0000813470-12-000003.txt : 20120202
0000813470-12-000003.hdr.sgml : 20120202
20120202142835
ACCESSION NUMBER: 0000813470-12-000003
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120202
DATE AS OF CHANGE: 20120202
EFFECTIVENESS DATE: 20120202
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ADVANCE CAPITAL I INC
CENTRAL INDEX KEY: 0000813470
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04165
FILM NUMBER: 12565522
BUSINESS ADDRESS:
STREET 1: ONE TOWNE SQUARE
STREET 2: SUITE 444
CITY: SOUTHFIELD
STATE: MI
ZIP: 48076
BUSINESS PHONE: 2483508543
MAIL ADDRESS:
STREET 1: ONE TOWNE SQ
STREET 2: STE 444
CITY: SOUTHFIELD
STATE: MI
ZIP: 48076
13F-HR
1
form13f020212.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: December 31, 2011
Check here if Amendment []; Amendment Number: ______
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Advance Capital Management, Inc.
Address: One Towne Square, Suite 444
Southfield, MI 48076
Form 13F File Number:28-6474
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: Christopher M. Kostiz
Title: President
Phone: (248) 350-8543
Signature, Place, and Date of Signing:
/s/ Christopher M. Kostiz Southfield, MI February 2, 2012
------------------------- -------------- ----------------
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).)
1
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 341
Form 13F Information Table Value Total: $202,279 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 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
2
FORM 13F INFORMATION TABLE
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
ISHARES MORNINGSTAR MID GROWTH ETP 464288307 3,892 41,700 SH Sole 41,700 0 0
ISHARES S&P MIDCAP 400 GROWTH ETP 464287606 4,700 47,600 SH Sole 47,600 0 0
BED BATH & BEYOND Common Stock 075896100 870 15,000 SH Sole 15,000 0 0
CARBO CERAMICS INC Common Stock 140781105 950 7,700 SH Sole 7,700 0 0
CATALYST HEALTH SOLUTIONS IN Common Stock 14888B103 1,313 25,250 SH Sole 25,250 0 0
CERNER CORP Common Stock 156782104 484 7,900 SH Sole 7,900 0 0
CHIPOTLE MEXICAN GRILL INC Common Stock 169656105 355 1,050 SH Sole 1,050 0 0
CHURCH & DWIGHT CO. Common Stock 171340102 1,217 26,600 SH Sole 26,600 0 0
CLIFFS NATURAL Common Stock 18683K101 648 10,400 SH Sole 10,400 0 0
COINSTAR INC Common Stock 19259P300 288 6,300 SH Sole 6,300 0 0
DOLLAR TREE Common Stock 256746108 1,625 19,550 SH Sole 19,550 0 0
EDWARDS LIFESCIENCES CORP Common Stock 28176E108 1,000 14,150 SH Sole 14,150 0 0
ENDO PHARMACEUT HLDGS INC Common Stock 29264F205 1,595 46,200 SH Sole 46,200 0 0
EZCORP INC-CL A Common Stock 302301106 517 19,600 SH Sole 19,600 0 0
F5 NETWORKS INC Common Stock 315616102 870 8,200 SH Sole 8,200 0 0
FASTENAL CO Common Stock 311900104 464 10,650 SH Sole 10,650 0 0
FIRST CASH FINL SVCS INC Common Stock 31942D107 702 20,000 SH Sole 20,000 0 0
INFORMATICA CORP Common Stock 45666Q102 949 25,700 SH Sole 25,700 0 0
J2 GLOBAL COMMUNICATIONS Common Stock 48123V102 875 31,100 SH Sole 31,100 0 0
JOY GLOBAL INC Common Stock 481165108 592 7,900 SH Sole 7,900 0 0
MYLAN INC Common Stock 628530107 848 39,500 SH Sole 39,500 0 0
NXP SEMICONDUCTOR Common Stock 053329578 289 18,800 SH Sole 18,800 0 0
PERRIGO CO Common Stock 714290103 1,829 18,800 SH Sole 18,800 0 0
PPG INDUSTRIES Common Stock 693506107 1,444 17,300 SH Sole 17,300 0 0
SOLERA HOLDINGS Common Stock 83421A104 924 20,750 SH Sole 20,750 0 0
TERADATA CORP Common Stock 88076W103 582 12,000 SH Sole 12,000 0 0
TRACTOR SUPPLY Common Stock 892356106 1,143 16,300 SH Sole 16,300 0 0
TUPPERWARE BRANDS Common Stock 899896104 993 17,750 SH Sole 17,750 0 0
UNDER ARMOUR Common Stock 904311107 603 8,400 SH Sole 8,400 0 0
WRIGHT EXPRESS Common Stock 98233Q105 630 11,600 SH Sole 11,600 0 0
WESTERN UNION Common Stock 959802109 577 31,600 SH Sole 31,600 0 0
WORLD FUEL SERVICES Common Stock 981475106 854 20,350 SH Sole 20,350 0 0
Aaron's Inc Common Stock 002535300 245 9,200 SH Sole 9,200 0 0
ACI Worldwide Common Stock 004498101 109 3,800 SH Sole 3,800 0 0
Advance Auto Parts Inc Common Stock 00751Y106 606 8,700 SH Sole 8,700 0 0
Adtran Common Stock 00738A106 220 7,300 SH Sole 7,300 0 0
AECOM Technology Corp Common Stock 00766T100 286 13,900 SH Sole 13,900 0 0
Affiliated Managers Group Inc Common Stock 008252108 585 6,100 SH Sole 6,100 0 0
AGCO Corp Common Stock 001084102 486 11,300 SH Sole 11,300 0 0
AGL Resources Inc Common Stock 001204106 389 9,200 SH Sole 9,200 0 0
Alaska Air Group Inc Common Stock 011659109 323 4,300 SH Sole 4,300 0 0
Albemarle Corp Common Stock 012653101 551 10,700 SH Sole 10,700 0 0
Alexandria Real Estate Equities Inc REIT 015271109 503 7,300 SH Sole 7,300 0 0
Alliance Data Systems Corp Common Stock 018581108 613 5,900 SH Sole 5,900 0 0
Alliant Energy Corp Common Stock 018802108 573 13,000 SH Sole 13,000 0 0
Alliant Techsystems Inc Common Stock 018804104 223 3,900 SH Sole 3,900 0 0
Allscripts Healthcare Solutions Inc Common Stock 01988P108 415 21,900 SH Sole 21,900 0 0
AMC Networks Inc Common Stock 00164V103 252 6,700 SH Sole 6,700 0 0
American Campus Communities Inc REIT 024835100 340 8,100 SH Sole 8,100 0 0
American Eagle Outfitters Inc Common Stock 02553E106 349 22,800 SH Sole 22,800 0 0
3
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
American Financial Group Inc/OH Common Stock 025932104 339 9,200 SH Sole 9,200 0 0
AMETEK Inc Common Stock 031100100 796 18,900 SH Sole 18,900 0 0
ANSYS Inc Common Stock 03662Q105 619 10,800 SH Sole 10,800 0 0
Aptargroup Inc Common Stock 038336103 407 7,800 SH Sole 7,800 0 0
Aqua America Inc Common Stock 03836W103 355 16,100 SH Sole 16,100 0 0
Arch Coal Inc Common Stock 039380100 361 24,900 SH Sole 24,900 0 0
Arrow Electronics Inc Common Stock 042735100 505 13,500 SH Sole 13,500 0 0
Arthur J Gallagher & Co Common Stock 363576109 438 13,100 SH Sole 13,100 0 0
Ashland Inc Common Stock 044209104 520 9,100 SH Sole 9,100 0 0
Atmel Corp Common Stock 049513104 441 54,400 SH Sole 54,400 0 0
Avnet Inc Common Stock 053807103 557 17,900 SH Sole 17,900 0 0
Bally Technology Common Stock 05874B107 198 5,000 SH Sole 5,000 0 0
BE Aerospace Inc Common Stock 073302101 468 12,100 SH Sole 12,100 0 0
Bill Barrett Corp Common Stock 06846N104 181 5,300 SH Sole 5,300 0 0
BorgWarner Inc Common Stock 099724106 816 12,800 SH Sole 12,800 0 0
BRE Properties Inc REIT 05564E106 439 8,700 SH Sole 8,700 0 0
Brinker International Common Stock 109641100 249 9,300 SH Sole 9,300 0 0
Broadridge Financial Solutions Inc Common Stock 11133T103 327 14,500 SH Sole 14,500 0 0
Brown & Brown Inc Common Stock 115236101 306 13,500 SH Sole 13,500 0 0
Cadence Design Systems Inc Common Stock 127387108 327 31,400 SH Sole 31,400 0 0
Camden Property Trust REIT 133131102 517 8,300 SH Sole 8,300 0 0
Carlisle Cos Inc Common Stock 142339100 319 7,200 SH Sole 7,200 0 0
Carpenter Technology Corp Common Stock 144285103 263 5,100 SH Sole 5,100 0 0
Cheesecake Factory Common Stock 163072101 185 6,300 SH Sole 6,300 0 0
Chico's FAS Inc Common Stock 168615102 224 20,100 SH Sole 20,100 0 0
Cimarex Energy Co Common Stock 171798101 619 10,000 SH Sole 10,000 0 0
Clean Harbors Inc Common Stock 184496107 351 5,500 SH Sole 5,500 0 0
Commerce Bancshares Inc/MO Common Stock 200525103 364 9,555 SH Sole 9,555 0 0
Community Health Common Stock 203668108 183 10,500 SH Sole 10,500 0 0
Compass Minerals International Inc Common Stock 20451N101 269 3,900 SH Sole 3,900 0 0
Cooper Cos Inc/The Common Stock 216648402 395 5,600 SH Sole 5,600 0 0
Copart Inc Common Stock 217204106 316 6,600 SH Sole 6,600 0 0
Corn Products International Inc Common Stock 219023108 473 9,000 SH Sole 9,000 0 0
Corrections Corp of America Common Stock 22025Y407 255 12,500 SH Sole 12,500 0 0
Covance Inc Common Stock 222816100 329 7,200 SH Sole 7,200 0 0
Cree Inc Common Stock 225447101 298 13,500 SH Sole 13,500 0 0
Cullen/Frost Bankers Inc Common Stock 229899109 381 7,200 SH Sole 7,200 0 0
Cypress Semiconductor Corp Common Stock 232806109 339 20,100 SH Sole 20,100 0 0
Deckers Outdoor Corp Common Stock 243537107 340 4,500 SH Sole 4,500 0 0
Dick's Sporting Goods Inc Common Stock 253393102 417 11,300 SH Sole 11,300 0 0
Donaldson Co Inc Common Stock 257651109 599 8,800 SH Sole 8,800 0 0
Dreamworks Animation Common Stock 26153C103 133 8,000 SH Sole 8,000 0 0
Dresser-Rand Group Inc Common Stock 261608103 469 9,400 SH Sole 9,400 0 0
Duke Realty Corp REIT 264411505 355 29,500 SH Sole 29,500 0 0
East West Bancorp Inc Common Stock 27579R104 344 17,400 SH Sole 17,400 0 0
Eaton Vance Corp Common Stock 278265103 326 13,800 SH Sole 13,800 0 0
Energen Corp Common Stock 29265N108 420 8,400 SH Sole 8,400 0 0
Equinix Inc Common Stock 29444U502 558 5,500 SH Sole 5,500 0 0
Essex Property Trust Inc REIT 297178105 548 3,900 SH Sole 3,900 0 0
Everest Re Group Ltd Common Stock G3223R108 530 6,300 SH Sole 6,300 0 0
Factset Research Systems Inc Common Stock 303075105 471 5,400 SH Sole 5,400 0 0
Federal Realty Investment Trust REIT 313747206 662 7,300 SH Sole 7,300 0 0
4
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
Fidelity National Financial Inc Common Stock 31620R105 417 26,200 SH Sole 26,200 0 0
First Niagara Financial Group Inc Common Stock 33582V108 298 34,500 SH Sole 34,500 0 0
Foot Locker Inc Common Stock 344849104 427 17,900 SH Sole 17,900 0 0
Fossil Inc Common Stock 349882100 492 6,200 SH Sole 6,200 0 0
Gardner Denver Inc Common Stock 365558105 470 6,100 SH Sole 6,100 0 0
Gartner Inc Common Stock 366651107 393 11,300 SH Sole 11,300 0 0
Gen-Probe Inc Common Stock 36866T103 331 5,600 SH Sole 5,600 0 0
Gentex Corp Common Stock 371901109 479 16,200 SH Sole 16,200 0 0
Global Payments Inc Common Stock 37940X102 445 9,400 SH Sole 9,400 0 0
Graco Inc Common Stock 384109104 294 7,200 SH Sole 7,200 0 0
Green Mountain Coffee Roasters Inc Common Stock 393122106 484 10,800 SH Sole 10,800 0 0
Guess? Inc Common Stock 401617105 233 7,800 SH Sole 7,800 0 0
Hancock Holding Co Common Stock 410120109 317 9,900 SH Sole 9,900 0 0
Hanesbrands Inc Common Stock 410345102 247 11,300 SH Sole 11,300 0 0
Hansen Natural Corp Common Stock 411310105 829 9,000 SH Sole 9,000 0 0
HCC Insurance Holdings Inc Common Stock 404132102 352 12,800 SH Sole 12,800 0 0
Health Management Common Stock 421933102 211 28,600 SH Sole 28,600 0 0
Health Net Inc Common Stock 42222G108 319 10,500 SH Sole 10,500 0 0
Henry Schein Inc Common Stock 806407102 696 10,800 SH Sole 10,800 0 0
Herman Miller Common Stock 600544100 87 4,700 SH Sole 4,700 0 0
Hill-Rom Common Stock 431475102 239 7,100 SH Sole 7,100 0 0
HollyFrontier Corp Common Stock 436106108 573 24,500 SH Sole 24,500 0 0
Hologic Inc Common Stock 436440101 536 30,600 SH Sole 30,600 0 0
Hubbell Inc Common Stock 443510201 461 6,900 SH Sole 6,900 0 0
IDEX Corp Common Stock 45167R104 360 9,700 SH Sole 9,700 0 0
IDEXX Laboratories Inc Common Stock 45168D104 508 6,600 SH Sole 6,600 0 0
Ingram Micro Inc Common Stock 457153104 337 18,500 SH Sole 18,500 0 0
Intrepid Potash Common Stock 46121Y102 136 6,000 SH Sole 6,000 0 0
Jack Henry & Associates Inc Common Stock 426281101 339 10,100 SH Sole 10,100 0 0
JB Hunt Transport Services Inc Common Stock 445658107 491 10,900 SH Sole 10,900 0 0
John Wiley & Sons Inc Common Stock 968223206 244 5,500 SH Sole 5,500 0 0
Jones Lang LaSalle Inc Common Stock 48020Q107 312 5,100 SH Sole 5,100 0 0
Kansas City Southern Common Stock 485170302 864 12,700 SH Sole 12,700 0 0
KBR Inc Common Stock 48242W106 491 17,600 SH Sole 17,600 0 0
Kennametal Inc Common Stock 489170100 347 9,500 SH Sole 9,500 0 0
Kirby Corp Common Stock 497266106 428 6,500 SH Sole 6,500 0 0
Lam Research Corp Common Stock 512807108 537 14,500 SH Sole 14,500 0 0
Landstar System Inc Common Stock 515098101 264 5,500 SH Sole 5,500 0 0
Lennox International Inc Common Stock 526107107 209 6,200 SH Sole 6,200 0 0
Liberty Property Trust REIT 531172104 417 13,500 SH Sole 13,500 0 0
Lincare Holdings Common Stock 532791100 270 10,500 SH Sole 10,500 0 0
Lincoln Electric Holdings Inc Common Stock 533900106 383 9,800 SH Sole 9,800 0 0
LKQ Corp Common Stock 501889208 514 17,100 SH Sole 17,100 0 0
Macerich Co/The REIT 554382101 779 15,400 SH Sole 15,400 0 0
Mack-Cali Realty Corp REIT 554489104 272 10,200 SH Sole 10,200 0 0
Manpower Inc Common Stock 56418H100 343 9,600 SH Sole 9,600 0 0
Martin Marietta Materials Inc Common Stock 573284106 407 5,400 SH Sole 5,400 0 0
Mednax Inc Common Stock 58502B106 403 5,600 SH Sole 5,600 0 0
Mettler-Toledo International Inc Common Stock 592688105 547 3,700 SH Sole 3,700 0 0
MICROS Systems Inc Common Stock 594901100 443 9,500 SH Sole 9,500 0 0
5
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
Mohawk Industries Inc Common Stock 608190104 395 6,600 SH Sole 6,600 0 0
MSC Industrial Direct Co Common Stock 553530106 394 5,500 SH Sole 5,500 0 0
MSCI Inc Common Stock 55354G100 458 13,900 SH Sole 13,900 0 0
National Fuel Gas Co Common Stock 636180101 539 9,700 SH Sole 9,700 0 0
National Instruments Corp Common Stock 636518102 280 10,800 SH Sole 10,800 0 0
NCR Corp Common Stock 62886E108 303 18,400 SH Sole 18,400 0 0
New York Community Bancorp Inc Common Stock 649445103 632 51,100 SH Sole 51,100 0 0
Nordson Corp Common Stock 655663102 288 7,000 SH Sole 7,000 0 0
NEUSTAR INC Common Stock 64126X201 280 8,200 SH Sole 8,200 0 0
NSTAR Common Stock 67019E107 568 12,100 SH Sole 12,100 0 0
NV Energy Inc Common Stock 67073Y106 451 27,600 SH Sole 27,600 0 0
NVR Inc Common Stock 62944T105 480 700 SH Sole 700 0 0
Oceaneering International Inc Common Stock 675232102 586 12,700 SH Sole 12,700 0 0
OGE Energy Corp Common Stock 670837103 646 11,400 SH Sole 11,400 0 0
Oil States International Inc Common Stock 678026105 458 6,000 SH Sole 6,000 0 0
Old Republic International Corp Common Stock 680223104 277 29,900 SH Sole 29,900 0 0
Olin Corp Common Stock 680665205 177 9,000 SH Sole 9,000 0 0
Omnicare Inc Common Stock 681904108 465 13,500 SH Sole 13,500 0 0
Packaging Corp of America Common Stock 695156109 295 11,700 SH Sole 11,700 0 0
Panera Bread Co Common Stock 69840W108 509 3,600 SH Sole 3,600 0 0
Patterson-UTI Energy Inc Common Stock 703481101 364 18,200 SH Sole 18,200 0 0
PetSmart Inc Common Stock 716768106 677 13,200 SH Sole 13,200 0 0
Plains Exploration & Production Co Common Stock 726505100 606 16,500 SH Sole 16,500 0 0
Plantronics Common Stock 727493108 132 3,700 SH Sole 3,700 0 0
Polaris Industries Inc Common Stock 731068102 453 8,100 SH Sole 8,100 0 0
Polycom Inc Common Stock 73172K104 337 20,700 SH Sole 20,700 0 0
PVH Corp Common Stock 693656100 557 7,900 SH Sole 7,900 0 0
Quest Software Common Stock 74834T103 121 6,500 SH Sole 6,500 0 0
Questar Corp Common Stock 748356102 413 20,800 SH Sole 20,800 0 0
Rackspace Hosting Inc Common Stock 750086100 516 12,000 SH Sole 12,000 0 0
Ralcorp Holdings Inc Common Stock 751028101 556 6,500 SH Sole 6,500 0 0
Raymond James Financial Inc Common Stock 754730109 372 12,000 SH Sole 12,000 0 0
Rayonier Inc REIT 754907103 634 14,200 SH Sole 14,200 0 0
Realty Income Corp REIT 756109104 521 14,900 SH Sole 14,900 0 0
Regal-Beloit Corp Common Stock 758750103 245 4,800 SH Sole 4,800 0 0
Regency Centers Corp REIT 758849103 395 10,500 SH Sole 10,500 0 0
Reinsurance Group of America Inc Common Stock 759351604 455 8,700 SH Sole 8,700 0 0
Reliance Steel & Aluminum Co Common Stock 759509102 428 8,800 SH Sole 8,800 0 0
ResMed Inc Common Stock 761152107 452 17,800 SH Sole 17,800 0 0
Riverbed Technology Inc Common Stock 768573107 428 18,200 SH Sole 18,200 0 0
Rock-Tenn Co Common Stock 772739207 479 8,300 SH Sole 8,300 0 0
Rovi Corp Common Stock 779376102 317 12,900 SH Sole 12,900 0 0
RPM International Inc Common Stock 749685103 376 15,300 SH Sole 15,300 0 0
Scotts Miracle-Gro Co/The Common Stock 810186106 243 5,200 SH Sole 5,200 0 0
SEI Investments Co Common Stock 784117103 304 17,500 SH Sole 17,500 0 0
Senior Housing Properties Trust REIT 81721M109 402 17,900 SH Sole 17,900 0 0
Service Corp International/US Common Stock 817565104 295 27,700 SH Sole 27,700 0 0
Silgon Holdings Common Stock 827048109 216 5,600 SH Sole 5,600 0 0
Skyworks Solutions Inc Common Stock 83088M102 354 21,800 SH Sole 21,800 0 0
SL Green Realty Corp REIT 78440X101 666 10,000 SH Sole 10,000 0 0
6
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
SM Energy Co Common Stock 78454L100 541 7,400 SH Sole 7,400 0 0
Smithfield Foods Inc Common Stock 832248108 469 19,300 SH Sole 19,300 0 0
Sotheby's Common Stock 835898107 225 7,900 SH Sole 7,900 0 0
SPX Corp Common Stock 784635104 356 5,900 SH Sole 5,900 0 0
Steel Dynamics Inc Common Stock 858119100 337 25,600 SH Sole 25,600 0 0
Superior Energy Services Inc Common Stock 868157108 267 9,400 SH Sole 9,400 0 0
Synopsys Inc Common Stock 871607107 457 16,800 SH Sole 16,800 0 0
Taubman Centers Inc REIT 876664103 422 6,800 SH Sole 6,800 0 0
Tech Data Corp Common Stock 878237106 252 5,100 SH Sole 5,100 0 0
Techne Corp Common Stock 878377100 294 4,300 SH Sole 4,300 0 0
Thomas & Betts Corp Common Stock 884315102 339 6,200 SH Sole 6,200 0 0
Thor Industries Inc Common Stock 885160101 143 5,200 SH Sole 5,200 0 0
TIBCO Software Inc Common Stock 88632Q103 454 19,000 SH Sole 19,000 0 0
Timken Co Common Stock 887389104 383 9,900 SH Sole 9,900 0 0
Towers Watson & Co Common Stock 891894107 372 6,200 SH Sole 6,200 0 0
Transatlantic Holdings Inc Common Stock 893521104 400 7,300 SH Sole 7,300 0 0
Trimble Navigation Ltd Common Stock 896239100 621 14,300 SH Sole 14,300 0 0
Trinity Inds Common Stock 896522109 271 9,000 SH Sole 9,000 0 0
Triumph Group Inc Common Stock 896818101 257 4,400 SH Sole 4,400 0 0
TW Telecom Inc Common Stock 87311L104 341 17,600 SH Sole 17,600 0 0
UDR Inc REIT 902653104 643 25,600 SH Sole 25,600 0 0
Unit Corp Common Stock 909218109 213 4,600 SH Sole 4,600 0 0
United Therapeuticals Common Stock 91307C102 279 5,900 SH Sole 5,900 0 0
Universal Health Services Inc Common Stock 913903100 443 11,400 SH Sole 11,400 0 0
URS Corp Common Stock 903236107 330 9,400 SH Sole 9,400 0 0
UTi Worldwide Inc Common Stock 012068794 159 12,000 SH Sole 12,000 0 0
Valmont Industries Inc Common Stock 920253101 236 2,600 SH Sole 2,600 0 0
Valspar Corp Common Stock 920355104 425 10,900 SH Sole 10,900 0 0
Valuclick Common Stock 92046N102 153 9,400 SH Sole 9,400 0 0
VeriFone Systems Inc Common Stock 92342Y109 430 12,100 SH Sole 12,100 0 0
Vertex Pharmaceuticals Inc Common Stock 92532F100 810 24,400 SH Sole 24,400 0 0
Wabtec Corp/DE Common Stock 929740108 371 5,300 SH Sole 5,300 0 0
Waddell & Reed Financial Inc Common Stock 930059100 275 11,100 SH Sole 11,100 0 0
Warnaco Group Inc/The Common Stock 934390402 250 5,000 SH Sole 5,000 0 0
Waste Connections Inc Common Stock 941053100 437 13,200 SH Sole 13,200 0 0
Weingarten Realty Investors REIT 948741103 310 14,200 SH Sole 14,200 0 0
Westar Energy Inc Common Stock 95709T100 389 13,500 SH Sole 13,500 0 0
Williams-Sonoma Inc Common Stock 969904101 474 12,300 SH Sole 12,300 0 0
WR Berkley Corp Common Stock 084423102 454 13,200 SH Sole 13,200 0 0
Zebra Technologies Corp Common Stock 989207105 225 6,300 SH Sole 6,300 0 0
3M CO Common Stock 88579Y101 629 7,700 SH Sole 7,700 0 0
ACCENTURE PLC-CL A Common Stock 045008479 617 11,600 SH Sole 11,600 0 0
ACE LTD Common Stock 037964964 533 7,600 SH Sole 7,600 0 0
AETNA INC Common Stock 00817Y108 354 8,400 SH Sole 8,400 0 0
AFLAC INC Common Stock 001055102 610 14,100 SH Sole 14,100 0 0
AIR PRODUCTS & CHEMICALS INC Common Stock 009158106 511 6,000 SH Sole 6,000 0 0
ALLSTATE CORP Common Stock 020002101 532 19,400 SH Sole 19,400 0 0
AMERICAN ELECTRIC POWER Common Stock 025537101 665 16,100 SH Sole 16,100 0 0
AMERICAN EXPRESS Common Stock 025816109 608 12,900 SH Sole 12,900 0 0
AMERISOURCEBERGEN CORP Common Stock 03073E105 461 12,400 SH Sole 12,400 0 0
7
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
APACHE CORP Common Stock 037411105 688 7,600 SH Sole 7,600 0 0
APPLIED MATERIALS INC Common Stock 038222105 126 11,800 SH Sole 11,800 0 0
APPLE INC Common Stock 037833100 628 1,550 SH Sole 1,550 0 0
ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 352 12,300 SH Sole 12,300 0 0
AT&T INC Common Stock 00206R102 3,744 123,800 SH Sole 37,600 0 0
AUTOMATIC DATA PROCESSING Common Stock 053015103 351 6,500 SH Sole 6,500 0 0
BANK OF NEW YORK MELLON CORP Common Stock 064058100 356 17,900 SH Sole 17,900 0 0
BECTON DICKINSON AND CO Common Stock 075887109 321 4,300 SH Sole 4,300 0 0
BLACKROCK Common Stock 09247X101 570 3,200 SH Sole 3,200 0 0
CA INC Common Stock 12673P105 594 29,400 SH Sole 29,400 0 0
CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 250 5,900 SH Sole 5,900 0 0
CARDINAL HEALTH INC Common Stock 14149Y108 447 11,000 SH Sole 11,000 0 0
CARNIVAL CORP Common Stock 143658300 166 5,100 SH Sole 5,100 0 0
CATERPILLAR INC Common Stock 149123101 562 6,200 SH Sole 6,200 0 0
CENTURYLINK INC Common Stock 156700106 446 12,000 SH Sole 12,000 0 0
CHEVRON CORP Common Stock 166764100 1,585 14,900 SH Sole 14,900 0 0
CISCO SYSTEMS INC Common Stock 17275R102 535 29,600 SH Sole 29,600 0 0
COMCAST CORP-CLASS A Common Stock 20030N101 806 34,000 SH Sole 34,000 0 0
CORNING INC Common Stock 219350105 482 37,100 SH Sole 37,100 0 0
COSTCO WHOLESALE CORP Common Stock 22160K105 308 3,700 SH Sole 3,700 0 0
COVIDIEN PLC Common Stock 060935297 464 10,300 SH Sole 10,300 0 0
CSX CORP Common Stock 126408103 552 26,200 SH Sole 26,200 0 0
CUMMINS INC Common Stock 231021106 396 4,500 SH Sole 4,500 0 0
CVS CAREMARK CORP Common Stock 126650100 742 18,200 SH Sole 18,200 0 0
DANAHER CORP Common Stock 235851102 470 10,000 SH Sole 10,000 0 0
DARDEN RESTAURANTS INC Common Stock 237194105 328 7,200 SH Sole 7,200 0 0
DEVON ENERGY CORPORATION Common Stock 25179M103 682 11,000 SH Sole 11,000 0 0
ELI LILLY & CO Common Stock 532457108 303 7,300 SH Sole 7,300 0 0
EMERSON ELECTRIC CO Common Stock 291011104 485 10,400 SH Sole 10,400 0 0
EXELON CORP Common Stock 30161N101 3,383 78,000 SH Sole 18,000 0 0
EXXON MOBIL CORP Common Stock 30231G102 5,052 59,603 SH Sole 27,400 0 0
FEDEX CORP Common Stock 31428X106 643 7,700 SH Sole 7,700 0 0
FIDELITY NATIONAL INFORMATIO Common Stock 31620M106 503 18,900 SH Sole 18,900 0 0
FREEPORT-MCMORAN COPPER Common Stock 35671D857 556 15,100 SH Sole 15,100 0 0
GENERAL DYNAMICS CORP Common Stock 369550108 571 8,600 SH Sole 8,600 0 0
HARRIS CORP Common Stock 413875105 162 4,500 SH Sole 4,500 0 0
HESS CORP Common Stock 42809H107 500 8,800 SH Sole 8,800 0 0
HEWLETT-PACKARD CO Common Stock 428236103 703 27,300 SH Sole 27,300 0 0
HOME DEPOT INC Common Stock 437076102 488 11,600 SH Sole 11,600 0 0
ILLINOIS TOOL WORKS Common Stock 452308109 551 11,800 SH Sole 11,800 0 0
INTEL CORP Common Stock 458140100 989 40,800 SH Sole 40,800 0 0
INTL BUSINESS MACHINES CORP Common Stock 459200101 1,287 7,000 SH Sole 7,000 0 0
JM SMUCKER CO/THE Common Stock 832696405 328 4,200 SH Sole 4,200 0 0
JOHNSON & JOHNSON Common Stock 478160104 3,843 58,600 SH Sole 22,000 0 0
JOHNSON CONTROLS INC Common Stock 478366107 363 11,600 SH Sole 11,600 0 0
KIMBERLY-CLARK CORP Common Stock 494368103 964 49,000 SH Sole 13,100 0 0
KOHLS CORP Common Stock 500255104 439 8,900 SH Sole 8,900 0 0
KRAFT FOODS INC-CLASS A Common Stock 50075N104 3,325 89,000 SH Sole 18,200 0 0
LOWE'S COS INC Common Stock 548661107 485 19,100 SH Sole 19,100 0 0
MARATHON OIL CORP Common Stock 565849106 972 33,200 SH Sole 33,200 0 0
8
FORM 13F INFORMATION TABLE (CONTINUED)
VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP VALUE SHRS OR SH/PRN PUT/CALL INVESTMENT OTHER SOLE SHARED NONE
(X$1000) PRN AMT DISCRETION MANAGER
MCDONALD'S CORP Common Stock 580135101 873 8,700 SH Sole 8,700 0 0
MEDTRONIC INC Common Stock 585055106 704 18,400 SH Sole 18,400 0 0
MERCK & CO. INC. Common Stock 58933Y105 3,766 99,900 SH Sole 24,500 0 0
MICROSOFT CORP Common Stock 594918104 1,503 57,900 SH Sole 57,900 0 0
MURPHY OIL CORP Common Stock 626717102 385 6,900 SH Sole 6,900 0 0
NATIONAL OILWELL VARCO INC Common Stock 637071101 1,013 14,900 SH Sole 14,900 0 0
NEXTERA ENERGY INC Common Stock 65339F101 688 11,300 SH Sole 11,300 0 0
NIKE INC -CL B Common Stock 654106103 347 3,600 SH Sole 3,600 0 0
NORTHERN TRUST CORP Common Stock 665859104 520 13,100 SH Sole 13,100 0 0
NYSE EURONEXT Common Stock 629491101 378 14,500 SH Sole 14,500 0 0
ORACLE CORP Common Stock 68389X105 274 10,700 SH Sole 10,700 0 0
PEABODY ENERGY CORP Common Stock 704549104 450 13,600 SH Sole 13,600 0 0
PEPSICO INC Common Stock 713448108 3,603 54,300 SH Sole 14,800 0 0
PFIZER INC Common Stock 717081103 1,078 49,800 SH Sole 49,800 0 0
PNC FINANCIAL SERVICES GROUP Common Stock 693475105 548 9,500 SH Sole 9,500 0 0
PPL CORPORATION Common Stock 69351T106 633 21,500 SH Sole 21,500 0 0
PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 303 12,300 SH Sole 12,300 0 0
PROCTER & GAMBLE CO/THE Common Stock 742718109 4,236 63,500 SH Sole 21,800 0 0
QUALCOMM INC Common Stock 747525103 689 12,600 SH Sole 12,600 0 0
RAYTHEON COMPANY Common Stock 755111507 648 13,400 SH Sole 13,400 0 0
REYNOLDS AMERICAN INC Common Stock 761713106 509 12,300 SH Sole 12,300 0 0
STAPLES INC Common Stock 855030102 479 34,500 SH Sole 34,500 0 0
STRYKER CORP Common Stock 863667101 482 9,700 SH Sole 9,700 0 0
TARGET CORP Common Stock 87612E106 907 17,700 SH Sole 17,700 0 0
TEXAS INSTRUMENTS INC Common Stock 882508104 469 16,100 SH Sole 16,100 0 0
TIME WARNER INC Common Stock 887317303 737 20,400 SH Sole 20,400 0 0
TORONTO-DOMINION BANK Common Stock 891160509 501 6,700 SH Sole 6,700 0 0
TJX COMPANIES INC Common Stock 872540109 484 7,500 SH Sole 7,500 0 0
TRAVELERS COS INC/THE Common Stock 89417E109 615 10,400 SH Sole 10,400 0 0
UNITED TECHNOLOGIES CORP Common Stock 913017109 621 8,500 SH Sole 8,500 0 0
UNITEDHEALTH GROUP INC Common Stock 91324P102 841 16,600 SH Sole 16,600 0 0
UNUM GROUP Common Stock 91529Y106 461 21,900 SH Sole 21,900 0 0
VERIZON COMMUNICATIONS INC Common Stock 92343V104 895 22,300 SH Sole 22,300 0 0
VISA Common Stock 92826C839 497 4,900 SH Sole 4,900 0 0
WALGREEN CO Common Stock 931422109 460 13,900 SH Sole 13,900 0 0
WAL-MART STORES INC Common Stock 931142103 1,195 20,000 SH Sole 20,000 0 0
WALT DISNEY CO/THE Common Stock 254687106 379 10,100 SH Sole 10,100 0 0
WELLS FARGO & CO Common Stock 949746101 1,050 38,100 SH Sole 38,100 0 0
XEROX CORP Common Stock 984121103 525 65,900 SH Sole 65,900 0 0
9