-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MoaVlGJHXIA6+Cu51BifyxrKoGr8DFSS3LVfliEvHl43tHFMz88J/X48pQSc7FJd AJNZxm3d9YE9hX6mEgbfbQ== 0001140361-09-025218.txt : 20091109 0001140361-09-025218.hdr.sgml : 20091109 20091109153037 ACCESSION NUMBER: 0001140361-09-025218 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090930 FILED AS OF DATE: 20091109 DATE AS OF CHANGE: 20091109 EFFECTIVENESS DATE: 20091109 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Promark Investment Advisors CENTRAL INDEX KEY: 0000883422 IRS NUMBER: 382903925 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-03030 FILM NUMBER: 091168147 BUSINESS ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 BUSINESS PHONE: 617 786 3000 MAIL ADDRESS: STREET 1: STATE STREET BANK STREET 2: 1 ENTERPRISE DRIVE CITY: QUINCY STATE: MA ZIP: 02171 FORMER COMPANY: FORMER CONFORMED NAME: GENERAL MOTORS INVESTMENT MANAGEMENT CORP DATE OF NAME CHANGE: 19940318 13F-HR 1 form13fhr.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 9/30/2009 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Promark Investment Advisors, Inc. Address: 767 Fifth Avenue 15th Floor New York, NY 10153 Form 13F File Number: 28-03030 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Persons Signing this Report on Behalf of Reporting Manager: Name: Russell Ricciardi Title: Vice President Phone: (617) 664-5725 Signature, Place, and Date of Signing: /s/ Russell Ricciardi Boston, MA 11/9/2009 - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 889 Form 13F Information Table Value Total: $2,625,918,279.00 -------------- List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- AIRCASTLE LTD SHS G0129K104 679,801 70,300 70,300 0 0 ALLIED WORLD ASSURANCE COMPANY SHS G0219G203 704,571 14,700 14,700 0 0 AMERICAN SAFETY INSURANCE HLD SHS G02995101 342,781 21,695 21,695 0 0 ARGO GROUP INTERNATIONAL HOLD COM G0464B107 957,758 28,437 28,437 0 0 ASSURED GUARANTY LTD SHS G0585R106 941,423 48,477 48,477 0 0 ACCENTURE PLC COMMON STOCK G1151C101 264,617 7,100 7,100 0 0 COOPER INDUSTRIES PLC COMMON STOCK G24140108 315,588 8,400 8,400 0 0 ENSTAR GROUP LTD D COM STK USD1.00 G3075P101 268,197 4,307 4,307 0 0 FRESH DEL MONTE PRODUCE SHS G36738105 1,035,086 45,780 45,780 0 0 GARMIN LTD COM G37260109 1,415,250 37,500 37,500 0 0 HELEN OF TROY LTD COM NEW G4388N106 747,161 38,454 38,454 0 0 KNIGHTSBRIDGE TANKERS LTD SHS G5299G106 408,152 31,300 31,300 0 0 MARVELL TECHNOLOGY GROUP LTD SHS G5876H105 3,129,721 193,312 193,312 0 0 MAX CAPITAL GROUP LTD SHS G6052F103 732,222 34,264 34,264 0 0 MONTPELIER RE HOLDINGS LTD CDT SHS G62185106 1,044,105 63,977 63,977 0 0 NORDIC AMERICAN TANKER SHIPPIN SHS G65773106 499,902 16,900 16,900 0 0 PARTNERRE LTD COM G6852T105 2,600,572 33,800 33,800 0 0 PLATINUM UNDERWRITERS HOLDINGS SHS G7127P100 1,812,321 50,567 50,567 0 0 PRIMUS GUARANTY LTD SHS G72457107 103,385 24,212 24,212 0 0 SHIP FINANCE INTL COM USD1 G81075106 448,585 36,500 36,500 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 490,050 34,462 34,462 0 0 STEINER LEISURE LTD SHS P8744Y102 370,831 10,370 10,370 0 0 ADC TELECOMMUNICATIONS INC COM NEW 000886309 480,384 57,600 57,600 0 0 ABM INDS INC COM 000957100 553,247 26,295 26,295 0 0 AEP INDS INC COM 001031103 319,200 8,000 8,000 0 0 AFC ENTERPRISES INC COM 00104Q107 150,718 17,900 17,900 0 0 AFLAC INC COM 001055102 3,924,002 91,811 91,811 0 0 AES CORP COM 00130H105 3,249,507 219,265 219,265 0 0 AMB PPTY CORP COM 00163T109 26,941,694 1,173,930 1,173,930 0 0 AT+T INC COM 00206R102 25,420,948 941,168 941,168 0 0 ATC TECHNOLOGY CORP COM 00211W104 347,954 17,609 17,609 0 0 ABBOTT LABS COM 002824100 9,108,812 184,128 184,128 0 0 ACADIA RLTY TR COM 004239109 340,266 22,579 22,579 0 0 ACCELER8 TECHNOLOGY CORP COM NEW 004304200 17,622 11,748 11,748 0 0 ACETO CORP COM 004446100 302,280 45,800 45,800 0 0 ACTUANT CORP CL A NEW 00508X203 591,715 36,844 36,844 0 0 ACUITY BRANDS INC COM 00508Y102 555,848 17,257 17,257 0 0 ACXIOM CORP COM 005125109 421,888 44,597 44,597 0 0 ADTRAN INC COM 00738A106 699,871 28,508 28,508 0 0 ADVANCE AMER CASH ADVANCE COM 00739W107 242,374 43,281 43,281 0 0 AFFYMETRIX INC OC CAP STK 00826T108 501,680 57,139 57,139 0 0 AIR TRANS SVCS GROUP INC COM 00922R105 231,474 66,900 66,900 0 0 ALCOA INC COM 013817101 633,696 48,300 48,300 0 0 ALEXANDRIA REAL ESTATE EQUIT COM 015271109 17,513,907 322,243 322,243 0 0 ALLETE INC COM NEW 018522300 632,694 18,847 18,847 0 0 ALLIANCE HEALTHCARE SERVICES I COM 018606202 283,894 50,158 50,158 0 0 ALLSTATE CORP COM 020002101 1,313,598 42,900 42,900 0 0 ALTRA HLDGS INC COM 02208R106 250,656 22,400 22,400 0 0 AMBAC FINL GROUP INC COM 023139108 331,133 197,103 197,103 0 0 AMERCO COM 023586100 424,664 9,260 9,260 0 0 AMERICA MOVIL SAB DE CV SPONS ADR REPSTG 02364W105 1,744,434 39,800 39,800 0 0 SER L SHS AMERICAN CAMPUS CMNTYS INC COM 024835100 1,038,048 38,661 38,661 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 211,042 7,418 7,418 0 0 AMERICAN COML LINES INC COMMON STOCK 025195405 637,728 21,900 21,900 0 0 AMERICAN EQUITY INVT LIFE COM 025676206 321,341 45,775 45,775 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 2,252,466 88,332 88,332 0 0 AMERICAN GREETINGS CORP CL A 026375105 382,111 17,135 17,135 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 380,520 14,000 14,000 0 0 AMERICAN PHYSICIANS SVC GROUP COM 028882108 412,416 17,900 17,900 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- AMERICAN PHYSICIANS CAP INC COM 028884104 558,338 19,380 19,380 0 0 AMERICAN REPROGRAPHICSCO COM 029263100 104,720 11,000 11,000 0 0 AMERICAN STS WTR CO COM 029899101 810,830 22,411 22,411 0 0 AMERICREDIT CORP COM 03060R101 2,013,225 127,500 127,500 0 0 AMERISAFE INC COM 03071H100 538,752 31,232 31,232 0 0 AMERON INTL CORP COM 030710107 993,996 14,204 14,204 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2,558,034 114,300 114,300 0 0 AMGEN INC COM 031162100 13,801,162 229,141 229,141 0 0 AMPCO PITTSBURGH CORP COM 032037103 300,467 11,300 11,300 0 0 AMSURG CORP COM 03232P405 552,829 26,040 26,040 0 0 AMTRUST FINANCIAL SERVICES COM 032359309 474,519 41,588 41,588 0 0 ANADARKO PETE CORP COM 032511107 5,196,867 82,845 82,845 0 0 ANDERSONS INC COM 034164103 556,160 15,800 15,800 0 0 ANGIODYNAMICS INC COM 03475V101 180,518 13,100 13,100 0 0 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,332,852 32,700 32,700 0 0 ANIXTER INTL INC COM 035290105 1,065,723 26,570 26,570 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 3,081,097 169,851 169,851 0 0 ANTHRACITE CAP INC COM 037023108 61,396 58,472 58,472 0 0 ANWORTH MTG ASSET CORP 1 COM 037347101 594,231 75,410 75,410 0 0 APOGEE ENTERPRISES INC COM 037598109 570,159 37,960 37,960 0 0 APPLE INC COM NPV 037833100 28,393,679 153,173 153,173 0 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 765,696 36,186 36,186 0 0 ARCH CHEMICALS INC COM 03937R102 252,306 8,413 8,413 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4,615,971 157,973 157,973 0 0 ARKANSAS BEST CORP COM 040790107 543,830 18,164 18,164 0 0 ARRIS GROUP INC COM 04269Q100 869,406 66,826 66,826 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 439,552 34,665 34,665 0 0 ASHFORD HOSPITALITY TR INC COM SHS 044103109 159,150 45,997 45,997 0 0 ASTORIA FINL CORP COM 046265104 699,936 63,400 63,400 0 0 AUTONATION INC DEL COM 05329W102 2,403,736 132,950 132,950 0 0 AVALONBAY CMNTYS INC COM 053484101 51,016,168 701,446 701,446 0 0 AVISTA CORP COM 05379B107 1,203,959 59,543 59,543 0 0 AVOCENT CORP COM 053893103 1,068,938 52,735 52,735 0 0 B + G FOODS INC CL A 05508R106 382,842 46,745 46,745 0 0 BRE PPTYS INC COM 05564E106 6,553,469 209,376 209,376 0 0 BMC SOFTWARE INC COM 055921100 589,221 15,700 15,700 0 0 BALDOR ELEC CO COM 057741100 760,407 27,813 27,813 0 0 BANCFIRST CORP COM 05945F103 836,686 22,656 22,656 0 0 BANCO BRADESCO SA SPONSORED ADR 059460303 2,879,038 144,748 144,748 0 0 REPSTG PFD SHS BANK OF AMERICA CORP COM 060505104 25,856,772 1,528,178 1,528,178 0 0 BANK MARIN BANCORP COM 063425102 203,645 6,500 6,500 0 0 BANK OF THE OZARKS INC COM 063904106 424,480 16,000 16,000 0 0 BARNES GROUP INC COM 067806109 839,119 49,100 49,100 0 0 BARRETT BILL CORP COM 06846N104 1,092,858 33,329 33,329 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 372,711 43,900 43,900 0 0 BELDEN INC COM 077454106 881,103 38,143 38,143 0 0 BELO CORP COM SER A 080555105 358,066 66,186 66,186 0 0 BENCHMARK ELECTRS INC COM 08160H101 1,203,840 66,880 66,880 0 0 BERKLEY W R CORP COM 084423102 758,754 30,014 30,014 0 0 BIOMED RLTY TR INC COM 09063H107 1,004,060 72,758 72,758 0 0 BLACK BOX CORP COM 091826107 455,910 18,171 18,171 0 0 BLACK HILLS CORP COM 092113109 791,496 31,446 31,446 0 0 BLACKROCK INC CLA COM 09247X101 1,090,388 5,029 5,029 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 41,477,132 5,589,910 5,589,910 0 0 BLOCK H + R INC COM 093671105 2,506,958 136,396 136,396 0 0 BLYTH INC COM NEW 09643P207 623,824 16,107 16,107 0 0 BOB EVANS FARMS INC COM 096761101 659,633 22,699 22,699 0 0 BOEING CO COM 097023105 4,580,386 84,587 84,587 0 0 BOISE INC COM 09746Y105 722,304 136,800 136,800 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- BOLT TECHNOLOGY CORP COM 097698104 162,153 12,900 12,900 0 0 BOOKS A MILLION INC COM 098570104 174,580 14,500 14,500 0 0 BORDERS GROUP INC COM 099709107 112,893 36,300 36,300 0 0 BOSTON PPTYS INC COM 101121101 64,716,466 987,284 987,284 0 0 BOSTON SCIENTIFIC CORP COM 101137107 2,695,155 254,500 254,500 0 0 BRADY CORP CL A 104674106 1,383,471 48,171 48,171 0 0 BRIGGS + STRATTON CORP COM 109043109 1,136,863 58,571 58,571 0 0 BRINKER INTL INC COM 109641100 169,884 10,800 10,800 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 6,622,074 294,053 294,053 0 0 BROADRIDGE FINL SOLUTIONS INC COM 11133T103 752,283 37,427 37,427 0 0 BROOKFIELD PPTYS CORP COM 112900105 17,453,788 1,550,070 1,550,070 0 0 BRUNSWICK CORP COM 117043109 334,242 27,900 27,900 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 821,440 33,583 33,583 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 871,523 81,223 81,223 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 718,470 9,000 9,000 0 0 BWAY HLDG CO COM 12429T104 732,256 39,560 39,560 0 0 CBL + ASSOC PPTYS INC COM 124830100 511,190 52,700 52,700 0 0 CH ENERGY GROUP INC COM 12541M102 355,676 8,027 8,027 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 617,925 10,700 10,700 0 0 CIGNA CORP COM 125509109 1,449,444 51,600 51,600 0 0 CLECO CORP NEW COM 12561W105 629,383 25,095 25,095 0 0 CNA SURETY CORP COM 12612L108 550,897 34,006 34,006 0 0 CPI INTL INC COM 12618M100 581,891 52,001 52,001 0 0 CSG SYS INTL INC COM 126349109 634,300 39,619 39,619 0 0 CSX CORP COM 126408103 3,542,989 84,639 84,639 0 0 CTS CORP COM 126501105 282,832 30,412 30,412 0 0 CVB FINL CORP COM 126600105 98,040 12,917 12,917 0 0 CVS CAREMARK CORP COM 126650100 6,579,805 184,102 184,102 0 0 CA INC COM 12673P105 2,457,404 111,751 111,751 0 0 CABELAS INC COM 126804301 673,670 50,500 50,500 0 0 CABOT CORP COM 127055101 1,187,854 51,400 51,400 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 641,424 18,400 18,400 0 0 CACI INTL INC CL A 127190304 1,310,277 27,719 27,719 0 0 CAL DIVE INTERNATIONAL INC COM 12802T101 650,999 65,824 65,824 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 410,332 31,419 31,419 0 0 CALIFORNIA WATER SERVICE GRP COM 130788102 665,874 17,100 17,100 0 0 CALLAWAY GOLF CO COM 131193104 303,015 39,818 39,818 0 0 CAMDEN NATL CORP COM 133034108 447,395 13,541 13,541 0 0 CAMERON INTL CORP COM 13342B105 2,226,463 58,870 58,870 0 0 CANTEL MED CORP COM FORMERLY CL B 138098108 429,195 28,499 28,499 0 0 CONV CAPLEASE INC COM 140288101 143,121 35,514 35,514 0 0 CAPITAL ONE FINL CORP COM 14040H105 682,443 19,100 19,100 0 0 CAPITAL TR INC MD CL A NEW 14052H506 2,148,891 706,872 706,872 0 0 CAPSTEAD MORTAGE CORP COM 14067E506 656,037 47,163 47,163 0 0 CARDIAC SCIENCE CORP NEW COM 14141A108 332,152 83,038 83,038 0 0 CARLISLE COS INC COM 142339100 2,421,174 71,400 71,400 0 0 CARMAX INC COM 143130102 206,910 9,900 9,900 0 0 CARNIVAL CORP PAIRED 1 COM CARN 143658300 655,616 19,700 19,700 0 0 +1 TR SH BEN CARTER INC COM 146229109 547,590 20,509 20,509 0 0 CASEYS GEN STORES INC COM 147528103 531,107 16,925 16,925 0 0 CASH AMER INTL INC COM 14754D100 1,155,128 38,300 38,300 0 0 CATERPILLAR INC COM 149123101 826,413 16,100 16,100 0 0 CATHAY GENERAL BANCORP COM 149150104 187,081 23,125 23,125 0 0 CEDAR SHOPPING CTRS INC COM NEW 150602209 186,515 28,917 28,917 0 0 CELADON GROUP INC COM 150838100 275,964 24,400 24,400 0 0 CELERA CORP COM 15100E106 132,169 21,215 21,215 0 0 CEMEX S.A.B DE C.C ADR SPONSORED ADR NEW 151290889 1,080,422 83,624 83,624 0 0 REP ORD PART
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- CENTENE CORP DEL COM 15135B101 622,615 32,873 32,873 0 0 CENTRAL GARDEN + PET CO CL A NON VTG 153527205 210,949 19,300 19,300 0 0 CENTURYTEL INC COM 156700106 2,851,632 84,870 84,870 0 0 CERADYNE INC CALIF COM 156710105 762,601 41,604 41,604 0 0 CHART INDS INC COM PAR 0.01 16115Q308 362,712 16,800 16,800 0 0 CHATTEM INC COM 162456107 233,630 3,518 3,518 0 0 CHECKPOINT SYS INC COM 162825103 612,998 37,287 37,287 0 0 CHESAPEAKE ENERGY CORP COM 165167107 710,000 25,000 25,000 0 0 CHEVRON CORP COM 166764100 21,197,247 300,969 300,969 0 0 CHICOS FAS INC COM 168615102 183,300 14,100 14,100 0 0 CHUBB CORP COM 171232101 3,909,396 77,552 77,552 0 0 CHURCHILL DOWNS INC COM 171484108 270,771 7,033 7,033 0 0 CIBER INC COM 17163B102 553,244 138,311 138,311 0 0 CINCINNATI BELL INC NEW COM 171871106 875,193 250,055 250,055 0 0 CIRCOR INTL INC COM 17273K109 516,225 18,267 18,267 0 0 CISCO SYS INC COM 17275R102 24,914,148 1,058,375 1,058,375 0 0 CITIGROUP INC COM 172967101 7,014,612 1,449,300 1,449,300 0 0 CITIZENS HLDG CO MISS COM 174715102 349,272 13,200 13,200 0 0 CITY HLDG CO COM 177835105 948,942 31,833 31,833 0 0 CLARCOR INC COM 179895107 470,431 15,001 15,001 0 0 COCA COLA CO COM 191216100 17,664,561 328,949 328,949 0 0 COCA COLA ENTERPRISES INC COM STK 191219104 3,048,977 142,409 142,409 0 0 COEUR D ALENE MINES CORP IDAHO COMMON STOCK 192108504 300,059 14,637 14,637 0 0 COGDELL SPENCER INC COM 19238U107 98,976 20,620 20,620 0 0 COGO GROUP INC COM 192448108 347,004 56,700 56,700 0 0 COHERENT INC COM 192479103 449,143 19,260 19,260 0 0 COLGATE PALMOLIVE CO COM 194162103 381,400 5,000 5,000 0 0 COLLECTIVE BRANDS INC COM 19421W100 1,198,716 69,170 69,170 0 0 COLONIAL PPTYS TR SH BEN INT 195872106 352,109 36,188 36,188 0 0 COLUMBIA BKY SYS INC COM 197236102 556,610 33,632 33,632 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 435,185 10,573 10,573 0 0 COLUMBUS MCKINNON CORP NY COM 199333105 256,686 16,943 16,943 0 0 COMFORT SYS USA INC COM 199908104 332,749 28,710 28,710 0 0 COMCAST CORP NEW CL A 20030N101 8,751,317 518,136 518,136 0 0 COMMUNITY BK SYS INC COM 203607106 415,825 22,760 22,760 0 0 COMMUNICATIONS SYS COM 203900105 221,920 19,000 19,000 0 0 COMMUNITY TR BANCORP INC COM 204149108 960,622 36,707 36,707 0 0 COMPANHIA SIDERURGICA NATL SPONSORED ADR 20440W105 1,407,600 46,000 46,000 0 0 REPSTG ORD SHS COMPANHIA DE BEBIDAS DAS AMERS SPONSORED ADR 20441W203 1,184,791 14,403 14,403 0 0 REPSTG PFD SHD COMPASS DIVERSIFIED HLDGS SH BEN INT 20451Q104 290,898 27,784 27,784 0 0 COMPLETE PRODTN SVCS INC COM 20453E109 1,288,810 114,054 114,054 0 0 COMPUTER SCIENCES CORP COM 205363104 3,107,782 58,960 58,960 0 0 COMSYS IT PARTNERS INC COM 20581E104 253,114 39,549 39,549 0 0 CONAGRA INC COM 205887102 615,712 28,400 28,400 0 0 CON WAY INC COM 205944101 1,996,472 52,100 52,100 0 0 CONMED CORP COM 207410101 292,592 15,263 15,263 0 0 CONOCOPHILLIPS COM 20825C104 12,365,621 273,818 273,818 0 0 CONSECO INC COM NEW 208464883 720,620 137,000 137,000 0 0 CONSOLIDATED COMM HOLDINGS INC COM 209034107 532,669 33,271 33,271 0 0 CONSOLIDATED EDISON INC COM 209115104 393,024 9,600 9,600 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 244,186 9,787 9,787 0 0 CONSTELLATION BRANDS INC CL A 21036P108 1,462,869 96,559 96,559 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 582,660 18,000 18,000 0 0 CORE MARK HLDG CO INC COM 218681104 260,260 9,100 9,100 0 0 CORNING INC COM 219350105 773,155 50,500 50,500 0 0 CORPORATE OFFICE PPTYS TR COM 22002T108 19,672,308 533,414 533,414 0 0 COURIER CORP COM 222660102 198,465 13,100 13,100 0 0 COUSINS PPTYS INC COM 222795106 241,758 29,198 29,198 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- CRACKER BARREL OLD CTRY STORE COM 22410J106 213,555 6,208 6,208 0 0 CRAWFORD + CO COM CLASS B 224633107 122,598 27,800 27,800 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 394,744 42,400 42,400 0 0 CURTISS WRIGHT CORP COM 231561101 537,206 15,740 15,740 0 0 CYMER INC COM 232572107 1,208,002 31,086 31,086 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,219,973 118,100 118,100 0 0 DCT INDUSTRIAL TRUST INC COM 233153105 667,167 130,561 130,561 0 0 D R HORTON INC COM 23331A109 1,983,172 173,810 173,810 0 0 DSP GROUP INC COM 23332B106 735,978 90,415 90,415 0 0 DAWSON GEOPHYSICAL CO COM 239359102 273,800 10,000 10,000 0 0 DEERE + CO COM 244199105 686,720 16,000 16,000 0 0 DEL MONTE FOODS CO COM 24522P103 591,738 51,100 51,100 0 0 DELL INC COM 24702R101 680,657 44,604 44,604 0 0 DELPHI FINL GROUP INC CL A 247131105 1,166,079 51,528 51,528 0 0 DELTA AIR LINES INC DE COM NEW 247361702 843,136 94,100 94,100 0 0 DELUXE CORP COM 248019101 693,268 40,542 40,542 0 0 DESARROLLADORA HOMEX S A DE CV SPONSORED ADR 25030W100 1,614,415 42,732 42,732 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 5,538,955 599,454 599,454 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 1,599,291 16,743 16,743 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 648,705 80,087 80,087 0 0 DIGI INTL INC COM 253798102 99,880 11,723 11,723 0 0 DIGITAL RLTY TR INC COM 253868103 32,834,042 718,312 718,312 0 0 DIGITAL RIV INC COM 25388B104 374,976 9,300 9,300 0 0 DIME CMNTY BANCORP INC COM 253922108 264,033 23,100 23,100 0 0 DILLARDS INC CL A 254067101 535,800 38,000 38,000 0 0 DISNEY WALT CO DISNEY COM 254687106 5,937,017 216,206 216,206 0 0 DISCOVER FINL SVCS COM 254709108 618,363 38,100 38,100 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1,005,879 40,906 40,906 0 0 DOMINOS PIZZA INC COM 25754A201 247,847 28,037 28,037 0 0 DONNELLEY R R + SONS COM 257867101 527,248 24,800 24,800 0 0 DORMAN PRODS INC COM 258278100 308,451 20,536 20,536 0 0 DOUGLAS EMMETT INC COM 25960P109 10,084,827 821,240 821,240 0 0 DOVER CORP COM 260003108 1,031,016 26,600 26,600 0 0 DOW CHEM CO COM 260543103 289,377 11,100 11,100 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 526,125 18,300 18,300 0 0 DRESS BARN INC COM 261570105 1,060,864 59,167 59,167 0 0 DRESSER RAND GROUP INC COM 261608103 2,204,013 70,937 70,937 0 0 DYCOM INDS INC COM 267475101 710,018 57,725 57,725 0 0 DYNAMEX INC COM 26784F103 168,199 10,300 10,300 0 0 DYNAMICS RESH CORP COM 268057106 233,058 17,900 17,900 0 0 DYNCORP INTL INC COM CL A 26817C101 676,800 37,600 37,600 0 0 EMC CORP COM 268648102 4,512,737 264,832 264,832 0 0 EMS TECHNOLOGIES INC COM 26873N108 234,912 11,283 11,283 0 0 E TRADE FINL CORP COM 269246104 982,450 561,400 561,400 0 0 EARTHLINK INC COM 270321102 883,891 105,100 105,100 0 0 EAST WEST BANCORP INC COM 27579R104 361,789 43,589 43,589 0 0 EASTGROUP PPTYS INC COM 277276101 279,732 7,319 7,319 0 0 EBAY INC COM 278642103 2,430,956 102,963 102,963 0 0 EDUCATION RLTY TR INC COM 28140H104 246,730 41,607 41,607 0 0 EL PASO CORP COM 28336L109 732,720 71,000 71,000 0 0 EL PASO ELEC CO COM NEW 283677854 1,059,741 59,974 59,974 0 0 ELECTRO RENT COM 285218103 268,831 23,336 23,336 0 0 ELETRONICS FOR IMAGING INC COM 286082102 293,831 26,072 26,072 0 0 ELIZABETH ARDEN INC COM 28660G106 318,579 27,067 27,067 0 0 ELLIS PERRY INTL INC COM 288853104 168,420 10,500 10,500 0 0 EMCOR GROUP INC COM 29084Q100 1,536,873 60,698 60,698 0 0 EMPIRE DIST ELEC CO COM 291641108 921,360 50,932 50,932 0 0 EMPLOYERS HLDGS INC COM 292218104 843,072 54,462 54,462 0 0 ENCORE WIRE CORP COM 292562105 886,898 39,700 39,700 0 0 ENDEAVOUR INTL CORP COM 29259G101 107,327 88,700 88,700 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- ENERSYS COM 29275Y102 3,571,362 161,454 161,454 0 0 ENNIS INC COM 293389102 306,744 19,017 19,017 0 0 ENPRO INDS INC COM 29355X107 526,100 23,014 23,014 0 0 ENTEGRIS INC COM 29362U104 817,968 165,246 165,246 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 885,796 25,946 25,946 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 74,858,452 1,749,438 1,749,438 0 0 EQUITY ONE INC COM 294752100 377,208 24,072 24,072 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 56,460,800 1,839,114 1,839,114 0 0 ESSEX PROPERTY TRUST COM 297178105 21,778,499 273,668 273,668 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 901,203 22,984 22,984 0 0 EXPEDIA INC DEL COM 30212P105 562,825 23,500 23,500 0 0 EXTRA SPACE STORAGE INC COM 30225T102 676,382 64,112 64,112 0 0 EXXON MOBIL CORP COM 30231G102 58,632,665 854,579 854,579 0 0 F N B CORP PA COM 302520101 454,222 63,885 63,885 0 0 FPIC INS GROUP INC COM 302563101 590,983 17,615 17,615 0 0 FPL GROUP INC COM 302571104 4,517,814 81,800 81,800 0 0 FAIR ISAAC CORPORATION COM 303250104 1,346,306 62,648 62,648 0 0 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 166,749 16,300 16,300 0 0 FARMER BROS CO COM 307675108 279,988 13,526 13,526 0 0 FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 34,422,188 560,896 560,896 0 0 FEDERAL SIGNAL CORP COM STK 313855108 661,710 92,032 92,032 0 0 FEDEX CORP COM 31428X106 752,200 10,000 10,000 0 0 FELCOR LODGING TR INC COM 31430F101 217,291 47,967 47,967 0 0 FIDELITY NATL INFORMATION SVC COM 31620M106 2,403,042 94,200 94,200 0 0 FIFTH THIRD BANCORP COM STK 316773100 634,138 62,600 62,600 0 0 FINISH LINE INC CL A 317923100 266,192 26,200 26,200 0 0 FIRST BANCORP INC ME COM 31866P102 308,760 16,600 16,600 0 0 FIRST BANCORP P R COM 318672102 145,247 47,622 47,622 0 0 FIRST BANCORP N C 318910106 1,182,889 65,534 65,534 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 166,367 29,290 29,290 0 0 FIRST CMNTY BANCSHARES INC NEW COM 31983A103 129,671 10,275 10,275 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 234,087 15,700 15,700 0 0 FIRST FINL BANCORP COM 320209109 300,045 24,900 24,900 0 0 FIRST FINL HLDGS INC COM 320239106 239,550 15,000 15,000 0 0 FIRST INDL RLTY TR INC COM 32054K103 154,182 29,368 29,368 0 0 FIRST MERCHANTS CORP COM 320817109 401,263 57,570 57,570 0 0 FIRST MERCURY FINL CORP COM 320841109 230,090 17,274 17,274 0 0 FIRST MIDWEST BANCORP INC DEL COM 320867104 573,068 50,849 50,849 0 0 FIRST POTOMAC RLTY TR COM 33610F109 235,893 20,406 20,406 0 0 FIRST SOUTH BACORP INC VA COM 33646W100 327,750 28,500 28,500 0 0 1ST SOURCE CORP COM 336901103 699,384 42,907 42,907 0 0 FIRSTMERIT CORP COM 337915102 1,650,110 86,711 86,711 0 0 FLUOR CORP NEW COM 343412102 605,115 11,900 11,900 0 0 FORD MTR CO DEL COM PAR USD0.01 345370860 4,886,217 677,700 677,700 0 0 FOREST LABS INC COM 345838106 1,681,937 57,131 57,131 0 0 FOSTER L B CO CL A 350060109 229,350 7,500 7,500 0 0 FRANKLIN ELEC INC COM 353514102 647,942 22,600 22,600 0 0 FRANKLIN STR PPTYS CORP COM 35471R106 573,911 43,810 43,810 0 0 FREDS INC CL A 356108100 462,099 36,300 36,300 0 0 FREEPORT MCMORAN COPPER + GOLD COMMON 35671D857 809,598 11,800 11,800 0 0 FULLER H B CO COM 359694106 754,156 36,084 36,084 0 0 G + K SERVICES CL A 361268105 866,234 39,090 39,090 0 0 GAMCO INVS INC COM CL A 361438104 352,758 7,719 7,719 0 0 GP STRATEGIES CORP COM 36225V104 265,146 35,400 35,400 0 0 GSI TECHNOLOGY INC COM 36241U106 135,261 33,900 33,900 0 0 GANNETT INC COM 364730101 2,867,292 229,200 229,200 0 0 GAP INC COM 364760108 3,442,104 160,846 160,846 0 0 GENERAL ELEC CO COM 369604103 25,442,166 1,549,462 1,549,462 0 0 GENERAL MLS INC COM 370334104 740,370 11,500 11,500 0 0 GENESCO INC COM 371532102 448,617 18,638 18,638 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- GENUINE PARTS CO COM 372460105 745,976 19,600 19,600 0 0 GENTIVA HEALTH SVCS INC COM 37247A102 327,631 13,100 13,100 0 0 GEOKINETICS INC COM PAR 0.01 372910307 515,160 24,300 24,300 0 0 GIBRALTAR INDS INC COM 374689107 522,838 39,400 39,400 0 0 GILEAD SCIENCES INC COM 375558103 4,915,075 105,519 105,519 0 0 GLACIER BANCORP INC COM 37637Q105 542,830 36,334 36,334 0 0 GLATFELTER COM 377316104 570,522 49,697 49,697 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 2,315,194 316,716 316,716 0 0 GLIMCHER RLTY TR COM 379302102 92,950 25,327 25,327 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 19,157,836 103,921 103,921 0 0 GOOGLE INC CL A 38259P508 17,247,646 34,784 34,784 0 0 GRAMERCY CAP CORP COM 384871109 76,594 31,520 31,520 0 0 GRAN TIERRA ENERGY INC COM 38500T101 867,360 208,500 208,500 0 0 GRANITE CONSTR INC COM 387328107 870,095 28,122 28,122 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 518,205 19,300 19,300 0 0 GRUPO TELEVISION SA DE CV SPONSORED ADR 40049J206 2,223,364 119,600 119,600 0 0 REPSTG ORD PARTN GULF IS FABRICATION INC COM 402307102 327,950 17,500 17,500 0 0 GULFMARK OFFSHORE INC COM 402629109 729,382 22,278 22,278 0 0 GULFPORT ENERGY CORP COM NEW 402635304 332,120 38,000 38,000 0 0 GYMBOREE CORP COM 403777105 210,840 4,358 4,358 0 0 HCP INC COM 40414L109 36,233,524 1,260,735 1,260,735 0 0 HNI CORP COM 404251100 763,672 32,359 32,359 0 0 HQ SUSTAINABLE MARTITIME 40426A208 158,400 18,000 18,000 0 0 HALLMARK FINL SVCS INC COM NEW 40624Q203 300,265 37,300 37,300 0 0 HANCOCK HLDG CO COM 410120109 654,469 17,420 17,420 0 0 HARLEYSVILLE GROUP INC COM 412824104 486,302 15,365 15,365 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 167,682 31,460 31,460 0 0 HARRIS STRATEX NETWORKS COM CL A 41457P106 496,160 70,880 70,880 0 0 HARTE HANKS INC COM 416196103 772,018 55,822 55,822 0 0 HARVARD BIOSCIENCE INC COM 416906105 63,672 16,800 16,800 0 0 HARVEST NAT RES INC COM 41754V103 180,207 35,128 35,128 0 0 HATTERAS FINL CORP COM 41902R103 804,124 26,822 26,822 0 0 HAVERTY FURNITURE COS INC COM 419596101 306,458 25,949 25,949 0 0 HAYNES INTL INC COM NEW 420877201 805,046 25,300 25,300 0 0 HEALTH MGMT ASSOC CL A 421933102 183,505 24,500 24,500 0 0 HEALTHCARE RLTY TR COM 421946104 929,276 43,979 43,979 0 0 HEADWATERS INC COM 42210P102 121,468 31,387 31,387 0 0 HEALTH CARE REIT INC COM 42217K106 28,180,111 677,081 677,081 0 0 HEALTHSPRING INC COM 42224N101 840,436 68,607 68,607 0 0 HEALTHWAYS INC COM 422245100 363,084 23,700 23,700 0 0 HEARTLAND EXPRESS INC COM 422347104 200,808 13,945 13,945 0 0 HEIDRICK + STRUGGLES INTL INC COM 422819102 542,795 23,336 23,336 0 0 HEINZ H J CO COM 423074103 779,100 19,600 19,600 0 0 HERCULES OFFSHORE INC COM 427093109 421,769 85,900 85,900 0 0 HERSHA HOSPITALITY TR PRIORITY CL A SHS 427825104 98,053 31,630 31,630 0 0 BEN INT HERTZ GLOBAL HLDGS INC COM 42805T105 178,695 16,500 16,500 0 0 HEWLETT PACKARD CO COM 428236103 22,573,650 478,154 478,154 0 0 HIGHWOODS PPTYS INC COM 431284108 1,652,918 52,557 52,557 0 0 HOME DEPOT INC COM 437076102 10,999,683 412,901 412,901 0 0 HOME PROPERTIES INC COM 437306103 14,761,557 342,575 342,575 0 0 HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 898,536 64,319 64,319 0 0 HORIZON LINES INC COM 44044K101 555,625 87,500 87,500 0 0 HORNBECK OFFSHORE SVCS INC NEW COM 440543106 231,504 8,400 8,400 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 5,161,819 253,403 253,403 0 0 HOSPIRA INC COM 441060100 1,343,397 30,121 30,121 0 0 HOST HOTELS + RESORTS INC COM 44107P104 33,048,759 2,807,881 2,807,881 0 0 HOUSTON WIRE CABLE CO COM 44244K109 333,710 30,200 30,200 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 126,689 32,992 32,992 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- HUB GROUP INC CL A 443320106 374,740 16,400 16,400 0 0 HUBBELL INC CLB 443510201 1,138,200 27,100 27,100 0 0 HUNTINGTON BANCSHARES INC COM 446150104 202,530 43,000 43,000 0 0 HUNTSMAN CORP COM 447011107 170,357 18,700 18,700 0 0 ICO INC NEW COM 449293109 192,404 41,200 41,200 0 0 ICO GLOBAL COMMUNICATIONS HLDG CL A 44930K108 113,550 132,035 132,035 0 0 ISTAR FINL INC COM 45031U101 1,138,419 374,480 374,480 0 0 IBASIS INC COM NEW 450732201 139,496 65,800 65,800 0 0 IBERIABANK CORP COM 450828108 1,167,885 25,634 25,634 0 0 ITT CORP NEW COM 450911102 2,544,920 48,800 48,800 0 0 ICONIX BRAND GROUP INC COM 451055107 714,943 57,333 57,333 0 0 IDACORP INC COM 451107106 1,409,731 48,966 48,966 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 4,250,658 573,638 573,638 0 0 ILLINOIS TOOL WKS INC COM 452308109 3,771,763 88,311 88,311 0 0 IMATION CORP COM 45245A107 420,904 45,405 45,405 0 0 INDEPENDENT BK CORP MASS COM 453836108 251,087 11,346 11,346 0 0 INFINITY PPTY + CAS CORP COM 45665Q103 250,080 5,887 5,887 0 0 INFOGROUP INC COM 45670G108 266,156 37,968 37,968 0 0 INGRAM MICRO INC CL A 457153104 1,051,726 62,417 62,417 0 0 INLAND REAL ESTATE CORP COM NEW 457461200 455,844 52,037 52,037 0 0 INSIGHT ENTERPRISES INC COM 45765U103 333,992 27,354 27,354 0 0 INNOSPEC INC COM 45768S105 576,047 39,054 39,054 0 0 INNOPHOS HLDGS INC COM 45774N108 581,418 31,428 31,428 0 0 INTEL CORP COM 458140100 15,020,092 767,506 767,506 0 0 INTERLINE BRANDS INC COM 458743101 606,196 35,976 35,976 0 0 INTERNATIONAL BANCSHARES CORP COM 459044103 786,207 48,204 48,204 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 29,966,731 250,537 250,537 0 0 INTERNATIONAL PAPER CO COM 460146103 3,098,862 139,400 139,400 0 0 INTERNATIONAL SHIPHOLDING CORP COM NEW 460321201 855,594 27,770 27,770 0 0 INTERNET BRANDS INC CL A COMMON 460608102 221,597 27,769 27,769 0 0 INVACARE CORP COM 461203101 866,336 38,884 38,884 0 0 INVENTIV HEALTH INC COM 46122E105 418,250 25,000 25,000 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 394,307 43,618 43,618 0 0 IOWA TELECOMMUNICATION SVCS COM 462594201 260,152 20,647 20,647 0 0 ISHARES TR MSCI EMERGING 464287234 1,159,985 29,812 29,812 0 0 MKTS INDEX FD ISHARES TR GOLDMAN SACHS 464287242 47,407,525 444,390 444,390 0 0 INVT GRD CORP BD ISHARES BARCLAYS 1 3 YR TREAS 464287457 356,202 4,240 4,240 0 0 INDEX FD ISHARES RUSSELL RUSSELL 2000 464287630 1,499,910 26,533 26,533 0 0 VALUE INDEX FD ITAU UNIBANCO HOLDING SA GLOBAL DEPOSITORY 465562106 4,325,921 214,686 214,686 0 0 RECEIPT IXYS CORP DEL COM 46600W106 159,614 18,756 18,756 0 0 JPMORGAN CHASE + CO COM 46625H100 31,104,926 709,834 709,834 0 0 J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 322,140 14,000 14,000 0 0 JACKSON HEWITT TAX SVC INC COM 468202106 191,194 37,489 37,489 0 0 JAKKS PAC INC COM 47012E106 715,871 49,991 49,991 0 0 JARDEN CORP COM 471109108 2,048,043 72,962 72,962 0 0 JEFFRIES GROUP INC NEW COM 472319102 204,225 7,500 7,500 0 0 JO ANN STORES INC COM 47758P307 936,260 34,896 34,896 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 372,485 20,500 20,500 0 0 JOHNSON + JOHNSON COM 478160104 26,268,798 431,414 431,414 0 0 KBR INC COM 48242W106 2,054,178 88,200 88,200 0 0 KLA TENCOR CORP COM 482480100 222,332 6,200 6,200 0 0 K V PHARMACEUTICAL COMPANY CL A 482740206 309,763 100,900 100,900 0 0 KADANT INC COM 48282T104 319,977 26,379 26,379 0 0 KAPSTONE PAPER + PKGING CORP COM 48562P103 123,728 15,200 15,200 0 0 KB HOME COM 48666K109 1,842,796 110,945 110,945 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- KELLY SVCS INC CL A 488152208 212,790 17,300 17,300 0 0 KEY ENERGY SVCS INC COM 492914106 1,170,150 134,500 134,500 0 0 KILROY RLTY CORP COM 49427F108 740,658 26,700 26,700 0 0 KIMBERLY CLARK CORP COM 494368103 2,418,180 41,000 41,000 0 0 KIMCO RLTY CORP COM 49446R109 33,541,410 2,572,194 2,572,194 0 0 KINDRED HEALTHCARE INC COM 494580103 623,232 38,400 38,400 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 2,363,022 63,900 63,900 0 0 KITE RLTY GROUP TR COM 49803T102 143,502 34,413 34,413 0 0 KNIGHT CAP GROUP INC COM CL A 499005106 922,004 42,391 42,391 0 0 KOHLS CORP COM 500255104 718,830 12,600 12,600 0 0 KOPPERS HLDGS INC COM 50060P106 434,017 14,638 14,638 0 0 KORN / FERRY INTL COM NEW 500643200 455,558 31,224 31,224 0 0 KRAFT FOODS INC CL A 50075N104 9,496,500 361,496 361,496 0 0 LSI CORP COM 502161102 221,247 40,300 40,300 0 0 LTC PROPERTIES COM 502175102 366,586 15,249 15,249 0 0 L 3 COMMUNICATIONS HLDG CORP COM 502424104 626,496 7,800 7,800 0 0 LA BARGE INC COM 502470107 436,579 38,807 38,807 0 0 LA Z BOY INC COM 505336107 281,125 32,500 32,500 0 0 LABRANCHE + CO INC COM 505447102 168,361 49,518 49,518 0 0 LACLEDE GROUP INC COM 505597104 789,110 24,537 24,537 0 0 LAKELAND FINANCIAL CORP COM 511656100 918,264 44,468 44,468 0 0 LANDAUER INC COM 51476K103 244,881 4,454 4,454 0 0 LANDRYS RESTAURANTS INC COM 51508L103 108,077 10,293 10,293 0 0 LAS VEGAS SANDS CORP COM 517834107 554,036 32,900 32,900 0 0 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,642,479 287,003 287,003 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 495,225 220,100 220,100 0 0 LENNAR CORP CL A 526057104 386,973 27,156 27,156 0 0 LEXINGTON REALTY TRUST COM 529043101 339,629 66,594 66,594 0 0 LIBERTY MEDIA CORP NEW INTERACTIVE COM 53071M104 869,921 79,300 79,300 0 0 SER A LIBERTY PROPERTY SH BEN INT SUPP 531172104 6,439,671 197,961 197,961 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 515,262 11,069 11,069 0 0 LILLY ELI + CO COM 532457108 4,561,740 138,109 138,109 0 0 LIN TV CORP CL A 532774106 245,284 51,857 51,857 0 0 LITTELFUSE INC COM 537008104 222,043 8,462 8,462 0 0 LIZ CLAIBORNE INC COM 539320101 106,488 21,600 21,600 0 0 LOEWS CORP COM 540424108 304,825 8,900 8,900 0 0 LUFKIN INDS INC COM 549764108 256,328 4,820 4,820 0 0 M + F WORLDWIDE CORP COM 552541104 224,401 11,087 11,087 0 0 MB FINL INC COM 55264U108 497,933 23,745 23,745 0 0 M.D.C. HOLDINGS INC COM 552676108 2,041,635 58,769 58,769 0 0 MFA FINANCIAL INC COM 55272X102 1,315,088 165,212 165,212 0 0 MGIC INVT CORP WIS COM 552848103 348,270 47,000 47,000 0 0 M/I HOMES INC COM 55305B101 302,568 22,264 22,264 0 0 MKS INSTRS INC COM 55306N104 1,179,448 61,143 61,143 0 0 MPS GROUP INC COM 553409103 721,293 68,564 68,564 0 0 MTS SYS CORP COM 553777103 376,663 12,895 12,895 0 0 MACERICH CO COM 554382101 11,086,832 365,540 365,540 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1,109,805 35,731 35,731 0 0 MAINSOURCE FINL GROUP INC COM 56062Y102 351,744 51,727 51,727 0 0 MANPOWER INC WIS COM 56418H100 1,304,330 23,000 23,000 0 0 MANTECH INTL CORP CL A 564563104 240,516 5,100 5,100 0 0 MARATHON OIL CORP COM 565849106 746,460 23,400 23,400 0 0 MARCUS CORP COM 566330106 575,435 44,991 44,991 0 0 MARTEK BIOSCIENCES CORP COM 572901106 456,318 20,200 20,200 0 0 MATRIX SVC CO COM 576853105 235,879 21,700 21,700 0 0 MAXIMUS INC COM 577933104 339,015 7,275 7,275 0 0 MCDONALDS CORP COM 580135101 7,958,012 139,443 139,443 0 0 MCG CAP CORP COM 58047P107 361,614 86,304 86,304 0 0 MCGRATH RENTCORP COM 580589109 370,545 17,421 17,421 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- MCGRAW HILL COS INC COM 580645109 1,871,723 74,452 74,452 0 0 MCKESSON CORP COM 58155Q103 4,522,525 75,945 75,945 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 447,700 60,500 60,500 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 290,975 28,499 28,499 0 0 MECHEL OAO SPONSORED ADR 583840103 1,476,158 82,100 82,100 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,980,223 90,042 90,042 0 0 MEDICAL PPTYS TR INC COM 58463J304 464,281 59,447 59,447 0 0 MEDICINES CO COM 584688105 346,815 31,500 31,500 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 804,895 37,700 37,700 0 0 MEDTRONIC INC COM 585055106 4,884,354 132,727 132,727 0 0 MENS WEARHOUSE INC COM 587118100 1,049,701 42,498 42,498 0 0 MENTOR GRAPHICS CORP COM 587200106 597,246 64,151 64,151 0 0 MERCURY COMPUTER SYS INC COM 589378108 165,648 16,800 16,800 0 0 MERITAGE HOME CORP COM 59001A102 676,254 33,313 33,313 0 0 METALICO INC COM 591176102 238,524 57,200 57,200 0 0 METHODE ELECTRS INC COM 591520200 494,051 56,984 56,984 0 0 METLIFE INC COM 59156R108 753,786 19,800 19,800 0 0 MICROSOFT CORP COM 594918104 36,531,955 1,411,045 1,411,045 0 0 MICRON TECHNOLOGY INC COM 595112103 227,140 27,700 27,700 0 0 MID AMER APT CMNTYS INC COM 59522J103 474,948 10,524 10,524 0 0 MILLER INDS INC TENN COM NEW 600551204 192,500 17,500 17,500 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1,185,100 24,918 24,918 0 0 MISSION WEST PPTYS INC MD COM 605203108 88,446 13,142 13,142 0 0 MODINE MFG CO COM 607828100 437,544 47,200 47,200 0 0 MOLINA HEALTHCARE INC COM 60855R100 376,558 18,200 18,200 0 0 MONMOUTH REAL ESTATE INVT CORP CL A 609720107 101,908 14,642 14,642 0 0 MONOTYPE IMAGING HOLDINGS COM 61022P100 304,106 36,160 36,160 0 0 MONSANTO CO NEW COM 61166W101 4,943,615 63,871 63,871 0 0 MOOG INC CL A 615394202 315,650 10,700 10,700 0 0 MORGAN STANLEY COM NEW 617446448 7,301,329 236,442 236,442 0 0 MUELLER INDS INC COM 624756102 1,268,356 53,136 53,136 0 0 MUELLER WTR PRODS INC COM SER A 624758108 477,144 87,070 87,070 0 0 MULTI COLOR CORP 625383104 297,799 19,300 19,300 0 0 MURPHY OIL CORP COM 626717102 627,513 10,900 10,900 0 0 MYERS IND INC COM 628464109 357,973 33,238 33,238 0 0 NBT BANCORP INC COM 628778102 1,314,826 58,333 58,333 0 0 NCI BLDG SYS INC COM 628852105 358,480 112,025 112,025 0 0 NRG ENERGY INC COM NEW 629377508 2,889,475 102,500 102,500 0 0 NASH FINCH CO COM 631158102 480,938 17,591 17,591 0 0 NATCO GROUP INC CL A 63227W203 535,788 12,100 12,100 0 0 NATIONAL CINEMEDIA INC COM 635309107 390,310 23,000 23,000 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 236,338 27,103 27,103 0 0 NATIONAL FUEL GAS CO N J COM 636180101 2,189,718 47,800 47,800 0 0 NATIONAL HEALTH INVS INC COM 63633D104 577,866 18,258 18,258 0 0 NATIONAL OILWELL VARCO INC COM 637071101 4,526,278 104,945 104,945 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 389,519 63,751 63,751 0 0 NATIONAL RETAIL PPTYS INC COM 637417106 1,270,788 59,189 59,189 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 627,897 3,568 3,568 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 34,066,780 1,099,283 1,099,283 0 0 NEENAH PAPER INC COM 640079109 481,393 40,900 40,900 0 0 NELNET INC CL A 64031N108 577,788 46,446 46,446 0 0 NESS TECHNOLOGIES INC COM 64104X108 859,189 108,896 108,896 0 0 NETGEAR INC COM 64111Q104 270,497 14,741 14,741 0 0 NEW JERSEY RES CORP COM 646025106 948,853 26,132 26,132 0 0 NEW YORK TIMES CO CL A 650111107 172,144 21,200 21,200 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 835,274 78,063 78,063 0 0 NEWPARK RES INC COM PAR USD0.01 651718504 350,853 109,300 109,300 0 0 NEW NEWS CORP CL A 65248E104 151,074 12,600 12,600 0 0 NICOR INC COM 654086107 1,605,094 43,867 43,867 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- NIGHTHAWK RADIOLOGY HLDGS INC COM 65411N105 499,998 69,156 69,156 0 0 NORDSON CORP COM 655663102 1,009,620 18,000 18,000 0 0 NORTHERN TRUST CORP COM 665859104 297,314 5,112 5,112 0 0 NORTHSTAR RLTY FIN CORP COM 66704R100 154,300 43,960 43,960 0 0 NORTHWEST BANCORP INC PA COM 667328108 609,828 26,700 26,700 0 0 NORTHWEST NAT GAS CO COM 667655104 855,530 20,536 20,536 0 0 NORTHWESTERN CORP COM NEW 668074305 658,046 26,936 26,936 0 0 NOVAMED EYECARE INC COM 66986W108 220,158 48,600 48,600 0 0 NUCOR CORP COM 670346105 2,519,736 53,600 53,600 0 0 OM GROUP INC COM 670872100 525,473 17,291 17,291 0 0 OCCIDENTAL PETE CORP COM 674599105 14,326,738 182,739 182,739 0 0 OCEANFIRST FINL CORP COM 675234108 288,840 24,900 24,900 0 0 OFFICE DEPOT INC COM 676220106 186,022 28,100 28,100 0 0 OLD NATL BANCORP IND COM RTS CALLABLE 680033107 320,286 28,597 28,597 0 0 THRU 3/2/20 OLIN CORP COM PAR 1 680665205 912,600 52,328 52,328 0 0 OMEGA HEALTHCARE INVESTORS REAL ESTATE 681936100 798,309 49,832 49,832 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 262,548 16,127 16,127 0 0 ON ASSIGNMENT INC COM 682159108 415,672 71,055 71,055 0 0 ON SEMICONDUCTOR CORP COM 682189105 191,400 23,200 23,200 0 0 FLOWERS COM INC CL A 68243Q106 182,505 52,900 52,900 0 0 ONEOK INC NEW COM 682680103 201,410 5,500 5,500 0 0 OPEN JT STK CO VIMPEL COMMN SPONSORED ADR 68370R109 3,045,650 162,869 162,869 0 0 OPPENHEIMER HLDGS INC CL A NON VTG SHS 683797104 248,370 10,200 10,200 0 0 ORACLE CORP COM 68389X105 16,307,279 782,499 782,499 0 0 ORBITAL SCIENCES CORP COMMON STOCK 685564106 431,944 28,854 28,854 0 0 ORIENTAL FINL GROUP INC COM 68618W100 495,999 39,055 39,055 0 0 OSHKOSH CORP COM 688239201 368,067 11,900 11,900 0 0 OWENS + MINOR INC NEW COM 690732102 491,822 10,869 10,869 0 0 OXFORD INDS INC COM 691497309 758,923 38,524 38,524 0 0 PC CONNECTION INC COM 69318J100 103,115 18,955 18,955 0 0 PHH CORP COM NEW 693320202 1,265,177 63,769 63,769 0 0 PNM RES INC COM 69349H107 201,165 17,223 17,223 0 0 PS BUSINESS PKS INC CA COM 69360J107 390,904 7,617 7,617 0 0 PACIFIC CAP BANCORP NEW COM 69404P101 21,429 14,881 14,881 0 0 PACWEST BANCORP DEL COM 695263103 252,660 13,263 13,263 0 0 PANTRY INC COM 698657103 742,072 47,326 47,326 0 0 PAPA JOHNS INTL INC COM 698813102 452,506 18,417 18,417 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1,156,098 53,747 53,747 0 0 PARK NATL CORP COM 700658107 382,477 6,556 6,556 0 0 PARKWAY PPTYS INC COM 70159Q104 315,161 15,998 15,998 0 0 PEABODY ENERGY CORP COM 704549104 1,004,010 26,975 26,975 0 0 PENNSYLVANIA REAL ESTATE INVT SH BEN INT 709102107 202,319 26,586 26,586 0 0 PENSKE AUTOMOTIVE GROUP INC COM 70959W103 320,306 16,700 16,700 0 0 PENSON WORLDWIDE INC COM 709600100 195,755 20,098 20,098 0 0 PEOPLES BANCORP INC COM 709789101 301,325 23,090 23,090 0 0 PEPSICO INC COM 713448108 12,214,127 208,219 208,219 0 0 PEROT SYS CORP CDT CL A 714265105 1,140,361 38,396 38,396 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 8,066,412 205,200 205,200 0 0 PFIZER INC COM 717081103 22,305,742 1,347,779 1,347,779 0 0 PHILIP MORRIS INTL ORD SHR COM 718172109 18,487,667 379,312 379,312 0 0 PHOTRONICS INC COM 719405102 486,798 102,700 102,700 0 0 PIEDMONT NAT GAS INC COM 720186105 741,422 30,970 30,970 0 0 PIKE ELEC CORP COM 721283109 334,362 27,910 27,910 0 0 PIONEER DRILLING CO COM 723655106 310,886 42,355 42,355 0 0 PIONEER NAT RES CO COM 723787107 203,224 5,600 5,600 0 0 PIPER JAFFRAY COS COM 724078100 956,595 20,046 20,046 0 0 PLANTRONICS INC NEW COM 727493108 831,593 31,018 31,018 0 0 POLYCOM INC COM 73172K104 1,004,222 37,541 37,541 0 0 POLYONE CORP COM 73179P106 480,173 71,990 71,990 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- POPULAR INC COM 733174106 125,369 44,300 44,300 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 1,226,702 62,206 62,206 0 0 POST PPTYS INC COM 737464107 592,524 32,918 32,918 0 0 POTLATCH CORP NEW COM 737630103 397,333 13,966 13,966 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 386,008 46,451 46,451 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 626,483 88,989 88,989 0 0 PRIMEDIA INC COM NEW 74157K846 291,161 115,540 115,540 0 0 PROASSURANCE CORP COM 74267C106 1,146,823 21,974 21,974 0 0 PROCTER AND GAMBLE CO COM 742718109 26,944,442 465,201 465,201 0 0 PROGRESS ENERGY INC COM 743263105 212,643 5,444 5,444 0 0 PROLOGIS SH BEN INT 743410102 25,329,940 2,124,995 2,124,995 0 0 PROSPERITY BANCSHARES INC COM 743606105 1,286,082 36,967 36,967 0 0 PROVIDENT FINACIAL SERVICES COM 74386T105 570,838 55,475 55,475 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 327,565 34,300 34,300 0 0 PRUDENTIAL FINL INC COM 744320102 4,669,081 93,550 93,550 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 321,120 12,000 12,000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 987,562 31,411 31,411 0 0 PUBLIC STORAGE COM 74460D109 74,627,170 991,855 991,855 0 0 PULTE HOMES INC COM 745867101 2,012,851 183,153 183,153 0 0 QUALCOMM INC COM 747525103 9,214,828 204,865 204,865 0 0 QUANEX BLDG PRODS CORP COM 747619104 165,140 11,500 11,500 0 0 QUEST SOFTWARE INC COM 74834T103 1,213,015 71,989 71,989 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 710,816 186,566 186,566 0 0 RAIT FINANCIAL TRUST COM 749227104 141,479 48,122 48,122 0 0 RC2 CORP COM 749388104 730,156 51,239 51,239 0 0 RLI CORP COM 749607107 422,821 8,011 8,011 0 0 RAMCO GERSHENSON PPTYS TR COM SH BEN INT 751452202 104,105 11,671 11,671 0 0 RAYTHEON CO COM NEW 755111507 714,753 14,900 14,900 0 0 RED HAT INC COM 756577102 207,300 7,500 7,500 0 0 REDWOOD TR INC. COM 758075402 775,651 50,042 50,042 0 0 REGAL BELOIT CORP COM 758750103 1,214,469 26,569 26,569 0 0 REGENCY CTRS CORP COM 758849103 18,087,514 488,192 488,192 0 0 REGIS CORP MINNESOTA COM 758932107 968,161 62,462 62,462 0 0 REGIONS FINL CORP NEW COM 7591EP100 478,170 77,000 77,000 0 0 REHABCARE GROUP INC COM 759148109 346,715 15,985 15,985 0 0 RENASANT CORP COM 75970E107 360,929 24,305 24,305 0 0 RENT A CTR INC NEW COM 76009N100 1,285,520 68,089 68,089 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 798,723 85,608 85,608 0 0 RES CARE INC COM 760943100 416,751 29,328 29,328 0 0 RESOURCE AMER INC COM NEW 761195205 387,489 80,559 80,559 0 0 RES0URCE CAPITAL CORP COM 76120W302 83,515 15,352 15,352 0 0 REWARDS NETWORK INC COMMON STOCK 761557206 169,909 12,366 12,366 0 0 REYNOLDS AMERN INC COM 761713106 3,379,068 75,900 75,900 0 0 RIMAGE CORP COM 766721104 244,387 14,300 14,300 0 0 ROBBINS + MYERS INC COM 770196103 427,336 18,200 18,200 0 0 ROCK TENN CO COM CL A 772739207 314,035 6,666 6,666 0 0 ROCKWOOD HLDGS INC COM 774415103 841,025 40,886 40,886 0 0 ROGERS CORP COM 775133101 238,022 7,942 7,942 0 0 ROSETTA RES INC COM 777779307 913,703 62,199 62,199 0 0 RUBY TUESDAY INC COM 781182100 365,428 43,400 43,400 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 384,711 51,988 51,988 0 0 RYLAND GROUP INC COM 783764103 738,609 35,055 35,055 0 0 S + T BANCORP INC COM 783859101 303,394 23,410 23,410 0 0 SCBT FINL CORP COM 78401V102 304,913 10,851 10,851 0 0 SJW CORP COM 784305104 269,127 11,778 11,778 0 0 SL GREEN RLTY CORP COM 78440X101 20,722,589 472,579 472,579 0 0 SVB FINL GROUP COM 78486Q101 949,127 21,935 21,935 0 0 SWS GROUP INC COM 78503N107 540,446 37,531 37,531 0 0 SAFETY INS GROUP INC COM 78648T100 820,893 24,936 24,936 0 0 SAIA INC COM 78709Y105 522,037 32,465 32,465 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- SALLY BEAUTY HLDGS INC COM 79546E104 764,325 107,500 107,500 0 0 SANDISK CORP COM 80004C101 203,980 9,400 9,400 0 0 SANDY SPRING BANCORP INC CMT COM 800363103 669,938 41,151 41,151 0 0 SCHERING PLOUGH CORP COM 806605101 10,387,440 367,697 367,697 0 0 SCHLUMBERGER LTD COM 806857108 8,858,825 148,638 148,638 0 0 SCHOLASTIC CORP COM 807066105 513,331 21,090 21,090 0 0 SCHOOL SPECIALTY INC COM 807863105 765,492 32,272 32,272 0 0 SCHULMAN A INC COM 808194104 839,591 42,127 42,127 0 0 SCHWEITZER MAUDUIT INTL INC COM 808541106 559,854 10,299 10,299 0 0 SEABRIGHT INS HLDGS INC COM 811656107 307,198 26,900 26,900 0 0 SELECTIVE INS GROUP INC COM 816300107 916,005 58,233 58,233 0 0 SEMPRA ENERGY COM 816851109 642,549 12,900 12,900 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 810,884 29,200 29,200 0 0 SEPRACOR INC COM 817315104 296,761 12,959 12,959 0 0 SHERWIN WILLIAMS CO COM 824348106 448,192 7,450 7,450 0 0 SHORE BANCSHARES INC COM 825107105 239,239 14,300 14,300 0 0 SHUTTERFLY INC COM 82568P304 174,615 10,500 10,500 0 0 SIGMA DESIGNS COM 826565103 297,894 20,502 20,502 0 0 SILGAN HLDGS INC COM 827048109 497,929 9,443 9,443 0 0 SILICON IMAGE INC COM 82705T102 272,889 112,300 112,300 0 0 SIMMONS 1ST NATL CORP CL A 5 PAR 828730200 1,028,747 35,708 35,708 0 0 SIMON PPTY GROUP INC NEW COM 828806109 116,191,660 1,673,508 1,673,508 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 258,838 72,301 72,301 0 0 SKYWEST INC COM 830879102 1,366,689 82,430 82,430 0 0 SMITH A O CORP COM 831865209 903,122 23,704 23,704 0 0 SMITHFIELD FOODS INC COM 832248108 923,662 66,932 66,932 0 0 SONICWALL INC COM 835470105 526,142 62,636 62,636 0 0 SOUTH JERSEY INDS INC COM 838518108 529,500 15,000 15,000 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 977,072 69,592 69,592 0 0 SOUTHWEST GAS CORP COM 844895102 1,040,236 40,666 40,666 0 0 SOVRAN SELF STORAGE INC COM 84610H108 512,959 16,857 16,857 0 0 SPARTAN MTRS INC COM 846819100 253,916 49,400 49,400 0 0 SPARTECH CORP COM NEW 847220209 816,441 75,807 75,807 0 0 SPEEDWAY MOTORSPORTSINC COM 847788106 399,553 27,766 27,766 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 3,879,504 982,153 982,153 0 0 STAGE STORES INC COM NEW 85254C305 825,552 63,700 63,700 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 346,688 14,937 14,937 0 0 STANDARD MTR PRODS INC COM 853666105 311,600 20,500 20,500 0 0 STANDARD PAC CORP NEW COM 85375C101 478,065 129,557 129,557 0 0 STANDEX INTL CORP COM 854231107 858,401 43,288 43,288 0 0 STARBUCKS CORP COM 855244109 712,425 34,500 34,500 0 0 STARWOOD PROPERTY TRUST INC 85571B105 506,950 25,000 25,000 0 0 STARWOOD HOTELS + RESORTS INC COM 85590A401 8,904,194 269,579 269,579 0 0 STATE STREET CORPORATION COM 857477103 794,260 15,100 15,100 0 0 THE STEAK AND SHAKE COMPANY COM 857873103 213,037 18,100 18,100 0 0 STEEL DYNAMICS INC COM 858119100 176,410 11,500 11,500 0 0 STEINWAY MUSICAL INSTRS INC ORD COM 858495104 370,344 31,200 31,200 0 0 STEPAN CO COM 858586100 282,376 4,700 4,700 0 0 STERLING BANCSHARES INC COM 858907108 422,884 57,850 57,850 0 0 STERLING BANCORP COM(RTS CALLABLE 859158107 160,284 22,200 22,200 0 0 THRU 03MAR99) STEWART ENTERPRISES INC CL A 860370105 690,323 131,993 131,993 0 0 STONE ENERGY CORP COM 861642106 334,502 20,509 20,509 0 0 STONERIDGE INC COM 86183P102 293,466 41,450 41,450 0 0 STRATEGIC HOTELS + RESORTS INC COM 86272T106 655,801 253,205 253,205 0 0 SUN BANCORP INC N J COM 86663B102 140,522 26,614 26,614 0 0 SUN CMNTYS INC COM 866674104 261,468 12,150 12,150 0 0 SUPERIOR INDS INTL INC COM 868168105 516,000 36,338 36,338 0 0 SUPERVALU INC COM 868536103 2,229,046 148,011 148,011 0 0 SUSQUEHANNA BANCSHARES INC PA COM 869099101 344,300 58,455 58,455 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- SWIFT ENERGY CO COM 870738101 519,823 21,952 21,952 0 0 SYMANTEC CORP COM 871503108 3,823,741 232,164 232,164 0 0 SYMMETRICOM INC COM 871543104 397,638 76,764 76,764 0 0 SYMMETRY MED INC COM 871546206 417,911 40,300 40,300 0 0 SYNNEX CORP COM 87162W100 890,016 29,200 29,200 0 0 SYNIVERSE HLDGS INC COM 87163F106 660,888 37,765 37,765 0 0 SYSCO CORP COM 871829107 3,609,984 145,271 145,271 0 0 SYSTEMAX INC COM 871851101 194,917 16,069 16,069 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2,404,451 122,551 122,551 0 0 T.G.C. INDUSTRIES INC 872417308 121,250 25,000 25,000 0 0 TJX COS INC NEW COM 872540109 2,604,772 70,115 70,115 0 0 TTM TECHNOLOGIES COM 87305R109 802,407 69,957 69,957 0 0 TAL INTL GROUP INC COM 874083108 550,314 38,700 38,700 0 0 TANGER FACTORY OUTLET CTRS INC COM 875465106 12,003,167 321,456 321,456 0 0 TARGET CORP COM 87612E106 4,009,812 85,900 85,900 0 0 TAUBMAN CENTERS INC REIT 876664103 21,758,874 603,073 603,073 0 0 TECH DATA CORP COM 878237106 2,380,092 57,200 57,200 0 0 TECHNITROL INC COM 878555101 722,211 78,416 78,416 0 0 TEKELEC INC COM 879101103 677,245 41,220 41,220 0 0 TELE NORTE LESTE PARTICIPACOES SPONSORED ADR 879246106 373,921 19,900 19,900 0 0 REPSTG PFD TELECOM ARGENTINA S.A. SPONSORED ADR 879273209 706,758 44,200 44,200 0 0 REPSTG CL B SHS TELEDYNE TECHNOLOGIES INC COM 879360105 971,730 27,000 27,000 0 0 TEMPLE INLAND INC COM 879868107 177,336 10,800 10,800 0 0 TERADATA CORP DEL COM 88076W103 2,453,766 89,163 89,163 0 0 TESORO CORP COM 881609101 184,254 12,300 12,300 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,055,341 60,430 60,430 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 388,381 23,063 23,063 0 0 TEXAS INDS INC COM 882491103 356,915 8,500 8,500 0 0 TEXAS INSTRS INC COM 882508104 5,118,272 216,052 216,052 0 0 3COM CORP COM 885535104 895,313 171,188 171,188 0 0 3M CO COM 88579Y101 11,640,031 157,724 157,724 0 0 TIBCO SOFTWARE INC COM 88632Q103 1,302,180 137,216 137,216 0 0 TIMBERLAND CO CL A 887100105 357,688 25,696 25,696 0 0 TIME WARNER INC COMMON STOCK 887317303 4,424,234 153,726 153,726 0 0 TITAN INTL INC ILL COM 88830M102 231,400 26,000 26,000 0 0 TOMPKINS FINANCIAL CORP COM 890110109 208,143 4,763 4,763 0 0 TOWER GROUP INC COM 891777104 409,752 16,800 16,800 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 164,475 12,900 12,900 0 0 TRAVELERS COS INC COM 89417E109 4,406,577 89,510 89,510 0 0 TREDEGAR INDS INC COM 894650100 640,074 44,143 44,143 0 0 TREEHOUSE FOODS INC COM 89469A104 1,092,929 30,640 30,640 0 0 TRICO BANCSHARES COM 896095106 924,468 56,370 56,370 0 0 TRIPLE S MGMT CORP CL B 896749108 325,338 19,400 19,400 0 0 TRIUMPH GROUP INC NEW COM 896818101 471,550 9,826 9,826 0 0 TRUEBLUE INC COM 89785X101 467,602 33,234 33,234 0 0 TRUSTMARK CORP COM 898402102 1,504,702 78,987 78,987 0 0 TWEEN BRANDS INC COM 901166108 136,757 16,300 16,300 0 0 TYSON FOODS INC (DEL) CLS A COM 902494103 1,826,298 144,600 144,600 0 0 UGI CORP NEW COM 902681105 941,279 37,561 37,561 0 0 UIL HLDG CORP COM 902748102 708,677 26,854 26,854 0 0 UMB FINL CORP COM 902788108 964,777 23,857 23,857 0 0 US BANCORP DEL COM NEW 902973304 4,831,060 221,000 221,000 0 0 URS CORP NEW COM 903236107 200,790 4,600 4,600 0 0 USEC INC COM 90333E108 681,143 145,233 145,233 0 0 US PHYSICAL THERAPY INC 90337L108 287,837 19,100 19,100 0 0 USA MOBILITY INC COM 90341G103 596,782 46,334 46,334 0 0 UMPQUA HLDGS CORP COM 904214103 444,787 41,961 41,961 0 0 UNIFIRST CORP COM 904708104 375,202 8,441 8,441 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- UNION PAC CORP COM 907818108 2,665,136 45,675 45,675 0 0 UNISOURCE ENERGY CORP COM 909205106 795,134 25,858 25,858 0 0 UNISYS CORP COM 909214108 692,064 259,200 259,200 0 0 UNITED BANKSHARES INC W VA COM 909907107 975,758 49,809 49,809 0 0 UNITED ONLINE INC COM 911268100 789,954 98,253 98,253 0 0 UNITED PARCEL SVC INC CL B 911312106 7,560,825 133,891 133,891 0 0 UNITED STATES LIME + MINERALS COM 911922102 238,904 6,651 6,651 0 0 U STORE IT TR COM 91274F104 230,869 36,939 36,939 0 0 UNITED STATIONERS INC COM 913004107 843,602 17,719 17,719 0 0 UNITED TECHNOLOGIES CORP COM 913017109 11,543,371 189,453 189,453 0 0 UNITEDHEALTH GROUP INC COM 91324P102 4,315,519 172,345 172,345 0 0 UNIVERSAL AMERN FINL CORP COM 913377107 290,136 30,800 30,800 0 0 UNIVERSAL CORP VA COM 913456109 899,339 21,505 21,505 0 0 UNIVERSAL FST PRODS INC COM 913543104 719,277 18,228 18,228 0 0 UNIVEST CORP PA COM 915271100 762,199 35,173 35,173 0 0 UNUM GROUP COM 91529Y106 2,345,836 109,414 109,414 0 0 URSTADT BIDDLE PPTYS INC CL A 917286205 218,938 15,006 15,006 0 0 VAALCO ENERGY INC COM 91851C201 635,564 138,166 138,166 0 0 VAIL RESORTS INC COM 91879Q109 1,301,285 38,798 38,798 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 923,788 51,666 51,666 0 0 VALE SA SPONSORED ADR 91912E105 2,911,234 125,864 125,864 0 0 VALE SA DEPOSITORY 91912E204 2,906,513 141,712 141,712 0 0 RECEIPTS VALERO ENERGY CORP COM 91913Y100 643,748 33,200 33,200 0 0 VARIAN INC COM 922206107 371,768 7,281 7,281 0 0 VEECO INSTRS INC DEL COM 922417100 596,992 25,600 25,600 0 0 VENTAS INC COM 92276F100 54,089,074 1,404,911 1,404,911 0 0 VERIZON COMMUNICATIONS COM USD 500 92343V104 16,139,964 533,200 533,200 0 0 VIAD CORP COM NEW 92552R406 435,332 21,865 21,865 0 0 VIACOM INC NEW CL B 92553P201 3,714,515 132,472 132,472 0 0 VIRGIN MEDIA INC COM 92769L101 2,003,088 143,900 143,900 0 0 VIROPHARMA INC COM 928241108 401,529 41,739 41,739 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 170,640 21,600 21,600 0 0 VIVO PARTICIPACOES S A GLOBAL DEPOSITORY 92855S200 598,223 23,692 23,692 0 0 RECEIPTS VORNADO RLTY TR COM 929042109 86,957,054 1,350,055 1,350,055 0 0 VOTORANTIM CELULOSE E PAPEL S GLOBAL DEPOSITORY 92906P205 778,047 47,413 47,413 0 0 RECEIPT W+T OFFSHORE INC COM 92922P106 427,415 36,500 36,500 0 0 WGL HLDGS INC COM 92924F106 1,475,625 44,527 44,527 0 0 WSFS FINL CORP COM 929328102 518,494 19,463 19,463 0 0 WAL MART STORES INC COM 931142103 14,579,435 296,994 296,994 0 0 WALTER ENERGY INC COM 93317Q105 1,558,857 25,955 25,955 0 0 WALTER INV MGMT CORP REIT 93317W102 216,462 13,512 13,512 0 0 WARNER MUSIC GROUP CORP COM 934550104 159,264 28,800 28,800 0 0 WASHINGTON REAL ESTATE INVT TR SH BEN INT 939653101 1,108,944 38,505 38,505 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 254,085 5,833 5,833 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 974,958 32,230 32,230 0 0 WEB COM GROUP INC COM 94733A104 189,303 26,700 26,700 0 0 WEIS MKTS INC COM 948849104 477,461 14,944 14,944 0 0 WELLPOINT INC COM 94973V107 3,911,178 82,584 82,584 0 0 WELLS FARGO + CO COM 949746101 19,811,385 703,030 703,030 0 0 WERNER ENTERPRISES INC COM 950755108 600,240 32,219 32,219 0 0 WESBANCO INC COM 950810101 324,629 20,998 20,998 0 0 WESTERN DIGITAL CORP COM 958102105 3,032,976 83,027 83,027 0 0 WESTERN REFNG INC COM 959319104 368,295 57,100 57,100 0 0 WESTERN UN CO COM 959802109 2,311,210 122,157 122,157 0 0 WESTLAKE CHEM CORP COM 960413102 372,650 14,500 14,500 0 0 WESTMORELAND COAL CO COM 960878106 302,192 37,170 37,170 0 0 WHIRLPOOL CORP COM 963320106 419,760 6,000 6,000 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------ ------------------ --------- ----------- ------------------ ---------- -------- --------------------- SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP VALUE PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------ ------------------ --------- ----------- --------- --- ---- ---------- -------- --------- ------ ---- WHITE ELECTR DESIGNS CORP COM 963801105 78,540 17,000 17,000 0 0 WILSHIRE BANCORP INC COM 97186T108 183,133 24,950 24,950 0 0 WOODWARD GOVERNOR CO COM 980745103 211,062 8,700 8,700 0 0 WORLD ACCEPTANCE CORP COM 981419104 743,695 29,500 29,500 0 0 WORTHINGTON INDS IN COM 981811102 476,311 34,267 34,267 0 0 WYETH COM 983024100 10,589,371 217,978 217,978 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 197,472 12,100 12,100 0 0 X RITE INC COM 983857103 93,264 46,400 46,400 0 0 XEROX CORP COM 984121103 2,031,750 262,500 262,500 0 0 YRC WORLDWIDE INC COM 984249102 161,486 36,289 36,289 0 0 YAHOO INC COM 984332106 298,923 16,784 16,784 0 0 ZENITH NATL INS CORP COM 989390109 388,753 12,581 12,581 0 0
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