5,700 SH SOLE 5,700 LAM RESEARCH CORP COM 512807108 1,740 47,000 SH SOLE 47,000 LAS VEGAS SANDS CORP COM 517834107 3,495 81,800 SH SOLE 81,800 LAUDER ESTEE COS INC CL A 518439104 4,122 36,700 SH SOLE 36,700 LEGG MASON INC COM 524901105 1,515 63,000 SH SOLE 63,000 LEGGETT & PLATT INC COM 524660107 816 35,400 SH SOLE 35,400 LEUCADIA NATL CORP COM 527288104 4,034 177,400 SH SOLE 177,400 LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 476 28,034 SH SOLE 28,034 LIBERTY GLOBAL INC COM SER C 530555309 1,545 39,100 SH SOLE 39,100 LIBERTY GLOBAL INC COM SER A 530555101 1,924 46,900 SH SOLE 46,900 LIBERTY INTERACTIVE CORPORAT INT COM SER A 53071M104 3,112 191,900 SH SOLE 191,900 LIBERTY MEDIA CORPORPATION LIB CAP COM A 530322106 3,036 38,900 SH SOLE 38,900 LIBERTY PPTY TR SH BEN INT 531172104 3,996 129,400 SH SOLE 129,400 LIFE TECHNOLOGIES CORP COM 53217V109 852 21,900 SH SOLE 21,900 LILLY ELI & CO COM 532457108 13,066 314,400 SH SOLE 314,400 LIMITED BRANDS INC COM 532716107 6,117 151,600 SH SOLE 151,600 LINCOLN NATL CORP IND COM 534187109 3,962 204,000 SH SOLE 204,000 LINEAR TECHNOLOGY CORP COM 535678106 2,306 76,800 SH SOLE 76,800 LOEWS CORP COM 540424108 2,477 65,800 SH SOLE 65,800 LORILLARD INC COM 544147101 4,856 42,600 SH SOLE 42,600 LOWES COS INC COM 548661107 7,175 282,700 SH SOLE 282,700 LSI CORPORATION COM 502161102 1,755 295,000 SH SOLE 295,000 LULULEMON ATHLETICA INC COM 550021109 1,843 39,500 SH SOLE 39,500 LYONDELLBASELL INDUSTRIES N SHS -A- N53745100 3,863 118,900 SH SOLE 118,900 M & T BK CORP COM 55261F104 5,496 72,000 SH SOLE 72,000 MACYS INC COM 55616P104 4,544 141,200 SH SOLE 141,200 MANPOWER GROUP INC COM 56418H100 1,956 54,700 SH SOLE 54,700 MARATHON OIL CORP COM 565849106 8,178 279,400 SH SOLE 279,400 MARATHON PETE CORP COM 56585A102 2,843 85,400 SH SOLE 85,400 MARRIOTT INTL INC NEW CL A 571903202 750 25,700 SH SOLE 25,700

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- MARSH & MCLENNAN COS INC COM 571748102 5,853 185,100 SH SOLE 185,100 MARTIN MARIETTA MATLS INC COM 573284106 490 6,500 SH SOLE 6,500 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,640 190,600 SH SOLE 190,600 MASCO CORP COM 574599106 820 78,200 SH SOLE 78,200 MASTERCARD INC CL A 57636Q104 9,917 26,600 SH SOLE 26,600 MATTEL INC COM 577081102 4,047 145,800 SH SOLE 145,800 MAXIM INTEGRATED PRODS INC COM 57772K101 3,518 135,100 SH SOLE 135,100 MCCORMICK & CO INC COM NON VTG 579780206 2,642 52,400 SH SOLE 52,400 MCDONALDS CORP COM 580135101 22,484 224,100 SH SOLE 224,100 MCGRAW HILL COS INC COM 580645109 6,363 141,500 SH SOLE 141,500 MCKESSON CORP COM 58155Q103 4,394 56,400 SH SOLE 56,400 MDU RES GROUP INC COM 552690109 1,485 69,200 SH SOLE 69,200 MEAD JOHNSON NUTRITION CO COM 582839106 4,852 70,600 SH SOLE 70,600 MEADWESTVACO CORP COM 583334107 3,630 121,200 SH SOLE 121,200 MEDCO HEALTH SOLUTIONS INC COM 58405U102 5,478 98,000 SH SOLE 98,000 MEDTRONIC INC COM 585055106 6,759 176,700 SH SOLE 176,700 MERCK & CO INC NEW COM 58933Y105 21,689 575,300 SH SOLE 575,300 METLIFE INC COM 59156R108 5,918 189,800 SH SOLE 189,800 METROPCS COMMUNICATIONS INC COM 591708102 1,468 169,100 SH SOLE 169,100 MGM RESORTS INTERNATIONAL COM 552953101 1,137 108,968 SH SOLE 108,968 MICROCHIP TECHNOLOGY INC COM 595017104 245 6,700 SH SOLE 6,700 MICRON TECHNOLOGY INC COM 595112103 1,945 309,200 SH SOLE 309,200 MICROSOFT CORP COM 594918104 41,866 1,612,700 SH SOLE 1,612,700 MOHAWK INDS INC COM 608190104 1,185 19,800 SH SOLE 19,800 MOLSON COORS BREWING CO CL B 60871R209 2,625 60,300 SH SOLE 60,300 MONSANTO CO NEW COM 61166W101 10,427 148,800 SH SOLE 148,800 MOODYS CORP COM 615369105 1,569 46,600 SH SOLE 46,600 MORGAN STANLEY COM NEW 617446448 5,731 378,800 SH SOLE 378,800 MOSAIC CO NEW COM 61945C103 6,400 126,900 SH SOLE 126,900 MOTOROLA MOBILITY HLDGS INC COM 620097105 3,255 83,900 SH SOLE 83,900 MOTOROLA SOLUTIONS INC COM NEW 620076307 5,013 108,300 SH SOLE 108,300 MURPHY OIL CORP COM 626717102 3,567 64,000 SH SOLE 64,000 MYLAN INC COM 628530107 1,657 77,200 SH SOLE 77,200 NABORS INDUSTRIES LTD SHS G6359F103 2,341 135,000 SH SOLE 135,000 NASDAQ OMX GROUP INC COM 631103108 3,069 125,200 SH SOLE 125,200 NATIONAL OILWELL VARCO INC COM 637071101 8,553 125,800 SH SOLE 125,800 NETAPP INC COM 64110D104 3,290 90,700 SH SOLE 90,700 NETFLIX INC COM 64110L106 1,323 19,100 SH SOLE 19,100 NEW YORK CMNTY BANCORP INC COM 649445103 2,078 168,000 SH SOLE 168,000 NEWELL RUBBERMAID INC COM 651229106 2,085 129,100 SH SOLE 129,100 NEWFIELD EXPL CO COM 651290108 1,939 51,400 SH SOLE 51,400 NEWMONT MINING CORP COM 651639106 7,238 120,600 SH SOLE 120,600 NEWS CORP CL B 65248E203 2,831 155,700 SH SOLE 155,700 NEWS CORP CL A 65248E104 7,252 406,500 SH SOLE 406,500 NEXTERA ENERGY INC COM 65339F101 3,147 51,700 SH SOLE 51,700 NIELSEN HOLDINGS N V COM N63218106 870 29,300 SH SOLE 29,300 NII HLDGS INC CL B NEW 62913F201 2,113 99,200 SH SOLE 99,200 NIKE INC CL B 654106103 9,020 93,600 SH SOLE 93,600

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- NISOURCE INC COM 65473P105 2,871 120,600 SH SOLE 120,600 NOBLE CORPORATION BAAR NAMEN -AKT H5833N103 2,813 93,100 SH SOLE 93,100 NOBLE ENERGY INC COM 655044105 5,173 54,800 SH SOLE 54,800 NORDSTROM INC COM 655664100 2,978 59,900 SH SOLE 59,900 NORFOLK SOUTHERN CORP COM 655844108 6,208 85,200 SH SOLE 85,200 NORTHEAST UTILS COM 664397106 6,218 172,400 SH SOLE 172,400 NORTHERN TR CORP COM 665859104 1,761 44,400 SH SOLE 44,400 NORTHROP GRUMMAN CORP COM 666807102 6,339 108,400 SH SOLE 108,400 NRG ENERGY INC COM 629377508 1,848 102,000 SH SOLE 102,000 NSTAR COM 67019E107 5,612 119,500 SH SOLE 119,500 NUANCE COMMUNICATIONS INC COM 67020Y100 1,384 55,000 SH SOLE 55,000 NUCOR CORP COM 670346105 973 24,600 SH SOLE 24,600 NVIDIA CORP COM 67066G104 2,258 162,900 SH SOLE 162,900 NYSE EURONEXT COM 629491101 3,268 125,200 SH SOLE 125,200 O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,959 24,500 SH SOLE 24,500 OCCIDENTAL PETE CORP DEL COM 674599105 16,819 179,500 SH SOLE 179,500 OMNICARE INC COM 681904108 1,805 52,400 SH SOLE 52,400 OMNICOM GROUP INC COM 681919106 3,196 71,700 SH SOLE 71,700 ONEOK INC NEW COM 682680103 971 11,200 SH SOLE 11,200 ORACLE CORP COM 68389X105 22,980 895,900 SH SOLE 895,900 OWENS ILL INC COM NEW 690768403 1,349 69,600 SH SOLE 69,600 PACCAR INC COM 693718108 2,346 62,600 SH SOLE 62,600 PALL CORP COM 696429307 2,149 37,600 SH SOLE 37,600 PARKER HANNIFIN CORP COM 701094104 3,866 50,700 SH SOLE 50,700 PARTNERRE LTD COM G6852T105 2,530 39,400 SH SOLE 39,400 PATTERSON COMPANIES INC COM 703395103 1,420 48,100 SH SOLE 48,100 PEABODY ENERGY CORP COM 704549104 4,284 129,400 SH SOLE 129,400 PENNEY J C INC COM 708160106 1,469 41,800 SH SOLE 41,800 PENTAIR INC COM 709631105 3,995 120,000 SH SOLE 120,000 PEOPLES UNITED FINANCIAL INC COM 712704105 726 56,500 SH SOLE 56,500 PEPCO HOLDINGS INC COM 713291102 2,456 121,000 SH SOLE 121,000 PEPSICO INC COM 713448108 18,419 277,600 SH SOLE 277,600 PERRIGO CO COM 714290103 3,834 39,400 SH SOLE 39,400 PETSMART INC COM 716768106 2,770 54,000 SH SOLE 54,000 PFIZER INC COM 717081103 33,360 1,541,600 SH SOLE 1,541,600 PG&E CORP COM 69331C108 5,618 136,300 SH SOLE 136,300 PHARMASSET INC COM 71715N106 1,625 12,678 SH SOLE 12,678 PHILIP MORRIS INTERL INC COM 718172109 28,826 367,300 SH SOLE 367,300 PINNACLE WEST CAP CORP COM 723484101 4,033 83,700 SH SOLE 83,700 PIONEER NAT RES CO COM 723787107 1,754 19,600 SH SOLE 19,600 PITNEY BOWES INC COM 724479100 3,055 164,800 SH SOLE 164,800 PLAINS EXPL & PRODTN CO COM 726505100 1,568 42,700 SH SOLE 42,700 PLUM CREEK TIMBER CO INC COM 729251108 1,806 49,400 SH SOLE 49,400 PNC FINL SVCS GROUP INC COM 693475105 10,709 185,700 SH SOLE 185,700 PPG INDS INC COM 693506107 7,163 85,800 SH SOLE 85,800 PPL CORP COM 69351T106 2,309 78,500 SH SOLE 78,500 PRAXAIR INC COM 74005P104 6,574 61,500 SH SOLE 61,500 PRECISION CASTPARTS CORP COM 740189105 7,135 43,300 SH SOLE 43,300

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- PRICE T ROWE GROUP INC COM 74144T108 3,622 63,600 SH SOLE 63,600 PRICELINE COM INC COM 741503403 5,051 10,800 SH SOLE 10,800 PRINCIPAL FINL GROUP INC COM 74251V102 4,275 173,800 SH SOLE 173,800 PROCTER & GAMBLE CO COM 742718109 33,375 500,300 SH SOLE 500,300 PROGRESS ENERGY INC COM 743263105 4,952 88,400 SH SOLE 88,400 PROGRESSIVE CORP OHIO COM 743315103 5,110 261,900 SH SOLE 261,900 PROLOGIS INC COM 74340W103 3,831 134,000 SH SOLE 134,000 PRUDENTIAL FINL INC COM 744320102 5,393 107,600 SH SOLE 107,600 PUBLIC STORAGE COM 74460D109 7,731 57,500 SH SOLE 57,500 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9,008 272,900 SH SOLE 272,900 QEP RES INC COM 74733V100 2,751 93,900 SH SOLE 93,900 QUALCOMM INC COM 747525103 19,878 363,400 SH SOLE 363,400 QUANTA SVCS INC COM 74762E102 935 43,400 SH SOLE 43,400 QUEST DIAGNOSTICS INC COM 74834L100 1,800 31,000 SH SOLE 31,000 RALCORP HLDGS INC NEW COM 751028101 710 8,300 SH SOLE 8,300 RALPH LAUREN CORP CL A 751212101 3,949 28,600 SH SOLE 28,600 RANGE RES CORP COM 75281A109 1,815 29,300 SH SOLE 29,300 RAYONIER INC COM 754907103 3,633 81,400 SH SOLE 81,400 RED HAT INC COM 756577102 2,486 60,200 SH SOLE 60,200 REGIONS FINANCIAL CORP NEW COM 7591EP100 1,103 256,600 SH SOLE 256,600 RENAISSANCERE HOLDINGS LTD COM G7496G103 1,011 13,600 SH SOLE 13,600 REPUBLIC SVCS INC COM 760759100 2,565 93,100 SH SOLE 93,100 REYNOLDS AMERICAN INC COM 761713106 7,775 187,700 SH SOLE 187,700 ROBERT HALF INTL INC COM 770323103 1,215 42,700 SH SOLE 42,700 ROCK-TENN CO CL A 772739207 629 10,900 SH SOLE 10,900 ROCKWELL AUTOMATION INC COM 773903109 3,823 52,100 SH SOLE 52,100 ROCKWELL COLLINS INC COM 774341101 2,979 53,800 SH SOLE 53,800 ROPER INDS INC NEW COM 776696106 660 7,600 SH SOLE 7,600 ROSS STORES INC COM 778296103 4,905 103,200 SH SOLE 103,200 ROWAN COS INC COM 779382100 1,802 59,400 SH SOLE 59,400 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 924 37,300 SH SOLE 37,300 SAFEWAY INC COM 786514208 3,585 170,400 SH SOLE 170,400 SAIC INC COM 78390X101 1,504 122,400 SH SOLE 122,400 SALESFORCE COM INC COM 79466L302 1,674 16,500 SH SOLE 16,500 SANDISK CORP COM 80004C101 4,040 82,100 SH SOLE 82,100 SARA LEE CORP COM 803111103 2,272 120,100 SH SOLE 120,100 SCANA CORP NEW COM 80589M102 707 15,700 SH SOLE 15,700 SCHEIN HENRY INC COM 806407102 1,301 20,200 SH SOLE 20,200 SCHLUMBERGER LTD COM 806857108 18,287 267,700 SH SOLE 267,700 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 1,035 24,400 SH SOLE 24,400 SEAGATE TECHNOLOGY SHS G7945M107 2,158 131,600 SH SOLE 131,600 SEALED AIR CORP NEW COM 81211K100 2,213 128,600 SH SOLE 128,600 SEARS HLDGS CORP COM 812350106 766 24,100 SH SOLE 24,100 SEI INVESTMENTS CO COM 784117103 1,168 67,300 SH SOLE 67,300 SEMPRA ENERGY COM 816851109 1,337 24,300 SH SOLE 24,300 SHERWIN WILLIAMS CO COM 824348106 857 9,600 SH SOLE 9,600 SIGMA ALDRICH CORP COM 826552101 2,067 33,100 SH SOLE 33,100 SIMON PPTY GROUP INC NEW COM 828806109 11,953 92,700 SH SOLE 92,700

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- SIRIUS XM RADIO INC COM 82967N108 1,164 639,500 SH SOLE 639,500 SLM CORP COM 78442P106 3,220 240,300 SH SOLE 240,300 SMUCKER J M CO COM NEW 832696405 4,698 60,100 SH SOLE 60,100 SOUTHERN CO COM 842587107 8,383 181,100 SH SOLE 181,100 SOUTHWEST AIRLS CO COM 844741108 669 78,200 SH SOLE 78,200 SOUTHWESTERN ENERGY CO COM 845467109 2,680 83,900 SH SOLE 83,900 SPECTRA ENERGY CORP COM 847560109 3,490 113,500 SH SOLE 113,500 SPRINT NEXTEL CORP COM SER 1 852061100 2,902 1,240,000 SH SOLE 1,240,000 SPX CORP COM 784635104 850 14,100 SH SOLE 14,100 ST JUDE MED INC COM 790849103 3,186 92,900 SH SOLE 92,900 STANLEY BLACK & DECKER INC COM 854502101 527 7,800 SH SOLE 7,800 STAPLES INC COM 855030102 3,286 236,600 SH SOLE 236,600 STARBUCKS CORP COM 855244109 9,984 217,000 SH SOLE 217,000 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 844 17,600 SH SOLE 17,600 STATE STR CORP COM 857477103 6,010 149,100 SH SOLE 149,100 STERICYCLE INC COM 858912108 577 7,400 SH SOLE 7,400 STRYKER CORP COM 863667101 6,189 124,500 SH SOLE 124,500 SUNOCO INC COM 86764P109 1,801 43,900 SH SOLE 43,900 SUNTRUST BKS INC COM 867914103 5,416 306,000 SH SOLE 306,000 SYMANTEC CORP COM 871503108 3,748 239,500 SH SOLE 239,500 SYNOPSYS INC COM 871607107 2,377 87,400 SH SOLE 87,400 SYSCO CORP COM 871829107 2,053 70,000 SH SOLE 70,000 TARGET CORP COM 87612E106 8,482 165,600 SH SOLE 165,600 TD AMERITRADE HLDGS CORP COM 87236Y108 2,679 171,200 SH SOLE 171,200 TE CONNECTIVITY LTD REG SHS H84989104 4,655 151,100 SH SOLE 151,100 TERADATA CORP DEL COM 88076W103 4,186 86,300 SH SOLE 86,300 TEXAS INSTRS INC COM 882508104 7,478 256,900 SH SOLE 256,900 THERMO FISHER SCIENTIFIC INC COM 883556102 6,350 141,200 SH SOLE 141,200 TIFFANY & CO NEW COM 886547108 2,909 43,900 SH SOLE 43,900 TIME WARNER CABLE INC COM 88732J207 7,864 123,700 SH SOLE 123,700 TIME WARNER INC COM NEW 887317303 8,348 231,000 SH SOLE 231,000 TJX COS INC NEW COM 872540109 8,417 130,400 SH SOLE 130,400 TOLL BROTHERS INC COM 889478103 398 19,500 SH SOLE 19,500 TORCHMARK CORP COM 891027104 3,714 85,600 SH SOLE 85,600 TOTAL SYS SVCS INC COM 891906109 1,637 83,700 SH SOLE 83,700 TRAVELERS COMPANIES INC COM 89417E109 6,100 103,100 SH SOLE 103,100 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 4,306 132,100 SH SOLE 132,100 TYCO INTERNATIONAL LTD SHS H89128104 7,866 168,400 SH SOLE 168,400 TYSON FOODS INC CL A 902494103 3,445 166,900 SH SOLE 166,900 ULTRA PETROLEUM CORP COM 903914109 578 19,500 SH SOLE 19,500 UNION PAC CORP COM 907818108 11,399 107,600 SH SOLE 107,600 UNITED CONTL HLDGS INC COM 910047109 526 27,900 SH SOLE 27,900 UNITED PARCEL SERVICE INC CL B 911312106 12,933 176,700 SH SOLE 176,700 UNITED STATES STL CORP NEW COM 912909108 1,011 38,200 SH SOLE 38,200 UNITED TECHNOLOGIES CORP COM 913017109 16,248 222,300 SH SOLE 222,300 UNITEDHEALTH GROUP INC COM 91324P102 15,022 296,400 SH SOLE 296,400 UNUM GROUP COM 91529Y106 5,927 281,300 SH SOLE 281,300 URBAN OUTFITTERS INC COM 917047102 907 32,900 SH SOLE 32,900

VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INV. OTHER --------------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------------- ----------------------------------- ---- ---------- -------- ---------- ----------- ---- URS CORP NEW COM 903236107 2,209 62,900 SH SOLE 62,900 US BANCORP DEL COM NEW 902973304 12,962 479,200 SH SOLE 479,200 V F CORP COM 918204108 5,778 45,500 SH SOLE 45,500 VALERO ENERGY CORP NEW COM 91913Y100 5,309 252,200 SH SOLE 252,200 VARIAN MED SYS INC COM 92220P105 1,692 25,200 SH SOLE 25,200 VENTAS INC COM 92276F100 4,355 79,000 SH SOLE 79,000 VERISIGN INC COM 92343E102 421 11,800 SH SOLE 11,800 VERISK ANALYTICS INC CL A 92345Y106 1,537 38,300 SH SOLE 38,300 VERIZON COMMUNICATIONS INC COM 92343V104 23,948 596,900 SH SOLE 596,900 VERTEX PHARMACEUTICALS INC COM 92532F100 1,149 34,600 SH SOLE 34,600 VIACOM INC NEW CL B 92553P201 9,772 215,200 SH SOLE 215,200 VIRGIN MEDIA INC COM 92769L101 2,038 95,300 SH SOLE 95,300 VISA INC COM CL A 92826C839 12,681 124,900 SH SOLE 124,900 VMWARE INC CL A COM 928563402 1,680 20,200 SH SOLE 20,200 VORNADO RLTY TR SH BEN INT 929042109 5,111 66,500 SH SOLE 66,500 VULCAN MATLS CO COM 929160109 1,200 30,500 SH SOLE 30,500 WALGREEN CO COM 931422109 9,296 281,200 SH SOLE 281,200 WALTER ENERGY INC COM 93317Q105 1,938 32,000 SH SOLE 32,000 WARNER CHILCOTT PLC IRELAND SHS A G94368100 1,288 85,100 SH SOLE 85,100 WASHINGTON POST CO CL B 939640108 3,504 9,300 SH SOLE 9,300 WASTE MGMT INC DEL COM 94106L109 3,071 93,900 SH SOLE 93,900 WATERS CORP COM 941848103 2,096 28,300 SH SOLE 28,300 WATSON PHARMACEUTICALS INC COM 942683103 4,495 74,500 SH SOLE 74,500 WEATHERFORD INTERNATIONAL LT REG SHS H27013103 4,639 316,900 SH SOLE 316,900 WELLPOINT INC COM 94973V107 6,175 93,200 SH SOLE 93,200 WELLS FARGO & CO NEW COM 949746101 28,304 1,027,000 SH SOLE 1,027,000 WESTERN DIGITAL CORP COM 958102105 3,315 107,100 SH SOLE 107,100 WESTERN UN CO COM 959802109 3,909 214,100 SH SOLE 214,100 WEYERHAEUSER CO COM 962166104 4,636 248,300 SH SOLE 248,300 WHIRLPOOL CORP COM 963320106 2,064 43,500 SH SOLE 43,500 WHITING PETE CORP NEW COM 966387102 2,222 47,600 SH SOLE 47,600 WHOLE FOODS MKT INC COM 966837106 3,778 54,300 SH SOLE 54,300 WILLIAMS COS INC DEL COM 969457100 4,227 128,000 SH SOLE 128,000 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 2,250 58,000 SH SOLE 58,000 WINDSTREAM CORP COM 97381W104 911 77,600 SH SOLE 77,600 WISCONSIN ENERGY CORP COM 976657106 2,839 81,200 SH SOLE 81,200 WYNN RESORTS LTD COM 983134107 3,503 31,700 SH SOLE 31,700 XCEL ENERGY INC COM 98389B100 3,748 135,600 SH SOLE 135,600 XEROX CORP COM 984121103 2,092 262,800 SH SOLE 262,800 XILINX INC COM 983919101 2,462 76,800 SH SOLE 76,800 XL GROUP PLC SHS G98290102 2,691 136,100 SH SOLE 136,100 XYLEM INC COM 98419M100 1,159 45,100 SH SOLE 45,100 YAHOO INC COM 984332106 4,971 308,200 SH SOLE 308,200 YUM BRANDS INC COM 988498101 7,123 120,700 SH SOLE 120,700 ZIMMER HLDGS INC COM 98956P102 6,223 116,500 SH SOLE 116,500