13F-HR 1 f13hr-12312011.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 Form 13 F Form 13 F 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: ENDEX Capital Management, LLC 801-54632 Address: 6320 Lamar Avenue Suite 100 Overland Park, KS 66202 Form 13 F File Number: 28-5599 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: Timothy J. Marchesi Title: Principal/Manager Phone: 913/384-2720 Signature, Place, and Date of Signing: Timothy J. Marchesi Overland Park, KS February 14, 2012 (Signature) (City, State) (Date) Report Type (Check only one.): [X] 13 F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report. [ ] 13 F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13 F COMINATION 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).) List of Other Managers Reporting for this Manager: NONE Form 13 F SUMMARY PAGE Report Summary: Number of Other Included Managers: NONE Form 13 F Information Table Entry Total: 345 Form 13 F Information Table Value Total: $71622 (thousands) List of Other Included Managers: NONE FORM 13 F INFORMATION TABLE Column 1 Column 2 Column 3 Column 4 <<<<<<<>>>>>> Column 6 Column 7 <<<<<<<<<>>>>>>>>> TITLE SHARES SHS/ PUT TABLE OF 0F VALUE OR OR INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000) PRINCIPLE PRN CALL DISCRETION MANAGER SOLE SHARED NONE 3M COMPANY EQUITIES 88579Y101 249.60342 3054 Shares Sole None 3054 0 0 ABBOTT LABORATORIES EQUITIES 2824100 377.41576 6712 Shares Sole None 6712 0 0 ABERCROMBIE & FITCH CO-CL A EQUITIES 2896207 38.68128 792 Shares Sole None 792 0 0 ACCENTURE PLC- CL A EQUITIES G1151C101 327.63065 6155 Shares Sole None 6155 0 0 ACE LIMITED SHS EQUITIES H0023R105 221.99992 3166 Shares Sole None 3166 0 0 ADOBE SYSTEMS INC EQUITIES 00724F101 128.60023 4549 Shares Sole None 4549 0 0 AES CORP EQUITIES 00130H105 72.59104 6131 Shares Sole None 6131 0 0 AFLAC CORP EQUITIES 1055102 188.70012 4362 Shares Sole None 4362 0 0 AGL RESOURCES INC EQUITIES 1204106 14.83326 351 Shares Sole None 351 0 0 AGLIENT TECHNOLOGIES, INC EQUITIES 00846U100 113.27799 3243 Shares Sole None 3243 0 0 AIR PRODUCTS & CHEMICALS INC EQUITIES 9158100 171.48747 2013 Shares Sole None 2013 0 0 ALLERGAN INC EQUITIES 18490100 251.98928 2872 Shares Sole None 2872 0 0 ALLSTATE CORP EQUITIES 20002101 130.49901 4761 Shares Sole None 4761 0 0 ALTERA CORP EQUITIES 21441100 105.5866 2846 Shares Sole None 2846 0 0 ALTRIA GROUP, INC EQUITIES 02209S103 574.1426 19364 Shares Sole None 19364 0 0 AMAZON.COM INC EQUITIES 23135106 270.9015 1565 Shares Sole None 1565 0 0 AMEREN CORP EQUITIES 23608102 73.41608 2216 Shares Sole None 2216 0 0 AMERICAN ELECTRIC POWER EQUITIES 25537101 183.66426 4446 Shares Sole None 4446 0 0 AMERICAN EXPRESS EQUITIES 25816109 442.40743 9379 Shares Sole None 9379 0 0 AMERICAN INTERNATIONAL GROUP EQUITIES 26874107 44.776 1930 Shares Sole None 1930 0 0 AMERIPRISE FINL INC EQUITIES 03076C106 111.54108 2247 Shares Sole None 2247 0 0 AMGEN INC EQUITIES 31162100 554.9448 8644 Shares Sole None 8644 0 0 AMPHENOL CORP- CL A EQUITIES 32095101 74.75733 1647 Shares Sole None 1647 0 0 ANADARKO PETROLEUM CORP EQUITIES 32511107 60.45336 792 Shares Sole None 792 0 0 ANALOG DEVICES EQUITIES 32654105 96.99958 2711 Shares Sole None 2711 0 0 AON CORP EQUITIES 37389103 145.8756 3117 Shares Sole None 3117 0 0 APPLE COMPUTER INC EQUITIES 37833100 1912.41 4722 Shares Sole None 4722 0 0 ASSURANT INC EQUITIES 04621X108 36.29704 884 Shares Sole None 884 0 0 AT&T INC EQUITIES 00206R102 1632.38544 53981 Shares Sole None 53981 0 0 AUTODESK INC EQUITIES 52769106 62.63145 2065 Shares Sole None 2065 0 0 AUTOMATIC DATA PROCESSING EQUITIES 53015103 247.3658 4580 Shares Sole None 4580 0 0 AUTONATION, INC. EQUITIES 05329W102 22.15887 601 Shares Sole None 601 0 0 AVERY DENNISON CORP EQUITIES 53611109 28.56528 996 Shares Sole None 996 0 0 AVON PRODUCTS EQUITIES 54303102 69.75771 3993 Shares Sole None 3993 0 0 BAKER-HUGHES INC EQUITIES 57224107 20.62336 424 Shares Sole None 424 0 0 BALL CORP EQUITIES 58498106 56.0647 1570 Shares Sole None 1570 0 0 BANK OF AMERICA CORP EQUITIES 60505104 452.13364 81319 Shares Sole None 81319 0 0 BANK OF NEW YORK MELLON CORP EQUITIES 64057102 226.1776 11360 Shares Sole None 11360 0 0 BARD (C.R.) INC EQUITIES 67383109 69.6825 815 Shares Sole None 815 0 0 BAXTER INTERNATIONAL INC EQUITIES 71813109 263.92632 5334 Shares Sole None 5334 0 0 BB&T CORP EQUITIES 54937107 161.46555 6415 Shares Sole None 6415 0 0 BEAM INC EQUITIES 73730103 73.66874 1438 Shares Sole None 1438 0 0 BECTON DICKINSON & CO EQUITIES 75887109 153.40016 2053 Shares Sole None 2053 0 0 BED BATH & BEYOND INC EQUITIES 75896100 129.79483 2239 Shares Sole None 2239 0 0 BEMIS CO EQUITIES 81437105 29.71904 988 Shares Sole None 988 0 0 BERKSHIRE HATHAWAY CL B EQUITIES 84670207 561.6443 7361 Shares Sole None 7361 0 0 BEST BUY CO INC EQUITIES 86516101 66.44091 2843 Shares Sole None 2843 0 0 BIG LOTS INC COM EQUITIES 89302100 26.31872 697 Shares Sole None 697 0 0 BIOGEN IDEC EQUITIES 09062X103 240.5693 2186 Shares Sole None 2186 0 0 BLACKROCK INC COM STK EQUITIES 09247X101 167.36736 939 Shares Sole None 939 0 0 BMC SOFTWARE EQUITIES 55921100 53.33306 1627 Shares Sole None 1627 0 0 BOEING CO EQUITIES 97023105 231.24102 3153 Shares Sole None 3153 0 0 BRISTOL MYERS SQUIBB EQUITIES 110122108 553.86708 15717 Shares Sole None 15717 0 0 BROWN-FORMAN CL B EQUITIES 115637209 77.85317 967 Shares Sole None 967 0 0 C.H. ROBINSON WORLDWIDE INC EQUITIES 12541W209 103.90242 1489 Shares Sole None 1489 0 0 CA INC EQUITIES 12673P105 70.5329 3490 Shares Sole None 3490 0 0 CABLEVISION SYSTEMS-NY GRP- A EQUITIES 12686C109 31.05648 2184 Shares Sole None 2184 0 0 CAMPBELL SOUP CO EQUITIES 134429109 56.87364 1711 Shares Sole None 1711 0 0 CAPITAL ONE FINANCIAL CORPORAT EQUITIES 14040H105 178.63296 4224 Shares Sole None 4224 0 0 CARDINAL HEALTH INC EQUITIES 14149Y108 100.83463 2483 Shares Sole None 2483 0 0 CARNIVAL CORP. EQUITIES 143658300 128.66688 3942 Shares Sole None 3942 0 0 CATERPILLAR INC EQUITIES 149123101 257.0322 2837 Shares Sole None 2837 0 0 CB RICHARD ELLIS GROUP INC-A EQUITIES 12497T101 41.97676 2758 Shares Sole None 2758 0 0 CBS CORP NEW CL B EQUITIES 124857202 171.44338 6317 Shares Sole None 6317 0 0 CENTURYTEL INC EQUITIES 156700106 209.9196 5643 Shares Sole None 5643 0 0 CHEVRONTEXACO CORP. EQUITIES 166764100 1994.7872 18748 Shares Sole None 18748 0 0 CHUBB CORP EQUITIES 171232101 186.5479 2695 Shares Sole None 2695 0 0 CIGNA CORP EQUITIES 125509109 106.638 2539 Shares Sole None 2539 0 0 CINCINNATI FINANCIAL CORP EQUITIES 172062101 45.87276 1506 Shares Sole None 1506 0 0 CINTAS CORP EQUITIES 172908105 35.99354 1034 Shares Sole None 1034 0 0 CISCO SYSTEMS INC EQUITIES 17275R102 426.8134 23620 Shares Sole None 23620 0 0 CITIGROUP EQUITIES 172967424 611.28654 23234 Shares Sole None 23234 0 0 CITRIX SYSTEMS INC EQUITIES 177376100 106.74576 1758 Shares Sole None 1758 0 0 CLIFFS NAT RES INC COM EQUITIES 18683K101 86.043 1380 Shares Sole None 1380 0 0 CLOROX CO/DE EQUITIES 189054109 82.06848 1233 Shares Sole None 1233 0 0 CME GROUP INC COM STK EQUITIES 12572Q105 147.66402 606 Shares Sole None 606 0 0 COACH INC EQUITIES 189754104 162.42744 2661 Shares Sole None 2661 0 0 COCA-COLA CO EQUITIES 191216100 1493.43968 21344 Shares Sole None 21344 0 0 COCA-COLA ENTERPRISES EQUITIES 19122T109 80.48516 3122 Shares Sole None 3122 0 0 COGNIZANT TECH SOLUTIONS-A EQUITIES 192446102 179.36059 2789 Shares Sole None 2789 0 0 COMCAST CORP EQUITIES 20030N100 604.58129 25499 Shares Sole None 25499 0 0 COMERICA INC EQUITIES 200340107 46.7496 1812 Shares Sole None 1812 0 0 COMPUTER SCIENCES CORP EQUITIES 205363104 34.3176 1448 Shares Sole None 1448 0 0 COMPUWARE CORP. EQUITIES 205638109 16.67328 2004 Shares Sole None 2004 0 0 CONAGRA INC EQUITIES 205887102 101.8512 3858 Shares Sole None 3858 0 0 CONOCO PHILLIPS EQUITIES 20825C100 960.13512 13176 Shares Sole None 13176 0 0 CONSOLIDATED EDISON INC EQUITIES 209115104 165.74416 2672 Shares Sole None 2672 0 0 CONSTELLATION BRANDS -CL A EQUITIES 21036P108 33.79545 1635 Shares Sole None 1635 0 0 CORNING INC EQUITIES 219350105 196.86766 15167 Shares Sole None 15167 0 0 COSTCO WHOLESALE CORP. EQUITIES 22160K100 335.19636 4023 Shares Sole None 4023 0 0 COVENTRY HEALTH CARE INC EQUITIES 222862104 42.12319 1387 Shares Sole None 1387 0 0 CSX CORP EQUITIES 126408103 218.56068 10378 Shares Sole None 10378 0 0 CUMMINS, INC. EQUITIES 231021106 162.30888 1844 Shares Sole None 1844 0 0 CVS CORP EQUITIES 126650100 457.63316 11222 Shares Sole None 11222 0 0 D R HORTON INC EQUITIES 23331A109 33.02559 2619 Shares Sole None 2619 0 0 DANAHER CORP. EQUITIES 235851100 232.3776 4940 Shares Sole None 4940 0 0 DARDEN RESTAURANTS INC EQUITIES 237194105 57.74986 1267 Shares Sole None 1267 0 0 DAVITA INC EQUITIES 23918K108 67.77414 894 Shares Sole None 894 0 0 DELL COMPUTER CORP EQUITIES 247025109 220.94226 15102 Shares Sole None 15102 0 0 DENTSPLY INTERNATIONAL INC EQUITIES 249030107 47.37646 1354 Shares Sole None 1354 0 0 DEVRY INC EQUITIES 251893103 21.30684 554 Shares Sole None 554 0 0 DIAMOND OFFSHORE DRILLING EQUITIES 25271C102 35.80848 648 Shares Sole None 648 0 0 DIRECTV GROUP INC EQUITIES 254596106 303.3822 7095 Shares Sole None 7095 0 0 DISCOVERY COMMUNICATIONS- A EQUITIES 25470F104 108.40662 2646 Shares Sole None 2646 0 0 DISNEY (WALT) COMPANY EQUITIES 254687106 657.825 17542 Shares Sole None 17542 0 0 DONNELLEY RR & SONS CO EQUITIES 257867101 25.15149 1743 Shares Sole None 1743 0 0 DOVER CORP EQUITIES 260003108 103.9095 1790 Shares Sole None 1790 0 0 DOW CHEMICAL EQUITIES 260543103 320.90408 11158 Shares Sole None 11158 0 0 DTE ENERGY CO EQUITIES 233331107 84.1797 1546 Shares Sole None 1546 0 0 DU PONT (E I) DE NEMOURS EQUITIES 263534109 404.9241 8845 Shares Sole None 8845 0 0 DUN & BRADSTREET CORP EQUITIES 264830100 34.12248 456 Shares Sole None 456 0 0 E TRADE FINANCIAL CORP EQUITIES 269246104 19.0642 2395 Shares Sole None 2395 0 0 EASTMAN CHEMICAL CO EQUITIES 277432100 52.88724 1354 Shares Sole None 1354 0 0 EBAY, INC. EQUITIES 278642103 326.74509 10773 Shares Sole None 10773 0 0 ECOLAB INC EQUITIES 278865100 128.10696 2216 Shares Sole None 2216 0 0 ELECTRONIC ARTS, INC. EQUITIES 285512109 62.2532 3022 Shares Sole None 3022 0 0 ENTERGY CORP EQUITIES 29364G103 119.802 1640 Shares Sole None 1640 0 0 EQUIFAX INC EQUITIES 294429105 44.20234 1141 Shares Sole None 1141 0 0 EXELIS INC EQUITIES 30162A108 15.46645 1709 Shares Sole None 1709 0 0 EXPEDITORS INTL WASH INC EQUITIES 302130109 82.00192 2002 Shares Sole None 2002 0 0 EXPRESS SCRIPTS INC EQUITIES 302182100 204.99303 4587 Shares Sole None 4587 0 0 EXXON MOBIL CORP. EQUITIES 30231G102 2697.74128 31828 Shares Sole None 31828 0 0 FAMILY DOLLAR STORES INC EQUITIES 307000109 65.4441 1135 Shares Sole None 1135 0 0 FASTENAL CO EQUITIES 311900104 116.35148 2668 Shares Sole None 2668 0 0 FED INVESTORS EQUITIES 314211103 12.8472 848 Shares Sole None 848 0 0 FEDEX CORP EQUITIES 31304N107 244.01622 2922 Shares Sole None 2922 0 0 FIDELITY NATIONAL INFORMATIO EQUITIES 31620M106 67.48542 2538 Shares Sole None 2538 0 0 FIFTH THIRD BANCORP EQUITIES 316773100 108.04368 8494 Shares Sole None 8494 0 0 FIRST ENERGY CORP EQUITIES 337932107 171.3081 3867 Shares Sole None 3867 0 0 FIRST HORIZON NATL CORP EQUITIES 320517105 19.96 2495 Shares Sole None 2495 0 0 FISERV, INC EQUITIES 337738100 78.65286 1339 Shares Sole None 1339 0 0 FLIR SYS INC EQUITIES 302445101 35.87517 1431 Shares Sole None 1431 0 0 FLUOR CORP EQUITIES 343412102 82.86225 1649 Shares Sole None 1649 0 0 FMC CORP EQUITIES 302491303 58.16304 676 Shares Sole None 676 0 0 FORD MOTOR CO EQUITIES 345370860 113.87308 10583 Shares Sole None 10583 0 0 FOREST LABORATORIES INC EQUITIES 345838106 81.79278 2703 Shares Sole None 2703 0 0 FORTUNE BRANDS HOME & SEC EQUITIES 34964C106 24.48914 1438 Shares Sole None 1438 0 0 FRANKLIN RESOURCES INC EQUITIES 354613101 127.2795 1325 Shares Sole None 1325 0 0 FREEPRT MCMOR COP&GLD -CL B EQUITIES 35671D857 109.45025 2975 Shares Sole None 2975 0 0 FRONTIER COMMUNICATIONS CORP EQUITIES 35906A108 46.25215 8981 Shares Sole None 8981 0 0 GAMESTOP CORP NEW EQUITIES 36467W109 30.59684 1268 Shares Sole None 1268 0 0 GAP INC EQUITIES 364760108 65.1105 3510 Shares Sole None 3510 0 0 GENERAL DYNAMICS CORP EQUITIES 369550108 230.24347 3467 Shares Sole None 3467 0 0 GENERAL ELECTRIC CO EQUITIES 369604103 1190.19114 66454 Shares Sole None 66454 0 0 GENERAL MILLS INC EQUITIES 370334104 238.8044 5911 Shares Sole None 5911 0 0 GENUINE PARTS CO EQUITIES 372460105 89.4744 1462 Shares Sole None 1462 0 0 GILEAD SCIENCES INC EQUITIES 375558103 304.60106 7442 Shares Sole None 7442 0 0 GOLDMAN SACHS GROUP, INC. EQUITIES 38141G104 202.20148 2236 Shares Sole None 2236 0 0 GOODRICH CORPORATION EQUITIES 382388106 145.2238 1174 Shares Sole None 1174 0 0 GOOGLE INC EQUITIES 38259P508 694.9884 1076 Shares Sole None 1076 0 0 GRAINGER (W W) INC EQUITIES 384802104 99.39789 531 Shares Sole None 531 0 0 HALLIBURTON CO EQUITIES 406216101 301.89348 8748 Shares Sole None 8748 0 0 HARLEY-DAVIDSON INC EQUITIES 412822108 86.81324 2234 Shares Sole None 2234 0 0 HARMAN INTERNATIONAL EQUITIES 413086109 24.726 650 Shares Sole None 650 0 0 HARTFORD FINL SVCS GRP INC EQUITIES 416515104 66.21875 4075 Shares Sole None 4075 0 0 HASBRO INC EQUITIES 418056107 40.11762 1258 Shares Sole None 1258 0 0 HEALTH CARE REIT INC EQUITIES 42217K106 90.02903 1651 Shares Sole None 1651 0 0 HEINZ (H J) CO EQUITIES 423074103 165.0922 3055 Shares Sole None 3055 0 0 HELMERICH & PAYNE EQUITIES 423452101 58.12656 996 Shares Sole None 996 0 0 HERSHEY FOODS CORP EQUITIES 427866108 88.46896 1432 Shares Sole None 1432 0 0 HEWLETT- PACKARD (NEW) EQUITIES 428236100 513.60288 19938 Shares Sole None 19938 0 0 HOME DEPOT INC EQUITIES 437076102 610.50488 14522 Shares Sole None 14522 0 0 HONEYWELL INC EQUITIES 438506107 404.52705 7443 Shares Sole None 7443 0 0 HORMEL FOODS CORP EQUITIES 440452100 38.077 1300 Shares Sole None 1300 0 0 HOST HOTELS & RESORTS INC EQUITIES 44107P104 94.17352 6376 Shares Sole None 6376 0 0 HUMANA INC EQUITIES 444859102 137.63531 1571 Shares Sole None 1571 0 0 ILLINOIS TOOL WORKS EQUITIES 452308109 221.26527 4737 Shares Sole None 4737 0 0 INTEGRYS ENERGY GROUP INC EQUITIES 45822P105 38.84706 717 Shares Sole None 717 0 0 INTEL CORP EQUITIES 458140100 1147.316 47312 Shares Sole None 47312 0 0 INTERNATIONAL BUSINESS MACHINE EQUITIES 459200101 961.87628 5231 Shares Sole None 5231 0 0 INTERNATIONAL FLAVORS & FRAGRA EQUITIES 459506101 39.26258 749 Shares Sole None 749 0 0 INTERNATIONAL GAME TECH EQUITIES 459902100 49.02 2850 Shares Sole None 2850 0 0 INTERNATIONAL PAPER CO EQUITIES 460146103 122.6328 4143 Shares Sole None 4143 0 0 INTERPUBLIC GROUP OF COS EQUITIES 460690100 44.96233 4621 Shares Sole None 4621 0 0 INTUIT, INC. EQUITIES 461202100 131.21205 2495 Shares Sole None 2495 0 0 INVESCO LTD EQUITIES G491BT108 87.57231 4359 Shares Sole None 4359 0 0 ITT INDUSTRIES INC EQUITIES 450911102 16.49928 854 Shares Sole None 854 0 0 JACOBS ENGINEERING GROUP INC EQUITIES 469814107 28.77122 709 Shares Sole None 709 0 0 JANUS CAPITAL GROUP INC EQUITIES 47102x105 10.727 1700 Shares Sole None 1700 0 0 JOHNSON & JOHNSON EQUITIES 478160104 1668.87984 25448 Shares Sole None 25448 0 0 JP MORGAN CHASE & CO EQUITIES 46625H100 579.2815 17422 Shares Sole None 17422 0 0 KELLOGG CO EQUITIES 487836108 118.43494 2342 Shares Sole None 2342 0 0 KEYCORP EQUITIES 493267108 67.72583 8807 Shares Sole None 8807 0 0 KLA-TENCOR CORP EQUITIES 482480100 71.5065 1482 Shares Sole None 1482 0 0 KOHLS CORP. EQUITIES 500255100 125.79315 2549 Shares Sole None 2549 0 0 KRAFT FOODS INC CL A EQUITIES 50075N104 611.06016 16356 Shares Sole None 16356 0 0 KROGER CO EQUITIES 501044101 142.94644 5902 Shares Sole None 5902 0 0 L-3 COMMUNICATIONS HLDGS INC EQUITIES 502424104 65.21304 978 Shares Sole None 978 0 0 LABORATORY CRP OF AMER HLDGS EQUITIES 50540R409 81.6715 950 Shares Sole None 950 0 0 LAUDER ESTEE COS INC EQUITIES 518439104 120.51936 1073 Shares Sole None 1073 0 0 LEGG MASON INC EQUITIES 524901105 32.9966 1372 Shares Sole None 1372 0 0 LEGGETT & PLATT INC EQUITIES 524660107 31.12704 1351 Shares Sole None 1351 0 0 LEUCADIA NATIONAL CORP EQUITIES 527288104 41.6142 1830 Shares Sole None 1830 0 0 LEXMARK INTERNATION NEW CL A EQUITIES 529771107 23.94268 724 Shares Sole None 724 0 0 LIFE TECHNOLOGIES CORP EQUITIES 53217V109 64.3017 1653 Shares Sole None 1653 0 0 LILLY (ELI) & CO EQUITIES 532457108 394.82 9500 Shares Sole None 9500 0 0 LIMITED BRANDS, INC EQUITIES 532716107 92.19975 2285 Shares Sole None 2285 0 0 LINCOLN NATIONAL CORP EQUITIES 534187109 57.89102 2981 Shares Sole None 2981 0 0 LINEAR TECHNOLGY CORP EQUITIES 535678106 60.54048 2016 Shares Sole None 2016 0 0 LOWES COS EQUITIES 548661107 307.58022 12119 Shares Sole None 12119 0 0 LSI LOGIC CORP EQUITIES 502161102 32.20735 5413 Shares Sole None 5413 0 0 M&T BANK CORP EQUITIES 55261F104 88.1727 1155 Shares Sole None 1155 0 0 MACYS INC EQUITIES 55616P104 125.30892 3894 Shares Sole None 3894 0 0 MARATHON OIL CORP EQUITIES 902905827 200.41169 6847 Shares Sole None 6847 0 0 MARRIOTT INTL INC EQUITIES 571903103 77.50469 2657 Shares Sole None 2657 0 0 MARRIOTT VACATIONS WORLDWIDE EQUITIES 57164Y107 4.5474 265 Shares Sole None 265 0 0 MASCO CORP EQUITIES 574599106 35.95688 3431 Shares Sole None 3431 0 0 MASTERCARD INC CLASS A EQUITIES 57636Q104 49.58506 133 Shares Sole None 133 0 0 MATTEL INC EQUITIES 577081102 89.2484 3215 Shares Sole None 3215 0 0 MCCORMICK & COMPANY EQUITIES 579780206 62.41996 1238 Shares Sole None 1238 0 0 MCDONALDS CORP EQUITIES 580135101 453.99325 4525 Shares Sole None 4525 0 0 MCGRAW HILL COMPANIES EQUITIES 580645109 125.10654 2782 Shares Sole None 2782 0 0 MEADWESTVACO CORPORATION EQUITIES 583334107 47.47075 1585 Shares Sole None 1585 0 0 MEDCO HEALTH SOLUTIONS, INC. EQUITIES 58405U102 209.3455 3745 Shares Sole None 3745 0 0 MERCK & CO EQUITIES 58933Y105 505.5947 13411 Shares Sole None 13411 0 0 METLIFE, INC EQUITIES 59156R108 296.9895 9525 Shares Sole None 9525 0 0 MICROCHIP TECHNOLOGY INC EQUITIES 595017104 62.49078 1706 Shares Sole None 1706 0 0 MICROSOFT CORP EQUITIES 594918104 1774.00256 68336 Shares Sole None 68336 0 0 MOLEX INC EQUITIES 608554101 31.47134 1319 Shares Sole None 1319 0 0 MOLSON COORS BREWING CO EQUITIES 60871R209 64.56982 1483 Shares Sole None 1483 0 0 MOODYS CORP EQUITIES 615369100 61.87016 1837 Shares Sole None 1837 0 0 MURPHY OIL CORP EQUITIES 626717102 100.94514 1811 Shares Sole None 1811 0 0 MYLAN LABORATORIES, INC EQUITIES 628530107 85.53956 3986 Shares Sole None 3986 0 0 NABORS INDUSTRIES, LTD. EQUITIES G6359F103 46.28046 2669 Shares Sole None 2669 0 0 NATIONAL OILWELL VARCO INC EQUITIES 637071101 208.29072 3064 Shares Sole None 3064 0 0 NETAPP INC EQUITIES 64110D104 121.79466 3358 Shares Sole None 3358 0 0 NEWELL RUBBERMAID INC EQUITIES 651229100 44.74008 2772 Shares Sole None 2772 0 0 NEWS CORP-CL A EQUITIES 6.52E+108 373.97992 20963 Shares Sole None 20963 0 0 NEXTERA ENERGY INC EQUITIES 65339F101 235.84912 3874 Shares Sole None 3874 0 0 NIKE INC -CL B EQUITIES 654106103 336.04219 3487 Shares Sole None 3487 0 0 NOBLE ENERGY INC EQUITIES 655044105 158.38642 1678 Shares Sole None 1678 0 0 NORDSTROM INC EQUITIES 655664100 75.16152 1512 Shares Sole None 1512 0 0 NORFOLK SOUTHERN CORP EQUITIES 655844108 240.14656 3296 Shares Sole None 3296 0 0 NORTHEAST UTILITIES EQUITIES 664397106 58.7941 1630 Shares Sole None 1630 0 0 NORTHERN TRUST CORP EQUITIES 665859104 88.37985 2229 Shares Sole None 2229 0 0 NORTHROP GRUMMAN CORP EQUITIES 666807102 148.8316 2545 Shares Sole None 2545 0 0 NOVELLUS SYSTEMS INC EQUITIES 670008101 25.31077 613 Shares Sole None 613 0 0 NYSE EURONEXT EQUITIES 629491101 64.5975 2475 Shares Sole None 2475 0 0 OCCIDENTAL PETROLEUM CORP EQUITIES 674599105 724.2073 7729 Shares Sole None 7729 0 0 OMNICOM GROUP EQUITIES 681919106 115.2393 2585 Shares Sole None 2585 0 0 ONEOK INC EQUITIES 682680103 87.64359 1011 Shares Sole None 1011 0 0 ORACLE CORP EQUITIES 68389X105 622.29465 24261 Shares Sole None 24261 0 0 ORCHARD SUPPLY HARDWARE EQUITIES 685691503 0.00965 17.75 Shares Sole None 17.75 0 0 ORCHARD SUPPLY HDWE STORE EQUITIES 685691404 0.75392 17.75 Shares Sole None 17.75 0 0 PARKER-HANNIFIN CORP EQUITIES 701094104 118.56875 1555 Shares Sole None 1555 0 0 PAYCHEX INC EQUITIES 704326107 89.69769 2979 Shares Sole None 2979 0 0 PEABODY ENERGY CORP EQUITIES 704549104 84.19873 2543 Shares Sole None 2543 0 0 PENNEY J C CO EQUITIES 708160106 68.78855 1957 Shares Sole None 1957 0 0 PEOPLES UNITED FINANCIAL EQUITIES 712704105 43.06035 3351 Shares Sole None 3351 0 0 PEPCO HOLDINGS INC EQUITIES 713291102 42.5285 2095 Shares Sole None 2095 0 0 PEPSICO INC EQUITIES 713448108 972.14636 14654 Shares Sole None 14654 0 0 PFIZER INC EQUITIES 717081103 1603.06956 74079 Shares Sole None 74079 0 0 PHILIP MORRIS INTL INC EQUITIES 718172109 614.8908 7835 Shares Sole None 7835 0 0 PINNACLE WEST CAPITAL EQUITIES 723484101 49.04724 1018 Shares Sole None 1018 0 0 PITNEY BOWES INC EQUITIES 724479100 34.83666 1879 Shares Sole None 1879 0 0 PNC BANK CORP EQUITIES 693475105 273.70182 4746 Shares Sole None 4746 0 0 POLO RALPH LAUREN CORP EQUITIES 731572103 82.1576 595 Shares Sole None 595 0 0 PPG INDUSTRIES INC EQUITIES 693506107 123.39822 1478 Shares Sole None 1478 0 0 PRAXAIR INC EQUITIES 74005P104 303.7029 2841 Shares Sole None 2841 0 0 PRICELINE COM INC COM NEW EQUITIES 741503403 27.12718 58 Shares Sole None 58 0 0 PRINCIPAL FINANCIAL GRP, INC. EQUITIES 74251V102 72.7914 2959 Shares Sole None 2959 0 0 PROCTER & GAMBLE CO EQUITIES 742718109 803.5349 12047 Shares Sole None 12047 0 0 PROGRESS ENERGY INC EQUITIES 743263100 149.51738 2669 Shares Sole None 2669 0 0 PROGRESSIVE CORP-OHIO EQUITIES 743315103 117.70383 6033 Shares Sole None 6033 0 0 PRUDENTIAL FINANCIAL, INC. EQUITIES 744320102 223.58532 4461 Shares Sole None 4461 0 0 PUBLIC SERVICE ENTRP EQUITIES 744573106 154.58583 4683 Shares Sole None 4683 0 0 PUBLIC STORAGE INC EQUITIES 74460D109 175.60476 1306 Shares Sole None 1306 0 0 QUALCOMM INC EQUITIES 747525103 388.6982 7106 Shares Sole None 7106 0 0 QUEST DIAGNOSTICS INC EQUITIES 74834L100 84.01282 1447 Shares Sole None 1447 0 0 RAYTHEON COMPANY EQUITIES 755111507 158.4445 3275 Shares Sole None 3275 0 0 REGIONS FINANCIAL CORP (NEW) EQUITIES 7591EP100 51.4452 11964 Shares Sole None 11964 0 0 REYNOLDS AMERICAN, INC EQUITIES 761713106 129.35466 3123 Shares Sole None 3123 0 0 ROBERT HALF INTERNATIONAL INC EQUITIES 770323103 40.21398 1413 Shares Sole None 1413 0 0 ROCKWELL AUTOMATION, INC EQUITIES 773903109 97.65547 1331 Shares Sole None 1331 0 0 ROCKWELL COLLINS INC EQUITIES 197677101 79.40058 1434 Shares Sole None 1434 0 0 ROPER INDS INC NEW COM EQUITIES 776696106 78.26987 901 Shares Sole None 901 0 0 ROSS STORES INC EQUITIES 778296103 99.90806 2102 Shares Sole None 2102 0 0 SAFEWAY INC EQUITIES 786514200 70.98896 3374 Shares Sole None 3374 0 0 SAIC INC EQUITIES 78390X101 31.954 2600 Shares Sole None 2600 0 0 SANDISK CORP EQUITIES 80004C101 102.55364 2084 Shares Sole None 2084 0 0 SARA LEE CORP EQUITIES 803111103 103.9654 5495 Shares Sole None 5495 0 0 SCHLUMBERGER LTD EQUITIES 806857108 409.92831 6001 Shares Sole None 6001 0 0 SCHWAB CHARLES CORP NEW EQUITIES 808513105 108.98554 9679 Shares Sole None 9679 0 0 SEALED AIR CORP EQUITIES 81211K100 25.69453 1493 Shares Sole None 1493 0 0 SEARS HOLDINGS CORP EQUITIES 812350106 12.48954 393 Shares Sole None 393 0 0 SEMPRA ENERGY EQUITIES 816851109 122.815 2233 Shares Sole None 2233 0 0 SHERWIN-WILLIAMS CO EQUITIES 824348106 72.3087 810 Shares Sole None 810 0 0 SIGMA-ALDRICH EQUITIES 826552101 71.57916 1146 Shares Sole None 1146 0 0 SMUCKER (JM) CO. EQUITIES 832696400 83.6419 1070 Shares Sole None 1070 0 0 SNAP-ON INC EQUITIES 833034101 27.48666 543 Shares Sole None 543 0 0 SOUTHERN CO EQUITIES 842587107 357.17364 7716 Shares Sole None 7716 0 0 SPECTRA ENERGY CORP EQUITIES 847560109 182.163 5924 Shares Sole None 5924 0 0 STAPLES INC. EQUITIES 855030100 90.39612 6508 Shares Sole None 6508 0 0 STARBUCKS CORP EQUITIES 855244109 324.04843 7043 Shares Sole None 7043 0 0 STARWOOD HOTELS & RESORTS EQUITIES 85590A401 86.44194 1802 Shares Sole None 1802 0 0 STATE STREET CORP EQUITIES 857477103 189.81979 4709 Shares Sole None 4709 0 0 STRYKER CORP EQUITIES 863667101 156.5865 3150 Shares Sole None 3150 0 0 SUNTRUST BANKS INC EQUITIES 867914103 88.1106 4978 Shares Sole None 4978 0 0 SYMANTEE CORP EQUITIES 871503108 109.03355 6967 Shares Sole None 6967 0 0 SYSCO CORP EQUITIES 871829107 155.94761 5317 Shares Sole None 5317 0 0 T.ROWE PRICE GROUP EQUITIES 74144T100 136.5661 2398 Shares Sole None 2398 0 0 TECO ENERGY, INC. EQUITIES 872375100 37.64838 1967 Shares Sole None 1967 0 0 TEXAS INSTRUMENTS INC EQUITIES 882508104 301.60871 10361 Shares Sole None 10361 0 0 TEXTRON INC EQUITIES 883203101 47.01312 2544 Shares Sole None 2544 0 0 TIFFANY & CO NEW EQUITIES 886547108 77.45794 1169 Shares Sole None 1169 0 0 TIME WARNER INC NEW EQUITIES 887317303 359.44844 9946 Shares Sole None 9946 0 0 TJX COMPANIES INC EQUITIES 872540109 228.7652 3544 Shares Sole None 3544 0 0 TORCHMARK CORP EQUITIES 891027104 41.82796 964 Shares Sole None 964 0 0 TOTAL SYS SVCS INC EQUITIES 891906109 28.934 1480 Shares Sole None 1480 0 0 TRAVELERS COS INC EQUITIES 8.94E+113 227.03529 3837 Shares Sole None 3837 0 0 TYCO INTERNATIONAL LTD EQUITIES G9143X208 199.17144 4264 Shares Sole None 4264 0 0 TYSON FOODS INC EQUITIES 902494103 57.93648 2807 Shares Sole None 2807 0 0 UNITED PARCEL SERVICE, INC. EQUITIES 911312106 666.68771 9109 Shares Sole None 9109 0 0 UNITED TECHNOLOGIES CORP EQUITIES 913017109 620.82646 8494 Shares Sole None 8494 0 0 UNITEDHEALTH GROUP INC EQUITIES 91324P100 237.63852 4689 Shares Sole None 4689 0 0 UNUM CORP EQUITIES 91529Y108 59.60703 2829 Shares Sole None 2829 0 0 URBAN OUTFITTERS INC COM EQUITIES 917047102 31.33572 1137 Shares Sole None 1137 0 0 US BANCORP EQUITIES 902973304 484.49255 17911 Shares Sole None 17911 0 0 VALERO ENERGY CORP EQUITIES 91913Y100 113.249 5380 Shares Sole None 5380 0 0 VARIAN MEDICAL SYSTEMS INC EQUITIES 92220P105 75.31986 1122 Shares Sole None 1122 0 0 VENTAS INC EQUITIES 92276F100 151.77289 2753 Shares Sole None 2753 0 0 VERISIGN INC EQUITIES 9.23E+106 63.18868 1769 Shares Sole None 1769 0 0 VERIZON COMMS EQUITIES 92343V100 483.08484 12044 Shares Sole None 12044 0 0 VIACOM INC NEW CL B EQUITIES 92553P201 248.21106 5466 Shares Sole None 5466 0 0 VORNADO RLTY TR EQUITIES 929042109 118.21068 1538 Shares Sole None 1538 0 0 WAL MART STORES EQUITIES 931142103 487.76112 8162 Shares Sole None 8162 0 0 WALGREEN CO EQUITIES 931422109 276.77832 8372 Shares Sole None 8372 0 0 WASHINGTON POST-CLASS B EQUITIES 939640108 18.4632 49 Shares Sole None 49 0 0 WASTE MANAGEMENT EQUITIES 94106L109 142.68102 4362 Shares Sole None 4362 0 0 WATERS CORP EQUITIES 941848103 62.42415 843 Shares Sole None 843 0 0 WATSON PHARMACEUTICALS INC EQUITIES 942683103 71.38222 1183 Shares Sole None 1183 0 0 WELLPOINT HEALTH EQUITIES 94973H100 220.41375 3327 Shares Sole None 3327 0 0 WELLS FARGO & CO EQUITIES 949746101 744.23024 27004 Shares Sole None 27004 0 0 WESTERN DIGITAL CORP EQUITIES 958102105 64.1284 2072 Shares Sole None 2072 0 0 WESTERN UNION CORP EQUITIES 958102105 106.60188 5838 Shares Sole None 5838 0 0 WEYERHAEUSER CO EQUITIES 962166104 94.30217 5051 Shares Sole None 5051 0 0 WHIRLPOOL CORP EQUITIES 963320106 34.0691 718 Shares Sole None 718 0 0 WHOLE FOODS MKT INC EQUITIES 966837106 94.55922 1359 Shares Sole None 1359 0 0 WINDSTREAM CORP EQUITIES 97381W104 55.24844 4706 Shares Sole None 4706 0 0 WYNDHAM WORLDWIDE CORP EQUITIES 98310W108 59.73357 1579 Shares Sole None 1579 0 0 XEROX CORP EQUITIES 984121103 105.69288 13278 Shares Sole None 13278 0 0 XL GROUP PLC EQUITIES G98290102 60.57528 3064 Shares Sole None 3064 0 0 XYLEM INC/NY EQUITIES 98419M100 43.90421 1709 Shares Sole None 1709 0 0 ZIMMER HOLDINGS, INC EQUITIES 98956P100 98.72016 1848 Shares Sole None 1848 0 0 ZIONS BANCORPORATION EQUITIES 989701107 27.62716 1697 Shares Sole None 1697 0 0