0000825204-11-000003.txt : 20110516
0000825204-11-000003.hdr.sgml : 20110516
20110516172834
ACCESSION NUMBER: 0000825204-11-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110331
FILED AS OF DATE: 20110516
DATE AS OF CHANGE: 20110516
EFFECTIVENESS DATE: 20110516
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CAPSTONE ASSET MANAGEMENT CO
CENTRAL INDEX KEY: 0000825204
IRS NUMBER: 760022831
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02180
FILM NUMBER: 11848858
BUSINESS ADDRESS:
STREET 1: 5847 SAN FELIPE
STREET 2: SUITE 4100
CITY: HOUSTON
STATE: TX
ZIP: 77057
BUSINESS PHONE: 7132609000
MAIL ADDRESS:
STREET 1: 5847 SAN FELIPE
STREET 2: SUITE 4100
CITY: HOUSTON
STATE: TX
ZIP: 77044
13F-HR
1
sec13fcamfinal1stqtr2011.txt
13FREPORT
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:March 31, 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: Capstone Asset Management Company
Address: 5847 San Felipe, Suite 4100
Houston, Texas 77057
Form 13F File Number: 28-2180
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: Richard A. Nunn
Title: Sr. Vice President, Chief Compliance Officer
Phone: (713) 260-9000
Signature, Place, and Date of Signing:
/s/ Richard A. Nunn Houston, Texas May 16, 2011
[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: NONE
CAPSTONE ASSET MANAGEMENT COMPANY
CAPSTONE ASSET MANAGEMENT COMPANY
FORM 13F SUMMARY PAGE
AS OF DATE: 03/31/11
RUN DATE: 04/12/11 02:53 P.M.
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,490
FORM 13F INFORMATION TABLE VALUE TOTAL: $2,437,379,000
LIST OF OTHER INCLUDED MANAGERS:
NO. 13F FILE NUMBER NAME
PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 1
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M COMPANY COM 88579Y101 10789 115388 SH SOLE 6784 108604 0
A A R CORP COM 000361105 490 17660 SH SOLE 2950 14710 0
A B M INDS INC COM 000957100 560 22070 SH SOLE 4300 17770 0
A E S CORP COM 00130H105 1044 80298 SH SOLE 24720 55168 410
A G L RESOURCES INC COM 001204106 2323 58298 SH SOLE 46210 12008 80
A K STEEL HOLDING CORP COM 001547108 375 23786 SH SOLE 14730 8976 80
A M B PPTY CORP COM 00163T109 330 9180 SH SOLE 6190 2960 30
A T M I INC COM 00207R101 260 13740 SH SOLE 1250 12490 0
A T & T INC COM 00206R102 21800 712195 SH SOLE 103907 605578 2710
ABAXIS INC COM 002567105 421 14590 SH SOLE 3610 10980 0
ABB LTD SPONSORED ADR COM 000375204 2852 117920 SH SOLE 30690 87230 0
ABBOTT LABS COM 002824100 12522 255287 SH SOLE 60690 192122 2475
ABERCROMBIE & FITCH CO CL A COM 002896207 519 8835 SH SOLE 820 7955 60
ACADIA RLTY TR COM 004239109 363 19211 SH SOLE 2257 16954 0
ACCENTURE PLC COM G1151C101 750 13650 SH SOLE 0 12970 680
ACE LTD SHS COM H0023R105 2415 37330 SH SOLE 7450 29630 250
ACTUANT CORP CL A COM 00508X203 799 27550 SH SOLE 2720 24830 0
ADOBE SYSTEM INC COM 00724F101 1911 57644 SH SOLE 4964 52110 570
ADVANCED AUTO PTS INC COM 00751Y106 432 6580 SH SOLE 4200 2290 90
ADVANCED ENERGY INDS INC COM 007973100 274 16740 SH SOLE 1420 15320 0
ADVANCED MICRO DEVICES INC COM 007903107 740 86087 SH SOLE 33130 52637 320
AECOM TECHNOLOGY CORP DELAWACO COM 00766T100 250 9030 SH SOLE 6880 2060 90
AEGON NV ORD AMER REG COM 007924103 420 55984 SH SOLE 13680 42304 0
AEROPOSTALE COM 007865108 299 12302 SH SOLE 9740 2452 110
AEROVIRONMENT INC COM 008073108 258 7380 SH SOLE 680 6700 0
AETNA U S HEALTHCARE INC COM 00817Y108 2000 53436 SH SOLE 16640 36556 240
AFFILIATED MANAGERS GROUP INCO COM 008252108 388 3550 SH SOLE 2100 1410 40
AFFYMETRIX INC OC-CAP STK COM 00826T108 141 26990 SH SOLE 4370 22620 0
AFLAC INC COM 001055102 7262 137593 SH SOLE 5630 130238 1725
AGCO CORP COM 001084102 287 5230 SH SOLE 3560 1610 60
AGILENT TECHNOLOGIES INC COM 00846U101 4295 95920 SH SOLE 6790 88730 400
AGILYSYS INC COM 00847J105 210 36500 SH SOLE 29420 7080 0
AGNICO EAGLE MINES LTD COM 008474108 711 10721 SH SOLE 2920 7801 0
AGRIUM INC COM 008916108 762 8264 SH SOLE 2200 6064 0
AIR METHODS CORP COM 009128307 587 8730 SH SOLE 3090 5640 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 3523 39067 SH SOLE 2160 36132 775
AIRGAS INC COM 009363102 583 8782 SH SOLE 810 7862 110
AIRTRAN HLDGS INC COM 00949P108 110 14700 SH SOLE 13920 780 0
AKAMAI TECHNOLOGIES INC COM 00971T101 1132 29777 SH SOLE 12110 17487 180
ALABAMA POWER CO 5.875% 02/01/ PREFERRED STOCKS 010392546 1516 59600 SH SOLE 350 59250 0
ALBANY INTL CORP NEW CL A COM 012348108 288 11560 SH SOLE 1150 10410 0
ALBEMARLE CORP COM 012653101 481 8050 SH SOLE 3970 3940 140
ALBERTO CULVER CO COM 013078100 246 6605 SH SOLE 3500 2995 110
ALCATEL ALSTHOM GENERALE ADR S COM 013904305 578 99399 SH SOLE 26530 72869 0
ALCOA INC COM 013817101 1910 108150 SH SOLE 17100 90380 670
ALCON INC COM H01301102 409 2474 SH SOLE 0 2359 115
ALEXANDRIA REAL EST EQTS INC COM 015271109 261 3350 SH SOLE 2220 1130 0
ALEXION PHARMACEUTICALS INC COM 015351109 231 2340 SH SOLE 0 2230 110
ALIGN TECHNOLOGY INC COM 016255101 841 41060 SH SOLE 8390 32670 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 666 9838 SH SOLE 730 8988 120
ALLEGIANT TRAVEL COM COM 01748X102 431 9830 SH SOLE 2210 7620 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 2
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALLERGAN INC COM 018490102 4760 67022 SH SOLE 7846 58816 360
ALLETE INC COM 018522300 495 12710 SH SOLE 1240 11470 0
ALLIANCE DATA SYS CORP COM 018581108 360 4190 SH SOLE 2650 1500 40
ALLIANT ENERGY CORP COM 018802108 272 6990 SH SOLE 4320 2540 130
ALLSCRIPTS HEALTHCARE SOLUT COM 01988P108 344 16400 SH SOLE 13706 2664 30
ALLSTATE CORP COM 020002101 2131 67042 SH SOLE 17100 49652 290
ALMOST FAMILY INC COM COM 020409108 259 6890 SH SOLE 2640 4250 0
ALTERA CORP COM 021441100 1683 38226 SH SOLE 7240 30626 360
ALTRIA GROUP INC COM 02209S103 3340 128307 SH SOLE 0 128307 0
AMAZON COM INC COM 023135106 7430 41248 SH SOLE 5965 34905 378
AMCOL INTL CORP COM 02341W103 423 11760 SH SOLE 950 10810 0
AMEDISYS INC COM 023436108 561 16019 SH SOLE 4909 11110 0
AMEREN CORP COM 023608102 955 34024 SH SOLE 11590 22214 220
AMERICA MOVIL S A DE C V SPONS COM 02364W105 7681 132200 SH SOLE 30070 102130 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 196 12305 SH SOLE 7990 4135 180
AMERICAN ELECTRIC POWER COM 025537101 1758 50029 SH SOLE 8730 40979 320
AMERICAN EXPRESS CO COM 025816109 7687 170057 SH SOLE 9360 159547 1150
AMERICAN FINANCIAL GROUP INC COM 025932104 233 6665 SH SOLE 5070 1585 10
AMERICAN INTERNATIONAL GROUP I COM 026874784 482 13726 SH SOLE 1324 12362 40
AMERICAN MED SYS HLDGS INC COM 02744M108 990 45730 SH SOLE 9040 36690 0
AMERICAN PUBLIC EDUCATION INCO COM 02913V103 459 11340 SH SOLE 2410 8930 0
AMERICAN SCIENCE & ENGR INC COM 029429107 511 5530 SH SOLE 950 4580 0
AMERICAN STATES WATER CO COM 029899101 341 9500 SH SOLE 750 8750 0
AMERICAN TOWER CORP CL A COM 029912201 2660 51337 SH SOLE 9790 41107 440
AMERIGROUP CORP COM 03073T102 1534 23870 SH SOLE 2150 21720 0
AMERIPRISE FINANCIAL INC COM 03076C106 1788 29265 SH SOLE 6206 22909 150
AMERISOURCEBERGEN CORP COM 03073E105 1552 39237 SH SOLE 4840 34097 300
AMETEK INC COM 031100100 460 10488 SH SOLE 5965 4328 195
AMGEN INC COM 031162100 5163 96588 SH SOLE 10930 85218 440
AMN HEALTHCARE SERVICES INC COM 001744101 141 16270 SH SOLE 3190 13080 0
AMPHENOL CORP NEW CL A COM 032095101 1219 22408 SH SOLE 5200 17008 200
AMSURG INC COM 03232P405 419 16460 SH SOLE 4400 12060 0
ANADARKO PETROLEUM CORP COM 032511107 3912 47752 SH SOLE 4280 43202 270
ANALOG DEVICES INC COM 032654105 1534 38963 SH SOLE 8060 30513 390
ANALOGIC CORP COM 032657207 372 6570 SH SOLE 470 6100 0
ANDERSONS INC COM 034164103 423 8680 SH SOLE 700 7980 0
ANGLOGOLD LTD COM 035128206 1479 30850 SH SOLE 6880 23970 0
ANHEUSER BUSCH INBEV SA/NV SPO COM 03524A108 1246 21790 SH SOLE 0 21790 0
ANIXTER INTL INC COM 035290105 850 12160 SH SOLE 1590 10570 0
ANSYS INC COM 03662Q105 414 7647 SH SOLE 5019 2548 80
AON CORP COM 037389103 1638 30929 SH SOLE 2990 27716 223
APACHE CORP COM 037411105 5044 38526 SH SOLE 3280 34924 322
APARTMENT INVT & MGMT CO COM 03748R101 296 11616 SH SOLE 1409 10197 10
APOGEE ENTERPRISES INC COM 037598109 249 18910 SH SOLE 8780 10130 0
APOLLO GROUP INC CL A COM 037604105 773 18532 SH SOLE 5960 12462 110
APOLLO INVT CORP COM SH BEN IN COM 03761U106 135 11180 SH SOLE 9930 1250 0
APPLE COMPUTER INC COM 037833100 38506 110488 SH SOLE 9479 100037 972
APPLIED INDL TECHNOLOGIES INC COM 03820C105 507 15252 SH SOLE 1420 13832 0
APPLIED MATERIALS INC COM 038222105 2376 152096 SH SOLE 12470 138066 1560
APTARGROUP INC COM 038336103 248 4950 SH SOLE 2460 2380 110
AQUA AMERICA INC COM 03836W103 232 10138 SH SOLE 4810 5238 90
PORTVUE-SEC13F.LNP CAPSTONE PAGE 3
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ARBITRON INC COM 03875Q108 658 16430 SH SOLE 3260 13170 0
ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 1724 47679 SH SOLE 12090 35589 0
ARCH CHEMICALS INC COM 03937R102 223 5350 SH SOLE 960 4390 0
ARCH COAL INC COM 039380100 364 10090 SH SOLE 6040 3880 170
ARCHER DANIELS MIDLAND COM 039483102 3626 100698 SH SOLE 21320 78338 1040
ARKANSAS BEST CORP DEL COM 040790107 275 10600 SH SOLE 970 9630 0
ARM HLDGS PLC SPONSORED ADR COM 042068106 557 19769 SH SOLE 4800 14969 0
ARQULE INC COM 04269E107 282 39540 SH SOLE 23330 16210 0
ARRIS GROUP INC COM 04269Q100 656 51481 SH SOLE 7069 44412 0
ARROW ELECTRONICS INC COM 042735100 394 9410 SH SOLE 6870 2460 80
ASCENA RETAIL GROUP INC COM 04351G101 275 8479 SH SOLE 7928 551 0
ASHLAND INC COM 044209104 407 7047 SH SOLE 5280 1717 50
ASMLD HOLDINGS NV NY REG SHS COM N07059186 990 22258 SH SOLE 5525 16733 0
ASSOCIATED BANC-CORP COM 045487105 178 11960 SH SOLE 9380 2560 20
ASSURANT INC COM 04621X108 894 23225 SH SOLE 12740 10445 40
ASTEC INDS INC COM 046224101 310 8320 SH SOLE 710 7610 0
ASTRAZENECA PLC ADR SPONSORED COM 046353108 1234 26751 SH SOLE 0 26751 0
ATLANTIC TELE NETWORK INC NEW COM 049079205 258 6930 SH SOLE 2070 4860 0
ATMEL CORP COM 049513104 428 31400 SH SOLE 21880 9380 140
ATMOS ENERGY CORP COM 049560105 269 7880 SH SOLE 5320 2480 80
ATWOOD OCEANICS COM 050095108 281 6060 SH SOLE 4990 990 80
AU OPTRONICS CORP SPONSORED AD COM 002255107 835 95114 SH SOLE 18611 76503 0
AUDIOVOX CORP CL A COM 050757103 222 27790 SH SOLE 20950 6840 0
AUTODESK INC COM 052769106 1129 25591 SH SOLE 2230 23111 250
AUTOMATIC DATA PROCESSING COM 053015103 7220 140707 SH SOLE 48370 90877 1460
AUTONATION INC DEL COM 05329W102 548 15502 SH SOLE 8530 6922 50
AUTOZONE INC COM 053332102 1058 3869 SH SOLE 1660 2186 23
AVALONBAY COMMUNITIES INC COM 053484101 1011 8422 SH SOLE 771 7621 30
AVERY DENNISON CORP COM 053611109 602 14342 SH SOLE 1250 12982 110
AVID TECHNOLOGY INC COM 05367P100 262 11756 SH SOLE 1120 10636 0
AVISTA CORP COM 05379B107 565 24430 SH SOLE 3920 20510 0
AVIVA PLC ADR COM 05382A104 1025 72610 SH SOLE 19800 52810 0
AVNET INC COM 053807103 384 11250 SH SOLE 8380 2750 120
AVON PRODUCTS INC COM 054303102 2141 79161 SH SOLE 5290 72636 1235
AZZ INC COM 002474104 286 6270 SH SOLE 440 5830 0
B B & T CORP COM 054937107 2063 75140 SH SOLE 12040 62740 360
B E AEROSPACE INC COM 073302101 350 9850 SH SOLE 7340 2380 130
B M C SOFTWARE INC COM 055921100 1299 26120 SH SOLE 6880 19010 230
B P AMOCO P L C COM 055622104 6539 148138 SH SOLE 41630 106508 0
B & G FOODS INC NEW CL A COM 05508R106 322 17170 SH SOLE 0 17170 0
BAIDU INC SPON ADR REP A COM 056752108 1337 9700 SH SOLE 1830 7870 0
BAKER HUGHES INC COM 057224107 3206 43655 SH SOLE 3749 39604 302
BALCHEM CORP COM 057665200 672 17905 SH SOLE 4315 13590 0
BALL CORP COM 058498106 902 25150 SH SOLE 6300 18570 280
BANCO BILBAO VIZCAYA ARGENTAAD COM 05946K101 2626 218864 SH SOLE 56940 161924 0
BANCO BRADESCO S A SP ADR PFD COM 059460303 4912 236709 SH SOLE 51630 185079 0
BANCO DE CHILE SPONSORED ADR COM 059520106 4436 53684 SH SOLE 40683 13001 0
BANCO SANTANDER BRASIL S A ADS COM 05967A107 499 40668 SH SOLE 6120 34548 0
BANCO SANTANDER CENT HISPANIC COM 05964H105 6913 590329 SH SOLE 241240 349089 0
BANCO SANTANDER CHILE NEW SP A COM 05965X109 302 3483 SH SOLE 1170 2313 0
BANK AMERICA CORP COM 060505104 13271 995607 SH SOLE 120999 870348 4260
PORTVUE-SEC13F.LNP CAPSTONE PAGE 4
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
BANK MONTREAL QUE COM 063671101 2214 34079 SH SOLE 9210 24869 0
BANK MUTUAL CORP COM 063750103 126 29800 SH SOLE 14270 15530 0
BANK NOVA SCOTIA HALIFAX COM 064149107 7905 128769 SH SOLE 71840 56929 0
BANK OF NEW YORK MELLON CORPOR COM 064058100 3609 120837 SH SOLE 10841 109346 650
BANK OF THE OZARKS INC COM 063904106 282 6460 SH SOLE 320 6140 0
BARCLAYS PLC ADR COM 06738E204 2797 154165 SH SOLE 38980 115185 0
BARD, C R INC COM 067383109 1855 18670 SH SOLE 1620 16705 345
BARNES GROUP INC COM 067806109 390 18670 SH SOLE 2090 16580 0
BARRICK GOLD CORP COM 067901108 2798 53905 SH SOLE 15220 38685 0
BASIC ENERGY SVCS INC NEW COM 06985P100 284 11120 SH SOLE 880 10240 0
BAXTER INTL INC COM 071813109 5679 105623 SH SOLE 28520 75808 1295
BCE INC COM 05534B760 2003 55130 SH SOLE 17675 37455 0
BECKMAN COULTER INC COM 075811109 439 5280 SH SOLE 2650 2610 20
BECTON DICKINSON & CO COM 075887109 1389 17449 SH SOLE 0 16829 620
BED BATH & BEYOND INC COM 075896100 5233 108409 SH SOLE 7847 100262 300
BELDEN CDT INC COM 077454106 812 21615 SH SOLE 1750 19865 0
BEMIS INC COM 081437105 474 14457 SH SOLE 1340 13017 100
BENCHMARK ELECTRS INC COM 08160H101 547 28845 SH SOLE 6410 22435 0
BERKLEY W R CORP COM 084423102 283 8797 SH SOLE 6250 2447 100
BERKSHIRE HATHAWAY INC DEL CL COM 084670702 13721 164063 SH SOLE 15360 147903 800
BEST BUY INC COM 086516101 2564 89266 SH SOLE 3160 85756 350
BHP BILLITON LTD SPONSORED ADR COM 088606108 10078 105108 SH SOLE 37810 67298 0
BHP BILLITON PLC SPONSORED ADR COM 05545E209 4527 56869 SH SOLE 14880 41989 0
BIG 5 SPORTING GOODS CORP COM 08915P101 124 10390 SH SOLE 1350 9040 0
BIG LOTS INC COM 089302103 328 7559 SH SOLE 530 6969 60
BIGLARI HOLDINGS INC COM COM 08986R101 434 1024 SH SOLE 253 771 0
BIOGEN IDEC INC COM 09062X103 2353 32021 SH SOLE 7920 23971 130
BIOMED REALTY TRUST INC COM 09063H107 1122 58980 SH SOLE 5220 53760 0
BIO-REFERENCE LABS INC COM 09057G602 406 18110 SH SOLE 5920 12190 0
BJS RESTAURANTS INC COM COM 09180C106 411 10440 SH SOLE 0 10440 0
BJS WHOLESALE CLUB INC COM 05548J106 216 4430 SH SOLE 3620 810 0
BLACK BOX CORP COM 091826107 309 8800 SH SOLE 2140 6660 0
BLACKBAUD INC COM 09227Q100 2015 73970 SH SOLE 43870 30100 0
BLACKROCK INC CL A COM 09247X101 330 1640 SH SOLE 0 1597 43
BLOCK H & R INC COM 093671105 590 35251 SH SOLE 3150 31771 330
BLUE COAT SYS INC COM 09534T508 803 28520 SH SOLE 7650 20870 0
BLUE NILE INC COM 09578R103 495 9160 SH SOLE 1960 7200 0
BOEING CO COM 097023105 4443 60098 SH SOLE 7084 53014 0
BORG WARNER INC COM 099724106 574 7200 SH SOLE 4170 2920 110
BOSTON BEER INC CL A COM 100557107 410 4430 SH SOLE 0 4430 0
BOSTON PRIVATE FINL HLDGS INC COM 101119105 226 31900 SH SOLE 6620 25280 0
BOSTON PROPERTIES INC COM 101121101 1312 13830 SH SOLE 1330 12440 60
BOSTON SCIENTIFIC CORP COM 101137107 1196 166291 SH SOLE 29527 135914 850
BOTTOMLINE TECH DEL INC COM COM 101388106 539 21480 SH SOLE 6280 15200 0
BRADY W H CO CL A COM 104674106 792 22180 SH SOLE 2040 20140 0
BRF-BRASIL FOODS S A SPONSORED COM 10552T107 1061 55600 SH SOLE 12460 43140 0
BRIGGS & STRATTON CORP COM 109043109 530 23380 SH SOLE 4880 18500 0
BRIGHTPOINT INC COM 109473405 380 35022 SH SOLE 10590 24432 0
BRISTOL MYERS SQUIBB CO COM 110122108 5778 218611 SH SOLE 400 217351 860
BRISTOW GROUP INC COM 110394103 726 15340 SH SOLE 1870 13470 0
BRITISH AMERN TOB PLC SPONSORE COM 110448107 692 8540 SH SOLE 0 8540 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 5
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
BROADCOM CORP COM 111320107 2296 58306 SH SOLE 11280 46486 540
BROOKFIELD ASSET MGMT INC CL A COM 112585104 893 27526 SH SOLE 7532 19994 0
BROOKLINE BANCORP INC DEL COM 11373M107 247 23470 SH SOLE 4000 19470 0
BROOKS AUTOMATION INC COM 114340102 411 29960 SH SOLE 7000 22960 0
BROWN FORMAN CORP CL B COM 115637209 530 7759 SH SOLE 0 7759 0
BROWN SHOE INC COM 115736100 283 23184 SH SOLE 7295 15889 0
BROWN & BROWN INC COM 115236101 254 9836 SH SOLE 4680 5026 130
BRUNSWICK CORP COM 117043109 1041 40940 SH SOLE 3440 37500 0
BT GROUP PLC ADR COM 05577E101 1342 44598 SH SOLE 12180 32418 0
BUCKEYE TECHNOLOGIES INC COM 118255108 718 26360 SH SOLE 7080 19280 0
BUCKLE INC COM 118440106 685 16960 SH SOLE 4225 12735 0
BUCYRUS INTL INC NEW CL A COM 118759109 645 7050 SH SOLE 4850 2120 80
BUFFALO WILD WINGS INC COM 119848109 487 8950 SH SOLE 0 8950 0
C E C ENTERTAINMENT INC COM 125137109 522 13830 SH SOLE 3720 10110 0
C H ENERGY GROUP INC COM 12541M102 348 6890 SH SOLE 910 5980 0
C H ROBINSON WORLDWIDE INC COM 12541W209 2188 29516 SH SOLE 1170 27796 550
C M S ENERGY CORP COM 125896100 665 33843 SH SOLE 11570 22193 80
C R E E INC COM 225447101 438 9490 SH SOLE 6480 2920 90
C S G SYSTEMS INTL INC COM 126349109 429 21490 SH SOLE 5050 16440 0
C S X CORP COM 126408103 2937 37370 SH SOLE 3520 33640 210
C T S CORP COM 126501105 155 14330 SH SOLE 2080 12250 0
C V S CAREMARK CORP COM 126650100 5923 172596 SH SOLE 21135 149796 1665
CA INC COM 12673P105 1134 46892 SH SOLE 4380 42132 380
CABELAS INC COM 126804301 652 26050 SH SOLE 6900 19150 0
CABLEVISION SYS CORP CL A SHS COM 12686C109 1038 29980 SH SOLE 12490 17420 70
CABOT CORP COM 127055101 200 4330 SH SOLE 3000 1260 70
CABOT MICROELECTRONICS CORP COM 12709P103 575 11000 SH SOLE 750 10250 0
CABOT OIL & GAS CORP COM 127097103 514 9696 SH SOLE 620 8916 160
CACI INTL INC CL A COM 127190304 839 13690 SH SOLE 2360 11330 0
CADENCE DESIGNS SYSTEMS INC COM 127387108 160 16430 SH SOLE 10070 6340 20
CALAVO GROWERS INC COM COM 128246105 208 9520 SH SOLE 3930 5590 0
CALGON CARBON CORP COM 129603106 407 25600 SH SOLE 2170 23430 0
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 300 17790 SH SOLE 6350 11440 0
CALLAWAY GOLF CO COM 131193104 243 35610 SH SOLE 12370 23240 0
CAMBREX CORP COM 132011107 77 13970 SH SOLE 13490 480 0
CAMDEN PPTY TR SH BEN INT COM 133131102 207 3640 SH SOLE 2380 1250 10
CAMECO CORP COM 13321L108 598 19912 SH SOLE 5200 14712 0
CAMERON INTRNATIONAL CORP COM 13342B105 1863 32633 SH SOLE 8740 23623 270
CAMPBELL SOUP CO COM 134429109 2675 80786 SH SOLE 46750 33766 270
CANADIAN NAT RES LTD COM 136385101 2805 56738 SH SOLE 14080 42658 0
CANADIAN NATL RY CO COM 136375102 4528 60162 SH SOLE 33980 26182 0
CANADIAN PAC RY LTD COM 13645T100 738 11478 SH SOLE 3510 7968 0
CANON INC ADR COM 138006309 2750 63437 SH SOLE 17210 46227 0
CAPELLA EDUCATION COMPANY COM 139594105 492 9880 SH SOLE 1700 8180 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 2741 52754 SH SOLE 13048 39506 200
CARBO CERAMICS INC COM 140781105 1481 10495 SH SOLE 880 9615 0
CARDINAL HEALTH INC COM 14149Y108 2243 54535 SH SOLE 12710 41565 260
CARDTRONICS INC COM COM 14161H108 332 16310 SH SOLE 2940 13370 0
CAREFUSION CORP COM COM 14170T101 793 28137 SH SOLE 8140 19887 110
CARLISLE COS INC COM 142339100 200 4480 SH SOLE 2260 2150 70
CARMAX INC COM 143130102 939 29260 SH SOLE 10570 18470 220
PORTVUE-SEC13F.LNP CAPSTONE PAGE 6
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
CARNIVAL PAIRED CERTIFICATES COM 143658300 1812 47238 SH SOLE 5240 41618 380
CARNIVAL PLC ADR COM 14365C103 417 10521 SH SOLE 3030 7491 0
CARTER HLDGS INC COM 146229109 901 31470 SH SOLE 3600 27870 0
CASEYS GENERAL STORES INC COM 147528103 656 16820 SH SOLE 2200 14620 0
CASH AMERICAN INTL INC COM 14754D100 824 17890 SH SOLE 3440 14450 0
CATALYST HEALTH SOLUTIONS INC COM 14888B103 1289 23050 SH SOLE 4070 18980 0
CATERPILLAR INC COM 149123101 10167 91303 SH SOLE 5440 84513 1350
CATO CORP NEW CL A COM 149205106 346 14105 SH SOLE 1300 12805 0
CBEYOND INC COM 149847105 219 18760 SH SOLE 4760 14000 0
CBS CORP 6.750% 03/27/56 PREFERRED STOCKS 124857400 1556 61895 SH SOLE 365 61530 0
CBS CORP NEW CL B COM 124857202 1799 71838 SH SOLE 16140 55418 280
CDN IMPERIAL BK OF COMMERCE COM 136069101 2059 23834 SH SOLE 6480 17354 0
CEDAR SHOPPING CTRS INC COM NE COM 150602209 166 27450 SH SOLE 9480 17970 0
CELGENE CORP COM 151020104 7600 131998 SH SOLE 9947 121571 480
CEMEX S A SPONSORED ADR COM 151290889 1042 116659 SH SOLE 21990 94669 0
CENOVUS ENERGY INC COM COM 15135U109 1572 39922 SH SOLE 10010 29912 0
CENTENE CORP DEL COM 15135B101 789 23910 SH SOLE 5670 18240 0
CENTERPOINT ENERGY INC COM 15189T107 949 54020 SH SOLE 13820 39780 420
CENTRAIS ELETRICAS BRASILEIRAD COM 15234Q207 385 24822 SH SOLE 9630 15192 0
CENTRAL GARDEN & PET CO CL A N COM 153527205 297 32270 SH SOLE 10670 21600 0
CENTURY ALUM CO COM 156431108 476 25470 SH SOLE 2280 23190 0
CENTURYTEL INC COM 156700106 2646 63679 SH SOLE 28622 34917 140
CEPHALON INC COM 156708109 716 9414 SH SOLE 1600 7784 30
CERADYNE INC CALIF COM 156710105 467 10360 SH SOLE 900 9460 0
CERNER CORP COM 156782104 1099 9880 SH SOLE 3140 6660 80
CEVA INC COM 157210105 418 15630 SH SOLE 5260 10370 0
CF INDS HLDGS INC COM 125269100 1399 10230 SH SOLE 3665 6496 69
CHECKPOINT SYSTEM INC COM 162825103 358 15920 SH SOLE 1600 14320 0
CHEESECAKE FACTORY INC COM 163072101 238 7925 SH SOLE 7430 495 0
CHEMED CORPORATION COM 16359R103 588 8830 SH SOLE 2030 6800 0
CHESAPEAKE ENERGY CORP COM 165167107 2161 64469 SH SOLE 5780 58239 450
CHEVRON CORPORATION COM 166764100 24398 226981 SH SOLE 38849 188132 0
CHICOS F A S INC COM 168615102 264 17720 SH SOLE 13470 4100 150
CHILDRENS PL RETAIL STORES COM 168905107 610 12250 SH SOLE 1020 11230 0
CHINA LIFE INS CO LTD SPON ADR COM 16939P106 3578 63830 SH SOLE 14590 49240 0
CHINA MOBILE HONG KONG LTD ADR COM 16941M109 5777 124900 SH SOLE 29240 95660 0
CHINA PETE & CHEM CORP SPON AD COM 16941R108 2158 21460 SH SOLE 4690 16770 0
CHINA TELECOM CORP LTD SPON AD COM 169426103 709 11627 SH SOLE 2620 9007 0
CHINA UNICOM LTD SPONSORED ADR COM 16945R104 1553 93567 SH SOLE 17585 75982 0
CHIPOTLE MEXICAN GRILL INC CL COM 169656105 714 2621 SH SOLE 1708 880 33
CHRISTOPHER & BANKS CORP COM 171046105 172 26505 SH SOLE 13990 12515 0
CHUBB CORP COM 171232101 3818 62277 SH SOLE 5590 55552 1135
CHUNGHWA TELECOM CO LTD SPON A COM 17133Q502 1656 53137 SH SOLE 10745 42392 0
CHURCH & DWIGHT CO COM 171340102 390 4918 SH SOLE 2730 2088 100
CIBER INC COM 17163B102 452 67500 SH SOLE 44140 23360 0
CIGNA CORP COM 125509109 1857 41940 SH SOLE 15440 26370 130
CIMAREX ENERGY CO COM 171798101 627 5440 SH SOLE 3090 2190 160
CINCINNATI BELL COM 171871106 37 13910 SH SOLE 12990 920 0
CINCINNATI FINANCIAL CORP COM 172062101 2425 73952 SH SOLE 7522 64460 1970
CINTAS CORP COM 172908105 426 14066 SH SOLE 1360 12616 90
CIRCOR INTL INC COM 17273K109 381 8100 SH SOLE 580 7520 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 7
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
CISCO SYSTEMS INC COM 17275R102 10437 608594 SH SOLE 48560 553704 6330
CITIGROUP INC COM 172967101 11483 2598001 SH SOLE 293500 2295631 8870
CITRIX SYSTEMS INC COM 177376100 1810 24645 SH SOLE 6070 18385 190
CITY HLDG CO COM 177835105 232 6570 SH SOLE 530 6040 0
CLARCOR INC COM 179895107 1064 23690 SH SOLE 1910 21780 0
CLEARWATER PAPER CORP COM COM 18538R103 391 4806 SH SOLE 425 4381 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 2825 28748 SH SOLE 1224 27364 160
CLOROX CO COM 189054109 1597 22798 SH SOLE 2535 19868 395
CME GROUP INC COM 12572Q105 1883 6244 SH SOLE 691 5536 17
CNOOC LTD SPONSORED ADR COM 126132109 9579 37855 SH SOLE 19218 18637 0
COACH INC COM 189754104 3732 71722 SH SOLE 11957 59435 330
COCA COLA CO COM 191216100 20803 313583 SH SOLE 47110 263693 2780
COCA-COLA ENTERPRISES INC NEW COM 19122T109 1389 50873 SH SOLE 17060 33513 300
COGNEX CORP COM 192422103 525 18570 SH SOLE 1460 17110 0
COGNIZANT TECHNLGY SLTNS COR COM 192446102 3349 41141 SH SOLE 10610 30191 340
COHU INC COM 192576106 154 10010 SH SOLE 820 9190 0
COINSTAR INC COM 19259P300 887 19320 SH SOLE 3850 15470 0
COLDWATER CREEK INC COM 193068103 75 28440 SH SOLE 14390 14050 0
COLGATE PALMOLIVE CO COM 194162103 5288 65479 SH SOLE 5170 59599 710
COLONIAL PPTYS TR COM 195872106 720 37390 SH SOLE 3380 34010 0
COLUMBIA BKG SYS INC COM 197236102 304 15840 SH SOLE 1480 14360 0
COMCAST CORP 6.625% 05/15/56 PREFERRED STOCKS 20030N507 1328 51029 SH SOLE 215 50814 0
COMCAST CORP CL A COM 20030N101 6287 254340 SH SOLE 0 253050 1290
COMERICA INC COM 200340107 632 17199 SH SOLE 1300 15829 70
COMFORT SYS USA INC COM COM 199908104 288 20440 SH SOLE 7130 13310 0
COMMERCE BANCSHARES INC COM 200525103 216 5346 SH SOLE 2729 2554 63
COMMERCIAL METALS CO COM 201723103 173 10010 SH SOLE 8220 1700 90
COMMUNITY BK SYS INC COM 203607106 365 15020 SH SOLE 1320 13700 0
COMMVAULT SYSTEMS INC COM 204166102 1049 26300 SH SOLE 5620 20680 0
COMP PARANAENSE DE ENERGIA ADR COM 20441B407 450 16190 SH SOLE 5420 10770 0
COMPANHIA DE BEBIDAS DAS AMESP COM 20441W203 1092 38570 SH SOLE 0 38570 0
COMPANHIA ENERGETICA DE MINASP COM 204409601 1356 70380 SH SOLE 18827 51553 0
COMPANHIA SIDERURGICA NACIONSP COM 20440W105 1617 97042 SH SOLE 19700 77342 0
COMPANIA DE MINAS BUENAVENTUSP COM 204448104 1071 24934 SH SOLE 5300 19634 0
COMPASS MINERALS INTL INC COM 20451N101 279 2980 SH SOLE 1910 1010 60
COMPUTER PROGRAMS & SYS INC COM 205306103 377 5860 SH SOLE 290 5570 0
COMPUTER SCIENCES CORP COM 205363104 1153 23664 SH SOLE 10130 13454 80
COMPUWARE CORP COM 205638109 179 15530 SH SOLE 4460 11070 0
COMSCORE INC COM 20564W105 523 17720 SH SOLE 5720 12000 0
COMTECH TELECOMM CORP COM 205826209 336 12330 SH SOLE 1960 10370 0
CONAGRA INC COM 205887102 2780 117035 SH SOLE 60190 56565 280
CONCHO RES INC COM 20605P101 211 1970 SH SOLE 0 1790 180
CONCUR TECHNOLOGIES INC COM 206708109 202 3640 SH SOLE 3270 370 0
CONMED CORP COM 207410101 343 13070 SH SOLE 2230 10840 0
CONOCO PHILLIPS COM 20825C104 15574 195017 SH SOLE 16139 178878 0
CONSOL ENERGY INC COM 20854P109 1413 26349 SH SOLE 4880 21249 220
CONSOLIDATED EDISON INC COM 209115104 1754 34586 SH SOLE 5440 28926 220
CONSOLIDATED GRAPHICS INC COM 209341106 420 7690 SH SOLE 2320 5370 0
CONSTELLATION BRANDS COM 21036P108 274 13509 SH SOLE 0 13509 0
CONSTELLATION ENERGY GROUP INC COM 210371100 1376 44212 SH SOLE 24760 19292 160
CONTANGO OIL & GAS COMPANY NEW COM 21075N204 528 8350 SH SOLE 1900 6450 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 8
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
CONTINENTAL RESOURCES INC COM 212015101 753 10530 SH SOLE 56 10354 120
COOPER COMPANIES INC COM 216648402 331 4770 SH SOLE 3930 820 20
COOPER INDUSTRIES PLC SHS COM G24140108 233 3590 SH SOLE 0 3380 210
COPART INC COM 217204106 248 5735 SH SOLE 3770 1895 70
CORELOGIC INC COM COM 21871D103 289 15595 SH SOLE 13650 1895 50
CORINTHIAN COLLEGES INC COM 218868107 297 67200 SH SOLE 38790 28410 0
CORN PRODUCTS INTL INC COM 219023108 244 4700 SH SOLE 2870 1780 50
CORNING INC COM 219350105 4814 233326 SH SOLE 16000 216436 890
CORVEL CORP COM 221006109 286 5370 SH SOLE 2020 3350 0
COSTCO WHOLESALE CORP COM 22160K105 3532 48170 SH SOLE 6430 41250 490
COVANCE INC COM 222816100 270 4930 SH SOLE 2740 2140 50
COVENTRY HEALTH CARE INC COM 222862104 1184 37178 SH SOLE 22766 14332 80
COVIDIEN PLC COM G2554F113 2594 49950 SH SOLE 4170 45210 570
CRACKER BARREL OLD COUNTRY STO COM 22410J106 698 14210 SH SOLE 2830 11380 0
CREDICORP LTD COM COM G2519Y108 365 3475 SH SOLE 970 2505 0
CREDIT SUISSE GROUP ADR SPONSO COM 225401108 2300 54009 SH SOLE 13480 40529 0
CRH PLC ADR COM 12626K203 829 35683 SH SOLE 8650 27033 0
CROCS INC COM 227046109 951 53290 SH SOLE 12040 41250 0
CROSS CTRY HEALTHCARE INC COM 227483104 172 21950 SH SOLE 10920 11030 0
CROWN CASTLE INTL CORP COM 228227104 264 6196 SH SOLE 0 5896 300
CRYOLIFE INC COM 228903100 78 12770 SH SOLE 830 11940 0
CTRIP COM INTL LTD AMERICAN DE COM 22943F100 459 11063 SH SOLE 2210 8853 0
CUBIC CORP COM 229669106 443 7700 SH SOLE 570 7130 0
CUBIST PHARMACEUTICALS INC COM 229678107 867 34350 SH SOLE 6040 28310 0
CULLEN FROST BANKERS INC COM 229899109 1942 32902 SH SOLE 25410 7462 30
CUMMINS ENGINE INC COM 231021106 2588 23605 SH SOLE 3900 19475 230
CURTISS WRIGHT CORP COM 231561101 704 20040 SH SOLE 2710 17330 0
CYBERONICS INC COM 23251P102 496 15590 SH SOLE 3700 11890 0
CYMER INC COM 232572107 760 13430 SH SOLE 1000 12430 0
D P L INC COM 233293109 211 7690 SH SOLE 5000 2570 120
D R HORTON INC COM 23331A109 491 42182 SH SOLE 17896 24176 110
D T E ENERGY CO COM 233331107 1039 21216 SH SOLE 5460 15616 140
DAKTRONICS INC COM 234264109 170 15780 SH SOLE 1550 14230 0
DANAHER CORP COM 235851102 4621 89035 SH SOLE 4930 82300 1805
DARDEN RESTAURANTS INC COM 237194105 1778 36199 SH SOLE 8610 26959 630
DARLING INTL INC COM 237266101 1009 65620 SH SOLE 12300 53320 0
DAVITA INC COM 23918K108 1022 11953 SH SOLE 1470 10373 110
DEALERTRACK HLDGS INC COM 242309102 438 19110 SH SOLE 1670 17440 0
DEAN FOODS INC COM 242370104 911 91136 SH SOLE 74230 16786 120
DECKERS OUTDOOR CORP COM 243537107 311 3610 SH SOLE 3260 350 0
DEERE & CO COM 244199105 6605 68165 SH SOLE 6212 61473 480
DELL INC COM 24702R101 2828 194914 SH SOLE 22460 170544 1910
DELPHI FINANCIAL GROUP INC CL COM 247131105 766 24945 SH SOLE 4465 20480 0
DELTA AIR LINES INC DEL NEW COM 247361702 169 17277 SH SOLE 0 16417 860
DELTIC TIMBER CORP COM 247850100 368 5510 SH SOLE 410 5100 0
DENBURY RES INC COM 247916208 933 38243 SH SOLE 3810 34069 364
DENTSPLY INTL INC COM 249030107 823 22261 SH SOLE 3060 18981 220
DEUTSCHE BANK AG ORD COM D18190898 2834 47969 SH SOLE 12300 35669 0
DEVON ENERGY CORP COM 25179M103 3921 42722 SH SOLE 3720 38582 420
DEVRY INC COM 251893103 640 11630 SH SOLE 5600 5980 50
DG FASTCHANNEL INC COM 23326R109 475 14750 SH SOLE 2750 12000 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 9
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
DIAGEO PLC ADR SPONSORED COM 25243Q205 1429 18745 SH SOLE 0 18745 0
DIAMOND FOODS INC COM 252603105 583 10450 SH SOLE 850 9600 0
DIAMOND OFFSHORE DRILLNG INC COM 25271C102 889 11444 SH SOLE 4590 6774 80
DIAMONDROCK HOSPITALITY CO COM 252784301 788 70582 SH SOLE 7410 63172 0
DICKS SPORTING GOODS INC COM 253393102 314 7850 SH SOLE 5870 1920 60
DIGI INTL INC COM 253798102 123 11660 SH SOLE 3130 8530 0
DIME CMNTY BANCORP INC COM 253922108 180 12190 SH SOLE 1490 10700 0
DINEEQUITY INC COM 254423106 610 11090 SH SOLE 3390 7700 0
DIODES INC COM 254543101 763 22400 SH SOLE 5020 17380 0
DIONEX CORP COM 254546104 1131 9580 SH SOLE 1080 8500 0
DIRECTV CLASS A COM 25490A101 6082 129956 SH SOLE 300 128706 950
DISCOVER FINANCIAL SERVICES COM 254709108 1430 59278 SH SOLE 10520 48518 240
DISCOVERY COMMUNICATNS NEW COM COM 25470F104 1821 45647 SH SOLE 16350 29017 280
DISNEY WALT CO COM 254687106 9460 219543 SH SOLE 0 216894 2649
DOLAN MEDIA CO COM 25659P402 358 29510 SH SOLE 14860 14650 0
DOLLAR TREE INC COM 256746108 539 9706 SH SOLE 6305 3256 145
DOMINION RESOURCES INC VA COM 25746U109 2588 57904 SH SOLE 6154 51350 400
DONALDSON INC COM 257651109 364 5932 SH SOLE 2820 3022 90
DONNELLEY R R & SONS CO COM 257867101 725 38337 SH SOLE 18250 19947 140
DOVER CORP COM 260003108 3322 50527 SH SOLE 1721 48626 180
DOW CHEMICAL CORP COM 260543103 4206 111404 SH SOLE 10490 100404 510
DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 1915 51541 SH SOLE 8684 42707 150
DREAMWORKS ANIMATION INC CL A COM 26153C103 223 7970 SH SOLE 5590 2280 100
DRIL-QUIP INC COM 262037104 233 2950 SH SOLE 2660 290 0
DTS INC COM 23335C101 483 10350 SH SOLE 2000 8350 0
DU PONT E I DE NEMOURS & CO COM 263534109 5259 95667 SH SOLE 9050 86617 0
DUKE ENERGY CORP COM 26441C105 2363 130167 SH SOLE 18596 110851 720
DUKE REALTY CORP COM 264411505 189 13490 SH SOLE 10230 3260 0
DUN & BRADSTREET CORP DEL COM 26483E100 449 5601 SH SOLE 640 4911 50
DYCOM INDS INC COM 267475101 300 17320 SH SOLE 4120 13200 0
DYNEGY INC COM 26817G300 81 14152 SH SOLE 13508 644 0
E M C CORP MASS COM 268648102 10540 396832 SH SOLE 32103 362449 2280
E O G RESOURCES INC COM 26875P101 3626 30594 SH SOLE 2050 28194 350
EAGLE MATLS INC COM 26969P108 619 20470 SH SOLE 1730 18700 40
EASTGROUP PPTYS INC COM 277276101 569 12930 SH SOLE 890 12040 0
EASTMAN CHEMICAL CO COM 277432100 609 6129 SH SOLE 0 6069 60
EASTMAN KODAK COM 277461109 41 12680 SH SOLE 10710 1970 0
EATON CORP COM 278058102 1895 34180 SH SOLE 2940 31020 220
EATON VANCE CORP COM 278265103 286 8866 SH SOLE 4330 4426 110
EBAY INC COM 278642103 3408 109790 SH SOLE 0 109020 770
EBIX INC COM NEW COM 278715206 595 25150 SH SOLE 7150 18000 0
ECOLAB INC COM 278865100 2510 49205 SH SOLE 2530 45585 1090
ECOPETROL S A SPONSORED ADS COM 279158109 631 15145 SH SOLE 2380 12765 0
EDISON INTL COM 281020107 1484 40568 SH SOLE 7520 32828 220
EDWARDS LIFESCIENCES CORP COM 28176E108 772 8870 SH SOLE 5190 3540 140
EHEALTH INC COM COM 28238P109 196 14740 SH SOLE 4050 10690 0
EL PASO CORPORATION COM 28336L109 2577 143155 SH SOLE 7090 135315 750
EL PASO ELEC CO COM 283677854 601 19780 SH SOLE 1610 18170 0
ELAN CORP PLC ADR COM 284131208 338 49125 SH SOLE 16830 32295 0
ELDORADO GOLD CORP NEW COM COM 284902103 1567 96375 SH SOLE 9350 87025 0
ELECTRO SCIENTIFIC INDS INC COM 285229100 195 11260 SH SOLE 1040 10220 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 10
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ELECTRONIC ARTS INC COM 285512109 574 29366 SH SOLE 0 28976 390
EMBRAER SA SP ADR COM 29082A107 324 9616 SH SOLE 2930 6686 0
EMCOR GROUP INC COM 29084Q100 915 29560 SH SOLE 5470 24090 0
EMERGENT BIOSOLUTIONS INC COM COM 29089Q105 240 9930 SH SOLE 770 9160 0
EMERSON ELEC CO COM 291011104 11988 205171 SH SOLE 6795 196246 2130
EMPLOYERS HOLDINGS INC COM 292218104 359 17390 SH SOLE 2200 15190 0
EMPRESA NACIONAL DE ELCTRCIDSP COM 29244T101 1382 24839 SH SOLE 6370 18469 0
ENBRIDGE INC COM 29250N105 4542 73915 SH SOLE 41710 32205 0
ENCANA CORP COM 292505104 1453 42085 SH SOLE 9880 32205 0
ENDO PHARMACEUTICALS HLDGS COM 29264F205 423 11090 SH SOLE 7090 3960 40
ENERGEN CORP COM 29265N108 318 5040 SH SOLE 2630 2190 220
ENERGIZER HOLDINGS INC COM 29266R108 298 4190 SH SOLE 2750 1420 20
ENERPLUS CORPORATION COM 292766102 401 12681 SH SOLE 2260 10421 0
ENERSIS S A SPONSORED ADR COM 29274F104 1079 51814 SH SOLE 12810 39004 0
ENI S P A ADR SPONSORED COM 26874R108 4156 84598 SH SOLE 21370 63228 0
ENPRO INDS INC COM 29355X107 398 10960 SH SOLE 760 10200 0
ENSIGN GROUP INC COM COM 29358P101 348 10910 SH SOLE 4300 6610 0
ENTERGY CORP COM 29364G103 2374 35316 SH SOLE 3540 30951 825
ENTERTAINMENT PPTYS TR SH BEN COM 29380T105 1043 22286 SH SOLE 1800 20486 0
ENZO BIOCHEM INC COM 294100102 116 27579 SH SOLE 11740 15839 0
EPICOR SOFTWARE CORP COM 29426L108 251 22630 SH SOLE 2720 19910 0
EPIQ SYS INC COM 26882D109 196 13675 SH SOLE 2025 11650 0
EQT CORP COM COM 26884L109 852 17069 SH SOLE 1150 15569 350
EQUIFAX INC COM 294429105 548 14117 SH SOLE 1700 12337 80
EQUINIX INC COM 29444U502 379 4162 SH SOLE 2820 1312 30
ERESEARCHTECHNOLOGY INC COM 29481V108 140 20680 SH SOLE 3310 17370 0
ERICSSON L M TEL CO COM 294821608 2106 163749 SH SOLE 44920 118829 0
ESCO TECHNOLOGIES INC COM 296315104 465 12190 SH SOLE 960 11230 0
ESSEX PPTY TR COM 297178105 274 2210 SH SOLE 1160 1050 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 867 12260 SH SOLE 1090 11170 0
ETABLISSEMENTS DELHAIZE FRERSP COM 29759W101 2966 36306 SH SOLE 23540 12766 0
ETHAN ALLEN INTERIORS INC COM 297602104 262 11970 SH SOLE 1200 10770 0
ETRADE FINANCIAL CORP COM NEW COM 269246401 266 17005 SH SOLE 1998 14967 40
EVEREST RE GROUP LTD COM G3223R108 430 4880 SH SOLE 3500 1350 30
EXAR CORP COM 300645108 113 18850 SH SOLE 1430 17420 0
EXELON CORP COM 30161N101 2782 67468 SH SOLE 6660 60418 390
EXPEDIA INC DEL COM 30212P105 958 42263 SH SOLE 22330 19773 160
EXPEDITORS INTL WASHINGTON INC COM 302130109 1828 36453 SH SOLE 1600 34108 745
EXPONENT INC COM 30214U102 384 8610 SH SOLE 2030 6580 0
EXPRESS SCRIPTS INC CL A COM 302182100 3675 66083 SH SOLE 10676 54807 600
EXTRA SPACE STORAGE INC COM 30225T102 826 39900 SH SOLE 3630 36270 0
EXXON MOBIL CORP COM 30231G102 52313 621814 SH SOLE 43572 578242 0
EZCORP INC CL A NON VTG COM 302301106 910 29000 SH SOLE 5550 23450 0
F E I CO COM 30241L109 585 17340 SH SOLE 1430 15910 0
F M C CORP COM 302491303 897 10565 SH SOLE 3160 7295 110
F M C TECHNOLOGIES INC COM 30249U101 1624 34388 SH SOLE 9960 24088 340
F5 NETWORKS INC COM 315616102 1248 12170 SH SOLE 4440 7650 80
FACTSET RESEARCH SYSTEMS INC COM 303075105 467 4460 SH SOLE 2360 2050 50
FAMILY DOLLAR STORES COM 307000109 1398 27238 SH SOLE 4910 21883 445
FARO TECHNOLOGIES INC COM 311642102 301 7530 SH SOLE 540 6990 0
FASTENAL CO COM 311900104 1514 23350 SH SOLE 1240 21725 385
PORTVUE-SEC13F.LNP CAPSTONE PAGE 11
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
FEDERAL RLTY INVT TR SBI COM 313747206 306 3750 SH SOLE 2070 1630 50
FEDERAL SIGNAL CORP COM 313855108 223 34220 SH SOLE 15450 18770 0
FEDEX CORP COM 31428X106 2894 30937 SH SOLE 2420 28277 240
FIDELITY NATIONAL INFORMATION COM 31620M106 961 29402 SH SOLE 3166 26076 160
FIDELITY NATL TITLE GROUP INC COM 31620R105 271 19201 SH SOLE 15210 3921 70
FIFTH THIRD BANCORP COM 316773100 1256 90467 SH SOLE 20120 70027 320
FINISH LINE INC CL A COM 317923100 518 26105 SH SOLE 2367 23738 0
FIRST AMERN FINL CORP COM COM 31847R102 220 13305 SH SOLE 12450 855 0
FIRST BANCORP P R COM NEW COM 318672706 80 16076 SH SOLE 10952 5124 0
FIRST CASH FINL SVCS INC COM 31942D107 699 18120 SH SOLE 3810 14310 0
FIRST COMWLTH FINL CORP PA COM 319829107 250 36560 SH SOLE 6610 29950 0
FIRST FINL BANCORP OH COM 320209109 432 25890 SH SOLE 2060 23830 0
FIRST FINL BANCSHARES INC COM 32020R109 1836 35733 SH SOLE 21500 14233 0
FIRST HORIZON NATIONAL CORPORA COM 320517105 259 23064 SH SOLE 2942 20037 85
FIRST MIDWEST BANCORP COM 320867104 389 33000 SH SOLE 6570 26430 0
FIRST NIAGARA FINL GP INC COM 33582V108 161 11864 SH SOLE 9190 2674 0
FIRST SOLAR INC COM 336433107 1194 7421 SH SOLE 2090 5281 50
FIRSTENERGY CORP COM 337932107 1856 50028 SH SOLE 13019 37008 1
FISERV INC COM 337738108 3355 53485 SH SOLE 1906 51429 150
FLIR SYS INC COM 302445101 772 22319 SH SOLE 9160 13159 0
FLOWSERVE CORP COM 34354P105 1062 8246 SH SOLE 3170 5036 40
FLUOR CORP COM 343412102 2684 36438 SH SOLE 1414 34944 80
FOMENTO ECONOMICO MEXICANO COM 344419106 707 12045 SH SOLE 0 12045 0
FOOT LOCKER INC COM 344849104 198 10050 SH SOLE 7690 2300 60
FORD MOTOR CO DEL COM 345370860 5921 397089 SH SOLE 32220 361109 3760
FOREST LABS INC COM 345838106 1238 38319 SH SOLE 5270 32909 140
FOREST OIL CORP COM 346091705 255 6740 SH SOLE 4290 2270 180
FORESTAR REAL ESTATE GROUP I COM 346233109 329 17320 SH SOLE 1500 15820 0
FORRESTER RESH INC COM 346563109 332 8680 SH SOLE 1630 7050 0
FORTUNE BRANDS INC COM 349631101 630 10178 SH SOLE 0 10178 0
FORWARD AIR CORP COM 349853101 415 13555 SH SOLE 1150 12405 0
FOSSIL INC COM 349882100 453 4840 SH SOLE 3540 1260 40
FRANCE TELECOM COM 35177Q105 2597 115368 SH SOLE 31680 83688 0
FRANKLIN RESOURCES, INC COM 354613101 2258 18053 SH SOLE 1270 16623 160
FRANKLIN STREET PPTYS CORP COM COM 35471R106 383 27220 SH SOLE 3250 23970 0
FREDS INC CL A COM 356108100 300 22560 SH SOLE 8730 13830 0
FREEPORT-MCMORAN COPPER COM 35671D857 9802 176448 SH SOLE 15034 160374 1040
FRESENIUS MED CARE AG SPONSORE COM 358029106 1478 21896 SH SOLE 7330 14566 0
FRONTIER COMMUNICATIONS CORP C COM 35906A108 947 115254 SH SOLE 17720 97198 336
FRONTIER OIL CORP COM 35914P105 260 8880 SH SOLE 6630 2020 230
FULLER H B CO COM 359694106 443 20640 SH SOLE 1950 18690 0
FULTON FINL CORP PA COM 360271100 145 13061 SH SOLE 11010 2051 0
G & K SERVICES INC CL A COM 361268105 317 9520 SH SOLE 2450 7070 0
GALLAGHER ARTHUR J & CO COM 363576109 212 6960 SH SOLE 4070 2750 140
GAMESTOP CORPORATION CLASS A COM 36467W109 721 32031 SH SOLE 18822 13149 60
GANNETT INC DEL COM 364730101 531 34851 SH SOLE 14050 20731 70
GAP INC COM 364760108 1851 81704 SH SOLE 4720 75269 1715
GARDNER DENVER INC COM 365558105 252 3231 SH SOLE 1940 1241 50
GARTNER GROUP INC NEW CL A COM 366651107 268 6420 SH SOLE 4660 1710 50
GENCORP INC COM 368682100 197 33000 SH SOLE 13010 19990 0
GENERAL COMMUNICATION INC CL A COM 369385109 202 18420 SH SOLE 1510 16910 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 12
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
GENERAL DYNAMICS CORP COM 369550108 3961 51733 SH SOLE 3570 48163 0
GENERAL ELEC CAP CORP 6.000% 0 PREFERRED STOCKS 369622451 1542 59123 SH SOLE 355 58768 0
GENERAL ELEC CO COM 369604103 19472 971182 SH SOLE 100410 864462 6310
GENERAL MILLS INC COM 370334104 3388 92692 SH SOLE 7950 83572 1170
GENESCO INC COM 371532102 470 11700 SH SOLE 950 10750 0
GENTEX CORP COM 371901109 302 9980 SH SOLE 6330 3520 130
GENTIVA HEALTH SVCS INC COM 37247A102 434 15500 SH SOLE 4230 11270 0
GENUINE PARTS CO COM 372460105 5607 104527 SH SOLE 58030 45712 785
GENWORTH FINL INC CL A COM 37247D106 973 72319 SH SOLE 28480 43569 270
GENZYME CORP COM 372917104 2527 33176 SH SOLE 5280 27616 280
GEN-PROBE INC COM 36866T103 333 5020 SH SOLE 2790 2160 70
GEO GROUP INC COM 36159R103 655 25553 SH SOLE 2490 23063 0
GEORESOURCES INC COM COM 372476101 248 7920 SH SOLE 0 7920 0
GERBER SCIENTIFIC INC COM 373730100 168 17900 SH SOLE 9000 8900 0
GERDAU S A SPONSORED ADR COM 373737105 957 76550 SH SOLE 14640 61910 0
GETTY RLTY CORP COM 374297109 230 10040 SH SOLE 0 10040 0
GIBRALTAR INDS INC COM 374689107 241 20200 SH SOLE 8980 11220 0
GILEAD SCIENCES INC COM 375558103 4388 103320 SH SOLE 16400 85960 960
GLACIER BANCORP INC COM 37637Q105 422 28070 SH SOLE 2550 25520 0
GLAXOSMITHKLINE PLC ADR SPONSO COM 37733W105 1734 45145 SH SOLE 0 45145 0
GOLD FIELDS LTD NEW SPONSORED COM 38059T106 916 52451 SH SOLE 9910 42541 0
GOLDCORP INC COM 380956409 2286 45906 SH SOLE 12577 33329 0
GOLDMAN SACHS GROUP INC COM 38141G104 7916 49911 SH SOLE 5595 44114 202
GOODRICH B F CO COM 382388106 1451 16963 SH SOLE 4020 12743 200
GOODYEAR TIRE & RUBBER CO COM 382550101 501 33414 SH SOLE 10940 22234 240
GOOGLE INC CL A COM 38259P508 18211 31037 SH SOLE 2687 28087 263
GRACO INC COM 384109104 215 4720 SH SOLE 2250 2410 60
GRAINGER W W INC COM 384802104 2211 16061 SH SOLE 1470 14196 395
GREAT PLAINS ENERGY INC COM 391164100 229 11421 SH SOLE 8351 3030 40
GREATBATCH INC COM 39153L106 307 11620 SH SOLE 1050 10570 0
GREEN MTN COFFEE ROASTERS INC COM 393122106 767 11865 SH SOLE 8590 3155 120
GRIFFON CORP COM 398433102 295 22450 SH SOLE 5920 16530 0
GROUP 1 AUTOMOTIVE INC COM 398905109 543 12690 SH SOLE 3680 9010 0
GRUPO TELEVISA SA DE CV ADR SP COM 40049J206 1553 63305 SH SOLE 14960 48345 0
GUESS INC COM 401617105 308 7820 SH SOLE 6140 1640 40
GULFPORT ENERGY CORP COM NEW COM 402635304 759 21000 SH SOLE 5820 15180 0
H C C INSURANCE HOLDINGS INC COM 404132102 303 9680 SH SOLE 5860 3770 50
HAEMONETICS CORP COM 405024100 943 14390 SH SOLE 1790 12600 0
HAIN CELESTIAL GROUP INC COM 405217100 616 19090 SH SOLE 1790 17300 0
HALLIBURTON CO COM 406216101 7379 148054 SH SOLE 8200 138784 1070
HANCOCK HLDG CO COM 410120109 437 13300 SH SOLE 1830 11470 0
HANGER ORTHOPEDIC GROUP INC CO COM 41043F208 356 13680 SH SOLE 1530 12150 0
HANMI FINL CORP COM 410495105 79 63890 SH SOLE 34150 29740 0
HANSEN NAT CORP COM 411310105 387 6430 SH SOLE 4350 2000 80
HARLEY DAVIDSON INC COM 412822108 1083 25484 SH SOLE 2130 23104 250
HARMAN INTL INDS INC COM 413086109 312 6663 SH SOLE 524 6109 30
HARMONIC INC COM 413160102 400 42620 SH SOLE 3270 39350 0
HARRIS CORP COM 413875105 692 13959 SH SOLE 1260 12539 160
HARSCO CORP COM 415864107 270 7645 SH SOLE 5070 2495 80
HARTFORD FINANCIAL SERVICES GR COM 416515104 1739 64576 SH SOLE 24380 39986 210
HASBRO INC COM 418056107 1008 21527 SH SOLE 8150 13237 140
PORTVUE-SEC13F.LNP CAPSTONE PAGE 13
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
HAVERTY FURNITURE COS INC COM 419596101 156 11800 SH SOLE 5160 6640 0
HCP INC COM 40414L109 1192 31406 SH SOLE 3200 28066 140
HDFC BANK LTD ADR REPS 3 SHS COM 40415F101 1437 8454 SH SOLE 1710 6744 0
HEADWATERS INC COM 42210P102 199 33730 SH SOLE 12310 21420 0
HEALTH CARE REIT INC COM 42217K106 727 13868 SH SOLE 1470 12328 70
HEALTH NET INC COM 42222G108 297 9080 SH SOLE 6940 2110 30
HEALTHCARE RLTY TR COM 421946104 640 28180 SH SOLE 2440 25740 0
HEALTHCARE SVCS GROUP INC COM 421906108 624 35526 SH SOLE 4903 30623 0
HEALTHSPRING INC COM 42224N101 1265 33860 SH SOLE 6200 27660 0
HEALTHWAYS INC COM 422245100 362 23540 SH SOLE 10650 12890 0
HEARTLAND EXPRESS INC COM 422347104 416 23726 SH SOLE 2863 20863 0
HEARTLAND PMT SYS INC COM 42235N108 270 15430 SH SOLE 1770 13660 0
HEIDRICK & STRUGGLES INTL INC COM 422819102 205 7350 SH SOLE 620 6730 0
HEINZ H J CO COM 423074103 1970 40361 SH SOLE 4690 35361 310
HELEN OF TROY CORP COM G4388N106 404 13740 SH SOLE 2350 11390 0
HELMERICH & PAYNE INC COM 423452101 812 11828 SH SOLE 980 10748 100
HENRY JACK & ASSOC INC COM 426281101 226 6660 SH SOLE 4770 1890 0
HERSHEY FOODS CORP COM 427866108 1105 20322 SH SOLE 2530 17602 190
HESS CORP COM 42809H107 2576 30237 SH SOLE 3990 25997 250
HEWLETT PACKARD CO COM 428236103 15495 378196 SH SOLE 20476 355340 2380
HIBBETT SPORTS INC COM 428567101 605 16900 SH SOLE 3490 13410 0
HILLENBRAND INC COM 431571108 680 31630 SH SOLE 3270 28330 30
HITACHI LTD ADR COM 433578507 1236 23938 SH SOLE 6660 17278 0
HITTITE MICROWAVE CORP COM 43365Y104 836 13110 SH SOLE 1170 11940 0
HI-TECH PHARMACAL INC COM 42840B101 285 14170 SH SOLE 9140 5030 0
HMS HLDGS CORP COM 40425J101 1260 15390 SH SOLE 2180 13210 0
HOLLY CORP PAR $0.01 COM 435758305 1222 20110 SH SOLE 2510 17470 130
HOLOGIC INC COM 436440101 268 12072 SH SOLE 10080 1902 90
HOME BANCSHARES INC COM 436893200 201 8857 SH SOLE 803 8054 0
HOME DEPOT INC COM 437076102 8467 228473 SH SOLE 14504 211209 2760
HOME PPTYS INC COM 437306103 1083 18370 SH SOLE 1310 17060 0
HONDA MOTOR CO LTD COM 438128308 3185 84901 SH SOLE 21850 63051 0
HONEYWELL INTL INC COM 438516106 6444 107927 SH SOLE 7389 99548 990
HORACE MANN EDUCATORS CP COM 440327104 334 19880 SH SOLE 5580 14300 0
HORMEL FOODS CORP COM 440452100 929 33356 SH SOLE 3240 29556 560
HORNBECK OFFSHORE SVCS INC COM 440543106 421 13640 SH SOLE 4330 9310 0
HOSPIRA INC COM 441060100 1426 25828 SH SOLE 7250 18368 210
HOST HOTELS & RESORTS INC COM 44107P104 1118 63499 SH SOLE 7123 56146 230
HOT TOPIC INC COM 441339108 173 30340 SH SOLE 14920 15420 0
HSBC HLDGS PLC ADR SPON COM 404280406 9692 187097 SH SOLE 48310 138787 0
HSN INC COM 404303109 744 23234 SH SOLE 4620 18614 0
HUB GROUP INC CL A COM 443320106 604 16700 SH SOLE 1400 15300 0
HUBBELL INC CL B COM 443510201 3732 52548 SH SOLE 42110 10378 60
HUDSON CITY BANCORP INC COM 443683107 3667 378818 SH SOLE 185300 189463 4055
HUMANA INC COM 444859102 1706 24393 SH SOLE 9440 14873 80
HUNT J B TRANSPORT SERVICES IN COM 445658107 252 5550 SH SOLE 3310 2170 70
HUNTINGTON BANCSHARES INC COM 446150104 437 65855 SH SOLE 10320 55405 130
HUNTINGTON INGALLS INDS INC CO COM 446413106 431 10387 SH SOLE 6250 4138 0
HUTCHINSON TECHNOLOGY INC COM 448407106 72 25290 SH SOLE 17020 8270 0
I B M COM 459200101 31225 191484 SH SOLE 28122 161432 1930
I C U MED INC COM 44930G107 263 6000 SH SOLE 510 5490 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 14
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
I T T EDUCATIONAL SERVICES INC COM 45068B109 225 3115 SH SOLE 2055 1050 10
I T T INDS INC IND COM 450911102 1129 18801 SH SOLE 1550 17251 0
IAMGOLD CORP COM COM 450913108 437 19830 SH SOLE 5720 14110 0
ICICI BK LTD ADR COM 45104G104 1519 30486 SH SOLE 5370 25116 0
ICONIX BRAND GROUP INC COM 451055107 944 43930 SH SOLE 9540 34390 0
IDEX CORP COM 45167R104 220 5045 SH SOLE 3110 1865 70
IDEXX LABORATORIES CORP COM 45168D104 428 5540 SH SOLE 3240 2230 70
IGATE CORP COM COM 45169U105 325 17290 SH SOLE 3660 13630 0
II-VI INC COM 902104108 713 14340 SH SOLE 2030 12310 0
ILLINOIS TOOL WORKS INC COM 452308109 4447 82782 SH SOLE 4630 76612 1540
IMPERIAL OIL LTD COM 453038408 995 19484 SH SOLE 5180 14304 0
INDEPENDENT BK CORP MASS COM 453836108 233 8620 SH SOLE 680 7940 0
INFINITY PPTY & CAS CORP COM 45665Q103 345 5800 SH SOLE 870 4930 0
INFORMATICA CORP COM 45666Q102 430 8230 SH SOLE 5980 2210 40
INFOSPACE INC COM PAR $.0001 COM 45678T300 144 16630 SH SOLE 4060 12570 0
INFOSYS TECHNOLOGIES LTD ADR S COM 456788108 3139 43773 SH SOLE 9360 34413 0
ING GROEP N V ADR SPONSORED COM 456837103 2456 193243 SH SOLE 48550 144693 0
ING GROEP NV 6.125% PREFERRED STOCKS 456837509 1287 60589 SH SOLE 350 60239 0
INGERSOLL-RAND PLC COM G47791101 1662 34400 SH SOLE 7410 26840 150
INGRAM MICRO INC CL A COM 457153104 323 15360 SH SOLE 12410 2890 60
INLAND REAL ESTATE CORP COM 457461200 311 32610 SH SOLE 4470 28140 0
INSIGHT ENTERPRISES INC COM 45765U103 450 26440 SH SOLE 9720 16720 0
INSITUFORM TECHNOLOGIES INC CL COM 457667103 420 15710 SH SOLE 1470 14240 0
INSPERITY INC COM 45778Q107 317 10420 SH SOLE 830 9590 0
INTEGRA LIFESCIENCES HLDG CO COM 457985208 617 13020 SH SOLE 2630 10390 0
INTEGRYS ENERGY GROUP INC COM 45822P105 661 13080 SH SOLE 4098 8882 100
INTEL CORP COM 458140100 18455 914515 SH SOLE 156966 752409 5140
INTERACTIVE BROKERS GROUP INCO COM 45841N107 302 18980 SH SOLE 3760 15220 0
INTERACTIVE INTELLIGENCE INC COM 45839M103 465 12010 SH SOLE 5500 6510 0
INTERCONTINENTAL HOTELS COM 45857P301 219 10586 SH SOLE 2900 7686 0
INTERCONTINENTALEXCHANGE INC COM 45865V100 1220 9875 SH SOLE 3010 6805 60
INTERFACE INC CL A COM 458665106 547 29610 SH SOLE 2480 27130 0
INTERMEC INC COM 458786100 208 19260 SH SOLE 1950 17310 0
INTERNATIONAL GAME TECH COM 459902102 365 22469 SH SOLE 0 22469 0
INTERNATIONAL PAPER CO COM 460146103 1570 52018 SH SOLE 11760 39828 430
INTERPUBLIC GROUP COS INC COM 460690100 894 71084 SH SOLE 22480 48174 430
INTERVAL LEISURE GROUP INC COM 46113M108 478 29254 SH SOLE 9790 19464 0
INTEVAC INC COM 461148108 125 10090 SH SOLE 1070 9020 0
INTL FLAVORS & FRAGRANCES COM 459506101 866 13902 SH SOLE 4090 9642 170
INTUIT INC COM 461202103 1953 36772 SH SOLE 7960 28492 320
INTUITIVE SURGICAL INC COM 46120E602 1856 5567 SH SOLE 1615 3912 40
INVACARE CORP COM 461203101 481 15470 SH SOLE 3080 12390 0
INVESCO LTD COM G491BT108 1942 75962 SH SOLE 4791 70911 260
INVESTMENT TECHNOLOGY GROUP COM 46145F105 403 22140 SH SOLE 6320 15820 0
ION GEOPHYSICAL CORP COM 462044108 877 69090 SH SOLE 6100 62990 0
IPC THE HOSPITALIST CO INC COM COM 44984A105 544 11970 SH SOLE 3890 8080 0
IRON MTN INC PA COM 462846106 663 21230 SH SOLE 2110 18920 200
ITAU UNIBANCO BANCO BRASILEIRO COM 465562106 6472 269103 SH SOLE 58777 210326 0
J D A SOFTWARE GROUP INC COM 46612K108 749 24762 SH SOLE 3810 20952 0
J P MORGAN CHASE 7.000% 02/15/ PREFERRED STOCKS 46623D200 1575 62050 SH SOLE 350 61700 0
J P MORGAN CHASE & CO COM 46625H100 17611 382025 SH SOLE 39544 340751 1730
PORTVUE-SEC13F.LNP CAPSTONE PAGE 15
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
J & J SNACK FOODS CORP COM 466032109 320 6800 SH SOLE 570 6230 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 751 25440 SH SOLE 4060 21380 0
JABIL CIRCUIT INC COM 466313103 822 40231 SH SOLE 22400 17691 140
JACK IN THE BOX INC COM 466367109 534 23530 SH SOLE 4310 19220 0
JACOBS ENGINEERING GROUP INC COM 469814107 891 17317 SH SOLE 5870 11347 100
JAKKS PACIFIC INC COM 47012E106 254 13110 SH SOLE 1560 11550 0
JANUS CAP GROUP INC COM 47102X105 227 18180 SH SOLE 2450 15640 90
JDS UNIPHASE CORP COM 46612J507 870 41753 SH SOLE 20110 21483 160
JETBLUE AWYS CORP COM 477143101 107 17002 SH SOLE 15540 1462 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 264 13745 SH SOLE 1435 12310 0
JOHNSON CONTROLS INC COM 478366107 4210 101265 SH SOLE 6100 93295 1870
JOHNSON & JOHNSON COM 478160104 15469 261082 SH SOLE 1815 256937 2330
JONES LANG LASALLE INC COM 48020Q107 344 3450 SH SOLE 2290 1130 30
JOS A BANK CLOTHIERS INC COM 480838101 932 18325 SH SOLE 4723 13602 0
JOY GLOBAL INC COM 481165108 1595 16140 SH SOLE 5910 10110 120
JUNIPER NETWORKS INC COM 48203R104 5349 127109 SH SOLE 15080 111459 570
KAISER ALUMINUM CORP PAR $0.01 COM 483007704 346 7030 SH SOLE 1350 5680 0
KAMAN CORP CL A COM 483548103 2292 65118 SH SOLE 45540 19578 0
KANSAS CITY SOUTHN INDS INC COM 485170302 332 6100 SH SOLE 3900 2130 70
KAPSTONE PAPER & PACKAGING CCO COM 48562P103 481 28030 SH SOLE 9840 18190 0
KAYDON CORP COM 486587108 593 15140 SH SOLE 1260 13880 0
KB FINANCIAL GROUP INC SPONSOR COM 48241A105 2551 48890 SH SOLE 10300 38590 0
KBR INC COM 48242W106 395 10460 SH SOLE 7740 2650 70
KELLOGG CO COM 487836108 2214 41014 SH SOLE 4020 36299 695
KELLY SERVICES INC CL A COM 488152208 313 14430 SH SOLE 4110 10320 0
KENDLE INTERNATIONAL INC COM 48880L107 269 25090 SH SOLE 19280 5810 0
KEYCORP COM 493267108 747 84101 SH SOLE 10390 73391 320
KID BRANDS, INC. COM COM 49375T100 164 22350 SH SOLE 12550 9800 0
KILROY RLTY CORP COM 49427F108 930 23960 SH SOLE 1860 22100 0
KIMBERLY CLARK CORP COM 494368103 4605 70555 SH SOLE 22760 47180 615
KIMCO RLTY CORP COM 49446R109 724 39467 SH SOLE 5330 34027 110
KINDRED HEALTHCARE INC COM 494580103 335 14040 SH SOLE 13670 370 0
KINETIC CONCEPTS INC COM 49460W208 329 6050 SH SOLE 4250 1770 30
KINROSS GOLD CORP NO PAR COM 496902404 878 55752 SH SOLE 16160 39592 0
KIRKLANDS INC COM COM 497498105 254 16480 SH SOLE 9050 7430 0
KITE RLTY GROUP TR COM 49803T102 174 32840 SH SOLE 11960 20880 0
KLA-TENCOR CORP COM 482480100 757 15990 SH SOLE 1440 14450 100
KNIGHT TRANSN INC COM 499064103 544 28237 SH SOLE 2960 25277 0
KNOT INC COM 499184109 163 13510 SH SOLE 1670 11840 0
KOHLS CORP COM 500255104 1635 30833 SH SOLE 2550 28023 260
KOPIN CORP COM 500600101 286 62460 SH SOLE 33100 29360 0
KOREA ELEC PWR CO SPONSORED AD COM 500631106 975 79668 SH SOLE 19670 59998 0
KRAFT FOODS INC CL A COM 50075N104 5807 185174 SH SOLE 18100 166214 860
KROGER CO COM 501044101 1961 81806 SH SOLE 17740 63566 500
KUBOTA LTD ADR COM 501173207 501 10631 SH SOLE 2640 7991 0
KULICKE & SOFFA INDS INC COM 501242101 470 50270 SH SOLE 17360 32910 0
KYOCERA CORP ADR COM 501556203 1165 11544 SH SOLE 3680 7864 0
K-SWISS INC CL A COM 482686102 128 11320 SH SOLE 1650 9670 0
L S I LOGIC CORP COM 502161102 406 59659 SH SOLE 6630 53029 0
LA Z BOY INC COM 505336107 320 33560 SH SOLE 14630 18930 0
LABORATORY CORP AMER HLDGS COM 50540R409 1396 15150 SH SOLE 4150 10870 130
PORTVUE-SEC13F.LNP CAPSTONE PAGE 16
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
LABRANCHE & CO INC COM 505447102 80 20380 SH SOLE 5960 14420 0
LACLEDE GROUP INC COM 505597104 406 10650 SH SOLE 1940 8710 0
LAM RESEARCH CORP COM 512807108 457 8061 SH SOLE 4480 3451 130
LAN AIRLINES S A SPONSORED ADR COM 501723100 437 17077 SH SOLE 5960 11117 0
LANDAUER INC COM 51476K103 1733 28168 SH SOLE 19270 8898 0
LASALLE HOTEL PPTYS SH BEN INT COM 517942108 881 32630 SH SOLE 2700 29930 0
LAUDER ESTEE COS INC CL A COM 518439104 1603 16640 SH SOLE 4480 12030 130
LEGG MASON INC COM 524901105 703 19466 SH SOLE 5660 13736 70
LEGGETT & PLATT INC COM 524660107 433 17659 SH SOLE 2030 15459 170
LENDER PROCESSING SVCS INC COM COM 52602E102 290 9003 SH SOLE 6210 2703 90
LENNAR CORP COM 526057104 275 15201 SH SOLE 1240 13891 70
LEUCADIA NATIONAL CORP COM 527288104 720 19178 SH SOLE 1950 17098 130
LEXINGTON CORPORATE PPTYS COM 529043101 485 51903 SH SOLE 6935 44968 0
LEXMARK INTL INC CL A COM 529771107 286 7715 SH SOLE 840 6845 30
LG DISPLAY CO LTD SPONS ADR RE COM 50186V102 494 31398 SH SOLE 4640 26758 0
LIBERTY PPTY TR SH BEN INT COM 531172104 212 6430 SH SOLE 4200 2200 30
LIFE TECHNOLOGIES CORP COM COM 53217V109 1415 26984 SH SOLE 70 26754 160
LILLY, ELI & COMPANY COM 532457108 6455 183550 SH SOLE 65220 117570 760
LIMITED INC COM 532716107 1337 40649 SH SOLE 12930 27439 280
LINCARE HOLDINGS INC COM 532791100 328 11059 SH SOLE 7420 3534 105
LINCOLN ELEC HLDGS INC COM 533900106 210 2769 SH SOLE 1510 1209 50
LINCOLN NATIONAL CORP COM 534187109 1253 41724 SH SOLE 14106 27478 140
LINDSAY MANUFACTURING CO COM 535555106 530 6710 SH SOLE 420 6290 0
LINEAR TECHNOLOGY CORP COM 535678106 2524 75052 SH SOLE 41480 33322 250
LIQUIDITY SERVICES INC COM COM 53635B107 263 14710 SH SOLE 6930 7780 0
LITHIA MTRS INC CL A COM 536797103 241 16560 SH SOLE 8620 7940 0
LITTELFUSE INC COM 537008104 724 12680 SH SOLE 1860 10820 0
LIVE NATION INC COM 538034109 631 63149 SH SOLE 9872 53277 0
LIZ CLAIBORNE INC COM 539320101 230 42590 SH SOLE 5080 37510 0
LKQ CORP COM 501889208 330 13680 SH SOLE 10550 3020 110
LLOYDS TSB GROUP ADR SPON COM 539439109 2030 548592 SH SOLE 136245 412347 0
LOCKHEED MARTIN CORP COM 539830109 2967 36903 SH SOLE 15760 21143 0
LOEWS CORP COM 540424108 1369 31769 SH SOLE 0 31479 290
LOGMEIN INC COM COM 54142L109 310 7360 SH SOLE 500 6860 0
LORILLARD INC COM COM 544147101 637 6709 SH SOLE 0 6709 0
LOWES COS INC COM 548661107 4606 174289 SH SOLE 16510 156409 1370
LSB INDS INC COM 502160104 310 7820 SH SOLE 460 7360 0
LTC PPTYS INC COM 502175102 323 11380 SH SOLE 1020 10360 0
LUBRIZOL CORP COM 549271104 739 5520 SH SOLE 3280 2140 100
LUFKIN INDS INC COM 549764108 1309 14000 SH SOLE 1050 12950 0
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 447 17890 SH SOLE 6710 11180 0
LUXOTTICA GROUP S P A ADR SPON COM 55068R202 337 10292 SH SOLE 2790 7502 0
LYDALL INC COM 550819106 128 14430 SH SOLE 8120 6310 0
L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 2012 25693 SH SOLE 5660 20033 0
M D U RESOURCES GROUP INC COM 552690109 311 13535 SH SOLE 7640 5675 220
M & T BANK CORP COM 55261F104 1014 11464 SH SOLE 1720 9724 20
MACERICH CO COM 554382101 429 8666 SH SOLE 6215 2411 40
MACYS INC COM 55616P104 1041 42922 SH SOLE 4182 38560 180
MADDEN STEVEN LTD COM 556269108 702 14965 SH SOLE 3560 11405 0
MAGELLAN HEALTH SVCS INC COM 559079207 834 16990 SH SOLE 1770 15220 0
MAGNA INTL INC CL A COM 559222401 439 9156 SH SOLE 2190 6966 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 17
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
MAIDENFORM BRANDS INC COM 560305104 448 15690 SH SOLE 4490 11200 0
MAINSTAY FDS HI YIELD CP A MUTUAL FUNDS 56062F772 421 70555 SH SOLE 70555 0 0
MANHATTAN ASSOCS INC COM 562750109 375 11460 SH SOLE 860 10600 0
MANPOWER INC WIS COM 56418H100 390 6196 SH SOLE 4610 1556 30
MANULIFE FINL CORP COM 56501R106 1653 93442 SH SOLE 24050 69392 0
MARATHON OIL CORP COM 565849106 5628 105576 SH SOLE 15400 89546 630
MARCUS CORP COM 566330106 121 11110 SH SOLE 2920 8190 0
MARINEMAX INC COM 567908108 199 20200 SH SOLE 11910 8290 0
MARRIOTT INTL INC NEW CL A COM 571903202 1152 32372 SH SOLE 4024 27968 380
MARSH & MCLENNAN COS INC COM 571748102 1802 60454 SH SOLE 5410 54464 580
MARSHALL & ISLEY CORP COM 571837103 386 48366 SH SOLE 6189 42057 120
MARTIN MARIETTA MATERIALS INC COM 573284106 300 3347 SH SOLE 1940 1377 30
MARVELL TECHNOLOGY GROUP ORD COM G5876H105 169 10900 SH SOLE 0 10360 540
MASCO CORP COM 574599106 654 46953 SH SOLE 12760 33923 270
MASSEY ENERGY CORP COM 576206106 1073 15697 SH SOLE 7040 8657 0
MASTERCARD INC COM 57636Q104 2965 11778 SH SOLE 2079 9592 107
MATERION CORPORATION COM 576690101 401 9830 SH SOLE 700 9130 0
MATRIX SVC CO COM 576853105 198 14250 SH SOLE 4920 9330 0
MATTEL INC COM 577081102 6349 254683 SH SOLE 109820 144533 330
MAXIMUS INC COM 577933104 869 10710 SH SOLE 2150 8560 0
MCCORMICK & CO INC COM 579780206 1319 27581 SH SOLE 2240 24856 485
MCDONALDS CORP COM 580135101 17816 234148 SH SOLE 46860 185663 1625
MCGRAW-HILL COMPANIES INC COM 580645109 1534 38926 SH SOLE 3460 35106 360
MCKESSON H B O C INC COM 58155Q103 2694 34078 SH SOLE 8600 25278 200
MEAD JOHNSON NUTRITION CO COM COM 582839106 1259 21736 SH SOLE 2410 19216 110
MEADWESTVACO CORPORATION COM 583334107 694 22877 SH SOLE 8210 14597 70
MEDCO HEALTH SOLUTIONS INC COM 58405U102 4010 71412 SH SOLE 9095 61847 470
MEDICAL PPTYS TRUST INC COM 58463J304 607 52500 SH SOLE 6690 45810 0
MEDICIS PHARMACEUTICAL CORP CL COM 584690309 252 7850 SH SOLE 7310 540 0
MEDIFAST INC COM 58470H101 269 13640 SH SOLE 7050 6590 0
MEDTRONIC INC COM 585055106 6406 162799 SH SOLE 11030 149734 2035
MEMC ELECTR MATLS INC COM 552715104 289 22328 SH SOLE 2400 19718 210
MENS WEARHOUSE INC COM 587118100 675 24940 SH SOLE 2070 22870 0
MERCK & COMPANY COM 58933Y105 9293 281531 SH SOLE 400 279701 1430
MERCURY COMPUTER SYSTEMS INC COM 589378108 417 19700 SH SOLE 6200 13500 0
MERIDIAN BIOSCIENCE INC COM 589584101 467 19475 SH SOLE 1840 17635 0
MERIT MED SYS INC COM 589889104 271 13810 SH SOLE 1300 12510 0
MERITAGE CORP COM 59001A102 331 13720 SH SOLE 1530 12190 0
METHODE ELECTRS INC CL A COM 591520200 183 15160 SH SOLE 1800 13360 0
METLIFE INC COM 59156R108 4150 92784 SH SOLE 14220 78134 430
METROPCS COMMUNICATIONS INC COM 591708102 742 45693 SH SOLE 21210 24263 220
METTLER-TOLEDO INTL INC COM 592688105 393 2285 SH SOLE 1245 1000 40
MICREL INC COM 594793101 332 24660 SH SOLE 2500 22160 0
MICROCHIP TECHNOLOGY INC COM 595017104 857 22539 SH SOLE 2020 20289 230
MICRON TECHNOLOGY INC COM 595112103 2836 247240 SH SOLE 59940 186970 330
MICROS SYSTEMS INC COM 594901100 319 6460 SH SOLE 4120 2280 60
MICROSEMI CORP COM 595137100 783 37790 SH SOLE 3180 34610 0
MICROSOFT CORP COM 594918104 28128 1107824 SH SOLE 156370 944464 6990
MICROSTRATEGY INC CL A COM 594972408 722 5370 SH SOLE 1070 4300 0
MID-AMER APT CMNTYS INC COM 59522J103 1063 16550 SH SOLE 1130 15420 0
MITSUBISHI UFJ FINL GROUP INSP COM 606822104 3246 705596 SH SOLE 197670 507926 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 18
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
MITSUI & CO LTD ADR COM 606827202 1759 4897 SH SOLE 1362 3535 0
MIZUHO FINL GROUP INC SPONSORE COM 60687Y109 1573 473912 SH SOLE 147470 326442 0
MKS INSTRS INC COM 55306N104 745 22370 SH SOLE 1880 20490 0
MOBILE MINI INC COM 60740F105 402 16720 SH SOLE 1420 15300 0
MOBILE TELESYSTEMS OJSC ADR SP COM 607409109 729 34352 SH SOLE 5935 28417 0
MOHAWK INDS INC COM 608190104 275 4500 SH SOLE 3350 1140 10
MOLEX INC COM 608554101 359 14277 SH SOLE 1180 13007 90
MOLINA HEALTHCARE INC COM 60855R100 468 11690 SH SOLE 5110 6580 0
MOLSON COORS BREWING COMPANY COM 60871R209 505 10775 SH SOLE 0 10775 0
MONOLITHIC PWR SYS INC COM 609839105 317 22330 SH SOLE 5410 16920 0
MONRO MUFFLER BRAKE INC COM 610236101 612 18570 SH SOLE 4185 14385 0
MONSANTO CO COM 61166W101 4009 55475 SH SOLE 4640 50245 590
MONSTER WORLDWIDE INC COM 611742107 205 12896 SH SOLE 1150 11676 70
MOODYS CORP COM 615369105 788 23240 SH SOLE 2280 20720 240
MOOG INC CL A COM 615394202 851 18535 SH SOLE 1740 16795 0
MORGAN STANLEY DEAN WITTER & C COM 617446448 4143 151655 SH SOLE 18670 132115 870
MOSAIC COMPANY/THE COM 61945A107 286 3630 SH SOLE 0 3450 180
MOTOROLA INC COM NEW COM 620076307 1431 32018 SH SOLE 2951 28926 141
MOTOROLA MOBILITY HLDGS INC CO COM 620097105 695 28473 SH SOLE 2537 25813 123
MSCI INC CL A COM 55354G100 320 8703 SH SOLE 5740 2863 100
MTS SYS CORP COM 553777103 330 7240 SH SOLE 490 6750 0
MUELLER INDS INC COM 624756102 560 15300 SH SOLE 1480 13820 0
MURPHY OIL CORP COM 626717102 1645 22402 SH SOLE 1760 20452 190
MWI VETERINARY SUPPLY INC COM 55402X105 682 8450 SH SOLE 2270 6180 0
MYERS INDS INC COM 628464109 173 17468 SH SOLE 5340 12128 0
MYLAN LABS INC COM 628530107 1423 62791 SH SOLE 24790 37741 260
N C R CORP COM 62886E108 207 10980 SH SOLE 6270 4580 130
N T T DOCOMO INC COM 62942M201 1780 101202 SH SOLE 30350 70852 0
N V R INC COM 62944T105 314 415 SH SOLE 201 209 5
NABORS INDUSTRIES LTD COM G6359F103 897 29541 SH SOLE 2820 26441 280
NARA BANCORP INC COM 63080P105 144 15000 SH SOLE 1910 13090 0
NASDAQ STOCK MARKET INC COM 631103108 571 22080 SH SOLE 9470 12550 60
NASH FINCH CO COM 631158102 274 7230 SH SOLE 2670 4560 0
NATIONAL BK GREECE S A SPONSOR COM 633643408 210 118676 SH SOLE 29506 89170 0
NATIONAL FINL PARTNERS CORP COM 63607P208 299 20270 SH SOLE 1860 18410 0
NATIONAL FUEL & GAS CO COM 636180101 433 5850 SH SOLE 2980 2730 140
NATIONAL GRID PLC SPON ADR COM 636274300 2631 54764 SH SOLE 16440 38324 0
NATIONAL INSTRUMENTS CORP COM 636518102 205 6245 SH SOLE 3165 3000 80
NATIONAL PENN BANCSHARES INC COM 637138108 428 55270 SH SOLE 7010 48260 0
NATIONAL PRESTO INDS INC COM 637215104 300 2665 SH SOLE 1000 1665 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 1022 39110 SH SOLE 3310 35800 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 383 26702 SH SOLE 3150 23342 210
NATIONAL-OILWELL INC COM 637071101 7223 91114 SH SOLE 9226 81678 210
NATIONWIDE HEALTH PPTYS INC COM 638620104 284 6680 SH SOLE 4630 2000 50
NATUS MEDICAL INC DEL COM 639050103 235 14000 SH SOLE 1460 12540 0
NAVIGANT CONSULTING INC COM 63935N107 226 22600 SH SOLE 9990 12610 0
NAVIGATORS GROUP INC COM 638904102 311 6040 SH SOLE 1160 4880 0
NBT BANCORP INC COM 628778102 313 13730 SH SOLE 1270 12460 0
NEOGEN CORP COM 640491106 590 14260 SH SOLE 3455 10805 0
NETAPP INC COM 64110D104 3359 69773 SH SOLE 12420 56973 380
NETFLIX COM INC COM 64110L106 1701 7152 SH SOLE 3030 4080 42
PORTVUE-SEC13F.LNP CAPSTONE PAGE 19
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
NETGEAR INC COM 64111Q104 670 20650 SH SOLE 3290 17360 0
NETSCOUT SYS INC COM COM 64115T104 652 23860 SH SOLE 7340 16520 0
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 49 12950 SH SOLE 920 12030 0
NEUTRAL TANDEM INC COM COM 64128B108 338 22940 SH SOLE 7000 15940 0
NEW JERSEY RESOURCES CORP COM 646025106 764 17785 SH SOLE 1560 16225 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 423 24523 SH SOLE 17090 7323 110
NEWELL RUBBERMAID INC COM 651229106 578 30236 SH SOLE 3960 26146 130
NEWFIELD EXPLORATION CO COM 651290108 980 12890 SH SOLE 1060 11670 160
NEWMARKET CORP COM 651587107 252 1595 SH SOLE 1480 115 0
NEWMONT MINING CORP COM 651639106 4822 88346 SH SOLE 9140 78676 530
NEWPORT CORP COM 651824104 298 16710 SH SOLE 1250 15460 0
NEWS CORP CL A COM 65248E104 3665 208499 SH SOLE 0 207149 1350
NEXEN INC COM 65334H102 652 26180 SH SOLE 5630 20550 0
NEXTERA ENERGY INC COM COM 65339F101 3759 68191 SH SOLE 4230 62646 1315
NICOR INC COM 654086107 250 4660 SH SOLE 2270 2390 0
NIDEC CORP SPONSORED ADR COM 654090109 489 22610 SH SOLE 6940 15670 0
NIKE INC CL B COM 654106103 5790 76487 SH SOLE 4659 71033 795
NIPPON TELEG & TEL CORP ADR SP COM 654624105 2417 107467 SH SOLE 30290 77177 0
NISOURCE INC COM 65473P105 991 51654 SH SOLE 20060 31514 80
NOBLE CORPORATION COM H5833N103 848 18591 SH SOLE 1590 17001 0
NOBLE ENERGY INC COM 655044105 1623 16795 SH SOLE 1380 15235 180
NOKIA CORP ADR SPONSORED COM 654902204 1652 194094 SH SOLE 50720 143374 0
NOMURA HLDGS INC SPONSORED ADR COM 65535H208 886 170452 SH SOLE 46630 123822 0
NORDSON CORP COM 655663102 219 1900 SH SOLE 1150 750 0
NORDSTROM INC COM 655664100 1233 27467 SH SOLE 10570 16727 170
NORFOLK SOUTHERN CORP COM 655844108 2531 36540 SH SOLE 3580 32720 240
NORTHEAST UTILITIES COM 664397106 950 27456 SH SOLE 5190 22136 130
NORTHERN TRUST CORP COM 665859104 1333 26275 SH SOLE 2150 23925 200
NORTHROP GRUMMAN CORP COM 666807102 3910 62345 SH SOLE 37500 24845 0
NORTHWEST NATURAL GAS CO COM 667655104 554 12010 SH SOLE 980 11030 0
NORTHWESTERN CORP COM 668074305 471 15560 SH SOLE 2250 13310 0
NOVARTIS AG SPONSORED ADR COM 66987V109 2374 43675 SH SOLE 0 43675 0
NOVATEL WIRELESS INC COM 66987M604 161 29550 SH SOLE 14640 14910 0
NOVELL INC COM 670006105 206 34740 SH SOLE 4510 30230 0
NOVELLUS SYSTEMS INC COM 670008101 355 9556 SH SOLE 590 8876 90
NOVO-NORDISK A S ADR COM 670100205 802 6407 SH SOLE 0 6407 0
NRG ENERGY INC COM 629377508 1015 47105 SH SOLE 26550 20445 110
NSTAR COM 67019E107 289 6240 SH SOLE 3850 2270 120
NTELOS HLDGS CORP COM 67020Q107 259 14070 SH SOLE 1500 12570 0
NUCOR CORP COM 670346105 1428 31026 SH SOLE 2720 27976 330
NUTRI SYS INC COM 67069D108 192 13220 SH SOLE 1330 11890 0
NV ENERGY INC COM COM 67073Y106 239 16060 SH SOLE 13010 3050 0
NVIDIA CORP COM 67066G104 1123 60850 SH SOLE 4905 55405 540
NYSE EURONEXT COM 629491101 1071 30454 SH SOLE 6530 23754 170
O CHARLEYS INC COM 670823103 139 23340 SH SOLE 16810 6530 0
O G E ENERGY CORP COM 670837103 304 6010 SH SOLE 3700 2160 150
O M GROUP INC COM 670872100 549 15020 SH SOLE 1400 13620 0
OCCIDENTAL PETROLEUM CORP COM 674599105 9141 87481 SH SOLE 7078 79793 610
OCEANEERING INTL INC COM 675232102 1079 12066 SH SOLE 3464 8562 40
OFFICE DEPOT INC COM 676220106 69 14830 SH SOLE 11140 3690 0
OFFICEMAX INC COM 67622P101 480 37120 SH SOLE 6380 30740 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 20
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
OIL STS INTL INC COM 678026105 2105 27640 SH SOLE 2780 24810 50
OLD DOMINION FGHT LINES INC COM 679580100 684 19489 SH SOLE 1667 17822 0
OLD NATL BANCORP IND COM 680033107 373 34790 SH SOLE 3340 31450 0
OLD REPUBLIC INTL CORP COM 680223104 236 18585 SH SOLE 14270 4225 90
OMEGA HEALTHCARE INVS INC COM COM 681936100 2250 100734 SH SOLE 82070 18664 0
OMNICARE INC COM 681904108 438 14610 SH SOLE 11150 3370 90
OMNICELL INC COM 68213N109 225 14760 SH SOLE 1350 13410 0
OMNICOM GROUP COM 681919106 2521 51391 SH SOLE 3220 47121 1050
ON ASSIGNMENT INC COM 682159108 186 19680 SH SOLE 6780 12900 0
ONEOK INC COM 682680103 966 14439 SH SOLE 4050 10179 210
OPLINK COMMUNICATIONS INC COM 68375Q403 294 15100 SH SOLE 5520 9580 0
OPTIONSXPRESS HLDGS INC COM 684010101 406 22210 SH SOLE 1980 20230 0
ORACLE SYSTEMS CORP COM 68389X105 18524 554082 SH SOLE 44919 504933 4230
ORBITAL SCIENCES CORP COM 685564106 520 27480 SH SOLE 2910 24570 0
ORION MARINE GROUP INC COM COM 68628V308 210 19570 SH SOLE 6730 12840 0
ORIX CORP ADR SPONSORED COM 686330101 558 11983 SH SOLE 2970 9013 0
OSHKOSH TRUCK CORP COM 688239201 230 6500 SH SOLE 3940 2470 90
OSI SYSTEMS INC COM 671044105 453 12060 SH SOLE 2890 9170 0
OWENS ILLINOIS INC COM 690768403 505 16731 SH SOLE 1490 15071 170
OWENS & MINOR INC COM 690732102 231 7125 SH SOLE 5435 1690 0
OXFORD INDS INC COM 691497309 237 6920 SH SOLE 480 6440 0
O'REILLY AUTOMOTIVE INC NEW CO COM 67103H107 1231 21430 SH SOLE 7780 13500 150
P F CHANGS CHINA BISTRO INC COM 69333Y108 681 14740 SH SOLE 3440 11300 0
P G&E CORP COM 69331C108 1807 40898 SH SOLE 4070 36558 270
P N C FINANCIAL CORP COM 693475105 3373 53555 SH SOLE 8064 45281 210
P N M RES INC COM 69349H107 177 11860 SH SOLE 11220 640 0
P P G INDS INC COM 693506107 1882 19765 SH SOLE 1800 17805 160
P P L CORP COM 69351T106 1011 39967 SH SOLE 5000 34577 390
P S S WORLD MEDICAL INC COM 69366A100 720 26550 SH SOLE 2400 24150 0
P T TELEKOMUNIKASI INDONESIASP COM 715684106 660 19653 SH SOLE 4090 15563 0
PACCAR INC COM 693718108 2088 39871 SH SOLE 3255 36226 390
PALL CORP COM 696429307 719 12476 SH SOLE 840 11496 140
PANASONIC CORP ADR COM 69832A205 1300 103282 SH SOLE 28460 74822 0
PANERA BREAD CO CL A COM 69840W108 395 3110 SH SOLE 2170 930 10
PAPA JOHNS INTL INC COM 698813102 312 9850 SH SOLE 1370 8480 0
PAR PHARMACEUTICAL COMPANIES I COM 69888P106 726 23360 SH SOLE 6160 17200 0
PAREXEL INTL CORP COM 699462107 855 34330 SH SOLE 6710 27620 0
PARK ELECTROCHEMICAL CORP COM 700416209 295 9150 SH SOLE 700 8450 0
PARKER HANNIFIN CORP COM 701094104 2849 30089 SH SOLE 1305 28134 650
PATTERSON COS INC COM 703395103 729 22633 SH SOLE 8450 14053 130
PATTERSON-UTI ENERGY INC COM 703481101 242 8231 SH SOLE 5790 2270 171
PAYCHEX INC COM 704326107 2224 70873 SH SOLE 4290 65053 1530
PEABODY ENERGY CORP COM 704549104 2174 30207 SH SOLE 5700 24357 150
PEARSON PLC ADR SPONSORED COM 705015105 4250 238761 SH SOLE 169740 69021 0
PEETS COFFEE & TEA INC COM 705560100 433 9000 SH SOLE 2710 6290 0
PENN VIRGINIA CORP COM 707882106 335 19730 SH SOLE 1910 17820 0
PENN WEST PETROLEUM LTD COM 707887105 633 22864 SH SOLE 5740 17124 0
PENNEY J C INC COM 708160106 1066 29685 SH SOLE 8560 20985 140
PENNSYLVANIA REAL ESTATE INV S COM 709102107 361 25320 SH SOLE 2200 23120 0
PENTAIR INC COM 709631105 279 7390 SH SOLE 3790 3520 80
PEOPLES UNITED FINANCIAL COM 712704105 566 44966 SH SOLE 6930 37866 170
PORTVUE-SEC13F.LNP CAPSTONE PAGE 21
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
PEP BOYS MANNY MOE & JACK COM 713278109 326 25660 SH SOLE 7200 18460 0
PEPCO HLDGS INC COM 713291102 895 48015 SH SOLE 22000 25925 90
PEPSICO INC COM 713448108 18945 294128 SH SOLE 15390 276888 1850
PERFICIENT INC COM 71375U101 280 23300 SH SOLE 9480 13820 0
PERICOM SEMICONDUCTOR CORP COM 713831105 125 12010 SH SOLE 1820 10190 0
PERKINELMER INC COM 714046109 431 16397 SH SOLE 2290 14017 90
PERRIGO CO COM 714290103 588 7390 SH SOLE 4120 3170 100
PETMED EXPRESS INC COM 716382106 241 15190 SH SOLE 4460 10730 0
PETROBRAS BRASILEIRO ADR SPONS COM 71654V408 4825 119335 SH SOLE 21840 97495 0
PETROBRAS BRASILEIRO SPONSORED COM 71654V101 9445 265762 SH SOLE 57890 207872 0
PETROCHINA CO LTD SPONSORED AD COM 71646E100 3945 25912 SH SOLE 6000 19912 0
PETROLEUM DEV CORP COM 716578109 507 10560 SH SOLE 830 9730 0
PETROQUEST ENERGY INC COM 716748108 257 27500 SH SOLE 3140 24360 0
PETSMART INC COM 716768106 397 9700 SH SOLE 6540 3040 120
PFIZER INC COM 717081103 11500 566216 SH SOLE 0 562626 3590
PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 1580 57028 SH SOLE 44530 12358 140
PHARMERICA CORP COM 71714F104 297 25972 SH SOLE 14570 11402 0
PHILIP MORRIS INTL INC COM 718172109 12470 190009 SH SOLE 455 189554 0
PHILIPS ELECTRONICS - NY SHR COM 500472303 1952 60687 SH SOLE 17270 43417 0
PHILLIPS VAN HEUSEN CORP COM 718592108 362 5570 SH SOLE 4010 1520 40
PIEDMONT NATURAL GAS INC COM 720186105 982 32370 SH SOLE 3040 29330 0
PINNACLE ENTMT INC COM 723456109 179 13130 SH SOLE 0 13130 0
PINNACLE FINL PARTNERS INC COM 72346Q104 277 16730 SH SOLE 4140 12590 0
PINNACLE WEST CAPTIAL CORP COM 723484101 528 12332 SH SOLE 1350 10872 110
PIONEER DRILLING CO COM 723655106 323 23390 SH SOLE 2770 20620 0
PIONEER NATURAL RESOURCES CO COM 723787107 1521 14926 SH SOLE 4610 10186 130
PIPER JAFFRAY COS COM 724078100 440 10620 SH SOLE 4020 6600 0
PITNEY BOWES INC COM 724479100 3337 129907 SH SOLE 87630 42067 210
PLAINS EXPLORATION & PROD COCO COM 726505100 292 8046 SH SOLE 5510 2366 170
PLEXUS CORP COM 729132100 671 19130 SH SOLE 1520 17610 0
PLUM CREEK TIMBER CO INC COM 729251108 807 18508 SH SOLE 1510 16868 130
POLARIS INDS INC COM 731068102 274 3150 SH SOLE 2220 930 0
POLO RALPH LAUREN CORP CL A ST COM 731572103 1058 8555 SH SOLE 2760 5755 40
POLYCOM INC COM 73172K104 379 7300 SH SOLE 5080 2150 70
POLYONE CORP COM 73179P106 625 44010 SH SOLE 4040 39970 0
POOL CORP COM 73278L105 498 20655 SH SOLE 2230 18425 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 877 10300 SH SOLE 1930 8370 0
PORTUGAL TELCM SGPS SA SPONSOR COM 737273102 618 53134 SH SOLE 15030 38104 0
POSCO SPONSORED ADR COM 693483109 4059 35513 SH SOLE 7850 27663 0
POST PPTYS INC COM 737464107 872 22210 SH SOLE 1750 20460 0
POTASH CORP SASK INC COM 73755L107 5029 85344 SH SOLE 11625 73719 0
POWELL INDS INC COM 739128106 200 5080 SH SOLE 1490 3590 0
POWER INTEGRATIONS INC COM 739276103 651 16980 SH SOLE 3420 13560 0
PRAXAIR INC COM 74005P104 5180 50983 SH SOLE 3150 46928 905
PRE PAID LEGAL SERVICES INC COM 740065107 414 6270 SH SOLE 1350 4920 0
PRECISION CASTPARTS CORP COM 740189105 3854 26185 SH SOLE 1945 24040 200
PRESIDENTIAL LIFE CORP COM 740884101 145 15170 SH SOLE 6970 8200 0
PRICELINE COM INC COM 741503403 3217 6353 SH SOLE 1640 4658 55
PRIDE INTERNATIONAL INC COM 74153Q102 449 10450 SH SOLE 6520 3730 200
PRINCIPAL FINL GROUP INC COM 74251V102 1195 37201 SH SOLE 8960 28091 150
PRIVATEBANCORP INC COM 742962103 387 25330 SH SOLE 4110 21220 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 22
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
PROASSURANCE CORP COM 74267C106 810 12780 SH SOLE 1190 11590 0
PROCTER & GAMBLE COM 742718109 19847 322195 SH SOLE 25362 294708 2125
PROGRESS ENERGY COM 743263105 3668 79502 SH SOLE 44320 34952 230
PROGRESS SOFTWARE CORP COM 743312100 974 33475 SH SOLE 2530 30945 0
PROGRESSIVE CORP OHIO COM 743315103 1478 69960 SH SOLE 7470 62160 330
PROLOGIS COM 743410102 759 47469 SH SOLE 5830 41489 150
PROSPECT CAPITAL CORPORATIONCO COM 74348T102 289 23700 SH SOLE 0 23700 0
PROTECTIVE LIFE CORP COM 743674103 251 9450 SH SOLE 7720 1730 0
PROVIDENT FINL SVCS INC COM 74386T105 304 20560 SH SOLE 1230 19330 0
PRUDENTIAL FINANCIAL 9.000% 06 PREFERRED STOCKS 744320508 1342 48790 SH SOLE 330 48460 0
PRUDENTIAL FINL INC COM 744320102 3226 52391 SH SOLE 10625 41566 200
PRUDENTIAL PLC ADR COM 74435K204 1575 69327 SH SOLE 18310 51017 0
PS BUSINESS PKS INC CALIF COM 69360J107 525 9060 SH SOLE 620 8440 0
PUBLIC SERVICE ENTERPRISES COM 744573106 1742 55277 SH SOLE 5236 49681 360
PUBLIC STORAGE 6.450% SERIES F PREFERRED STOCKS 74460D380 1587 64250 SH SOLE 375 63875 0
PUBLIC STORAGE INC COM 74460D109 4015 36201 SH SOLE 18277 17754 170
PULSE ELECTRONICS CORP COM COM 74586W106 121 19970 SH SOLE 3420 16550 0
PULTE CORP COM 745867101 224 30322 SH SOLE 3115 27047 160
QEP RES INC COM COM 74733V100 914 22552 SH SOLE 5900 16402 250
QIAGEN N V COM N72482107 708 35333 SH SOLE 11740 23593 0
QUAKER CHEMICAL CORP COM 747316107 303 7540 SH SOLE 1800 5740 0
QUALCOMM INC COM 747525103 9877 180131 SH SOLE 13970 164371 1790
QUALITY SYS INC COM 747582104 951 11410 SH SOLE 1930 9480 0
QUANEX BUILDING PRODUCTS CORCO COM 747619104 298 15162 SH SOLE 1535 13627 0
QUANTA SERVICES INC COM 74762E102 564 25160 SH SOLE 7400 17680 80
QUEST DIAGNOSTICS INC COM 74834L100 1088 18848 SH SOLE 2310 16378 160
QUESTAR CORP COM 748356102 291 16700 SH SOLE 10800 5650 250
QUESTCOR PHARMACEUTICALS INCCO COM 74835Y101 451 31330 SH SOLE 4180 27150 0
QUIKSILVER INC COM 74838C106 285 64380 SH SOLE 19050 45330 0
QWEST COMMUNICATIONS INTL INC COM 749121109 1102 161379 SH SOLE 22550 138629 200
R F MICRO DEVICES INC COM 749941100 112 17400 SH SOLE 15750 1650 0
R L I CORP ILL COM 749607107 426 7390 SH SOLE 620 6770 0
R P M INC OHIO COM 749685103 203 8540 SH SOLE 5040 3310 190
R T I INTL METALS INC COM 74973W107 422 13550 SH SOLE 1130 12420 0
RACKSPACE HOSTING INC COM COM 750086100 384 8950 SH SOLE 8250 700 0
RADIANT SYSTEMS INC COM 75025N102 395 22350 SH SOLE 6930 15420 0
RADIOSHACK CORP COM 750438103 295 19678 SH SOLE 9060 10588 30
RADISYS CORP COM 750459109 90 10440 SH SOLE 900 9540 0
RALCORP HOLDINGS INC COM 751028101 278 4060 SH SOLE 2860 1190 10
RANGE RES CORP COM 75281A109 976 16690 SH SOLE 1080 15290 320
RAYMOND JAMES FINANCIAL INC COM 754730109 200 5227 SH SOLE 3630 1577 20
RAYONIER INC COM 754907103 297 4760 SH SOLE 2780 1920 60
RAYTHEON CO COM 755111507 5790 113826 SH SOLE 33020 80806 0
RC2 CORP COM 749388104 285 10160 SH SOLE 1010 9150 0
REALTY INCOME CORP COM 756109104 210 6010 SH SOLE 4330 1670 10
RED HAT INC COM 756577102 1463 32239 SH SOLE 13380 18669 190
RED ROBIN GOURMET BURGERS IN COM 75689M101 324 12030 SH SOLE 6180 5850 0
REED ELSEVIER N V SPONS ADR COM 758204200 662 25633 SH SOLE 7973 17660 0
REED ELSEVIER P L C SPONS ADR COM 758205207 829 23924 SH SOLE 7377 16547 0
REGENCY CTRS CORP COM 758849103 200 4600 SH SOLE 2880 1680 40
REGENERON PHARMACEUTICALS COM 75886F107 1928 42910 SH SOLE 6250 36620 40
PORTVUE-SEC13F.LNP CAPSTONE PAGE 23
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
REGIONS FINANCIAL CORP COM 7591EP100 961 132382 SH SOLE 30962 101010 410
REHABCARE GROUP INC COM 759148109 365 9910 SH SOLE 5590 4320 0
REINSURANCE GROUP OF AMERICA I COM 759351604 493 7860 SH SOLE 6010 1820 30
RELIANCE STEEL & ALUMINUM CO COM 759509102 307 5320 SH SOLE 4010 1240 70
RENAISSANCERE HOLDINGS 6.600% PREFERRED STOCKS G7498P408 1457 59285 SH SOLE 360 58925 0
REPSOL YPF S A ADR SPONSORED COM 76026T205 1476 43033 SH SOLE 10650 32383 0
REPUBLIC SVCS INC COM 760759100 1111 36990 SH SOLE 3476 33264 250
RESEARCH IN MOTION LTD COM 760975102 1352 23906 SH SOLE 6070 17836 0
RESMED INC COM 761152107 411 13710 SH SOLE 8410 5120 180
REYNOLDS AMERICAN INC COM 761713106 707 19906 SH SOLE 0 19906 0
RIGHTNOW TECHNOLOGIES INC COM 76657R106 536 17110 SH SOLE 5870 11240 0
RIO TINTO PLC ADR SPONSORED COM 767204100 5524 77669 SH SOLE 20272 57397 0
RIVERBED TECHNOLOGY INC COM 768573107 398 10580 SH SOLE 9530 1050 0
ROBBINS & MYERS INC COM 770196103 918 19957 SH SOLE 1490 18467 0
ROBERT HALF INTL INC COM 770323103 512 16716 SH SOLE 1250 15286 180
ROCKWELL AUTOMATION INC COM 773903109 1599 16893 SH SOLE 2850 13883 160
ROCKWELL COLLINS INC COM 774341101 2080 32090 SH SOLE 2400 29690 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 502 12710 SH SOLE 1040 11670 0
ROGERS COMMUNICATIONS INC CL B COM 775109200 1109 30469 SH SOLE 9370 21099 0
ROGERS CORP COM 775133101 328 7270 SH SOLE 530 6740 0
ROPER INDS INC COM 776696106 2229 25784 SH SOLE 730 24369 685
ROSS STORES INC COM 778296103 1897 26668 SH SOLE 6710 19568 390
ROVI CORP COM COM 779376102 450 8390 SH SOLE 5463 2847 80
ROWAN COMPANIES INC COM 779382100 695 15722 SH SOLE 5310 10312 100
ROYAL BANK SCOTLAND GROUP PLC COM 780097689 512 38813 SH SOLE 9138 29675 0
ROYAL BK CDA MONTREAL QUE COM 780087102 4973 80249 SH SOLE 21360 58889 0
ROYAL DUTCH SHELL PLC SPON ADR COM 780259107 8682 118544 SH SOLE 58140 60404 0
ROYAL DUTCH SHELL PLC SPONS AD COM 780259206 7025 96413 SH SOLE 24050 72363 0
RUBY TUESDAY INC COM 781182100 367 28010 SH SOLE 5020 22990 0
RUDOLPH TECHNOLOGIES INC COM 781270103 155 14170 SH SOLE 1620 12550 0
RUTHS CHRIS STEAK HSE INC COM 783332109 98 19060 SH SOLE 9200 9860 0
RYANAIR HLDGS PLC ADR SPONSORE COM 783513104 410 14753 SH SOLE 4940 9813 0
RYDER SYSTEM INC COM 783549108 472 9337 SH SOLE 4680 4637 20
S E I INVESTMENTS CO COM 784117103 278 11640 SH SOLE 5560 5950 130
S L M CORPORATION COM 78442P106 877 57301 SH SOLE 14470 42601 230
S P X CORP COM 784635104 239 3010 SH SOLE 1960 1050 0
S W S GROUP INC COM 78503N107 256 42110 SH SOLE 31915 10195 0
S & T BANCORP INC COM 783859101 219 10150 SH SOLE 880 9270 0
SAFETY INS GROUP INC COM 78648T100 305 6610 SH SOLE 1020 5590 0
SAFEWAY INC COM 786514208 1204 51160 SH SOLE 12740 38120 300
SAIC INC COM 78390X101 514 30371 SH SOLE 3140 26891 340
SALESFORCE COM INC COM 79466L302 2119 15860 SH SOLE 4370 11370 120
SALIX PHARMACEUTICALS LTD COM 795435106 1128 32190 SH SOLE 4230 27960 0
SANDERSON FARMS INC COM 800013104 418 9110 SH SOLE 1840 7270 0
SANDISK CORP COM 80004C101 3437 74574 SH SOLE 8310 66014 250
SANOFI-AVENTIS ADR COM 80105N105 1398 39690 SH SOLE 0 39690 0
SAP AG ADR SPON COM 803054204 3230 52634 SH SOLE 14510 38124 0
SARA LEE CORP COM 803111103 1437 81296 SH SOLE 7840 72896 560
SASOL LTD SPONSORED ADR COM 803866300 2036 35137 SH SOLE 7060 28077 0
SAUL CTRS INC COM 804395101 250 5620 SH SOLE 350 5270 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 352 33180 SH SOLE 2880 30300 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 24
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
SCANA CORP COM 80589M102 1363 34609 SH SOLE 19400 15089 120
SCANSOURCE INC COM 806037107 480 12630 SH SOLE 2870 9760 0
SCHEIN HENRY INC COM 806407102 507 7220 SH SOLE 3500 3590 130
SCHLUMBERGER COM 806857108 15404 165171 SH SOLE 11883 151854 1434
SCHOOL SPECIALTY INC COM 807863105 321 22440 SH SOLE 16240 6200 0
SCHULMAN A INC COM 808194104 408 16500 SH SOLE 4950 11550 0
SCHWAB CHARLES CORP COM 808513105 3080 170815 SH SOLE 8790 160925 1100
SCRIPPS E W CO OHIO CL A COM 811054402 146 14770 SH SOLE 2090 12680 0
SCRIPPS NETWORKS INTERACT INCL COM 811065101 736 14684 SH SOLE 4320 10244 120
SEACOR SMIT INC COM 811904101 1001 10830 SH SOLE 890 9920 20
SEALED AIR CORP COM 81211K100 587 22005 SH SOLE 6040 15795 170
SEARS HLDGS CORP COM 812350106 1039 12569 SH SOLE 9160 3409 0
SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 4084 249200 SH SOLE 800 248400 0
SELECTIVE INSURANCE GROUP INC COM 816300107 435 25150 SH SOLE 5970 19180 0
SEMPRA ENERGY CORP COM 816851109 1499 28022 SH SOLE 4390 23422 210
SENECA FOODS CORP NEW CL A COM 817070501 286 9560 SH SOLE 6180 3380 0
SENIOR HOUSING PROPERTY TRUST COM 81721M109 1744 75683 SH SOLE 60820 14863 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2314 64560 SH SOLE 53010 11550 0
SERVICE CORP INTL COM 817565104 176 15880 SH SOLE 11460 4420 0
SFN GROUP INC COM 784153108 424 30060 SH SOLE 11160 18900 0
SHAW COMMUNICATIONS INC CL B C COM 82028K200 3109 147567 SH SOLE 106410 41157 0
SHAW GROUP INC COM 820280105 262 7385 SH SOLE 5350 1965 70
SHERWIN WILLIAMS CO COM 824348106 1687 20087 SH SOLE 960 18657 470
SHINHAN FINANCIAL GROUP CO LSP COM 824596100 2722 30049 SH SOLE 6560 23489 0
SHIRE PHARMACEUTICALS GROUP AD COM 82481R106 1802 20705 SH SOLE 6930 13775 0
SHUFFLE MASTER INC COM 825549108 128 11960 SH SOLE 0 11960 0
SIEMENS A G SPONSORED ADR COM 826197501 6103 44440 SH SOLE 12130 32310 0
SIGMA ALDRICH CORP COM 826552101 1584 24890 SH SOLE 0 24185 705
SIGMA DESIGNS INC COM 826565103 167 12870 SH SOLE 1300 11570 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1244 22060 SH SOLE 2170 19890 0
SIMON PPTY GROUP INC COM 828806109 3416 31882 SH SOLE 2775 28837 270
SIMPSON MANUFACTURING CO INC COM 829073105 480 16280 SH SOLE 1540 14740 0
SIRIUS XM RADIO INC COM COM 82967N108 69 42000 SH SOLE 0 39940 2060
SK TELECOM LTD ADR SPONSORED COM 78440P108 553 29375 SH SOLE 6210 23165 0
SKECHERS U S A INC CL A COM 830566105 319 15540 SH SOLE 2960 12580 0
SKYWEST INC COM 830879102 524 30970 SH SOLE 10690 20280 0
SKYWORKS SOLUTIONS INC COM 83088M102 470 14520 SH SOLE 10590 3820 110
SL GREEN RLTY CORP COM 78440X101 452 6013 SH SOLE 4450 1563 0
SM ENERGY COMPANY COM 78454L100 269 3620 SH SOLE 2300 1200 120
SMITH A O CORP COM 831865209 741 16720 SH SOLE 1285 15435 0
SMITH MICRO SOFTWARE INC COM 832154108 221 23660 SH SOLE 9450 14210 0
SMITH & NEPHEW P L C ADR SPONS COM 83175M205 1011 17917 SH SOLE 5500 12417 0
SMITHFIELD FOODS INC COM 832248108 360 14960 SH SOLE 12240 2680 40
SMUCKER J M CO COM 832696405 1428 20009 SH SOLE 1700 18014 295
SNAP ON TOOLS CORP COM 833034101 346 5760 SH SOLE 330 5390 40
SNYDERS LANCE INC COM COM 833551104 424 21350 SH SOLE 1860 19490 0
SOCIEDA QUIMICA MIN DE CHILE COM 833635105 318 5753 SH SOLE 1530 4223 0
SOLERA HOLDINGS INC COM 83421A104 297 5820 SH SOLE 3990 1780 50
SONIC AUTOMOTIVE INC CL A COM 83545G102 309 22060 SH SOLE 8500 13560 0
SONIC CORP COM 835451105 251 27715 SH SOLE 3250 24465 0
SONOCO PRODUCTS COM 835495102 238 6560 SH SOLE 4320 2160 80
PORTVUE-SEC13F.LNP CAPSTONE PAGE 25
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
SONY CORP - ADR COM 835699307 1238 38883 SH SOLE 0 38883 0
SOURCEFIRE INC COM COM 83616T108 586 21310 SH SOLE 7850 13460 0
SOUTH JERSEY INDS INC COM 838518108 796 14230 SH SOLE 850 13380 0
SOUTHERN CO COM 842587107 5500 144312 SH SOLE 8470 135392 450
SOUTHERN COPPER CORPORATION COM 84265V105 456 11312 SH SOLE 1660 9362 290
SOUTHERN UNION CO COM 844030106 247 8630 SH SOLE 6070 2430 130
SOUTHWEST AIRLINES CO COM 844741108 1089 86185 SH SOLE 11360 74325 500
SOUTHWEST GAS CORP COM 844895102 759 19470 SH SOLE 2450 17020 0
SOUTHWESTERN ENERGY CO COM 845467109 4047 94190 SH SOLE 8420 85300 470
SOVRAN SELF STORAGE INC COM 84610H108 499 12610 SH SOLE 910 11700 0
SPARTAN MTRS INC COM 846819100 180 26210 SH SOLE 15000 11210 0
SPARTAN STORES INC COM 846822104 216 14610 SH SOLE 6530 8080 0
SPECTRA ENERGY CORP COM 847560109 2055 75623 SH SOLE 8743 66090 790
SPRINT CORP COM 852061100 1712 368888 SH SOLE 107442 260446 1000
ST JUDE MEDICAL INC COM 790849103 2359 46029 SH SOLE 9630 36009 390
STAGE STORES INC COM 85254C305 365 18969 SH SOLE 5592 13377 0
STANCORP FINL GROUP INC COM 852891100 270 5850 SH SOLE 4140 1700 10
STANDARD MICROSYSTEMS CORP COM 853626109 250 10140 SH SOLE 800 9340 0
STANDARD MOTOR PRODUCTS INC COM 853666105 178 12900 SH SOLE 5920 6980 0
STANDARD PACIFIC CORP COM 85375C101 243 65180 SH SOLE 30200 34980 0
STANDARD REGISTER CO COM 853887107 51 15310 SH SOLE 10500 4810 0
STANDEX INTL CORP COM 854231107 227 6000 SH SOLE 1240 4760 0
STANLEY BLACK AND DECKER INC COM 854502101 1339 17484 SH SOLE 1252 16151 81
STAPLES INC COM 855030102 1562 80413 SH SOLE 6455 73178 780
STARBUCKS CORP COM 855244109 3604 97530 SH SOLE 19840 76880 810
STARTEK INC COM 85569C107 195 38720 SH SOLE 34490 4230 0
STARWOOD HOTELS & RESORTS WRLD COM 85590A401 1461 25132 SH SOLE 5350 19552 230
STATE STREET CORP COM 857477103 2149 47811 SH SOLE 4377 43204 230
STATOIL ASA SPONSORED ADR COM 85771P102 1729 62543 SH SOLE 15307 47236 0
STEEL DYNAMICS INC COM 858119100 219 11680 SH SOLE 8370 3170 140
STEIN MART INC COM 858375108 176 17410 SH SOLE 7890 9520 0
STEPAN CHEMICAL CO COM 858586100 278 3830 SH SOLE 550 3280 0
STERICYCLE INC COM 858912108 1150 12972 SH SOLE 3760 9082 130
STERLING BANCORP COM 859158107 111 11090 SH SOLE 2190 8900 0
STERLING BANCSHARES INC COM 858907108 338 39310 SH SOLE 4990 34320 0
STERLITE INDS INDIA LTD ADS COM 859737207 369 23872 SH SOLE 2770 21102 0
STEWARD LARGE CAP ENHANCED IND MUTUAL FUNDS 860324102 241 8774 SH SOLE 0 8774 0
STEWART INFORMATION SVCS COM 860372101 162 15420 SH SOLE 8490 6930 0
STIFEL FINL CORP COM 860630102 1404 29340 SH SOLE 3285 26055 0
STMICROELECTRONICS N V SHS-N Y COM 861012102 367 29578 SH SOLE 6060 23518 0
STONE ENERGY CORP COM 861642106 445 13330 SH SOLE 1900 11430 0
STR HLDGS INC COM COM 78478V100 361 18810 SH SOLE 1630 17180 0
STRATASYS INC COM 862685104 599 12750 SH SOLE 2620 10130 0
STRAYER ED INC COM 863236105 200 1531 SH SOLE 962 566 3
STRYKER CORP COM 863667101 3510 57736 SH SOLE 4300 52471 965
STURM RUGER & CO INC COM 864159108 281 12220 SH SOLE 12030 190 0
SUMITOMO MITSUI FINL GRP INCSP COM 86562M209 1953 312540 SH SOLE 89000 223540 0
SUN LIFE FINL INC COM 866796105 1168 37167 SH SOLE 9910 27257 0
SUNCOR ENERGY INC COM 867224107 3686 82204 SH SOLE 20528 61676 0
SUNOCO INC COM 86764P109 859 18838 SH SOLE 7280 11558 0
SUNTRUST BANKS INC COM 867914103 1578 54703 SH SOLE 9880 44603 220
PORTVUE-SEC13F.LNP CAPSTONE PAGE 26
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
SUPER MICRO COMPUTER INC COM COM 86800U104 176 10950 SH SOLE 750 10200 0
SUPERIOR INDS INTL INC COM 868168105 269 10480 SH SOLE 1050 9430 0
SUPERVALU INC COM 868536103 896 100318 SH SOLE 79570 20648 100
SUSQUEHANNA BANCSHARES INC COM 869099101 550 58819 SH SOLE 13570 45249 0
SWIFT ENERGY CO COM 870738101 802 18800 SH SOLE 1570 17230 0
SYKES ENTERPRISES INC COM 871237103 376 19000 SH SOLE 1670 17330 0
SYMANTEC CORP COM 871503108 1790 96566 SH SOLE 18062 78064 440
SYMMETRICOM INC COM 871543104 130 21270 SH SOLE 3490 17780 0
SYMMETRY MED INC COM 871546206 197 20130 SH SOLE 6630 13500 0
SYNAPTICS INC COM 87157D109 554 20515 SH SOLE 4160 16355 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 620 17830 SH SOLE 6250 11580 0
SYNGENTA AG ADR SPONSORED COM 87160A100 2040 31308 SH SOLE 8940 22368 0
SYNNEX CORP COM 87162W100 427 13050 SH SOLE 4360 8690 0
SYNOPSYS INC COM 871607107 257 9300 SH SOLE 5820 3360 120
SYNOVUS FINANCIAL CORP COM 87161C105 110 45750 SH SOLE 38710 7040 0
SYSCO CORP COM 871829107 6594 238055 SH SOLE 77970 158905 1180
T C F FINANCIAL CORP COM 872275102 162 10200 SH SOLE 5340 4850 10
T H Q INC COM 872443403 109 24012 SH SOLE 0 24012 0
T J X COMPANIES INC COM 872540109 6191 124488 SH SOLE 9130 114433 925
T ROWE PRICE GROUP INC COM 74144T108 2082 31352 SH SOLE 2240 28812 300
TAIWAN SEMICONDUCTOR MFG CO AD COM 874039100 10237 840510 SH SOLE 331008 509502 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 287 18670 SH SOLE 0 18670 0
TALEO CORP CL A COM 87424N104 889 24950 SH SOLE 5590 19360 0
TALISMAN ENERGY INC COM 87425E103 1313 53165 SH SOLE 12700 40465 0
TANGER FACTORY OUTLET CTRS COM 875465106 1111 42340 SH SOLE 3240 39100 0
TARGET CORP COM 87612E106 6532 130623 SH SOLE 6421 122952 1250
TATA MTRS LTD SPONSORED ADR COM 876568502 603 21700 SH SOLE 3230 18470 0
TECH DATA CORP COM 878237106 282 5540 SH SOLE 4560 980 0
TECK COMINCO LTD CL B COM 878742204 1270 23957 SH SOLE 6003 17954 0
TECO ENERGY INC COM 872375100 499 26588 SH SOLE 4460 22038 90
TEKELEC COM 879101103 219 26920 SH SOLE 2450 24470 0
TELE NORTE LESTE PART S A SPON COM 879246106 275 15701 SH SOLE 4120 11581 0
TELECOM ITALIA S P A NEW SPONS COM 87927Y102 802 52131 SH SOLE 13160 38971 0
TELEDYNE TECHNOLOGIES INC COM 879360105 774 14970 SH SOLE 1380 13590 0
TELEFLEX INC COM 879369106 238 4100 SH SOLE 2390 1690 20
TELEFONICA S A ADR SPONSORED COM 879382208 9299 368712 SH SOLE 185380 183332 0
TELEFONOS DE MEXICO S A ADR RE COM 879403780 449 24570 SH SOLE 9410 15160 0
TELEPHONE & DATA SYSEMS INC COM 879433100 258 7650 SH SOLE 4950 2630 70
TELETECH HOLDINGS INC COM 879939106 281 14510 SH SOLE 1280 13230 0
TELLABS INC COM 879664100 204 38865 SH SOLE 4204 34631 30
TELUS CORP NON-VTG SHS COM 87971M202 2534 52256 SH SOLE 30470 21786 0
TENARIS S A SPONSORED ADR COM 88031M109 564 11397 SH SOLE 2800 8597 0
TENET HEALTHCARE CORP COM 88033G100 249 33425 SH SOLE 0 33335 90
TERADATA CORP COM 88076W103 1341 26447 SH SOLE 9000 17277 170
TERADYNE INC COM 880770102 327 18377 SH SOLE 1870 16367 140
TEREX CORP COM 880779103 225 6080 SH SOLE 4230 1800 50
TESORO PETE CORP COM 881609101 1216 45307 SH SOLE 32120 12937 250
TESSERA TECHNOLOGIES INC COM 88164L100 431 23620 SH SOLE 1970 21650 0
TETRA TECH INC COM 88162G103 712 28840 SH SOLE 2520 26320 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 517 33594 SH SOLE 5550 28044 0
TEVA PHARMACEUTICAL INDS LTDAD COM 881624209 892 17788 SH SOLE 110 17678 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 27
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 376 14480 SH SOLE 1280 13200 0
TEXAS INDS INC COM 882491103 531 11740 SH SOLE 1310 10430 0
TEXAS INSTRUMENTS INC COM 882508104 6199 179365 SH SOLE 10870 167425 1070
TEXAS ROADHOUSE INC CL A COM 882681109 658 38700 SH SOLE 12400 26300 0
TEXTRON INC COM 883203101 668 24406 SH SOLE 2540 21866 0
THERMO ELECTRON CORP COM 883556102 2347 42243 SH SOLE 4580 37443 220
THOMSON CORP COM 884903105 1556 39653 SH SOLE 10328 28985 340
TIBCO SOFTWARE INC COM 88632Q103 353 12960 SH SOLE 11930 1030 0
TIDEWATER INC COM 886423102 223 3720 SH SOLE 2650 980 90
TIFFANY & CO COM 886547108 1119 18215 SH SOLE 6060 12035 120
TIM HORTONS INC COM 88706M103 892 19694 SH SOLE 6410 13284 0
TIME WARNER CABLE INC COM COM 88732J207 2125 29790 SH SOLE 0 29620 170
TIME WARNER INC COM COM 887317303 3105 86968 SH SOLE 0 86288 680
TIMKEN CO COM 887389104 272 5210 SH SOLE 2960 2150 100
TOMPKINS TRUSTCO INC COM 890110109 2231 53705 SH SOLE 40359 13346 0
TORCHMARK CORP COM 891027104 751 11300 SH SOLE 3710 7540 50
TORO CO COM 891092108 1045 15778 SH SOLE 1190 14578 10
TORONTO DOMINION BK ONT COM 891160509 4520 51027 SH SOLE 13680 37347 0
TOTAL FINA ELF S A ADR SPONS COM 89151E109 8775 143924 SH SOLE 68530 75394 0
TOTAL SYS SVCS INC COM 891906109 425 23560 SH SOLE 3631 19799 130
TOWER GROUP INC COM 891777104 480 19980 SH SOLE 1780 18200 0
TOYOTA MTR CORP ADR 1 SH COM 892331307 5661 70536 SH SOLE 18390 52146 0
TRACTOR SUPPLY CO COM 892356106 380 6350 SH SOLE 4700 1610 40
TRADESTATION GROUP INC COM 89267P105 117 16650 SH SOLE 3900 12750 0
TRANSALTA CORP COM 89346D107 796 37816 SH SOLE 14410 23406 0
TRANSATLANTIC HLDGS INC COM 893521104 339 6960 SH SOLE 4810 2140 10
TRANSCANADA CORP COM 89353D107 4998 123304 SH SOLE 72870 50434 0
TRANSDIGM GROUP INC COM 893641100 237 2830 SH SOLE 0 2680 150
TRAVELERS COMPANIES INC COM 89417E109 3040 51107 SH SOLE 9246 41551 310
TREDEGAR INDS INC COM 894650100 205 9490 SH SOLE 1100 8390 0
TREEHOUSE FOODS INC COM 89469A104 1173 20620 SH SOLE 3580 17040 0
TRIMBLE NAVIGATION LTD COM 896239100 391 7730 SH SOLE 4360 3240 130
TRINITY INDS INC COM 896522109 206 5625 SH SOLE 4320 1285 20
TRIQUINT SEMICONDUCTOR INC COM 89674K103 1210 93720 SH SOLE 19540 74180 0
TRIUMPH GROUP INC COM 896818101 884 9990 SH SOLE 1710 8280 0
TRUE RELIGION APPAREL INC COM 89784N104 437 18640 SH SOLE 6110 12530 0
TRUEBLUE INC COM 89785X101 332 19760 SH SOLE 1720 18040 0
TRUSTCO BANK CORP N Y COM 898349105 174 29410 SH SOLE 3990 25420 0
TTM TECHNOLOGIES INC COM 87305R109 542 29840 SH SOLE 9270 20570 0
TUESDAY MORNING CORP COM 899035505 172 35190 SH SOLE 23610 11580 0
TUPPERWARE CORP COM 899896104 351 5880 SH SOLE 3750 2070 60
TW TELECOM INC COM 87311L104 253 13170 SH SOLE 10560 2580 30
TYCO INTERNATIONAL LTD SHS COM H89128104 2052 45824 SH SOLE 4350 41157 317
TYLER TECHNOLOGIES INC COM 902252105 432 18210 SH SOLE 5730 12480 0
TYSON FOODS INC CL A COM 902494103 1111 57870 SH SOLE 30130 27600 140
U G I CORP COM 902681105 341 10360 SH SOLE 5640 4590 130
U I L HOLDINGS CORP COM 902748102 603 19756 SH SOLE 1900 17856 0
U N U M PROVIDENT CORP COM 91529Y106 1294 49278 SH SOLE 18260 30868 150
U R S CORP COM 903236107 406 8827 SH SOLE 7210 1597 20
U S BANCORP COM 902973304 5003 189276 SH SOLE 16830 171556 890
UBS AG COM H89231338 3591 198968 SH SOLE 50513 148455 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 28
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
UDR INC COM 902653104 224 9188 SH SOLE 7051 2137 0
ULTRA PETROLEUM CORP COM COM 903914109 2445 49650 SH SOLE 300 49050 300
ULTRATECH STEPPER INC COM 904034105 323 11000 SH SOLE 800 10200 0
UMB FINL CORP COM 902788108 535 14310 SH SOLE 1150 13160 0
UMPQUA HLDGS CORP COM 904214103 524 45820 SH SOLE 4950 40870 0
UNDER ARMOUR INC CL A COM 904311107 236 3470 SH SOLE 3190 280 0
UNIFIRST CORP MASS COM 904708104 373 7030 SH SOLE 520 6510 0
UNILEVER N V COM 904784709 5875 187355 SH SOLE 95250 92105 0
UNILEVER PLC ADR SPON NEW COM 904767704 2707 88394 SH SOLE 25294 63100 0
UNION PACIFIC CORP COM 907818108 8108 82456 SH SOLE 4584 76887 985
UNISOURCE ENERGY CORP COM 909205106 551 15260 SH SOLE 1530 13730 0
UNITED BANKSHARES INC W VA COM 909907107 414 15610 SH SOLE 1330 14280 0
UNITED CMNTY BKS BLAIRSVLE GCA COM 90984P105 130 55675 SH SOLE 26060 29615 0
UNITED FIRE & CAS CO COM 910331107 210 10380 SH SOLE 2420 7960 0
UNITED MICROELECTRONICS CORP S COM 910873405 332 121650 SH SOLE 22009 99641 0
UNITED NATURAL FOODS INC COM 911163103 1013 22610 SH SOLE 1880 20730 0
UNITED ONLINE INC COM 911268100 257 40800 SH SOLE 11120 29680 0
UNITED PARCEL SERVICE INC CL B COM 911312106 9647 129799 SH SOLE 8680 120289 830
UNITED STATES STEEL CORP COM 912909108 713 13224 SH SOLE 1170 11964 90
UNITED STATIONERS INC COM 913004107 786 11060 SH SOLE 2240 8820 0
UNITED TECHNOLOGIES CORP COM 913017109 11508 135948 SH SOLE 8215 127733 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 353 5260 SH SOLE 3410 1810 40
UNITEDHEALTH GROUP INC COM 91324P102 6249 138248 SH SOLE 16544 120404 1300
UNITRIN INC COM 913275103 250 8110 SH SOLE 6960 1150 0
UNIVERSAL ELECTRS INC COM 913483103 295 9970 SH SOLE 2640 7330 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 434 11850 SH SOLE 3810 8040 0
UNIVERSAL HEALTH RLTY INCM TSH COM 91359E105 210 5170 SH SOLE 120 5050 0
UNIVERSAL TECHNICAL INST INC COM 913915104 253 13010 SH SOLE 2870 10140 0
URBAN OUTFITTERS INC COM 917047102 678 22742 SH SOLE 10250 12372 120
URSTADT BIDDLE PPTYS INS C L A COM 917286205 194 10210 SH SOLE 1190 9020 0
USA MOBILITY INC COM 90341G103 150 10390 SH SOLE 1190 9200 0
USB CAPITAL VI 5.750% 03/09/35 PREFERRED STOCKS 903304202 1673 67040 SH SOLE 380 66660 0
V F CORP COM 918204108 3245 32936 SH SOLE 15200 17476 260
VALE S A ADR COM 91912E105 3084 92487 SH SOLE 15540 76947 0
VALE S A REPSTG PFD COM 91912E204 7738 262124 SH SOLE 58570 203554 0
VALEANT PHARMACEUTICALS INTL I COM 91911K102 533 10693 SH SOLE 0 10693 0
VALERO ENERGY CORP COM 91913Y100 4585 153757 SH SOLE 31620 122137 0
VALSPAR CORP COM 920355104 291 7450 SH SOLE 3690 3620 140
VARIAN MEDICAL SYSTEMS CORP COM 92220P105 1260 18624 SH SOLE 4910 13554 160
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1719 35315 SH SOLE 2650 32585 80
VEECO INSTRS INC DEL COM 922417100 1131 22240 SH SOLE 2770 19470 0
VENTAS INC COM 92276F100 1321 24323 SH SOLE 8930 15323 70
VEOLIA ENVIROMENT SPONSORED AD COM 92334N103 1007 32295 SH SOLE 9110 23185 0
VERISIGN INC COM 92343E102 767 21177 SH SOLE 3000 17987 190
VERIZON COMMUNICATIONS COM 92343V104 12528 325076 SH SOLE 26457 297269 1350
VERTEX PHARMACEUTICALS INC COM 92532F100 666 13900 SH SOLE 7500 6190 210
VIACOM INC NEW CL B COM 92553P201 2600 55886 SH SOLE 0 55486 400
VIASAT INC COM 92552V100 887 22270 SH SOLE 2430 19840 0
VICOR CORP COM 925815102 250 15170 SH SOLE 5810 9360 0
VIROPHARMA INC COM 928241108 871 43780 SH SOLE 6710 37070 0
VISA INC COM CL A COM 92826C839 4222 57353 SH SOLE 8760 48093 500
PORTVUE-SEC13F.LNP CAPSTONE PAGE 29
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
VITAMIN SHOPPE INC COM COM 92849E101 348 10300 SH SOLE 630 9670 0
VODAFONE GROUP INC COM 92857W209 8127 282680 SH SOLE 72193 210487 0
VOLCOM INC COM 92864N101 221 11930 SH SOLE 3780 8150 0
VOLTERRA SEMICONDUCTOR CORP COM 928708106 478 19260 SH SOLE 6640 12620 0
VORNADO RLTY TR COM 929042109 1459 16670 SH SOLE 1605 14985 80
VULCAN MATERIALS CO COM 929160109 553 12127 SH SOLE 763 11324 40
W D 40 CO COM 929236107 334 7890 SH SOLE 720 7170 0
WADDELL & REED FINANCIAL INC C COM 930059100 276 6790 SH SOLE 4590 2130 70
WAL MART STORES INC COM 931142103 15808 303711 SH SOLE 20240 281181 2290
WALGREEN COMPANY COM 931422109 5504 137119 SH SOLE 11800 123594 1725
WARNACO GROUP INC COM 934390402 202 3530 SH SOLE 3160 370 0
WASHINGTON POST CO CL B COM 939640108 464 1060 SH SOLE 727 333 0
WASTE CONNECTIONS INC COM 941053100 252 8747 SH SOLE 4812 3800 135
WASTE MANAGEMENT INC DEL COM 94106L109 1940 51950 SH SOLE 5980 45570 400
WATERS CORP COM 941848103 1203 13847 SH SOLE 3610 10117 120
WATSON PHARMACEUTICALS INC COM 942683103 1057 18873 SH SOLE 9130 9693 50
WATTS INDS INC CL A COM 942749102 465 12170 SH SOLE 1160 11010 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 215 28120 SH SOLE 9620 18500 0
WEATHERFORD INTERNATIONAL LTD COM H27013103 243 10770 SH SOLE 0 10190 580
WEBSENSE INC COM 947684106 566 24640 SH SOLE 4590 20050 0
WELLPOINT INC COM 94973V107 3208 45962 SH SOLE 11680 34102 180
WELLS FARGO & CO COM 949746101 19130 603266 SH SOLE 44718 556418 2130
WENDYS/ARBYS GROUP INC COM 950587105 138 27397 SH SOLE 23700 3697 0
WEST PHARMACEUTICAL SVCS INC COM 955306105 727 16230 SH SOLE 1390 14840 0
WESTERN DIGITAL CORP COM 958102105 1479 39674 SH SOLE 18260 21264 150
WESTERN UNION CO COM 959802109 1645 79205 SH SOLE 6860 71605 740
WESTPAC BKG CORP ADR SPONSORED COM 961214301 4259 34044 SH SOLE 9140 24904 0
WEYERHAEUSER CO COM 962166104 4178 169842 SH SOLE 11231 158294 317
WHIRLPOOL CORP COM 963320106 1041 12193 SH SOLE 5683 6480 30
WHITING PETE CORP COM 966387102 2298 31280 SH SOLE 100 31070 110
WHITNEY HOLDING CORP COM 966612103 1041 76418 SH SOLE 7080 69338 0
WHOLE FOODS MARKET INC COM 966837106 1557 23634 SH SOLE 8440 15024 170
WILLIAMS COS INC COM 969457100 1931 61946 SH SOLE 5660 55586 700
WILLIAMS SONOMA INC COM 969904101 341 8410 SH SOLE 5830 2520 60
WILMINGTON TRUST CORP COM 971807102 260 57630 SH SOLE 28080 29530 20
WILSHIRE BANCORP INC COM 97186T108 57 11720 SH SOLE 5080 6640 0
WINDSTREAM CORP COM 97381W104 691 53677 SH SOLE 7334 46253 90
WINNEBAGO INDS INC COM 974637100 161 12060 SH SOLE 1130 10930 0
WINTRUST FINL CORP COM 97650W108 641 17430 SH SOLE 4350 13080 0
WIPRO LTD SPON ADR 1 SH COM 97651M109 573 39097 SH SOLE 9350 29747 0
WISCONSIN ENERGY CORP COM 976657106 877 28760 SH SOLE 2100 26420 240
WOLVERINE WORLD WIDE INC COM 978097103 854 22915 SH SOLE 1900 21015 0
WORLD ACCEP CORP DEL COM 981419104 719 11030 SH SOLE 3250 7780 0
WORLD FUEL SVCS CORP COM 981475106 1215 29930 SH SOLE 4700 25230 0
WPP PLC COM 92933H101 3084 49932 SH SOLE 32910 17022 0
WRIGHT EXPRESS CORP COM 98233Q105 1179 22750 SH SOLE 4160 18590 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1007 31663 SH SOLE 14330 17223 110
WYNN RESORTS LTD COM 983134107 759 5968 SH SOLE 0 5968 0
X C E L ENERGY INC COM 98389B100 1278 53480 SH SOLE 8520 44670 290
XCEL ENERGY INC 7.600% 01/01/6 PREFERRED STOCKS 98389B886 1539 55236 SH SOLE 320 54916 0
XEROX CORP COM 984121103 1600 150226 SH SOLE 28085 121478 663
PORTVUE-SEC13F.LNP CAPSTONE PAGE 30
RUN DATE: 04/12/11 2:52 P.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 03/31/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
XILINX INC COM 983919101 1154 35195 SH SOLE 6560 28265 370
XL GROUP PLC COM G98290102 1136 46187 SH SOLE 16220 29857 110
YAHOO INC COM 984332106 1982 118837 SH SOLE 0 117777 1060
YAMANA GOLD INC COM 98462Y100 533 43270 SH SOLE 12420 30850 0
YANZHOU COAL MNG CO LTD ADR SP COM 984846105 445 12260 SH SOLE 1240 11020 0
YUM BRANDS INC COM 988498101 6720 130798 SH SOLE 9404 120164 1230
ZALE CORP COM 988858106 107 26840 SH SOLE 17560 9280 0
ZIMMER HLDGS INC COM 98956P102 1310 21648 SH SOLE 2390 19158 100
ZIONS BANCORPORATION COM 989701107 367 15926 SH SOLE 1310 14546 70
ZOLL MED CORP COM 989922109 565 12610 SH SOLE 1910 10700 0
ZUMIEZ INC COM 989817101 398 15040 SH SOLE 5030 10010 0
LINE COUNT: 1,490