13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2010 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: Promark Investment Advisors, Inc. Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Russell Ricciardi Title: Vice President Phone: (617) 664-5725 Signature, Place, and Date of Signing: /s/ Russell Ricciardi Boston, MA 8/2/2010 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 789 Form 13F Information Table Value Total: $2,365,111,429 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AIRCASTLE LTD COMMON STOCK G0129K104 381,510.00 48,600.00 SOLE 0 0 USD.01 ALTERRA CAPITAL HOLDINGS LTD COMMON STOCK G0229R108 421,874.00 22,464.00 SOLE 0 0 USD1.0 AMERICAN SAFETY INS HOLDINGS COMMON STOCK G02995101 309,605.00 19,695.00 SOLE 0 0 USD.01 ARCH CAPITAL GROUP LTD COMMON STOCK G0450A105 2,413,800.00 32,400.00 SOLE 0 0 USD.01 ARGO GROUP INTERNATIONAL COMMON STOCK G0464B107 467,568.00 15,285.00 SOLE 0 0 USD1.0 FRESH DEL MONTE PRODUCE INC COMMON STOCK G36738105 718,115.00 35,480.00 SOLE 0 0 USD.01 HELEN OF TROY LTD COMMON STOCK G4388N106 552,691.00 25,054.00 SOLE 0 0 USD.1 INGERSOLL RAND PLC COMMON STOCK G47791101 1,952,134.00 56,600.00 SOLE 0 0 USD1.0 KNIGHTSBRIDGE TANKERS LTD COMMON STOCK G5299G106 360,595.00 20,500.00 SOLE 0 0 USD.01 MAIDEN HOLDINGS LTD COMMON STOCK G5753U112 190,530.00 29,000.00 SOLE 0 0 USD.01 MARVELL TECHNOLOGY GROUP LTD COMMON STOCK G5876H105 2,505,840.00 159,000.00 SOLE 0 0 USD.002 MONTPELIER RE HOLDINGS LTD COMMON STOCK G62185106 565,504.00 37,877.00 SOLE 0 0 USD.001666 NORDIC AMER TANKER SHIPPING COMMON STOCK G65773106 311,799.00 11,100.00 SOLE 0 0 USD.01 PLATINUM UNDERWRITERS HLDGS COMMON STOCK G7127P100 1,112,905.00 30,667.00 SOLE 0 0 USD.01 PRIMUS GUARANTY LTD Common Stock G72457107 58,346.00 15,812.00 SOLE 0 0 USD.08 SEAGATE TECHNOLOGY COMMON STOCK G7945J104 2,442,392.00 187,300.00 SOLE 0 0 USD1E 05.0 SHIP FINANCE INTL LTD COMMON STOCK G81075106 378,537.00 21,171.00 SOLE 0 0 USD1.0 SIGNET JEWELERS LTD COMMON STOCK G81276100 1,845,250.00 67,100.00 SOLE 0 0 USD.18 SMART MODULAR TECHNOLOGIES COMMON STOCK G82245104 277,875.00 47,500.00 SOLE 0 0 USD.00016667 WARNER CHILCOTT PLC CLASS A COMMON STOCK G94368100 290,195.00 12,700.00 SOLE 0 0 USD.01 ACE LTD COMMON STOCK H0023R105 1,837,836.00 35,700.00 SOLE 0 0 CHF31.55 TYCO INTERNATIONAL LTD COMMON STOCK H89128104 2,237,105.00 63,500.00 SOLE 0 0 USD8.3 BANCO LATINOAMERICANO COME E COMMON STOCK NPV P16994132 283,048.00 22,662.00 SOLE 0 0 EXCEL MARITIME CARRIERS LTD COMMON STOCK V3267N107 275,456.00 53,800.00 SOLE 0 0 USD.01 BALTIC TRADING LTD COMMON STOCK Y0553W103 170,550.00 15,000.00 SOLE 0 0 DHT HOLDINGS INC COMMON STOCK Y2065G105 88,550.00 23,000.00 SOLE 0 0 USD.01 AAR CORP COMMON STOCK 000361105 624,402.00 37,300.00 SOLE 0 0 USD1.0 ACCO BRANDS CORP COMMON STOCK 00081T108 211,576.00 42,400.00 SOLE 0 0 USD.01 ADC TELECOMMUNICATIONS INC COMMON STOCK 000886309 214,149.00 28,900.00 SOLE 0 0 USD.2 ABM INDUSTRIES INC COMMON STOCK 000957100 360,235.00 17,195.00 SOLE 0 0 USD.01 AFC ENTERPRISES COMMON STOCK 00104Q107 130,130.00 14,300.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AFLAC INC COMMON STOCK 001055102 3,836,033.00 89,900.00 SOLE 0 0 USD.1 AH BELO CORP A COMMON STOCK 001282102 132,800.00 20,000.00 SOLE 0 0 USD.01 AMB PROPERTY CORP REIT USD.01 00163T109 29,903,645.00 1,261,225.00 SOLE 0 0 AT+T INC COMMON STOCK 00206R102 20,645,826.00 853,486.00 SOLE 0 0 USD1.0 ATMI INC COMMON STOCK 00207R101 204,960.00 14,000.00 SOLE 0 0 USD.01 ATC TECHNOLOGY CORP COMMON STOCK 00211W104 232,273.00 14,409.00 SOLE 0 0 USD.01 AZZ INC COMMON STOCK 002474104 231,651.00 6,300.00 SOLE 0 0 USD1.0 ABBOTT LABORATORIES COMMON STOCK NPV 002824100 9,025,172.00 192,928.00 SOLE 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 258,288.00 15,356.00 SOLE 0 0 ACCELR8 TECHNOLOGY CORP COMMON STOCK NPV 004304200 13,863.00 11,748.00 SOLE 0 0 ACETO CORP COMMON STOCK 004446100 68,760.00 12,000.00 SOLE 0 0 USD.01 ADVANCE AMERICA CASH ADVANCE COMMON STOCK 00739W107 220,877.00 53,481.00 SOLE 0 0 USD.01 ADVANCED MICRO DEVICES COMMON STOCK 007903107 2,247,972.00 307,100.00 SOLE 0 0 USD.01 AETNA INC COMMON STOCK 00817Y108 3,012,596.00 114,200.00 SOLE 0 0 USD.01 AGILYSYS INC COMMON STOCK 00847J105 163,905.00 24,500.00 SOLE 0 0 USD.3 AIR PRODUCTS + CHEMICALS INC COMMON STOCK 009158106 239,797.00 3,700.00 SOLE 0 0 USD1.0 AIR TRANSPORT SERVICES GROUP COMMON STOCK 00922R105 275,604.00 57,900.00 SOLE 0 0 USD.01 AIRTRAN HOLDINGS INC COMMON STOCK 00949P108 309,915.00 63,900.00 SOLE 0 0 USD.001 ALAMO GROUP INC COMMON STOCK 011311107 299,460.00 13,800.00 SOLE 0 0 USD.1 ALASKA AIR GROUP INC COMMON STOCK 011659109 925,970.00 20,600.00 SOLE 0 0 USD1.0 ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 14,100,395.00 222,509.00 SOLE 0 0 ALLETE INC COMMON STOCK NPV 018522300 422,761.00 12,347.00 SOLE 0 0 ALLIED HEALTHCARE INTL INC COMMON STOCK 01923A109 45,936.00 19,800.00 SOLE 0 0 USD.01 ALLSTATE CORP COMMON STOCK 020002101 3,568,266.00 124,200.00 SOLE 0 0 USD.01 ALTRIA GROUP INC COMMON STOCK 02209S103 9,947,856.00 496,400.00 SOLE 0 0 USD.333 AMAZON.COM INC COMMON STOCK 023135106 4,425,030.00 40,500.00 SOLE 0 0 USD.01 AMBAC FINANCIAL GROUP INC COMMON STOCK 023139108 86,231.00 128,703.00 SOLE 0 0 USD.01 AMERCO COMMON STOCK 023586100 339,108.00 6,160.00 SOLE 0 0 USD.25 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 687,735.00 25,201.00 SOLE 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 417,912.00 15,818.00 SOLE 0 0 AMERICAN CAPITAL LTD COMMON STOCK 02503Y103 270,884.00 56,200.00 SOLE 0 0 USD.01 AMERICAN COMMERCIAL LINES COMMON STOCK 025195405 488,467.00 21,700.00 SOLE 0 0 USD.01 AMERICAN ELECTRIC POWER COMMON STOCK 025537101 261,630.00 8,100.00 SOLE 0 0 USD6.5 AMERICAN EQUITY INVT LIFE HL COMMON STOCK 025676206 399,126.00 38,675.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AMERICAN EXPRESS CO COMMON STOCK 025816109 9,476,390.00 238,700.00 SOLE 0 0 USD.2 AMERICAN FINANCIAL GROUP INC COMMON STOCK NPV 025932104 2,300,344.00 84,200.00 SOLE 0 0 AMERICAN GREETINGS CORP CL A COMMON STOCK 026375105 405,873.00 21,635.00 SOLE 0 0 USD1.0 AMERICAN ITALIAN PASTA CO A COMMON STOCK 027070101 417,673.00 7,900.00 SOLE 0 0 USD.001 AMERICAN PHYSICIANS SVC GP COMMON STOCK 028882108 366,750.00 15,000.00 SOLE 0 0 USD.1 AMERICAN PHYSICIANS CAP INC COMMON STOCK NPV 028884104 379,887.00 12,314.00 SOLE 0 0 AMERICAN STATES WATER CO COMMON STOCK NPV 029899101 490,936.00 14,814.00 SOLE 0 0 AMERICAN TOWER CORP CL A COMMON STOCK 029912201 3,978,300.00 89,400.00 SOLE 0 0 USD.01 AMERICAN VANGUARD CORP COMMON STOCK 030371108 117,364.00 14,800.00 SOLE 0 0 USD.1 AMERICREDIT CORP COMMON STOCK 03060R101 2,210,086.00 121,300.00 SOLE 0 0 USD.01 AMERISAFE INC COMMON STOCK 03071H100 200,632.00 11,432.00 SOLE 0 0 USD.01 AMERON INTERNATIONAL CORP COMMON STOCK 030710107 488,914.00 8,104.00 SOLE 0 0 USD2.5 AMERISOURCEBERGEN CORP COMMON STOCK 03073E105 2,660,650.00 83,800.00 SOLE 0 0 USD.01 AMERIGROUP CORP COMMON STOCK 03073T102 425,488.00 13,100.00 SOLE 0 0 USD.01 AMGEN INC COMMON STOCK 031162100 11,199,697.00 212,922.00 SOLE 0 0 USD.0001 AMSURG CORP COMMON STOCK NPV 03232P405 421,265.00 23,640.00 SOLE 0 0 AMTRUST FINANCIAL SERVICES COMMON STOCK 032359309 345,404.00 28,688.00 SOLE 0 0 USD.01 ANADARKO PETROLEUM CORP COMMON STOCK 032511107 270,675.00 7,500.00 SOLE 0 0 USD.1 ANAREN INC COMMON STOCK 032744104 162,846.00 10,900.00 SOLE 0 0 USD.01 ANDERSONS INC/THE COMMON STOCK NPV 034164103 505,145.00 15,500.00 SOLE 0 0 ANGIODYNAMICS INC COMMON STOCK 03475V101 172,575.00 11,700.00 SOLE 0 0 USD.01 ANIXTER INTERNATIONAL INC COMMON STOCK 035290105 609,819.00 14,315.00 SOLE 0 0 USD1.0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 2,731,995.00 159,300.00 SOLE 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 407,321.00 57,208.00 SOLE 0 0 APACHE CORP COMMON STOCK 037411105 328,341.00 3,900.00 SOLE 0 0 USD.625 APOGEE ENTERPRISES INC COMMON STOCK 037598109 329,882.00 30,460.00 SOLE 0 0 USD.333 APOLLO INVESTMENT CORP COMMON STOCK 03761U106 854,628.00 91,600.00 SOLE 0 0 USD.001 APPLE INC COMMON STOCK NPV 037833100 38,114,089.00 151,529.00 SOLE 0 0 ARES CAPITAL CORP COMMON STOCK 04010L103 126,553.00 10,100.00 SOLE 0 0 USD.001 ARRIS GROUP INC COMMON STOCK 04269Q100 817,309.00 80,207.00 SOLE 0 0 USD.01 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 142,913.00 19,497.00 SOLE 0 0 ASHLAND INC COMMON STOCK 044209104 2,237,444.00 48,200.00 SOLE 0 0 USD.01 ASTORIA FINANCIAL CORP COMMON STOCK 046265104 571,040.00 41,500.00 SOLE 0 0 USD.01 ATLAS AIR WORLDWIDE HOLDINGS COMMON STOCK 049164205 579,500.00 12,200.00 SOLE 0 0 USD.01 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 54,994,650.00 588,997.00 SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- AVIAT NETWORKS INC COMMON STOCK 05366Y102 181,064.00 49,880.00 SOLE 0 0 USD.01 AVISTA CORP COMMON STOCK NPV 05379B107 828,912.00 42,443.00 SOLE 0 0 B+G FOODS INC CLASS A COMMON STOCK 05508R106 427,373.00 39,645.00 SOLE 0 0 USD.01 BRE PROPERTIES INC REIT USD.01 05564E106 8,539,656.00 231,239.00 SOLE 0 0 BALDOR ELECTRIC COMMON STOCK 057741100 209,733.00 5,813.00 SOLE 0 0 USD.1 BANCFIRST CORP COMMON STOCK 05945F103 669,810.00 18,356.00 SOLE 0 0 USD1.0 BANK OF AMERICA CORP COMMON STOCK 060505104 20,522,674.00 1,428,161.00 SOLE 0 0 USD.01 BANK OF MARIN BANCORP/CA COMMON STOCK NPV 063425102 255,440.00 8,000.00 SOLE 0 0 BANK OF THE OZARKS COMMON STOCK 063904106 368,888.00 10,400.00 SOLE 0 0 USD.01 BARNES + NOBLE INC COMMON STOCK 067774109 236,070.00 18,300.00 SOLE 0 0 USD.001 BARNES GROUP INC COMMON STOCK 067806109 250,767.00 15,300.00 SOLE 0 0 USD.01 BILL BARRETT CORP COMMON STOCK 06846N104 671,678.00 21,829.00 SOLE 0 0 USD.001 BASIC ENERGY SERVICES INC COMMON STOCK 06985P100 126,280.00 16,400.00 SOLE 0 0 USD.01 BENCHMARK ELECTRONICS INC COMMON STOCK 08160H101 430,803.00 27,180.00 SOLE 0 0 USD.1 BENEFICIAL MUTUAL BANCORP IN COMMON STOCK 08173R104 224,276.00 22,700.00 SOLE 0 0 USD.01 BERKSHIRE HATHAWAY INC CL B COMMON STOCK 084670702 18,352,607.00 230,300.00 SOLE 0 0 USD.0033 BERRY PETROLEUM CO CLASS A COMMON STOCK 085789105 594,132.00 23,100.00 SOLE 0 0 USD.01 BIG LOTS INC COMMON STOCK 089302103 2,243,091.00 69,900.00 SOLE 0 0 USD.01 BIOMED REALTY TRUST INC REIT USD.01 09063H107 10,211,245.00 634,633.00 SOLE 0 0 BLACK BOX CORP COMMON STOCK 091826107 448,220.00 16,071.00 SOLE 0 0 USD.001 BLACK HILLS CORP COMMON STOCK 092113109 405,584.00 14,246.00 SOLE 0 0 USD1.0 BLACKROCK KELSO CAPITAL CORP COMMON STOCK 092533108 264,516.00 26,800.00 SOLE 0 0 USD.001 BOB EVANS FARMS COMMON STOCK 096761101 433,287.00 17,599.00 SOLE 0 0 USD.01 BOEING CO COMMON STOCK 097023105 5,675,047.00 90,439.00 SOLE 0 0 USD5.0 BOISE INC COMMON STOCK 09746Y105 455,121.00 82,900.00 SOLE 0 0 USD.0001 BOLT TECHNOLOGY CORP COMMON STOCK NPV 097698104 119,875.00 13,700.00 SOLE 0 0 BORDERS GROUP INC COMMON STOCK 099709107 31,521.00 23,700.00 SOLE 0 0 USD.001 BOSTON PROPERTIES INC REIT USD.01 101121101 57,362,354.00 804,070.00 SOLE 0 0 BRADY CORPORATION CL A COMMON STOCK 104674106 816,653.00 32,771.00 SOLE 0 0 USD.01 BRIGGS + STRATTON COMMON STOCK 109043109 543,704.00 31,945.00 SOLE 0 0 USD.01 BRISTOL MYERS SQUIBB CO COMMON STOCK 110122108 9,952,382.00 399,053.00 SOLE 0 0 USD.1 BROOKFIELD HOMES CORP COMMON STOCK 112723101 77,510.00 11,500.00 SOLE 0 0 USD.01 BROOKFIELD PROPERTIES CORP COMMON STOCK NPV 112900105 17,147,894.00 1,221,360.00 SOLE 0 0 BUCKEYE TECHNOLOGIES INC COMMON STOCK 118255108 277,834.00 27,923.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 826,016.00 66,400.00 SOLE 0 0 CBS CORP CLASS B NON VOTING COMMON STOCK 124857202 2,483,853.00 192,100.00 SOLE 0 0 USD.001 CH ENERGY GROUP INC COMMON STOCK 12541M102 291,435.00 7,427.00 SOLE 0 0 USD.1 CIT GROUP INC COMMON STOCK 125581801 346,219.00 10,225.00 SOLE 0 0 USD.01 CLECO CORPORATION COMMON STOCK 12561W105 757,729.00 28,691.00 SOLE 0 0 USD1.0 CME GROUP INC COMMON STOCK 12572Q105 281,550.00 1,000.00 SOLE 0 0 USD.01 CNA FINANCIAL CORP COMMON STOCK 126117100 2,078,028.00 81,300.00 SOLE 0 0 USD2.5 CNA SURETY CORP COMMON STOCK 12612L108 342,387.00 21,306.00 SOLE 0 0 USD.01 CNO FINANCIAL GROUP INC COMMON STOCK 12621E103 443,025.00 89,500.00 SOLE 0 0 USD.01 CSG SYSTEMS INTL INC COMMON STOCK 126349109 475,095.00 25,919.00 SOLE 0 0 USD.01 CSX CORP COMMON STOCK 126408103 3,935,659.00 79,300.00 SOLE 0 0 USD1.0 CTS CORP COMMON STOCK NPV 126501105 366,015.00 39,612.00 SOLE 0 0 CVB FINANCIAL CORP COMMON STOCK NPV 126600105 267,112.00 28,117.00 SOLE 0 0 CVR ENERGY INC COMMON STOCK 12662P108 174,464.00 23,200.00 SOLE 0 0 USD.01 CVS CAREMARK CORP COMMON STOCK 126650100 4,897,583.00 167,039.00 SOLE 0 0 USD.01 CA INC COMMON STOCK 12673P105 2,509,760.00 136,400.00 SOLE 0 0 USD.1 CABELA S INC COMMON STOCK 126804301 572,670.00 40,500.00 SOLE 0 0 USD.01 CABOT MICROELECTRONICS CORP COMMON STOCK 12709P103 224,835.00 6,500.00 SOLE 0 0 USD.001 CACI INTERNATIONAL INC CL A COMMON STOCK 127190304 803,679.00 18,919.00 SOLE 0 0 USD.1 CAL DIVE INTERNATIONAL INC COMMON STOCK 12802T101 572,270.00 97,824.00 SOLE 0 0 USD.01 CALAMOS ASSET MANAGEMENT A COMMON STOCK 12811R104 190,416.00 20,519.00 SOLE 0 0 USD.01 CALIFORNIA WATER SERVICE GRP COMMON STOCK 130788102 492,660.00 13,800.00 SOLE 0 0 USD.01 CAMBREX CORP COMMON STOCK 132011107 198,450.00 63,000.00 SOLE 0 0 USD.1 CAMDEN NATIONAL CORP COMMON STOCK NPV 133034108 267,585.00 9,741.00 SOLE 0 0 CANTEL MEDICAL CORP COMMON STOCK 138098108 323,963.00 19,399.00 SOLE 0 0 USD.1 CAPLEASE INC REIT USD.01 140288101 126,840.00 27,514.00 SOLE 0 0 CAPITAL ONE FINANCIAL CORP COMMON STOCK 14040H105 3,872,830.00 96,100.00 SOLE 0 0 USD.01 CAPITAL TRUST CL A REIT USD.01 14052H506 1,067,322.00 646,862.00 SOLE 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 373,419.00 33,763.00 SOLE 0 0 CARDINAL HEALTH INC COMMON STOCK NPV 14149Y108 225,187.00 6,700.00 SOLE 0 0 CARMIKE CINEMAS INC COMMON STOCK 143436400 114,534.00 18,900.00 SOLE 0 0 USD.03 CASEY S GENERAL STORES INC COMMON STOCK NPV 147528103 318,463.00 9,125.00 SOLE 0 0 CASH AMERICA INTL INC COMMON STOCK 14754D100 651,130.00 19,000.00 SOLE 0 0 USD.1 CATERPILLAR INC COMMON STOCK 149123101 480,560.00 8,000.00 SOLE 0 0 USD1.0 CATHAY GENERAL BANCORP COMMON STOCK 149150104 156,241.00 15,125.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 157,826.00 26,217.00 SOLE 0 0 CELADON GROUP INC COMMON STOCK 150838100 258,762.00 18,300.00 SOLE 0 0 USD.033 CENTENE CORP COMMON STOCK 15135B101 412,220.00 19,173.00 SOLE 0 0 USD.001 CENTRAL GARDEN AND PET CO A COMMON STOCK 153527205 160,563.00 17,900.00 SOLE 0 0 USD.01 CENTRAL VERMONT PUBLIC SERV COMMON STOCK 155771108 260,568.00 13,200.00 SOLE 0 0 USD6.0 CENTURYLINK INC COMMON STOCK 156700106 203,191.00 6,100.00 SOLE 0 0 USD1.0 CEPHALON INC COMMON STOCK 156708109 908,000.00 16,000.00 SOLE 0 0 USD.01 CERADYNE INC COMMON STOCK 156710105 446,718.00 20,904.00 SOLE 0 0 USD.01 CHART INDUSTRIES INC COMMON STOCK 16115Q308 199,424.00 12,800.00 SOLE 0 0 USD.01 CHECKPOINT SYSTEMS INC COMMON STOCK 162825103 346,974.00 19,987.00 SOLE 0 0 USD.1 CHEVRON CORP COMMON STOCK 166764100 25,457,136.00 375,142.00 SOLE 0 0 USD.75 CHIQUITA BRANDS INTL COMMON STOCK 170032809 410,670.00 33,800.00 SOLE 0 0 USD.01 CIBER INC COMMON STOCK 17163B102 250,715.00 90,511.00 SOLE 0 0 USD.01 CIMAREX ENERGY CO COMMON STOCK 171798101 2,505,300.00 35,000.00 SOLE 0 0 USD.01 CINCINNATI BELL INC COMMON STOCK 171871106 492,000.00 163,455.00 SOLE 0 0 USD.01 CIRCOR INTERNATIONAL INC COMMON STOCK 17273K109 321,464.00 12,567.00 SOLE 0 0 USD.01 CISCO SYSTEMS INC COMMON STOCK 17275R102 22,752,985.00 1,067,714.00 SOLE 0 0 USD.001 CITIGROUP INC COMMON STOCK 172967101 9,727,631.00 2,587,136.00 SOLE 0 0 USD.01 CITY HOLDING CO COMMON STOCK 177835105 511,124.00 18,333.00 SOLE 0 0 USD2.5 CLEARWATER PAPER CORP COMMON STOCK 18538R103 316,513.00 5,780.00 SOLE 0 0 USD.0001 CLOUD PEAK ENERGY INC COMMON STOCK 18911Q102 466,752.00 35,200.00 SOLE 0 0 USD.01 COCA COLA CO/THE COMMON STOCK 191216100 14,096,250.00 281,250.00 SOLE 0 0 USD.25 COEUR D ALENE MINES CORP COMMON STOCK 192108504 199,570.00 12,647.00 SOLE 0 0 USD.01 COGDELL SPENCER INC REIT USD.01 19238U107 140,067.00 20,720.00 SOLE 0 0 COGNIZANT TECH SOLUTIONS A COMMON STOCK 192446102 250,300.00 5,000.00 SOLE 0 0 USD.01 COLGATE PALMOLIVE CO COMMON STOCK 194162103 267,784.00 3,400.00 SOLE 0 0 USD1.0 COLLECTIVE BRANDS INC COMMON STOCK 19421W100 435,622.00 27,571.00 SOLE 0 0 USD.01 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 489,487.00 33,688.00 SOLE 0 0 COLUMBIA BANKING SYSTEM INC COMMON STOCK NPV 197236102 290,918.00 15,932.00 SOLE 0 0 COMFORT SYSTEMS USA INC COMMON STOCK 199908104 299,557.00 31,010.00 SOLE 0 0 USD.01 COMCAST CORP CLASS A COMMON STOCK 20030N101 6,288,670.00 362,042.00 SOLE 0 0 USD1.0 COMMUNITY BANK SYSTEM INC COMMON STOCK 203607106 858,289.00 38,960.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- COMMUNITY TRUST BANCORP INC COMMON STOCK 204149108 672,605.00 26,797.00 SOLE 0 0 USD5.0 COMPASS DIVERSIFIED HOLDINGS COMMON STOCK NPV 20451Q104 243,847.00 18,184.00 SOLE 0 0 COMPLETE PRODUCTION SERVICES COMMON STOCK 20453E109 980,322.00 68,554.00 SOLE 0 0 USD.01 COMPUTER SCIENCES CORP COMMON STOCK 205363104 2,411,825.00 53,300.00 SOLE 0 0 USD1.0 COMTECH TELECOMMUNICATIONS COMMON STOCK 205826209 520,782.00 17,400.00 SOLE 0 0 USD.1 CONAGRA FOODS INC COMMON STOCK 205887102 412,764.00 17,700.00 SOLE 0 0 USD5.0 CONOCOPHILLIPS COMMON STOCK 20825C104 15,062,628.00 306,837.00 SOLE 0 0 USD.01 CONSOLIDATED COMMUNICATIONS COMMON STOCK 209034107 319,465.00 18,781.00 SOLE 0 0 USD.01 CONSTELLATION ENERGY GROUP COMMON STOCK NPV 210371100 2,460,675.00 76,300.00 SOLE 0 0 CONTANGO OIL + GAS COMMON STOCK 21075N204 317,725.00 7,100.00 SOLE 0 0 USD.04 CORE MARK HOLDING CO INC COMMON STOCK 218681104 230,160.00 8,400.00 SOLE 0 0 USD.01 CORELOGIC INC COMMON STOCK 21871D103 2,186,308.00 123,800.00 SOLE 0 0 USD1.0 CORN PRODUCTS INTL INC COMMON STOCK 219023108 754,470.00 24,900.00 SOLE 0 0 USD.01 CORNING INC COMMON STOCK 219350105 343,995.00 21,300.00 SOLE 0 0 USD.5 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 14,260,404.00 377,659.00 SOLE 0 0 COSTCO WHOLESALE CORP COMMON STOCK 22160K105 339,946.00 6,200.00 SOLE 0 0 USD.005 COURIER CORP COMMON STOCK 222660102 247,863.00 20,300.00 SOLE 0 0 USD1.0 COUSINS PROPERTIES INC REIT USD1.0 222795106 289,648.00 42,974.43 SOLE 0 0 CRACKER BARREL OLD COUNTRY COMMON STOCK 22410J106 326,292.00 7,008.00 SOLE 0 0 USD.01 CRANE CO COMMON STOCK 224399105 2,036,154.00 67,400.00 SOLE 0 0 USD1.0 CROSS COUNTRY HEALTHCARE INC COMMON STOCK 227483104 407,247.00 45,300.00 SOLE 0 0 USD.0001 CRYOLIFE INC COMMON STOCK 228903100 80,850.00 15,000.00 SOLE 0 0 USD.01 CUBIC CORP COMMON STOCK NPV 229669106 432,922.00 11,900.00 SOLE 0 0 CUMMINS INC COMMON STOCK 231021106 227,955.00 3,500.00 SOLE 0 0 USD2.5 CUMULUS MEDIA INC CL A COMMON STOCK 231082108 82,503.00 30,900.00 SOLE 0 0 USD.01 CURTISS WRIGHT CORP COMMON STOCK 231561101 748,448.00 25,773.00 SOLE 0 0 USD1.0 CYMER INC COMMON STOCK 232572107 687,495.00 22,886.00 SOLE 0 0 USD.001 CYTEC INDUSTRIES INC COMMON STOCK 232820100 571,857.00 14,300.00 SOLE 0 0 USD.01 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 459,508.00 101,661.00 SOLE 0 0 DSP GROUP INC COMMON STOCK 23332B106 377,745.00 59,115.00 SOLE 0 0 USD.001 DTE ENERGY COMPANY COMMON STOCK NPV 233331107 2,590,648.00 56,800.00 SOLE 0 0 DANA HOLDING CORP COMMON STOCK 235825205 340,000.00 34,000.00 SOLE 0 0 USD.01 DANAHER CORP COMMON STOCK 235851102 296,960.00 8,000.00 SOLE 0 0 USD.01 DARLING INTERNATIONAL INC COMMON STOCK 237266101 220,043.00 29,300.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- DAWSON GEOPHYSICAL CO COMMON STOCK 239359102 280,764.00 13,200.00 SOLE 0 0 USD.333 DEERE + CO COMMON STOCK 244199105 334,080.00 6,000.00 SOLE 0 0 USD1.0 DEL MONTE FOODS CO COMMON STOCK 24522P103 2,328,302.00 161,800.00 SOLE 0 0 USD.01 DELPHI FINANCIAL GROUP CL A COMMON STOCK 247131105 822,080.00 33,678.00 SOLE 0 0 USD.01 DELTA AIR LINES INC COMMON STOCK 247361702 2,529,775.00 215,300.00 SOLE 0 0 USD.0001 DELUXE CORP COMMON STOCK 248019101 315,788.00 16,842.00 SOLE 0 0 USD1.0 DEVON ENERGY CORPORATION COMMON STOCK 25179M103 4,380,148.00 71,900.00 SOLE 0 0 USD.1 DEX ONE CORP COMMON STOCK 25212W100 419,900.00 22,100.00 SOLE 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 611,058.00 74,338.00 SOLE 0 0 DIGI INTERNATIONAL INC COMMON STOCK 253798102 181,303.00 21,923.00 SOLE 0 0 USD.01 DIGITAL REALTY TRUST INC REIT USD.01 253868103 34,792,634.00 603,201.00 SOLE 0 0 DIGITAL RIVER INC COMMON STOCK 25388B104 392,124.00 16,400.00 SOLE 0 0 USD.01 DIME COMMUNITY BANCSHARES COMMON STOCK 253922108 435,249.00 35,300.00 SOLE 0 0 USD.01 DILLARDS INC CL A COMMON STOCK NPV 254067101 649,300.00 30,200.00 SOLE 0 0 WALT DISNEY CO/THE COMMON STOCK 254687106 7,512,939.00 238,506.00 SOLE 0 0 USD.01 DIRECTV CLASS A COMMON STOCK 25490A101 4,446,912.00 131,100.00 SOLE 0 0 USD.01 DOLE FOOD CO INC COMMON STOCK 256603101 119,945.00 11,500.00 SOLE 0 0 DOMINION RESOURCES INC/VA COMMON STOCK NPV 25746U109 867,776.00 22,400.00 SOLE 0 0 DOMINO S PIZZA INC COMMON STOCK 25754A201 124,718.00 11,037.00 SOLE 0 0 USD.01 DOMTAR CORP COMMON STOCK 257559203 289,985.00 5,900.00 SOLE 0 0 USD.01 DOUGLAS EMMETT INC REIT USD.01 25960P109 7,079,825.00 497,878.00 SOLE 0 0 DOW CHEMICAL COMMON STOCK 260543103 365,288.00 15,400.00 SOLE 0 0 USD2.5 DR PEPPER SNAPPLE GROUP INC COMMON STOCK 26138E109 2,688,341.00 71,900.00 SOLE 0 0 USD.01 DRESS BARN INC COMMON STOCK 261570105 288,839.00 12,131.00 SOLE 0 0 USD.05 DREW INDUSTRIES INC COMMON STOCK 26168L205 232,300.00 11,500.00 SOLE 0 0 USD.01 DU PONT (E.I.) DE NEMOURS COMMON STOCK 263534109 1,214,109.00 35,100.00 SOLE 0 0 USD.3 DUCOMMUN INC COMMON STOCK 264147109 276,866.00 16,191.00 SOLE 0 0 USD.01 DUKE ENERGY CORP COMMON STOCK 26441C105 313,600.00 19,600.00 SOLE 0 0 USD.001 DUPONT FABROS TECHNOLOGY REIT USD.001 26613Q106 12,239,353.00 498,345.00 SOLE 0 0 DYCOM INDUSTRIES INC COMMON STOCK 267475101 321,694.00 37,625.00 SOLE 0 0 USD.333 DYNCORP INTERNATIONAL INC A COMMON STOCK 26817C101 227,760.00 13,000.00 SOLE 0 0 USD.01 DYNAVOX INC CLASS A COMMON STOCK 26817F104 272,170.00 17,000.00 SOLE 0 0 EMC CORP/MASS COMMON STOCK 268648102 389,790.00 21,300.00 SOLE 0 0 USD.01 EAGLE BANCORP INC COMMON STOCK 268948106 127,224.00 10,800.00 SOLE 0 0 USD.01 EARTHLINK INC COMMON STOCK 270321102 619,288.00 77,800.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- EASTGROUP PROPERTIES INC REIT NPV 277276101 256,852.00 7,219.00 SOLE 0 0 EATON CORP COMMON STOCK 278058102 209,408.00 3,200.00 SOLE 0 0 USD.5 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 165,264.00 27,407.00 SOLE 0 0 EL PASO CORP COMMON STOCK 28336L109 176,649.00 15,900.00 SOLE 0 0 USD3.0 EL PASO ELECTRIC CO COMMON STOCK NPV 283677854 742,537.00 38,374.00 SOLE 0 0 ELECTRO RENT CORP COMMON STOCK NPV 285218103 196,147.00 15,336.00 SOLE 0 0 PERRY ELLIS INTERNATIONAL COMMON STOCK 288853104 290,880.00 14,400.00 SOLE 0 0 USD.01 EMCOR GROUP INC COMMON STOCK 29084Q100 942,973.00 40,698.00 SOLE 0 0 USD.01 EMERSON ELECTRIC CO COMMON STOCK 291011104 4,622,402.00 105,800.00 SOLE 0 0 USD.5 EMPLOYERS HOLDINGS INC COMMON STOCK 292218104 226,282.00 15,362.00 SOLE 0 0 USD.01 EMULEX CORP COMMON STOCK 292475209 351,594.00 38,300.00 SOLE 0 0 USD.1 ENDO PHARMACEUT HLDGS INC COMMON STOCK 29264F205 2,345,650.00 107,500.00 SOLE 0 0 USD.01 ENERSYS COMMON STOCK 29275Y102 527,839.00 24,700.00 SOLE 0 0 USD.01 ENERGYSOLUTIONS INC DEP SHS COMMON STOCK 292756202 305,909.00 60,100.00 SOLE 0 0 USD.01 ENNIS INC COMMON STOCK 293389102 291,449.00 19,417.00 SOLE 0 0 USD2.5 ENTEGRIS INC COMMON STOCK 29362U104 252,675.00 63,646.00 SOLE 0 0 USD.01 ENTERCOM COMMUNICATIONS CL A COMMON STOCK 293639100 142,884.00 16,200.00 SOLE 0 0 USD.01 ENTERGY CORP COMMON STOCK 29364G103 3,588,162.00 50,100.00 SOLE 0 0 USD.01 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 854,519.00 22,446.00 SOLE 0 0 ENTROPIC COMMUNICATIONS INC COMMON STOCK 29384R105 744,532.00 117,434.00 SOLE 0 0 USD.001 ENZON PHARMACEUTICALS INC COMMON STOCK 293904108 247,080.00 23,200.00 SOLE 0 0 USD.01 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 78,205,427.00 1,621,510.00 SOLE 0 0 EQUITY ONE INC REIT USD.01 294752100 235,841.00 15,118.00 SOLE 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 77,851,601.00 1,869,635.00 SOLE 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 25,333,869.00 259,728.00 SOLE 0 0 ESTERLINE TECHNOLOGIES CORP COMMON STOCK 297425100 739,461.00 15,584.00 SOLE 0 0 USD.2 EURONET WORLDWIDE INC COMMON STOCK 298736109 296,728.00 23,200.00 SOLE 0 0 USD.02 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 583,967.00 42,012.00 SOLE 0 0 EXTERRAN HOLDINGS INC COMMON STOCK 30225X103 998,847.00 38,700.00 SOLE 0 0 USD.01 EXXON MOBIL CORP COMMON STOCK NPV 30231G102 41,553,424.00 728,113.26 SOLE 0 0 FNB CORP COMMON STOCK 302520101 455,984.00 56,785.00 SOLE 0 0 USD.01 FPIC INSURANCE GROUP INC COMMON STOCK 302563101 336,579.00 13,122.00 SOLE 0 0 USD.1 FAIR ISAAC CORP COMMON STOCK 303250104 800,739.00 36,748.00 SOLE 0 0 USD.01 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 27,911,455.00 397,203.00 SOLE 0 0 FEDEX CORP COMMON STOCK 31428X106 308,484.00 4,400.00 SOLE 0 0 USD.1 FELCOR LODGING TRUST INC REIT USD.01 31430F101 80,673.00 16,167.00 SOLE 0 0 FIFTH THIRD BANCORP COMMON STOCK NPV 316773100 196,640.00 16,000.00 SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- FINISH LINE/THE CL A COMMON STOCK 317923100 305,067.00 21,900.00 SOLE 0 0 USD.01 FIRST AMERICAN FINANCIAL COMMON STOCK 31847R102 585,816.00 46,200.00 SOLE 0 0 USD1E 05.0 FIRST BANCORP PUERTO RICO COMMON STOCK 318672102 16,495.00 31,122.00 SOLE 0 0 USD1.0 FIRST BANCORP/NC COMMON STOCK NPV 318910106 665,584.00 45,934.00 SOLE 0 0 FIRST COMMONWEALTH FINL CORP COMMON STOCK 319829107 100,223.00 19,090.00 SOLE 0 0 USD1.0 FIRST FINANCIAL BANCORP COMMON STOCK NPV 320209109 748,995.00 50,100.00 SOLE 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 147,039.00 30,506.00 SOLE 0 0 FIRST MARBLEHEAD CORP/THE COMMON STOCK 320771108 61,570.00 26,200.00 SOLE 0 0 USD.01 FIRST MERCHANTS CORP COMMON STOCK NPV 320817109 102,354.00 12,070.00 SOLE 0 0 FIRST MERCURY FINANCIAL CORP COMMON STOCK 320841109 221,905.00 20,974.00 SOLE 0 0 USD.01 FIRST MIDWEST BANCORP INC/IL COMMON STOCK 320867104 404,308.00 33,249.00 SOLE 0 0 USD.01 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 7,011,209.00 487,906.00 SOLE 0 0 FIRST SOUTH BANCORP INC /NC COMMON STOCK 33646W100 257,823.00 24,300.00 SOLE 0 0 USD.01 1ST SOURCE CORP COMMON STOCK NPV 336901103 681,994.00 40,307.00 SOLE 0 0 FIRSTMERIT CORP COMMON STOCK NPV 337915102 636,294.00 37,145.00 SOLE 0 0 FLUSHING FINANCIAL CORP COMMON STOCK 343873105 179,781.00 14,700.00 SOLE 0 0 USD.01 FORD MOTOR CO COMMON STOCK 345370860 4,684,176.00 464,700.00 SOLE 0 0 USD.01 FORESTAR GROUP INC COMMON STOCK 346233109 646,560.00 36,000.00 SOLE 0 0 USD1.0 FORTINET INC COMMON STOCK 34959E109 1,012,704.00 61,600.00 SOLE 0 0 USD.001 FRANKLIN ELECTRIC CO INC COMMON STOCK 353514102 348,722.00 12,100.00 SOLE 0 0 USD.1 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 393,391.00 33,310.00 SOLE 0 0 FRED S INC CLASS A COMMON STOCK NPV 356108100 205,716.00 18,600.00 SOLE 0 0 FREEPORT MCMORAN COPPER COMMON STOCK 35671D857 4,109,535.00 69,500.00 SOLE 0 0 USD.1 H.B. FULLER CO. COMMON STOCK 359694106 309,233.00 16,284.00 SOLE 0 0 USD1.0 FURNITURE BRANDS INTL INC COMMON STOCK 360921100 107,010.00 20,500.00 SOLE 0 0 USD1.0 G + K SERVICES INC CL A COMMON STOCK 361268105 602,774.00 29,190.00 SOLE 0 0 USD.5 GFI GROUP INC COMMON STOCK 361652209 289,602.00 51,900.00 SOLE 0 0 USD.01 GP STRATEGIES CORP COMMON STOCK 36225V104 162,624.00 22,400.00 SOLE 0 0 USD.01 GSI TECHNOLOGY INC COMMON STOCK 36241U106 111,540.00 19,500.00 SOLE 0 0 USD.001 GAP INC/THE COMMON STOCK 364760108 3,302,362.00 169,700.00 SOLE 0 0 USD.05 GAYLORD ENTERTAINMENT CO COMMON STOCK 367905106 362,276.00 16,400.00 SOLE 0 0 USD.01 GENCORP INC COMMON STOCK 368682100 246,156.00 56,200.00 SOLE 0 0 USD.1 GENERAC HOLDINGS INC COMMON STOCK 368736104 312,423.00 22,300.00 SOLE 0 0 GENERAL DYNAMICS CORP COMMON STOCK 369550108 3,952,800.00 67,500.00 SOLE 0 0 USD1.0 GENERAL ELECTRIC CO COMMON STOCK 369604103 28,223,213.00 1,957,227.00 SOLE 0 0 USD.06
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- GENERAL MILLS INC COMMON STOCK 370334104 3,928,512.00 110,600.00 SOLE 0 0 USD.1 GENESCO INC COMMON STOCK 371532102 443,008.00 16,838.00 SOLE 0 0 USD1.0 GENTIVA HEALTH SERVICES COMMON STOCK 37247A102 243,090.00 9,000.00 SOLE 0 0 USD.1 GIBRALTAR INDUSTRIES INC COMMON STOCK 374689107 327,240.00 32,400.00 SOLE 0 0 USD.01 GILEAD SCIENCES INC COMMON STOCK 375558103 2,300,188.00 67,100.00 SOLE 0 0 USD.001 GLACIER BANCORP INC COMMON STOCK 37637Q105 393,288.00 26,809.00 SOLE 0 0 USD.01 GLATFELTER COMMON STOCK 377316104 329,807.00 30,397.00 SOLE 0 0 USD.01 GLOBAL CASH ACCESS HOLDINGS COMMON STOCK 378967103 338,978.00 47,015.00 SOLE 0 0 USD.001 GLIMCHER REALTY TRUST REIT USD.01 379302102 198,099.00 33,127.00 SOLE 0 0 GOLDMAN SACHS GROUP INC COMMON STOCK 38141G104 13,197,492.00 100,537.00 SOLE 0 0 USD.01 GOOGLE INC CL A COMMON STOCK 38259P508 17,006,879.00 38,222.00 SOLE 0 0 USD.001 GOVERNMENT PROPERTIES INCOME REIT USD.01 38376A103 260,304.00 10,200.00 SOLE 0 0 WR GRACE + CO COMMON STOCK 38388F108 608,056.00 28,900.00 SOLE 0 0 USD.01 GRANITE CONSTRUCTION INC COMMON STOCK 387328107 356,577.00 15,122.00 SOLE 0 0 USD.01 GRAPHIC PACKAGING HOLDING CO COMMON STOCK 388689101 167,265.00 53,100.00 SOLE 0 0 USD.01 GREAT LAKES DREDGE + DOCK CO COMMON STOCK 390607109 191,400.00 31,900.00 SOLE 0 0 USD.0001 GREAT SOUTHERN BANCORP INC COMMON STOCK 390905107 233,565.00 11,500.00 SOLE 0 0 USD.01 GROUP 1 AUTOMOTIVE INC COMMON STOCK 398905109 214,123.00 9,100.00 SOLE 0 0 USD.01 GULFMARK OFFSHORE INC CL A COMMON STOCK 402629208 531,284.00 20,278.00 SOLE 0 0 USD.01 HCP INC REIT USD1.0 40414L109 34,136,174.00 1,058,486.00 SOLE 0 0 HALLMARK FINL SERVICES INC COMMON STOCK 40624Q203 214,920.00 21,600.00 SOLE 0 0 USD.18 HANCOCK HOLDING CO COMMON STOCK 410120109 988,123.00 29,620.00 SOLE 0 0 USD3.33 HARRIS CORP COMMON STOCK 413875105 2,365,720.00 56,800.00 SOLE 0 0 USD1.0 HARTFORD FINANCIAL SVCS GRP COMMON STOCK 416515104 513,416.00 23,200.00 SOLE 0 0 USD.01 HARVEST NATURAL RESOURCES IN COMMON STOCK 41754V103 116,107.00 15,754.00 SOLE 0 0 USD.01 HATTERAS FINL CORP COM 41902R103 490,244.00 17,622.00 SOLE 0 0 HAVERTY FURNITURE COMMON STOCK 419596101 208,303.00 16,949.00 SOLE 0 0 USD1.0 HAYNES INTERNATIONAL INC COMMON STOCK 420877201 511,778.00 16,600.00 SOLE 0 0 USD.001 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 658,639.00 29,979.00 SOLE 0 0 HEADWATERS INC COMMON STOCK 42210P102 80,903.00 28,487.00 SOLE 0 0 USD.001 HEALTH CARE REIT INC REIT USD1.0 42217K106 17,636,402.00 418,718.00 SOLE 0 0 HEALTHSPRING INC COMMON STOCK 42224N101 735,283.00 47,407.00 SOLE 0 0 USD.01 HEARTLAND FINANCIAL USA INC COMMON STOCK 42234Q102 175,150.00 10,136.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- HECLA MINING CO COMMON STOCK 422704106 597,168.00 114,400.00 SOLE 0 0 USD.25 HJ HEINZ CO COMMON STOCK 423074103 237,710.00 5,500.00 SOLE 0 0 USD.25 HERCULES OFFSHORE INC COMMON STOCK 427093109 229,149.00 94,300.00 SOLE 0 0 USD.01 HERCULES TECHNOLOGY GROWTH COMMON STOCK 427096508 157,491.00 17,100.00 SOLE 0 0 USD.001 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 239,696.00 53,030.00 SOLE 0 0 HERSHEY CO/THE COMMON STOCK 427866108 210,892.00 4,400.00 SOLE 0 0 USD1.0 HESS CORP COMMON STOCK 42809H107 241,632.00 4,800.00 SOLE 0 0 USD1.0 HEWITT ASSOCIATES INC CL A COMMON STOCK 42822Q100 1,654,080.00 48,000.00 SOLE 0 0 USD.01 HEWLETT PACKARD CO COMMON STOCK 428236103 19,559,401.00 451,927.00 SOLE 0 0 USD.01 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 954,750.00 34,393.00 SOLE 0 0 HOLOGIC INC COMMON STOCK 436440101 2,285,913.00 164,100.00 SOLE 0 0 USD.01 HOME BANCORP INC COMMON STOCK 43689E107 134,264.00 10,400.00 SOLE 0 0 USD.01 HOME DEPOT INC COMMON STOCK 437076102 5,924,145.00 211,049.00 SOLE 0 0 USD.05 HOME PROPERTIES INC REIT USD.01 437306103 575,319.00 12,765.00 SOLE 0 0 HOOKER FURNITURE CORP COMMON STOCK NPV 439038100 180,154.00 16,900.00 SOLE 0 0 HORACE MANN EDUCATORS COMMON STOCK 440327104 642,891.00 42,019.00 SOLE 0 0 USD.001 HORIZON LINES INC CL A COMMON STOCK 44044K101 401,427.00 94,900.00 SOLE 0 0 USD.01 HOSPIRA INC COMMON STOCK 441060100 212,565.00 3,700.00 SOLE 0 0 USD.01 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 40,469,467.00 3,002,186.00 SOLE 0 0 HUMANA INC COMMON STOCK 444859102 2,543,819.00 55,700.00 SOLE 0 0 USD.166 HURON CONSULTING GROUP INC COMMON STOCK 447462102 316,383.00 16,300.00 SOLE 0 0 USD.01 HYATT HOTELS CORP CL A COMMON STOCK 448579102 13,166,950.00 355,000.00 SOLE 0 0 USD.01 ICF INTERNATIONAL INC COMMON STOCK 44925C103 354,164.00 14,800.00 SOLE 0 0 USD.001 ICO GLOBAL COM HLDG LTD NEW COMMON STOCK 44930K108 212,576.00 132,035.00 SOLE 0 0 USD.01 ISTAR FINANCIAL INC REIT USD.001 45031U101 1,326,788.00 297,486.00 SOLE 0 0 IBERIABANK CORP COMMON STOCK 450828108 1,015,906.00 19,734.00 SOLE 0 0 USD1.0 ICONIX BRAND GROUP INC COMMON STOCK 451055107 582,459.00 40,533.00 SOLE 0 0 USD.001 IDACORP INC COMMON STOCK NPV 451107106 1,070,163.00 32,166.00 SOLE 0 0 IDERA PHARMACEUTICALS INC COMMON STOCK 45168K306 2,065,097.00 573,638.00 SOLE 0 0 USD.001 IMATION CORP COMMON STOCK 45245A107 357,537.00 38,905.00 SOLE 0 0 USD.01 INDEPENDENT BANK CORP/MA COMMON STOCK 453836108 282,487.00 11,446.00 SOLE 0 0 USD.01 INLAND REAL ESTATE CORP REIT USD.01 457461200 283,845.00 35,839.00 SOLE 0 0 INSIGHT ENTERPRISES INC COMMON STOCK 45765U103 236,327.00 17,958.00 SOLE 0 0 USD.01 INNOPHOS HOLDINGS INC COMMON STOCK 45774N108 493,642.00 18,928.00 SOLE 0 0 USD.001
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- INTEGRATED DEVICE TECH INC COMMON STOCK 458118106 146,025.00 29,500.00 SOLE 0 0 USD.001 INTEL CORP COMMON STOCK 458140100 20,737,104.00 1,066,175.00 SOLE 0 0 USD.001 INTERLINE BRANDS INC COMMON STOCK 458743101 317,721.00 18,376.00 SOLE 0 0 USD.01 INTERNATIONAL BANCSHARES CRP COMMON STOCK 459044103 964,415.00 57,784.00 SOLE 0 0 USD1.0 INTL BUSINESS MACHINES CORP COMMON STOCK 459200101 28,721,201.00 232,598.00 SOLE 0 0 USD.2 INTERNATIONAL PAPER CO COMMON STOCK 460146103 2,525,508.00 111,600.00 SOLE 0 0 USD1.0 INTERNET BRANDS INC CL A COMMON STOCK 460608102 107,112.00 10,369.00 SOLE 0 0 USD.001 INTUITIVE SURGICAL INC COMMON STOCK 46120E602 220,934.00 700.00 SOLE 0 0 USD.001 INTUIT INC COMMON STOCK 461202103 201,666.00 5,800.00 SOLE 0 0 USD.01 INVACARE CORP COMMON STOCK 461203101 586,610.00 28,284.00 SOLE 0 0 USD.25 INVESCO MORTGAGE CAPITAL COMMON STOCK 46131B100 250,125.00 12,500.00 SOLE 0 0 INVESTMENT TECHNOLOGY GROUP COMMON STOCK 46145F105 518,738.00 32,300.00 SOLE 0 0 USD.01 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 318,922.00 36,118.00 SOLE 0 0 ISHARES IBOXX INVESTMENT GRADE ISHARES IBOXX 464287242 48,198,539.00 444,390.00 SOLE 0 0 INV GR CORP BD ISHARES BARCLAYS 1 3 YEAR TREA ISHARES BARCLAYS 464287457 356,669.00 4,240.00 SOLE 0 0 1 3 YEAR TR ISHARES RUSSELL 2000 VALUE IND ISHARES RUSSELL 464287630 1,144,165.00 20,059.00 SOLE 0 0 2000 VALUE ISLE OF CAPRI CASINOS COMMON STOCK 464592104 238,908.00 25,800.00 SOLE 0 0 USD.01 JPMORGAN CHASE + CO COMMON STOCK 46625H100 26,487,921.00 723,516.00 SOLE 0 0 USD1.0 J2 GLOBAL COMMUNICATIONS INC COMMON STOCK 46626E205 277,368.00 12,700.00 SOLE 0 0 USD.01 JAKKS PACIFIC INC COMMON STOCK 47012E106 514,675.00 35,791.00 SOLE 0 0 USD.001 JETBLUE AIRWAYS CORP COMMON STOCK 477143101 684,054.00 124,600.00 SOLE 0 0 USD.01 JOHNSON + JOHNSON COMMON STOCK 478160104 29,649,833.00 502,029.00 SOLE 0 0 USD1.0 JONES APPAREL GROUP INC COMMON STOCK 480074103 849,560.00 53,600.00 SOLE 0 0 USD.01 JOURNAL COMMUNICATIONS INC A COMMON STOCK 481130102 123,864.00 31,200.00 SOLE 0 0 USD.01 KAR AUCTION SERVICES INC COMMON STOCK 48238T109 1,060,888.00 85,763.00 SOLE 0 0 USD.01 KBW INC COMMON STOCK 482423100 222,976.00 10,400.00 SOLE 0 0 USD.01 KADANT INC COMMON STOCK 48282T104 320,162.00 18,379.00 SOLE 0 0 USD.01 KAISER ALUMINUM CORP COMMON STOCK 483007704 513,913.00 14,823.00 SOLE 0 0 USD.01 KAPSTONE PAPER AND PACKAGING Common Stock 48562P103 201,634.00 18,100.00 SOLE 0 0 USD.0001 KEY ENERGY SERVICES INC COMMON STOCK 492914106 507,654.00 55,300.00 SOLE 0 0 USD.1 KEYCORP COMMON STOCK 493267108 168,411.00 21,900.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- KILROY REALTY CORP REIT USD.01 49427F108 775,953.00 26,100.00 SOLE 0 0 KIMBERLY CLARK CORP COMMON STOCK 494368103 2,601,027.00 42,900.00 SOLE 0 0 USD1.25 KIMCO REALTY CORP REIT USD.01 49446R109 26,894,892.00 2,001,108.00 SOLE 0 0 KINDRED HEALTHCARE INC COMMON STOCK 494580103 446,832.00 34,800.00 SOLE 0 0 USD.25 KITE REALTY GROUP TRUST REIT USD.01 49803T102 109,173.00 26,118.00 SOLE 0 0 KNIGHT CAPITAL GROUP INC A COMMON STOCK 499005106 382,755.00 27,756.00 SOLE 0 0 USD.01 KRAFT FOODS INC CLASS A COMMON STOCK NPV 50075N104 5,781,552.00 206,484.00 SOLE 0 0 LTC PROPERTIES INC REIT USD.01 502175102 229,327.00 9,449.00 SOLE 0 0 LABARGE INC COMMON STOCK 502470107 158,679.00 13,907.00 SOLE 0 0 USD.01 LA Z BOY INC COMMON STOCK 505336107 193,923.00 26,100.00 SOLE 0 0 USD1.0 LABRANCHE + CO INC COMMON STOCK 505447102 138,749.00 32,418.00 SOLE 0 0 USD.01 LACLEDE GROUP INC/THE COMMON STOCK 505597104 415,351.00 12,537.00 SOLE 0 0 USD1.0 LAKELAND FINANCIAL CORP COMMON STOCK NPV 511656100 708,651.00 35,468.00 SOLE 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 15,199,646.00 738,923.00 SOLE 0 0 ESTEE LAUDER COMPANIES CL A COMMON STOCK 518439104 2,558,007.00 45,900.00 SOLE 0 0 USD.01 LEXINGTON REALTY TRUST REIT USD.0001 529043101 280,102.00 46,606.00 SOLE 0 0 LEXMARK INTERNATIONAL INC A COMMON STOCK 529771107 1,479,744.00 44,800.00 SOLE 0 0 USD.01 LIBERTY MEDIA CORP INTER A TRACKING STK 53071M104 2,155,650.00 205,300.00 SOLE 0 0 USD.01 LIBERTY PROPERTY TRUST REIT USD.001 531172104 10,572,313.00 366,458.00 SOLE 0 0 ELI LILLY + CO COMMON STOCK NPV 532457108 4,556,000.00 136,000.00 SOLE 0 0 LIN TV CORP CL A COMMON STOCK 532774106 152,329.00 28,157.00 SOLE 0 0 USD.01 LIVE NATION ENTERTAINMENT IN COMMON STOCK 538034109 341,715.00 32,700.00 SOLE 0 0 USD.01 LODGENET INTERACTIVE CORP COMMON STOCK 540211109 140,609.00 37,900.00 SOLE 0 0 USD.01 LOEWS CORP COMMON STOCK 540424108 3,420,937.00 102,700.00 SOLE 0 0 USD.01 LOWE S COS INC COMMON STOCK 548661107 202,158.00 9,900.00 SOLE 0 0 USD.5 LUBRIZOL CORP COMMON STOCK NPV 549271104 2,481,579.00 30,900.00 SOLE 0 0 M + F WORLDWIDE CORP COMMON STOCK 552541104 351,948.00 12,987.00 SOLE 0 0 USD.01 MB FINANCIAL INC COMMON STOCK 55264U108 283,831.00 15,434.00 SOLE 0 0 USD.01 MFA FINANCIAL INC REIT USD.01 55272X102 998,349.00 134,912.00 SOLE 0 0 MF GLOBAL HOLDINGS LTD COMMON STOCK 55277J108 383,141.00 67,100.00 SOLE 0 0 USD1.0 MGIC INVESTMENT CORP COMMON STOCK 552848103 370,682.00 53,800.00 SOLE 0 0 USD1.0 MKS INSTRUMENTS INC COMMON STOCK NPV 55306N104 588,613.00 31,443.00 SOLE 0 0 MPG OFFICE TRUST INC REIT USD.01 553274101 67,683.00 23,100.00 SOLE 0 0 MACERICH CO/THE REIT USD.01 554382101 17,323,459.00 464,187.00 SOLE 0 0 MACY S INC COMMON STOCK 55616P104 2,520,320.00 140,800.00 SOLE 0 0 USD.01 MAGELLAN HEALTH SERVICES INC COMMON STOCK 559079207 905,494.00 24,931.00 SOLE 0 0 USD.01 MANTECH INTERNATIONAL CORP A COMMON STOCK 564563104 234,135.00 5,500.00 SOLE 0 0 USD.01 MARATHON OIL CORP COMMON STOCK 565849106 320,227.00 10,300.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MARCUS CORPORATION COMMON STOCK 566330106 296,959.00 31,391.00 SOLE 0 0 USD1.0 MARSHALL + ILSLEY CORP COMMON STOCK 571837103 123,496.00 17,200.00 SOLE 0 0 USD1.0 MARTEK BIOSCIENCES CORP COMMON STOCK 572901106 538,217.00 22,700.00 SOLE 0 0 USD.1 MASTEC INC COMMON STOCK 576323109 407,960.00 43,400.00 SOLE 0 0 USD.1 MATRIX SERVICE CO COMMON STOCK 576853105 97,755.00 10,500.00 SOLE 0 0 USD.01 MAXYGEN INC COMMON STOCK 577776107 219,541.00 39,700.00 SOLE 0 0 USD.0001 MCDONALD S CORP COMMON STOCK 580135101 8,871,437.00 134,681.00 SOLE 0 0 USD.01 MCG CAPITAL CORP COMMON STOCK 58047P107 271,948.00 56,304.00 SOLE 0 0 USD.01 MCKESSON CORP COMMON STOCK 58155Q103 3,982,588.00 59,300.00 SOLE 0 0 USD.01 MEADOWBROOK INSURANCE GROUP COMMON STOCK 58319P108 514,348.00 59,600.00 SOLE 0 0 USD.01 MEASUREMENT SPECIALTIES INC COMMON STOCK NPV 583421102 171,236.00 12,499.00 SOLE 0 0 MEDCO HEALTH SOLUTIONS INC COMMON STOCK 58405U102 4,119,984.00 74,800.00 SOLE 0 0 USD.01 MEDICAL ACTION IND INC COMMON STOCK 58449L100 161,865.00 13,500.00 SOLE 0 0 USD.001 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 505,484.00 53,547.00 SOLE 0 0 MEDICINES COMPANY COMMON STOCK 584688105 156,766.00 20,600.00 SOLE 0 0 USD.001 MEDICIS PHARMACEUTICAL CL A COMMON STOCK 584690309 746,108.00 34,100.00 SOLE 0 0 USD.014 MEDTRONIC INC COMMON STOCK 585055106 5,238,367.00 144,427.00 SOLE 0 0 USD.1 MEN S WEARHOUSE INC/THE COMMON STOCK 587118100 510,371.00 27,798.00 SOLE 0 0 USD.01 MENTOR GRAPHICS CORP COMMON STOCK NPV 587200106 253,561.00 28,651.00 SOLE 0 0 MERCK CO INC Common Stock 58933Y105 14,811,159.00 423,539.00 SOLE 0 0 USD.01 MERITAGE HOMES CORP COMMON STOCK 59001A102 355,116.00 21,813.00 SOLE 0 0 USD.01 METALICO INC COMMON STOCK 591176102 143,678.00 36,100.00 SOLE 0 0 USD.001 METALS USA HOLDINGS CORP COMMON STOCK 59132A104 228,735.00 15,300.00 SOLE 0 0 USD.01 METLIFE INC COMMON STOCK 59156R108 290,752.00 7,700.00 SOLE 0 0 USD.01 MICROSOFT CORP COMMON STOCK 594918104 31,681,319.00 1,376,850.00 SOLE 0 0 USD.25E 06 MICRON TECHNOLOGY INC COMMON STOCK 595112103 2,140,329.00 252,100.00 SOLE 0 0 USD.1 MICROSEMI CORP COMMON STOCK 595137100 472,549.00 32,300.00 SOLE 0 0 USD.2 MID AMERICA APARTMENT COMM REIT USD.01 59522J103 284,320.00 5,524.00 SOLE 0 0 MILLER INDUSTRIES INC/TENN COMMON STOCK 600551204 154,905.00 11,500.00 SOLE 0 0 USD.01 MINERALS TECHNOLOGIES INC COMMON STOCK 603158106 756,742.00 15,918.00 SOLE 0 0 USD.1 MOLINA HEALTHCARE INC COMMON STOCK 60855R100 247,680.00 8,600.00 SOLE 0 0 USD.001 MONMOUTH REIT CLASS A REIT USD.01 609720107 94,163.00 12,742.00 SOLE 0 0 MOOG INC CLASS A COMMON STOCK 615394202 335,192.00 10,400.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- MORGAN STANLEY COMMON STOCK 617446448 218,174.00 9,400.00 SOLE 0 0 USD.01 MUELLER INDUSTRIES INC COMMON STOCK 624756102 665,086.00 27,036.00 SOLE 0 0 USD.01 MUELLER WATER PRODUCTS INC A COMMON STOCK 624758108 243,591.00 65,658.00 SOLE 0 0 USD.01 MULTI COLOR CORP COMMON STOCK NPV 625383104 129,024.00 12,600.00 SOLE 0 0 MULTIMEDIA GAMES INC COMMON STOCK 625453105 158,850.00 35,300.00 SOLE 0 0 USD.01 MYERS INDUSTRIES INC COMMON STOCK NPV 628464109 223,591.00 27,638.00 SOLE 0 0 MYLAN INC COMMON STOCK 628530107 391,920.00 23,000.00 SOLE 0 0 USD.5 N B T BANCORP INC COMMON STOCK 628778102 893,028.00 43,733.00 SOLE 0 0 USD.01 NACCO INDUSTRIES CL A COMMON STOCK 629579103 248,528.00 2,800.00 SOLE 0 0 USD1.0 NASH FINCH CO COMMON STOCK 631158102 413,814.00 12,114.00 SOLE 0 0 USD1.667 NATIONAL FINANCIAL PARTNERS COMMON STOCK 63607P208 242,325.00 24,803.00 SOLE 0 0 USD.1 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 261,090.00 6,771.00 SOLE 0 0 NATIONAL OILWELL VARCO INC COMMON STOCK 637071101 231,490.00 7,000.00 SOLE 0 0 USD.01 NATL PENN BCSHS INC COMMON STOCK NPV 637138108 169,254.00 28,162.00 SOLE 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 859,508.00 40,089.00 SOLE 0 0 NATIONAL SEMICONDUCTOR CORP COMMON STOCK 637640103 135,946.00 10,100.00 SOLE 0 0 USD.5 NATL WESTERN LIFE INS CL A COMMON STOCK 638522102 361,736.00 2,368.00 SOLE 0 0 USD1.0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 32,472,864.00 907,824.00 SOLE 0 0 NATURAL GAS SERVICES GROUP COMMON STOCK 63886Q109 210,307.00 13,900.00 SOLE 0 0 USD.01 NAVIGANT CONSULTING INC COMMON STOCK 63935N107 107,952.00 10,400.00 SOLE 0 0 USD.001 NEENAH PAPER INC COMMON STOCK 640079109 258,030.00 14,100.00 SOLE 0 0 USD.01 NELNET INC CL A COMMON STOCK 64031N108 571,575.00 29,646.00 SOLE 0 0 USD.01 NETAPP INC COMMON STOCK 64110D104 227,591.00 6,100.00 SOLE 0 0 USD.001 NEW JERSEY RESOURCES CORP COMMON STOCK 646025106 566,086.00 16,082.00 SOLE 0 0 USD2.5 NEW YORK COMMUNITY BANCORP COMMON STOCK 649445103 169,497.00 11,100.00 SOLE 0 0 USD.01 NEWALLIANCE BANCSHARES INC COMMON STOCK 650203102 581,384.00 51,863.00 SOLE 0 0 USD.01 NEWCASTLE INVESTMENT CORP REIT USD.01 65105M108 80,132.00 29,900.00 SOLE 0 0 NEWFIELD EXPLORATION CO COMMON STOCK 651290108 2,457,658.00 50,300.00 SOLE 0 0 USD.01 NEWPARK RESOURCES INC COMMON STOCK 651718504 416,240.00 68,800.00 SOLE 0 0 USD.01 NEWS CORP CL A COMMON STOCK 65248E104 364,780.00 30,500.00 SOLE 0 0 USD.01 NEXTERA ENERGY INC COMMON STOCK 65339F101 312,064.00 6,400.00 SOLE 0 0 NICOR INC COMMON STOCK 654086107 1,201,514.00 29,667.00 SOLE 0 0 USD2.5 NISOURCE INC COMMON STOCK 65473P105 145,000.00 10,000.00 SOLE 0 0 USD.01 NORTHROP GRUMMAN CORP COMMON STOCK 666807102 261,312.00 4,800.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 96,873.00 36,282.00 SOLE 0 0 NORTHWEST BANCSHARES INC COMMON STOCK 667340103 328,616.00 28,650.00 SOLE 0 0 USD.01 NORTHWEST NATURAL GAS CO COMMON STOCK 667655104 548,721.00 12,594.00 SOLE 0 0 USD3.167 NORTHWESTERN CORP COMMON STOCK 668074305 438,483.00 16,736.00 SOLE 0 0 USD.01 OM GROUP INC COMMON STOCK 670872100 348,141.00 14,591.00 SOLE 0 0 USD.01 OCCIDENTAL PETROLEUM CORP COMMON STOCK 674599105 10,087,594.00 130,753.00 SOLE 0 0 USD.2 OCEANFIRST FINANCIAL CORP COMMON STOCK 675234108 276,403.00 22,900.00 SOLE 0 0 USD.01 OFFICEMAX INC COMMON STOCK 67622P101 540,684.00 41,400.00 SOLE 0 0 USD2.5 OIL STATES INTERNATIONAL INC COMMON STOCK 678026105 2,244,186.00 56,700.00 SOLE 0 0 USD.01 OLD NATL BANCORP/IN COMMON STOCK NPV 680033107 193,338.00 18,662.00 SOLE 0 0 OLIN CORP COMMON STOCK 680665205 282,711.00 15,628.00 SOLE 0 0 USD1.0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 718,118.00 36,032.00 SOLE 0 0 ON ASSIGNMENT INC COMMON STOCK 682159108 303,586.00 60,355.00 SOLE 0 0 USD.01 OPLINK COMMUNICATIONS INC COMMON STOCK 68375Q403 229,280.00 16,000.00 SOLE 0 0 USD.001 OPPENHEIMER HOLDINGS CL A COMMON STOCK NPV 683797104 435,890.00 18,200.00 SOLE 0 0 ORACLE CORP COMMON STOCK 68389X105 16,504,757.00 769,094.00 SOLE 0 0 USD.01 ORBITAL SCIENCES CORP COMMON STOCK 685564106 455,028.00 28,854.00 SOLE 0 0 USD.01 ORIENTAL FINANCIAL GROUP COMMON STOCK 68618W100 322,260.00 25,455.00 SOLE 0 0 USD1.0 OSHKOSH CORP COMMON STOCK 688239201 2,268,448.00 72,800.00 SOLE 0 0 USD.01 OVERSEAS SHIPHOLDING GROUP COMMON STOCK 690368105 203,720.00 5,500.00 SOLE 0 0 USD1.0 OWENS + MINOR INC COMMON STOCK 690732102 299,721.00 10,561.00 SOLE 0 0 USD2.0 PC TEL INC COMMON STOCK 69325Q105 79,128.00 15,700.00 SOLE 0 0 USD.001 PHH CORP COMMON STOCK 693320202 795,282.00 41,769.00 SOLE 0 0 USD.01 PHI INC NON VOTING COMMON STOCK 69336T205 142,309.00 10,100.00 SOLE 0 0 USD.1 PMA CAPITAL CORPORATION CL A COMMON STOCK 693419202 100,215.00 15,300.00 SOLE 0 0 USD5.0 PNC FINANCIAL SERVICES GROUP COMMON STOCK 693475105 4,429,600.00 78,400.00 SOLE 0 0 USD5.0 PNM RESOURCES INC COMMON STOCK NPV 69349H107 241,745.00 21,623.00 SOLE 0 0 PPG INDUSTRIES INC COMMON STOCK 693506107 2,470,769.00 40,900.00 SOLE 0 0 USD1.67 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 402,564.00 7,217.00 SOLE 0 0 PANTRY INC COMMON STOCK 698657103 436,366.00 30,926.00 SOLE 0 0 USD.01 PAR PHARMACEUTICAL COS INC COMMON STOCK 69888P106 902,032.00 34,747.00 SOLE 0 0 USD.01 PARK NATIONAL CORP COMMON STOCK NPV 700658107 465,426.00 7,156.00 SOLE 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 150,042.00 10,298.00 SOLE 0 0 PATRIOT COAL CORP COMMON STOCK 70336T104 172,725.00 14,700.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- PENN VIRGINIA CORP COMMON STOCK 707882106 490,684.00 24,400.00 SOLE 0 0 USD.01 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 324,918.00 26,589.00 SOLE 0 0 PEP BOYS MANNY MOE + JACK COMMON STOCK 713278109 261,370.00 29,500.00 SOLE 0 0 USD1.0 PEPSICO INC COMMON STOCK 713448108 12,679,794.00 208,036.00 SOLE 0 0 USD.017 PETROLEUM DEVELOPMENT CORP COMMON STOCK 716578109 340,746.00 13,300.00 SOLE 0 0 USD.01 PETROQUEST ENERGY INC COMMON STOCK 716748108 453,596.00 67,100.00 SOLE 0 0 USD.001 PFIZER INC COMMON STOCK 717081103 15,828,557.00 1,109,997.00 SOLE 0 0 USD.05 PHILIP MORRIS INTERNATIONAL COMMON STOCK NPV 718172109 10,786,931.00 235,317.00 SOLE 0 0 PHOTRONICS INC COMMON STOCK 719405102 420,812.00 93,100.00 SOLE 0 0 USD.01 PIEDMONT NATURAL GAS CO COMMON STOCK NPV 720186105 677,281.00 26,770.00 SOLE 0 0 PINNACLE WEST CAPITAL COMMON STOCK NPV 723484101 2,436,120.00 67,000.00 SOLE 0 0 PIONEER DRILLING COMPANY COMMON STOCK 723655106 104,640.00 18,455.00 SOLE 0 0 USD.1 PIPER JAFFRAY COS COMMON STOCK 724078100 262,690.00 8,153.00 SOLE 0 0 USD.01 POLYONE CORPORATION COMMON STOCK 73179P106 209,574.00 24,890.00 SOLE 0 0 USD.01 PORTLAND GENERAL ELECTRIC CO COMMON STOCK NPV 736508847 742,475.00 40,506.00 SOLE 0 0 POST PROPERTIES INC REIT USD.01 737464107 531,791.00 23,396.00 SOLE 0 0 POTLATCH CORP REIT USD1.0 737630103 328,502.00 9,194.00 SOLE 0 0 PREMIERE GLOBAL SERVICES INC COMMON STOCK 740585104 201,935.00 31,851.00 SOLE 0 0 USD.01 PRESTIGE BRANDS HOLDINGS INC COMMON STOCK 74112D101 412,686.00 58,289.00 SOLE 0 0 USD.01 PRIMEDIA INC COMMON STOCK 74157K846 156,579.00 53,440.00 SOLE 0 0 USD.01 PROASSURANCE CORP COMMON STOCK 74267C106 872,628.00 15,374.00 SOLE 0 0 USD.01 PROCTER + GAMBLE CO/THE COMMON STOCK 742718109 31,267,094.00 521,292.00 SOLE 0 0 USD1.0 PROLOGIS REIT USD.01 743410102 8,972,810.00 885,766.00 SOLE 0 0 PROSPECT CAPITAL CORP COMMON STOCK 74348T102 307,835.00 31,900.00 SOLE 0 0 USD.001 PROSPERITY BANCSHARES INC COMMON STOCK 743606105 1,274,178.00 36,667.00 SOLE 0 0 USD1.0 PROVIDENT FINANCIAL SERVICES COMMON STOCK 74386T105 330,535.00 28,275.00 SOLE 0 0 USD.01 PROVIDENT NEW YORK BANCORP COMMON STOCK 744028101 369,045.00 41,700.00 SOLE 0 0 USD.01 PRUDENTIAL FINANCIAL INC COMMON STOCK 744320102 4,338,411.00 80,850.00 SOLE 0 0 USD.01 PUBLIC STORAGE REIT USD.1 74460D109 59,907,764.00 681,467.00 SOLE 0 0 QUALCOMM INC COMMON STOCK 747525103 6,751,379.00 205,584.00 SOLE 0 0 USD.0001 QUANTUM CORP COMMON STOCK 747906204 155,288.00 82,600.00 SOLE 0 0 USD.01 QUEST SOFTWARE INC COMMON STOCK NPV 74834T103 259,578.00 14,389.00 SOLE 0 0 QUIKSILVER INC COMMON STOCK 74838C106 272,320.00 73,600.00 SOLE 0 0 USD.01 QWEST COMMUNICATIONS INTL COMMON STOCK 749121109 97,125.00 18,500.00 SOLE 0 0 USD.01 RAIT FINANCIAL TRUST REIT USD.01 749227104 71,662.00 38,322.00 SOLE 0 0 RC2 CORP COMMON STOCK 749388104 421,099.00 26,139.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- RLI CORP COMMON STOCK 749607107 273,630.00 5,211.00 SOLE 0 0 USD1.0 RADIAN GROUP INC COMMON STOCK 750236101 176,656.00 24,400.00 SOLE 0 0 USD.001 RAMCO GERSHENSON PROPERTIES REIT USD.01 751452202 184,345.00 18,252.00 SOLE 0 0 RAYTHEON COMPANY COMMON STOCK 755111507 3,019,536.00 62,400.00 SOLE 0 0 USD.01 REALNETWORKS INC COMMON STOCK 75605L104 186,780.00 56,600.00 SOLE 0 0 USD.001 REDWOOD TRUST INC REIT USD.01 758075402 549,615.00 37,542.00 SOLE 0 0 REGAL BELOIT CORP COMMON STOCK 758750103 1,996,924.00 35,800.00 SOLE 0 0 USD.01 REGENCY CENTERS CORP REIT USD.01 758849103 20,486,370.00 595,534.00 SOLE 0 0 REGIS CORP COMMON STOCK 758932107 675,146.00 43,362.00 SOLE 0 0 USD.05 REGIONS FINANCIAL CORP COMMON STOCK 7591EP100 1,479,842.00 224,900.00 SOLE 0 0 USD.01 REINSURANCE GROUP OF AMERICA COMMON STOCK 759351604 2,276,358.00 49,800.00 SOLE 0 0 USD.01 RENASANT CORP COMMON STOCK 75970E107 358,104.00 24,955.00 SOLE 0 0 USD5.0 RENT A CENTER INC COMMON STOCK 76009N100 929,711.00 45,889.00 SOLE 0 0 USD.01 REPUBLIC AIRWAYS HOLDINGS IN COMMON STOCK 760276105 456,466.00 74,708.00 SOLE 0 0 USD.001 REPUBLIC BANCORP INC CLASS A COMMON STOCK NPV 760281204 510,720.00 22,800.00 SOLE 0 0 RES CARE INC COMMON STOCK NPV 760943100 284,274.00 29,428.00 SOLE 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 120,143.00 21,152.00 SOLE 0 0 RETAIL OPPORTUNITY INVTS CORP COMMON STOCK 76131N101 194,930.00 20,200.00 SOLE 0 0 ROCK TENN COMPANY CL A COMMON STOCK 772739207 599,318.00 12,066.00 SOLE 0 0 USD.01 ROCKWOOD HOLDINGS INC COMMON STOCK 774415103 294,652.00 12,986.00 SOLE 0 0 USD.01 ROSETTA RESOURCES INC COMMON STOCK 777779307 362,503.00 18,299.00 SOLE 0 0 USD.001 RUBY TUESDAY INC COMMON STOCK 781182100 356,150.00 41,900.00 SOLE 0 0 USD.01 RUDOLPH TECHNOLOGIES INC COMMON STOCK 781270103 257,364.00 34,088.00 SOLE 0 0 USD.001 RYLAND GROUP INC COMMON STOCK 783764103 437,502.00 27,655.00 SOLE 0 0 USD1.0 S + T BANCORP INC COMMON STOCK 783859101 610,782.00 30,910.00 SOLE 0 0 USD2.5 SCBT FINANCIAL CORP COMMON STOCK 78401V102 652,204.00 18,518.00 SOLE 0 0 USD2.5 SL GREEN REALTY CORP REIT USD.01 78440X101 27,043,849.00 491,349.00 SOLE 0 0 SLM CORP COMMON STOCK 78442P106 148,577.00 14,300.00 SOLE 0 0 USD.2 SVB FINANCIAL GROUP COMMON STOCK 78486Q101 813,674.00 19,735.00 SOLE 0 0 USD.001 SAFETY INSURANCE GROUP INC COMMON STOCK 78648T100 464,083.00 12,536.00 SOLE 0 0 USD.01 SAKS INC COMMON STOCK 79377W108 195,063.00 25,700.00 SOLE 0 0 USD.1 SALLY BEAUTY HOLDINGS INC COMMON STOCK 79546E104 339,480.00 41,400.00 SOLE 0 0 USD.01 SANDISK CORP COMMON STOCK 80004C101 866,642.00 20,600.00 SOLE 0 0 USD.001 SARA LEE CORP COMMON STOCK 803111103 2,663,490.00 188,900.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- SCHLUMBERGER LTD COMMON STOCK 806857108 8,253,297.00 149,138.00 SOLE 0 0 USD.01 SCHOLASTIC CORP COMMON STOCK 807066105 511,344.00 21,200.00 SOLE 0 0 USD.01 SCHULMAN (A.) INC COMMON STOCK 808194104 556,021.00 29,326.00 SOLE 0 0 USD1.0 SEABRIGHT HOLDINGS INC COMMON STOCK 811656107 174,432.00 18,400.00 SOLE 0 0 USD.01 SEARS HOLDINGS CORP COMMON STOCK 812350106 523,665.00 8,100.00 SOLE 0 0 USD.01 SELECT MEDICAL HOLDINGS CORP COMMON STOCK 81619Q105 160,686.00 23,700.00 SOLE 0 0 USD.001 SELECTIVE INSURANCE GROUP COMMON STOCK 816300107 416,570.00 28,033.00 SOLE 0 0 USD2.0 SENSIENT TECHNOLOGIES CORP COMMON STOCK 81725T100 218,227.00 8,416.00 SOLE 0 0 USD.1 SIGMA DESIGNS INC COMMON STOCK NPV 826565103 265,285.00 26,502.00 SOLE 0 0 SILGAN HOLDINGS INC COMMON STOCK 827048109 348,677.00 12,286.00 SOLE 0 0 USD.01 SILICON IMAGE INC COMMON STOCK 82705T102 117,585.00 33,500.00 SOLE 0 0 USD.001 SIMMONS FIRST NATL CORP CL A COMMON STOCK 828730200 614,694.00 23,408.00 SOLE 0 0 USD.01 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 108,960,416.00 1,349,355.00 SOLE 0 0 SINCLAIR BROADCAST GROUP A COMMON STOCK 829226109 244,866.00 42,001.00 SOLE 0 0 USD.01 SMITH (A.O.) CORP COMMON STOCK 831865209 443,541.00 9,204.00 SOLE 0 0 USD1.0 SOUTH JERSEY INDUSTRIES COMMON STOCK 838518108 506,928.00 11,800.00 SOLE 0 0 USD1.25 SOUTHERN CO COMMON STOCK 842587107 299,520.00 9,000.00 SOLE 0 0 USD5.0 SOUTHWEST AIRLINES CO COMMON STOCK 844741108 2,577,520.00 232,000.00 SOLE 0 0 USD1.0 SOUTHWEST BANCORP INC/OKLA COMMON STOCK 844767103 540,797.00 40,692.00 SOLE 0 0 USD1.0 SOUTHWEST GAS CORP COMMON STOCK 844895102 748,297.00 25,366.00 SOLE 0 0 USD1.0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 459,882.00 13,357.00 SOLE 0 0 SPARTAN MOTORS INC COMMON STOCK 846819100 173,040.00 41,200.00 SOLE 0 0 USD.01 SPARTECH CORP COMMON STOCK 847220209 439,797.00 42,907.00 SOLE 0 0 USD.75 SPEEDWAY MOTORSPORTS INC COMMON STOCK 847788106 276,163.00 20,366.00 SOLE 0 0 USD.01 SPORT SUPPLY GROUP INC COMMON STOCK 84916A104 138,638.00 10,300.00 SOLE 0 0 USD.01 SPRINT NEXTEL CORP COMMON STOCK 852061100 478,696.00 112,900.00 SOLE 0 0 USD2.0 STAGE STORES INC COMMON STOCK 85254C305 407,976.00 38,200.00 SOLE 0 0 USD.01 STANDARD MOTOR PRODS COMMON STOCK 853666105 170,277.00 21,100.00 SOLE 0 0 USD2.0 STANDARD PACIFIC CORP COMMON STOCK 85375C101 282,241.00 84,757.00 SOLE 0 0 USD.01 STANDEX INTERNATIONAL CORP COMMON STOCK 854231107 362,201.00 14,288.00 SOLE 0 0 USD1.5 STARBUCKS CORP COMMON STOCK 855244109 1,999,890.00 82,300.00 SOLE 0 0 USD.001 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 388,155.00 22,900.00 SOLE 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- STARWOOD HOTELS + RESORTS COMMON STOCK 85590A401 10,900,896.00 263,116.00 SOLE 0 0 USD.01 STEIN MART INC COMMON STOCK 858375108 97,188.00 15,600.00 SOLE 0 0 USD.01 STEINWAY MUSICAL INSTRUMENTS COMMON STOCK 858495104 362,916.00 20,400.00 SOLE 0 0 USD.001 STERIS CORP COMMON STOCK NPV 859152100 382,284.00 12,300.00 SOLE 0 0 STERLING BANCORP N Y COMMON STOCK 859158107 113,400.00 12,600.00 SOLE 0 0 USD1.0 STEWART ENTERPRISES INC CL A COMMON STOCK 860370105 263,970.00 48,793.00 SOLE 0 0 USD1.0 STONE ENERGY CORP COMMON STOCK 861642106 478,864.00 42,909.00 SOLE 0 0 USD.01 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 1,091,376.00 248,605.00 SOLE 0 0 STRYKER CORP COMMON STOCK 863667101 265,318.00 5,300.00 SOLE 0 0 USD.1 SUN COMMUNITIES INC REIT USD.01 866674104 237,534.00 9,150.00 SOLE 0 0 SUNTRUST BANKS INC COMMON STOCK 867914103 212,030.00 9,100.00 SOLE 0 0 USD1.0 SUSQUEHANNA BANCSHARES INC COMMON STOCK 869099101 317,831.00 38,155.00 SOLE 0 0 USD2.0 SWIFT ENERGY CO COMMON STOCK 870738101 590,728.00 21,952.00 SOLE 0 0 USD.01 SYMANTEC CORP COMMON STOCK 871503108 204,036.00 14,700.00 SOLE 0 0 USD.01 SYMMETRICOM INC COMMON STOCK 871543104 254,826.00 50,064.00 SOLE 0 0 USD.0001 SYMMETRY MEDICAL INC COMMON STOCK 871546206 416,330.00 39,500.00 SOLE 0 0 USD.0001 SYNNEX CORP COMMON STOCK 87162W100 274,134.00 10,700.00 SOLE 0 0 USD.001 SYSCO CORP COMMON STOCK 871829107 202,847.00 7,100.00 SOLE 0 0 USD1.0 T.G.C. INDUSTRIES INC COMMON STOCK 872417308 114,413.00 37,760.00 SOLE 0 0 USD.01 TJX COMPANIES INC COMMON STOCK 872540109 3,762,915.00 89,700.00 SOLE 0 0 USD1.0 TTM TECHNOLOGIES COMMON STOCK 87305R109 434,692.00 45,757.00 SOLE 0 0 USD.001 TAL INTERNATIONAL GROUP INC COMMON STOCK 874083108 453,894.00 20,200.00 SOLE 0 0 USD.001 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 12,296,481.00 297,160.00 SOLE 0 0 TARGET CORP COMMON STOCK 87612E106 8,693,256.00 176,800.00 SOLE 0 0 USD.0833 TAUBMAN CENTERS INC REIT USD.01 876664103 19,049,510.00 506,232.00 SOLE 0 0 TEAM INC COMMON STOCK 878155100 206,190.00 15,800.00 SOLE 0 0 USD.3 TEKELEC COMMON STOCK NPV 879101103 302,137.00 22,820.00 SOLE 0 0 TELEDYNE TECHNOLOGIES INC COMMON STOCK 879360105 478,392.00 12,400.00 SOLE 0 0 USD.01 TELEPHONE AND DATA SYSTEMS COMMON STOCK 879433100 2,309,640.00 76,000.00 SOLE 0 0 USD.01 TETRA TECHNOLOGIES INC COMMON STOCK 88162F105 611,992.00 67,400.00 SOLE 0 0 USD.01 TEXAS CAPITAL BANCSHARES INC COMMON STOCK 88224Q107 247,033.00 15,063.00 SOLE 0 0 USD.01 TEXAS INSTRUMENTS INC COMMON STOCK 882508104 381,792.00 16,400.00 SOLE 0 0 USD1.0 THERMO FISHER SCIENTIFIC INC COMMON STOCK 883556102 951,570.00 19,400.00 SOLE 0 0 USD1.0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- THOMPSON CREEK METALS CO INC COMMON STOCK NPV 884768102 208,320.00 24,000.00 SOLE 0 0 THOMSON REUTERS CORP COMMON STOCK NPV 884903105 236,478.00 6,600.00 SOLE 0 0 3M CO COMMON STOCK 88579Y101 12,292,819.00 155,625.00 SOLE 0 0 USD.01 TIMBERLAND CO CLASS A COMMON STOCK 887100105 209,885.00 12,996.00 SOLE 0 0 USD.01 TIME WARNER INC COMMON STOCK 887317303 4,405,884.00 152,400.00 SOLE 0 0 USD.01 TIME WARNER CABLE COMMON STOCK 88732J207 3,906,052.00 75,001.00 SOLE 0 0 USD.01 TOMPKINS FINANCIAL CORP COMMON STOCK 890110109 362,627.00 9,606.00 SOLE 0 0 USD.1 TORCHMARK CORP COMMON STOCK 891027104 2,351,725.00 47,500.00 SOLE 0 0 USD1.0 TOWER GROUP INC COMMON STOCK 891777104 236,830.00 11,000.00 SOLE 0 0 USD.01 TREDEGAR CORP COMMON STOCK NPV 894650100 394,014.00 24,143.00 SOLE 0 0 TREEHOUSE FOODS INC COMMON STOCK 89469A104 613,670.00 13,440.00 SOLE 0 0 USD.01 TRIPLE S MANAGEMENT CORP B COMMON STOCK 896749108 345,030.00 18,600.00 SOLE 0 0 USD1.0 TRIUMPH GROUP INC COMMON STOCK 896818101 434,827.00 6,526.00 SOLE 0 0 USD.001 TRUEBLUE INC COMMON STOCK NPV 89785X101 233,132.00 20,834.00 SOLE 0 0 TRUSTMARK CORP COMMON STOCK NPV 898402102 1,194,797.00 57,387.00 SOLE 0 0 TWO HARBORS INVESTMENT CORP COMMON STOCK 90187B101 103,125.00 12,500.00 SOLE 0 0 UAL CORP COMMON STOCK 902549807 503,720.00 24,500.00 SOLE 0 0 USD.01 UDR INC REIT USD.01 902653104 6,508,026.00 340,200.00 SOLE 0 0 UIL HOLDINGS CORP COMMON STOCK NPV 902748102 352,623.00 14,088.00 SOLE 0 0 UMB FINANCIAL CORP COMMON STOCK 902788108 578,099.00 16,257.00 SOLE 0 0 USD1.0 US BANCORP COMMON STOCK 902973304 5,252,250.00 235,000.00 SOLE 0 0 USD.01 USEC INC COMMON STOCK 90333E108 451,881.00 94,933.00 SOLE 0 0 USD.1 U.S. PHYSICAL THERAPY INC COMMON STOCK 90337L108 346,040.00 20,500.00 SOLE 0 0 USD.01 USA MOBILITY INC COMMON STOCK 90341G103 428,582.00 33,172.00 SOLE 0 0 USD.0001 UMPQUA HOLDINGS CORP COMMON STOCK NPV 904214103 247,520.00 21,561.00 SOLE 0 0 UNIFIRST CORP/MA COMMON STOCK 904708104 490,427.00 11,141.00 SOLE 0 0 USD.1 UNION DRILLING INC COMMON STOCK 90653P105 110,751.00 20,100.00 SOLE 0 0 USD.01 UNION PACIFIC CORP COMMON STOCK 907818108 444,864.00 6,400.00 SOLE 0 0 USD2.5 UNISOURCE ENERGY CORP CO COMMON STOCK NPV 909205106 514,810.00 17,058.00 SOLE 0 0 UNISYS CORP COMMON STOCK 909214306 507,181.00 27,430.00 SOLE 0 0 USD.01 UNITED AMERICA INDEMNITY A COMMON STOCK 90933T109 96,416.00 13,100.00 SOLE 0 0 USD.0001 UNITED BANKSHARES INC COMMON STOCK 909907107 440,711.00 18,409.00 SOLE 0 0 USD2.5 UNITED ONLINE INC COMMON STOCK 911268100 399,168.00 69,300.00 SOLE 0 0 USD.0001 UNITED PARCEL SERVICE CL B COMMON STOCK 911312106 5,449,209.00 95,785.00 SOLE 0 0 USD.01 U STORE IT TRUST REIT USD.01 91274F104 335,245.00 44,939.00 SOLE 0 0 UNITED STATIONERS INC COMMON STOCK 913004107 331,613.00 6,088.00 SOLE 0 0 USD.1
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- UNITED TECHNOLOGIES CORP COMMON STOCK 913017109 12,146,024.00 187,121.00 SOLE 0 0 USD1.0 UNITEDHEALTH GROUP INC COMMON STOCK 91324P102 4,646,240.00 163,600.00 SOLE 0 0 USD.01 UNIVERSAL AMERICAN CORP COMMON STOCK 913377107 318,240.00 22,100.00 SOLE 0 0 USD.01 UNIVERSAL CORP/VA COMMON STOCK NPV 913456109 639,046.00 16,105.00 SOLE 0 0 UNIVERSAL FOREST PRODUCTS COMMON STOCK NPV 913543104 485,809.00 16,028.00 SOLE 0 0 VAALCO ENERGY INC COMMON STOCK 91851C201 341,970.00 61,066.00 SOLE 0 0 USD.1 VAIL RESORTS INC COMMON STOCK 91879Q109 509,616.00 14,598.00 SOLE 0 0 USD.01 VALERO ENERGY CORP COMMON STOCK 91913Y100 213,962.00 11,900.00 SOLE 0 0 USD.01 VENTAS INC REIT USD.25 92276F100 47,625,047.00 1,014,378.00 SOLE 0 0 VERIZON COMMUNICATIONS INC COMMON STOCK 92343V104 10,119,899.00 361,167.00 SOLE 0 0 USD.1 VIACOM INC CLASS B COMMON STOCK 92553P201 3,711,071.00 118,300.00 SOLE 0 0 USD.001 VIROPHARMA INC COMMON STOCK 928241108 426,417.00 38,039.00 SOLE 0 0 USD.002 VISA INC CLASS A SHARES COMMON STOCK 92826C839 424,500.00 6,000.00 SOLE 0 0 USD.0001 VONAGE HOLDINGS CORP COMMON STOCK 92886T201 252,080.00 109,600.00 SOLE 0 0 USD.001 VORNADO REALTY TRUST REIT USD.04 929042109 77,368,436.00 1,060,568.00 SOLE 0 0 W+T OFFSHORE INC COMMON STOCK 92922P106 147,576.00 15,600.00 SOLE 0 0 USD1E 05.0 WGL HOLDINGS INC COMMON STOCK NPV 92924F106 989,354.00 29,073.00 SOLE 0 0 WSFS FINANCIAL CORP COMMON STOCK 929328102 361,564.00 10,063.00 SOLE 0 0 USD.01 WAL MART STORES INC COMMON STOCK 931142103 18,321,352.00 381,139.00 SOLE 0 0 USD.1 WALGREEN CO COMMON STOCK 931422109 323,070.00 12,100.00 SOLE 0 0 USD.078125 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 201,105.00 12,300.00 SOLE 0 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 604,359.00 21,905.00 SOLE 0 0 WATTS WATER TECHNOLOGIES A COMMON STOCK 942749102 602,720.00 21,030.00 SOLE 0 0 USD.1 WEIS MARKETS INC COMMON STOCK NPV 948849104 383,204.00 11,644.00 SOLE 0 0 WELLPOINT INC COMMON STOCK 94973V107 308,259.00 6,300.00 SOLE 0 0 USD.01 WELLS FARGO + CO COMMON STOCK 949746101 17,496,627.00 683,462.00 SOLE 0 0 USD1.666 WERNER ENTERPRISES INC COMMON STOCK 950755108 460,106.00 21,019.00 SOLE 0 0 USD.01 WESBANCO INC COMMON STOCK 950810101 663,856.00 39,398.00 SOLE 0 0 USD2.0833 WESTERN DIGITAL CORP COMMON STOCK 958102105 2,494,232.00 82,700.00 SOLE 0 0 USD.01 WESTERN REFINING INC COMMON STOCK 959319104 121,726.00 24,200.00 SOLE 0 0 USD.01 WILLIAMS COS INC COMMON STOCK 969457100 204,736.00 11,200.00 SOLE 0 0 USD1.0 WILSHIRE BANCORP INC COMMON STOCK NPV 97186T108 217,438.00 24,850.00 SOLE 0 0 WINN DIXIE STORES INC COMMON STOCK 974280307 105,076.00 10,900.00 SOLE 0 0 USD.001 WORLD ACCEPTANCE CORP COMMON STOCK NPV 981419104 505,692.00 13,200.00 SOLE 0 0 WORTHINGTON INDUSTRIES COMMON STOCK NPV 981811102 288,926.00 22,467.00 SOLE 0 0 WYNDHAM WORLDWIDE CORP COMMON STOCK 98310W108 2,243,596.00 111,400.00 SOLE 0 0 USD.01
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------ ----------------- --------- -------------- --------------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------ ----------------- --------- -------------- ------------ --- ---- ---------- -------- ---- ------ ---- X RITE INC COMMON STOCK 983857103 71,586.00 19,400.00 SOLE 0 0 USD.1 XCEL ENERGY INC COMMON STOCK 98389B100 201,978.00 9,800.00 SOLE 0 0 USD2.5 XEROX CORP COMMON STOCK 984121103 206,628.00 25,700.00 SOLE 0 0 USD1.0