13F-HR 1 f13hr-03312012.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: 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: 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 May 18, 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: $80009 (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 AFLAC CORP EQUITIES 1055102 200.60838 4362 Shares Sole None 4362 0 0 AGL RESOURCES INC EQUITIES 1204106 13.76622 351 Shares Sole None 351 0 0 ABBOTT LABORATORIES EQUITIES 2824100 411.37848 6712 Shares Sole None 6712 0 0 ABERCROMBIE & FITCH CO-CL A EQUITIES 2896207 39.29112 792 Shares Sole None 792 0 0 AIR PRODUCTS & CHEMICALS INC EQUITIES 9158106 184.7934 2013 Shares Sole None 2013 0 0 ALLERGAN INC EQUITIES 18490100 274.07496 2872 Shares Sole None 2872 0 0 ALLSTATE CORP EQUITIES 20002101 156.73212 4761 Shares Sole None 4761 0 0 ALTERA CORP EQUITIES 21441100 113.32772 2846 Shares Sole None 2846 0 0 AMAZON.COM INC EQUITIES 23135106 316.92815 1565 Shares Sole None 1565 0 0 AMEREN CORP EQUITIES 23608102 72.19728 2216 Shares Sole None 2216 0 0 AMERICAN ELECTRIC POWER EQUITIES 25537101 171.52668 4446 Shares Sole None 4446 0 0 AMERICAN EXPRESS EQUITIES 25816109 542.66894 9379 Shares Sole None 9379 0 0 AMERICAN INTERNATIONAL GROUP EQUITIES 26874107 59.5019 1930 Shares Sole None 1930 0 0 AMGEN INC EQUITIES 31162100 587.53268 8644 Shares Sole None 8644 0 0 AMPHENOL CORP- CL A EQUITIES 32095101 98.44119 1647 Shares Sole None 1647 0 0 ANADARKO PETROLEUM CORP EQUITIES 32511107 62.04528 792 Shares Sole None 792 0 0 ANALOG DEVICES EQUITIES 32654105 109.5244 2711 Shares Sole None 2711 0 0 AON CORP EQUITIES 37389103 152.92002 3117 Shares Sole None 3117 0 0 APPLE COMPUTER INC EQUITIES 37833100 2831.02788 4722 Shares Sole None 4722 0 0 AUTODESK INC EQUITIES 52769106 87.3908 2065 Shares Sole None 2065 0 0 AUTOMATIC DATA PROCESSING EQUITIES 53015103 252.7702 4580 Shares Sole None 4580 0 0 AVERY DENNISON CORP EQUITIES 53611109 30.00948 996 Shares Sole None 996 0 0 AVON PRODUCTS EQUITIES 54303102 77.30448 3993 Shares Sole None 3993 0 0 BB&T CORP EQUITIES 54937107 201.36685 6415 Shares Sole None 6415 0 0 BMC SOFTWARE EQUITIES 55921100 65.32405 1627 Shares Sole None 1627 0 0 BAKER-HUGHES INC EQUITIES 57224107 17.78256 424 Shares Sole None 424 0 0 BALL CORP EQUITIES 58498106 67.3216 1570 Shares Sole None 1570 0 0 BANK OF AMERICA CORP EQUITIES 60505104 778.22283 81319 Shares Sole None 81319 0 0 BANK OF NEW YORK MELLON CORP EQUITIES 64057102 274.1168 11360 Shares Sole None 11360 0 0 BARD (C.R.) INC EQUITIES 67383109 80.4568 815 Shares Sole None 815 0 0 BAXTER INTERNATIONAL INC EQUITIES 71813109 318.86652 5334 Shares Sole None 5334 0 0 BEAM INC EQUITIES 73730103 84.22366 1438 Shares Sole None 1438 0 0 BECTON DICKINSON & CO EQUITIES 75887109 159.41545 2053 Shares Sole None 2053 0 0 BED BATH & BEYOND INC EQUITIES 75896100 147.25903 2239 Shares Sole None 2239 0 0 BEMIS CO EQUITIES 81437105 31.90252 988 Shares Sole None 988 0 0 BERKSHIRE HATHAWAY CL B EQUITIES 84670207 597.34515 7361 Shares Sole None 7361 0 0 BEST BUY CO INC EQUITIES 86516101 67.32224 2843 Shares Sole None 2843 0 0 BIG LOTS INC COM EQUITIES 89302100 29.98494 697 Shares Sole None 697 0 0 BOEING CO EQUITIES 97023105 234.48861 3153 Shares Sole None 3153 0 0 BRISTOL MYERS SQUIBB EQUITIES 110122108 530.44875 15717 Shares Sole None 15717 0 0 BROWN-FORMAN CL B EQUITIES 115637209 80.63813 967 Shares Sole None 967 0 0 CBS CORP NEW CL B EQUITIES 124857202 214.1463 6317 Shares Sole None 6317 0 0 CIGNA CORP EQUITIES 125509109 125.04575 2539 Shares Sole None 2539 0 0 CSX CORP EQUITIES 126408103 223.33456 10378 Shares Sole None 10378 0 0 CVS CORP EQUITIES 126650100 502.7456 11222 Shares Sole None 11222 0 0 CAMPBELL SOUP CO EQUITIES 134429109 57.91735 1711 Shares Sole None 1711 0 0 CARNIVAL CORP. EQUITIES 143658300 126.45936 3942 Shares Sole None 3942 0 0 CATERPILLAR INC EQUITIES 149123101 302.19724 2837 Shares Sole None 2837 0 0 CENTURYTEL INC EQUITIES 156700106 218.10195 5643 Shares Sole None 5643 0 0 CHEVRONTEXACO CORP. EQUITIES 166764100 2009.97308 18748 Shares Sole None 18748 0 0 CHUBB CORP EQUITIES 171232101 186.25145 2695 Shares Sole None 2695 0 0 CINCINNATI FINANCIAL CORP EQUITIES 172062101 51.97206 1506 Shares Sole None 1506 0 0 CINTAS CORP EQUITIES 172908105 40.43974 1034 Shares Sole None 1034 0 0 CITIGROUP EQUITIES 172967424 848.97036 23234 Shares Sole None 23234 0 0 CITRIX SYSTEMS INC EQUITIES 177376100 138.72378 1758 Shares Sole None 1758 0 0 CLOROX CO/DE EQUITIES 189054109 84.76875 1233 Shares Sole None 1233 0 0 COACH INC EQUITIES 189754104 205.64208 2661 Shares Sole None 2661 0 0 COCA-COLA CO EQUITIES 191216100 1579.66944 21344 Shares Sole None 21344 0 0 COGNIZANT TECH SOLUTIONS-A EQUITIES 192446102 214.61355 2789 Shares Sole None 2789 0 0 ROCKWELL COLLINS INC EQUITIES 197677101 82.54104 1434 Shares Sole None 1434 0 0 COMERICA INC EQUITIES 200340107 58.63632 1812 Shares Sole None 1812 0 0 COMPUTER SCIENCES CORP EQUITIES 205363104 43.35312 1448 Shares Sole None 1448 0 0 COMPUWARE CORP. EQUITIES 205638109 18.41676 2004 Shares Sole None 2004 0 0 CONAGRA INC EQUITIES 205887102 101.31108 3858 Shares Sole None 3858 0 0 CONSOLIDATED EDISON INC EQUITIES 209115104 156.09824 2672 Shares Sole None 2672 0 0 CORNING INC EQUITIES 219350105 213.55136 15167 Shares Sole None 15167 0 0 COVENTRY HEALTH CARE INC EQUITIES 222862104 49.33559 1387 Shares Sole None 1387 0 0 CUMMINS, INC. EQUITIES 231021106 221.35376 1844 Shares Sole None 1844 0 0 DTE ENERGY CO EQUITIES 233331107 85.07638 1546 Shares Sole None 1546 0 0 DANAHER CORP. EQUITIES 235851100 276.64 4940 Shares Sole None 4940 0 0 DARDEN RESTAURANTS INC EQUITIES 237194105 64.81972 1267 Shares Sole None 1267 0 0 DELL COMPUTER CORP EQUITIES 247025109 250.54218 15102 Shares Sole None 15102 0 0 DENTSPLY INTERNATIONAL INC EQUITIES 249030107 54.33602 1354 Shares Sole None 1354 0 0 DEVRY INC EQUITIES 251893103 18.75844 554 Shares Sole None 554 0 0 DIRECTV GROUP INC EQUITIES 254596106 350.0673 7095 Shares Sole None 7095 0 0 DISNEY (WALT) COMPANY EQUITIES 254687106 767.98876 17542 Shares Sole None 17542 0 0 DONNELLEY RR & SONS CO EQUITIES 257867101 21.59577 1743 Shares Sole None 1743 0 0 DOVER CORP EQUITIES 260003108 112.6626 1790 Shares Sole None 1790 0 0 DOW CHEMICAL EQUITIES 260543103 386.51312 11158 Shares Sole None 11158 0 0 DU PONT (E I) DE NEMOURS EQUITIES 263534109 467.9005 8845 Shares Sole None 8845 0 0 DUN & BRADSTREET CORP EQUITIES 264830100 38.63688 456 Shares Sole None 456 0 0 E TRADE FINANCIAL CORP EQUITIES 269246104 26.22525 2395 Shares Sole None 2395 0 0 EASTMAN CHEMICAL CO EQUITIES 277432100 69.98826 1354 Shares Sole None 1354 0 0 EBAY, INC. EQUITIES 278642103 397.5237 10773 Shares Sole None 10773 0 0 ECOLAB INC EQUITIES 278865100 136.77152 2216 Shares Sole None 2216 0 0 ELECTRONIC ARTS, INC. EQUITIES 285512109 49.81767 3022 Shares Sole None 3022 0 0 EQUIFAX INC EQUITIES 294429105 50.50066 1141 Shares Sole None 1141 0 0 EXPEDITORS INTL WASH INC EQUITIES 302130109 93.11302 2002 Shares Sole None 2002 0 0 FLIR SYS INC EQUITIES 302445101 36.21861 1431 Shares Sole None 1431 0 0 FMC CORP EQUITIES 302491303 71.56136 676 Shares Sole None 676 0 0 FAMILY DOLLAR STORES INC EQUITIES 307000109 71.8228 1135 Shares Sole None 1135 0 0 FASTENAL CO EQUITIES 311900104 144.3388 2668 Shares Sole None 2668 0 0 FED INVESTORS EQUITIES 314211103 19.00368 848 Shares Sole None 848 0 0 FIFTH THIRD BANCORP EQUITIES 316773100 119.25576 8494 Shares Sole None 8494 0 0 FIRST HORIZON NATL CORP EQUITIES 320517105 25.8981 2495 Shares Sole None 2495 0 0 FISERV, INC EQUITIES 337738100 92.91321 1339 Shares Sole None 1339 0 0 FIRST ENERGY CORP EQUITIES 337932107 176.29653 3867 Shares Sole None 3867 0 0 FLUOR CORP EQUITIES 343412102 99.00596 1649 Shares Sole None 1649 0 0 FORD MOTOR CO EQUITIES 345370860 131.97001 10583 Shares Sole None 10583 0 0 FOREST LABORATORIES INC EQUITIES 345838106 93.76707 2703 Shares Sole None 2703 0 0 FRANKLIN RESOURCES INC EQUITIES 354613101 164.33975 1325 Shares Sole None 1325 0 0 GAP INC EQUITIES 364760108 91.7514 3510 Shares Sole None 3510 0 0 GENERAL DYNAMICS CORP EQUITIES 369550108 254.40846 3467 Shares Sole None 3467 0 0 GENERAL ELECTRIC CO EQUITIES 369604103 1333.73178 66454 Shares Sole None 66454 0 0 GENERAL MILLS INC EQUITIES 370334104 233.18895 5911 Shares Sole None 5911 0 0 GENUINE PARTS CO EQUITIES 372460105 91.7405 1462 Shares Sole None 1462 0 0 GILEAD SCIENCES INC EQUITIES 375558103 363.61612 7442 Shares Sole None 7442 0 0 GOODRICH CORPORATION EQUITIES 382388106 147.26656 1174 Shares Sole None 1174 0 0 GRAINGER (W W) INC EQUITIES 384802104 114.06411 531 Shares Sole None 531 0 0 HALLIBURTON CO EQUITIES 406216101 290.34612 8748 Shares Sole None 8748 0 0 HARLEY-DAVIDSON INC EQUITIES 412822108 109.64472 2234 Shares Sole None 2234 0 0 HARMAN INTERNATIONAL EQUITIES 413086109 30.4265 650 Shares Sole None 650 0 0 HARTFORD FINL SVCS GRP INC EQUITIES 416515104 85.901 4075 Shares Sole None 4075 0 0 HASBRO INC EQUITIES 418056107 46.19376 1258 Shares Sole None 1258 0 0 HEINZ (H J) CO EQUITIES 423074103 163.59525 3055 Shares Sole None 3055 0 0 HELMERICH & PAYNE EQUITIES 423452101 53.7342 996 Shares Sole None 996 0 0 HERSHEY FOODS CORP EQUITIES 427866108 87.82456 1432 Shares Sole None 1432 0 0 HEWLETT- PACKARD (NEW) EQUITIES 428236100 475.12254 19938 Shares Sole None 19938 0 0 HOME DEPOT INC EQUITIES 437076102 730.60182 14522 Shares Sole None 14522 0 0 HONEYWELL INC EQUITIES 438506107 454.39515 7443 Shares Sole None 7443 0 0 HORMEL FOODS CORP EQUITIES 440452100 38.376 1300 Shares Sole None 1300 0 0 HUMANA INC EQUITIES 444859102 145.28608 1571 Shares Sole None 1571 0 0 ITT INDUSTRIES INC EQUITIES 450911201 19.59076 854 Shares Sole None 854 0 0 ILLINOIS TOOL WORKS EQUITIES 452308109 270.57744 4737 Shares Sole None 4737 0 0 INTEL CORP EQUITIES 458140100 1329.94032 47312 Shares Sole None 47312 0 0 INTERNATIONAL BUSINESS MACHINE EQUITIES 459200101 1091.44815 5231 Shares Sole None 5231 0 0 INTERNATIONAL FLAVORS & FRAGRA EQUITIES 459506101 43.8914 749 Shares Sole None 749 0 0 INTERNATIONAL GAME TECH EQUITIES 459902100 47.8515 2850 Shares Sole None 2850 0 0 INTERNATIONAL PAPER CO EQUITIES 460146103 145.4193 4143 Shares Sole None 4143 0 0 INTERPUBLIC GROUP OF COS EQUITIES 460690100 52.72561 4621 Shares Sole None 4621 0 0 INTUIT, INC. EQUITIES 461202100 150.0992 2495 Shares Sole None 2495 0 0 JACOBS ENGINEERING GROUP INC EQUITIES 469814107 31.45833 709 Shares Sole None 709 0 0 JOHNSON & JOHNSON EQUITIES 478160104 1678.2956 25448 Shares Sole None 25448 0 0 KLA-TENCOR CORP EQUITIES 482480100 80.65044 1482 Shares Sole None 1482 0 0 KELLOGG CO EQUITIES 487836108 125.60146 2342 Shares Sole None 2342 0 0 KEYCORP EQUITIES 493267108 74.8595 8807 Shares Sole None 8807 0 0 KOHLS CORP. EQUITIES 500255100 127.52647 2549 Shares Sole None 2549 0 0 KROGER CO EQUITIES 501044101 143.00546 5902 Shares Sole None 5902 0 0 LSI LOGIC CORP EQUITIES 502161102 46.98484 5413 Shares Sole None 5413 0 0 L-3 COMMUNICATIONS HLDGS INC EQUITIES 502424104 69.21306 978 Shares Sole None 978 0 0 LAUDER ESTEE COS INC EQUITIES 518439104 132.92324 2146 Shares Sole None 2146 0 0 LEGGETT & PLATT INC EQUITIES 524660107 31.08651 1351 Shares Sole None 1351 0 0 LEGG MASON INC EQUITIES 524901105 38.31996 1372 Shares Sole None 1372 0 0 LEUCADIA NATIONAL CORP EQUITIES 527288104 47.763 1830 Shares Sole None 1830 0 0 LEXMARK INTERNATION NEW CL A EQUITIES 529771107 24.06576 724 Shares Sole None 724 0 0 LILLY (ELI) & CO EQUITIES 532457108 382.47 9500 Shares Sole None 9500 0 0 LIMITED BRANDS, INC EQUITIES 532716107 109.68 2285 Shares Sole None 2285 0 0 LINCOLN NATIONAL CORP EQUITIES 534187109 78.57916 2981 Shares Sole None 2981 0 0 LINEAR TECHNOLGY CORP EQUITIES 535678106 67.9392 2016 Shares Sole None 2016 0 0 LOWES COS EQUITIES 548661107 380.29422 12119 Shares Sole None 12119 0 0 MARRIOTT INTL INC EQUITIES 571903103 100.56745 2657 Shares Sole None 2657 0 0 MASCO CORP EQUITIES 574599106 45.87247 3431 Shares Sole None 3431 0 0 MATTEL INC EQUITIES 577081102 108.18475 3215 Shares Sole None 3215 0 0 MCCORMICK & COMPANY EQUITIES 579780206 67.38434 1238 Shares Sole None 1238 0 0 MCDONALDS CORP EQUITIES 580135101 443.9025 4525 Shares Sole None 4525 0 0 MCGRAW HILL COMPANIES EQUITIES 580645109 134.84354 2782 Shares Sole None 2782 0 0 MEADWESTVACO CORPORATION EQUITIES 583334107 50.07015 1585 Shares Sole None 1585 0 0 MICROSOFT CORP EQUITIES 594918104 2203.836 68336 Shares Sole None 68336 0 0 MICROCHIP TECHNOLOGY INC EQUITIES 595017104 63.4632 1706 Shares Sole None 1706 0 0 MOLEX INC EQUITIES 608554101 37.09028 1319 Shares Sole None 1319 0 0 MOODYS CORP EQUITIES 615369100 77.3377 1837 Shares Sole None 1837 0 0 MURPHY OIL CORP EQUITIES 626717102 101.90497 1811 Shares Sole None 1811 0 0 MYLAN LABORATORIES, INC EQUITIES 628530107 93.4717 3986 Shares Sole None 3986 0 0 NYSE EURONEXT EQUITIES 629491101 74.27475 2475 Shares Sole None 2475 0 0 NATIONAL OILWELL VARCO INC EQUITIES 637071101 243.49608 3064 Shares Sole None 3064 0 0 NEWELL RUBBERMAID INC EQUITIES 651229100 49.3416 2772 Shares Sole None 2772 0 0 NIKE INC -CL B EQUITIES 654106103 378.13028 3487 Shares Sole None 3487 0 0 NOBLE ENERGY INC EQUITIES 655044105 164.07484 1678 Shares Sole None 1678 0 0 NORDSTROM INC EQUITIES 655664100 84.24864 1512 Shares Sole None 1512 0 0 NORFOLK SOUTHERN CORP EQUITIES 655844108 216.97568 3296 Shares Sole None 3296 0 0 NORTHEAST UTILITIES EQUITIES 664397106 60.4893 1630 Shares Sole None 1630 0 0 NORTHERN TRUST CORP EQUITIES 665859104 105.76605 2229 Shares Sole None 2229 0 0 NORTHROP GRUMMAN CORP EQUITIES 666807102 155.4486 2545 Shares Sole None 2545 0 0 NOVELLUS SYSTEMS INC EQUITIES 670008101 30.59483 613 Shares Sole None 613 0 0 OCCIDENTAL PETROLEUM CORP EQUITIES 674599105 736.03267 7729 Shares Sole None 7729 0 0 OMNICOM GROUP EQUITIES 681919106 130.93025 2585 Shares Sole None 2585 0 0 ONEOK INC EQUITIES 682680103 82.55826 1011 Shares Sole None 1011 0 0 ORCHARD SUPPLY HDWE STORE EQUITIES 685691404 0.35105 17 Shares Sole None 17 0 0 ORCHARD SUPPLY HARDWARE EQUITIES 685691503 0.03553 17 Shares Sole None 17 0 0 PNC BANK CORP EQUITIES 693475105 306.02208 4746 Shares Sole None 4746 0 0 PPG INDUSTRIES INC EQUITIES 693506107 141.5924 1478 Shares Sole None 1478 0 0 PARKER-HANNIFIN CORP EQUITIES 701094104 131.47525 1555 Shares Sole None 1555 0 0 PAYCHEX INC EQUITIES 704326107 92.31921 2979 Shares Sole None 2979 0 0 PEABODY ENERGY CORP EQUITIES 704549104 73.64528 2543 Shares Sole None 2543 0 0 PENNEY J C CO EQUITIES 708160106 69.33651 1957 Shares Sole None 1957 0 0 PEOPLES UNITED FINANCIAL EQUITIES 712704105 44.33373 3351 Shares Sole None 3351 0 0 PEPCO HOLDINGS INC EQUITIES 713291102 39.57455 2095 Shares Sole None 2095 0 0 PEPSICO INC EQUITIES 713448108 972.14636 14654 Shares Sole None 14654 0 0 PFIZER INC EQUITIES 717081103 1677.14856 74079 Shares Sole None 74079 0 0 PHILIP MORRIS INTL INC EQUITIES 718172109 694.25935 7835 Shares Sole None 7835 0 0 PINNACLE WEST CAPITAL EQUITIES 723484101 48.7622 1018 Shares Sole None 1018 0 0 PITNEY BOWES INC EQUITIES 724479100 33.01403 1879 Shares Sole None 1879 0 0 POLO RALPH LAUREN CORP EQUITIES 731572103 103.72635 595 Shares Sole None 595 0 0 PRICELINE COM INC COM NEW EQUITIES 741503403 41.615 58 Shares Sole None 58 0 0 PROCTER & GAMBLE CO EQUITIES 742718109 809.5584 12047 Shares Sole None 12047 0 0 PROGRESS ENERGY INC EQUITIES 743263100 141.75059 2669 Shares Sole None 2669 0 0 PROGRESSIVE CORP-OHIO EQUITIES 743315103 139.84494 6033 Shares Sole None 6033 0 0 PRUDENTIAL FINANCIAL, INC. EQUITIES 744320102 282.78279 4461 Shares Sole None 4461 0 0 PUBLIC SERVICE ENTRP EQUITIES 744573106 143.34663 4683 Shares Sole None 4683 0 0 QUALCOMM INC EQUITIES 747525103 483.63436 7106 Shares Sole None 7106 0 0 RAYTHEON COMPANY EQUITIES 755111507 172.8545 3275 Shares Sole None 3275 0 0 REYNOLDS AMERICAN, INC EQUITIES 761713106 129.41712 3123 Shares Sole None 3123 0 0 ROBERT HALF INTERNATIONAL INC EQUITIES 770323103 42.8139 1413 Shares Sole None 1413 0 0 ROCKWELL AUTOMATION, INC EQUITIES 773903109 106.0807 1331 Shares Sole None 1331 0 0 ROPER INDS INC NEW COM EQUITIES 776696106 89.34316 901 Shares Sole None 901 0 0 ROSS STORES INC EQUITIES 778296103 122.1262 2102 Shares Sole None 2102 0 0 SAFEWAY INC EQUITIES 786514200 68.18854 3374 Shares Sole None 3374 0 0 SARA LEE CORP EQUITIES 803111103 118.30735 5495 Shares Sole None 5495 0 0 SCHLUMBERGER LTD EQUITIES 806857108 419.64993 6001 Shares Sole None 6001 0 0 SCHWAB CHARLES CORP NEW EQUITIES 808513105 139.08723 9679 Shares Sole None 9679 0 0 SEARS HOLDINGS CORP EQUITIES 812350106 26.03625 393 Shares Sole None 393 0 0 SEMPRA ENERGY EQUITIES 816851109 133.89068 2233 Shares Sole None 2233 0 0 SHERWIN-WILLIAMS CO EQUITIES 824348106 88.0227 810 Shares Sole None 810 0 0 SIGMA-ALDRICH EQUITIES 826552101 83.72676 1146 Shares Sole None 1146 0 0 SMUCKER (JM) CO. EQUITIES 832696400 87.0552 1070 Shares Sole None 1070 0 0 SNAP-ON INC EQUITIES 833034101 33.10671 543 Shares Sole None 543 0 0 SOUTHERN CO EQUITIES 842587107 346.67988 7716 Shares Sole None 7716 0 0 SPECTRA ENERGY CORP EQUITIES 847560109 186.9022 5924 Shares Sole None 5924 0 0 STAPLES INC. EQUITIES 855030100 105.36452 6508 Shares Sole None 6508 0 0 STARBUCKS CORP EQUITIES 855244109 393.63327 7043 Shares Sole None 7043 0 0 STATE STREET CORP EQUITIES 857477103 214.2595 4709 Shares Sole None 4709 0 0 STRYKER CORP EQUITIES 863667101 174.762 3150 Shares Sole None 3150 0 0 SUNTRUST BANKS INC EQUITIES 867914103 120.31826 4978 Shares Sole None 4978 0 0 SYMANTEE CORP EQUITIES 871503108 130.2829 6967 Shares Sole None 6967 0 0 SYSCO CORP EQUITIES 871829107 158.76562 5317 Shares Sole None 5317 0 0 TECO ENERGY, INC. EQUITIES 872375100 34.52085 1967 Shares Sole None 1967 0 0 TJX COMPANIES INC EQUITIES 872540109 281.46448 7088 Shares Sole None 7088 0 0 TEXAS INSTRUMENTS INC EQUITIES 882508104 348.23321 10361 Shares Sole None 10361 0 0 TEXTRON INC EQUITIES 883203101 70.79952 2544 Shares Sole None 2544 0 0 TIFFANY & CO NEW EQUITIES 886547108 80.81297 1169 Shares Sole None 1169 0 0 TIME WARNER INC NEW EQUITIES 887317303 375.4615 9946 Shares Sole None 9946 0 0 TORCHMARK CORP EQUITIES 891027104 48.0554 964 Shares Sole None 964 0 0 TOTAL SYS SVCS INC EQUITIES 891906109 34.1436 1480 Shares Sole None 1480 0 0 TYSON FOODS INC EQUITIES 902494103 53.72598 2807 Shares Sole None 2807 0 0 MARATHON OIL CORP EQUITIES 902905827 217.0499 6847 Shares Sole None 6847 0 0 US BANCORP EQUITIES 902973304 567.42048 17911 Shares Sole None 17911 0 0 UNITED PARCEL SERVICE, INC. EQUITIES 911312106 735.27848 9109 Shares Sole None 9109 0 0 UNITED TECHNOLOGIES CORP EQUITIES 913017109 704.49236 8494 Shares Sole None 8494 0 0 URBAN OUTFITTERS INC COM EQUITIES 917047102 33.09807 1137 Shares Sole None 1137 0 0 VORNADO RLTY TR EQUITIES 929042109 129.4996 1538 Shares Sole None 1538 0 0 WAL MART STORES EQUITIES 931142103 499.5144 8162 Shares Sole None 8162 0 0 WALGREEN CO EQUITIES 931422109 280.37828 8372 Shares Sole None 8372 0 0 WASHINGTON POST-CLASS B EQUITIES 939640108 18.3015 49 Shares Sole None 49 0 0 WATERS CORP EQUITIES 941848103 78.11238 843 Shares Sole None 843 0 0 WATSON PHARMACEUTICALS INC EQUITIES 942683103 79.33198 1183 Shares Sole None 1183 0 0 WELLS FARGO & CO EQUITIES 949746101 921.91656 27004 Shares Sole None 27004 0 0 WESTERN DIGITAL CORP EQUITIES 958102105 85.76008 2072 Shares Sole None 2072 0 0 WESTERN UNION CORP EQUITIES 958102105 102.7488 5838 Shares Sole None 5838 0 0 WEYERHAEUSER CO EQUITIES 962166104 110.71792 5051 Shares Sole None 5051 0 0 WHIRLPOOL CORP EQUITIES 963320106 55.18548 718 Shares Sole None 718 0 0 WHOLE FOODS MKT INC EQUITIES 966837106 113.0688 1359 Shares Sole None 1359 0 0 XEROX CORP EQUITIES 984121103 107.15346 13278 Shares Sole None 13278 0 0 ZIONS BANCORPORATION EQUITIES 989701107 36.41762 1697 Shares Sole None 1697 0 0 VERISIGN INC EQUITIES 9.23E+106 67.84115 1769 Shares Sole None 1769 0 0 NEWS CORP-CL A EQUITIES 6.52E+108 413.18073 20963 Shares Sole None 20963 0 0 TRAVELERS COS INC EQUITIES 8.94E+113 227.1504 3837 Shares Sole None 3837 0 0 AES CORP EQUITIES 00130H105 80.13217 6131 Shares Sole None 6131 0 0 AT&T INC EQUITIES 00206R102 1685.82663 53981 Shares Sole None 53981 0 0 ADOBE SYSTEMS INC EQUITIES 00724F101 156.07619 4549 Shares Sole None 4549 0 0 AGLIENT TECHNOLOGIES, INC EQUITIES 00846U101 144.34593 3243 Shares Sole None 3243 0 0 ALTRIA GROUP, INC EQUITIES 02209S103 597.76668 19364 Shares Sole None 19364 0 0 AMERIPRISE FINL INC EQUITIES 03076C106 128.37111 2247 Shares Sole None 2247 0 0 ASSURANT INC EQUITIES 04621X108 35.802 884 Shares Sole None 884 0 0 AUTONATION, INC. EQUITIES 05329W102 20.62031 601 Shares Sole None 601 0 0 BIOGEN IDEC EQUITIES 09062X103 275.436 2186 Shares Sole None 2186 0 0 BLACKROCK INC COM STK EQUITIES 09247X101 192.4011 939 Shares Sole None 939 0 0 CB RICHARD ELLIS GROUP INC-A EQUITIES 12497T101 55.04968 2758 Shares Sole None 2758 0 0 C.H. ROBINSON WORLDWIDE INC EQUITIES 12541W209 97.49972 1489 Shares Sole None 1489 0 0 CME GROUP INC COM STK EQUITIES 12572Q105 175.33398 606 Shares Sole None 606 0 0 CA INC EQUITIES 12673P105 96.1844 3490 Shares Sole None 3490 0 0 CABLEVISION SYSTEMS-NY GRP- A EQUITIES 12686C109 32.06112 2184 Shares Sole None 2184 0 0 CAPITAL ONE FINANCIAL CORPORAT EQUITIES 14040H105 235.44576 4224 Shares Sole None 4224 0 0 CARDINAL HEALTH INC EQUITIES 14149Y108 107.04213 2483 Shares Sole None 2483 0 0 CISCO SYSTEMS INC EQUITIES 17275R102 499.563 23620 Shares Sole None 23620 0 0 CLIFFS NAT RES INC COM EQUITIES 18683K101 95.5788 1380 Shares Sole None 1380 0 0 COCA-COLA ENTERPRISES EQUITIES 19122T109 89.2892 3122 Shares Sole None 3122 0 0 COMCAST CORP EQUITIES 20030N100 765.22499 25499 Shares Sole None 25499 0 0 CONOCO PHILLIPS EQUITIES 20825C100 1001.50776 13176 Shares Sole None 13176 0 0 CONSTELLATION BRANDS -CL A EQUITIES 21036P108 38.56965 1635 Shares Sole None 1635 0 0 COSTCO WHOLESALE CORP. EQUITIES 22160K100 365.2884 4023 Shares Sole None 4023 0 0 D R HORTON INC EQUITIES 23331A109 39.73023 2619 Shares Sole None 2619 0 0 DAVITA INC EQUITIES 23918K108 80.61198 894 Shares Sole None 894 0 0 DIAMOND OFFSHORE DRILLING EQUITIES 25271C102 43.254 648 Shares Sole None 648 0 0 DISCOVERY COMMUNICATIONS- A EQUITIES 25470F104 133.8876 2646 Shares Sole None 2646 0 0 ENTERGY CORP EQUITIES 29364G103 110.208 1640 Shares Sole None 1640 0 0 EXELIS INC EQUITIES 30162A108 21.39668 1709 Shares Sole None 1709 0 0 EXPRESS SCRIPTS INC EQUITIES 30219G108 248.52366 4587 Shares Sole None 4587 0 0 EXXON MOBIL CORP. EQUITIES 30231G102 2760.44244 31828 Shares Sole None 31828 0 0 FEDEX CORP EQUITIES 31304N107 268.70712 2922 Shares Sole None 2922 0 0 FIDELITY NATIONAL INFORMATIO EQUITIES 31620M106 84.03318 2538 Shares Sole None 2538 0 0 FORTUNE BRANDS HOME & SEC EQUITIES 34964C106 31.73666 1438 Shares Sole None 1438 0 0 FREEPRT MCMOR COP&GLD -CL B EQUITIES 35671D857 113.169 2975 Shares Sole None 2975 0 0 FRONTIER COMMUNICATIONS CORP EQUITIES 35906A108 37.45077 8981 Shares Sole None 8981 0 0 GAMESTOP CORP NEW EQUITIES 36467W109 27.69312 1268 Shares Sole None 1268 0 0 GOLDMAN SACHS GROUP, INC. EQUITIES 38141G104 278.09132 2236 Shares Sole None 2236 0 0 GOOGLE INC EQUITIES 38259P508 689.97424 1076 Shares Sole None 1076 0 0 HEALTH CARE REIT INC EQUITIES 42217K106 90.73896 1651 Shares Sole None 1651 0 0 HOST HOTELS & RESORTS INC EQUITIES 44107P104 104.69392 6376 Shares Sole None 6376 0 0 INTEGRYS ENERGY GROUP INC EQUITIES 45822P105 37.99383 717 Shares Sole None 717 0 0 JP MORGAN CHASE & CO EQUITIES 46625H100 801.06356 17422 Shares Sole None 17422 0 0 JANUS CAPITAL GROUP INC EQUITIES 47102x105 15.147 1700 Shares Sole None 1700 0 0 KRAFT FOODS INC CL A EQUITIES 50075N104 621.69156 16356 Shares Sole None 16356 0 0 LABORATORY CRP OF AMER HLDGS EQUITIES 50540R409 86.963 950 Shares Sole None 950 0 0 LIFE TECHNOLOGIES CORP EQUITIES 53217V109 80.69946 1653 Shares Sole None 1653 0 0 M&T BANK CORP EQUITIES 55261F104 100.3464 1155 Shares Sole None 1155 0 0 MACYS INC EQUITIES 55616P104 154.66968 3894 Shares Sole None 3894 0 0 MARRIOTT VACATIONS WORLDWIDE EQUITIES 57164Y107 7.55515 265 Shares Sole None 265 0 0 MASTERCARD INC CLASS A EQUITIES 57636Q104 55.93182 133 Shares Sole None 133 0 0 MEDCO HEALTH SOLUTIONS, INC. EQUITIES 58405U102 263.2735 3745 Shares Sole None 3745 0 0 MERCK & CO EQUITIES 58933Y105 514.9824 13411 Shares Sole None 13411 0 0 METLIFE, INC EQUITIES 59156R108 355.75875 9525 Shares Sole None 9525 0 0 MOLSON COORS BREWING CO EQUITIES 60871R209 67.10575 1483 Shares Sole None 1483 0 0 NETAPP INC EQUITIES 64110D104 150.33766 3358 Shares Sole None 3358 0 0 NEXTERA ENERGY INC EQUITIES 65339F101 236.62392 3874 Shares Sole None 3874 0 0 ORACLE CORP EQUITIES 68389X105 707.45076 24261 Shares Sole None 24261 0 0 PRAXAIR INC EQUITIES 74005P104 325.69224 2841 Shares Sole None 2841 0 0 T.ROWE PRICE GROUP EQUITIES 74144T100 156.5894 2398 Shares Sole None 2398 0 0 PRINCIPAL FINANCIAL GRP, INC. EQUITIES 74251V102 87.32009 2959 Shares Sole None 2959 0 0 PUBLIC STORAGE INC EQUITIES 74460D109 180.43696 1306 Shares Sole None 1306 0 0 QUEST DIAGNOSTICS INC EQUITIES 74834L100 88.48405 1447 Shares Sole None 1447 0 0 REGIONS FINANCIAL CORP (NEW) EQUITIES 7591EP100 78.84276 11964 Shares Sole None 11964 0 0 SAIC INC EQUITIES 78390X101 34.32 2600 Shares Sole None 2600 0 0 SANDISK CORP EQUITIES 80004C101 103.34556 2084 Shares Sole None 2084 0 0 SEALED AIR CORP EQUITIES 81211K100 28.8149 1493 Shares Sole None 1493 0 0 STARWOOD HOTELS & RESORTS EQUITIES 85590A401 101.65082 1802 Shares Sole None 1802 0 0 3M COMPANY EQUITIES 88579Y101 272.44734 3054 Shares Sole None 3054 0 0 UNITEDHEALTH GROUP INC EQUITIES 91324P100 276.36966 4689 Shares Sole None 4689 0 0 UNUM CORP EQUITIES 91529Y108 69.25392 2829 Shares Sole None 2829 0 0 VALERO ENERGY CORP EQUITIES 91913Y100 138.6426 5380 Shares Sole None 5380 0 0 VARIAN MEDICAL SYSTEMS INC EQUITIES 92220P105 77.3619 1122 Shares Sole None 1122 0 0 VENTAS INC EQUITIES 92276F100 157.1963 2753 Shares Sole None 2753 0 0 VERIZON COMMS EQUITIES 92343V100 460.32168 12044 Shares Sole None 12044 0 0 VIACOM INC NEW CL B EQUITIES 92553P201 259.41636 5466 Shares Sole None 5466 0 0 WASTE MANAGEMENT EQUITIES 94106L109 152.49552 4362 Shares Sole None 4362 0 0 WELLPOINT HEALTH EQUITIES 94973H100 245.5326 3327 Shares Sole None 3327 0 0 WINDSTREAM CORP EQUITIES 97381W104 55.0602 4706 Shares Sole None 4706 0 0 WYNDHAM WORLDWIDE CORP EQUITIES 98310W108 73.43929 1579 Shares Sole None 1579 0 0 XYLEM INC/NY EQUITIES 98419M100 47.42475 1709 Shares Sole None 1709 0 0 ZIMMER HOLDINGS, INC EQUITIES 98956P100 118.78944 1848 Shares Sole None 1848 0 0 ACCENTURE PLC- CL A EQUITIES G1151C101 396.9975 6155 Shares Sole None 6155 0 0 INVESCO LTD EQUITIES G491BT108 116.25453 4359 Shares Sole None 4359 0 0 NABORS INDUSTRIES, LTD. EQUITIES G6359F103 46.65412 2669 Shares Sole None 2669 0 0 TYCO INTERNATIONAL LTD EQUITIES G9143X208 239.55152 4264 Shares Sole None 4264 0 0 XL GROUP PLC EQUITIES G98290102 66.45816 3064 Shares Sole None 3064 0 0 ACE LIMITED SHS EQUITIES H0023R105 231.7512 3166 Shares Sole None 3166 0 0