-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, PCR+mxF+M1OiwaBKhn4G/Xt5m5dTvpOOeYQEw2yQbdJ3FRTIQqcOhGeFOHx7GYNS RakLZAYayZdgcnXpFgxc6g== 0001140361-09-016982.txt : 20090727 0001140361-09-016982.hdr.sgml : 20090727 20090727091939 ACCESSION NUMBER: 0001140361-09-016982 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090727 DATE AS OF CHANGE: 20090727 EFFECTIVENESS DATE: 20090727 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DUPONT CAPITAL MANAGEMENT Corp CENTRAL INDEX KEY: 0001128251 IRS NUMBER: 516012443 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-05977 FILM NUMBER: 09963537 BUSINESS ADDRESS: STREET 1: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 BUSINESS PHONE: 3024776076 MAIL ADDRESS: STREET 1: ONE RIGHTER PARKWAY, SUITE 3200 CITY: WILMINGTON STATE: DE ZIP: 19803 FORMER COMPANY: FORMER CONFORMED NAME: DUPONT CAPITAL MANAGEMENT DATE OF NAME CHANGE: 20001114 13F-HR 1 form13f.txt DUPONT CAPITAL MANAGEMENT 13-F 6-30-2009 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2009 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: DuPont Capital Management Corporation Address: One Righter Parkway, Suite 3200 Wilmington, DE 19803 Form 13F File Number: 28-03742 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: John Macedo Title: Head of Financial Planning & Analysis/ Controller Phone: (302) 477-6076 Signature, Place, and Date of Signing: /s/ John Macedo Wilmington, DE 7/24/2009 - --------------------------------- --------------------------------- ---------- [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).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 516 Form 13F Information Table Value Total: $3,835,810,655.00 List of Other Included Managers: Provide a numbered list of the name(s) and 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 COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- 3M CO COM 88579Y101 4262292 70920 SOLE SOLE 0 0 ABBOTT LABS COM 002824100 30749107 653680 SOLE SOLE 0 0 ACE LIMITED NAMEN AKT H0023R105 22681896 512817 SOLE SOLE 0 0 ACORDA THERAPEUTICS INC COM 00484M106 2461184 87307 SOLE SOLE 0 0 ADTRAN INC COM 00738A106 7363824 342982 SOLE SOLE 0 0 AEROPOSTALE COM 007865108 8745293 255188 SOLE SOLE 0 0 AETNA INC COM 00817Y108 21852869 872370 SOLE SOLE 0 0 AIR PRODS + CHEMS INC COM 009158106 14188614 219672 SOLE SOLE 0 0 AIRVANA INC COM 00950V101 2269440 356270 SOLE SOLE 0 0 ALBANY MOLECULAR RESH INC COM 012423109 128896 15363 SOLE SOLE 0 0 ALBEMARLE CORP COM 012653101 5051660 197562 SOLE SOLE 0 0 ALLEGHENY ENERGY INC COM 017361106 7768487 302865 SOLE SOLE 0 0 ALLERGAN INC COM 018490102 11588109 243550 SOLE SOLE 0 0 ALLSTATE CORP COM 020002101 1478152 60580 SOLE SOLE 0 0 ALPHA NAT RES INC COM 02076X102 5603391 213300 SOLE SOLE 0 0 ALTRIA GROUP INC COM 02209S103 25266562 1541584 SOLE SOLE 0 0 AMEREN CORP COM 023608102 1431424 57510 SOLE SOLE 0 0 AMERICAN ELEC PWR INC COM 025537101 20887470 723000 SOLE SOLE 0 0 AMERICAN EXPRESS CO COM 025816109 353248 15200 SOLE SOLE 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 1540812 71400 SOLE SOLE 0 0 AMERICAN REPROGRAPHICSCO COM 029263100 2510984 301801 SOLE SOLE 0 0 AMERICREDIT CORP COM 03060R101 5476910 404200 SOLE SOLE 0 0 AMERIGROUP CORP COM 03073T102 2547125 94865 SOLE SOLE 0 0 AMERIPRISE FINL INC COM 03076C106 2082366 85800 SOLE SOLE 0 0 AMETEK INC NEW COM 031100100 1378013 39850 SOLE SOLE 0 0 AMGEN INC COM 031162100 31395538 593040 SOLE SOLE 0 0 ANADARKO PETE CORP COM 032511107 24696699 544100 SOLE SOLE 0 0 ANALOG DEVICES INC COM 032654105 25021977 1009765 SOLE SOLE 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 15690036 1036330 SOLE SOLE 0 0 ANNTAYLOR STORES CORP COM 036115103 4250539 532649 SOLE SOLE 0 0 APACHE CORP COM 037411105 26773422 371080 SOLE SOLE 0 0 APPLE INC COM NPV 037833100 10863136 76270 SOLE SOLE 0 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 6091240 309200 SOLE SOLE 0 0 APPLIED MATERIALS INC COM 038222105 12140499 1106700 SOLE SOLE 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 5159382 192730 SOLE SOLE 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 21783 1321 SOLE SOLE 0 0 ARROW ELECTRS INC COM 042735100 5131308 241587 SOLE SOLE 0 0 ARUBA NETWORKS INC COM 043176106 947390 108397 SOLE SOLE 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5469547 244832 SOLE SOLE 0 0 ASSURANT INC COM 04621X108 6978873 289700 SOLE SOLE 0 0 AT+T INC COM 00206R102 47807958 1924636 SOLE SOLE 0 0 ATMI INC COM 00207R101 1700737 109513 SOLE SOLE 0 0 AUTODESK INCORPORATED COM STK NPV 052769106 6116115 322240 SOLE SOLE 0 0 AUTOLIV COM 052800109 5705925 198329 SOLE SOLE 0 0 AUTOZONE INC COM 053332102 2041496 13510 SOLE SOLE 0 0 AVERY DENNISON CORP COM 053611109 3349699 130440 SOLE SOLE 0 0 AVON PRODS INC COM 054303102 31053454 1204556 SOLE SOLE 0 0 BAKER HUGHES INC COM 057224107 4073992 111800 SOLE SOLE 0 0 BALL CORP COM 058498106 1133516 25100 SOLE SOLE 0 0 BANCO SANTANDER CHILE NEW SPONSORED ADR REPSTG COM 05965X109 186760 4000 SOLE SOLE 0 0 BANK AMER CORP COM 060505104 39443448 2988140 SOLE SOLE 0 0 BANK NEW YORK MELLON CORP COM 064058100 7875597 268700 SOLE SOLE 0 0 BAXTER INTL INC COM 071813109 21913259 413770 SOLE SOLE 0 0 BB+T CORP COM 054937107 1168237 53150 SOLE SOLE 0 0 BEACON ROOFING SUPPLY INC COM 073685109 1834063 126837 SOLE SOLE 0 0 BERRY PETE CO CL A 085789105 2434955 130982 SOLE SOLE 0 0 BIG LOTS INC COM 089302103 8577885 407888 SOLE SOLE 0 0 BIOMED RLTY TR INC COM 09063H107 3167985 309676 SOLE SOLE 0 0 BJ SVCS CO COM 055482103 1635600 120000 SOLE SOLE 0 0 BLACKROCK INC CLA COM 09247X101 1859452 10600 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- BLOCK H + R INC COM 093671105 5177236 300478 SOLE SOLE 0 0 BMC SOFTWARE INC COM 055921100 1843887 54569 SOLE SOLE 0 0 BOSTON PPTYS INC COM 101121101 950184 19920 SOLE SOLE 0 0 BOSTON SCIENTIFIC CORP COM 101137107 248430 24500 SOLE SOLE 0 0 BRADY CORP CL A 104674106 959584 38200 SOLE SOLE 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 18012939 886900 SOLE SOLE 0 0 BROADCOM CORP CL A 111320107 1591270 64190 SOLE SOLE 0 0 BROWN + BROWN INC COM 115236101 5769894 289508 SOLE SOLE 0 0 BROWN SHOE INC NEW COM 115736100 1850877 255646 SOLE SOLE 0 0 BUCKLE INC COM 118440106 2769836 87184 SOLE SOLE 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 3107800 42260 SOLE SOLE 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2430190 46600 SOLE SOLE 0 0 CALPINE CORP COM NEW 131347304 4937242 442802 SOLE SOLE 0 0 CARBO CERAMICS INC COM 140781105 1449430 42381 SOLE SOLE 0 0 CARDINAL FINL CORP COM 14149F109 148770 19000 SOLE SOLE 0 0 CAREER ED CORP COM 141665109 6711887 269662 SOLE SOLE 0 0 CARNIVAL CORP PAIRED 1 COM CARN +1 TR 143658300 12320637 478100 SOLE SOLE 0 0 SH BEN CASEYS GEN STORES INC COM 147528103 3462986 134799 SOLE SOLE 0 0 CASH AMER INTL INC COM 14754D100 5047562 215800 SOLE SOLE 0 0 CASTLE A M CO COM 148411101 526869 43615 SOLE SOLE 0 0 CATHAY GENERAL BANCORP COM 149150104 3769070 396327 SOLE SOLE 0 0 CATO CORP NEW CL A 149205106 427524 24514 SOLE SOLE 0 0 CBS CORP NEW CL B 124857202 2288998 330780 SOLE SOLE 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 455422 100757 SOLE SOLE 0 0 CELGENE CORP COM 151020104 35229376 736400 SOLE SOLE 0 0 CEMEX S.A.B DE C.C ADR SPONSORED ADR NEW REP ORD 151290889 3612077 386732 SOLE SOLE 0 0 PART CENTENE CORP DEL COM 15135B101 2625472 131405 SOLE SOLE 0 0 CENTURYTEL INC COM 156700106 5200580 169400 SOLE SOLE 0 0 CEPHALON INC COM 156708109 5930405 104685 SOLE SOLE 0 0 CERADYNE INC CALIF COM 156710105 4994866 282835 SOLE SOLE 0 0 CHART INDS INC COM PAR 0.01 16115Q308 2797811 153895 SOLE SOLE 0 0 CHECK POINT SOFTWARE COM M22465104 3081611 131300 SOLE SOLE 0 0 CHESAPEAKE ENERGY CORP COM 165167107 14609753 736750 SOLE SOLE 0 0 CHEVRON CORP COM 166764100 46274300 698480 SOLE SOLE 0 0 CHOICE HOTELS INC COM 169905106 3427368 128800 SOLE SOLE 0 0 CHUBB CORP COM 171232101 3705650 92920 SOLE SOLE 0 0 CIGNA CORP COM 125509109 3108574 129040 SOLE SOLE 0 0 CINTAS CORP COM 172908105 3850938 168605 SOLE SOLE 0 0 CISCO SYS INC COM 17275R102 18763770 1006640 SOLE SOLE 0 0 CITIGROUP INC COM 172967101 15257425 5137180 SOLE SOLE 0 0 CLARCOR INC COM 179895107 2045256 70067 SOLE SOLE 0 0 CMS ENERGY CORP COM 125896100 21284187 1761936 SOLE SOLE 0 0 COACH INC COM 189754104 7257519 269997 SOLE SOLE 0 0 COCA COLA CO COM 191216100 41146002 857387 SOLE SOLE 0 0 COCA COLA ENTERPRISES INC COM STK 191219104 527805 31700 SOLE SOLE 0 0 COLGATE PALMOLIVE CO COM 194162103 2150496 30400 SOLE SOLE 0 0 COMCAST CORP NEW CL A 20030N101 3239095 223540 SOLE SOLE 0 0 COMERICA INC COM 200340107 708314 33490 SOLE SOLE 0 0 COMFORT SYS USA INC COM 199908104 474011 46245 SOLE SOLE 0 0 COMMUNITY BK SYS INC COM 203607106 3078872 211461 SOLE SOLE 0 0 COMPANIA CERVECERIAS UNIDAS SA SPONSORED ADR 204429104 6027000 172200 SOLE SOLE 0 0 COMPANIA DE MINAS BUENAVENTURA SPONSORED ADR REPR SER B 204448104 3352185 139500 SOLE SOLE 0 0 COMPUTER PROGRAMS + SYS INC COM 205306103 2772571 72372 SOLE SOLE 0 0 COMPUTER SCIENCES CORP COM 205363104 3785435 85450 SOLE SOLE 0 0 COMTECH TELECOMMUNICATIONS COM 205826209 2429001 76192 SOLE SOLE 0 0 CONOCOPHILLIPS COM 20825C104 14900596 354270 SOLE SOLE 0 0 COOPER INDUSTRIES LTD SHS A G24182100 4626140 148990 SOLE SOLE 0 0 COPA HOLDINGS S A CL A P31076105 1232764 30200 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- COPART INC COM 217204106 4885939 140927 SOLE SOLE 0 0 COVANCE INC COM 222816100 5423611 110236 SOLE SOLE 0 0 COVIDIEN PLC COMMON STOCK G2554F105 2032618 54290 SOLE SOLE 0 0 CSX CORP COM 126408103 2625300 75810 SOLE SOLE 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 2497408 136247 SOLE SOLE 0 0 CULLEN FROST BANKERS INC COM 229899109 10061816 218166 SOLE SOLE 0 0 CVS CAREMARK CORP COM 126650100 32031390 1005064 SOLE SOLE 0 0 CYNOSURE INC CL A 232577205 908973 118820 SOLE SOLE 0 0 DAKTRONICS INC COM 234264109 1992583 258777 SOLE SOLE 0 0 DARDEN RESTAURANTS INC COM 237194105 4234038 128382 SOLE SOLE 0 0 DARLING INTL INC COM 237266101 3144860 476494 SOLE SOLE 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 2924214 716719 SOLE SOLE 0 0 DEALERTRACK HOLDINGS INC COM 242309102 2057748 121044 SOLE SOLE 0 0 DEAN FOODS CO NEW COM 242370104 7142710 372210 SOLE SOLE 0 0 DECKERS OUTDOOR CORP COM 243537107 2065727 29397 SOLE SOLE 0 0 DELL INC COM 24702R101 21255276 1548090 SOLE SOLE 0 0 DELPHI FINL GROUP INC CL A 247131105 538949 27738 SOLE SOLE 0 0 DELTA AIR LINES INC DE COM NEW 247361702 14054611 2427394 SOLE SOLE 0 0 DEVON ENERGY CORPORATION NEW COM 25179M103 25933825 475850 SOLE SOLE 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 10914016 131415 SOLE SOLE 0 0 DISH NETWORK CORP CL A 25470M109 2823782 174200 SOLE SOLE 0 0 DOLBY LABORATORIES INC CL A 25659T107 5530115 148340 SOLE SOLE 0 0 DONNELLEY R R + SONS CO COM 257867101 2409872 207390 SOLE SOLE 0 0 DOVER CORP COM 260003108 6515090 196890 SOLE SOLE 0 0 DOVER DOWNS GAMING + ENTMT INC COM 260095104 1376670 296058 SOLE SOLE 0 0 DOW CHEM CO COM 260543103 8197506 507900 SOLE SOLE 0 0 DREAMWORKS ANIMATION SKG CL A 26153C103 6030126 218562 SOLE SOLE 0 0 DRESS BARN INC COM 261570105 2828726 197813 SOLE SOLE 0 0 DREW INDS INC COM NEW 26168L205 2041323 167734 SOLE SOLE 0 0 DTE ENERGY CO COM 233331107 2936960 91780 SOLE SOLE 0 0 DU PONT E I DE NEMOURS + CO COM 263534109 255544692 9974422 SOLE SOLE 0 0 DUKE ENERGY HLDG CORP COM 26441C105 4575628 313614 SOLE SOLE 0 0 DYNEGY INC DEL CL A 26817G102 1392009 613220 SOLE SOLE 0 0 EARTHLINK INC COM 270321102 2387191 322158 SOLE SOLE 0 0 EATON CORP COM 278058102 1217853 27300 SOLE SOLE 0 0 EBAY INC COM 278642103 3509252 204860 SOLE SOLE 0 0 EDISON INTL COM 281020107 17295355 549757 SOLE SOLE 0 0 EMBARQ CORP COM 29078E105 4462566 106100 SOLE SOLE 0 0 EMBRAER EMPRESA BRASILEIRA DE SPNSRD ADR REPSTG COM SHS 29081M102 2822934 170467 SOLE SOLE 0 0 EMC CORP COM 268648102 2583975 197250 SOLE SOLE 0 0 EMCOR GROUP INC COM 29084Q100 3241795 161123 SOLE SOLE 0 0 EMPIRE DIST ELEC CO COM 291641108 2664197 161271 SOLE SOLE 0 0 ENDO PHARMACEUTICALS HLDGS COM 29264F205 1098496 61300 SOLE SOLE 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 928810 31700 SOLE SOLE 0 0 ENERGEN CORP COM 29265N108 6252250 156698 SOLE SOLE 0 0 ENERSIS S A SPONSORED ADR 29274F104 2615888 141629 SOLE SOLE 0 0 ENPRO INDS INC COM 29355X107 2604786 144630 SOLE SOLE 0 0 ENSCO INTL INC COM 26874Q100 13043437 374059 SOLE SOLE 0 0 ENTEGRIS INC COM 29362U104 805270 296055 SOLE SOLE 0 0 ENTERGY CORP NEW COM 29364G103 8697356 112195 SOLE SOLE 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 3580280 173800 SOLE SOLE 0 0 EOG RESOURCES INC COM 26875P101 3952944 58200 SOLE SOLE 0 0 EXELON CORP COM 30161N101 5914755 115500 SOLE SOLE 0 0 EXPEDIA INC DEL COM 30212P105 1833145 121320 SOLE SOLE 0 0 EXPEDITORS INTL WA INC COM 302130109 4707608 141200 SOLE SOLE 0 0 EXXON MOBIL CORP COM 30231G102 59322131 848550 SOLE SOLE 0 0 F N B CORP PA COM 302520101 601204 97125 SOLE SOLE 0 0 FAIR ISAAC CORPORATION COM 303250104 2604021 168436 SOLE SOLE 0 0 FAMILY DLR STORES INC COM 307000109 5756446 203408 SOLE SOLE 0 0 FASTENAL CO COM 311900104 2924897 88179 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- FEDERATED INVS INC PA CL B 314211103 3016550 125220 SOLE SOLE 0 0 FEDEX CORP COM 31428X106 695250 12500 SOLE SOLE 0 0 FELCOR LODGING TR INC COM 31430F101 546231 222045 SOLE SOLE 0 0 FIDELITY NATL FINL INC CL A 31620R105 4881840 360816 SOLE SOLE 0 0 FIFTH THIRD BANCORP COM STK 316773100 12650070 1781700 SOLE SOLE 0 0 FIRST CMNTY BANCSHARES INC NEW COM 31983A103 954821 74363 SOLE SOLE 0 0 FIRST NIAGARA FINL GROUP INC COM 33582V108 6543009 572943 SOLE SOLE 0 0 FIRST POTOMAC RLTY TR COM 33610F109 369057 37852 SOLE SOLE 0 0 FIRSTENERGY CORP COM 337932107 19041750 491400 SOLE SOLE 0 0 FLUOR CORP NEW COM 343412102 10641034 207468 SOLE SOLE 0 0 FORCE PROTN INC COM NEW 345203202 2923459 330708 SOLE SOLE 0 0 FOREST LABS INC COM 345838106 9935776 395690 SOLE SOLE 0 0 FPL GROUP INC COM 302571104 4043997 71122 SOLE SOLE 0 0 FREEPORT MCMORAN COPPER + GOLD COMMON 35671D857 3696114 73760 SOLE SOLE 0 0 FRESH DEL MONTE PRODUCE SHS G36738105 1091046 67100 SOLE SOLE 0 0 FRONTIER OIL CORP COM 35914P105 1317555 100500 SOLE SOLE 0 0 FTI CONSULTING INC COM 302941109 6723291 132557 SOLE SOLE 0 0 GAMESTOP CORP NEW CL A 36467W109 8747214 397420 SOLE SOLE 0 0 GAP INC COM 364760108 5309008 323720 SOLE SOLE 0 0 GARDNER DENVER INC COM 365558105 4582450 182060 SOLE SOLE 0 0 GARMIN LTD COM G37260109 1943712 81600 SOLE SOLE 0 0 GARTNER INC COM 366651107 5618396 368178 SOLE SOLE 0 0 GENERAL DYNAMICS CORP COM 369550108 37885098 683970 SOLE SOLE 0 0 GENERAL ELEC CO COM 369604103 7983547 681190 SOLE SOLE 0 0 GENERAL MLS INC COM 370334104 6162 110 SOLE SOLE 0 0 GENOPTIX INC COM 37243V100 2493684 77952 SOLE SOLE 0 0 GENUINE PARTS CO COM 372460105 13050477 388870 SOLE SOLE 0 0 GENZYME CORP COM GEN DIV 372917104 5959474 107050 SOLE SOLE 0 0 GERON CORP COM 374163103 2206375 287663 SOLE SOLE 0 0 GILEAD SCIENCES INC COM 375558103 6328552 135110 SOLE SOLE 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 14272421 1554730 SOLE SOLE 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 4937766 33490 SOLE SOLE 0 0 GOODRICH CORP COM 382388106 9284426 185800 SOLE SOLE 0 0 GOOGLE INC CL A 38259P508 27931181 66252 SOLE SOLE 0 0 GRAFTECH INTL LTD COM 384313102 598797 52944 SOLE SOLE 0 0 GRAINGER W W INC COM 384802104 5458940 66670 SOLE SOLE 0 0 GREEN BANKSHARES INC COM NEW 394361208 679679 151714 SOLE SOLE 0 0 GRUPO TELEVISION SA DE CV SPONSORED ADR REPSTG ORD 40049J206 3759108 221124 SOLE SOLE 0 0 PARTN GUARANTY BANCORP INC COM 40075T102 228495 119631 SOLE SOLE 0 0 GULFPORT ENERGY CORP COM NEW 402635304 1661885 242611 SOLE SOLE 0 0 GYMBOREE CORP COM 403777105 515773 14537 SOLE SOLE 0 0 HALLIBURTON CO COM 406216101 5689809 274870 SOLE SOLE 0 0 HANSEN NAT CORP COM 411310105 3023442 98100 SOLE SOLE 0 0 HARMAN INTL INDS INC NEW COM 413086109 1029676 54770 SOLE SOLE 0 0 HARMONIC INC COM 413160102 2536275 430607 SOLE SOLE 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 12159628 1024400 SOLE SOLE 0 0 HCP INC COM 40414L109 1106330 52210 SOLE SOLE 0 0 HEICO CORP NEW COM 422806109 2645675 72964 SOLE SOLE 0 0 HENRY JACK + ASSOC INC COM 426281101 8197682 395069 SOLE SOLE 0 0 HESS CORP COM 42809H107 1472750 27400 SOLE SOLE 0 0 HEWLETT PACKARD CO COM 428236103 20289318 524950 SOLE SOLE 0 0 HHGREGG INC COM 42833L108 2427495 160125 SOLE SOLE 0 0 HITTE MICROWAVE CORP COM 43365Y104 2508151 72177 SOLE SOLE 0 0 HOME DEPOT INC COM 437076102 2909089 123110 SOLE SOLE 0 0 HONEYWELL INTL INC COM 438516106 1376890 43850 SOLE SOLE 0 0 HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 5562652 557939 SOLE SOLE 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7144939 600920 SOLE SOLE 0 0 HUDSON CITY BANCORP INC COM 443683107 1290991 97140 SOLE SOLE 0 0 HUMANA INC COM 444859102 20195083 626010 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- ICICI BK LTD SPONSORED ADR 45104G104 252402 8556 SOLE SOLE 0 0 IDEXX LABS INC COM 45168D104 6808586 147372 SOLE SOLE 0 0 ILLINOIS TOOL WKS INC COM 452308109 14568425 390156 SOLE SOLE 0 0 INFORMATICA CORP COM 45666Q102 2461006 143165 SOLE SOLE 0 0 INFOSYS TECHNOLOGIES LTD SPONSORED ADR REPSTG 1/1 456788108 257460 7000 SOLE SOLE 0 0 EQ SH INTEGRATED DEVICE TECHNOLOGY COM 458118106 4955458 820440 SOLE SOLE 0 0 INTEL CORP COM 458140100 9416619 568980 SOLE SOLE 0 0 INTER PARFUMS INC COM 458334109 2413781 328853 SOLE SOLE 0 0 INTERDIGITAL INC PA COM 45867G101 1170676 47900 SOLE SOLE 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 49262223 471770 SOLE SOLE 0 0 INVESCO LTD SHS G491BT108 18 1 SOLE SOLE 0 0 IPC HOLDINGS LTD BERMUDA SHS G4933P101 3595210 131500 SOLE SOLE 0 0 ISHARES RUSSELL RUSSELL 2000 VALUE INDEX 464287630 216365 4650 SOLE SOLE 0 0 FD ISHARES TR MSCI EMERGING MKTS INDEX 464287234 5690851 176570 SOLE SOLE 0 0 FD ISHARES TR MSCI EAFE INDEX FD 464287465 10690405 233364 SOLE SOLE 0 0 ISHARES TR RUSSELL 2000 INDEX FD 464287655 989745 19422 SOLE SOLE 0 0 ISHARES TR S+P SMALLCAP 600 INDEX FD 464287804 340196 7650 SOLE SOLE 0 0 ITAU UNIBANCO HOLDING SA GLOBAL DEPOSITORY RECEIPT 465562106 3751615 236994 SOLE SOLE 0 0 J C PENNEY INC COM 708160106 13499442 470200 SOLE SOLE 0 0 J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 462480 20500 SOLE SOLE 0 0 JABIL CIRCUIT INC COM 466313103 1268078 170900 SOLE SOLE 0 0 JACOBS ENGR GROUP INC COM 469814107 4545341 107991 SOLE SOLE 0 0 JARDEN CORP COM 471109108 4676419 249409 SOLE SOLE 0 0 JO ANN STORES INC COM 47758P307 484401 23435 SOLE SOLE 0 0 JOHNSON + JOHNSON COM 478160104 14988384 263880 SOLE SOLE 0 0 JOHNSON CTLS INC COM 478366107 27778859 1278953 SOLE SOLE 0 0 JOY GLOBAL INC COM 481165108 7237944 202630 SOLE SOLE 0 0 JPMORGAN CHASE + CO COM 46625H100 42936645 1258770 SOLE SOLE 0 0 KB HOME COM 48666K109 1220803 89240 SOLE SOLE 0 0 KEYCORP NEW COM 493267108 7723152 1473884 SOLE SOLE 0 0 KIMBERLY CLARK CORP COM 494368103 14595359 278378 SOLE SOLE 0 0 KLA TENCOR CORP COM 482480100 9221300 365200 SOLE SOLE 0 0 KNIGHT CAP GROUP INC COM CL A 499005106 12845675 753412 SOLE SOLE 0 0 KRAFT FOODS INC CL A 50075N104 2591775 102280 SOLE SOLE 0 0 LA BARGE INC COM 502470107 2121254 228830 SOLE SOLE 0 0 LAM RESH CORP COM 512807108 5283200 203200 SOLE SOLE 0 0 LANDSTAR SYS INC COM 515098101 9876974 275048 SOLE SOLE 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1474556 119494 SOLE SOLE 0 0 LAUDER ESTEE COS INC CL A 518439104 18964935 580500 SOLE SOLE 0 0 LAYNE CHRISTENSEN CO COM 521050104 1866001 91247 SOLE SOLE 0 0 LEGGETT + PLATT INC COM 524660107 1748404 114800 SOLE SOLE 0 0 LEXMARK INTL INC CL A 529771107 7549514 476310 SOLE SOLE 0 0 LIBERTY GLOBAL INC COM SER A 530555101 1903622 119800 SOLE SOLE 0 0 LIBERTY PROPERTY SH BEN INT SUPP 531172104 5305766 230285 SOLE SOLE 0 0 LILLY ELI + CO COM 532457108 29167469 842017 SOLE SOLE 0 0 LINCOLN NATL CORP IN COM 534187109 9754542 566795 SOLE SOLE 0 0 LOCKHEED MARTIN CORP COM 539830109 4580920 56800 SOLE SOLE 0 0 LORAL SPACE + COMMUNICATIONS I COM 543881106 2147138 83384 SOLE SOLE 0 0 LUBRIZOL CORP COM 549271104 5826558 123157 SOLE SOLE 0 0 LUFKIN INDS INC COM 549764108 3006491 71498 SOLE SOLE 0 0 M.D.C. HOLDINGS INC COM 552676108 2000207 66430 SOLE SOLE 0 0 MACYS INC COM 55616P104 1992850 169460 SOLE SOLE 0 0 MADDEN STEVEN LTD COM 556269108 3036516 119313 SOLE SOLE 0 0 MANPOWER INC WIS COM 56418H100 5313247 125490 SOLE SOLE 0 0 MARATHON OIL CORP COM 565849106 22546882 748320 SOLE SOLE 0 0 MARSHALL + ILSLEY CORP NEW COM 571837103 5784000 1205000 SOLE SOLE 0 0 MAXYGEN INC COM 577776107 1622430 241433 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- MCDONALDS CORP COM 580135101 5592052 97270 SOLE SOLE 0 0 MCGRAW HILL COS INC COM 580645109 5552284 184400 SOLE SOLE 0 0 MEDICAL PPTYS TR INC COM 58463J304 603473 99419 SOLE SOLE 0 0 MEDTRONIC INC COM 585055106 16691725 478410 SOLE SOLE 0 0 MEMC ELECTR MATLS INC COM 552715104 5127766 287915 SOLE SOLE 0 0 MERCK + CO INC COM 589331107 43287392 1548190 SOLE SOLE 0 0 METHODE ELECTRS INC COM 591520200 1120743 159650 SOLE SOLE 0 0 METLIFE INC COM 59156R108 2102501 70060 SOLE SOLE 0 0 METTLER TOLEDO INTL INC COM 592688105 1427275 18500 SOLE SOLE 0 0 MFA FINANCIAL INC COM 55272X102 2894684 418307 SOLE SOLE 0 0 MICROS SYS INC COM 594901100 1253340 49500 SOLE SOLE 0 0 MICROSEMI CORP COM 595137100 1974780 143100 SOLE SOLE 0 0 MICROSOFT CORP COM 594918104 72457521 3048276 SOLE SOLE 0 0 MICROTUNE INC DEL COM 59514P109 1183366 505712 SOLE SOLE 0 0 MIDDLEBY CORP 596278101 456944 10404 SOLE SOLE 0 0 MIRANT CORP NEW COM 60467R100 6038494 383640 SOLE SOLE 0 0 MKS INSTRS INC COM 55306N104 2541871 192712 SOLE SOLE 0 0 MOLEX INC COM 608554101 2148077 138140 SOLE SOLE 0 0 MONSTER WORLDWIDE INC COM 611742107 5275527 446700 SOLE SOLE 0 0 MORGAN STANLEY COM NEW 617446448 23382477 820150 SOLE SOLE 0 0 MOSAIC CO COM 61945A107 1997930 45100 SOLE SOLE 0 0 MOVADO GROUP INC COM 624580106 2709750 257092 SOLE SOLE 0 0 MSC INDL DIRECT INC CL A 553530106 219976 6200 SOLE SOLE 0 0 MUELLER INDS INC COM 624756102 1048320 50400 SOLE SOLE 0 0 MYRIAD GENETICS INC COM 62855J104 5413060 151839 SOLE SOLE 0 0 MYRIAD PHARMACEUTICALS 62856H107 5 1 SOLE SOLE 0 0 NABORS INDUSTRIES LTD SHS G6359F103 3058510 196310 SOLE SOLE 0 0 NATCO GROUP INC CL A 63227W203 375584 11409 SOLE SOLE 0 0 NATIONAL INSTRS CORP COM 636518102 3924696 173967 SOLE SOLE 0 0 NATIONAL OILWELL VARCO INC COM 637071101 2014501 61681 SOLE SOLE 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 470031 101959 SOLE SOLE 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 5204774 414723 SOLE SOLE 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 10814146 420130 SOLE SOLE 0 0 NBT BANCORP INC COM 628778102 2248071 103550 SOLE SOLE 0 0 NETEZZA CORP COM 64111N101 3054796 367163 SOLE SOLE 0 0 NETGEAR INC COM 64111Q104 1680365 116611 SOLE SOLE 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 5473066 511980 SOLE SOLE 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 1782029 154959 SOLE SOLE 0 0 NEWELL RUBBERMAID INC COM 651229106 1827684 175570 SOLE SOLE 0 0 NEWFIELD EXPL CO COM 651290108 6761449 206962 SOLE SOLE 0 0 NOBLE CORPORATION BAAR COMMON STOCK H5833N103 6850597 226466 SOLE SOLE 0 0 NORFOLK SOUTHN CORP COM 655844108 27443348 728520 SOLE SOLE 0 0 NORTHERN TRUST CORP COM 665859104 972145 18110 SOLE SOLE 0 0 NORTHROP GRUMMAN CORP COM 666807102 36711189 803660 SOLE SOLE 0 0 NORTHWEST NAT GAS CO COM 667655104 2269184 51200 SOLE SOLE 0 0 NOVATEL WIRELESS INC COM NEW 66987M604 2072967 229819 SOLE SOLE 0 0 NOVELLUS SYS INC COM 670008101 3585824 214720 SOLE SOLE 0 0 NRG ENERGY INC COM NEW 629377508 24611326 948048 SOLE SOLE 0 0 NSTAR COM 67019E107 5516819 171810 SOLE SOLE 0 0 NU SKIN ENTERPRISES INC CL A 67018T105 2613240 170800 SOLE SOLE 0 0 NUCOR CORP COM 670346105 11557576 260130 SOLE SOLE 0 0 NUTRI SYS INC NEW COM 67069D108 5680593 391765 SOLE SOLE 0 0 NVR INC COM 62944T105 11260067 22413 SOLE SOLE 0 0 NYSE EURONEXT COM 629491101 1155400 42400 SOLE SOLE 0 0 OCCIDENTAL PETE CORP COM 674599105 5942643 90300 SOLE SOLE 0 0 OGE ENERGY CORP COM 670837103 6625351 233946 SOLE SOLE 0 0 OLYMPIC STL INC COM 68162K106 2928594 119681 SOLE SOLE 0 0 OM GROUP INC COM 670872100 2805828 96686 SOLE SOLE 0 0 OMNICARE INC COM 681904108 4597361 178469 SOLE SOLE 0 0 ORACLE CORP COM 68389X105 11440379 534098 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- OSHKOSH CORP COM 688239201 2281326 156900 SOLE SOLE 0 0 OWENS + MINOR INC NEW COM 690732102 9306623 212383 SOLE SOLE 0 0 OWENS ILL INC COM NEW 690768403 3252241 116110 SOLE SOLE 0 0 PACCAR INC COM 693718108 26464343 814037 SOLE SOLE 0 0 PACER INTL INC TN COM 69373H106 1763836 790958 SOLE SOLE 0 0 PARAMETRIC TECHNOLOGY CORP COM NEW 699173209 3013355 257772 SOLE SOLE 0 0 PARKER HANNIFIN CORP COM 701094104 23140404 538650 SOLE SOLE 0 0 PATTERSON UTI ENERGY INC COM 703481101 4409012 342847 SOLE SOLE 0 0 PAYCHEX INC COM 704326107 5195988 206190 SOLE SOLE 0 0 PENN NATL GAMING INC COM 707569109 4838606 166218 SOLE SOLE 0 0 PEPCO HLDGS INC COM 713291102 1576781 117320 SOLE SOLE 0 0 PEPSIAMERICAS INC COM 71343P200 5961204 222350 SOLE SOLE 0 0 PEPSICO INC COM 713448108 28631962 520960 SOLE SOLE 0 0 PERFICIENT INC COM 71375U101 905568 129552 SOLE SOLE 0 0 PETMED EXPRESS COM INC COM 716382106 396371 26372 SOLE SOLE 0 0 PETROLEO BRASILEIRO SA SPONSORED ADR 71654V408 274566 6700 SOLE SOLE 0 0 PETROQUEST ENERGY INC COM 716748108 2674438 724780 SOLE SOLE 0 0 PFIZER INC COM 717081103 13507950 900530 SOLE SOLE 0 0 PHH CORP COM NEW 693320202 4374217 240606 SOLE SOLE 0 0 PHILIP MORRIS INTL ORD SHR COM 718172109 44067672 1010263 SOLE SOLE 0 0 PIKE ELEC CORP COM 721283109 3051024 253197 SOLE SOLE 0 0 PITNEY BOWES INC COM 724479100 1444968 65890 SOLE SOLE 0 0 PNC FINL SVCS GROUP INC COM 693475105 1253563 32300 SOLE SOLE 0 0 POLARIS INDS INC COM 731068102 2375692 73963 SOLE SOLE 0 0 POLO RALPH LAUREN CORP CL A 731572103 2134640 39870 SOLE SOLE 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 1515525 77799 SOLE SOLE 0 0 POSCO SPONSORED ADR 693483109 7969553 96402 SOLE SOLE 0 0 POWELL INDS INC COM 739128106 1198214 32323 SOLE SOLE 0 0 POWER INTEGRATIONS COM 739276103 1778160 74744 SOLE SOLE 0 0 PRECISION CASTPARTS CORP COM 740189105 4068793 55714 SOLE SOLE 0 0 PRICE T ROWE GROUP INC COM 74144T108 5227376 125447 SOLE SOLE 0 0 PRIMUS GUARANTY LTD SHS G72457107 299125 126748 SOLE SOLE 0 0 PROCTER AND GAMBLE CO COM 742718109 32179101 629728 SOLE SOLE 0 0 PROGRESS SOFTWARE CORP COM 743312100 1831692 86523 SOLE SOLE 0 0 PROSPERITY BANCSHARES INC COM 743606105 8941364 299744 SOLE SOLE 0 0 PRUDENTIAL FINL INC COM 744320102 14160349 380450 SOLE SOLE 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 9431930 289057 SOLE SOLE 0 0 PULTE HOMES INC COM 745867101 17207878 1948797 SOLE SOLE 0 0 QLOGIC CORP COM 747277101 7100800 560000 SOLE SOLE 0 0 QUALCOMM INC COM 747525103 6695476 148130 SOLE SOLE 0 0 RADIOSHACK CORP COM 750438103 9654457 691580 SOLE SOLE 0 0 RAYTHEON CO COM NEW 755111507 2815529 63370 SOLE SOLE 0 0 REDWOOD TR INC. COM 758075402 379435 25707 SOLE SOLE 0 0 REGENERON PHARMACEUTICALS INC COM 75886F107 2426422 135403 SOLE SOLE 0 0 RELIANCE STL + ALUM CO COM 759509102 6642238 173020 SOLE SOLE 0 0 REYNOLDS AMERN INC COM 761713106 2401392 62180 SOLE SOLE 0 0 RLI CORP COM 749607107 8098630 180773 SOLE SOLE 0 0 ROBBINS + MYERS INC COM 770196103 3454817 179471 SOLE SOLE 0 0 ROCKWELL COLLINS INC COM 774341101 1836120 44000 SOLE SOLE 0 0 ROCKWOOD HLDGS INC COM 774415103 505783 34548 SOLE SOLE 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 1805462 90228 SOLE SOLE 0 0 ROLLINS INC COM 775711104 4550747 262897 SOLE SOLE 0 0 ROPER INDS COM 776696106 6448746 142325 SOLE SOLE 0 0 ROSS STORES INC COM 778296103 8165907 211552 SOLE SOLE 0 0 RTI INTL METALS INC COM 74973W107 2409358 136353 SOLE SOLE 0 0 RUBICON TECHNOLOGY INC COM 78112T107 1471583 103052 SOLE SOLE 0 0 RUBY TUESDAY INC COM 781182100 374638 56252 SOLE SOLE 0 0 RUDDICK CORP COM 781258108 6138074 261975 SOLE SOLE 0 0 RYLAND GROUP INC COM 783764103 3546416 211600 SOLE SOLE 0 0 SADIA S A SPONSORED ADR REPTG 30 786326108 323694 44100 SOLE SOLE 0 0 PFD SHS
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- SAFETY INS GROUP INC COM 78648T100 2752509 90069 SOLE SOLE 0 0 SBA COMMUNCATIONS CORP COM 78388J106 981600 40000 SOLE SOLE 0 0 SCHERING PLOUGH CORP COM 806605101 2864434 114030 SOLE SOLE 0 0 SCHLUMBERGER LTD COM 806857108 2655719 49080 SOLE SOLE 0 0 SEABRIGHT INS HLDGS INC COM 811656107 1632348 161140 SOLE SOLE 0 0 SELECT SECTOR SPDR TR CONSUMER DISCRETIONARY 81369Y407 2723440 118000 SOLE SOLE 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 2634236 54800 SOLE SOLE 0 0 SEMPRA ENERGY COM 816851109 3136616 63200 SOLE SOLE 0 0 SEMTECH CORP COM 816850101 2104225 132258 SOLE SOLE 0 0 SEPRACOR INC COM 817315104 13677379 789687 SOLE SOLE 0 0 SHAW GROUP INC COM 820280105 6087432 222088 SOLE SOLE 0 0 SHERWIN WILLIAMS CO COM 824348106 17139263 318870 SOLE SOLE 0 0 SIGMA DESIGNS COM 826565103 3541808 220811 SOLE SOLE 0 0 SIGNATURE BK NEW YORK NY COM 82669G104 2858502 105402 SOLE SOLE 0 0 SIMON PPTY GROUP INC NEW COM 828806109 1752529 34076 SOLE SOLE 0 0 SL GREEN RLTY CORP COM 78440X101 8701624 379321 SOLE SOLE 0 0 SMF ENERGY CORP COM 78453M109 336529 865112 SOLE SOLE 0 0 SOHU COM INC COM 83408W103 3072387 48900 SOLE SOLE 0 0 SONOCO PRODS CO COM 835495102 4250694 177482 SOLE SOLE 0 0 SOVRAN SELF STORAGE INC COM 84610H108 3204199 130252 SOLE SOLE 0 0 SPARTAN MTRS INC COM 846819100 528964 46687 SOLE SOLE 0 0 SPARTECH CORP COM NEW 847220209 1632438 177632 SOLE SOLE 0 0 SPDR TRUST UNIT SER1 STANDRD+POORS 78462F103 9559680 104000 SOLE SOLE 0 0 DEPOS SPEEDWAY MOTORSPORTSINC COM 847788106 7306395 530988 SOLE SOLE 0 0 STAMPS COM INC COM NEW 852857200 1825922 215321 SOLE SOLE 0 0 STANCORP FINL GROUP INC COM 852891100 9656126 336685 SOLE SOLE 0 0 STANLEY WORKS COM 854616109 5154170 152310 SOLE SOLE 0 0 STATE STREET CORPORATION COM 857477103 1508040 31950 SOLE SOLE 0 0 STEPAN CO COM 858586100 3440815 77917 SOLE SOLE 0 0 STERIS CORP COM 859152100 9474264 363277 SOLE SOLE 0 0 STERLING CONSTR INC COM 859241101 524166 34349 SOLE SOLE 0 0 STUDENT LN CORP COM 863902102 386880 10400 SOLE SOLE 0 0 SUNTRUST BKS INC COM 867914103 11200805 680900 SOLE SOLE 0 0 SUPERVALU INC COM 868536103 3436412 265360 SOLE SOLE 0 0 SYMANTEC CORP COM 871503108 4076098 261960 SOLE SOLE 0 0 TAIWAN SEMICNDCTR MFG CO LTD SPONSORED ADR 874039100 327468 34800 SOLE SOLE 0 0 TECHNE CORP COM 878377100 6122633 95951 SOLE SOLE 0 0 TECHWELL INC COM 87874D101 3063460 360407 SOLE SOLE 0 0 TEEKAY TANKERS LTD CL A Y8565N102 1459747 157131 SOLE SOLE 0 0 TELEFLEX INC COM 879369106 5572638 124306 SOLE SOLE 0 0 TEMPUR PEDIC INTL INC COM 88023U101 3609542 276170 SOLE SOLE 0 0 TENARIS S A SPONSORED ADR 88031M109 3063253 113286 SOLE SOLE 0 0 TERADATA CORP DEL COM 88076W103 1421030 60650 SOLE SOLE 0 0 TERADYNE INC COM 880770102 3525155 513871 SOLE SOLE 0 0 TERNIUM SA SPONSORED ADR 880890108 2159226 125100 SOLE SOLE 0 0 TERRA INDS INC COM 880915103 10876427 449068 SOLE SOLE 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8975883 181919 SOLE SOLE 0 0 TEXAS INSTRS INC COM 882508104 26064810 1223700 SOLE SOLE 0 0 THOMAS + BETTS CORP COM 884315102 8772372 303963 SOLE SOLE 0 0 TIBCO SOFTWARE INC COM 88632Q103 3594816 501369 SOLE SOLE 0 0 TIM PARTICIPACOES S A SPONSORED ADR REPSTG PFD 88706P106 1704654 97800 SOLE SOLE 0 0 TIME WARNER CABLE INC COM 88732J207 3166145 99973 SOLE SOLE 0 0 TIME WARNER INC COMMON STOCK 887317303 10375156 411876 SOLE SOLE 0 0 TIMKEN CO COM 887389104 5501775 322118 SOLE SOLE 0 0 TOLL BROS INC COM 889478103 23082255 1360180 SOLE SOLE 0 0 TRADESTATION GROUP INC COM 89267P105 2366863 279771 SOLE SOLE 0 0 TRANSATLANTIC HLDGS INC COM 893521104 1487086 34320 SOLE SOLE 0 0 TRANSDIGM GROUP INC COM 893641100 5223660 144300 SOLE SOLE 0 0 TRAVELERS COS INC COM 89417E109 25687757 625920 SOLE SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ -------------------------- --------- --------- ----------------- ---------- -------- ---------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ -------------------------- --------- --------- -------- --- ---- ---------- -------- ---- ------ ---- TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1401200 124000 SOLE SOLE 0 0 TURKCELL ILETISIM HIZMETLERI A SPONSORED ADR NEW 900111204 3101868 223800 SOLE SOLE 0 0 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 22555836 868200 SOLE SOLE 0 0 UAL CORP COM NEW 902549807 187317 58720 SOLE SOLE 0 0 UGI CORP NEW COM 902681105 5865249 230100 SOLE SOLE 0 0 UMB FINL CORP COM 902788108 7759589 204146 SOLE SOLE 0 0 UMPQUA HLDGS CORP COM 904214103 1529465 197096 SOLE SOLE 0 0 UNITED BANKSHARES INC W VA COM 909907107 1876035 96010 SOLE SOLE 0 0 UNITED PARCEL SVC INC CL B 911312106 8220856 164450 SOLE SOLE 0 0 UNITED STS STL CORP NEW COM 912909108 1446398 40470 SOLE SOLE 0 0 UNITED TECHNOLOGIES CORP COM 913017109 5350841 102980 SOLE SOLE 0 0 UNITEDHEALTH GROUP INC COM 91324P102 14802648 592580 SOLE SOLE 0 0 UNIVERSAL HEALTH SVCS INC CL B 913903100 5917298 121132 SOLE SOLE 0 0 UNUM GROUP COM 91529Y106 794110 50070 SOLE SOLE 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 1260582 89530 SOLE SOLE 0 0 US BANCORP DEL COM NEW 902973304 2991027 166910 SOLE SOLE 0 0 V F CORP COM 918204108 11540475 208500 SOLE SOLE 0 0 VALERO ENERGY CORP COM 91913Y100 15825592 936980 SOLE SOLE 0 0 VALMONT INDS INC COM 920253101 12285171 170438 SOLE SOLE 0 0 VARIAN SEMI EQUIP ASSOC INC COM 922207105 2773244 115600 SOLE SOLE 0 0 VENTAS INC COM 92276F100 5708695 191182 SOLE SOLE 0 0 VERIZON COMMUNICATIONS COM USD 500 92343V104 16073634 523060 SOLE SOLE 0 0 VIACOM INC NEW CL B 92553P201 1373350 60500 SOLE SOLE 0 0 VORNADO RLTY TR COM 929042109 861154 19124 SOLE SOLE 0 0 VOTORANTIM CELULOSE E PAPEL SA SPONSORED ADR 92906P106 2727162 254637 SOLE SOLE 0 0 W+T OFFSHORE INC COM 92922P106 4717082 484300 SOLE SOLE 0 0 WABTEC COM 929740108 11041323 343218 SOLE SOLE 0 0 WAL MART STORES INC COM 931142103 11593145 239330 SOLE SOLE 0 0 WARNACO GROUP INC COM 934390402 8100292 250009 SOLE SOLE 0 0 WARREN RES INC COM 93564A100 1632014 666128 SOLE SOLE 0 0 WASTE MGMT INC DEL COM 94106L109 611072 21700 SOLE SOLE 0 0 WATERS CORP COM 941848103 10417013 202390 SOLE SOLE 0 0 WEB COM GROUP INC COM 94733A104 1284817 228209 SOLE SOLE 0 0 WELLS FARGO + CO COM 949746101 32521840 1340554 SOLE SOLE 0 0 WESTERN DIGITAL CORP COM 958102105 9752875 368033 SOLE SOLE 0 0 WESTLAKE CHEM CORP COM 960413102 988915 48500 SOLE SOLE 0 0 WGL HLDGS INC COM 92924F106 7264505 226874 SOLE SOLE 0 0 WILLIAMS COS INC COM 969457100 23149177 1482971 SOLE SOLE 0 0 WORLD FUEL SERVICES CORP. COM 981475106 6037350 146431 SOLE SOLE 0 0 WYETH COM 983024100 5686459 125280 SOLE SOLE 0 0 XENOPORT INC COM 98411C100 2642654 114055 SOLE SOLE 0 0 XTO ENERGY INC COM 98385X106 4326030 113425 SOLE SOLE 0 0 ZOLL MED CORP COM 989922109 2237986 115718 SOLE SOLE 0 0
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