-----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, CBH5xpMlUfZU0/bKU1JUnAeOh45+mZPnB4wHVIwnOpD6l6QjRYTLKi4pkyTXUJJx wHQQEiwjM4huiYHOVxWWuA== 0001140361-10-004244.txt : 20100205 0001140361-10-004244.hdr.sgml : 20100205 20100204194740 ACCESSION NUMBER: 0001140361-10-004244 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20091231 FILED AS OF DATE: 20100205 DATE AS OF CHANGE: 20100204 EFFECTIVENESS DATE: 20100205 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: 10575365 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: 12/31/2009 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 2/3/2010 - --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 896 Form 13F Information Table Value Total: $2,823,279,614.00 -------------- 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 667830 67800 67800 0 0 ALLIED WORLD ASSURANCE COMPANY SHS G0219G203 2326535 50500 50500 0 0 AMERICAN SAFETY INSURANCE HLD SHS G02995101 301933 20895 20895 0 0 ARGO GROUP INTERNATIONAL HOLD COM G0464B107 816998 28037 28037 0 0 ASSURED GUARANTY LTD SHS G0585R106 1017868 46777 46777 0 0 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2448942 86200 86200 0 0 ENDURANCE SPECIALTY HOLDINGS SHS G30397106 722262 19400 19400 0 0 EVEREST REINSURANCE GROUP LTD SHS G3223R108 2536128 29600 29600 0 0 FRESH DEL MONTE PRODUCE SHS G36738105 1069198 48380 48380 0 0 HELEN OF TROY LTD COM NEW G4388N106 906341 37054 37054 0 0 KNIGHTSBRIDGE TANKERS LTD SHS G5299G106 400452 30200 30200 0 0 MARVELL TECHNOLOGY GROUP LTD SHS G5876H105 3637724 175312 175312 0 0 MAX CAPITAL GROUP LTD SHS G6052F103 737327 33064 33064 0 0 MONTPELIER RE HOLDINGS LTD CDT SHS G62185106 907170 52377 52377 0 0 NORDIC AMERICAN TANKER SHIPPIN SHS G65773106 489000 16300 16300 0 0 PARTNERRE LTD COM G6852T105 2478712 33200 33200 0 0 PLATINUM UNDERWRITERS HOLDINGS SHS G7127P100 1867288 48767 48767 0 0 PRIMUS GUARANTY LTD SHS G72457107 71102 23312 23312 0 0 RENAISSANCERE HOLDINGS LTD SHS G7496G103 2995906 56367 56367 0 0 SHIP FINANCE INTL COM USD1 G81075106 588816 43200 43200 0 0 UTI WORLDWIDE INC SHS G87210103 1121256 78300 78300 0 0 TYCO ELECTRONICS LTD SWITZERLA COMMON STOCK H8912P106 3800905 154823 154823 0 0 UBS AG SHS NEW H89231338 2638406 170110 170110 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 462342 33262 33262 0 0 STEINER LEISURE LTD SHS P8744Y102 289055 7270 7270 0 0 AAR CORP COM 000361105 519348 22600 22600 0 0 ADC TELECOMMUNICATIONS INC COM NEW 000886309 528471 85100 85100 0 0 ABM INDS INC COM 000957100 524661 25395 25395 0 0 AEP INDS INC COM 001031103 294756 7700 7700 0 0 AFC ENTERPRISES INC COM 00104Q107 117504 14400 14400 0 0 AFLAC INC COM 001055102 4107509 88811 88811 0 0 AES CORP COM 00130H105 200981 15100 15100 0 0 AMB PROPERTY CORP REIT USD.01 00163T109 38399862 1502930 1502930 0 0 AOL INC COMMON STOCK 00184X105 344567 14801 14801 0 0 AT+T INC COM 00206R102 31045131 1107568 1107568 0 0 ATC TECHNOLOGY CORP COM 00211W104 300725 12609 12609 0 0 ABBOTT LABS COM 002824100 10777916 199628 199628 0 0 ACADIA REALTY TRUST REIT USD.001 004239109 367412 21779 21779 0 0 ACCELER8 TECHNOLOGY CORP COM NEW 004304200 9633 11748 11748 0 0 ACETO CORP COM 004446100 303850 59000 59000 0 0 ACME PACKET INC COM 004764106 1420936 129176 129176 0 0 ACTUANT CORP CL A NEW 00508X203 656777 35444 35444 0 0 ACUITY BRANDS INC COM 00508Y102 593655 16657 16657 0 0 ACXIOM CORP COM 005125109 577020 42997 42997 0 0 ADTRAN INC COM 00738A106 410590 18208 18208 0 0 ADVANCE AMER CASH ADVANCE COM 00739W107 232302 41781 41781 0 0 AETNA INC COM 00817Y108 2958910 93341 93341 0 0 AFFYMETRIX INC OC CAP STK 00826T108 322012 55139 55139 0 0 AIR PRODS + CHEMS INC COM 009158106 275604 3400 3400 0 0 AIR TRANS SVCS GROUP INC COM 00922R105 225192 85300 85300 0 0 ALAMO GROUP INC COM 011311107 282975 16500 16500 0 0 ALCOA INC COM 013817101 293384 18200 18200 0 0 ALCATEL LUCENT ADS SPONSORED ADR REPSTG 013904305 920792 277347 277347 0 0 1/5 SH ALEXANDRIA REAL ESTATE EQUIT REIT USD.01 015271109 20717002 322243 322243 0 0 ALLERGAN INC COM 018490102 296147 4700 4700 0 0 ALLETE INC COM NEW 018522300 596312 18247 18247 0 0 ALLIANCE HEALTHCARE SERVICES I COM 018606202 276124 48358 48358 0 0 ALLSTATE CORP COM 020002101 4310770 143501 143501 0 0 ALTRA HLDGS INC COM 02208R106 355680 28800 28800 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- ALTRIA GROUP INC COM 02209S103 4995835 254500 254500 0 0 AMAZON COM INC COM 023135106 5663292 42100 42100 0 0 AMBAC FINL GROUP INC COM 023139108 157702 190003 190003 0 0 AMERCO COM 023586100 445491 8960 8960 0 0 AMERICAN CAMPUS COMMUNITIES REIT USD.01 024835100 1004884 35761 35761 0 0 AMERICAN CAPITAL AGENCY CORP 02503X105 289764 10918 10918 0 0 AMERICAN COMMERCIAL LINES COMMON STOCK 025195405 487578 26600 26600 0 0 AMERICAN EQUITY INVT LIFE COM 025676206 327918 44075 44075 0 0 AMERICAN EXPRESS CO COM 025816109 10089480 249000 249000 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 2308673 92532 92532 0 0 AMERICAN GREETINGS CORP CL A 026375105 299286 13735 13735 0 0 AMERICAN ITALIAN PASTA CO CL A 027070101 469665 13500 13500 0 0 AMERICAN PHYSICIANS SVC GROUP COM 028882108 399111 17300 17300 0 0 AMERICAN PHYSICIANS CAP INC COM 028884104 569410 18780 18780 0 0 AMERICAN REPROGRAPHICSCO COM 029263100 74306 10600 10600 0 0 AMERICAN STS WTR CO COM 029899101 765246 21611 21611 0 0 AMERICAN TOWER CORP CL A 029912201 220371 5100 5100 0 0 AMERISAFE INC COM 03071H100 541472 30132 30132 0 0 AMERON INTL CORP COM 030710107 869656 13704 13704 0 0 AMERISOURCEBERGEN CORP COM 03073E105 2870307 110100 110100 0 0 AMGEN INC COM 031162100 12849366 227141 227141 0 0 AMPCO PITTSBURGH CORP COM 032037103 299535 9500 9500 0 0 AMSURG CORP COM 03232P405 535967 24340 24340 0 0 AMTRUST FINANCIAL SERVICES COM 032359309 473840 40088 40088 0 0 ANALOG DEVICES INC COM 032654105 205270 6500 6500 0 0 ANAREN INC COM 032744104 212205 14100 14100 0 0 ANDERSONS INC COM 034164103 487998 18900 18900 0 0 ANGIODYNAMICS INC COM 03475V101 202608 12600 12600 0 0 ANIXTER INTL INC COM 035290105 1209057 25670 25670 0 0 ANNALY CAPITAL MANAGEMENT IN REIT USD.01 035710409 2660640 153351 153351 0 0 ANWORTH MORTGAGE ASSET CORP REIT USD.01 037347101 535570 76510 76510 0 0 APACHE CORP COM 037411105 2745766 26614 26614 0 0 APOGEE ENTERPRISES INC COM 037598109 632240 45160 45160 0 0 APPLE INC COM NPV 037833100 29957513 142073 142073 0 0 APPLIED INDL TECHNOLOGIES INC COM 03820C105 710345 32186 32186 0 0 ARCH CHEMICALS INC COM 03937R102 250529 8113 8113 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 4288625 136973 136973 0 0 ARKANSAS BEST CORP COM 040790107 516909 17564 17564 0 0 ARRIS GROUP INC COM 04269Q100 721530 63126 63126 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 385851 33465 33465 0 0 ASHFORD HOSPITALITY TRUST REIT USD.01 044103109 184658 39797 39797 0 0 ASTORIA FINL CORP COM 046265104 759473 61100 61100 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 321150 7500 7500 0 0 AUTONATION INC DEL COM 05329W102 2490458 130050 130050 0 0 AVALONBAY COMMUNITIES INC REIT USD.01 053484101 57595731 701446 701446 0 0 AVISTA CORP COM 05379B107 1240194 57443 57443 0 0 AVNET INC COM 053807103 5434108 180176 180176 0 0 AVON PRODS INC COM 054303102 1899986 60317 60317 0 0 B + G FOODS INC CL A 05508R106 609047 66345 66345 0 0 BJ SVCS CO COM 055482103 1843409 99108 99108 0 0 BRE PROPERTIES INC REIT USD.01 05564E106 9112746 275476 275476 0 0 BALDOR ELEC CO COM 057741100 753177 26813 26813 0 0 BANCFIRST CORP COM 05945F103 809546 21856 21856 0 0 BANK OF AMERICA CORP COM 060505104 21346948 1417460 1417460 0 0 BANK MARIN BANCORP COM 063425102 247456 7600 7600 0 0 BANK OF THE OZARKS INC COM 063904106 450758 15400 15400 0 0 BANK NEW YORK MELLON CORP COM 064058100 223760 8000 8000 0 0 BARNES GROUP INC COM 067806109 799370 47300 47300 0 0 BARRETT BILL CORP COM 06846N104 999533 32129 32129 0 0 BASIC ENERGY SVCS INC NEW COM 06985P100 438770 49300 49300 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- BAXTER INTL INC COM 071813109 240588 4100 4100 0 0 BELDEN INC COM 077454106 772527 35243 35243 0 0 BELO CORP COM SER A 080555105 421524 77486 77486 0 0 BENCHMARK ELECTRS INC COM 08160H101 1219317 64480 64480 0 0 BERRY PETE CO CL A 085789105 478060 16400 16400 0 0 BIOMED REALTY TRUST INC REIT USD.01 09063H107 1059753 67158 67158 0 0 BLACK + DECKER CORPORATION COM 091797100 2669764 41181 41181 0 0 BLACK BOX CORP COM 091826107 625492 22071 22071 0 0 BLACK HILLS CORP COM 092113109 808114 30346 30346 0 0 BLACKROCK INC CLA COM 09247X101 1887554 8129 8129 0 0 BLACKROCK KELSO CAPITAL CORP COM 092533108 29743217 3490955 3490955 0 0 BLYTH INC COM NEW 09643P207 522896 15507 15507 0 0 BOB EVANS FARMS INC COM 096761101 749776 25899 25899 0 0 BOEING CO COM 097023105 3961883 73192 73192 0 0 BOISE INC COM 09746Y105 700389 131900 131900 0 0 BOLT TECHNOLOGY CORP COM 097698104 255664 23200 23200 0 0 BOOKS A MILLION INC COM 098570104 94080 14000 14000 0 0 BORDERS GROUP INC COM 099709107 41300 35000 35000 0 0 BOSTON PROPERTIES INC REIT USD.01 101121101 66217138 987284 987284 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1622700 180300 180300 0 0 BRADY CORP CL A 104674106 1208533 40271 40271 0 0 BRANDYWINE REALTY TRUST REIT USD.01 105368203 136800 12000 12000 0 0 BRIGGS + STRATTON CORP COM 109043109 1056572 56471 56471 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 7768238 307653 307653 0 0 BROOKFIELD PPTYS CORP COM 112900105 15478088 1277070 1277070 0 0 BRUNSWICK CORP COM 117043109 232593 18300 18300 0 0 BRUSH ENGINEERED MATLS INC COM 117421107 600381 32383 32383 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 513600 52623 52623 0 0 BURLINGTON NORTHN SANTA FE COM 12189T104 256412 2600 2600 0 0 BWAY HLDG CO COM 12429T104 733435 38160 38160 0 0 CBL + ASSOCIATES PROPERTIES REIT USD.01 124830100 918650 95000 95000 0 0 CH ENERGY GROUP INC COM 12541M102 328552 7727 7727 0 0 CIGNA CORP COM 125509109 208093 5900 5900 0 0 CLECO CORP NEW COM 12561W105 661249 24195 24195 0 0 CNA SURETY CORP COM 12612L108 488481 32806 32806 0 0 CPI INTL INC COM 12618M100 663337 50101 50101 0 0 CSG SYS INTL INC COM 126349109 729601 38219 38219 0 0 CSX CORP COM 126408103 300638 6200 6200 0 0 CTS CORP COM 126501105 281981 29312 29312 0 0 CVB FINL CORP COM 126600105 333651 38617 38617 0 0 CVS CAREMARK CORP COM 126650100 5839737 181302 181302 0 0 CA INC COM 12673P105 4976866 221588 221588 0 0 CABELAS INC COM 126804301 731538 51300 51300 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 586688 17800 17800 0 0 CACI INTL INC CL A 127190304 1310108 26819 26819 0 0 CAL DIVE INTERNATIONAL INC COM 12802T101 480241 63524 63524 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 349578 30319 30319 0 0 CALIFORNIA WATER SERVICE GRP COM 130788102 607530 16500 16500 0 0 CALLAWAY GOLF CO COM 131193104 258004 34218 34218 0 0 CALPINE CORP COM NEW 131347304 141900 12900 12900 0 0 CAMDEN NATL CORP COM 133034108 472221 14441 14441 0 0 CAMERON INTL CORP COM 13342B105 2991626 71570 71570 0 0 CANTEL MED CORP COM FORMERLY CL B CONV 138098108 581164 28799 28799 0 0 CAPLEASE INC REIT USD.01 140288101 150295 34314 34314 0 0 CAPITAL ONE FINL CORP COM 14040H105 2088763 54480 54480 0 0 CAPITAL TRUST-CL A REIT USD.01 14052H506 897727 706872 706872 0 0 CAPSTEAD MORTGAGE CORP REIT USD.01 14067E506 636950 46663 46663 0 0 CARDIAC SCIENCE CORP NEW COM 14141A108 178708 80138 80138 0 0 CARDINAL HEALTH INC COM 14149Y108 6000122 186108 186108 0 0 CAREFUSION CORP COMMON STOCK 14170T101 1120948 44820 44820 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- CARLISLE COS INC COM 142339100 1593090 46500 46500 0 0 CARNIVAL CORP Unit USD.01 143658300 247182 7800 7800 0 0 CARTER INC COM 146229109 543611 20709 20709 0 0 CASEYS GEN STORES INC COM 147528103 431718 13525 13525 0 0 CASH AMER INTL INC COM 14754D100 1290024 36900 36900 0 0 CATERPILLAR INC COM 149123101 2137125 37500 37500 0 0 CATHAY GENERAL BANCORP COM 149150104 168554 22325 22325 0 0 CEDAR SHOPPING CENTERS INC REIT USD.06 150602209 189156 27817 27817 0 0 CELADON GROUP INC COM 150838100 254975 23500 23500 0 0 CELERA CORP COM 15100E106 141068 20415 20415 0 0 CENTENE CORP DEL COM 15135B101 670517 31673 31673 0 0 CENTRAL GARDEN + PET CO CL A NON VTG 153527205 261422 26300 26300 0 0 CENTRAL VT PUBLIC SERVICE COM 155771108 343200 16500 16500 0 0 CENTURYTEL INC COM 156700106 213639 5900 5900 0 0 CERADYNE INC CALIF COM 156710105 770398 40104 40104 0 0 CHARLES RIV LABORATORIES INTL COM 159864107 997089 29596 29596 0 0 CHART INDS INC COM PAR 0.01 16115Q308 312795 18900 18900 0 0 CHECKPOINT SYS INC COM 162825103 586927 38487 38487 0 0 CHEVRON CORP COM 166764100 28953552 376069 376069 0 0 CHUBB CORP COM 171232101 3882859 78952 78952 0 0 CHURCHILL DOWNS INC COM 171484108 251478 6733 6733 0 0 CIBER INC COM 17163B102 460268 133411 133411 0 0 CINCINNATI BELL INC NEW COM 171871106 831640 241055 241055 0 0 CIRCOR INTL INC COM 17273K109 467517 18567 18567 0 0 CISCO SYS INC COM 17275R102 26086820 1089675 1089675 0 0 CITIGROUP INC COM 172967101 8476013 2560729 2560729 0 0 CITIZENS HLDG CO MISS COM 174715102 344806 15400 15400 0 0 CITY HLDG CO COM 177835105 877210 27133 27133 0 0 CLARCOR INC COM 179895107 467168 14401 14401 0 0 CLEARWATER PAPER CORP 18538R103 467245 8500 8500 0 0 COACH INC COM 189754104 989963 27100 27100 0 0 COCA COLA CO COM 191216100 18647493 327149 327149 0 0 COCA COLA ENTERPRISES INC COM STK 191219104 2739231 129209 129209 0 0 COEUR D ALENE MINES CORP IDAHO COMMON STOCK 192108504 255314 14137 14137 0 0 COGDELL SPENCER INC REIT USD.01 19238U107 117275 20720 20720 0 0 COGNIZANT TECHNOLOGY SOLUTIONS CL A 192446102 244620 5400 5400 0 0 COGO GROUP INC COM 192448108 403139 54700 54700 0 0 COHERENT INC COM 192479103 438815 14760 14760 0 0 COLGATE PALMOLIVE CO COM 194162103 9135080 111200 111200 0 0 COLLECTIVE BRANDS INC COM 19421W100 1518076 66670 66670 0 0 COLONIAL PROPERTIES TRUST REIT USD.01 195872106 532401 45388 45388 0 0 COLUMBIA BKY SYS INC COM 197236102 502098 31032 31032 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 346402 8873 8873 0 0 COMFORT SYS USA INC COM 199908104 340707 27610 27610 0 0 COMCAST CORP NEW CL A 20030N101 9855277 584536 584536 0 0 COMERICA INC COM 200340107 2281710 77163 77163 0 0 COMMUNITY BK SYS INC COM 203607106 534115 27660 27660 0 0 COMMUNICATIONS SYS COM 203900105 309756 24900 24900 0 0 COMMUNITY TR BANCORP INC COM 204149108 863256 35307 35307 0 0 COMPASS DIVERSIFIED HLDGS SH BEN INT 20451Q104 341764 26784 26784 0 0 COMPLETE PRODTN SVCS INC COM 20453E109 1429402 109954 109954 0 0 COMPUTER SCIENCES CORP COM 205363104 2868446 49860 49860 0 0 COMSYS IT PARTNERS INC COM 20581E104 367593 41349 41349 0 0 CONAGRA INC COM 205887102 214365 9300 9300 0 0 CONMED CORP COM 207410101 256796 11263 11263 0 0 CONOCOPHILLIPS COM 20825C104 9679655 189537 189537 0 0 CONSECO INC COM NEW 208464883 660500 132100 132100 0 0 CONSOLIDATED COMM HOLDINGS INC COM 209034107 485993 27771 27771 0 0 CONSOLIDATED EDISON INC COM 209115104 236236 5200 5200 0 0 CONSOLIDATED GRAPHICS INC COM 209341106 332235 9487 9487 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- CONSTELLATION BRANDS INC CL A 21036P108 2173792 136459 136459 0 0 CONSTELLATION ENERGY GROUP INC COM 210371100 2905042 82600 82600 0 0 CONTANGO OIL + GAS CO COM NEW 21075N204 343173 7300 7300 0 0 CORE MARK HLDG CO INC COM 218681104 372448 11300 11300 0 0 CORPORATE OFFICE PROPERTIES REIT USD.01 22002T108 19538955 533414 533414 0 0 COSTCO WHSL CORP NEW COM 22160K105 366854 6200 6200 0 0 COURIER CORP COM 222660102 179550 12600 12600 0 0 COUSINS PROPERTIES INC REIT USD1.0 222795106 388443 50910 50910 0 0 CRACKER BARREL OLD CTRY STORE COM 22410J106 228244 6008 6008 0 0 CRAWFORD + CO COM CLASS B 224633107 105592 26800 26800 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 514329 51900 51900 0 0 CUMMINS INC COM 231021106 201784 4400 4400 0 0 CURTISS WRIGHT CORP COM 231561101 474185 15140 15140 0 0 CYMER INC COM 232572107 1150863 29986 29986 0 0 DCT INDUSTRIAL TRUST INC REIT USD.01 233153105 708628 141161 141161 0 0 D R HORTON INC COM 23331A109 2063235 189810 189810 0 0 DSP GROUP INC COM 23332B106 491020 87215 87215 0 0 DANAHER CORP COM 235851102 308320 4100 4100 0 0 DAWSON GEOPHYSICAL CO COM 239359102 346650 15000 15000 0 0 DEL MONTE FOODS CO COM 24522P103 133812 11800 11800 0 0 DELL INC COM 24702R101 2042724 142251 142251 0 0 DELPHI FINL GROUP INC CL A 247131105 1112415 49728 49728 0 0 DELUXE CORP COM 248019101 552288 37342 37342 0 0 DEVELOPERS DIVERSIFIED RLTY REIT USD.1 251591103 12690404 1370454 1370454 0 0 DEVON ENERGY CORPORATION NEW COM 25179M103 205800 2800 2800 0 0 DIAMONDROCK HOSPITALITY CO REIT USD.01 252784301 686807 81087 81087 0 0 DIGI INTL INC COM 253798102 103266 11323 11323 0 0 DIGITAL REALTY TRUST INC REIT USD.01 253868103 36116727 718312 718312 0 0 DIGITAL RIV INC COM 25388B104 242910 9000 9000 0 0 DIME CMNTY BANCORP INC COM 253922108 277764 23700 23700 0 0 DILLARDS INC CL A 254067101 675270 36600 36600 0 0 DISNEY WALT CO DISNEY COM 254687106 7685369 238306 238306 0 0 DISCOVER FINL SVCS COM 254709108 183875 12500 12500 0 0 DIRECTV COM CLASS A 25490A101 216775 6500 6500 0 0 DOLLAR FINL CORP COM 256664103 224770 9500 9500 0 0 DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 1009188 39406 39406 0 0 DOMINOS PIZZA INC COM 25754A201 225732 26937 26937 0 0 DONNELLEY R R + SONS COM 257867101 351866 15800 15800 0 0 DORMAN PRODS INC COM 258278100 309066 19736 19736 0 0 DOUGLAS EMMETT INC REIT USD.01 25960P109 11832345 830340 830340 0 0 DOW CHEM CO COM 260543103 226566 8200 8200 0 0 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1927230 68100 68100 0 0 DRESS BARN INC COM 261570105 1488703 64446 64446 0 0 DUCOMMUN INC DEL COM 264147109 243062 12991 12991 0 0 DYCOM INDS INC COM 267475101 446669 55625 55625 0 0 DYNAMEX INC COM 26784F103 181000 10000 10000 0 0 DYNAMICS RESH CORP COM 268057106 213261 20100 20100 0 0 DYNCORP INTL INC COM CL A 26817C101 519470 36200 36200 0 0 EMC CORP COM 268648102 4871195 278832 278832 0 0 EMS TECHNOLOGIES INC COM 26873N108 157804 10883 10883 0 0 EAGLE BANCORP INC MD COM 268948106 166473 15900 15900 0 0 E TRADE FINL CORP COM 269246104 1763475 1007700 1007700 0 0 EARTHLINK INC COM 270321102 856761 103100 103100 0 0 EAST WEST BANCORP INC COM 27579R104 665006 42089 42089 0 0 EASTGROUP PROPERTIES INC REIT NPV 277276101 268687 7019 7019 0 0 EATON CORP COM 278058102 2627506 41300 41300 0 0 EBAY INC COM 278642103 376640 16000 16000 0 0 EDISON INTL COM 281020107 222592 6400 6400 0 0 EDUCATION REALTY TRUST INC REIT USD.01 28140H104 194118 40107 40107 0 0 EL PASO ELEC CO COM NEW 283677854 1171657 57774 57774 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- ELECTRO RENT COM 285218103 260065 22536 22536 0 0 ELETRONICS FOR IMAGING INC COM 286082102 173970 13372 13372 0 0 EMCOR GROUP INC COM 29084Q100 1573596 58498 58498 0 0 EMERSON ELEC CO COM 291011104 208740 4900 4900 0 0 EMPIRE DIST ELEC CO COM 291641108 920242 49132 49132 0 0 EMPLOYERS HLDGS INC COM 292218104 804767 52462 52462 0 0 ENCORE WIRE CORP COM 292562105 806981 38300 38300 0 0 ENDEAVOUR INTL CORP COM 29259G101 92340 85500 85500 0 0 ENERSYS COM 29275Y102 1731535 79174 79174 0 0 ENNIS INC COM 293389102 309221 18417 18417 0 0 ENPRO INDS INC COM 29355X107 370110 14014 14014 0 0 ENTEGRIS INC COM 29362U104 593715 112446 112446 0 0 ENTERTAINMENT PROPERTIES TR REIT USD.01 29380T105 999763 28346 28346 0 0 EQUITY LIFESTYLE PROPERTIES REIT USD.01 29472R108 89399429 1771338 1771338 0 0 EQUITY ONE INC REIT USD.01 294752100 374691 23172 23172 0 0 EQUITY RESIDENTIAL REIT USD.01 29476L107 62125271 1839114 1839114 0 0 ESSEX PROPERTY TRUST INC REIT USD.0001 297178105 22892328 273668 273668 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 904442 22184 22184 0 0 EXELON CORP COM 30161N101 215028 4400 4400 0 0 EXPRESS SCRIPTS INC COM 302182100 345800 4000 4000 0 0 EXTRA SPACE STORAGE INC REIT USD.01 30225T102 689674 59712 59712 0 0 EXTERRAN HLDGS INC COM 30225X103 2252250 105000 105000 0 0 EXXON MOBIL CORP COM 30231G102 59359668 870504 870504 0 0 F N B CORP PA COM 302520101 418162 61585 61585 0 0 FPIC INS GROUP INC COM 302563101 657119 17015 17015 0 0 FAIR ISAAC CORPORATION COM 303250104 1286016 60348 60348 0 0 FARMER BROS CO COM 307675108 199887 10126 10126 0 0 FEDERAL REALTY INVS TRUST REIT USD.01 313747206 32051605 473296 473296 0 0 FEDERAL SIGNAL CORP COM STK 313855108 446877 74232 74232 0 0 FEDEX CORP COM 31428X106 358835 4300 4300 0 0 FELCOR LODGING TRUST INC REIT USD.01 31430F101 166561 46267 46267 0 0 FIDELITY NATL INFORMATION SVC COM 31620M106 2721384 116100 116100 0 0 FIFTH THIRD BANCORP COM STK 316773100 277875 28500 28500 0 0 FINISH LINE INC CL A 317923100 405365 32300 32300 0 0 FIRST BANCORP INC ME COM 31866P102 286812 18600 18600 0 0 FIRST BANCORP P R COM 318672102 105621 45922 45922 0 0 FIRST BANCORP N C COMMON STOCK 318910106 883379 63234 63234 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 131084 28190 28190 0 0 FIRST DEFIANCE FINL CORP COM 32006W106 170479 15100 15100 0 0 FIRST FINL BANCORP COM 320209109 292656 20100 20100 0 0 FIRST FINL HLDGS INC COM 320239106 187056 14400 14400 0 0 FIRST INDUSTRIAL REALTY TR REIT USD.01 32054K103 189159 36168 36168 0 0 FIRST MERCHANTS CORP COM 320817109 296228 49870 49870 0 0 FIRST MERCURY FINL CORP COM 320841109 228601 16674 16674 0 0 FIRST MIDWEST BANCORP INC DEL COM 320867104 534144 49049 49049 0 0 FIRST POTOMAC REALTY TRUST REIT USD.001 33610F109 255246 20306 20306 0 0 FIRST SOUTH BACORP INC VA COM 33646W100 312090 30300 30300 0 0 1ST SOURCE CORP COM 336901103 712900 44307 44307 0 0 FIRSTMERIT CORP COM 337915102 1401966 69611 69611 0 0 FLUOR CORP NEW COM 343412102 202680 4500 4500 0 0 FORD MTR CO DEL COM PAR USD0.01 345370860 5356000 535600 535600 0 0 FOREST LABS INC COM 345838106 3016124 93931 93931 0 0 FOSTER L B CO CL A 350060109 244442 8200 8200 0 0 FRANKLIN ELEC INC COM 353514102 770620 26500 26500 0 0 FRANKLIN RES INC COM 354613101 263375 2500 2500 0 0 FRANKLIN STREET PROPERTIES C REIT USD.0001 35471R106 680972 46610 46610 0 0 FREDS INC CL A 356108100 381480 37400 37400 0 0 FREEPORT MCMORAN COPPER + GOLD COMMON 35671D857 3982384 49600 49600 0 0 FULLER H B CO COM 359694106 921011 40484 40484 0 0 G + K SERVICES CL A 361268105 947150 37690 37690 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- GAMCO INVS INC COM CL A 361438104 358264 7419 7419 0 0 GP STRATEGIES CORP COM 36225V104 353910 47000 47000 0 0 GSI TECHNOLOGY INC COM 36241U106 171136 38200 38200 0 0 GANNETT INC COM 364730101 1250370 84200 84200 0 0 GAP INC COM 364760108 3466094 165446 165446 0 0 GENERAL DYNAMICS CORP COM 369550108 347667 5100 5100 0 0 GENERAL ELEC CO COM 369604103 26157682 1728862 1728862 0 0 GENERAL MLS INC COM 370334104 346969 4900 4900 0 0 GENESCO INC COM 371532102 415689 15138 15138 0 0 GENTIVA HEALTH SVCS INC COM 37247A102 340326 12600 12600 0 0 GEOKINETICS INC COM PAR 0.01 372910307 281866 29300 29300 0 0 GIBRALTAR INDS INC COM 374689107 597740 38000 38000 0 0 GILEAD SCIENCES INC COM 375558103 294304 6800 6800 0 0 GLACIER BANCORP INC COM 37637Q105 542406 39534 39534 0 0 GLATFELTER COM 377316104 614754 50597 50597 0 0 GLOBAL CASH ACCESS HLDGS INC COM 378967103 580587 77515 77515 0 0 GLIMCHER REALTY TRUST REIT USD.01 379302102 114823 42527 42527 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 17343414 102721 102721 0 0 GOOGLE INC CL A 38259P508 21379390 34484 34484 0 0 GRACE W R + CO DEL NEW COM 38388F108 390390 15400 15400 0 0 GRAMERCY CAPITAL CORP REIT USD.001 384871109 78788 30420 30420 0 0 GRAN TIERRA ENERGY INC COM 38500T101 1151730 201000 201000 0 0 GRANITE CONSTR INC COMMON STOCK 387328107 909561 27022 27022 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 527310 18600 18600 0 0 GULF IS FABRICATION INC COM 402307102 214506 10200 10200 0 0 GULFMARK OFFSHORE INC COM 402629109 608042 21478 21478 0 0 GULFPORT ENERGY CORP COM NEW 402635304 419070 36600 36600 0 0 HCP INC REIT USD1.0 40414L109 38502847 1260735 1260735 0 0 HNI CORP COM 404251100 860923 31159 31159 0 0 HRPT PROPERTIES TRUST REIT USD.01 40426W101 126812 19600 19600 0 0 HALLMARK FINL SVCS INC COM NEW 40624Q203 298500 37500 37500 0 0 HANCOCK HLDG CO COM 410120109 736548 16820 16820 0 0 HARLEYSVILLE GROUP INC COM 412824104 469379 14765 14765 0 0 HARLEYSVILLE NATL CORP PA COM 412850109 186502 28960 28960 0 0 HARRIS STRATEX NETWORKS COM CL A 41457P106 406170 58780 58780 0 0 HARTE HANKS INC COM 416196103 596371 55322 55322 0 0 HARTFORD FINANCIAL SVCS GRP COM 416515104 1128692 48525 48525 0 0 HARVARD BIOSCIENCE INC COM 416906105 94605 26500 26500 0 0 HARVEST NAT RES INC COM 41754V103 179479 33928 33928 0 0 HATTERAS FINL CORP COM 41902R103 694023 24822 24822 0 0 HAVERTY FURNITURE COS INC COM 419596101 343923 25049 25049 0 0 HAYNES INTL INC COM NEW 420877201 804468 24400 24400 0 0 HEALTHCARE REALTY TRUST INC REIT USD.01 421946104 872971 40679 40679 0 0 HEADWATERS INC COM 42210P102 197471 30287 30287 0 0 HEALTH CARE REIT INC REIT USD1.0 42217K106 30167782 680681 680681 0 0 HEALTHSPRING INC COM 42224N101 1164144 66107 66107 0 0 HEALTHWAYS INC COM 422245100 326452 17800 17800 0 0 HEARTLAND FINL USA INC COM 42234Q102 215767 15036 15036 0 0 HEARTLAND EXPRESS INC COM 422347104 205305 13445 13445 0 0 HEIDRICK + STRUGGLES INTL INC COM 422819102 591561 18936 18936 0 0 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 173900 14800 14800 0 0 HERCULES OFFSHORE INC COM 427093109 575512 120400 120400 0 0 HERSHA HOSPITALITY TRUST REIT USD.01 427825104 105912 33730 33730 0 0 HERSHEY CO / THE COM 427866108 436638 12200 12200 0 0 HERTZ GLOBAL HLDGS INC COM 42805T105 140656 11800 11800 0 0 HESS CORP COM 42809H107 296450 4900 4900 0 0 HEWLETT PACKARD CO COM 428236103 23908573 464154 464154 0 0 HIGHWOODS PROPERTIES INC REIT USD.01 431284108 1616041 48457 48457 0 0 HOME BANCORP INC COM 43689E107 153594 12600 12600 0 0 HOME DEPOT INC COM 437076102 9252971 319840 319840 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- HOME PROPERTIES INC REIT USD.01 437306103 16253604 340675 340675 0 0 HONEYWELL INTL INC COM 438516106 2383360 60800 60800 0 0 HOOKER FURNITURE CORP COM 439038100 217712 17600 17600 0 0 HORACE MANN EDUCATORS CORP NEW NEW COM 440327104 775238 62019 62019 0 0 HORIZON LINES INC COM 44044K101 470108 84400 84400 0 0 HOSPITALITY PROPERTIES TRUST REIT USD.01 44106M102 6403549 270078 270078 0 0 HOSPIRA INC COM 441060100 2698971 52921 52921 0 0 HOST HOTELS + RESORTS INC REIT USD.01 44107P104 33654354 2883835 2883835 0 0 HOUSTON WIRE CABLE CO COM 44244K109 346290 29100 29100 0 0 HOVNANIAN ENTERPRISES INC CL A 442487203 122081 31792 31792 0 0 HUB GROUP INC CL A 443320106 305862 11400 11400 0 0 HUNTINGTON BANCSHARES INC COM 446150104 130305 35700 35700 0 0 ICO INC NEW COM 449293109 200294 27400 27400 0 0 ICO GLOBAL COMMUNICATIONS HLDG CL A 44930K108 142598 132035 132035 0 0 IMS HEALTH INC COM 449934108 1703249 80876 80876 0 0 ISTAR FINANCIAL INC REIT USD.001 45031U101 952013 371880 371880 0 0 IBERIABANK CORP COM 450828108 1330937 24734 24734 0 0 ITT CORP NEW COM 450911102 2487000 50000 50000 0 0 ICONIX BRAND GROUP INC COM 451055107 777127 61433 61433 0 0 IDACORP INC COM 451107106 1510149 47266 47266 0 0 IDERA PHARMACEUTICALS INC COM NEW 45168K306 2965708 573638 573638 0 0 ILLINOIS TOOL WKS INC COM 452308109 4281236 89211 89211 0 0 IMATION CORP COM 45245A107 434300 49805 49805 0 0 INDEPENDENT BK CORP MASS COM 453836108 201505 9646 9646 0 0 INFINITY PHARMACEUTICALS INC COM 45665G303 108150 17500 17500 0 0 INFINITY PPTY + CAS CORP COM 45665Q103 231120 5687 5687 0 0 INFOGROUP INC COM 45670G108 248363 30968 30968 0 0 INLAND REAL ESTATE CORP REIT USD.01 457461200 393947 48337 48337 0 0 INSIGHT ENTERPRISES INC COM 45765U103 302105 26454 26454 0 0 INNOSPEC INC COM 45768S105 379929 37654 37654 0 0 INNOPHOS HLDGS INC COM 45774N108 697241 30328 30328 0 0 INTEL CORP COM 458140100 15469442 758306 758306 0 0 INTER PARFUMS INC COM 458334109 177682 14600 14600 0 0 INTERLINE BRANDS INC COM 458743101 640303 37076 37076 0 0 INTERNATIONAL BANCSHARES CORP COM 459044103 880321 46504 46504 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 32153883 245637 245637 0 0 INTERNATIONAL PAPER CO COM 460146103 3042208 113600 113600 0 0 INTERNATIONAL SHIPHOLDING CORP COM NEW 460321201 611147 19670 19670 0 0 INTERNET BRANDS INC CL A COMMON 460608102 209601 26769 26769 0 0 INVACARE CORP COM 461203101 934851 37484 37484 0 0 INVENTIV HEALTH INC COM 46122E105 389697 24100 24100 0 0 INVESTORS REAL ESTATE TRUST REIT NPV 461730103 424062 47118 47118 0 0 IOWA TELECOMMUNICATION SVCS COM 462594201 332636 19847 19847 0 0 ISHARES TR GOLDMAN SACHS INVT GRD 464287242 46283219 444390 444390 0 0 CORP BD ISHARES BARCLAYS 1 3 YR TREAS INDEX FD 464287457 351708 4240 4240 0 0 ISHARES RUSSELL RUSSELL 2000 VALUE 464287630 1880496 32400 32400 0 0 INDEX FD IXYS CORP DEL COM 46600W106 134718 18156 18156 0 0 JPMORGAN CHASE + CO COM 46625H100 31102696 746405 746405 0 0 J2 GLOBAL COMMUNICATIONS COM NEW 46626E205 382580 18800 18800 0 0 JACKSON HEWITT TAX SVC INC COM 468202106 158792 36089 36089 0 0 JAKKS PAC INC COM 47012E106 584075 48191 48191 0 0 JARDEN CORP COM 471109108 2604538 84262 84262 0 0 JO ANN STORES INC COM 47758P307 1170407 32296 32296 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 335097 19700 19700 0 0 JOHNSON + JOHNSON COM 478160104 27005310 419272 419272 0 0 JOHNSON CTLS INC COM 478366107 272400 10000 10000 0 0 JONES APPAREL GROUP INC COM 480074103 942722 58700 58700 0 0 K V PHARMACEUTICAL COMPANY CL A 482740206 356724 97200 97200 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- KADANT INC COM 48282T104 406645 25479 25479 0 0 KAISER ALUM CORP COM PAR 0.01 483007704 433805 10423 10423 0 0 KAPSTONE PAPER + PKGING CORP COM 48562P103 143810 14600 14600 0 0 KB HOME COM 48666K109 1259176 92045 92045 0 0 KELLY SVCS INC CL A 488152208 199231 16700 16700 0 0 KEY ENERGY SVCS INC COM 492914106 1140063 129700 129700 0 0 KILROY REALTY CORP REIT USD.01 49427F108 913966 29800 29800 0 0 KIMBERLY CLARK CORP COM 494368103 369518 5800 5800 0 0 KIMCO REALTY CORP REIT USD.01 49446R109 36291438 2682294 2682294 0 0 KINDRED HEALTHCARE INC COM 494580103 821470 44500 44500 0 0 KINETIC CONCEPTS INC COM NEW 49460W208 2680680 71200 71200 0 0 KITE REALTY GROUP TRUST REIT USD.01 49803T102 135177 33213 33213 0 0 KNIGHT CAP GROUP INC COM CL A 499005106 629721 40891 40891 0 0 KNOLOGY INC COM 499183804 142350 13000 13000 0 0 KOHLS CORP COM 500255104 3748135 69500 69500 0 0 KOPPERS HLDGS INC COM 50060P106 430361 14138 14138 0 0 KORN / FERRY INTL COM NEW 500643200 459096 27824 27824 0 0 KRAFT FOODS INC CL A 50075N104 11447102 421159 421159 0 0 LSI CORP COM 502161102 1141900 190000 190000 0 0 LTC PROPERTIES INC REIT USD.01 502175102 391861 14649 14649 0 0 L 3 COMMUNICATIONS HLDG CORP COM 502424104 3450872 39688 39688 0 0 LA BARGE INC COM 502470107 450754 37407 37407 0 0 LA Z BOY INC COM 505336107 298289 31300 31300 0 0 LABRANCHE + CO INC COM 505447102 135519 47718 47718 0 0 LACLEDE GROUP INC COM 505597104 798221 23637 23637 0 0 LAKELAND FINANCIAL CORP COM 511656100 739473 42868 42868 0 0 LAM RESH CORP COM 512807108 1213942 30960 30960 0 0 LANDAUER INC COM 51476K103 261196 4254 4254 0 0 LASALLE HOTEL PROPERTIES REIT USD.01 517942108 9540826 449403 449403 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 572940 212200 212200 0 0 LEXINGTON REALTY TRUST REIT USD.0001 529043101 398818 65595 65595 0 0 LIBERTY MEDIA CORP NEW INTERACTIVE COM SER A 53071M104 174524 16100 16100 0 0 LIBERTY PROPERTY TRUST REIT USD.001 531172104 6336732 197961 197961 0 0 LIFE TECHNOLOGIES CORP COM 53217V109 203697 3900 3900 0 0 LILLY ELI + CO COM 532457108 257112 7200 7200 0 0 LIN TV CORP CL A 532774106 185344 41557 41557 0 0 LITTELFUSE INC COM 537008104 262408 8162 8162 0 0 LIZ CLAIBORNE INC COM 539320101 149195 26500 26500 0 0 LOWES COS INC USD0.50 548661107 233900 10000 10000 0 0 LUBRIZOL CORP COM 549271104 2509480 34400 34400 0 0 M + F WORLDWIDE CORP COM 552541104 422137 10687 10687 0 0 MB FINL INC COM 55264U108 450503 22845 22845 0 0 M.D.C. HOLDINGS INC COM 552676108 2240126 72169 72169 0 0 MFA FINANCIAL INC REIT USD.01 55272X102 1420108 193212 193212 0 0 MGIC INVT CORP WIS COM 552848103 261834 45300 45300 0 0 M/I HOMES INC COM 55305B101 223011 21464 21464 0 0 MKS INSTRS INC COM 55306N104 1026198 58943 58943 0 0 MPS GROUP INC COM 553409103 907719 66064 66064 0 0 MTS SYS CORP COM 553777103 327492 11395 11395 0 0 MAC GRAY CORP COM 554153106 114330 11100 11100 0 0 MACERICH CO/THE REIT USD.01 554382101 13374155 372021 372021 0 0 MACYS INC COM 55616P104 2473776 147600 147600 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 1153922 28331 28331 0 0 MAGNA INTL INC CL A SUB VTG 559222401 3080575 60905 60905 0 0 MAINSOURCE FINL GROUP INC COM 56062Y102 198977 41627 41627 0 0 MANPOWER INC WIS COM 56418H100 2750832 50400 50400 0 0 MANTECH INTL CORP CL A 564563104 415208 8600 8600 0 0 MARATHON OIL CORP COM 565849106 330932 10600 10600 0 0 MARCUS CORP COM 566330106 554991 43291 43291 0 0 MARTEK BIOSCIENCES CORP COM 572901106 306828 16200 16200 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- MASCO CORP COM 574599106 160196 11600 11600 0 0 MASTERCARD INC CL A 57636Q104 332774 1300 1300 0 0 MATRIX SVC CO COM 576853105 387660 36400 36400 0 0 MAXIMUS INC COM 577933104 298750 5975 5975 0 0 MCDONALDS CORP COM 580135101 8600673 137743 137743 0 0 MCG CAP CORP COM 58047P107 359441 83204 83204 0 0 MCGRATH RENTCORP COM 580589109 376118 16821 16821 0 0 MCGRAW HILL COS INC COM 580645109 2494887 74452 74452 0 0 MCKESSON CORP COM 58155Q103 4127813 66045 66045 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 506900 68500 68500 0 0 MEASUREMENT SPECIALTIES INC COM 583421102 184910 18399 18399 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4508339 70542 70542 0 0 MEDICAL PROPERTIES TRUST INC REIT USD.001 58463J304 553470 55347 55347 0 0 MEDICINES CO COM 584688105 253536 30400 30400 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 981915 36300 36300 0 0 MEDTRONIC INC COM 585055106 6136397 139527 139527 0 0 MENS WEARHOUSE INC COM 587118100 863418 40998 40998 0 0 MENTOR GRAPHICS CORP COM 587200106 546144 61851 61851 0 0 MERCK + CO INC NEW COMMON STCOK 58933Y105 15350746 420108 420108 0 0 MERCURY COMPUTER SYS INC COM 589378108 178362 16200 16200 0 0 MERITAGE HOME CORP COM 59001A102 620744 32113 32113 0 0 METALICO INC COM 591176102 284868 57900 57900 0 0 METHODE ELECTRS INC COM 591520200 428653 49384 49384 0 0 METLIFE INC COM 59156R108 1285856 36375 36375 0 0 MICROSOFT CORP COM 594918104 44569337 1461769 1461769 0 0 MICRON TECHNOLOGY INC COM 595112103 3830112 362700 362700 0 0 MID-AMERICA APARTMENT COMM REIT USD.01 59522J103 474303 9824 9824 0 0 MILLER INDS INC TENN COM NEW 600551204 191815 16900 16900 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1308260 24018 24018 0 0 MISSION WEST PROPERTIES REIT USD.001 605203108 90896 12642 12642 0 0 MODINE MFG CO COM 607828100 372960 31500 31500 0 0 MOLINA HEALTHCARE INC COM 60855R100 576324 25200 25200 0 0 MONMOUTH REIT-CLASS A REIT USD.01 609720107 111168 14942 14942 0 0 MONOTYPE IMAGING HOLDINGS COM 61022P100 314786 34860 34860 0 0 MONSANTO CO NEW COM 61166W101 5507579 67371 67371 0 0 MOOG INC CL A 615394202 301069 10300 10300 0 0 MORGAN STANLEY COM NEW 617446448 6864477 231908 231908 0 0 MOTOROLA INC COM 620076109 950965 122547 122547 0 0 MUELLER INDS INC COM 624756102 1272702 51236 51236 0 0 MUELLER WTR PRODS INC COM SER A 624758108 512564 98570 98570 0 0 MULTI COLOR CORP COMMON STOCK 625383104 227106 18600 18600 0 0 MURPHY OIL CORP COM 626717102 211380 3900 3900 0 0 MYERS IND INC COM 628464109 291546 32038 32038 0 0 MYLAN INC COM 628530107 2705524 146800 146800 0 0 NBT BANCORP INC COM 628778102 1145466 56233 56233 0 0 NCI BLDG SYS INC COM 628852105 195525 108025 108025 0 0 NRG ENERGY INC COM NEW 629377508 2148510 91000 91000 0 0 NASH FINCH CO COM 631158102 630196 16991 16991 0 0 NATIONAL CINEMEDIA INC COM 635309107 603148 36400 36400 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 211982 26203 26203 0 0 NATL HEALTH INVESTORS INC REIT USD.01 63633D104 630975 17058 17058 0 0 NATIONAL OILWELL VARCO INC COM 637071101 4256669 96545 96545 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 292111 50451 50451 0 0 NATIONAL RETAIL PROPERTIES REIT USD.01 637417106 1162623 54789 54789 0 0 NATIONAL WESTN LIFE INS CO CL A 638522102 602114 3468 3468 0 0 NATIONWIDE HEALTH PPTYS INC REIT USD.1 638620104 38672776 1099283 1099283 0 0 NEENAH PAPER INC COM 640079109 549630 39400 39400 0 0 NELNET INC CL A 64031N108 770974 44746 44746 0 0 NESS TECHNOLOGIES INC COM 64104X108 299370 61096 61096 0 0 NETAPP INC COM 64110D104 226974 6600 6600 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- NETGEAR INC COM 64111Q104 586519 27041 27041 0 0 NEW JERSEY RES CORP COM 646025106 943677 25232 25232 0 0 NEWALLIANCE BANCSHARES INC COM 650203102 919522 76563 76563 0 0 NEWFIELD EXPL CO COM 651290108 1360086 28200 28200 0 0 NEWPARK RES INC COM PAR USD0.01 NEW 651718504 429768 101600 101600 0 0 NEWS CORP CL A 65248E104 432604 31600 31600 0 0 NICOR INC COM 654086107 1779441 42267 42267 0 0 NIGHTHAWK RADIOLOGY HLDGS INC COM 65411N105 301952 66656 66656 0 0 NISOURCE INC COM 65473P105 2762248 179600 179600 0 0 NOBLE ENERGY INC COM 655044105 1744890 24500 24500 0 0 NORDSON CORP COM 655663102 1064532 17400 17400 0 0 NORTHROP GRUMMAN CORP COM 666807102 4629127 82885 82885 0 0 NORTHSTAR REALTY FINANCE COR REIT USD.01 66704R100 145295 42360 42360 0 0 NORTHWEST NAT GAS CO COM 667655104 834861 18536 18536 0 0 NORTHWESTERN CORP COM NEW 668074305 641029 24636 24636 0 0 NOVAMED EYECARE INC COM 66986W108 206028 53100 53100 0 0 NVIDIA CORP COM 67066G104 233500 12500 12500 0 0 NV ENERGY INC COM 67073Y106 141132 11400 11400 0 0 OM GROUP INC COM 670872100 354424 11291 11291 0 0 OCCAM NETWORKS INC DEL COM NEW 67457P309 82096 15203 15203 0 0 OCCIDENTAL PETE CORP COM 674599105 14304503 175839 175839 0 0 OCEANFIRST FINL CORP COM 675234108 271200 24000 24000 0 0 OLD NATL BANCORP IND COM RTS CALLABLE THRU 680033107 341788 27497 27497 0 0 3/2/20 OLIN CORP COM PAR 1 680665205 883499 50428 50428 0 0 OMNICOM GROUP COM 681919106 6237417 159321 159321 0 0 OMEGA HEALTHCARE INVESTORS REIT USD.1 681936100 895322 46032 46032 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 225607 15527 15527 0 0 ON ASSIGNMENT INC COM 682159108 489453 68455 68455 0 0 ON SEMICONDUCTOR CORP COM 682189105 152413 17300 17300 0 0 FLOWERS COM INC CL A 68243Q106 135150 51000 51000 0 0 OPLINK COMMUNICATIONS INC COM NEW 68375Q403 203236 12400 12400 0 0 OPPENHEIMER HLDGS INC CL A NON VTG SHS 683797104 574706 17300 17300 0 0 ORACLE CORP COM 68389X105 19028291 775399 775399 0 0 ORBITAL SCIENCES CORP COMMON STOCK 685564106 440312 28854 28854 0 0 ORIENTAL FINL GROUP INC COM 68618W100 406674 37655 37655 0 0 OSHKOSH CORP COM 688239201 596183 16100 16100 0 0 OWENS + MINOR INC NEW COM 690732102 449434 10469 10469 0 0 OXFORD INDS INC COM 691497309 767724 37124 37124 0 0 PG+E CORP COM 69331C108 2049435 45900 45900 0 0 PHH CORP COM NEW 693320202 990266 61469 61469 0 0 PNC FINL SVCS GROUP INC COM 693475105 2353220 44577 44577 0 0 PNM RES INC COM 69349H107 210281 16623 16623 0 0 PS BUSINESS PARKS INC/CA REIT USD.01 69360J107 416266 8317 8317 0 0 PACWEST BANCORP DEL COM 695263103 257174 12763 12763 0 0 PANTRY INC COM 698657103 620057 45626 45626 0 0 PAPA JOHNS INTL INC COM 698813102 416205 17817 17817 0 0 PAR PHARMACEUTICAL COS INC COM 69888P106 1400274 51747 51747 0 0 PARK NATL CORP COM 700658107 368353 6256 6256 0 0 PARKER HANNIFIN CORP COM 701094104 2521584 46800 46800 0 0 PARKWAY PROPERTIES INC REIT USD.001 70159Q104 320586 15398 15398 0 0 J C PENNEY INC COM 708160106 2816136 105830 105830 0 0 PENN REAL ESTATE INVEST TST REIT USD1.0 709102107 224918 26586 26586 0 0 PEOPLES BANCORP INC COM 709789101 136391 14090 14090 0 0 PEOPLES UTD FINL INC COM 712704105 170340 10200 10200 0 0 PEPSICO INC COM 713448108 12489475 205419 205419 0 0 PFIZER INC COM 717081103 27680269 1521730 1521730 0 0 PHILIP MORRIS INTL ORD SHR COM 718172109 15450292 320612 320612 0 0 PHOTRONICS INC COM 719405102 527325 118500 118500 0 0 PIEDMONT NAT GAS INC COM 720186105 799023 29870 29870 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- PIKE ELEC CORP COM 721283109 248797 26810 26810 0 0 PIONEER DRILLING CO COM 723655106 487075 61655 61655 0 0 PIPER JAFFRAY COS COM 724078100 974040 19246 19246 0 0 PLANTRONICS INC NEW COM 727493108 371982 14318 14318 0 0 POLYCOM INC COM 73172K104 902441 36141 36141 0 0 POLYONE CORP COM 73179P106 434679 58190 58190 0 0 POPULAR INC COM 733174106 557657 246751 246751 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 3706068 181581 181581 0 0 POST PROPERTIES INC REIT USD.01 737464107 649113 33118 33118 0 0 POTLATCH CORP REIT USD1.0 737630103 413356 12966 12966 0 0 PREMIERE GLOBAL SVCS INC COM 740585104 388171 47051 47051 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 674302 85789 85789 0 0 PRIMEDIA INC COM NEW 74157K846 401937 111340 111340 0 0 PROASSURANCE CORP COM 74267C106 1137256 21174 21174 0 0 PROCTER AND GAMBLE CO COM 742718109 32619001 538001 538001 0 0 PROLOGIS REIT USD.01 743410102 29091182 2124995 2124995 0 0 PROSPERITY BANCSHARES INC COM 743606105 1439396 35567 35567 0 0 PROVIDENT FINACIAL SERVICES COM 74386T105 569509 53475 53475 0 0 PROVIDENT NEW YORK BANCORP COM 744028101 279364 33100 33100 0 0 PRUDENTIAL FINL INC COM 744320102 4232088 85050 85050 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3285466 98811 98811 0 0 PUBLIC STORAGE REIT USD.1 74460D109 66337360 814455 814455 0 0 QUALCOMM INC COM 747525103 16166251 349465 349465 0 0 QUANEX BLDG PRODS CORP COM 747619104 188367 11100 11100 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1992540 33000 33000 0 0 QUEST SOFTWARE INC COM 74834T103 1276758 69389 69389 0 0 QWEST COMMUNICATIONS INTL INC COM 749121109 2167165 514766 514766 0 0 RAIT FINANCIAL TRUST REIT USD.01 749227104 60813 46422 46422 0 0 RC2 CORP COM 749388104 729225 49439 49439 0 0 RLI CORP COM 749607107 410611 7711 7711 0 0 RAMCO-GERSHENSON PROPERTIES REIT USD.01 751452202 175259 18371 18371 0 0 RAYTHEON CO COM NEW 755111507 309120 6000 6000 0 0 REDWOOD TRUST INC REIT USD.01 758075402 674443 46642 46642 0 0 REGAL BELOIT CORP COM 758750103 1333248 25669 25669 0 0 REGENCY CENTERS CORP REIT USD.01 758849103 14451452 412192 412192 0 0 REGIS CORP MINNESOTA COM 758932107 936722 60162 60162 0 0 REHABCARE GROUP INC COM 759148109 468166 15385 15385 0 0 RENASANT CORP COM 75970E107 397188 29205 29205 0 0 RENT A CTR INC NEW COM 76009N100 1162237 65589 65589 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 609734 82508 82508 0 0 REPUBLIC BANCORP INC KY CDT CL A 760281204 356380 17300 17300 0 0 RES CARE INC COM 760943100 332954 29728 29728 0 0 RESOURCE AMER INC COM NEW 761195205 313742 77659 77659 0 0 RESOURCE CAPITAL CORP REIT USD.001 76120W302 72580 14752 14752 0 0 REWARDS NETWORK INC COMMON STOCK 761557206 272594 21566 21566 0 0 REYNOLDS AMERN INC COM 761713106 1721525 32500 32500 0 0 RIMAGE CORP COM 766721104 329460 19000 19000 0 0 ROBBINS + MYERS INC COM 770196103 362208 15400 15400 0 0 ROCKWOOD HLDGS INC COM 774415103 866678 36786 36786 0 0 ROSETTA RES INC COM 777779307 992494 49799 49799 0 0 RUBY TUESDAY INC COM 781182100 324000 45000 45000 0 0 RUDOLPH TECHNOLOGIES INC COM 781270103 336591 50088 50088 0 0 RYLAND GROUP INC COM 783764103 666944 33855 33855 0 0 S + T BANCORP INC COM 783859101 498563 29310 29310 0 0 SCBT FINL CORP COM 78401V102 289388 10451 10451 0 0 SJW CORP COM 784305104 256801 11378 11378 0 0 SL GREEN REALTY CORP REIT USD.01 78440X101 29409441 585379 585379 0 0 SVB FINL GROUP COM 78486Q101 881118 21135 21135 0 0 SWS GROUP INC COM 78503N107 437185 36131 36131 0 0 SAFETY INS GROUP INC COM 78648T100 870824 24036 24036 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- SAFEWAY INC COM NEW 786514208 200126 9400 9400 0 0 SAIA INC COM 78709Y105 463347 31265 31265 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 803250 105000 105000 0 0 SANDISK CORP COM 80004C101 205829 7100 7100 0 0 SANDY SPRING BANCORP INC CMT COM 800363103 352497 39651 39651 0 0 SCHLUMBERGER LTD COM 806857108 9733428 149538 149538 0 0 SCHOLASTIC CORP COM 807066105 644030 21590 21590 0 0 SCHOOL SPECIALTY INC COM 807863105 649587 27772 27772 0 0 SCHULMAN A INC COM 808194104 819853 40627 40627 0 0 SCHWEITZER MAUDUIT INTL INC COM 808541106 443135 6299 6299 0 0 SEABRIGHT INS HLDGS INC COM 811656107 312528 27200 27200 0 0 SELECTIVE INS GROUP INC COM 816300107 923388 56133 56133 0 0 SEMPRA ENERGY COM 816851109 3021241 53970 53970 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 518110 19700 19700 0 0 SERVICE CORP INTL COM 817565104 133497 16300 16300 0 0 SHORE BANCSHARES INC COM 825107105 199548 13800 13800 0 0 SIGMA DESIGNS COM 826565103 210811 19702 19702 0 0 SILGAN HLDGS INC COM 827048109 529197 9143 9143 0 0 SILICON IMAGE INC COM 82705T102 279414 108300 108300 0 0 SIMMONS 1ST NATL CORP CL A 5 PAR 828730200 959322 34508 34508 0 0 SIMON PROPERTY GROUP INC REIT USD.0001 828806109 134452307 1684866 1684866 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 250267 62101 62101 0 0 SKYWEST INC COM 830879102 1345648 79530 79530 0 0 SMITH A O CORP COM 831865209 989466 22804 22804 0 0 SMITHFIELD FOODS INC COM 832248108 822265 54132 54132 0 0 SONICWALL INC COM 835470105 427195 56136 56136 0 0 SOUTH JERSEY INDS INC COM 838518108 702512 18400 18400 0 0 SOUTHWEST AIRLS CO COM 844741108 206883 18100 18100 0 0 SOUTHWEST BANCORP INC OKLA COM 844767103 417732 60192 60192 0 0 SOUTHWEST GAS CORP COM 844895102 1071758 37566 37566 0 0 SOVRAN SELF STORAGE INC REIT USD.01 84610H108 666615 18657 18657 0 0 SPARTAN MTRS INC COM 846819100 322036 57200 57200 0 0 SPARTECH CORP COM NEW 847220209 749052 73007 73007 0 0 SPECTRA ENERGY CORP COM 847560109 246120 12000 12000 0 0 SPEEDWAY MOTORSPORTSINC COM 847788106 473379 26866 26866 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 3497306 955548 955548 0 0 STAGE STORES INC COM NEW 85254C305 758904 61400 61400 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 300001 14437 14437 0 0 STANDARD MTR PRODS INC COM 853666105 167844 19700 19700 0 0 STANDARD PAC CORP NEW COM 85375C101 467339 124957 124957 0 0 STANDEX INTL CORP COM 854231107 839521 41788 41788 0 0 STAPLES INC COM 855030102 285244 11600 11600 0 0 STARBUCKS CORP COM 855244109 288250 12500 12500 0 0 STARWOOD PROPERTY TRUST INC REIT USD.01 85571B105 538365 28500 28500 0 0 STARWOOD HOTELS + RESORTS INC COM 85590A401 11449299 313079 313079 0 0 STATE STREET CORPORATION COM 857477103 2243137 51519 51519 0 0 STEINWAY MUSICAL INSTRS INC ORD COM 858495104 478891 30100 30100 0 0 STEPAN CO COM 858586100 343493 5300 5300 0 0 STERLING BANCSHARES INC COM 858907108 189041 36850 36850 0 0 STERLING BANCORP COM(RTS CALLABLE THRU 859158107 152796 21400 21400 0 0 03MAR99) STEWART ENTERPRISES INC CL A 860370105 655044 127193 127193 0 0 STONE ENERGY CORP COMMON STOCK 861642106 355747 19709 19709 0 0 STONERIDGE INC COM 86183P102 359950 39950 39950 0 0 STRATEGIC HOTELS + RESORTS I REIT USD.01 86272T106 467241 251205 251205 0 0 STURM RUGER + CO INC COM 864159108 149380 15400 15400 0 0 SUN BANCORP INC N J COM 86663B102 72428 19314 19314 0 0 SUN COMMUNITIES INC REIT USD.01 866674104 230088 11650 11650 0 0 SUPERIOR INDS INTL INC COM 868168105 649301 42438 42438 0 0 SUPERVALU INC COM 868536103 2078225 163511 163511 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- SUSQUEHANNA BANCSHARES INC PA COM 869099101 331931 56355 56355 0 0 SWIFT ENERGY CO COM 870738101 506802 21152 21152 0 0 SYMANTEC CORP COM 871503108 3843917 214864 214864 0 0 SYMMETRICOM INC COM 871543104 384613 73964 73964 0 0 SYMMETRY MED INC COM 871546206 370760 46000 46000 0 0 SYNNEX CORP COM 87162W100 861546 28100 28100 0 0 SYNIVERSE HLDGS INC COM 87163F106 635660 36365 36365 0 0 SYSCO CORP COM 871829107 4039314 144571 144571 0 0 SYSTEMAX INC COM 871851101 243018 15469 15469 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 2223874 114751 114751 0 0 T.G.C. INDUSTRIES INC COMMON STOCK 872417308 200192 51200 51200 0 0 TJX COS INC NEW COM 872540109 259505 7100 7100 0 0 TTM TECHNOLOGIES COM 87305R109 777779 67457 67457 0 0 T 3 ENERGY SVCS INC COM 87306E107 229500 9000 9000 0 0 TAL INTL GROUP INC COM 874083108 493479 37300 37300 0 0 TANGER FACTORY OUTLET CENTER REIT USD.01 875465106 12541367 321656 321656 0 0 TARGET CORP COM 87612E106 3743838 77400 77400 0 0 TAUBMAN CENTERS INC REIT USD.01 876664103 21656351 603073 603073 0 0 TECH DATA CORP COM 878237106 1068514 22900 22900 0 0 TECHNITROL INC COM 878555101 331198 75616 75616 0 0 TEKELEC INC COM 879101103 585530 38320 38320 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 1001196 26100 26100 0 0 TERADATA CORP DEL COM 88076W103 1252894 39863 39863 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 310791 22263 22263 0 0 TEXAS INDS INC COM 882491103 286918 8200 8200 0 0 TEXAS INSTRS INC COM 882508104 440414 16900 16900 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 305216 6400 6400 0 0 3COM CORP COM 885535104 426660 56888 56888 0 0 3M CO COM 88579Y101 13163048 159224 159224 0 0 TIBCO SOFTWARE INC COM 88632Q103 1274203 132316 132316 0 0 TIMBERLAND CO CL A 887100105 340598 18996 18996 0 0 TIME WARNER INC COMMON STOCK 887317303 4744750 162826 162826 0 0 TIME WARNER CABLE INC COM 88732J207 248381 6001 6001 0 0 TITAN INTL INC ILL COM 88830M102 138681 17100 17100 0 0 TORCHMARK INC COM 891027104 3166729 72053 72053 0 0 TOWER GROUP INC COM 891777104 379242 16200 16200 0 0 TOWNEBANK PORTSMOUTH VA COM 89214P109 161184 13800 13800 0 0 TRAVELERS COS INC COM 89417E109 4502857 90310 90310 0 0 TREDEGAR INDS INC COM 894650100 861288 54443 54443 0 0 TREEHOUSE FOODS INC COM 89469A104 984712 25340 25340 0 0 TRICO BANCSHARES COM 896095106 737096 44270 44270 0 0 TRIPLE S MGMT CORP CL B 896749108 408320 23200 23200 0 0 TRIUMPH GROUP INC NEW COM 896818101 459630 9526 9526 0 0 TRUEBLUE INC COM 89785X101 455171 30734 30734 0 0 TRUSTMARK CORP COM 898402102 1717255 76187 76187 0 0 TYSON FOODS INC (DEL) CLS A COM 902494103 142332 11600 11600 0 0 UIL HLDG CORP COM 902748102 728788 25954 25954 0 0 UMB FINL CORP COM 902788108 903358 22957 22957 0 0 USA TRUCK INC COM 902925106 138972 11100 11100 0 0 US BANCORP DEL COM NEW 902973304 5508197 244700 244700 0 0 USEC INC COM 90333E108 539127 140033 140033 0 0 US PHYSICAL THERAPY INC COMMON STOCK 90337L108 363995 21500 21500 0 0 USA MOBILITY INC COM 90341G103 539864 49034 49034 0 0 UMPQUA HLDGS CORP COM 904214103 505034 37661 37661 0 0 UNIFIRST CORP COM 904708104 454207 9441 9441 0 0 UNION PAC CORP COM 907818108 434520 6800 6800 0 0 UNISOURCE ENERGY CORP COM 909205106 803398 24958 24958 0 0 UNISYS CORP COMMON STOCK 909214306 1053459 27320 27320 0 0 UNITED BANKSHARES INC W VA COM 909907107 1058590 53009 53009 0 0 UNITED ONLINE INC COM 911268100 681274 94753 94753 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- UNITED PARCEL SVC INC CL B 911312106 8513192 148391 148391 0 0 UNITED STATES LIME + MINERALS COM 911922102 219300 6351 6351 0 0 U-STORE-IT TRUST REIT USD.01 91274F104 401421 54839 54839 0 0 UNITED STS STL CORP NEW COM 912909108 214968 3900 3900 0 0 UNITED STATIONERS INC COM 913004107 973215 17119 17119 0 0 UNITED TECHNOLOGIES CORP COM 913017109 12858411 185253 185253 0 0 UNITEDHEALTH GROUP INC COM 91324P102 4606900 151145 151145 0 0 UNIVERSAL AMERN FINL CORP COM 913377107 347490 29700 29700 0 0 UNIVERSAL CORP VA COM 913456109 1062941 23305 23305 0 0 UNIVERSAL FST PRODS INC COM 913543104 648887 17628 17628 0 0 UNIVEST CORP PA COM 915271100 425506 24273 24273 0 0 UNUM GROUP COM 91529Y106 2492977 127714 127714 0 0 URSTADT BIDDLE - CLASS A REIT USD.01 917286205 219980 14406 14406 0 0 VAALCO ENERGY INC COM 91851C201 606360 133266 133266 0 0 VAIL RESORTS INC COM 91879Q109 1046984 27698 27698 0 0 VALASSIS COMMUNICATIONS INC COM 918866104 611089 33466 33466 0 0 VALERO ENERGY CORP COM 91913Y100 564174 33682 33682 0 0 VARIAN INC COM 922206107 359801 6981 6981 0 0 VEECO INSTRS INC DEL COM 922417100 816088 24700 24700 0 0 VENTAS INC REIT USD.25 92276F100 61529539 1406711 1406711 0 0 VERIZON COMMUNICATIONS COM USD 500 92343V104 13242061 399700 399700 0 0 VIACOM INC NEW CL B 92553P201 4006772 134772 134772 0 0 VIRGIN MEDIA INC COM 92769L101 2374713 141100 141100 0 0 VIROPHARMA INC COM 928241108 314113 37439 37439 0 0 VISA INC COM CL A 92826C839 516014 5900 5900 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 2499155 299300 299300 0 0 VORNADO REALTY TRUST REIT USD.04 929042109 94765230 1354950 1354950 0 0 W+T OFFSHORE INC COM 92922P106 294840 25200 25200 0 0 WGL HLDGS INC COM 92924F106 1439772 42927 42927 0 0 WSFS FINL CORP COM 929328102 480896 18763 18763 0 0 WAL MART STORES INC COM 931142103 16430209 307394 307394 0 0 WALGREEN CO COM 931422109 4949856 134800 134800 0 0 WALTER ENERGY INC COM 93317Q105 1615776 21455 21455 0 0 WALTER INVESTMENT MANAGEMENT REIT USD.01 93317W102 230885 16112 16112 0 0 WASHINGTON REAL ESTATE INV REIT USD.01 939653101 975408 35405 35405 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 267680 5633 5633 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 959448 31030 31030 0 0 WEB COM GROUP INC COM 94733A104 186105 28500 28500 0 0 WEIS MKTS INC COM 948849104 626992 17244 17244 0 0 WELLPOINT INC COM 94973V107 5105271 87584 87584 0 0 WELLS FARGO + CO COM 949746101 18429582 682830 682830 0 0 WERNER ENTERPRISES INC COM 950755108 613866 31019 31019 0 0 WESBANCO INC COM 950810101 338091 27398 27398 0 0 WESTERN DIGITAL CORP COM 958102105 3250632 73627 73627 0 0 WESTERN REFNG INC COM 959319104 259521 55100 55100 0 0 WESTLAKE CHEM CORP COM 960413102 349020 14000 14000 0 0 WESTMORELAND COAL CO COM 960878106 343659 38570 38570 0 0 WHIRLPOOL CORP COM 963320106 2293809 28438 28438 0 0 WHITE ELECTR DESIGNS CORP COM 963801105 76588 16400 16400 0 0 WILLIAMS COS INC COM 969457100 240312 11400 11400 0 0 WILSHIRE BANCORP INC COM 97186T108 196970 24050 24050 0 0 WOODWARD GOVERNOR CO COM 980745103 216468 8400 8400 0 0 WORLD ACCEPTANCE CORP COM 981419104 1017572 28400 28400 0 0 WORTHINGTON INDS IN COM 981811102 432186 33067 33067 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 576862 28600 28600 0 0 XTO ENERGY INC COM 98385X106 4974057 106900 106900 0 0 X RITE INC COM 983857103 62566 28700 28700 0 0 XEROX CORP COM 984121103 190350 22500 22500 0 0 YRC WORLDWIDE INC COM 984249102 20062 23889 23889 0 0 ZENITH NATL INS CORP COM 989390109 359531 12081 12081 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 - ------------------------------ ----------------------- --------- --------- -------- --- ---- ---------- -------- ------- ------ ---- ZIMMER HOLDINGS INC COM 98956P102 3215052 54391 54391 0 0
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