0000945621-11-000226.txt : 20111104
0000945621-11-000226.hdr.sgml : 20111104
20111104131803
ACCESSION NUMBER: 0000945621-11-000226
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110930
FILED AS OF DATE: 20111104
DATE AS OF CHANGE: 20111104
EFFECTIVENESS DATE: 20111104
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: CAPSTONE ASSET MANAGEMENT CO
CENTRAL INDEX KEY: 0000825204
IRS NUMBER: 760022831
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-02180
FILM NUMBER: 111180330
BUSINESS ADDRESS:
STREET 1: 5847 SAN FELIPE
STREET 2: SUITE 4100
CITY: HOUSTON
STATE: TX
ZIP: 77057
BUSINESS PHONE: 7132609000
MAIL ADDRESS:
STREET 1: 5847 SAN FELIPE
STREET 2: SUITE 4100
CITY: HOUSTON
STATE: TX
ZIP: 77044
13F-HR
1
camco13f1142011.txt
FORM 13F
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended:September 30, 2011
Check here if Amendment [ ]; Amendment Number: ________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: Capstone Asset Management Company
Address: 5847 San Felipe, Suite 4100
Houston, Texas 77057
Form 13F File Number: 28-2180
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Richard A. Nunn
Title: Sr. Vice President, Chief Compliance Officer
Phone: (713) 260-9000
Signature, Place, and Date of Signing:
/s/ Richard A. Nunn Houston, Texas November 4, 2011
[Signature] [City, State] [Date]
Report Type (check only one.):
[ X ] 13F HOLDINGS REPORT. (Check here if all holdings of
this reporting manager are reported in this report.)
[ ] 13F NOTICE. (Check here if no holdings reported are in
this report, and all holdings are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check here if a portion of
the holdings for this reporting manager are reported in this
report and a portion are reported by other reporting
manager(s).)
List of Other Managers Reporting for this Manager: NONE
CAPSTONE ASSET MANAGEMENT COMPANY
CAPSTONE ASSET MANAGEMENT COMPANY
FORM 13F SUMMARY PAGE
AS OF DATE: 09/30/11
RUN DATE: 10/10/11 01:17 P.M.
REPORT SUMMARY:
NUMBER OF OTHER INCLUDED MANAGERS: 0
FORM 13F INFORMATION TABLE ENTRY TOTAL: 1,405
FORM 13F INFORMATION TABLE VALUE TOTAL: $1,974,287,000
LIST OF OTHER INCLUDED MANAGERS:
NO. 13F FILE NUMBER NAME
PORTVUE-SEC13F.LNP CAPSTONE ASSET MANAGEMENT COMPANY PAGE 1
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M COMPANY COM 88579Y101 8095 112765 SH SOLE 7286 105426 53
A A R CORP COM 000361105 292 17530 SH SOLE 2950 14580 0
A B M INDS INC COM 000957100 420 22060 SH SOLE 4440 17620 0
A E S CORP COM 00130H105 752 77037 SH SOLE 24999 51628 410
A G L RESOURCES INC COM 001204106 2369 58141 SH SOLE 46053 12008 80
A K STEEL HOLDING CORP COM 001547108 113 17260 SH SOLE 14730 2450 80
A T M I INC COM 00207R101 214 13540 SH SOLE 1250 12290 0
A T & T INC COM 00206R102 20202 708328 SH SOLE 116768 586370 5190
ABAXIS INC COM 002567105 329 14380 SH SOLE 3610 10770 0
ABB LTD SPONSORED ADR COM 000375204 2020 118240 SH SOLE 31130 80370 6740
ABBOTT LABS COM 002824100 13107 256299 SH SOLE 62511 190953 2835
ABERCROMBIE & FITCH CO CL A COM 002896207 517 8395 SH SOLE 830 7495 70
ACADIA RLTY TR COM 004239109 352 18811 SH SOLE 2257 16554 0
ACCENTURE PLC COM G1151C101 3400 64540 SH SOLE 5450 58410 680
ACE LTD SHS COM H0023R105 2183 36020 SH SOLE 7670 28150 200
ACTUANT CORP CL A COM 00508X203 545 27570 SH SOLE 2720 24850 0
ADOBE SYSTEM INC COM 00724F101 1324 54795 SH SOLE 5280 48975 540
ADVANCED AUTO PTS INC COM 00751Y106 333 5730 SH SOLE 3680 1980 70
ADVANCED ENERGY INDS INC COM 007973100 145 16780 SH SOLE 1420 15360 0
ADVANCED MICRO DEVICES INC COM 007903107 439 86406 SH SOLE 33629 52457 320
AEGON NV ORD AMER REG COM 007924103 254 62718 SH SOLE 13680 45278 3760
AEROPOSTALE COM 007865108 112 10367 SH SOLE 9740 627 0
AEROVIRONMENT INC COM 008073108 205 7290 SH SOLE 680 6610 0
AETNA U S HEALTHCARE INC COM 00817Y108 1820 50084 SH SOLE 17108 32786 190
AFFILIATED MANAGERS GROUP INCO COM 008252108 260 3330 SH SOLE 2100 1200 30
AFFYMETRIX INC OC-CAP STK COM 00826T108 139 28350 SH SOLE 4370 23980 0
AFLAC INC COM 001055102 2835 81127 SH SOLE 5694 74158 1275
AGILENT TECHNOLOGIES INC COM 00846U101 1261 40344 SH SOLE 6591 33393 360
AGILYSYS INC COM 00847J105 312 43780 SH SOLE 36790 6990 0
AGNICO EAGLE MINES LTD COM 008474108 660 11081 SH SOLE 2910 7451 720
AGRIUM INC COM 008916108 628 9414 SH SOLE 2540 6374 500
AIR METHODS CORP COM 009128307 517 8120 SH SOLE 2780 5340 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 2894 37890 SH SOLE 2293 34852 745
AIRGAS INC COM 009363102 550 8612 SH SOLE 810 7692 110
AKAMAI TECHNOLOGIES INC COM 00971T101 562 28287 SH SOLE 11600 16527 160
ALBANY INTL CORP NEW CL A COM 012348108 208 11400 SH SOLE 1150 10250 0
ALBEMARLE CORP COM 012653101 319 7900 SH SOLE 3970 3810 120
ALCATEL ALSTHOM GENERALE ADR S COM 013904305 290 102649 SH SOLE 26530 69889 6230
ALCOA INC COM 013817101 999 104426 SH SOLE 18858 84898 670
ALEXANDRIA REAL EST EQTS INC COM 015271109 236 3850 SH SOLE 2670 1180 0
ALEXION PHARMACEUTICALS INC COM 015351109 287 4480 SH SOLE 0 4290 190
ALIGN TECHNOLOGY INC COM 016255101 614 40470 SH SOLE 8030 32440 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 365 9855 SH SOLE 810 8915 130
ALLEGIANT TRAVEL COM COM 01748X102 443 9410 SH SOLE 2050 7360 0
ALLERGAN INC COM 018490102 4796 58224 SH SOLE 7099 50719 406
ALLETE INC COM 018522300 454 12390 SH SOLE 1240 11150 0
ALLIANCE DATA SYS CORP COM 018581108 352 3800 SH SOLE 2420 1340 40
ALLIANT ENERGY CORP COM 018802108 265 6860 SH SOLE 4320 2410 130
ALLSCRIPTS HEALTHCARE SOLUT COM 01988P108 320 17770 SH SOLE 13706 3994 70
ALLSTATE CORP COM 020002101 1500 63336 SH SOLE 17284 45762 290
ALPHA NATURAL RESOURCES INC COM 02076X102 384 21699 SH SOLE 2210 19309 180
PORTVUE-SEC13F.LNP CAPSTONE PAGE 2
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ALTERA CORP COM 021441100 1167 37005 SH SOLE 7049 29616 340
ALTRIA GROUP INC COM 02209S103 3371 125747 SH SOLE 0 125747 0
ALUMINA LTD ADR SPONSORED COM 022205108 89 15770 SH SOLE 2600 12540 630
AMAZON COM INC COM 023135106 8765 40536 SH SOLE 6038 34133 365
AMCOL INTL CORP COM 02341W103 283 11790 SH SOLE 950 10840 0
AMEDISYS INC COM 023436108 239 16139 SH SOLE 4909 11230 0
AMEREN CORP COM 023608102 973 32679 SH SOLE 11590 20869 220
AMERICA MOVIL S A DE C V SPONS COM 02364W105 6235 282370 SH SOLE 67880 196870 17620
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 129 11005 SH SOLE 7990 2895 120
AMERICAN ELECTRIC POWER COM 025537101 1813 47684 SH SOLE 8919 38445 320
AMERICAN EXPRESS CO COM 025816109 4708 104847 SH SOLE 9820 94207 820
AMERICAN FINANCIAL GROUP INC COM 025932104 217 6995 SH SOLE 5480 1505 10
AMERICAN INTERNATIONAL GROUP I COM 026874784 828 37728 SH SOLE 3842 33706 180
AMERICAN PUBLIC EDUCATION INCO COM 02913V103 374 11000 SH SOLE 2280 8720 0
AMERICAN SCIENCE & ENGR INC COM 029429107 323 5290 SH SOLE 950 4340 0
AMERICAN STATES WATER CO COM 029899101 324 9540 SH SOLE 750 8790 0
AMERICAN TOWER CORP CL A COM 029912201 2581 47967 SH SOLE 8360 39197 410
AMERIPRISE FINANCIAL INC COM 03076C106 1080 27433 SH SOLE 6394 20949 90
AMERISOURCEBERGEN CORP COM 03073E105 1390 37301 SH SOLE 5004 31997 300
AMETEK INC COM 031100100 339 10293 SH SOLE 5965 4143 185
AMGEN INC COM 031162100 5015 91247 SH SOLE 10960 79867 420
AMN HEALTHCARE SERVICES INC COM 001744101 66 16420 SH SOLE 3190 13230 0
AMPHENOL CORP NEW CL A COM 032095101 866 21248 SH SOLE 4800 16258 190
AMSURG INC COM 03232P405 361 16050 SH SOLE 4400 11650 0
ANADARKO PETROLEUM CORP COM 032511107 2994 47486 SH SOLE 4504 41752 1230
ANALOG DEVICES INC COM 032654105 1139 36440 SH SOLE 7167 28933 340
ANALOGIC CORP COM 032657207 277 6110 SH SOLE 520 5590 0
ANDERSONS INC COM 034164103 302 8970 SH SOLE 740 8230 0
ANGLOGOLD LTD COM 035128206 1444 34920 SH SOLE 9280 22760 2880
ANHEUSER BUSCH INBEV SA/NV SPO COM 03524A108 1178 22240 SH SOLE 0 22240 0
ANIXTER INTL INC COM 035290105 584 12320 SH SOLE 1840 10480 0
ANSYS INC COM 03662Q105 356 7267 SH SOLE 4619 2568 80
AON CORP COM 037389103 1236 29447 SH SOLE 3136 26118 193
APACHE CORP COM 037411105 3069 38253 SH SOLE 3655 34276 322
APARTMENT INVT & MGMT CO COM 03748R101 239 10827 SH SOLE 1409 9408 10
APOGEE ENTERPRISES INC COM 037598109 162 18850 SH SOLE 8780 10070 0
APOLLO GROUP INC CL A COM 037604105 671 16948 SH SOLE 5256 11582 110
APOLLO INVT CORP COM SH BEN IN COM 03761U106 84 11200 SH SOLE 9930 1270 0
APPLE COMPUTER INC COM 037833100 39473 103517 SH SOLE 9980 92591 946
APPLIED INDL TECHNOLOGIES INC COM 03820C105 414 15252 SH SOLE 1420 13832 0
APPLIED MATERIALS INC COM 038222105 1371 132402 SH SOLE 13146 118376 880
APPROACH RESOURCES INC COM 03834A103 210 12380 SH SOLE 670 11710 0
APTARGROUP INC COM 038336103 223 4990 SH SOLE 2460 2420 110
AQUA AMERICA INC COM 03836W103 245 11378 SH SOLE 4810 6478 90
ARBITRON INC COM 03875Q108 535 16160 SH SOLE 3090 13070 0
ARCELORMITTAL SA LUXEMBOURG NY COM 03938L104 700 43969 SH SOLE 11690 29669 2610
ARCH CHEMICALS INC COM 03937R102 487 10380 SH SOLE 1030 9350 0
ARCH COAL INC COM 039380100 159 10890 SH SOLE 7670 3090 130
ARCHER DANIELS MIDLAND COM 039483102 2469 99532 SH SOLE 22133 76369 1030
ARKANSAS BEST CORP DEL COM 040790107 172 10650 SH SOLE 970 9680 0
ARM HLDGS PLC SPONSORED ADR COM 042068106 585 22929 SH SOLE 5760 15979 1190
PORTVUE-SEC13F.LNP CAPSTONE PAGE 3
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ARQULE INC COM 04269E107 200 39540 SH SOLE 23330 16210 0
ARRIS GROUP INC COM 04269Q100 518 50261 SH SOLE 7069 43192 0
ARROW ELECTRONICS INC COM 042735100 270 9720 SH SOLE 7500 2140 80
ASCENA RETAIL GROUP INC COM 04351G101 208 7671 SH SOLE 7218 453 0
ASHLAND INC COM 044209104 302 6838 SH SOLE 5370 1428 40
ASMLD HOLDINGS NV NY REG SHS COM N07059186 833 24118 SH SOLE 6185 16683 1250
ASSOCIATED BANC-CORP COM 045487105 110 11840 SH SOLE 9380 2440 20
ASSURANT INC COM 04621X108 795 22215 SH SOLE 12740 9435 40
ASTEC INDS INC COM 046224101 245 8380 SH SOLE 710 7670 0
ASTRAZENECA PLC ADR SPONSORED COM 046353108 1340 30206 SH SOLE 435 25061 4710
ATLANTIC TELE NETWORK INC NEW COM 049079205 236 7180 SH SOLE 2070 5110 0
ATMEL CORP COM 049513104 260 32270 SH SOLE 21880 10040 350
ATMOS ENERGY CORP COM 049560105 251 7730 SH SOLE 5320 2330 80
AU OPTRONICS CORP SPONSORED AD COM 002255107 349 88046 SH SOLE 19811 60885 7350
AUDIOVOX CORP CL A COM 050757103 167 30470 SH SOLE 23630 6840 0
AUTODESK INC COM 052769106 686 24682 SH SOLE 2421 22031 230
AUTOMATIC DATA PROCESSING COM 053015103 6394 135606 SH SOLE 48299 85967 1340
AUTONATION INC DEL COM 05329W102 490 14942 SH SOLE 9520 5372 50
AUTOZONE INC COM 053332102 1339 4195 SH SOLE 1553 2618 24
AVALONBAY COMMUNITIES INC COM 053484101 1088 9539 SH SOLE 1191 8308 40
AVERY DENNISON CORP COM 053611109 346 13793 SH SOLE 1376 12307 110
AVID TECHNOLOGY INC COM 05367P100 90 11676 SH SOLE 1120 10556 0
AVISTA CORP COM 05379B107 579 24280 SH SOLE 3920 20360 0
AVIVA PLC ADR COM 05382A104 714 76330 SH SOLE 19800 52270 4260
AVNET INC COM 053807103 298 11420 SH SOLE 8850 2490 80
AVON PRODUCTS INC COM 054303102 1123 57306 SH SOLE 5630 51216 460
AZZ INC COM 002474104 245 6330 SH SOLE 510 5820 0
B B & T CORP COM 054937107 1524 71449 SH SOLE 12269 58820 360
B E AEROSPACE INC COM 073302101 361 10900 SH SOLE 7110 3640 150
B M C SOFTWARE INC COM 055921100 935 24258 SH SOLE 6108 17960 190
B & G FOODS INC NEW CL A COM 05508R106 346 20750 SH SOLE 930 19820 0
BADGER METER INC COM 056525108 217 7500 SH SOLE 570 6930 0
BAIDU INC SPON ADR REP A COM 056752108 1235 11550 SH SOLE 2810 7910 830
BAKER HUGHES INC COM 057224107 1949 42230 SH SOLE 3972 37926 332
BALCHEM CORP COM 057665200 650 17415 SH SOLE 3735 13680 0
BALL CORP COM 058498106 1528 49262 SH SOLE 6462 41440 1360
BANCO BILBAO VIZCAYA ARGENTAAD COM 05946K101 1840 226334 SH SOLE 56940 157484 11910
BANCO BRADESCO S A SP ADR PFD COM 059460303 3807 257389 SH SOLE 62390 177870 17129
BANCO DE CHILE SPONSORED ADR COM 059520106 3902 55866 SH SOLE 41398 14085 383
BANCO SANTANDER BRASIL S A ADS COM 05967A107 317 43348 SH SOLE 6980 32558 3810
BANCO SANTANDER CENT HISPANIC COM 05964H105 3424 425812 SH SOLE 110390 291092 24330
BANCO SANTANDER CHILE NEW SP A COM 05965X109 469 6383 SH SOLE 2050 4033 300
BANK AMERICA CORP COM 060505104 5779 944338 SH SOLE 124341 815817 4180
BANK MONTREAL QUE COM 063671101 2081 37261 SH SOLE 10290 25091 1880
BANK MUTUAL CORP COM 063750103 78 29800 SH SOLE 14270 15530 0
BANK NOVA SCOTIA HALIFAX COM 064149107 6634 132286 SH SOLE 72978 55968 3340
BANK OF NEW YORK MELLON CORPOR COM 064058100 2133 114738 SH SOLE 11214 102954 570
BANK OF THE OZARKS INC COM 063904106 298 14240 SH SOLE 1260 12980 0
BARCLAYS PLC ADR COM 06738E204 1478 151115 SH SOLE 38730 104245 8140
BARD, C R INC COM 067383109 1739 19870 SH SOLE 1410 18095 365
BARNES GROUP INC COM 067806109 357 18570 SH SOLE 2090 16480 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 4
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
BARNES & NOBLE INC COM 067774109 148 12530 SH SOLE 12270 260 0
BARRICK GOLD CORP COM 067901108 2522 54055 SH SOLE 16110 37255 690
BASIC ENERGY SVCS INC NEW COM 06985P100 181 12750 SH SOLE 880 11870 0
BAXTER INTL INC COM 071813109 5747 102371 SH SOLE 28856 72370 1145
BCE INC COM 05534B760 2086 55690 SH SOLE 17675 35115 2900
BECTON DICKINSON & CO COM 075887109 1236 16854 SH SOLE 165 16029 660
BED BATH & BEYOND INC COM 075896100 1755 30626 SH SOLE 6439 23927 260
BELDEN CDT INC COM 077454106 565 21925 SH SOLE 1750 20175 0
BEMIS INC COM 081437105 409 13944 SH SOLE 1367 12477 100
BENCHMARK ELECTRS INC COM 08160H101 366 28165 SH SOLE 6410 21755 0
BERKLEY W R CORP COM 084423102 254 8567 SH SOLE 6250 2217 100
BERKSHIRE HATHAWAY INC DEL CL COM 084670702 11197 157619 SH SOLE 15886 140993 740
BEST BUY INC COM 086516101 705 30260 SH SOLE 3024 27016 220
BHP BILLITON LTD SPONSORED ADR COM 088606108 6983 105108 SH SOLE 37113 63265 4730
BHP BILLITON PLC SPONSORED ADR COM 05545E209 2963 55829 SH SOLE 14480 38229 3120
BIG 5 SPORTING GOODS CORP COM 08915P101 63 10350 SH SOLE 1350 9000 0
BIG LOTS INC COM 089302103 235 6747 SH SOLE 598 6109 40
BIGLARI HOLDINGS INC COM COM 08986R101 266 897 SH SOLE 227 670 0
BIOGEN IDEC INC COM 09062X103 2870 30809 SH SOLE 6438 24121 250
BIOMED REALTY TRUST INC COM 09063H107 971 58570 SH SOLE 5220 53350 0
BIO-REFERENCE LABS INC COM 09057G602 326 17710 SH SOLE 5920 11790 0
BJS RESTAURANTS INC COM COM 09180C106 472 10710 SH SOLE 0 10710 0
BLACK BOX CORP COM 091826107 208 9730 SH SOLE 2680 7050 0
BLACKBAUD INC COM 09227Q100 1630 73209 SH SOLE 43659 29550 0
BLACKROCK INC CL A COM 09247X101 1469 9927 SH SOLE 1006 8866 55
BLOCK H & R INC COM 093671105 445 33410 SH SOLE 3259 29821 330
BLUE COAT SYS INC COM 09534T508 391 28150 SH SOLE 7470 20680 0
BLUE NILE INC COM 09578R103 322 9120 SH SOLE 1910 7210 0
BLYTH INC COM NEW COM 09643P207 241 4347 SH SOLE 2252 2095 0
BOEING CO COM 097023105 3391 56043 SH SOLE 6949 49094 0
BORG WARNER INC COM 099724106 416 6870 SH SOLE 4050 2720 100
BOSTON BEER INC CL A COM 100557107 307 4220 SH SOLE 0 4220 0
BOSTON PRIVATE FINL HLDGS INC COM 101119105 188 31900 SH SOLE 6620 25280 0
BOSTON PROPERTIES INC COM 101121101 1372 15400 SH SOLE 1590 13670 140
BOSTON SCIENTIFIC CORP COM 101137107 943 159637 SH SOLE 30096 128691 850
BOTTOMLINE TECH DEL INC COM COM 101388106 435 21610 SH SOLE 5760 15850 0
BP PLC ADR COM 055622104 5452 151148 SH SOLE 43870 105398 1880
BRADY W H CO CL A COM 104674106 585 22130 SH SOLE 2040 20090 0
BRF-BRASIL FOODS S A SPONSORED COM 10552T107 1698 96880 SH SOLE 24400 66320 6160
BRIGGS & STRATTON CORP COM 109043109 312 23090 SH SOLE 4880 18210 0
BRIGHTPOINT INC COM 109473405 320 34692 SH SOLE 10590 24102 0
BRISTOL MYERS SQUIBB CO COM 110122108 6741 214834 SH SOLE 10362 200932 3540
BRISTOW GROUP INC COM 110394103 650 15330 SH SOLE 1990 13340 0
BRITISH AMERN TOB PLC SPONSORE COM 110448107 818 9660 SH SOLE 0 9660 0
BROADCOM CORP COM 111320107 1888 56705 SH SOLE 11199 44966 540
BROOKFIELD ASSET MGMT INC CL A COM 112585104 828 30066 SH SOLE 7842 20714 1510
BROOKLINE BANCORP INC DEL COM 11373M107 181 23470 SH SOLE 4000 19470 0
BROOKS AUTOMATION INC COM 114340102 242 29670 SH SOLE 7000 22670 0
BROWN FORMAN CORP CL B COM 115637209 503 7167 SH SOLE 0 7167 0
BROWN SHOE INC COM 115736100 167 23404 SH SOLE 7725 15679 0
BRUNSWICK CORP COM 117043109 576 41010 SH SOLE 3440 37570 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 5
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
BT GROUP PLC ADR COM 05577E101 1248 46838 SH SOLE 13120 31348 2370
BUCKEYE TECHNOLOGIES INC COM 118255108 619 25660 SH SOLE 6290 19370 0
BUCKLE INC COM 118440106 632 16420 SH SOLE 3675 12745 0
BUFFALO WILD WINGS INC COM 119848109 518 8670 SH SOLE 0 8670 0
C E C ENTERTAINMENT INC COM 125137109 385 13510 SH SOLE 3720 9790 0
C H ENERGY GROUP INC COM 12541M102 353 6770 SH SOLE 980 5790 0
C H ROBINSON WORLDWIDE INC COM 12541W209 2048 29906 SH SOLE 1170 28176 560
C M S ENERGY CORP COM 125896100 658 33274 SH SOLE 11726 21468 80
C R E E INC COM 225447101 213 8200 SH SOLE 6410 1770 20
C S G SYSTEMS INTL INC COM 126349109 266 21060 SH SOLE 5050 16010 0
C S X CORP COM 126408103 2194 117496 SH SOLE 11196 105100 1200
C T S CORP COM 126501105 117 14330 SH SOLE 2080 12250 0
C V S CAREMARK CORP COM 126650100 5386 160358 SH SOLE 22277 136656 1425
CA INC COM 12673P105 799 41143 SH SOLE 4668 36165 310
CABELAS INC COM 126804301 527 25720 SH SOLE 6360 19360 0
CABLEVISION SYS CORP CL A SHS COM 12686C109 487 30950 SH SOLE 11550 19210 190
CABOT MICROELECTRONICS CORP COM 12709P103 386 11210 SH SOLE 750 10460 0
CABOT OIL & GAS CORP COM 127097103 644 10396 SH SOLE 870 9386 140
CACI INTL INC CL A COM 127190304 683 13680 SH SOLE 2530 11150 0
CADENCE DESIGNS SYSTEMS INC COM 127387108 151 16290 SH SOLE 10070 6200 20
CAL MAINE FOODS INC COM 128030202 201 6380 SH SOLE 730 5650 0
CALGON CARBON CORP COM 129603106 365 25020 SH SOLE 2170 22850 0
CALLAWAY GOLF CO COM 131193104 184 35560 SH SOLE 12370 23190 0
CAMBREX CORP COM 132011107 70 13970 SH SOLE 13490 480 0
CAMDEN PPTY TR SH BEN INT COM 133131102 259 4680 SH SOLE 2800 1840 40
CAMECO CORP COM 13321L108 357 19512 SH SOLE 5200 13332 980
CAMERON INTRNATIONAL CORP COM 13342B105 1299 31283 SH SOLE 8020 23003 260
CAMPBELL SOUP CO COM 134429109 2644 81668 SH SOLE 47478 33920 270
CANADIAN NAT RES LTD COM 136385101 1680 57388 SH SOLE 14470 39478 3440
CANADIAN NATL RY CO COM 136375102 4030 60529 SH SOLE 33583 25426 1520
CANADIAN PAC RY LTD COM 13645T100 565 11748 SH SOLE 3310 7888 550
CANON INC ADR COM 138006309 5949 131451 SH SOLE 71115 56946 3390
CAPELLA EDUCATION COMPANY COM 139594105 272 9590 SH SOLE 1700 7890 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1997 50396 SH SOLE 13330 36886 180
CARDINAL HEALTH INC COM 14149Y108 2256 53876 SH SOLE 13821 39785 270
CARDTRONICS INC COM COM 14161H108 425 18530 SH SOLE 4270 14260 0
CAREFUSION CORP COM COM 14170T101 669 27916 SH SOLE 8269 19537 110
CARMAX INC COM 143130102 665 27870 SH SOLE 9700 18070 100
CARNIVAL PAIRED CERTIFICATES COM 143658300 1308 43170 SH SOLE 5472 37478 220
CARNIVAL PLC ADR COM 14365C103 375 12171 SH SOLE 3360 8231 580
CARTER HLDGS INC COM 146229109 955 31280 SH SOLE 3600 27680 0
CASEYS GENERAL STORES INC COM 147528103 716 16410 SH SOLE 2200 14210 0
CASH AMERICAN INTL INC COM 14754D100 863 16860 SH SOLE 2920 13940 0
CATALYST HEALTH SOLUTIONS INC COM 14888B103 297 5140 SH SOLE 3760 1350 30
CATERPILLAR INC COM 149123101 6626 89736 SH SOLE 6127 82359 1250
CATO CORP NEW CL A COM 149205106 317 14045 SH SOLE 1300 12745 0
CBEYOND INC COM 149847105 132 18700 SH SOLE 4760 13940 0
CBS CORP 6.750% 03/27/56 PREFERRED STOCKS 124857400 1863 73926 SH SOLE 11624 58297 4005
CBS CORP NEW CL B COM 124857202 1362 66850 SH SOLE 16388 50162 300
CDN IMPERIAL BK OF COMMERCE COM 136069101 1837 26304 SH SOLE 7450 17494 1360
CEDAR SHOPPING CTRS INC COM NE COM 150602209 85 27450 SH SOLE 9480 17970 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 6
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
CELGENE CORP COM 151020104 8006 129316 SH SOLE 15439 111319 2558
CEMEX S A SPONSORED ADR COM 151290889 366 115837 SH SOLE 23539 83206 9092
CENOVUS ENERGY INC COM COM 15135U109 1270 41352 SH SOLE 10010 28412 2930
CENTENE CORP DEL COM 15135B101 706 24610 SH SOLE 6560 18050 0
CENTERPOINT ENERGY INC COM 15189T107 1048 53393 SH SOLE 14053 38920 420
CENTRAIS ELETRICAS BRASILEIRAD COM 15234Q207 252 28732 SH SOLE 9630 18312 790
CENTRAL GARDEN & PET CO CL A N COM 153527205 223 31510 SH SOLE 10670 20840 0
CENTRAL VERMONT PUBLIC SERVICE COM 155771108 316 8970 SH SOLE 3950 5020 0
CENTURY ALUM CO COM 156431108 225 25130 SH SOLE 2280 22850 0
CENTURYLINK INC COM 156700106 2959 89347 SH SOLE 33354 55780 213
CEPHALON INC COM 156708109 679 8414 SH SOLE 1270 7114 30
CERADYNE INC CALIF COM 156710105 274 10200 SH SOLE 900 9300 0
CERNER CORP COM 156782104 1303 19010 SH SOLE 5400 13460 150
CEVA INC COM 157210105 376 15450 SH SOLE 4510 10940 0
CF INDS HLDGS INC COM 125269100 1220 9888 SH SOLE 3383 6436 69
CHECKPOINT SYSTEM INC COM 162825103 216 15890 SH SOLE 1600 14290 0
CHEMED CORPORATION COM 16359R103 425 7730 SH SOLE 1900 5830 0
CHESAPEAKE ENERGY CORP COM 165167107 1573 61579 SH SOLE 5930 55209 440
CHEVRON CORPORATION COM 166764100 22669 244833 SH SOLE 41058 203775 0
CHICOS F A S INC COM 168615102 199 17410 SH SOLE 13470 3790 150
CHILDRENS PL RETAIL STORES COM 168905107 559 12010 SH SOLE 1120 10890 0
CHINA LIFE INS CO LTD SPON ADR COM 16939P106 2447 68900 SH SOLE 17000 47530 4370
CHINA MOBILE HONG KONG LTD ADR COM 16941M109 7390 151710 SH SOLE 37780 104230 9700
CHINA PETE & CHEM CORP SPON AD COM 16941R108 5627 58734 SH SOLE 35422 22122 1190
CHINA TELECOM CORP LTD SPON AD COM 169426103 842 13607 SH SOLE 3360 9247 1000
CHINA UNICOM LTD SPONSORED ADR COM 16945R104 875 42907 SH SOLE 9935 29812 3160
CHIPOTLE MEXICAN GRILL INC CL COM 169656105 1586 5235 SH SOLE 2238 2968 29
CHRISTOPHER & BANKS CORP COM 171046105 94 26505 SH SOLE 13990 12515 0
CHUBB CORP COM 171232101 3714 61912 SH SOLE 5995 54752 1165
CHUNGHWA TELECOM CO LTD SPON A COM 17133Q502 2320 70307 SH SOLE 19005 46938 4364
CHURCH & DWIGHT CO COM 171340102 416 9416 SH SOLE 5460 3776 180
CIBER INC COM 17163B102 217 71740 SH SOLE 47940 23800 0
CIGNA CORP COM 125509109 1588 37861 SH SOLE 13226 24505 130
CIMAREX ENERGY CO COM 171798101 274 4920 SH SOLE 3270 1550 100
CINCINNATI BELL COM 171871106 120 38780 SH SOLE 12990 25790 0
CINCINNATI FINANCIAL CORP COM 172062101 611 23200 SH SOLE 7606 15474 120
CINTAS CORP COM 172908105 365 12986 SH SOLE 1360 11536 90
CIRCOR INTL INC COM 17273K109 238 8090 SH SOLE 580 7510 0
CIRRUS LOGIC INC COM 172755100 610 41410 SH SOLE 10340 31070 0
CISCO SYSTEMS INC COM 17275R102 9248 596613 SH SOLE 52593 541327 2693
CITIGROUP INC COM 172967424 6804 265639 SH SOLE 31001 233511 1127
CITRIX SYSTEMS INC COM 177376100 1294 23723 SH SOLE 5818 17725 180
CLARCOR INC COM 179895107 976 23590 SH SOLE 1910 21680 0
CLEARWATER PAPER CORP COM COM 18538R103 332 9780 SH SOLE 950 8830 0
CLIFFS NATURAL RESOURCES INC COM 18683K101 1356 26500 SH SOLE 1499 24789 212
CLOROX CO COM 189054109 1450 21865 SH SOLE 2622 18908 335
CME GROUP INC COM 12572Q105 1533 6221 SH SOLE 598 5601 22
CNOOC LTD SPONSORED ADR COM 126132109 6378 39787 SH SOLE 20068 18225 1494
COACH INC COM 189754104 3287 63428 SH SOLE 11193 51829 406
COCA COLA CO COM 191216100 22270 329636 SH SOLE 48322 277733 3581
COCA-COLA ENTERPRISES INC NEW COM 19122T109 1260 50637 SH SOLE 17279 33038 320
PORTVUE-SEC13F.LNP CAPSTONE PAGE 7
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
COGNEX CORP COM 192422103 515 19000 SH SOLE 1460 17540 0
COGNIZANT TECHNLGY SLTNS COR COM 192446102 2463 39284 SH SOLE 9943 29031 310
COINSTAR INC COM 19259P300 731 18280 SH SOLE 3370 14910 0
COLDWATER CREEK INC COM 193068103 36 28400 SH SOLE 14390 14010 0
COLGATE PALMOLIVE CO COM 194162103 5927 66841 SH SOLE 5462 60599 780
COLONIAL PPTYS TR COM 195872106 679 37380 SH SOLE 3380 34000 0
COLUMBIA BKG SYS INC COM 197236102 225 15720 SH SOLE 1480 14240 0
COMCAST CORP 6.625% 05/15/56 PREFERRED STOCKS 20030N507 1687 64379 SH SOLE 11255 49164 3960
COMCAST CORP CL A COM 20030N101 5322 254385 SH SOLE 1931 250544 1910
COMERICA INC COM 200340107 370 16118 SH SOLE 1374 14684 60
COMFORT SYS USA INC COM COM 199908104 170 20440 SH SOLE 7130 13310 0
COMMUNITY BK SYS INC COM 203607106 367 16180 SH SOLE 1320 14860 0
COMMVAULT SYSTEMS INC COM 204166102 961 25920 SH SOLE 5070 20850 0
COMP PARANAENSE DE ENERGIA ADR COM 20441B407 356 19570 SH SOLE 6410 12430 730
COMPANHIA DE BEBIDAS DAS AMESP COM 20441W203 1200 39150 SH SOLE 1230 37920 0
COMPANHIA ENERGETICA DE MINASP COM 204409601 2730 183974 SH SOLE 111689 67681 4604
COMPANHIA SIDERURGICA NACIONSP COM 20440W105 3862 486415 SH SOLE 334247 144768 7400
COMPANIA DE MINAS BUENAVENTUSP COM 204448104 1032 27334 SH SOLE 6520 18954 1860
COMPASS MINERALS INTL INC COM 20451N101 202 3020 SH SOLE 1820 1140 60
COMPUTER PROGRAMS & SYS INC COM 205306103 365 5520 SH SOLE 290 5230 0
COMPUTER SCIENCES CORP COM 205363104 608 22634 SH SOLE 10195 12369 70
COMPUWARE CORP COM 205638109 109 14285 SH SOLE 4705 9580 0
COMSCORE INC COM 20564W105 301 17870 SH SOLE 5610 12260 0
COMTECH TELECOMM CORP COM 205826209 335 11920 SH SOLE 1960 9960 0
CONAGRA INC COM 205887102 2769 114345 SH SOLE 60081 53984 280
CONMED CORP COM 207410101 289 12580 SH SOLE 2230 10350 0
CONOCO PHILLIPS COM 20825C104 10583 167130 SH SOLE 35203 131927 0
CONSOL ENERGY INC COM 20854P109 891 26269 SH SOLE 4700 21299 270
CONSOLIDATED EDISON INC COM 209115104 1932 33875 SH SOLE 6239 27416 220
CONSOLIDATED GRAPHICS INC COM 209341106 271 7430 SH SOLE 2290 5140 0
CONSTELLATION BRANDS COM 21036P108 225 12499 SH SOLE 0 12499 0
CONSTELLATION ENERGY GROUP INC COM 210371100 1661 43648 SH SOLE 25291 18217 140
CONTANGO OIL & GAS COMPANY NEW COM 21075N204 429 7850 SH SOLE 1600 6250 0
CONTINENTAL RESOURCES INC COM 212015101 434 8963 SH SOLE 147 8656 160
COPART INC COM 217204106 216 5525 SH SOLE 3770 1685 70
CORELOGIC INC COM COM 21871D103 175 16395 SH SOLE 14550 1795 50
CORINTHIAN COLLEGES INC COM 218868107 104 67150 SH SOLE 38790 28360 0
CORN PRODUCTS INTL INC COM 219023108 212 5400 SH SOLE 2870 2470 60
CORNING INC COM 219350105 1807 146160 SH SOLE 16619 128721 820
CORVEL CORP COM 221006109 224 5280 SH SOLE 1960 3320 0
COSTCO WHOLESALE CORP COM 22160K105 3842 46780 SH SOLE 6930 39390 460
COVANCE INC COM 222816100 214 4710 SH SOLE 2710 1950 50
COVENTRY HEALTH CARE INC COM 222862104 1066 37008 SH SOLE 23616 13312 80
COVIDIEN PLC COM G2554F113 2199 49870 SH SOLE 4790 44660 420
CRACKER BARREL OLD COUNTRY STO COM 22410J106 560 13990 SH SOLE 2830 11160 0
CREDICORP LTD COM COM G2519Y108 314 3405 SH SOLE 870 2345 190
CREDIT SUISSE GROUP ADR SPONSO COM 225401108 1373 52319 SH SOLE 13150 36409 2760
CRH PLC ADR COM 12626K203 553 35623 SH SOLE 8650 24993 1980
CROCS INC COM 227046109 1223 51650 SH SOLE 9950 41700 0
CROSS CTRY HEALTHCARE INC COM 227483104 92 21940 SH SOLE 10920 11020 0
CROWN CASTLE INTL CORP COM 228227104 252 6186 SH SOLE 0 5906 280
PORTVUE-SEC13F.LNP CAPSTONE PAGE 8
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
CRYOLIFE INC COM 228903100 57 12770 SH SOLE 830 11940 0
CTRIP COM INTL LTD AMERICAN DE COM 22943F100 417 12953 SH SOLE 3160 8863 930
CUBIC CORP COM 229669106 301 7700 SH SOLE 570 7130 0
CUBIST PHARMACEUTICALS INC COM 229678107 1183 33480 SH SOLE 5220 28260 0
CULLEN FROST BANKERS INC COM 229899109 1520 33147 SH SOLE 25546 7571 30
CUMMINS ENGINE INC COM 231021106 1818 22257 SH SOLE 3632 18425 200
CURTISS WRIGHT CORP COM 231561101 573 19890 SH SOLE 2710 17180 0
CYBERONICS INC COM 23251P102 436 15400 SH SOLE 3650 11750 0
CYMER INC COM 232572107 507 13640 SH SOLE 1000 12640 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 152 10150 SH SOLE 6170 3850 130
D P L INC COM 233293109 225 7480 SH SOLE 5000 2360 120
D R HORTON INC COM 23331A109 368 40702 SH SOLE 17896 22696 110
D T E ENERGY CO COM 233331107 1040 21221 SH SOLE 6410 14671 140
DAKTRONICS INC COM 234264109 134 15610 SH SOLE 1550 14060 0
DANAHER CORP COM 235851102 3383 80665 SH SOLE 5260 73990 1415
DARDEN RESTAURANTS INC COM 237194105 1446 33824 SH SOLE 7470 25764 590
DARLING INTL INC COM 237266101 832 66090 SH SOLE 11620 54470 0
DAVITA INC COM 23918K108 705 11253 SH SOLE 1450 9703 100
DEALERTRACK HLDGS INC COM 242309102 304 19380 SH SOLE 1670 17710 0
DEAN FOODS INC COM 242370104 818 92266 SH SOLE 76240 15906 120
DECKERS OUTDOOR CORP COM 243537107 364 3910 SH SOLE 3020 860 30
DEERE & CO COM 244199105 4686 72569 SH SOLE 8221 63188 1160
DELL INC COM 24702R101 2439 172513 SH SOLE 22999 147954 1560
DELPHI FINANCIAL GROUP INC CL COM 247131105 559 25955 SH SOLE 4795 21160 0
DELTA AIR LINES INC DEL NEW COM 247361702 128 17017 SH SOLE 0 16177 840
DELTIC TIMBER CORP COM 247850100 312 5230 SH SOLE 550 4680 0
DENBURY RES INC COM 247916208 470 40863 SH SOLE 3810 36599 454
DENTSPLY INTL INC COM 249030107 633 20631 SH SOLE 3060 17401 170
DEUTSCHE BANK AG ORD COM D18190898 1626 46989 SH SOLE 11810 32699 2480
DEVON ENERGY CORP COM 25179M103 2213 39925 SH SOLE 3943 35642 340
DEVRY INC COM 251893103 381 10320 SH SOLE 4760 5510 50
DG FASTCHANNEL INC COM 23326R109 244 14380 SH SOLE 2750 11630 0
DIAGEO PLC ADR SPONSORED COM 25243Q205 1469 19345 SH SOLE 0 19345 0
DIAMOND FOODS INC COM 252603105 810 10150 SH SOLE 820 9330 0
DIAMOND OFFSHORE DRILLNG INC COM 25271C102 599 10934 SH SOLE 4140 6674 120
DIAMONDROCK HOSPITALITY CO COM 252784301 502 71862 SH SOLE 7410 64452 0
DICKS SPORTING GOODS INC COM 253393102 264 7900 SH SOLE 5820 2020 60
DIGI INTL INC COM 253798102 128 11620 SH SOLE 3130 8490 0
DIME CMNTY BANCORP INC COM 253922108 123 12190 SH SOLE 1490 10700 0
DINEEQUITY INC COM 254423106 421 10950 SH SOLE 3180 7770 0
DIODES INC COM 254543101 399 22245 SH SOLE 4650 17595 0
DIRECTV CLASS A COM 25490A101 6747 159614 SH SOLE 9408 146816 3390
DISCOVER FINANCIAL SERVICES COM 254709108 1302 56748 SH SOLE 10745 45763 240
DISCOVERY COMMUNICATNS NEW COM COM 25470F104 1591 42287 SH SOLE 13670 28307 310
DISNEY WALT CO COM 254687106 8633 286225 SH SOLE 25702 255824 4699
DOLAN MEDIA CO COM 25659P402 262 29190 SH SOLE 14860 14330 0
DOLLAR TREE INC COM 256746108 658 8761 SH SOLE 5565 3071 125
DOMINION RESOURCES INC VA COM 25746U109 2765 54457 SH SOLE 6475 47622 360
DONALDSON INC COM 257651109 320 5842 SH SOLE 2820 2942 80
DONNELLEY R R & SONS CO COM 257867101 520 36857 SH SOLE 18530 18187 140
DOVER CORP COM 260003108 3048 65412 SH SOLE 2052 62234 1126
PORTVUE-SEC13F.LNP CAPSTONE PAGE 9
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
DOW CHEMICAL CORP COM 260543103 2376 105779 SH SOLE 10842 94407 530
DR PEPPER SNAPPLE GROUP INC CO COM 26138E109 1897 48914 SH SOLE 8922 39665 327
DRESSER-RAND GROUP INC COM 261608103 280 6910 SH SOLE 4850 1930 130
DTS INC COM 23335C101 261 10500 SH SOLE 2000 8500 0
DU PONT E I DE NEMOURS & CO COM 263534109 5475 136973 SH SOLE 14936 120137 1900
DUKE ENERGY CORP COM 26441C105 2483 124231 SH SOLE 19106 104405 720
DUKE REALTY CORP COM 264411505 142 13510 SH SOLE 10230 3280 0
DUN & BRADSTREET CORP DEL COM 26483E100 323 5276 SH SOLE 640 4596 40
DYCOM INDS INC COM 267475101 266 17360 SH SOLE 4550 12810 0
E M C CORP MASS COM 268648102 6318 300989 SH SOLE 31869 266656 2464
E O G RESOURCES INC COM 26875P101 2201 31002 SH SOLE 2498 28134 370
EAGLE MATLS INC COM 26969P108 330 19820 SH SOLE 1730 18090 0
EASTGROUP PPTYS INC COM 277276101 495 12970 SH SOLE 890 12080 0
EASTMAN CHEMICAL CO COM 277432100 435 12708 SH SOLE 0 12508 200
EASTMAN KODAK COM 277461109 10 12390 SH SOLE 10710 1680 0
EATON CORP COM 278058102 2100 59150 SH SOLE 3340 54620 1190
EBAY INC COM 278642103 3162 107209 SH SOLE 819 105520 870
EBIX INC COM NEW COM 278715206 373 25390 SH SOLE 7150 18240 0
ECOLAB INC COM 278865100 2140 43776 SH SOLE 2771 40155 850
ECOPETROL S A SPONSORED ADS COM 279158109 982 24375 SH SOLE 5000 17235 2140
EDISON INTL COM 281020107 1481 38712 SH SOLE 7654 30838 220
EDWARDS LIFESCIENCES CORP COM 28176E108 1171 16430 SH SOLE 4510 11800 120
EHEALTH INC COM COM 28238P109 196 14380 SH SOLE 4050 10330 0
EL PASO CORPORATION COM 28336L109 1351 77264 SH SOLE 7299 69035 930
EL PASO ELEC CO COM 283677854 618 19250 SH SOLE 1610 17640 0
ELAN CORP PLC ADR COM 284131208 459 43595 SH SOLE 14570 27185 1840
ELDORADO GOLD CORP NEW COM 284902103 571 33295 SH SOLE 9050 22205 2040
ELECTRO SCIENTIFIC INDS INC COM 285229100 131 11010 SH SOLE 1040 9970 0
ELECTRONIC ARTS INC COM 285512109 573 28021 SH SOLE 275 27396 350
EMBRAER SA SP ADR COM 29082A107 240 9466 SH SOLE 2930 6036 500
EMCOR GROUP INC COM 29084Q100 612 30100 SH SOLE 5880 24220 0
EMERSON ELEC CO COM 291011104 8128 196758 SH SOLE 14250 178614 3894
EMPLOYERS HOLDINGS INC COM 292218104 216 16890 SH SOLE 2200 14690 0
EMPRESA NACIONAL DE ELCTRCIDSP COM 29244T101 1675 38649 SH SOLE 11420 24939 2290
ENBRIDGE INC COM 29250N105 4328 135556 SH SOLE 78161 54075 3320
ENCANA CORP COM 292505104 794 41315 SH SOLE 9950 28535 2830
ENDO PHARMACEUTICALS HLDGS COM 29264F205 258 9210 SH SOLE 6920 2180 110
ENERGEN CORP COM 29265N108 202 4930 SH SOLE 2630 2130 170
ENERGIZER HOLDINGS INC COM 29266R108 270 4070 SH SOLE 2710 1340 20
ENERPLUS CORPORATION COM 292766102 293 11931 SH SOLE 2260 8291 1380
ENERSIS S A SPONSORED ADR COM 29274F104 729 43114 SH SOLE 13240 27584 2290
ENI S P A ADR SPONSORED COM 26874R108 2929 83367 SH SOLE 21340 57277 4750
ENPRO INDS INC COM 29355X107 323 10890 SH SOLE 760 10130 0
ENSIGN GROUP INC COM COM 29358P101 238 10310 SH SOLE 3920 6390 0
ENTERGY CORP COM 29364G103 2416 36446 SH SOLE 4170 31371 905
ENTERTAINMENT PPTYS TR SH BEN COM 29380T105 875 22449 SH SOLE 1870 20579 0
ENTROPIC COMMUNICATIONS INC CO COM 29384R105 191 46250 SH SOLE 15570 30680 0
ENZO BIOCHEM INC COM 294100102 71 27559 SH SOLE 11740 15819 0
EPIQ SYS INC COM 26882D109 168 13415 SH SOLE 2025 11390 0
EQT CORP COM COM 26884L109 788 14769 SH SOLE 1150 13459 160
EQUIFAX INC COM 294429105 416 13517 SH SOLE 1700 11737 80
PORTVUE-SEC13F.LNP CAPSTONE PAGE 10
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
EQUINIX INC COM 29444U502 351 3952 SH SOLE 2620 1302 30
ERESEARCHTECHNOLOGY INC COM 29481V108 92 20680 SH SOLE 3310 17370 0
ERICSSON L M TEL CO COM 294821608 1541 161339 SH SOLE 44920 107379 9040
ESCO TECHNOLOGIES INC COM 296315104 310 12150 SH SOLE 960 11190 0
ESSEX PPTY TR COM 297178105 274 2280 SH SOLE 1210 1050 20
ETABLISSEMENTS DELHAIZE FRERSP COM 29759W101 2165 37045 SH SOLE 23834 12581 630
ETHAN ALLEN INTERIORS INC COM 297602104 162 11870 SH SOLE 1200 10670 0
ETRADE FINANCIAL CORP COM NEW COM 269246401 153 16743 SH SOLE 1998 14705 40
EVEREST RE GROUP LTD COM G3223R108 416 5240 SH SOLE 3810 1400 30
EXAR CORP COM 300645108 108 18850 SH SOLE 1430 17420 0
EXELON CORP COM 30161N101 2734 64154 SH SOLE 6892 56872 390
EXPEDIA INC DEL COM 30212P105 954 37043 SH SOLE 18450 18433 160
EXPEDITORS INTL WASHINGTON INC COM 302130109 1611 39723 SH SOLE 1600 37248 875
EXPONENT INC COM 30214U102 363 8780 SH SOLE 2030 6750 0
EXPRESS SCRIPTS INC CL A COM 302182100 2284 61624 SH SOLE 9957 51157 510
EXTRA SPACE STORAGE INC COM 30225T102 785 42130 SH SOLE 3630 38500 0
EXXON MOBIL CORP COM 30231G102 40205 553561 SH SOLE 46172 505637 1752
EZCORP INC CL A NON VTG COM 302301106 819 28690 SH SOLE 5050 23640 0
F E I CO COM 30241L109 520 17360 SH SOLE 1430 15930 0
F M C CORP COM 302491303 688 9955 SH SOLE 2600 7255 100
F M C TECHNOLOGIES INC COM 30249U101 1254 33364 SH SOLE 10146 22878 340
F5 NETWORKS INC COM 315616102 840 11821 SH SOLE 4231 7520 70
FACTSET RESEARCH SYSTEMS INC COM 303075105 383 4300 SH SOLE 2290 1960 50
FAMILY DOLLAR STORES COM 307000109 1302 25595 SH SOLE 4357 20853 385
FARO TECHNOLOGIES INC COM 311642102 238 7540 SH SOLE 540 7000 0
FASTENAL CO COM 311900104 1513 45450 SH SOLE 2480 42240 730
FEDERAL RLTY INVT TR SBI COM 313747206 368 4470 SH SOLE 2540 1880 50
FEDERAL SIGNAL CORP COM 313855108 152 34340 SH SOLE 15450 18890 0
FEDEX CORP COM 31428X106 1926 28458 SH SOLE 2651 25667 140
FIDELITY NATIONAL INFORMATION COM 31620M106 655 26936 SH SOLE 3166 23630 140
FIDELITY NATL TITLE GROUP INC COM 31620R105 287 18901 SH SOLE 15210 3621 70
FIFTH THIRD BANCORP COM 316773100 885 87661 SH SOLE 20496 66845 320
FINANCIAL ENGINES INC COM COM 317485100 235 12950 SH SOLE 550 12400 0
FINISH LINE INC CL A COM 317923100 515 25775 SH SOLE 2367 23408 0
FIRST AMERN FINL CORP COM COM 31847R102 172 13455 SH SOLE 12700 755 0
FIRST BANCORP P R COM NEW COM 318672706 47 16846 SH SOLE 10952 5894 0
FIRST CASH FINL SVCS INC COM 31942D107 757 18050 SH SOLE 3250 14800 0
FIRST COMWLTH FINL CORP PA COM 319829107 135 36560 SH SOLE 6610 29950 0
FIRST FINL BANCORP OH COM 320209109 350 25340 SH SOLE 2060 23280 0
FIRST FINL BANCSHARES INC COM 32020R109 1391 53167 SH SOLE 32041 21126 0
FIRST HORIZON NATIONAL CORPORA COM 320517105 132 22199 SH SOLE 3096 19018 85
FIRST MIDWEST BANCORP COM 320867104 239 32690 SH SOLE 6570 26120 0
FIRST NIAGARA FINL GP INC COM 33582V108 1466 160243 SH SOLE 129340 30903 0
FIRST SOLAR INC COM 336433107 452 7147 SH SOLE 1990 5107 50
FIRSTENERGY CORP COM 337932107 2148 47834 SH SOLE 13164 34670 0
FISERV INC COM 337738108 2239 44104 SH SOLE 2293 41538 273
FLIR SYS INC COM 302445101 564 22499 SH SOLE 8250 14119 130
FLOWSERVE CORP COM 34354P105 579 7826 SH SOLE 2810 4976 40
FLUOR CORP COM 343412102 1495 32115 SH SOLE 1677 30189 249
FNB CORP PA COM 302520101 321 37400 SH SOLE 1110 36290 0
FOMENTO ECONOMICO MEXICANO COM 344419106 710 10955 SH SOLE 310 10645 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 11
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
FOOT LOCKER INC COM 344849104 200 9980 SH SOLE 7690 2230 60
FORD MOTOR CO DEL COM 345370860 5017 518861 SH SOLE 49804 461627 7430
FOREST LABS INC COM 345838106 1072 34808 SH SOLE 5489 29179 140
FORESTAR REAL ESTATE GROUP I COM 346233109 185 16974 SH SOLE 1500 15474 0
FORRESTER RESH INC COM 346563109 282 8680 SH SOLE 1630 7050 0
FORTUNE BRANDS INC COM 349631101 492 9101 SH SOLE 73 9028 0
FORWARD AIR CORP COM 349853101 352 13845 SH SOLE 1150 12695 0
FOSSIL INC COM 349882100 363 4480 SH SOLE 3120 1310 50
FRANCE TELECOM COM 35177Q105 1879 114768 SH SOLE 31740 76638 6390
FRANKLIN RESOURCES, INC COM 354613101 1729 18078 SH SOLE 1525 16403 150
FRANKLIN STREET PPTYS CORP COM COM 35471R106 306 27060 SH SOLE 3250 23810 0
FREDS INC CL A COM 356108100 239 22440 SH SOLE 8730 13710 0
FREEPORT-MCMORAN COPPER COM 35671D857 6321 207576 SH SOLE 23174 181038 3364
FRESENIUS MED CARE AG SPONSORE COM 358029106 1119 16576 SH SOLE 5100 10716 760
FRONTIER COMMUNICATIONS CORP C COM 35906A108 663 108554 SH SOLE 18384 89834 336
FULLER H B CO COM 359694106 371 20370 SH SOLE 1950 18420 0
FULTON FINL CORP PA COM 360271100 100 13061 SH SOLE 11010 2051 0
GAMESTOP CORPORATION CLASS A COM 36467W109 760 32921 SH SOLE 21072 11809 40
GANNETT INC DEL COM 364730101 320 33551 SH SOLE 14050 19431 70
GAP INC COM 364760108 1098 67633 SH SOLE 4984 61424 1225
GARDNER DENVER INC COM 365558105 203 3201 SH SOLE 1930 1221 50
GARMIN LTD SHS COM H2906T109 2256 71019 SH SOLE 7100 61639 2280
GARTNER GROUP INC NEW CL A COM 366651107 248 7110 SH SOLE 4660 2370 80
GENCORP INC COM 368682100 102 22810 SH SOLE 13010 9800 0
GENERAL COMMUNICATION INC CL A COM 369385109 149 18130 SH SOLE 1510 16620 0
GENERAL DYNAMICS CORP COM 369550108 1583 27823 SH SOLE 3770 24053 0
GENERAL ELEC CAP CORP 6.000% 0 PREFERRED STOCKS 369622451 1837 71824 SH SOLE 11450 56354 4020
GENERAL ELEC CO COM 369604103 13634 895793 SH SOLE 103571 787352 4870
GENERAL MILLS INC COM 370334104 3534 91806 SH SOLE 8444 82122 1240
GENESCO INC COM 371532102 573 11120 SH SOLE 990 10130 0
GENTEX CORP COM 371901109 236 9820 SH SOLE 6330 3360 130
GENTIVA HEALTH SVCS INC COM 37247A102 88 16030 SH SOLE 4760 11270 0
GENUINE PARTS CO COM 372460105 5263 103599 SH SOLE 57661 45183 755
GENWORTH FINL INC CL A COM 37247D106 395 68889 SH SOLE 28480 40139 270
GEN-PROBE INC COM 36866T103 253 4420 SH SOLE 2640 1730 50
GEO GROUP INC COM 36159R103 476 25633 SH SOLE 2490 23143 0
GERDAU S A SPONSORED ADR COM 373737105 719 100880 SH SOLE 21640 72240 7000
GETTY RLTY CORP COM 374297109 1470 101919 SH SOLE 73703 28216 0
GIBRALTAR INDS INC COM 374689107 168 20630 SH SOLE 9550 11080 0
GILEAD SCIENCES INC COM 375558103 3706 95525 SH SOLE 14845 79850 830
GLACIER BANCORP INC COM 37637Q105 260 27780 SH SOLE 2550 25230 0
GLAXOSMITHKLINE PLC ADR SPONSO COM 37733W105 1934 46835 SH SOLE 0 40775 6060
GOLD FIELDS LTD NEW SPONSORED COM 38059T106 962 62821 SH SOLE 16010 41511 5300
GOLDCORP INC COM 380956409 2167 47476 SH SOLE 12647 32089 2740
GOLDMAN SACHS GROUP INC COM 38141G104 4490 47489 SH SOLE 5584 41713 192
GOODRICH B F CO COM 382388106 1852 15345 SH SOLE 3372 11853 120
GOODYEAR TIRE & RUBBER CO COM 382550101 326 32270 SH SOLE 11046 20984 240
GOOGLE INC CL A COM 38259P508 15329 29762 SH SOLE 2808 26689 265
GRAINGER W W INC COM 384802104 2044 13666 SH SOLE 1340 12021 305
GREAT PLAINS ENERGY INC COM 391164100 218 11271 SH SOLE 8351 2880 40
GREATBATCH INC COM 39153L106 223 11130 SH SOLE 1050 10080 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 12
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
GREEN MTN COFFEE ROASTERS INC COM 393122106 1040 11185 SH SOLE 7880 3185 120
GRIFFON CORP COM 398433102 183 22340 SH SOLE 5920 16420 0
GROUP 1 AUTOMOTIVE INC COM 398905109 458 12880 SH SOLE 4000 8880 0
GRUPO TELEVISA SA DE CV ADR SP COM 40049J206 1300 70695 SH SOLE 17720 47885 5090
GT ADVANCED TECHNOLOGIES INC COM 36191U106 461 65660 SH SOLE 10100 55560 0
GUESS INC COM 401617105 208 7310 SH SOLE 5720 1550 40
GULFPORT ENERGY CORP COM NEW COM 402635304 589 24360 SH SOLE 5350 19010 0
H C C INSURANCE HOLDINGS INC COM 404132102 287 10610 SH SOLE 5860 3700 1050
HAEMONETICS CORP COM 405024100 812 13890 SH SOLE 1790 12100 0
HAIN CELESTIAL GROUP INC COM 405217100 586 19180 SH SOLE 1790 17390 0
HALLIBURTON CO COM 406216101 4612 151118 SH SOLE 15274 132804 3040
HANCOCK HLDG CO COM 410120109 531 19796 SH SOLE 4789 15007 0
HANGER ORTHOPEDIC GROUP INC CO COM 41043F208 256 13530 SH SOLE 1530 12000 0
HANMI FINL CORP COM 410495105 53 63890 SH SOLE 34150 29740 0
HANSEN NAT CORP COM 411310105 525 6010 SH SOLE 3890 2050 70
HARLEY DAVIDSON INC COM 412822108 836 24360 SH SOLE 2266 21864 230
HARMONIC INC COM 413160102 181 42490 SH SOLE 3270 39220 0
HARRIS CORP COM 413875105 417 12199 SH SOLE 1260 10859 80
HARTE HANKS COMMUNICATIONS COM 416196103 101 11880 SH SOLE 2560 9320 0
HARTFORD FINANCIAL SERVICES GR COM 416515104 992 61451 SH SOLE 24555 36686 210
HASBRO INC COM 418056107 670 20540 SH SOLE 7953 12447 140
HAVERTY FURNITURE COS INC COM 419596101 118 11800 SH SOLE 5160 6640 0
HAWKINS INC COM COM 420261109 235 7380 SH SOLE 3070 4310 0
HAYNES INTERNATIONAL INC NEW COM 420877201 237 5450 SH SOLE 540 4910 0
HCP INC COM 40414L109 1213 34606 SH SOLE 3400 31066 140
HDFC BANK LTD ADR REPS 3 SHS COM 40415F101 1404 48170 SH SOLE 11205 33490 3475
HEADWATERS INC COM 42210P102 49 33730 SH SOLE 12310 21420 0
HEALTH CARE REIT INC COM 42217K106 699 14938 SH SOLE 1470 13398 70
HEALTH NET INC COM 42222G108 213 9000 SH SOLE 7060 1910 30
HEALTHCARE RLTY TR COM 421946104 514 30520 SH SOLE 2440 28080 0
HEALTHCARE SVCS GROUP INC COM 421906108 561 34761 SH SOLE 4903 29858 0
HEALTHSPRING INC COM 42224N101 1378 37800 SH SOLE 5880 31920 0
HEALTHWAYS INC COM 422245100 232 23610 SH SOLE 11000 12610 0
HEARTLAND EXPRESS INC COM 422347104 316 23326 SH SOLE 2863 20463 0
HEARTLAND PMT SYS INC COM 42235N108 305 15450 SH SOLE 1770 13680 0
HEINZ H J CO COM 423074103 4136 81924 SH SOLE 39613 42001 310
HELEN OF TROY CORP COM G4388N106 349 13900 SH SOLE 2560 11340 0
HELMERICH & PAYNE INC COM 423452101 500 12308 SH SOLE 980 11198 130
HERSHEY FOODS CORP COM 427866108 1174 19818 SH SOLE 2656 16972 190
HESS CORP COM 42809H107 1518 28928 SH SOLE 4216 24482 230
HEWLETT PACKARD CO COM 428236103 5594 249188 SH SOLE 20682 227626 880
HIBBETT SPORTS INC COM 428567101 550 16230 SH SOLE 3180 13050 0
HILLENBRAND INC COM 431571108 529 28770 SH SOLE 3270 25500 0
HITACHI LTD ADR COM 433578507 1196 24198 SH SOLE 6550 16388 1260
HITTITE MICROWAVE CORP COM 43365Y104 634 13020 SH SOLE 1170 11850 0
HI-TECH PHARMACAL INC COM 42840B101 410 12190 SH SOLE 7100 5090 0
HMS HLDGS CORP COM 40425J101 1139 46710 SH SOLE 6450 40260 0
HOLLYFRONTIER CORPORATION COM 436106108 420 16020 SH SOLE 9968 5770 282
HOLOGIC INC COM 436440101 177 11638 SH SOLE 10080 1468 90
HOME DEPOT INC COM 437076102 6736 204935 SH SOLE 15188 187582 2165
HOME PPTYS INC COM 437306103 1055 18590 SH SOLE 1660 16930 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 13
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
HONDA MOTOR CO LTD COM 438128308 2457 84291 SH SOLE 22170 57601 4520
HONEYWELL INTL INC COM 438516106 4391 99993 SH SOLE 8014 91018 961
HORACE MANN EDUCATORS CP COM 440327104 226 19790 SH SOLE 5580 14210 0
HORMEL FOODS CORP COM 440452100 1054 39006 SH SOLE 3240 35056 710
HORNBECK OFFSHORE SVCS INC COM 440543106 336 13500 SH SOLE 4480 9020 0
HOSPIRA INC COM 441060100 907 24527 SH SOLE 6799 17548 180
HOST HOTELS & RESORTS INC COM 44107P104 671 61327 SH SOLE 7508 53589 230
HOT TOPIC INC COM 441339108 231 30300 SH SOLE 14920 15380 0
HSBC HLDGS PLC ADR SPON COM 404280406 7186 188917 SH SOLE 49530 129397 9990
HSN INC COM 404303109 755 22780 SH SOLE 4110 18670 0
HUB GROUP INC CL A COM 443320106 477 16880 SH SOLE 1400 15480 0
HUBBELL INC CL B COM 443510201 2569 51852 SH SOLE 41659 10143 50
HUDSON CITY BANCORP INC COM 443683107 316 55775 SH SOLE 8330 47125 320
HUMANA INC COM 444859102 1741 23932 SH SOLE 9949 13913 70
HUNTINGTON BANCSHARES INC COM 446150104 314 65408 SH SOLE 10907 54371 130
I B M COM 459200101 31375 179419 SH SOLE 27992 149664 1763
I C U MED INC COM 44930G107 211 5740 SH SOLE 510 5230 0
I T T INDS INC IND COM 450911102 752 17906 SH SOLE 1665 16241 0
IAMGOLD CORP COM COM 450913108 461 23310 SH SOLE 5720 16080 1510
ICICI BK LTD ADR COM 45104G104 1224 35246 SH SOLE 8040 24606 2600
ICONIX BRAND GROUP INC COM 451055107 690 43700 SH SOLE 9130 34570 0
IDEXX LABORATORIES CORP COM 45168D104 370 5360 SH SOLE 3080 2210 70
IGATE CORP COM COM 45169U105 196 16980 SH SOLE 3660 13320 0
II-VI INC COM 902104108 500 28590 SH SOLE 4060 24530 0
ILLINOIS TOOL WORKS INC COM 452308109 3425 82321 SH SOLE 4919 75912 1490
IMPERIAL OIL LTD COM 453038408 669 18514 SH SOLE 5010 12234 1270
INDEPENDENT BK CORP MASS COM 453836108 203 9350 SH SOLE 980 8370 0
INFINITY PPTY & CAS CORP COM 45665Q103 333 6350 SH SOLE 1490 4860 0
INFORMATICA CORP COM 45666Q102 352 8600 SH SOLE 5720 2780 100
INFOSPACE INC COM PAR $.0001 COM 45678T300 139 16630 SH SOLE 4060 12570 0
INFOSYS TECHNOLOGIES LTD ADR S COM 456788108 2109 41303 SH SOLE 10350 28013 2940
ING GROEP N V ADR SPONSORED COM 456837103 1346 190913 SH SOLE 48550 131583 10780
ING GROEP NV 6.125% PREFERRED STOCKS 456837509 1226 72873 SH SOLE 11810 57003 4060
INGERSOLL-RAND PLC COM G47791101 1047 37260 SH SOLE 7040 29910 310
INGRAM MICRO INC CL A COM 457153104 244 15130 SH SOLE 12510 2560 60
INLAND REAL ESTATE CORP COM 457461200 238 32610 SH SOLE 4470 28140 0
INSIGHT ENTERPRISES INC COM 45765U103 412 27240 SH SOLE 10690 16550 0
INSITUFORM TECHNOLOGIES INC CL COM 457667103 185 15970 SH SOLE 1470 14500 0
INSPERITY INC COM 45778Q107 232 10430 SH SOLE 830 9600 0
INTEGRA LIFESCIENCES HLDG CO COM 457985208 449 12550 SH SOLE 2630 9920 0
INTEGRYS ENERGY GROUP INC COM 45822P105 694 14272 SH SOLE 5158 9014 100
INTEL CORP COM 458140100 17349 813150 SH SOLE 169567 638013 5570
INTERACTIVE BROKERS GROUP INCO COM 45841N107 262 18830 SH SOLE 3760 15070 0
INTERACTIVE INTELLIGENCE GROUP COM 45841V109 321 11870 SH SOLE 5090 6780 0
INTERCONTINENTAL HOTELS COM 45857P301 208 12906 SH SOLE 3190 8766 950
INTERCONTINENTALEXCHANGE INC COM 45865V100 1119 9465 SH SOLE 2620 6785 60
INTERFACE INC CL A COM 458665106 354 29830 SH SOLE 2480 27350 0
INTERMEC INC COM 458786100 124 19030 SH SOLE 1950 17080 0
INTERNATIONAL GAME TECH COM 459902102 304 20934 SH SOLE 165 20769 0
INTERNATIONAL PAPER CO COM 460146103 3712 159675 SH SOLE 23020 132985 3670
INTERPUBLIC GROUP COS INC COM 460690100 491 68177 SH SOLE 22851 44896 430
PORTVUE-SEC13F.LNP CAPSTONE PAGE 14
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
INTERVAL LEISURE GROUP INC COM 46113M108 383 28770 SH SOLE 9790 18980 0
INTEVAC INC COM 461148108 71 10090 SH SOLE 1070 9020 0
INTL FLAVORS & FRAGRANCES COM 459506101 728 12957 SH SOLE 3550 9267 140
INTUIT INC COM 461202103 1686 35538 SH SOLE 7866 27352 320
INTUITIVE SURGICAL INC COM 46120E602 1994 5473 SH SOLE 1513 3921 39
INVACARE CORP COM 461203101 346 15020 SH SOLE 3150 11870 0
INVESCO LTD COM G491BT108 651 41970 SH SOLE 4677 37033 260
INVESTMENT TECHNOLOGY GROUP COM 46145F105 212 21680 SH SOLE 6320 15360 0
ION GEOPHYSICAL CORP COM 462044108 327 69090 SH SOLE 6100 62990 0
IPC THE HOSPITALIST CO INC COM COM 44984A105 401 11240 SH SOLE 3400 7840 0
IROBOT CORP COM 462726100 312 12400 SH SOLE 2660 9740 0
IRON MTN INC PA COM 462846106 647 20450 SH SOLE 2110 18140 200
ITAU UNIBANCO BANCO BRASILEIRO COM 465562106 4432 285563 SH SOLE 69497 197296 18770
J D A SOFTWARE GROUP INC COM 46612K108 562 23962 SH SOLE 3810 20152 0
J P MORGAN CHASE 7.000% 02/15/ PREFERRED STOCKS 46623D200 1886 74560 SH SOLE 11750 58735 4075
J P MORGAN CHASE & CO COM 46625H100 13424 445697 SH SOLE 49723 391754 4220
J & J SNACK FOODS CORP COM 466032109 326 6780 SH SOLE 570 6210 0
J2 GLOBAL COMMUNICATONS INC COM 46626E205 678 25200 SH SOLE 3810 21390 0
JABIL CIRCUIT INC COM 466313103 708 39811 SH SOLE 22490 17181 140
JACK IN THE BOX INC COM 466367109 452 22690 SH SOLE 4310 18380 0
JACOBS ENGINEERING GROUP INC COM 469814107 509 15757 SH SOLE 5870 9837 50
JAKKS PACIFIC INC COM 47012E106 243 12810 SH SOLE 1560 11250 0
JANUS CAP GROUP INC COM 47102X105 101 16875 SH SOLE 2635 14150 90
JDS UNIPHASE CORP COM 46612J507 410 41112 SH SOLE 20110 20842 160
JETBLUE AWYS CORP COM 477143101 69 16882 SH SOLE 15540 1342 0
JOHN BEAN TECHNOLOGIES CORP CO COM 477839104 192 13485 SH SOLE 1435 12050 0
JOHNSON CONTROLS INC COM 478366107 2457 93179 SH SOLE 6334 85325 1520
JOHNSON & JOHNSON COM 478160104 16822 264125 SH SOLE 8409 251416 4300
JOS A BANK CLOTHIERS INC COM 480838101 790 16935 SH SOLE 3913 13022 0
JOY GLOBAL INC COM 481165108 1014 16250 SH SOLE 5930 10190 130
JUNIPER NETWORKS INC COM 48203R104 1140 66055 SH SOLE 14566 50939 550
KAISER ALUMINUM CORP PAR $0.01 COM 483007704 322 7270 SH SOLE 1630 5640 0
KANSAS CITY SOUTHN INDS INC COM 485170302 332 6640 SH SOLE 4110 2450 80
KAPSTONE PAPER & PACKAGING CCO COM 48562P103 388 27930 SH SOLE 9840 18090 0
KAYDON CORP COM 486587108 427 14900 SH SOLE 1260 13640 0
KB FINANCIAL GROUP INC SPONSOR COM 48241A105 1701 51920 SH SOLE 12170 36290 3460
KBR INC COM 48242W106 257 10870 SH SOLE 8350 2450 70
KELLOGG CO COM 487836108 2261 42515 SH SOLE 4266 37534 715
KELLY SERVICES INC CL A COM 488152208 164 14410 SH SOLE 4110 10300 0
KEYCORP COM 493267108 481 81166 SH SOLE 10390 70456 320
KID BRANDS, INC. COM COM 49375T100 59 22350 SH SOLE 12550 9800 0
KILROY RLTY CORP COM 49427F108 839 26820 SH SOLE 2130 24690 0
KIMBERLY CLARK CORP COM 494368103 5175 72880 SH SOLE 23021 49174 685
KIMCO RLTY CORP COM 49446R109 575 38247 SH SOLE 5330 32807 110
KINDRED HEALTHCARE INC COM 494580103 142 16514 SH SOLE 16152 362 0
KINETIC CONCEPTS INC COM 49460W208 387 5870 SH SOLE 3680 2150 40
KINROSS GOLD CORP NO PAR COM 496902404 955 64642 SH SOLE 16200 44652 3790
KIRKLANDS INC COM COM 497498105 150 16410 SH SOLE 9050 7360 0
KITE RLTY GROUP TR COM 49803T102 120 32840 SH SOLE 11960 20880 0
KLA-TENCOR CORP COM 482480100 621 16217 SH SOLE 1552 14525 140
KNIGHT TRANSN INC COM 499064103 371 27847 SH SOLE 2960 24887 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 15
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
KOHLS CORP COM 500255104 1438 29296 SH SOLE 2733 26303 260
KOPIN CORP COM 500600101 214 62460 SH SOLE 33100 29360 0
KOPPERS HOLDINGS INC COM 50060P106 241 9400 SH SOLE 640 8760 0
KOREA ELEC PWR CO SPONSORED AD COM 500631106 718 84528 SH SOLE 20470 57938 6120
KRAFT FOODS INC CL A COM 50075N104 5939 176852 SH SOLE 19088 156914 850
KRATON PERFORMANCE POLYMERS CO COM 50077C106 229 14130 SH SOLE 1080 13050 0
KROGER CO COM 501044101 1795 81731 SH SOLE 17930 63181 620
KUBOTA LTD ADR COM 501173207 440 11031 SH SOLE 2640 7711 680
KULICKE & SOFFA INDS INC COM 501242101 367 49190 SH SOLE 15890 33300 0
KYOCERA CORP ADR COM 501556203 935 11224 SH SOLE 3230 7434 560
K-SWISS INC CL A COM 482686102 48 11270 SH SOLE 1650 9620 0
L S I LOGIC CORP COM 502161102 299 57809 SH SOLE 7130 50679 0
LA Z BOY INC COM 505336107 249 33620 SH SOLE 15090 18530 0
LABORATORY CORP AMER HLDGS COM 50540R409 1119 14160 SH SOLE 3490 10560 110
LACLEDE GROUP INC COM 505597104 404 10420 SH SOLE 1940 8480 0
LAM RESEARCH CORP COM 512807108 297 7831 SH SOLE 4480 3231 120
LAN AIRLINES S A SPONSORED ADR COM 501723100 464 22447 SH SOLE 7700 13937 810
LANDAUER INC COM 51476K103 1402 28308 SH SOLE 19369 8939 0
LASALLE HOTEL PPTYS SH BEN INT COM 517942108 722 37610 SH SOLE 2900 34710 0
LAUDER ESTEE COS INC CL A COM 518439104 1447 16470 SH SOLE 4040 12300 130
LEGG MASON INC COM 524901105 464 18036 SH SOLE 5660 12326 50
LEGGETT & PLATT INC COM 524660107 1885 95250 SH SOLE 66353 28727 170
LENNAR CORP COM 526057104 196 14441 SH SOLE 1240 13131 70
LEUCADIA NATIONAL CORP COM 527288104 418 18438 SH SOLE 1950 16358 130
LEXINGTON CORPORATE PPTYS COM 529043101 350 53572 SH SOLE 6935 46637 0
LG DISPLAY CO LTD SPONS ADR RE COM 50186V102 258 31638 SH SOLE 5320 23678 2640
LIFE TECHNOLOGIES CORP COM COM 53217V109 479 12473 SH SOLE 178 12215 80
LILLY, ELI & COMPANY COM 532457108 6710 181509 SH SOLE 66003 113866 1640
LIMITED INC COM 532716107 1356 35221 SH SOLE 10442 24509 270
LINCARE HOLDINGS INC COM 532791100 247 10964 SH SOLE 7420 3439 105
LINCOLN EDL SVCS CORP COM COM 533535100 89 10990 SH SOLE 640 10350 0
LINCOLN NATIONAL CORP COM 534187109 627 40130 SH SOLE 14217 25773 140
LINDSAY MANUFACTURING CO COM 535555106 355 6600 SH SOLE 540 6060 0
LINEAR TECHNOLOGY CORP COM 535678106 3139 113512 SH SOLE 41069 70823 1620
LIQUIDITY SERVICES INC COM COM 53635B107 446 13900 SH SOLE 5590 8310 0
LITHIA MTRS INC CL A COM 536797103 261 18170 SH SOLE 10090 8080 0
LITTELFUSE INC COM 537008104 511 12710 SH SOLE 1750 10960 0
LIVE NATION INC COM 538034109 515 64355 SH SOLE 9872 54483 0
LIVEPERSON INC COM COM 538146101 319 32110 SH SOLE 11190 20920 0
LIZ CLAIBORNE INC COM 539320101 209 41880 SH SOLE 5080 36800 0
LKQ CORP COM 501889208 316 13070 SH SOLE 10080 2880 110
LLOYDS TSB GROUP ADR SPON COM 539439109 1077 515444 SH SOLE 136245 349569 29630
LOCKHEED MARTIN CORP COM 539830109 2585 35589 SH SOLE 15933 19656 0
LOEWS CORP COM 540424108 1031 29849 SH SOLE 0 29559 290
LOGMEIN INC COM COM 54142L109 250 7540 SH SOLE 500 7040 0
LORILLARD INC COM COM 544147101 866 7819 SH SOLE 0 7819 0
LOWES COS INC COM 548661107 2851 147395 SH SOLE 16930 129855 610
LSB INDS INC COM 502160104 225 7860 SH SOLE 540 7320 0
LTC PPTYS INC COM 502175102 1845 72863 SH SOLE 50710 22153 0
LUFKIN INDS INC COM 549764108 741 13920 SH SOLE 1050 12870 0
LUMBER LIQUIDATORS HOLDINGS IN COM 55003T107 265 17520 SH SOLE 6080 11440 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 16
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
LUXOTTICA GROUP S P A ADR SPON COM 55068R202 315 12492 SH SOLE 4140 7742 610
LYDALL INC COM 550819106 128 14330 SH SOLE 8120 6210 0
L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 1483 23933 SH SOLE 5660 18273 0
M D U RESOURCES GROUP INC COM 552690109 257 13375 SH SOLE 7640 5515 220
M & T BANK CORP COM 55261F104 862 12335 SH SOLE 1720 10574 41
MACERICH CO COM 554382101 387 9081 SH SOLE 6215 2796 70
MACYS INC COM 55616P104 1073 40764 SH SOLE 4456 36128 180
MADDEN STEVEN LTD COM 556269108 648 21516 SH SOLE 4735 16781 0
MAGELLAN HEALTH SVCS INC COM 559079207 754 15620 SH SOLE 1770 13850 0
MAGNA INTL INC CL A COM 559222401 334 10126 SH SOLE 2500 7096 530
MAIDENFORM BRANDS INC COM 560305104 367 15670 SH SOLE 4450 11220 0
MANHATTAN ASSOCS INC COM 562750109 373 11270 SH SOLE 860 10410 0
MANPOWER INC WIS COM 56418H100 209 6216 SH SOLE 4780 1416 20
MANULIFE FINL CORP COM 56501R106 1076 94932 SH SOLE 24050 65682 5200
MARATHON OIL CORP COM 565849106 3200 148300 SH SOLE 28146 117484 2670
MARATHON PETE CORP COM COM 56585A102 2419 89410 SH SOLE 14068 73207 2135
MARCUS CORP COM 566330106 110 11060 SH SOLE 2920 8140 0
MARINEMAX INC COM 567908108 139 21440 SH SOLE 13120 8320 0
MARRIOTT INTL INC NEW CL A COM 571903202 863 31696 SH SOLE 4250 27106 340
MARSH & MCLENNAN COS INC COM 571748102 1393 52454 SH SOLE 5630 46474 350
MASCO CORP COM 574599106 333 46825 SH SOLE 12902 33653 270
MASTERCARD INC COM 57636Q104 3732 11767 SH SOLE 1992 9667 108
MATERION CORPORATION COM 576690101 222 9800 SH SOLE 700 9100 0
MATRIX SVC CO COM 576853105 120 14100 SH SOLE 4920 9180 0
MATTEL INC COM 577081102 4381 169212 SH SOLE 108938 59944 330
MAXIMUS INC COM 577933104 706 20230 SH SOLE 3720 16510 0
MCCORMICK & CO INC COM 579780206 1251 27111 SH SOLE 2340 24316 455
MCDONALDS CORP COM 580135101 16032 182555 SH SOLE 46698 134362 1495
MCGRAW-HILL COMPANIES INC COM 580645109 1526 37224 SH SOLE 3673 33251 300
MCKESSON H B O C INC COM 58155Q103 2533 34837 SH SOLE 9319 25248 270
MEAD JOHNSON NUTRITION CO COM COM 582839106 1469 21338 SH SOLE 2542 18686 110
MEADOWBROOK INS GROUP INC COM COM 58319P108 114 12830 SH SOLE 0 12830 0
MEADWESTVACO CORPORATION COM 583334107 540 21981 SH SOLE 8210 13701 70
MEDCO HEALTH SOLUTIONS INC COM 58405U102 2296 48975 SH SOLE 8638 39917 420
MEDICAL PPTYS TRUST INC COM 58463J304 465 51930 SH SOLE 6690 45240 0
MEDICIS PHARMACEUTICAL CORP CL COM 584690309 246 6730 SH SOLE 6310 420 0
MEDIFAST INC COM 58470H101 209 12970 SH SOLE 6260 6710 0
MEDTRONIC INC COM 585055106 5455 164101 SH SOLE 11642 150184 2275
MEMC ELECTR MATLS INC COM 552715104 110 21038 SH SOLE 2400 18428 210
MENS WEARHOUSE INC COM 587118100 633 24260 SH SOLE 2070 22190 0
MERCK & COMPANY COM 58933Y105 6715 205363 SH SOLE 1720 202293 1350
MERCURY COMPUTER SYSTEMS INC COM 589378108 232 20200 SH SOLE 6200 14000 0
MERIDIAN BIOSCIENCE INC COM 589584101 300 19055 SH SOLE 1840 17215 0
MERIT MED SYS INC COM 589889104 243 18493 SH SOLE 1625 16868 0
MERITAGE CORP COM 59001A102 207 13700 SH SOLE 1530 12170 0
METHODE ELECTRS INC CL A COM 591520200 113 15160 SH SOLE 1800 13360 0
METLIFE INC COM 59156R108 2701 96433 SH SOLE 14499 81564 370
METROPCS COMMUNICATIONS INC COM 591708102 384 44123 SH SOLE 19370 24533 220
METTLER-TOLEDO INTL INC COM 592688105 305 2180 SH SOLE 1275 875 30
MICREL INC COM 594793101 231 24440 SH SOLE 2500 21940 0
MICROCHIP TECHNOLOGY INC COM 595017104 661 21259 SH SOLE 2020 19009 230
PORTVUE-SEC13F.LNP CAPSTONE PAGE 17
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
MICRON TECHNOLOGY INC COM 595112103 1288 255654 SH SOLE 71794 179330 4530
MICROS SYSTEMS INC COM 594901100 279 6360 SH SOLE 3990 2310 60
MICROSEMI CORP COM 595137100 614 38430 SH SOLE 3180 35250 0
MICROSOFT CORP COM 594918104 27740 1114498 SH SOLE 179882 920496 14120
MICROSTRATEGY INC CL A COM 594972408 553 4845 SH SOLE 980 3865 0
MID-AMER APT CMNTYS INC COM 59522J103 1039 17260 SH SOLE 1420 15840 0
MITSUBISHI UFJ FINL GROUP INSP COM 606822104 3263 733226 SH SOLE 197670 494576 40980
MIZUHO FINL GROUP INC SPONSORE COM 60687Y109 1459 512072 SH SOLE 147470 340612 23990
MKS INSTRS INC COM 55306N104 499 22990 SH SOLE 1880 21110 0
MOBILE MINI INC COM 60740F105 330 20050 SH SOLE 1420 18630 0
MOBILE TELESYSTEMS OJSC ADR SP COM 607409109 520 42282 SH SOLE 9635 29507 3140
MOLEX INC COM 608554101 276 13572 SH SOLE 1293 12189 90
MOLINA HEALTHCARE INC COM 60855R100 280 18135 SH SOLE 8525 9610 0
MOLSON COORS BREWING COMPANY COM 60871R209 397 10035 SH SOLE 0 10035 0
MONOLITHIC PWR SYS INC COM 609839105 222 21810 SH SOLE 5410 16400 0
MONOTYPE IMAGING HOLDINGS INCO COM 61022P100 132 10890 SH SOLE 0 10890 0
MONRO MUFFLER BRAKE INC COM 610236101 600 18190 SH SOLE 3695 14495 0
MONSANTO CO COM 61166W101 3191 53146 SH SOLE 4923 47643 580
MONSTER WORLDWIDE INC COM 611742107 82 11486 SH SOLE 1260 10156 70
MOODYS CORP COM 615369105 661 21709 SH SOLE 2419 19090 200
MOOG INC CL A COM 615394202 608 18635 SH SOLE 1740 16895 0
MORGAN STANLEY DEAN WITTER & C COM 617446448 1891 139970 SH SOLE 19155 120165 650
MOSAIC CO NEW COM COM 61945C103 2783 56840 SH SOLE 8770 46470 1600
MOTOROLA INC COM NEW COM 620076307 1253 29898 SH SOLE 3063 26704 131
MOTOROLA MOBILITY HLDGS INC CO COM 620097105 988 26154 SH SOLE 2657 23404 93
MSCI INC CL A COM 55354G100 271 8923 SH SOLE 5740 3083 100
MTS SYS CORP COM 553777103 221 7210 SH SOLE 490 6720 0
MUELLER INDS INC COM 624756102 587 15210 SH SOLE 1480 13730 0
MURPHY OIL CORP COM 626717102 938 21242 SH SOLE 1760 19292 190
MWI VETERINARY SUPPLY INC COM 55402X105 547 7950 SH SOLE 2080 5870 0
MYERS INDS INC COM 628464109 180 17778 SH SOLE 5340 12438 0
MYLAN LABS INC COM 628530107 1090 64161 SH SOLE 21550 42231 380
N C R CORP COM 62886E108 180 10670 SH SOLE 6270 4270 130
N T T DOCOMO INC COM 62942M201 1839 100692 SH SOLE 30350 65322 5020
N V R INC COM 62944T105 204 337 SH SOLE 193 143 1
NABORS INDUSTRIES LTD COM G6359F103 329 26834 SH SOLE 3013 23601 220
NANOMETRICS INC COM COM 630077105 166 11450 SH SOLE 3040 8410 0
NARA BANCORP INC COM 63080P105 91 15000 SH SOLE 1910 13090 0
NASDAQ STOCK MARKET INC COM 631103108 491 21240 SH SOLE 9520 11660 60
NASH FINCH CO COM 631158102 214 7950 SH SOLE 3420 4530 0
NATIONAL BK GREECE S A SPONSOR COM 633643408 93 119446 SH SOLE 29506 83400 6540
NATIONAL FINL PARTNERS CORP COM 63607P208 220 20080 SH SOLE 1860 18220 0
NATIONAL FUEL & GAS CO COM 636180101 304 6240 SH SOLE 2980 3130 130
NATIONAL GRID PLC SPON ADR COM 636274300 2775 55944 SH SOLE 16820 36304 2820
NATIONAL PENN BANCSHARES INC COM 637138108 383 54630 SH SOLE 7010 47620 0
NATIONAL PRESTO INDS INC COM 637215104 203 2340 SH SOLE 910 1430 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 1037 38590 SH SOLE 3310 35280 0
NATIONAL-OILWELL INC COM 637071101 5395 105328 SH SOLE 14358 88750 2220
NATUS MEDICAL INC DEL COM 639050103 130 13660 SH SOLE 1460 12200 0
NAVIGANT CONSULTING INC COM 63935N107 241 26010 SH SOLE 9990 16020 0
NAVIGATORS GROUP INC COM 638904102 272 6290 SH SOLE 1480 4810 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 18
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
NBT BANCORP INC COM 628778102 251 13460 SH SOLE 1270 12190 0
NEOGEN CORP COM 640491106 493 14180 SH SOLE 3315 10865 0
NETAPP INC COM 64110D104 2175 64100 SH SOLE 12203 51446 451
NETFLIX COM INC COM 64110L106 839 7403 SH SOLE 2941 4409 53
NETGEAR INC COM 64111Q104 535 20670 SH SOLE 3050 17620 0
NETSCOUT SYS INC COM COM 64115T104 271 23760 SH SOLE 7290 16470 0
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 25 12950 SH SOLE 920 12030 0
NEUTRAL TANDEM INC COM COM 64128B108 215 22250 SH SOLE 7000 15250 0
NEW JERSEY RESOURCES CORP COM 646025106 745 17510 SH SOLE 1560 15950 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 287 24133 SH SOLE 17090 6933 110
NEWELL RUBBERMAID INC COM 651229106 345 29049 SH SOLE 4223 24696 130
NEWFIELD EXPLORATION CO COM 651290108 516 12990 SH SOLE 1070 11750 170
NEWMONT MINING CORP COM 651639106 3146 49970 SH SOLE 8754 40936 280
NEWPORT CORP COM 651824104 181 16750 SH SOLE 1250 15500 0
NEWS CORP CL A COM 65248E104 2947 190351 SH SOLE 1292 187949 1110
NEXEN INC COM 65334H102 397 25630 SH SOLE 5630 18020 1980
NEXTERA ENERGY CAP 6.600% 10/0 PREFERRED STOCKS 65339K308 1160 45990 SH SOLE 7215 36355 2420
NEXTERA ENERGY INC COM COM 65339F101 3292 60949 SH SOLE 4483 55361 1105
NICOR INC COM 654086107 277 5030 SH SOLE 2590 2440 0
NIDEC CORP SPONSORED ADR COM 654090109 487 24280 SH SOLE 6940 16270 1070
NIKE INC CL B COM 654106103 5852 68438 SH SOLE 4814 62889 735
NIPPON TELEG & TEL CORP ADR SP COM 654624105 2483 103687 SH SOLE 30290 67897 5500
NISOURCE INC COM 65473P105 1083 50664 SH SOLE 20240 30344 80
NOBLE CORPORATION COM H5833N103 566 19271 SH SOLE 1590 17681 0
NOBLE ENERGY INC COM 655044105 1180 16665 SH SOLE 1490 14945 230
NOKIA CORP ADR SPONSORED COM 654902204 1081 190974 SH SOLE 50720 129314 10940
NOMURA HLDGS INC SPONSORED ADR COM 65535H208 613 172052 SH SOLE 46630 114712 10710
NORDSTROM INC COM 655664100 1136 24859 SH SOLE 9052 15647 160
NORFOLK SOUTHERN CORP COM 655844108 2095 34329 SH SOLE 3769 30360 200
NORTHEAST UTILITIES COM 664397106 896 26636 SH SOLE 5190 21316 130
NORTHERN TRUST CORP COM 665859104 819 23418 SH SOLE 2288 21020 110
NORTHROP GRUMMAN CORP COM 666807102 3173 60815 SH SOLE 37246 23569 0
NORTHWEST BANCSHARES INC MD CO COM 667340103 337 28292 SH SOLE 0 28292 0
NORTHWEST NATURAL GAS CO COM 667655104 516 11710 SH SOLE 980 10730 0
NORTHWESTERN CORP COM 668074305 489 15300 SH SOLE 2250 13050 0
NOVARTIS AG SPONSORED ADR COM 66987V109 2758 49445 SH SOLE 0 42895 6550
NOVATEL WIRELESS INC COM 66987M604 89 29550 SH SOLE 14640 14910 0
NOVELLUS SYSTEMS INC COM 670008101 205 7504 SH SOLE 668 6796 40
NOVO-NORDISK A S ADR COM 670100205 862 8657 SH SOLE 0 7577 1080
NRG ENERGY INC COM 629377508 1040 49015 SH SOLE 29200 19705 110
NSTAR COM 67019E107 275 6130 SH SOLE 3850 2160 120
NTELOS HLDGS CORP COM 67020Q107 246 13890 SH SOLE 1500 12390 0
NUCOR CORP COM 670346105 877 27725 SH SOLE 2899 24616 210
NUTRI SYS INC COM 67069D108 156 12890 SH SOLE 1330 11560 0
NUVASIVE INC COM 670704105 375 22010 SH SOLE 3020 18990 0
NV ENERGY INC COM COM 67073Y106 236 16060 SH SOLE 13010 3050 0
NVIDIA CORP COM 67066G104 1325 105880 SH SOLE 6000 99125 755
NYSE EURONEXT COM 629491101 670 28844 SH SOLE 6530 22154 160
O CHARLEYS INC COM 670823103 146 24560 SH SOLE 18040 6520 0
O G E ENERGY CORP COM 670837103 287 6000 SH SOLE 3700 2150 150
O M GROUP INC COM 670872100 390 15030 SH SOLE 1400 13630 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 19
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
OCCIDENTAL PETROLEUM CORP COM 674599105 5942 83098 SH SOLE 7598 74884 616
OCEANEERING INTL INC COM 675232102 802 22680 SH SOLE 6730 15738 212
OFFICE DEPOT INC COM 676220106 27 12960 SH SOLE 11140 1820 0
OFFICEMAX INC COM 67622P101 180 37050 SH SOLE 6380 30670 0
OIL STS INTL INC COM 678026105 204 4010 SH SOLE 2720 1220 70
OLD DOMINION FGHT LINES INC COM 679580100 575 19854 SH SOLE 1667 18187 0
OLD NATL BANCORP IND COM 680033107 324 34730 SH SOLE 3340 31390 0
OLD REPUBLIC INTL CORP COM 680223104 164 18385 SH SOLE 14270 4025 90
OMNICARE INC COM 681904108 352 13830 SH SOLE 11150 2630 50
OMNICELL INC COM 68213N109 200 14520 SH SOLE 1350 13170 0
OMNICOM GROUP COM 681919106 1825 49551 SH SOLE 3220 45361 970
ON ASSIGNMENT INC COM 682159108 141 19980 SH SOLE 7190 12790 0
ONEOK INC COM 682680103 984 14899 SH SOLE 4750 10009 140
OPLINK COMMUNICATIONS INC COM 68375Q403 235 15500 SH SOLE 5520 9980 0
ORACLE SYSTEMS CORP COM 68389X105 15466 538124 SH SOLE 55590 475879 6655
ORBITAL SCIENCES CORP COM 685564106 344 26910 SH SOLE 2910 24000 0
ORION MARINE GROUP INC COM COM 68628V308 112 19410 SH SOLE 6730 12680 0
ORITANI FINL CORP DEL COM COM 68633D103 181 14060 SH SOLE 0 14060 0
ORIX CORP ADR SPONSORED COM 686330101 444 11453 SH SOLE 2830 8053 570
OSI SYSTEMS INC COM 671044105 402 11980 SH SOLE 2860 9120 0
OWENS ILLINOIS INC COM 690768403 227 14981 SH SOLE 1490 13361 130
OWENS & MINOR INC COM 690732102 200 7035 SH SOLE 5435 1600 0
OXFORD INDS INC COM 691497309 226 6600 SH SOLE 600 6000 0
O'REILLY AUTOMOTIVE INC NEW CO COM 67103H107 1326 19900 SH SOLE 6750 13010 140
P F CHANGS CHINA BISTRO INC COM 69333Y108 401 14730 SH SOLE 3440 11290 0
P G&E CORP COM 69331C108 1671 39498 SH SOLE 4240 34988 270
P N C FINANCIAL CORP COM 693475105 2482 51512 SH SOLE 8922 42380 210
P N M RES INC COM 69349H107 194 11780 SH SOLE 11220 560 0
P P G INDS INC COM 693506107 1387 19623 SH SOLE 1848 17575 200
P P L CORP COM 69351T106 1208 42312 SH SOLE 5185 36737 390
P S S WORLD MEDICAL INC COM 69366A100 505 25670 SH SOLE 2400 23270 0
P T TELEKOMUNIKASI INDONESIASP COM 715684106 824 24903 SH SOLE 6970 16183 1750
PACCAR INC COM 693718108 1293 38220 SH SOLE 3447 34383 390
PACWEST BANCORP DEL COM COM 695263103 188 13480 SH SOLE 1120 12360 0
PALL CORP COM 696429307 506 11939 SH SOLE 943 10866 130
PANASONIC CORP ADR COM 69832A205 984 103392 SH SOLE 28460 68832 6100
PANERA BREAD CO CL A COM 69840W108 294 2830 SH SOLE 1930 880 20
PAPA JOHNS INTL INC COM 698813102 292 9620 SH SOLE 1370 8250 0
PAR PHARMACEUTICAL COMPANIES I COM 69888P106 605 22730 SH SOLE 5670 17060 0
PAREXEL INTL CORP COM 699462107 651 34410 SH SOLE 6600 27810 0
PARKER HANNIFIN CORP COM 701094104 1946 30818 SH SOLE 1406 28702 710
PATTERSON COS INC COM 703395103 622 21713 SH SOLE 8450 13133 130
PAYCHEX INC COM 704326107 1784 67655 SH SOLE 4547 61698 1410
PEABODY ENERGY CORP COM 704549104 1060 31278 SH SOLE 5461 25507 310
PEARSON PLC ADR SPONSORED COM 705015105 889 50778 SH SOLE 14670 33448 2660
PEETS COFFEE & TEA INC COM 705560100 466 8380 SH SOLE 2280 6100 0
PENN VIRGINIA CORP COM 707882106 108 19370 SH SOLE 1910 17460 0
PENN WEST PETROLEUM LTD COM 707887105 356 24104 SH SOLE 5740 16364 2000
PENNEY J C INC COM 708160106 673 25119 SH SOLE 8654 16405 60
PENNSYLVANIA REAL ESTATE INV S COM 709102107 198 25590 SH SOLE 2200 23390 0
PENTAIR INC COM 709631105 217 6770 SH SOLE 3790 2900 80
PORTVUE-SEC13F.LNP CAPSTONE PAGE 20
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
PEOPLES UNITED FINANCIAL COM 712704105 502 44056 SH SOLE 6930 36956 170
PEP BOYS MANNY MOE & JACK COM 713278109 256 25910 SH SOLE 7420 18490 0
PEPCO HLDGS INC COM 713291102 890 47015 SH SOLE 22000 24925 90
PEPSICO INC COM 713448108 17000 274631 SH SOLE 22230 247921 4480
PERFICIENT INC COM 71375U101 170 23170 SH SOLE 9480 13690 0
PERICOM SEMICONDUCTOR CORP COM 713831105 89 12010 SH SOLE 1820 10190 0
PERKINELMER INC COM 714046109 283 14718 SH SOLE 2441 12187 90
PERRIGO CO COM 714290103 685 7050 SH SOLE 4010 2960 80
PETMED EXPRESS INC COM 716382106 134 14860 SH SOLE 4460 10400 0
PETROBRAS BRASILEIRO ADR SPONS COM 71654V408 3086 137445 SH SOLE 34430 93325 9690
PETROBRAS BRASILEIRO SPONSORED COM 71654V101 5836 281652 SH SOLE 67030 195492 19130
PETROCHINA CO LTD SPONSORED AD COM 71646E100 3328 27622 SH SOLE 7165 19032 1425
PETROLEUM DEV CORP COM 716578109 214 11050 SH SOLE 1020 10030 0
PETROQUEST ENERGY INC COM 716748108 151 27450 SH SOLE 3140 24310 0
PETSMART INC COM 716768106 386 9040 SH SOLE 6060 2860 120
PFIZER INC COM 717081103 9047 511691 SH SOLE 2408 505873 3410
PHARMACEUTICAL PRODUCT DEVELOP COM 717124101 1441 56166 SH SOLE 43792 12234 140
PHARMERICA CORP COM 71714F104 379 26532 SH SOLE 15470 11062 0
PHILIP MORRIS INTL INC COM 718172109 11822 189522 SH SOLE 6607 180700 2215
PHILIPS ELECTRONICS - NY SHR COM 500472303 1070 59639 SH SOLE 17160 39315 3164
PIEDMONT NATURAL GAS INC COM 720186105 910 31510 SH SOLE 3040 28470 0
PINNACLE ENTMT INC COM 723456109 115 12640 SH SOLE 0 12640 0
PINNACLE FINL PARTNERS INC COM 72346Q104 183 16710 SH SOLE 4140 12570 0
PINNACLE WEST CAPTIAL CORP COM 723484101 502 11682 SH SOLE 1430 10142 110
PIONEER DRILLING CO COM 723655106 171 23820 SH SOLE 2770 21050 0
PIONEER NATURAL RESOURCES CO COM 723787107 990 15060 SH SOLE 4254 10646 160
PIPER JAFFRAY COS COM 724078100 196 10950 SH SOLE 4130 6820 0
PITNEY BOWES INC COM 724479100 432 22962 SH SOLE 3266 19526 170
PLEXUS CORP COM 729132100 396 17490 SH SOLE 1520 15970 0
PLUM CREEK TIMBER CO INC COM 729251108 624 17965 SH SOLE 1637 16198 130
POLARIS INDS INC COM 731068102 346 6920 SH SOLE 4000 2860 60
POLYCOM INC COM 73172K104 271 14760 SH SOLE 9960 4620 180
POLYONE CORP COM 73179P106 462 43180 SH SOLE 4040 39140 0
POOL CORP COM 73278L105 524 20015 SH SOLE 2230 17785 0
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 613 9860 SH SOLE 1760 8100 0
PORTUGAL TELCM SGPS SA SPONSOR COM 737273102 381 52614 SH SOLE 15030 34784 2800
POSCO SPONSORED ADR COM 693483109 2882 37913 SH SOLE 9260 26153 2500
POST PPTYS INC COM 737464107 792 22800 SH SOLE 1750 21050 0
POTASH CORP SASK INC COM 73755L107 1892 43784 SH SOLE 11845 29489 2450
POWER INTEGRATIONS INC COM 739276103 522 17040 SH SOLE 3190 13850 0
PRAXAIR INC COM 74005P104 4638 49619 SH SOLE 3286 45498 835
PRECISION CASTPARTS CORP COM 740189105 2498 16070 SH SOLE 1909 13986 175
PRESIDENTIAL LIFE CORP COM 740884101 126 15360 SH SOLE 7190 8170 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 157 17350 SH SOLE 0 17350 0
PRICELINE COM INC COM 741503403 2893 6436 SH SOLE 1630 4757 49
PRINCIPAL FINL GROUP INC COM 74251V102 807 35609 SH SOLE 9098 26361 150
PRIVATEBANCORP INC COM 742962103 188 24970 SH SOLE 4110 20860 0
PROASSURANCE CORP COM 74267C106 896 12440 SH SOLE 1300 11140 0
PROCTER & GAMBLE COM 742718109 19400 307062 SH SOLE 27008 277885 2169
PROGRESS ENERGY COM 743263105 4070 78684 SH SOLE 45231 33233 220
PROGRESS SOFTWARE CORP COM 743312100 599 34125 SH SOLE 2530 31595 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 21
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
PROGRESSIVE CORP OHIO COM 743315103 1176 66227 SH SOLE 7747 58150 330
PROLOGIS INC COM 74340W103 886 36521 SH SOLE 2732 33693 96
PROSPECT CAPITAL CORPORATIONCO COM 74348T102 277 32920 SH SOLE 1600 31320 0
PROTECTIVE LIFE CORP COM 743674103 158 10080 SH SOLE 8400 1680 0
PROVIDENT FINL SVCS INC COM 74386T105 220 20460 SH SOLE 1230 19230 0
PRUDENTIAL FINANCIAL 9.000% 06 PREFERRED STOCKS 744320508 1690 61024 SH SOLE 10324 47040 3660
PRUDENTIAL FINL INC COM 744320102 2350 50139 SH SOLE 10863 39086 190
PRUDENTIAL PLC ADR COM 74435K204 2708 158744 SH SOLE 90826 64228 3690
PS BUSINESS PKS INC CALIF COM 69360J107 454 9170 SH SOLE 820 8350 0
PUBLIC SERVICE ENTERPRISES COM 744573106 1761 52760 SH SOLE 5459 46941 360
PUBLIC STORAGE 6.450% SERIES F PREFERRED STOCKS 74460D380 1932 76760 SH SOLE 12055 60550 4155
PUBLIC STORAGE INC COM 74460D109 4072 36568 SH SOLE 18408 18000 160
PULSE ELECTRONICS CORP COM COM 74586W106 57 19970 SH SOLE 3420 16550 0
PULTE CORP COM 745867101 113 28697 SH SOLE 3304 25233 160
PVH CORPORATION COM 693656100 277 4760 SH SOLE 3760 1000 0
QEP RES INC COM COM 74733V100 621 22952 SH SOLE 6370 16322 260
QIAGEN N V COM N72482107 538 38873 SH SOLE 13130 24443 1300
QUAKER CHEMICAL CORP COM 747316107 214 8260 SH SOLE 1800 6460 0
QUALCOMM INC COM 747525103 8547 175757 SH SOLE 15076 158971 1710
QUALITY SYS INC COM 747582104 1048 10800 SH SOLE 1830 8970 0
QUANEX BUILDING PRODUCTS CORCO COM 747619104 162 14802 SH SOLE 1535 13267 0
QUANTA SERVICES INC COM 74762E102 456 24260 SH SOLE 7400 16780 80
QUEST DIAGNOSTICS INC COM 74834L100 900 18238 SH SOLE 2310 15768 160
QUESTAR CORP COM 748356102 295 16680 SH SOLE 10800 5630 250
QUESTCOR PHARMACEUTICALS INCCO COM 74835Y101 996 36530 SH SOLE 7740 28790 0
QUIKSILVER INC COM 74838C106 196 64210 SH SOLE 19050 45160 0
R F MICRO DEVICES INC COM 749941100 110 17300 SH SOLE 15750 1550 0
R L I CORP ILL COM 749607107 465 7310 SH SOLE 620 6690 0
R T I INTL METALS INC COM 74973W107 317 13590 SH SOLE 1130 12460 0
RACKSPACE HOSTING INC COM COM 750086100 351 10280 SH SOLE 7800 2390 90
RADISYS CORP COM 750459109 64 10440 SH SOLE 900 9540 0
RALCORP HOLDINGS INC COM 751028101 305 3970 SH SOLE 2920 1040 10
RALPH LAUREN CORP CL A COM 751212101 1072 8265 SH SOLE 2385 5820 60
RANGE RES CORP COM 75281A109 937 16020 SH SOLE 1170 14630 220
RAYONIER INC COM 754907103 299 8115 SH SOLE 4170 3780 165
RAYTHEON CO COM 755111507 4802 117494 SH SOLE 39515 75979 2000
RED HAT INC COM 756577102 1275 30169 SH SOLE 11960 18029 180
RED ROBIN GOURMET BURGERS IN COM 75689M101 311 12900 SH SOLE 6990 5910 0
REED ELSEVIER N V SPONS ADR COM 758204200 604 27693 SH SOLE 8473 17800 1420
REED ELSEVIER P L C SPONS ADR COM 758205207 752 24714 SH SOLE 7937 15587 1190
REGENERON PHARMACEUTICALS COM 75886F107 2446 42030 SH SOLE 5460 36500 70
REGIONS FINANCIAL CORP COM 7591EP100 426 127926 SH SOLE 31430 96086 410
REINSURANCE GROUP OF AMERICA I COM 759351604 353 7690 SH SOLE 6010 1650 30
RENAISSANCERE HOLDINGS 6.600% PREFERRED STOCKS G7498P408 1784 72450 SH SOLE 11880 56470 4100
REPUBLIC SVCS INC COM 760759100 960 34221 SH SOLE 3714 30267 240
RESEARCH IN MOTION LTD COM 760975102 461 22706 SH SOLE 5570 15906 1230
RESMED INC COM 761152107 395 13720 SH SOLE 8410 5130 180
REYNOLDS AMERICAN INC COM 761713106 744 19856 SH SOLE 0 19856 0
RIGHTNOW TECHNOLOGIES INC COM 76657R106 549 16610 SH SOLE 5110 11500 0
RIO TINTO PLC ADR SPONSORED COM 767204100 3004 68153 SH SOLE 20242 43647 4264
RIVERBED TECHNOLOGY INC COM 768573107 271 13570 SH SOLE 9530 3890 150
PORTVUE-SEC13F.LNP CAPSTONE PAGE 22
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
ROBBINS & MYERS INC COM 770196103 694 19997 SH SOLE 1490 18507 0
ROBERT HALF INTL INC COM 770323103 338 15905 SH SOLE 1369 14356 180
ROCKWELL AUTOMATION INC COM 773903109 917 16368 SH SOLE 2730 13488 150
ROCKWELL COLLINS INC COM 774341101 1631 30909 SH SOLE 1704 29205 0
ROCK-TENN CO CL A COM 772739207 221 4530 SH SOLE 2660 1810 60
ROFIN SINAR TECHNOLOGIES INC COM 775043102 244 12720 SH SOLE 1040 11680 0
ROGERS COMMUNICATIONS INC CL B COM 775109200 1026 29979 SH SOLE 9260 19139 1580
ROGERS CORP COM 775133101 277 7080 SH SOLE 560 6520 0
ROPER INDS INC COM 776696106 1569 22764 SH SOLE 730 21469 565
ROSS STORES INC COM 778296103 1819 23118 SH SOLE 5840 16988 290
ROVI CORP COM COM 779376102 362 8418 SH SOLE 5303 3005 110
ROWAN COMPANIES INC COM 779382100 463 15337 SH SOLE 5415 9822 100
ROYAL BANK SCOTLAND GROUP PLC COM 780097689 269 37703 SH SOLE 9138 26525 2040
ROYAL BK CDA MONTREAL QUE COM 780087102 3760 82249 SH SOLE 22550 55399 4300
ROYAL DUTCH SHELL PLC SPON ADR COM 780259107 4464 71943 SH SOLE 20420 48333 3190
ROYAL DUTCH SHELL PLC SPONS AD COM 780259206 5640 91673 SH SOLE 23500 61963 6210
RUBICON TECHNOLOGY INC COM 78112T107 130 11880 SH SOLE 4170 7710 0
RUBY TUESDAY INC COM 781182100 200 27880 SH SOLE 5020 22860 0
RUDOLPH TECHNOLOGIES INC COM 781270103 94 14070 SH SOLE 1620 12450 0
RUTHS CHRIS STEAK HSE INC COM 783332109 82 19060 SH SOLE 9200 9860 0
RYANAIR HLDGS PLC ADR SPONSORE COM 783513104 449 17433 SH SOLE 6340 10543 550
RYDER SYSTEM INC COM 783549108 343 9131 SH SOLE 5164 3957 10
S E I INVESTMENTS CO COM 784117103 176 11430 SH SOLE 5560 5740 130
S L M CORPORATION COM 78442P106 695 55812 SH SOLE 14766 40816 230
S W S GROUP INC COM 78503N107 203 43380 SH SOLE 33165 10215 0
S & T BANCORP INC COM 783859101 163 10070 SH SOLE 880 9190 0
SAFETY INS GROUP INC COM 78648T100 280 7390 SH SOLE 1470 5920 0
SAFEWAY INC COM 786514208 796 47889 SH SOLE 12884 34705 300
SAIC INC COM 78390X101 346 29271 SH SOLE 3140 25791 340
SALESFORCE COM INC COM 79466L302 1883 16477 SH SOLE 4297 12060 120
SALIX PHARMACEUTICALS LTD COM 795435106 944 31880 SH SOLE 4230 27650 0
SANDERSON FARMS INC COM 800013104 428 9020 SH SOLE 1990 7030 0
SANDISK CORP COM 80004C101 4123 102163 SH SOLE 15459 84414 2290
SANOFI-AVENTIS ADR COM 80105N105 1287 39226 SH SOLE 0 33866 5360
SAP AG ADR SPON COM 803054204 2620 51754 SH SOLE 13990 35114 2650
SARA LEE CORP COM 803111103 1215 74299 SH SOLE 8253 65486 560
SASOL LTD SPONSORED ADR COM 803866300 1757 43287 SH SOLE 10610 29417 3260
SAUL CTRS INC COM 804395101 204 6040 SH SOLE 400 5640 0
SAVIENT PHARMACEUTICALS INC COM 80517Q100 134 32600 SH SOLE 2880 29720 0
SCANA CORP COM 80589M102 1389 34327 SH SOLE 19934 14273 120
SCANSOURCE INC COM 806037107 389 13170 SH SOLE 3270 9900 0
SCHEIN HENRY INC COM 806407102 415 6690 SH SOLE 3500 3100 90
SCHLUMBERGER COM 806857108 9451 158227 SH SOLE 13008 143684 1535
SCHOOL SPECIALTY INC COM 807863105 164 22970 SH SOLE 16640 6330 0
SCHULMAN A INC COM 808194104 277 16300 SH SOLE 4950 11350 0
SCHWAB CHARLES CORP COM 808513105 1398 124028 SH SOLE 9091 113837 1100
SCRIPPS E W CO OHIO CL A COM 811054402 103 14770 SH SOLE 2090 12680 0
SCRIPPS NETWORKS INTERACT INCL COM 811065101 531 14284 SH SOLE 4240 9924 120
SEACOR SMIT INC COM 811904101 844 10525 SH SOLE 880 9625 20
SEALED AIR CORP COM 81211K100 351 21005 SH SOLE 6040 14795 170
SEARS HLDGS CORP COM 812350106 692 12026 SH SOLE 9176 2850 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 23
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
SELECT COMFORT CORP OC-CAP STK COM 81616X103 375 26820 SH SOLE 1820 25000 0
SELECT SECTOR SPDR TR SBI INT- COM 81369Y605 3615 306101 SH SOLE 38500 259001 8600
SELECTIVE INSURANCE GROUP INC COM 816300107 324 24840 SH SOLE 5970 18870 0
SEMPRA ENERGY CORP COM 816851109 1418 27534 SH SOLE 5132 22192 210
SENECA FOODS CORP NEW CL A COM 817070501 209 10560 SH SOLE 7030 3530 0
SENIOR HOUSING PROPERTY TRUST COM 81721M109 1619 75161 SH SOLE 59958 15203 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2106 64712 SH SOLE 52892 11820 0
SERVICE CORP INTL COM 817565104 143 15660 SH SOLE 11460 4200 0
SHAW COMMUNICATIONS INC CL B C COM 82028K200 3001 148551 SH SOLE 106451 40610 1490
SHERWIN WILLIAMS CO COM 824348106 1426 19188 SH SOLE 1021 17717 450
SHINHAN FINANCIAL GROUP CO LSP COM 824596100 2214 32349 SH SOLE 7810 22459 2080
SHIRE PHARMACEUTICALS GROUP AD COM 82481R106 1567 16685 SH SOLE 5160 10795 730
SHUFFLE MASTER INC COM 825549108 98 11680 SH SOLE 0 11680 0
SIEMENS A G SPONSORED ADR COM 826197501 5331 59373 SH SOLE 24361 32682 2330
SIGMA ALDRICH CORP COM 826552101 1319 21340 SH SOLE 120 20625 595
SIGMA DESIGNS INC COM 826565103 101 12830 SH SOLE 1300 11530 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1135 23780 SH SOLE 2310 21470 0
SIMON PPTY GROUP INC COM 828806109 3478 31626 SH SOLE 3170 28186 270
SIMPSON MANUFACTURING CO INC COM 829073105 407 16310 SH SOLE 1540 14770 0
SIRIUS XM RADIO INC COM COM 82967N108 84 55610 SH SOLE 0 53550 2060
SKECHERS U S A INC CL A COM 830566105 230 16400 SH SOLE 2960 13440 0
SKYWEST INC COM 830879102 358 31100 SH SOLE 11420 19680 0
SKYWORKS SOLUTIONS INC COM 83088M102 273 15190 SH SOLE 10590 4450 150
SL GREEN RLTY CORP COM 78440X101 344 5913 SH SOLE 4450 1443 20
SM ENERGY COMPANY COM 78454L100 230 3800 SH SOLE 2350 1350 100
SMITH A O CORP COM 831865209 537 16755 SH SOLE 1285 15470 0
SMITH MICRO SOFTWARE INC COM 832154108 36 23640 SH SOLE 9450 14190 0
SMITH & NEPHEW P L C ADR SPONS COM 83175M205 996 22297 SH SOLE 7610 13787 900
SMITHFIELD FOODS INC COM 832248108 306 15690 SH SOLE 12860 2790 40
SMUCKER J M CO COM 832696405 1358 18635 SH SOLE 1636 16724 275
SNAP ON TOOLS CORP COM 833034101 247 5571 SH SOLE 391 5140 40
SNYDERS LANCE INC COM COM 833551104 437 20980 SH SOLE 1860 19120 0
SOCIEDA QUIMICA MIN DE CHILE COM 833635105 381 7963 SH SOLE 2250 5313 400
SOLERA HOLDINGS INC COM 83421A104 292 5790 SH SOLE 3760 1970 60
SONIC AUTOMOTIVE INC CL A COM 83545G102 243 22530 SH SOLE 9350 13180 0
SONIC CORP COM 835451105 192 27225 SH SOLE 3250 23975 0
SONY CORP - ADR COM 835699307 733 38593 SH SOLE 0 35793 2800
SOURCEFIRE INC COM COM 83616T108 545 20350 SH SOLE 6720 13630 0
SOUTH JERSEY INDS INC COM 838518108 694 13950 SH SOLE 850 13100 0
SOUTHERN CO COM 842587107 6338 149582 SH SOLE 16611 130201 2770
SOUTHERN COPPER CORPORATION COM 84265V105 308 12342 SH SOLE 1660 9952 730
SOUTHERN UNION CO COM 844030106 347 8560 SH SOLE 6070 2380 110
SOUTHWEST AIRLINES CO COM 844741108 672 83609 SH SOLE 11860 71249 500
SOUTHWEST GAS CORP COM 844895102 689 19060 SH SOLE 2450 16610 0
SOUTHWESTERN ENERGY CO COM 845467109 3316 99498 SH SOLE 15838 81150 2510
SOVRAN SELF STORAGE INC COM 84610H108 471 12660 SH SOLE 910 11750 0
SPARTAN MTRS INC COM 846819100 108 26210 SH SOLE 15000 11210 0
SPARTAN STORES INC COM 846822104 232 14960 SH SOLE 7050 7910 0
SPECTRA ENERGY CORP COM 847560109 1786 72792 SH SOLE 9224 62778 790
SPRINT CORP COM 852061100 1078 354569 SH SOLE 108571 244998 1000
ST JUDE MEDICAL INC COM 790849103 1552 42873 SH SOLE 8874 33629 370
PORTVUE-SEC13F.LNP CAPSTONE PAGE 24
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
STAGE STORES INC COM 85254C305 269 19389 SH SOLE 6342 13047 0
STANDARD MICROSYSTEMS CORP COM 853626109 204 10520 SH SOLE 800 9720 0
STANDARD MOTOR PRODUCTS INC COM 853666105 174 13380 SH SOLE 6380 7000 0
STANDARD PACIFIC CORP COM 85375C101 161 65180 SH SOLE 30200 34980 0
STANDARD REGISTER CO COM 853887107 39 15310 SH SOLE 10500 4810 0
STANDEX INTL CORP COM 854231107 201 6450 SH SOLE 1430 5020 0
STANLEY BLACK AND DECKER INC COM 854502101 825 16811 SH SOLE 1252 15488 71
STAPLES INC COM 855030102 917 68974 SH SOLE 6818 61826 330
STARBUCKS CORP COM 855244109 5871 157429 SH SOLE 24369 130380 2680
STARWOOD HOTELS & RESORTS WRLD COM 85590A401 922 23759 SH SOLE 5107 18442 210
STATE STREET CORP COM 857477103 1459 45359 SH SOLE 4557 40592 210
STATOIL ASA SPONSORED ADR COM 85771P102 1309 60753 SH SOLE 15307 41536 3910
STEEL DYNAMICS INC COM 858119100 128 12930 SH SOLE 8370 4400 160
STEIN MART INC COM 858375108 109 17410 SH SOLE 7890 9520 0
STEPAN CHEMICAL CO COM 858586100 274 4080 SH SOLE 950 3130 0
STERICYCLE INC COM 858912108 1010 12512 SH SOLE 3320 9082 110
STERLING BANCORP COM 859158107 81 11090 SH SOLE 2190 8900 0
STEWARD LARGE CAP ENHANCED IND MUTUAL FUNDS 860324102 203 8774 SH SOLE 0 8774 0
STEWART INFORMATION SVCS COM 860372101 135 15320 SH SOLE 8490 6830 0
STIFEL FINL CORP COM 860630102 775 29169 SH SOLE 3285 25884 0
STMICROELECTRONICS N V SHS-N Y COM 861012102 182 28068 SH SOLE 6060 20158 1850
STONE ENERGY CORP COM 861642106 210 12960 SH SOLE 1900 11060 0
STR HLDGS INC COM COM 78478V100 156 19250 SH SOLE 1630 17620 0
STRATASYS INC COM 862685104 235 12650 SH SOLE 2380 10270 0
STRYKER CORP COM 863667101 2588 54915 SH SOLE 4569 49541 805
STURM RUGER & CO INC COM 864159108 235 9030 SH SOLE 8890 140 0
SUMITOMO MITSUI FINL GRP INCSP COM 86562M209 1896 346700 SH SOLE 89000 240940 16760
SUN LIFE FINL INC COM 866796105 959 40327 SH SOLE 10930 27517 1880
SUNCOR ENERGY INC COM 867224107 2108 82844 SH SOLE 21408 56756 4680
SUNOCO INC COM 86764P109 575 18548 SH SOLE 7790 10758 0
SUNTRUST BANKS INC COM 867914103 939 52331 SH SOLE 10058 42053 220
SUPER MICRO COMPUTER INC COM COM 86800U104 140 11180 SH SOLE 750 10430 0
SUPERIOR INDS INTL INC COM 868168105 162 10510 SH SOLE 1050 9460 0
SUPERVALU INC COM 868536103 669 100442 SH SOLE 80984 19358 100
SUSQUEHANNA BANCSHARES INC COM 869099101 319 58369 SH SOLE 13570 44799 0
SWIFT ENERGY CO COM 870738101 470 19330 SH SOLE 1650 17680 0
SYKES ENTERPRISES INC COM 871237103 276 18490 SH SOLE 1670 16820 0
SYMANTEC CORP COM 871503108 1615 99066 SH SOLE 18683 79693 690
SYMMETRICOM INC COM 871543104 92 21270 SH SOLE 3490 17780 0
SYMMETRY MED INC COM 871546206 154 19900 SH SOLE 6630 13270 0
SYNAPTICS INC COM 87157D109 490 20490 SH SOLE 4160 16330 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 456 18300 SH SOLE 6040 12260 0
SYNGENTA AG ADR SPONSORED COM 87160A100 1484 28618 SH SOLE 8200 18838 1580
SYNNEX CORP COM 87162W100 360 13750 SH SOLE 4890 8860 0
SYNOPSYS INC COM 871607107 222 9110 SH SOLE 5820 3170 120
SYNOVUS FINANCIAL CORP COM 87161C105 49 45440 SH SOLE 38710 6730 0
SYSCO CORP COM 871829107 6422 247962 SH SOLE 85899 158423 3640
T C F FINANCIAL CORP COM 872275102 93 10150 SH SOLE 5340 4800 10
T H Q INC COM 872443403 41 23942 SH SOLE 0 23942 0
T J X COMPANIES INC COM 872540109 3498 63064 SH SOLE 7956 54253 855
T ROWE PRICE GROUP INC COM 74144T108 1452 30393 SH SOLE 2441 27682 270
PORTVUE-SEC13F.LNP CAPSTONE PAGE 25
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
TAIWAN SEMICONDUCTOR MFG CO AD COM 874039100 7720 675443 SH SOLE 165518 465785 44140
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 228 17940 SH SOLE 0 17940 0
TALEO CORP CL A COM 87424N104 629 24470 SH SOLE 5080 19390 0
TALISMAN ENERGY INC COM 87425E103 648 52795 SH SOLE 12700 36335 3760
TANGER FACTORY OUTLET CTRS COM 875465106 1083 41620 SH SOLE 3240 38380 0
TARGET CORP COM 87612E106 8606 175488 SH SOLE 14128 158503 2857
TATA MTRS LTD SPONSORED ADR COM 876568502 382 24810 SH SOLE 4250 18630 1930
TECH DATA CORP COM 878237106 255 5900 SH SOLE 5020 880 0
TECK COMINCO LTD CL B COM 878742204 670 22951 SH SOLE 6023 15588 1340
TECO ENERGY INC COM 872375100 445 25966 SH SOLE 4678 21198 90
TEKELEC COM 879101103 160 26410 SH SOLE 2450 23960 0
TELE NORTE LESTE PART S A SPON COM 879246106 154 16181 SH SOLE 4160 10921 1100
TELECOM ITALIA S P A NEW SPONS COM 87927Y102 565 52281 SH SOLE 13160 35981 3140
TELECOMUNICACOES DE SAO PAULSP COM 87929A102 781 29513 SH SOLE 8108 19393 2012
TELEDYNE TECHNOLOGIES INC COM 879360105 732 14990 SH SOLE 1380 13610 0
TELEFLEX INC COM 879369106 214 3980 SH SOLE 2600 1360 20
TELEFONICA S A ADR SPONSORED COM 879382208 4200 219679 SH SOLE 61760 145999 11920
TELEFONOS DE MEXICO S A ADR RE COM 879403780 411 27490 SH SOLE 9410 16770 1310
TELETECH HOLDINGS INC COM 879939106 213 13960 SH SOLE 1280 12680 0
TELLABS INC COM 879664100 159 37065 SH SOLE 4444 32591 30
TELUS CORP NON-VTG SHS COM 87971M202 1201 25973 SH SOLE 8040 16623 1310
TEMPLE INLAND INC COM 879868107 250 7960 SH SOLE 5910 2000 50
TENARIS S A SPONSORED ADR COM 88031M109 308 12117 SH SOLE 3090 8257 770
TENET HEALTHCARE CORP COM 88033G100 132 32177 SH SOLE 412 31675 90
TENNANT CO COM 880345103 291 8220 SH SOLE 560 7660 0
TERADATA CORP COM 88076W103 1308 24437 SH SOLE 7930 16337 170
TERADYNE INC COM 880770102 176 15976 SH SOLE 2034 13802 140
TESORO PETE CORP COM 881609101 877 45037 SH SOLE 32760 12107 170
TESSERA TECHNOLOGIES INC COM 88164L100 280 23480 SH SOLE 1970 21510 0
TETRA TECH INC COM 88162G103 529 28250 SH SOLE 2520 25730 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 255 33054 SH SOLE 5550 27504 0
TEVA PHARMACEUTICAL INDS LTDAD COM 881624209 2443 65636 SH SOLE 5688 57852 2096
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 337 14750 SH SOLE 1280 13470 0
TEXAS INDS INC COM 882491103 375 11810 SH SOLE 1310 10500 0
TEXAS INSTRUMENTS INC COM 882508104 4970 186486 SH SOLE 19805 162961 3720
TEXAS ROADHOUSE INC CL A COM 882681109 506 38260 SH SOLE 12400 25860 0
TEXTRON INC COM 883203101 364 20637 SH SOLE 2681 17956 0
THE MEDICINES COMPANY COM 584688105 343 23030 SH SOLE 970 22060 0
THERMO ELECTRON CORP COM 883556102 2002 39536 SH SOLE 4693 34663 180
THOMSON CORP COM 884903105 1018 37633 SH SOLE 9088 26675 1870
THORATEC CORP COM 885175307 208 6380 SH SOLE 4430 1890 60
TIBCO SOFTWARE INC COM 88632Q103 339 15120 SH SOLE 10920 4060 140
TIFFANY & CO COM 886547108 1037 17055 SH SOLE 5360 11575 120
TIM HORTONS INC COM 88706M103 790 17063 SH SOLE 5760 10543 760
TIME WARNER CABLE INC COM COM 88732J207 2265 36146 SH SOLE 4384 31422 340
TIME WARNER INC COM COM 887317303 2300 76741 SH SOLE 0 76231 510
TOMPKINS TRUSTCO INC COM 890110109 1976 55220 SH SOLE 41004 14216 0
TORCHMARK CORP COM 891027104 565 16206 SH SOLE 5626 10505 75
TORO CO COM 891092108 744 15098 SH SOLE 1190 13908 0
TORONTO DOMINION BK ONT COM 891160509 3633 51207 SH SOLE 13860 34637 2710
TOTAL FINA ELF S A ADR SPONS COM 89151E109 5080 115798 SH SOLE 33740 80588 1470
PORTVUE-SEC13F.LNP CAPSTONE PAGE 26
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
TOTAL SYS SVCS INC COM 891906109 377 22270 SH SOLE 3862 18278 130
TOWER GROUP INC COM 891777104 443 19400 SH SOLE 1780 17620 0
TOYOTA MTR CORP ADR 1 SH COM 892331307 4914 71986 SH SOLE 18820 49336 3830
TRACTOR SUPPLY CO COM 892356106 376 6010 SH SOLE 4170 1780 60
TRANSALTA CORP COM 89346D107 984 45212 SH SOLE 15780 27532 1900
TRANSATLANTIC HLDGS INC COM 893521104 347 7150 SH SOLE 5010 2130 10
TRANSCANADA CORP COM 89353D107 4863 120101 SH SOLE 71750 46141 2210
TRAVELERS COMPANIES INC COM 89417E109 2254 46245 SH SOLE 8715 37290 240
TREEHOUSE FOODS INC COM 89469A104 1228 19850 SH SOLE 3130 16720 0
TRIMBLE NAVIGATION LTD COM 896239100 257 7660 SH SOLE 4360 3170 130
TRIQUINT SEMICONDUCTOR INC COM 89674K103 475 94540 SH SOLE 19540 75000 0
TRUE RELIGION APPAREL INC COM 89784N104 473 17550 SH SOLE 5050 12500 0
TRUEBLUE INC COM 89785X101 220 19410 SH SOLE 1720 17690 0
TRUSTCO BANK CORP N Y COM 898349105 131 29410 SH SOLE 3990 25420 0
TTM TECHNOLOGIES INC COM 87305R109 283 29760 SH SOLE 9270 20490 0
TUESDAY MORNING CORP COM 899035505 124 35190 SH SOLE 23610 11580 0
TUPPERWARE CORP COM 899896104 299 5570 SH SOLE 3440 2060 70
TW TELECOM INC COM 87311L104 221 13400 SH SOLE 10560 2810 30
TYCO INTERNATIONAL LTD SHS COM H89128104 1761 43222 SH SOLE 4350 38645 227
TYLER TECHNOLOGIES INC COM 902252105 436 17250 SH SOLE 5170 12080 0
TYSON FOODS INC CL A COM 902494103 3102 178690 SH SOLE 42280 132870 3540
U G I CORP COM 902681105 269 10230 SH SOLE 5640 4460 130
U I L HOLDINGS CORP COM 902748102 665 20206 SH SOLE 1900 18306 0
U N U M PROVIDENT CORP COM 91529Y106 996 47508 SH SOLE 18260 29098 150
U R S CORP COM 903236107 251 8457 SH SOLE 7210 1227 20
U S BANCORP COM 902973304 4210 178848 SH SOLE 17412 160276 1160
UBS AG COM H89231338 2247 196598 SH SOLE 51143 134725 10730
UDR INC COM 902653104 205 9269 SH SOLE 7051 2218 0
ULTRA PETROLEUM CORP COM 903914109 1589 57320 SH SOLE 7300 47740 2280
ULTRATECH STEPPER INC COM 904034105 195 11390 SH SOLE 800 10590 0
UMB FINL CORP COM 902788108 463 14430 SH SOLE 1220 13210 0
UMPQUA HLDGS CORP COM 904214103 396 45090 SH SOLE 4950 40140 0
UNDER ARMOUR INC CL A COM 904311107 241 3630 SH SOLE 2880 740 10
UNIFIRST CORP MASS COM 904708104 317 7010 SH SOLE 560 6450 0
UNILEVER N V COM 904784709 3576 113564 SH SOLE 34380 73224 5960
UNILEVER PLC ADR SPON NEW COM 904767704 5700 182738 SH SOLE 102689 75249 4800
UNION PACIFIC CORP COM 907818108 6414 78536 SH SOLE 7385 70211 940
UNISOURCE ENERGY CORP COM 909205106 540 14960 SH SOLE 1530 13430 0
UNITED BANKSHARES INC W VA COM 909907107 336 16740 SH SOLE 1330 15410 0
UNITED COMMUNITY BANKS BLAIRSV COM 90984P303 137 16183 SH SOLE 8482 7701 0
UNITED FIRE & CAS CO COM 910331107 188 10620 SH SOLE 2660 7960 0
UNITED MICROELECTRONICS CORP S COM 910873405 3099 1622755 SH SOLE 1186892 415693 20170
UNITED NATURAL FOODS INC COM 911163103 831 22430 SH SOLE 1880 20550 0
UNITED ONLINE INC COM 911268100 213 40790 SH SOLE 11120 29670 0
UNITED PARCEL SERVICE INC CL B COM 911312106 6147 97347 SH SOLE 9093 87454 800
UNITED STATES STEEL CORP COM 912909108 268 12188 SH SOLE 1254 10854 80
UNITED STATIONERS INC COM 913004107 590 21680 SH SOLE 4480 17200 0
UNITED TECHNOLOGIES CORP COM 913017109 9467 134547 SH SOLE 8901 125566 80
UNITEDHEALTH GROUP INC COM 91324P102 10013 217114 SH SOLE 25755 187689 3670
UNIVERSAL FOREST PRODUCTS INC COM 913543104 285 11850 SH SOLE 3810 8040 0
UNIVERSAL TECHNICAL INST INC COM 913915104 176 12940 SH SOLE 2870 10070 0
PORTVUE-SEC13F.LNP CAPSTONE PAGE 27
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
URBAN OUTFITTERS INC COM 917047102 475 21272 SH SOLE 9450 11712 110
URSTADT BIDDLE PPTYS INS C L A COM 917286205 163 10180 SH SOLE 1190 8990 0
USA MOBILITY INC COM 90341G103 138 10430 SH SOLE 1190 9240 0
V F CORP COM 918204108 1630 13411 SH SOLE 762 12459 190
VALE S A ADR COM 91912E105 2396 105067 SH SOLE 24360 73197 7510
VALE S A REPSTG PFD COM 91912E204 5883 280134 SH SOLE 69450 192034 18650
VALEANT PHARMACEUTICALS INTL I COM 91911K102 629 16943 SH SOLE 6110 9883 950
VALERO ENERGY CORP COM 91913Y100 2905 163375 SH SOLE 42738 117937 2700
VALSPAR CORP COM 920355104 235 7520 SH SOLE 3690 3690 140
VARIAN MEDICAL SYSTEMS CORP COM 92220P105 902 17284 SH SOLE 4250 12904 130
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 278 4545 SH SOLE 2550 1925 70
VEECO INSTRS INC DEL COM 922417100 538 22060 SH SOLE 2700 19360 0
VENTAS INC COM 92276F100 1694 34296 SH SOLE 8930 25177 189
VEOLIA ENVIROMENT SPONSORED AD COM 92334N103 422 28955 SH SOLE 7710 19775 1470
VERIFONE HLDGS INC COM 92342Y109 260 7430 SH SOLE 5550 1800 80
VERISIGN INC COM 92343E102 567 19827 SH SOLE 3000 16637 190
VERIZON COMMUNICATIONS COM 92343V104 11510 312780 SH SOLE 28123 282361 2296
VERTEX PHARMACEUTICALS INC COM 92532F100 594 13350 SH SOLE 7580 5580 190
VIACOM INC NEW CL B COM 92553P201 2191 56556 SH SOLE 446 55470 640
VIASAT INC COM 92552V100 741 22240 SH SOLE 2430 19810 0
VICOR CORP COM 925815102 131 15020 SH SOLE 5810 9210 0
VIROPHARMA INC COM 928241108 771 42640 SH SOLE 6710 35930 0
VISA INC COM CL A COM 92826C839 4516 52687 SH SOLE 8094 44283 310
VITAMIN SHOPPE INC COM COM 92849E101 413 11040 SH SOLE 670 10370 0
VODAFONE GROUP INC COM 92857W209 7127 277730 SH SOLE 73533 189197 15000
VOLTERRA SEMICONDUCTOR CORP COM 928708106 348 18110 SH SOLE 6180 11930 0
VORNADO RLTY TR COM 929042109 1239 16598 SH SOLE 1765 14743 90
VULCAN MATERIALS CO COM 929160109 310 11239 SH SOLE 811 10398 30
W D 40 CO COM 929236107 315 7900 SH SOLE 720 7180 0
WAL MART STORES INC COM 931142103 16674 321269 SH SOLE 28030 288430 4809
WALGREEN COMPANY COM 931422109 4203 127778 SH SOLE 12099 114154 1525
WASHINGTON POST CO CL B COM 939640108 380 1162 SH SOLE 604 558 0
WASTE CONNECTIONS INC COM 941053100 293 8662 SH SOLE 4812 3715 135
WASTE MANAGEMENT INC DEL COM 94106L109 1603 49241 SH SOLE 6271 42670 300
WATERS CORP COM 941848103 983 13021 SH SOLE 3264 9657 100
WATSON PHARMACEUTICALS INC COM 942683103 1284 18810 SH SOLE 7802 10888 120
WATTS INDS INC CL A COM 942749102 325 12190 SH SOLE 1160 11030 0
WAUSAU-MOSINEE PAPER CORP COM 943315101 180 28120 SH SOLE 9620 18500 0
WEBSENSE INC COM 947684106 406 23470 SH SOLE 4350 19120 0
WELLPOINT INC COM 94973V107 2797 42853 SH SOLE 11801 30892 160
WELLS FARGO & CO COM 949746101 11783 488515 SH SOLE 47435 438860 2220
WENDYS COMPANY COM 95058W100 120 26115 SH SOLE 23700 2415 0
WEST PHARMACEUTICAL SVCS INC COM 955306105 583 15720 SH SOLE 1390 14330 0
WESTERN DIGITAL CORP COM 958102105 921 35794 SH SOLE 16140 19554 100
WESTERN UNION CO COM 959802109 1133 74091 SH SOLE 7406 65945 740
WESTPAC BKG CORP ADR SPONSORED COM 961214301 3222 33544 SH SOLE 8810 22964 1770
WEYERHAEUSER CO COM 962166104 933 60031 SH SOLE 10922 48792 317
WHIRLPOOL CORP COM 963320106 566 11336 SH SOLE 5724 5612 0
WHOLE FOODS MARKET INC COM 966837106 1483 22714 SH SOLE 7830 14714 170
WILLIAMS COS INC COM 969457100 1361 55914 SH SOLE 5928 49546 440
WILLIAMS SONOMA INC COM 969904101 246 7980 SH SOLE 5760 2160 60
PORTVUE-SEC13F.LNP CAPSTONE PAGE 28
RUN DATE: 10/10/11 10:22 A.M.
FORM 13F INFORMATION TABLE
AS OF DATE: 09/30/11
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
WILSHIRE BANCORP INC COM 97186T108 32 11700 SH SOLE 5080 6620 0
WINDSTREAM CORP COM 97381W104 615 52767 SH SOLE 7732 44945 90
WINNEBAGO INDS INC COM 974637100 83 11940 SH SOLE 1130 10810 0
WINTRUST FINL CORP COM 97650W108 464 17970 SH SOLE 4510 13460 0
WIPRO LTD SPON ADR 1 SH COM 97651M109 374 40384 SH SOLE 10040 27214 3130
WISCONSIN ENERGY CORP COM 976657106 1746 55790 SH SOLE 2100 52190 1500
WOLVERINE WORLD WIDE INC COM 978097103 770 23155 SH SOLE 1900 21255 0
WORLD ACCEP CORP DEL COM 981419104 565 10100 SH SOLE 2730 7370 0
WORLD FUEL SVCS CORP COM 981475106 1019 31210 SH SOLE 5420 25790 0
WPP PLC COM 92933H101 2284 49595 SH SOLE 32275 16520 800
WRIGHT EXPRESS CORP COM 98233Q105 848 22290 SH SOLE 3890 18400 0
WYNDHAM WORLDWIDE CORP COM 98310W108 786 27573 SH SOLE 12177 15286 110
WYNN RESORTS LTD COM 983134107 678 5888 SH SOLE 60 5828 0
X C E L ENERGY INC COM 98389B100 1282 51926 SH SOLE 9103 42533 290
XCEL ENERGY INC 7.600% 01/01/6 PREFERRED STOCKS 98389B886 1863 67291 SH SOLE 10670 52836 3785
XEROX CORP COM 984121103 998 143158 SH SOLE 28590 113905 663
XILINX INC COM 983919101 899 32764 SH SOLE 6259 26185 320
XL GROUP PLC COM G98290102 818 43512 SH SOLE 16435 26967 110
XO GROUP COM 983772104 111 13530 SH SOLE 1670 11860 0
YAHOO INC COM 984332106 1463 111123 SH SOLE 5236 105247 640
YAMANA GOLD INC COM 98462Y100 611 44720 SH SOLE 12420 29290 3010
YANZHOU COAL MNG CO LTD ADR SP COM 984846105 332 15750 SH SOLE 3090 11450 1210
YUM BRANDS INC COM 988498101 5562 112620 SH SOLE 9484 101890 1246
ZALE CORP COM 988858106 85 29840 SH SOLE 20560 9280 0
ZIMMER HLDGS INC COM 98956P102 1086 20305 SH SOLE 2549 17666 90
ZIONS BANCORPORATION COM 989701107 209 14826 SH SOLE 1310 13446 70
ZOLL MED CORP COM 989922109 456 12090 SH SOLE 1690 10400 0
ZUMIEZ INC COM 989817101 267 15240 SH SOLE 4830 10410 0
LINE COUNT: 1,405