UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: 12/31/2011
Check here if Amendment []; Amendment Number:
-------
This Amendment (Check only one.): [] is a restatement.
[] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: THE ALLSTATE CORPORATION
Address: 2775 SANDERS ROAD
NORTHBROOK, IL. 60062-7127
Form 13F File Number: 028-14491
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 submission.
Persons Signing this Report on Behalf of Reporting Manager:
Name: PAUL SCHUTT
Title: VICE PRESIDENT INVESTMENT FINANCE
Phone: 847-402-5169
Signature, Place, and Date of Signing:
/s/ PAUL SCHUTT NORTHBROOK,IL. 2/8/2012
--------------------------------- --------------------------------- ----------
[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: 2
Form 13F Information Table Entry Total: 1,407
Form 13F Information Table Value Total: $ 2,491,005
--------------
(In Thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
1 028-10981 GOLDMAN SACHS ASSET MANAGEMENT
---- -------------------- ----------------------------------------------------
3 028-10298 ALLSTATE INVESTMENTS LLC
---- -------------------- ----------------------------------------------------
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
3M CO COMMON 88579Y101 6,540 80,020 SH OTHER 1 x 0 0
A123 SYS INC COMMON 03739T108 22 13,420 SH OTHER 1 x 0 0
AARONS INC COMMON 002535300 245 9,200 SH OTHER 1 x 0 0
ABBOTT LABS COMMON 002824100 10,403 185,000 SH OTHER 1 x 0 0
ABERCROMBIE & FITCH CO COMMON 002896207 497 10,180 SH OTHER 1 x 0 0
ABITIBIBOWATER INC COMMON 003687209 190 13,070 SH OTHER 1 x 0 0
ABOVENET INC COMMON 00374N107 177 2,720 SH OTHER 1 x 0 0
ABRAXAS PETE CORP COMMON 003830106 52 15,780 SH OTHER 1 x 0 0
ACACIA RESH CORP COMMON 003881307 201 5,500 SH OTHER 1 x 0 0
ACCENTURE PLC IRELAND COMMON FOREIGN G1151C101 4,127 77,540 SH OTHER 1 x 0 0
ACCURAY INC COMMON 004397105 66 15,600 SH OTHER 1 x 0 0
ACE LTD COMMON H0023R105 2,861 40,800 SH OTHER 1 x 0 0
ACME PACKET INC COMMON 004764106 232 7,520 SH OTHER 1 x 0 0
ACTIVISION BLIZZARD INC COMMON 00507V109 685 55,640 SH OTHER 1 x 0 0
ACTUANT CORP COMMON 00508X203 188 8,300 SH OTHER 1 x 0 0
ACUITY BRANDS INC COMMON 00508Y102 259 4,880 SH OTHER 1 x 0 0
ACXIOM CORP COMMON 005125109 131 10,740 SH OTHER 1 x 0 0
ADOBE SYS INC COMMON 00724F101 1,519 53,720 SH OTHER 1 x 0 0
ADTRAN INC COMMON 00738A106 217 7,200 SH OTHER 1 x 0 0
ADVANCE AUTO PARTS INC COMMON 00751Y106 696 10,000 SH OTHER 1 x 0 0
ADVANCED MICRO DEVICES INC COMMON 007903107 388 71,840 SH OTHER 1 x 0 0
ADVANTAGE OIL & GAS LTD COMMON FOREIGN 00765F101 69 16,500 SH OTHER 1 x 0 0
AECOM TECHNOLOGY CORP DELAW COMMON 00766T100 311 15,140 SH OTHER 1 x 0 0
AEROPOSTALE COMMON 007865108 163 10,680 SH OTHER 1 x 0 0
AES CORP COMMON 00130H105 1,063 89,760 SH OTHER 1 x 0 0
AETNA INC NEW COMMON 00817Y108 2,072 49,120 SH OTHER 1 x 0 0
AFFILIATED MANAGERS GROUP COMMON 008252108 597 6,220 SH OTHER 1 x 0 0
AFLAC INC COMMON 001055102 2,545 58,820 SH OTHER 1 x 0 0
AGCO CORP COMMON 001084102 550 12,800 SH OTHER 1 x 0 0
AGILENT TECHNOLOGIES INC COMMON 00846U101 1,430 40,930 SH OTHER 1 x 0 0
AGL RES INC COMMON 001204106 552 13,067 SH OTHER 1 x 0 0
AGRIUM INC COMMON FOREIGN 008916108 4,827 72,000 SH DEFINED 3 x 0 0
AGRIUM INC COMMON FOREIGN 008916108 946 14,100 SH OTHER 1 x 0 0
AIR LEASE CORP COMMON 00912X302 212 8,960 SH OTHER 1 x 0 0
AIR PRODS & CHEMS INC COMMON 009158106 1,968 23,100 SH OTHER 1 x 0 0
AIRCASTLE LTD COMMON G0129K104 119 9,380 SH OTHER 1 x 0 0
AIRGAS INC COMMON 009363102 609 7,800 SH OTHER 1 x 0 0
AK STL HLDG CORP COMMON 001547108 140 17,000 SH OTHER 1 x 0 0
AKAMAI TECHNOLOGIES INC COMMON 00971T101 662 20,500 SH OTHER 1 x 0 0
AKORN INC COMMON 009728106 99 8,940 SH OTHER 1 x 0 0
ALBEMARLE CORP COMMON 012653101 502 9,740 SH OTHER 1 x 0 0
ALCOA INC COMMON 013817101 1,038 120,040 SH OTHER 1 x 0 0
ALERE INC COMMON 01449J105 229 9,900 SH OTHER 1 x 0 0
ALEXANDER & BALDWIN INC COMMON 014482103 251 6,140 SH OTHER 1 x 0 0
ALEXANDRIA REAL ESTATE EQ I COMMON 015271109 509 7,380 SH OTHER 1 x 0 0
ALEXION PHARMACEUTICALS INC COMMON 015351109 1,908 26,680 SH OTHER 1 x 0 0
ALIGN TECHNOLOGY INC COMMON 016255101 191 8,060 SH OTHER 1 x 0 0
ALKERMES PLC COMMON G01767105 217 12,520 SH OTHER 1 x 0 0
ALLEGHANY CORP DEL COMMON 017175100 221 776 SH OTHER 1 x 0 0
ALLEGHENY TECHNOLOGIES INC COMMON 01741R102 641 13,420 SH OTHER 1 x 0 0
ALLERGAN INC COMMON 018490102 3,180 36,240 SH OTHER 1 x 0 0
ALLETE INC COMMON 018522300 201 4,780 SH OTHER 1 x 0 0
ALLIANCE DATA SYSTEMS CORP COMMON 018581108 652 6,280 SH OTHER 1 x 0 0
ALLIANT ENERGY CORP COMMON 018802108 802 18,180 SH OTHER 1 x 0 0
ALLIANT TECHSYSTEMS INC COMMON 018804104 227 3,980 SH OTHER 1 x 0 0
ALLIED NEVADA GOLD CORP COMMON 019344100 311 10,260 SH OTHER 1 x 0 0
ALLIED WRLD ASSUR COM HLDG COMMON H01531104 303 4,820 SH OTHER 1 x 0 0
ALLSCRIPTS HEALTHCARE SOLUT COMMON 01988P108 420 22,176 SH OTHER 1 x 0 0
ALPHA NATURAL RESOURCES INC COMMON 02076X102 497 24,340 SH OTHER 1 x 0 0
ALTERA CORP COMMON 021441100 1,533 41,320 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ALTERRA CAPITAL HOLDINGS LI COMMON G0229R108 198 8,400 SH OTHER 1 x 0 0
AMAZON COM INC COMMON 023135106 7,551 43,620 SH OTHER 1 x 0 0
AMC NETWORKS INC COMMON 00164V103 250 6,640 SH OTHER 1 x 0 0
AMEREN CORP COMMON 023608102 769 23,220 SH OTHER 1 x 0 0
AMERICAN CAMPUS CMNTYS INC COMMON 024835100 295 7,020 SH OTHER 1 x 0 0
AMERICAN CAP LTD COMMON 02503Y103 287 42,680 SH OTHER 1 x 0 0
AMERICAN CAPITAL AGENCY COR COMMON 02503X105 681 24,260 SH OTHER 1 x 0 0
AMERICAN EAGLE OUTFITTERS N COMMON 02553E106 321 21,020 SH OTHER 1 x 0 0
AMERICAN ELEC PWR INC COMMON 025537101 2,319 56,140 SH OTHER 1 x 0 0
AMERICAN EQTY INVT LIFE HLD COMMON 025676206 93 8,960 SH OTHER 1 x 0 0
AMERICAN EXPRESS CO COMMON 025816109 6,166 130,720 SH OTHER 1 x 0 0
AMERICAN FINL GROUP INC OHI COMMON 025932104 294 7,960 SH OTHER 1 x 0 0
AMERICAN INTL GROUP INC COMMON 026874784 1,331 57,360 SH OTHER 1 x 0 0
AMERICAN TOWER CORP COMMON 029912201 2,891 48,180 SH OTHER 1 x 0 0
AMERICAN WTR WKS CO INC NEW COMMON 030420103 686 21,540 SH OTHER 1 x 0 0
AMERIGROUP CORP COMMON 03073T102 344 5,820 SH OTHER 1 x 0 0
AMERIPRISE FINL INC COMMON 03076C106 1,745 35,160 SH OTHER 1 x 0 0
AMERISOURCEBERGEN CORP COMMON 03073E105 1,206 32,420 SH OTHER 1 x 0 0
AMETEK INC NEW COMMON 031100100 1,024 24,320 SH OTHER 1 x 0 0
AMGEN INC COMMON 031162100 7,145 111,280 SH OTHER 1 x 0 0
AMKOR TECHNOLOGY INC COMMON 031652100 59 13,500 SH OTHER 1 x 0 0
AMPHENOL CORP NEW COMMON 032095101 879 19,360 SH OTHER 1 x 0 0
AMYLIN PHARMACEUTICALS INC COMMON 032346108 205 18,040 SH OTHER 1 x 0 0
ANADARKO PETE CORP COMMON 032511107 4,663 61,086 SH OTHER 1 x 0 0
ANALOG DEVICES INC COMMON 032654105 1,248 34,880 SH OTHER 1 x 0 0
ANIXTER INTL INC COMMON 035290105 223 3,740 SH OTHER 1 x 0 0
ANNALY CAP MGMT INC COMMON 035710409 1,682 105,380 SH OTHER 1 x 0 0
ANSYS INC COMMON 03662Q105 651 11,360 SH OTHER 1 x 0 0
ANWORTH MORTGAGE ASSET CP COMMON 037347101 94 15,020 SH OTHER 1 x 0 0
AOL INC COMMON 00184X105 197 13,022 SH OTHER 1 x 0 0
AON CORP COMMON 037389103 1,770 37,812 SH OTHER 1 x 0 0
APACHE CORP COMMON 037411105 3,941 43,508 SH OTHER 1 x 0 0
APARTMENT INVT & MGMT CO COMMON 03748R101 318 13,900 SH OTHER 1 x 0 0
APOLLO GROUP INC COMMON 037604105 749 13,900 SH OTHER 1 x 0 0
APOLLO INVT CORP COMMON 03761U106 147 22,840 SH OTHER 1 x 0 0
APPLE INC COMMON 037833100 44,712 110,400 SH OTHER 1 x 0 0
APPLIED MATLS INC COMMON 038222105 1,588 148,280 SH OTHER 1 x 0 0
APTARGROUP INC COMMON 038336103 362 6,940 SH OTHER 1 x 0 0
AQUA AMERICA INC COMMON 03836W103 346 15,700 SH OTHER 1 x 0 0
ARCH CAP GROUP LTD COMMON G0450A105 787 21,140 SH OTHER 1 x 0 0
ARCH COAL INC COMMON 039380100 324 22,360 SH OTHER 1 x 0 0
ARCHER DANIELS MIDLAND CO COMMON 039483102 2,297 80,300 SH OTHER 1 x 0 0
ARES CAP CORP COMMON 04010L103 363 23,523 SH OTHER 1 x 0 0
ARIAD PHARMACEUTICALS INC COMMON 04033A100 181 14,800 SH OTHER 1 x 0 0
ARIBA INC COMMON 04033V203 322 11,460 SH OTHER 1 x 0 0
ARRIS GROUP INC COMMON 04269Q100 143 13,240 SH OTHER 1 x 0 0
ARROW ELECTRS INC COMMON 042735100 590 15,760 SH OTHER 1 x 0 0
ARUBA NETWORKS INC COMMON 043176106 170 9,180 SH OTHER 1 x 0 0
ASCENA RETAIL GROUP INC COMMON 04351G101 220 7,411 SH OTHER 1 x 0 0
ASHLAND INC NEW COMMON 044209104 537 9,400 SH OTHER 1 x 0 0
ASPEN INSURANCE HOLDINGS LT COMMON FOREIGN G05384105 242 9,140 SH OTHER 1 x 0 0
ASPEN TECHNOLOGY INC COMMON 045327103 180 10,400 SH OTHER 1 x 0 0
ASSOCIATED BANC CORP COMMON 045487105 285 25,540 SH OTHER 1 x 0 0
ASSURANT INC COMMON 04621X108 584 14,220 SH OTHER 1 x 0 0
ASSURED GUARANTY LTD COMMON G0585R106 264 20,060 SH OTHER 1 x 0 0
ASTORIA FINL CORP COMMON 046265104 102 12,020 SH OTHER 1 x 0 0
AT&T INC COMMON 00206R102 21,109 698,040 SH OTHER 1 x 0 0
ATHENAHEALTH INC COMMON 04685W103 191 3,880 SH OTHER 1 x 0 0
ATLANTIC PWR CORP COMMON FOREIGN 04878Q863 177 12,400 SH OTHER 1 x 0 0
ATMEL CORP COMMON 049513104 439 54,220 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ATMOS ENERGY CORP COMMON 049560105 392 11,740 SH OTHER 1 x 0 0
ATWOOD OCEANICS INC COMMON 050095108 318 8,000 SH OTHER 1 x 0 0
AURICO GOLD INC COMMON FOREIGN 05155C105 224 27,830 SH OTHER 1 x 0 0
AURIZON MINES LTD COMMON FOREIGN 05155P106 75 15,300 SH OTHER 1 x 0 0
AUTODESK INC COMMON 052769106 801 26,400 SH OTHER 1 x 0 0
AUTOLIV INC COMMON 052800109 484 9,040 SH OTHER 1 x 0 0
AUTOMATIC DATA PROCESSING I COMMON 053015103 3,268 60,516 SH OTHER 1 x 0 0
AUTONATION INC COMMON 05329W102 215 5,820 SH OTHER 1 x 0 0
AUTOZONE INC COMMON 053332102 838 2,580 SH OTHER 1 x 0 0
AVAGO TECHNOLOGIES LTD COMMON FOREIGN Y0486S104 741 25,680 SH OTHER 1 x 0 0
AVALONBAY CMNTYS INC COMMON 053484101 1,518 11,620 SH OTHER 1 x 0 0
AVANIR PHARMACEUTICALS INC COMMON 05348P401 33 16,100 SH OTHER 1 x 0 0
AVERY DENNISON CORP COMMON 053611109 291 10,140 SH OTHER 1 x 0 0
AVIS BUDGET GROUP COMMON 053774105 121 11,260 SH OTHER 1 x 0 0
AVNET INC COMMON 053807103 524 16,840 SH OTHER 1 x 0 0
AVON PRODS INC COMMON 054303102 853 48,800 SH OTHER 1 x 0 0
AXIS CAPITAL HOLDINGS COMMON G0692U109 622 19,460 SH OTHER 1 x 0 0
BABCOCK & WILCOX CO NEW COMMON 05615F102 383 15,880 SH OTHER 1 x 0 0
BAKER HUGHES INC COMMON 057224107 2,471 50,800 SH OTHER 1 x 0 0
BALL CORP COMMON 058498106 479 13,400 SH OTHER 1 x 0 0
BALLY TECHNOLOGIES INC COMMON 05874B107 201 5,080 SH OTHER 1 x 0 0
BANCORPSOUTH INC COMMON 059692103 114 10,320 SH OTHER 1 x 0 0
BANK HAWAII CORP COMMON 062540109 219 4,920 SH OTHER 1 x 0 0
BANK MONTREAL QUE COMMON FOREIGN 063671101 2,839 51,752 SH OTHER 1 x 0 0
BANK NOVA SCOTIA HALIFAX COMMON FOREIGN 064149107 2,524 50,668 SH DEFINED 3 x 0 0
BANK NOVA SCOTIA HALIFAX COMMON FOREIGN 064149107 4,905 98,300 SH OTHER 1 x 0 0
BANK OF AMERICA CORPORATION COMMON 060505104 6,610 1,188,860 SH OTHER 1 x 0 0
BANK OF NEW YORK MELLON COR COMMON 064058100 2,945 147,900 SH OTHER 1 x 0 0
BARD C R INC COMMON 067383109 850 9,940 SH OTHER 1 x 0 0
BARRETT BILL CORP COMMON 06846N104 202 5,940 SH OTHER 1 x 0 0
BARRICK GOLD CORP COMMON FOREIGN 067901108 4,140 91,400 SH OTHER 1 x 0 0
BAXTER INTL INC COMMON 071813109 3,350 67,708 SH OTHER 1 x 0 0
BAYTEX ENERGY CORP COMMON FOREIGN 07317Q105 632 11,300 SH OTHER 1 x 0 0
BB&T CORP COMMON 054937107 2,120 84,225 SH OTHER 1 x 0 0
BCE INC COMMON FOREIGN 05534B760 1,127 27,060 SH DEFINED 3 x 0 0
BCE INC COMMON FOREIGN 05534B760 1,021 24,500 SH OTHER 1 x 0 0
BE AEROSPACE INC COMMON 073302101 461 11,900 SH OTHER 1 x 0 0
BECTON DICKINSON & CO COMMON 075887109 1,911 25,580 SH OTHER 1 x 0 0
BED BATH & BEYOND INC COMMON 075896100 1,690 29,153 SH OTHER 1 x 0 0
BELDEN INC COMMON 077454106 190 5,700 SH OTHER 1 x 0 0
BELO CORP COMMON 080555105 74 11,820 SH OTHER 1 x 0 0
BEMIS INC COMMON 081437105 364 12,100 SH OTHER 1 x 0 0
BENCHMARK ELECTRS INC COMMON 08160H101 124 9,220 SH OTHER 1 x 0 0
BERKLEY W R CORP COMMON 084423102 659 19,160 SH OTHER 1 x 0 0
BERKSHIRE HATHAWAY INC DEL COMMON 084670702 8,271 108,398 SH OTHER 1 x 0 0
BERRY PETE CO COMMON 085789105 234 5,560 SH OTHER 1 x 0 0
BEST BUY INC COMMON 086516101 835 35,720 SH OTHER 1 x 0 0
BGC PARTNERS INC COMMON 05541T101 55 9,180 SH OTHER 1 x 0 0
BIG LOTS INC COMMON 089302103 319 8,440 SH OTHER 1 x 0 0
BIO RAD LABS INC COMMON 090572207 211 2,200 SH OTHER 1 x 0 0
BIOGEN IDEC INC COMMON 09062X103 3,176 28,860 SH OTHER 1 x 0 0
BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 448 13,040 SH OTHER 1 x 0 0
BIOMED REALTY TRUST INC COMMON 09063H107 271 14,980 SH OTHER 1 x 0 0
BLACKROCK INC COMMON 09247X101 2,401 13,469 SH OTHER 1 x 0 0
BLOCK H & R INC COMMON 093671105 533 32,640 SH OTHER 1 x 0 0
BMC SOFTWARE INC COMMON 055921100 725 22,120 SH OTHER 1 x 0 0
BOEING CO COMMON 097023105 6,442 87,820 SH OTHER 1 x 0 0
BOISE INC COMMON 09746Y105 96 13,520 SH OTHER 1 x 0 0
BOK FINL CORP COMMON 05561Q201 172 3,140 SH OTHER 1 x 0 0
BORGWARNER INC COMMON 099724106 850 13,340 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
BOSTON PRIVATE FINL HLDGS I COMMON 101119105 79 9,900 SH OTHER 1 x 0 0
BOSTON PROPERTIES INC COMMON 101121101 1,835 18,420 SH OTHER 1 x 0 0
BOSTON SCIENTIFIC CORP COMMON 101137107 997 186,640 SH OTHER 1 x 0 0
BPZ RESOURCES INC COMMON 055639108 34 11,980 SH OTHER 1 x 0 0
BRADY CORP COMMON 104674106 186 5,900 SH OTHER 1 x 0 0
BRANDYWINE RLTY TR COMMON 105368203 174 18,320 SH OTHER 1 x 0 0
BRE PROPERTIES INC COMMON 05564E106 428 8,480 SH OTHER 1 x 0 0
BRINKER INTL INC COMMON 109641100 256 9,580 SH OTHER 1 x 0 0
BRISTOL MYERS SQUIBB CO COMMON 110122108 7,345 208,420 SH OTHER 1 x 0 0
BRISTOW GROUP INC COMMON 110394103 191 4,040 SH OTHER 1 x 0 0
BROADCOM CORP COMMON 111320107 1,505 51,260 SH OTHER 1 x 0 0
BROADRIDGE FINL SOLUTIONS I COMMON 11133T103 318 14,120 SH OTHER 1 x 0 0
BROCADE COMMUNICATIONS SYS COMMON 111621306 313 60,380 SH OTHER 1 x 0 0
BROOKDALE SR LIVING INC COMMON 112463104 253 14,560 SH OTHER 1 x 0 0
BROOKFIELD ASSET MGMT INC COMMON FOREIGN 112585104 1,368 49,700 SH OTHER 1 x 0 0
BROOKFIELD OFFICE PPTYS INC COMMON 112900105 381 24,300 SH OTHER 1 x 0 0
BROWN & BROWN INC COMMON 115236101 347 15,340 SH OTHER 1 x 0 0
BROWN SHOE INC NEW COMMON 115736100 100 11,280 SH OTHER 1 x 0 0
BRUNSWICK CORP COMMON 117043109 208 11,540 SH OTHER 1 x 0 0
BUNGE LIMITED COMMON G16962105 1,028 17,980 SH OTHER 1 x 0 0
C H ROBINSON WORLDWIDE INC COMMON 12541W209 1,319 18,900 SH OTHER 1 x 0 0
CA INC COMMON 12673P105 925 45,740 SH OTHER 1 x 0 0
CABLEVISION SYS CORP COMMON 12686C109 330 23,220 SH OTHER 1 x 0 0
CABOT CORP COMMON 127055101 263 8,180 SH OTHER 1 x 0 0
CABOT OIL & GAS CORP COMMON 127097103 1,023 13,480 SH OTHER 1 x 0 0
CACI INTL INC COMMON 127190304 176 3,140 SH OTHER 1 x 0 0
CADENCE DESIGN SYSTEM INC COMMON 127387108 321 30,860 SH OTHER 1 x 0 0
CAE INC COMMON FOREIGN 124765108 237 24,400 SH OTHER 1 x 0 0
CAL DIVE INTL INC DEL COMMON 12802T101 42 18,820 SH OTHER 1 x 0 0
CALLAWAY GOLF CO COMMON 131193104 79 14,340 SH OTHER 1 x 0 0
CALPINE CORP COMMON 131347304 646 39,540 SH OTHER 1 x 0 0
CAMDEN PPTY TR COMMON 133131102 528 8,480 SH OTHER 1 x 0 0
CAMECO CORP COMMON FOREIGN 13321L108 667 36,900 SH OTHER 1 x 0 0
CAMERON INTERNATIONAL CORP COMMON 13342B105 1,493 30,360 SH OTHER 1 x 0 0
CAMPBELL SOUP CO COMMON 134429109 904 27,205 SH OTHER 1 x 0 0
CANADIAN NAT RES LTD COMMON FOREIGN 136385101 8,864 237,885 SH DEFINED 3 x 0 0
CANADIAN NAT RES LTD COMMON FOREIGN 136385101 3,850 102,800 SH OTHER 1 x 0 0
CANADIAN NATL RY CO COMMON FOREIGN 136375102 5,533 70,400 SH DEFINED 3 x 0 0
CANADIAN NATL RY CO COMMON FOREIGN 136375102 3,092 39,300 SH OTHER 1 x 0 0
CANADIAN PAC RY LTD COMMON FOREIGN 13645T100 1,646 24,300 SH OTHER 1 x 0 0
CAPITAL ONE FINL CORP COMMON 14040H105 2,515 59,482 SH OTHER 1 x 0 0
CAPITALSOURCE INC COMMON 14055X102 219 32,700 SH OTHER 1 x 0 0
CAPITOL FED FINL INC COMMON 14057J101 192 16,641 SH OTHER 1 x 0 0
CAPLEASE INC COMMON 140288101 55 13,620 SH OTHER 1 x 0 0
CAPSTONE TURBINE CORP COMMON 14067D102 49 42,160 SH OTHER 1 x 0 0
CARBO CERAMICS INC COMMON 140781105 289 2,340 SH OTHER 1 x 0 0
CARDINAL HEALTH INC COMMON 14149Y108 1,676 41,280 SH OTHER 1 x 0 0
CAREER EDUCATION CORP COMMON 141665109 80 10,060 SH OTHER 1 x 0 0
CAREFUSION CORP COMMON 14170T101 536 21,100 SH OTHER 1 x 0 0
CARLISLE COS INC COMMON 142339100 324 7,320 SH OTHER 1 x 0 0
CARMAX INC COMMON 143130102 744 24,420 SH OTHER 1 x 0 0
CARNIVAL CORP COMMON 143658300 1,688 51,706 SH OTHER 1 x 0 0
CARPENTER TECHNOLOGY CORP COMMON 144285103 279 5,420 SH OTHER 1 x 0 0
CARTER INC COMMON 146229109 260 6,540 SH OTHER 1 x 0 0
CASEYS GEN STORES INC COMMON 147528103 227 4,400 SH OTHER 1 x 0 0
CATALYST HEALTH SOLUTIONS I COMMON 14888B103 259 4,980 SH OTHER 1 x 0 0
CATERPILLAR INC DEL COMMON 149123101 7,273 80,280 SH OTHER 1 x 0 0
CATHAY GENERAL BANCORP COMMON 149150104 147 9,860 SH OTHER 1 x 0 0
CBL & ASSOC PPTYS INC COMMON 124830100 236 15,040 SH OTHER 1 x 0 0
CBOE HLDGS INC COMMON 12503M108 304 11,760 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
CBRE GROUP INC COMMON 12504L109 555 36,460 SH OTHER 1 x 0 0
CBS CORP NEW COMMON 124857202 2,126 78,320 SH OTHER 1 x 0 0
CDN IMPERIAL BK OF COMMERCE COMMON FOREIGN 136069101 8,430 116,468 SH DEFINED 3 x 0 0
CDN IMPERIAL BK OF COMMERCE COMMON FOREIGN 136069101 2,571 35,500 SH OTHER 1 x 0 0
CELANESE CORP DEL COMMON 150870103 1,018 23,000 SH OTHER 1 x 0 0
CELESTICA INC COMMON FOREIGN 15101Q108 137 18,700 SH OTHER 1 x 0 0
CELGENE CORP COMMON 151020104 3,675 54,360 SH OTHER 1 x 0 0
CENOVUS ENERGY INC COMMON FOREIGN 15135U109 2,341 70,500 SH OTHER 1 x 0 0
CENTENE CORP DEL COMMON 15135B101 241 6,080 SH OTHER 1 x 0 0
CENTERPOINT ENERGY INC COMMON 15189T107 1,145 57,000 SH OTHER 1 x 0 0
CENTURYLINK INC COMMON 156700106 2,619 70,402 SH OTHER 1 x 0 0
CEPHEID COMMON 15670R107 255 7,400 SH OTHER 1 x 0 0
CERNER CORP COMMON 156782104 978 15,960 SH OTHER 1 x 0 0
CF INDS HLDGS INC COMMON 125269100 1,178 8,126 SH OTHER 1 x 0 0
CHARMING SHOPPES INC COMMON 161133103 68 13,800 SH OTHER 1 x 0 0
CHART INDS INC COMMON 16115Q308 199 3,680 SH OTHER 1 x 0 0
CHEESECAKE FACTORY INC COMMON 163072101 175 5,960 SH OTHER 1 x 0 0
CHEMED CORP NEW COMMON 16359R103 158 3,080 SH OTHER 1 x 0 0
CHEMTURA CORP COMMON 163893209 138 12,200 SH OTHER 1 x 0 0
CHENIERE ENERGY INC COMMON 16411R208 91 10,440 SH OTHER 1 x 0 0
CHESAPEAKE ENERGY CORP COMMON 165167107 1,675 75,140 SH OTHER 1 x 0 0
CHEVRON CORP NEW COMMON 166764100 25,166 236,520 SH OTHER 1 x 0 0
CHICOS FAS INC COMMON 168615102 246 22,040 SH OTHER 1 x 0 0
CHILDRENS PL RETAIL STORES COMMON 168905107 170 3,200 SH OTHER 1 x 0 0
CHIMERA INVT CORP COMMON 16934Q109 306 122,060 SH OTHER 1 x 0 0
CHIPOTLE MEXICAN GRILL INC COMMON 169656105 1,213 3,591 SH OTHER 1 x 0 0
CHUBB CORP COMMON 171232101 2,260 32,644 SH OTHER 1 x 0 0
CHURCH & DWIGHT INC COMMON 171340102 756 16,520 SH OTHER 1 x 0 0
CIBER INC COMMON 17163B102 48 12,420 SH OTHER 1 x 0 0
CIENA CORP COMMON 171779309 145 12,000 SH OTHER 1 x 0 0
CIGNA CORPORATION COMMON 125509109 1,611 38,360 SH OTHER 1 x 0 0
CIMAREX ENERGY CO COMMON 171798101 712 11,500 SH OTHER 1 x 0 0
CINCINNATI BELL INC NEW COMMON 171871106 76 25,200 SH OTHER 1 x 0 0
CINCINNATI FINL CORP COMMON 172062101 658 21,600 SH OTHER 1 x 0 0
CINEMARK HOLDINGS INC COMMON 17243V102 189 10,220 SH OTHER 1 x 0 0
CINTAS CORP COMMON 172908105 590 16,940 SH OTHER 1 x 0 0
CISCO SYS INC COMMON 17275R102 11,821 653,792 SH OTHER 1 x 0 0
CIT GROUP INC COMMON 125581801 844 24,200 SH OTHER 1 x 0 0
CITIGROUP INC COMMON 172967424 9,150 347,766 SH OTHER 1 x 0 0
CITRIX SYS INC COMMON 177376100 1,397 23,000 SH OTHER 1 x 0 0
CITY NATL CORP COMMON 178566105 280 6,340 SH OTHER 1 x 0 0
CLARCOR INC COMMON 179895107 259 5,180 SH OTHER 1 x 0 0
CLEAN HARBORS INC COMMON 184496107 342 5,360 SH OTHER 1 x 0 0
CLEARWIRE CORP NEW COMMON 18538Q105 34 17,700 SH OTHER 1 x 0 0
CLECO CORP NEW COMMON 12561W105 232 6,080 SH OTHER 1 x 0 0
CLIFFS NATURAL RESOURCES IN COMMON 18683K101 1,069 17,140 SH OTHER 1 x 0 0
CLOROX CO DEL COMMON 189054109 965 14,500 SH OTHER 1 x 0 0
CME GROUP INC COMMON 12572Q105 1,866 7,658 SH OTHER 1 x 0 0
CMS ENERGY CORP COMMON 125896100 554 25,080 SH OTHER 1 x 0 0
CNO FINL GROUP INC COMMON 12621E103 194 30,720 SH OTHER 1 x 0 0
COACH INC COMMON 189754104 2,271 37,200 SH OTHER 1 x 0 0
COCA COLA BOTTLING CO CONS COMMON 191098102 217 3,700 SH OTHER 1 x 0 0
COCA COLA CO COMMON 191216100 28,663 409,640 SH OTHER 1 x 0 0
COCA COLA ENTERPRISES INC N COMMON 19122T109 5,533 214,640 SH OTHER 1 x 0 0
COEUR D ALENE MINES CORP ID COMMON 192108504 266 11,020 SH OTHER 1 x 0 0
COGNIZANT TECHNOLOGY SOLUTI COMMON 192446102 2,175 33,820 SH OTHER 1 x 0 0
COLGATE PALMOLIVE CO COMMON 194162103 5,631 60,948 SH OTHER 1 x 0 0
COLONIAL PPTYS TR COMMON 195872106 192 9,220 SH OTHER 1 x 0 0
COMCAST CORP NEW COMMON 20030N101 5,932 250,200 SH OTHER 1 x 0 0
COMCAST CORP NEW COMMON 20030N200 2,035 86,365 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
COMERICA INC COMMON 200340107 565 21,900 SH OTHER 1 x 0 0
COMMERCE BANCSHARES INC COMMON 200525103 303 7,939 SH OTHER 1 x 0 0
COMMERCIAL METALS CO COMMON 201723103 227 16,420 SH OTHER 1 x 0 0
COMMONWEALTH REIT COMMON 203233101 176 10,565 SH OTHER 1 x 0 0
COMMUNITY HEALTH SYS INC NE COMMON 203668108 211 12,100 SH OTHER 1 x 0 0
COMMVAULT SYSTEMS INC COMMON 204166102 219 5,120 SH OTHER 1 x 0 0
COMPASS MINERALS INTL INC COMMON 20451N101 249 3,620 SH OTHER 1 x 0 0
COMPLETE PRODUCTION SERVICE COMMON 20453E109 260 7,760 SH OTHER 1 x 0 0
COMPUTER SCIENCES CORP COMMON 205363104 395 16,680 SH OTHER 1 x 0 0
COMPUWARE CORP COMMON 205638109 263 31,600 SH OTHER 1 x 0 0
CONAGRA FOODS INC COMMON 205887102 1,180 44,711 SH OTHER 1 x 0 0
CONCHO RES INC COMMON 20605P101 1,200 12,800 SH OTHER 1 x 0 0
CONCUR TECHNOLOGIES INC COMMON 206708109 275 5,420 SH OTHER 1 x 0 0
CONOCOPHILLIPS COMMON 20825C104 11,155 153,080 SH OTHER 1 x 0 0
CONSOL ENERGY INC COMMON 20854P109 945 25,760 SH OTHER 1 x 0 0
CONSOLIDATED EDISON INC COMMON 209115104 2,164 34,880 SH OTHER 1 x 0 0
CONSTELLATION ENERGY GROUP COMMON 210371100 860 21,682 SH OTHER 1 x 0 0
CONTINENTAL RESOURCES INC COMMON 212015101 459 6,880 SH OTHER 1 x 0 0
CONVERGYS CORP COMMON 212485106 196 15,320 SH OTHER 1 x 0 0
COOPER COS INC COMMON 216648402 395 5,600 SH OTHER 1 x 0 0
COOPER INDUSTRIES PLC COMMON G24140108 1,147 21,180 SH OTHER 1 x 0 0
COOPER TIRE & RUBR CO COMMON 216831107 142 10,160 SH OTHER 1 x 0 0
COPART INC COMMON 217204106 295 6,160 SH OTHER 1 x 0 0
CORE LABORATORIES N V COMMON FOREIGN N22717107 636 5,580 SH OTHER 1 x 0 0
CORELOGIC INC COMMON 21871D103 138 10,640 SH OTHER 1 x 0 0
CORN PRODS INTL INC COMMON 219023108 486 9,240 SH OTHER 1 x 0 0
CORNING INC COMMON 219350105 2,490 191,840 SH OTHER 1 x 0 0
CORPORATE OFFICE PPTYS TR COMMON 22002T108 255 12,000 SH OTHER 1 x 0 0
CORRECTIONS CORP AMER NEW COMMON 22025Y407 258 12,660 SH OTHER 1 x 0 0
COSTAR GROUP INC COMMON 22160N109 188 2,820 SH OTHER 1 x 0 0
COSTCO WHSL CORP NEW COMMON 22160K105 4,179 50,162 SH OTHER 1 x 0 0
COTT CORP QUE COMMON FOREIGN 22163N106 67 10,700 SH OTHER 1 x 0 0
COUSINS PPTYS INC COMMON 222795106 108 16,830 SH OTHER 1 x 0 0
COVANCE INC COMMON 222816100 325 7,100 SH OTHER 1 x 0 0
COVANTA HLDG CORP COMMON 22282E102 212 15,480 SH OTHER 1 x 0 0
COVENTRY HEALTH CARE INC COMMON 222862104 581 19,120 SH OTHER 1 x 0 0
COVIDIEN PLC COMMON G2554F113 2,736 60,780 SH OTHER 1 x 0 0
CRANE CO COMMON 224399105 280 6,000 SH OTHER 1 x 0 0
CREE INC COMMON 225447101 255 11,560 SH OTHER 1 x 0 0
CROCS INC COMMON 227046109 144 9,720 SH OTHER 1 x 0 0
CROWN CASTLE INTL CORP COMMON 228227104 1,554 34,680 SH OTHER 1 x 0 0
CROWN HOLDINGS INC COMMON 228368106 445 13,260 SH OTHER 1 x 0 0
CSX CORP COMMON 126408103 2,769 131,480 SH OTHER 1 x 0 0
CUBESMART COMMON 229663109 134 12,560 SH OTHER 1 x 0 0
CUBIST PHARMACEUTICALS INC COMMON 229678107 268 6,760 SH OTHER 1 x 0 0
CULLEN FROST BANKERS INC COMMON 229899109 338 6,380 SH OTHER 1 x 0 0
CUMMINS INC COMMON 231021106 1,885 21,420 SH OTHER 1 x 0 0
CURTISS WRIGHT CORP COMMON 231561101 204 5,760 SH OTHER 1 x 0 0
CVB FINL CORP COMMON 126600105 108 10,720 SH OTHER 1 x 0 0
CVR ENERGY INC COMMON 12662P108 191 10,180 SH OTHER 1 x 0 0
CVS CAREMARK CORPORATION COMMON 126650100 6,531 160,161 SH OTHER 1 x 0 0
CYMER INC COMMON 232572107 179 3,600 SH OTHER 1 x 0 0
CYPRESS SEMICONDUCTOR CORP COMMON 232806109 336 19,920 SH OTHER 1 x 0 0
CYTEC INDS INC COMMON 232820100 263 5,900 SH OTHER 1 x 0 0
D R HORTON INC COMMON 23331A109 416 32,980 SH OTHER 1 x 0 0
DANA HLDG CORP COMMON 235825205 227 18,660 SH OTHER 1 x 0 0
DANAHER CORP DEL COMMON 235851102 2,931 62,300 SH OTHER 1 x 0 0
DARDEN RESTAURANTS INC COMMON 237194105 714 15,660 SH OTHER 1 x 0 0
DARLING INTL INC COMMON 237266101 194 14,600 SH OTHER 1 x 0 0
DAVITA INC COMMON 23918K108 838 11,060 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
DCT INDUSTRIAL TRUST INC COMMON 233153105 129 25,120 SH OTHER 1 x 0 0
DDR CORP COMMON 23317H102 317 26,040 SH OTHER 1 x 0 0
DEAN FOODS CO NEW COMMON 242370104 236 21,100 SH OTHER 1 x 0 0
DECKERS OUTDOOR CORP COMMON 243537107 337 4,460 SH OTHER 1 x 0 0
DEERE & CO COMMON 244199105 3,897 50,380 SH OTHER 1 x 0 0
DELL INC COMMON 24702R101 2,845 194,460 SH OTHER 1 x 0 0
DELPHI FINL GROUP INC COMMON 247131105 323 7,300 SH OTHER 1 x 0 0
DELTA AIR LINES INC DEL COMMON 247361702 168 20,780 SH OTHER 1 x 0 0
DENBURY RES INC COMMON 247916208 760 50,306 SH OTHER 1 x 0 0
DENDREON CORP COMMON 24823Q107 134 17,580 SH OTHER 1 x 0 0
DENISON MINES CORP COMMON FOREIGN 248356107 41 33,200 SH OTHER 1 x 0 0
DENNYS CORP COMMON 24869P104 55 14,640 SH OTHER 1 x 0 0
DENTSPLY INTL INC NEW COMMON 249030107 593 16,940 SH OTHER 1 x 0 0
DEVON ENERGY CORP NEW COMMON 25179M103 2,850 45,960 SH OTHER 1 x 0 0
DEVRY INC DEL COMMON 251893103 258 6,700 SH OTHER 1 x 0 0
DEXCOM INC COMMON 252131107 84 9,020 SH OTHER 1 x 0 0
DIAL GLOBAL INC COMMON 25247X107 1,927 604,124 SH DEFINED 3 x 0 0
DIAMOND OFFSHORE DRILLING I COMMON 25271C102 301 5,440 SH OTHER 1 x 0 0
DIAMONDROCK HOSPITALITY CO COMMON 252784301 200 20,760 SH OTHER 1 x 0 0
DICKS SPORTING GOODS INC COMMON 253393102 398 10,800 SH OTHER 1 x 0 0
DIEBOLD INC COMMON 253651103 221 7,360 SH OTHER 1 x 0 0
DIGITAL RLTY TR INC COMMON 253868103 701 10,520 SH OTHER 1 x 0 0
DILLARDS INC COMMON 254067101 196 4,360 SH OTHER 1 x 0 0
DIRECTV COMMON 25490A101 3,769 88,140 SH OTHER 1 x 0 0
DISCOVER FINL SVCS COMMON 254709108 1,624 67,680 SH OTHER 1 x 0 0
DISCOVERY COMMUNICATNS NEW COMMON 25470F104 599 14,620 SH OTHER 1 x 0 0
DISCOVERY COMMUNICATNS NEW COMMON 25470F302 556 14,740 SH OTHER 1 x 0 0
DISH NETWORK CORP COMMON 25470M109 767 26,916 SH OTHER 1 x 0 0
DISNEY WALT CO COMMON 254687106 7,754 206,780 SH OTHER 1 x 0 0
DOLBY LABORATORIES INC COMMON 25659T107 190 6,240 SH OTHER 1 x 0 0
DOLLAR THRIFTY AUTOMOTIVE G COMMON 256743105 236 3,360 SH OTHER 1 x 0 0
DOLLAR TREE INC COMMON 256746108 1,257 15,120 SH OTHER 1 x 0 0
DOMINION RES INC VA NEW COMMON 25746U109 3,522 66,360 SH OTHER 1 x 0 0
DOMINOS PIZZA INC COMMON 25754A201 194 5,720 SH OTHER 1 x 0 0
DOMTAR CORP COMMON 257559203 392 4,900 SH OTHER 1 x 0 0
DONALDSON INC COMMON 257651109 576 8,460 SH OTHER 1 x 0 0
DONNELLEY R R & SONS CO COMMON 257867101 404 27,980 SH OTHER 1 x 0 0
DOUGLAS EMMETT INC COMMON 25960P109 228 12,500 SH OTHER 1 x 0 0
DOVER CORP COMMON 260003108 1,292 22,260 SH OTHER 1 x 0 0
DOW CHEM CO COMMON 260543103 4,174 145,120 SH OTHER 1 x 0 0
DR PEPPER SNAPPLE GROUP INC COMMON 26138E109 4,905 124,240 SH OTHER 1 x 0 0
DRESSER-RAND GROUP INC COMMON 261608103 466 9,340 SH OTHER 1 x 0 0
DRIL-QUIP INC COMMON 262037104 259 3,940 SH OTHER 1 x 0 0
DST SYS INC DEL COMMON 233326107 216 4,740 SH OTHER 1 x 0 0
DTE ENERGY CO COMMON 233331107 1,220 22,400 SH OTHER 1 x 0 0
DU PONT E I DE NEMOURS & CO COMMON 263534109 5,011 109,460 SH OTHER 1 x 0 0
DUKE ENERGY CORP NEW COMMON 26441C105 3,413 155,120 SH OTHER 1 x 0 0
DUKE REALTY CORP COMMON 264411505 366 30,360 SH OTHER 1 x 0 0
DUN & BRADSTREET CORP DEL N COMMON 26483E100 364 4,860 SH OTHER 1 x 0 0
DUPONT FABROS TECHNOLOGY IN COMMON 26613Q106 182 7,500 SH OTHER 1 x 0 0
DYNEGY INC DEL COMMON 26817G300 31 11,184 SH OTHER 1 x 0 0
E M C CORP MASS COMMON 268648102 5,181 240,540 SH OTHER 1 x 0 0
E TRADE FINANCIAL CORP COMMON 269246401 290 36,424 SH OTHER 1 x 0 0
EARTHLINK INC COMMON 270321102 112 17,400 SH OTHER 1 x 0 0
EAST WEST BANCORP INC COMMON 27579R104 343 17,380 SH OTHER 1 x 0 0
EASTMAN CHEM CO COMMON 277432100 789 20,200 SH OTHER 1 x 0 0
EASTMAN KODAK CO COMMON 277461109 22 34,100 SH OTHER 1 x 0 0
EATON CORP COMMON 278058102 1,521 34,940 SH OTHER 1 x 0 0
EATON VANCE CORP COMMON 278265103 432 18,271 SH OTHER 1 x 0 0
EBAY INC COMMON 278642103 4,146 136,687 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
ECOLAB INC COMMON 278865100 1,636 28,300 SH OTHER 1 x 0 0
EDISON INTL COMMON 281020107 1,431 34,560 SH OTHER 1 x 0 0
EDUCATION RLTY TR INC COMMON 28140H104 88 8,640 SH OTHER 1 x 0 0
EDWARDS LIFESCIENCES CORP COMMON 28176E108 952 13,460 SH OTHER 1 x 0 0
EL PASO CORP COMMON 28336L109 2,532 95,280 SH OTHER 1 x 0 0
ELDORADO GOLD CORP NEW COMMON FOREIGN 284902103 717 52,100 SH OTHER 1 x 0 0
ELECTRONIC ARTS INC COMMON 285512109 791 38,380 SH OTHER 1 x 0 0
EMCOR GROUP INC COMMON 29084Q100 244 9,100 SH OTHER 1 x 0 0
EMERSON ELEC CO COMMON 291011104 4,071 87,380 SH OTHER 1 x 0 0
EMULEX CORP COMMON 292475209 86 12,580 SH OTHER 1 x 0 0
ENBRIDGE INC COMMON FOREIGN 29250N105 2,423 64,800 SH OTHER 1 x 0 0
ENCANA CORP COMMON FOREIGN 292505104 1,252 67,500 SH OTHER 1 x 0 0
ENDO PHARMACEUTICALS HLDGS COMMON 29264F205 471 13,640 SH OTHER 1 x 0 0
ENDURANCE SPECIALTY HLDGS L COMMON G30397106 216 5,660 SH OTHER 1 x 0 0
ENERGEN CORP COMMON 29265N108 711 14,220 SH OTHER 1 x 0 0
ENERGIZER HLDGS INC COMMON 29266R108 759 9,800 SH OTHER 1 x 0 0
ENERGY XXI (BERMUDA) LTD COMMON G10082140 257 8,060 SH OTHER 1 x 0 0
ENERGYSOLUTIONS INC COMMON 292756202 29 9,460 SH OTHER 1 x 0 0
ENERPLUS CORP COMMON FOREIGN 292766102 434 17,100 SH OTHER 1 x 0 0
ENTEGRIS INC COMMON 29362U104 152 17,420 SH OTHER 1 x 0 0
ENTERGY CORP NEW COMMON 29364G103 1,473 20,160 SH OTHER 1 x 0 0
ENTERTAINMENT PPTYS TR COMMON 29380T105 274 6,280 SH OTHER 1 x 0 0
ENTROPIC COMMUNICATIONS INC COMMON 29384R105 56 10,980 SH OTHER 1 x 0 0
EOG RES INC COMMON 26875P101 3,215 32,640 SH OTHER 1 x 0 0
EQT CORP COMMON 26884L109 1,060 19,340 SH OTHER 1 x 0 0
EQUIFAX INC COMMON 294429105 820 21,160 SH OTHER 1 x 0 0
EQUINIX INC COMMON 29444U502 566 5,580 SH OTHER 1 x 0 0
EQUITY LIFESTYLE PPTYS INC COMMON 29472R108 309 4,640 SH OTHER 1 x 0 0
EQUITY ONE COMMON 294752100 168 9,920 SH OTHER 1 x 0 0
EQUITY RESIDENTIAL COMMON 29476L107 2,003 35,120 SH OTHER 1 x 0 0
ERESEARCHTECHNOLOGY INC COMMON 29481V108 57 12,160 SH OTHER 1 x 0 0
ERIE INDTY CO COMMON 29530P102 233 2,980 SH OTHER 1 x 0 0
ESSEX PPTY TR INC COMMON 297178105 520 3,700 SH OTHER 1 x 0 0
ESTERLINE TECHNOLOGIES CORP COMMON 297425100 209 3,740 SH OTHER 1 x 0 0
EVEREST RE GROUP LTD COMMON FOREIGN G3223R108 511 6,080 SH OTHER 1 x 0 0
EXACT SCIENCES CORP COMMON 30063P105 76 9,380 SH OTHER 1 x 0 0
EXCO RESOURCES INC COMMON 269279402 158 15,120 SH OTHER 1 x 0 0
EXELIS INC COMMON 30162A108 342 37,780 SH OTHER 1 x 0 0
EXELIXIS INC COMMON 30161Q104 88 18,500 SH OTHER 1 x 0 0
EXELON CORP COMMON 30161N101 3,255 75,060 SH OTHER 1 x 0 0
EXPEDIA INC DEL COMMON 30212P303 355 12,250 SH OTHER 1 x 0 0
EXPEDITORS INTL WASH INC COMMON 302130109 1,057 25,810 SH OTHER 1 x 0 0
EXPRESS SCRIPTS INC COMMON 302182100 2,615 58,520 SH OTHER 1 x 0 0
EXTRA SPACE STORAGE INC COMMON 30225T102 230 9,480 SH OTHER 1 x 0 0
EXXON MOBIL CORP COMMON 30231G102 48,942 577,420 SH OTHER 1 x 0 0
F M C CORP COMMON 302491303 833 9,680 SH OTHER 1 x 0 0
F5 NETWORKS INC COMMON 315616102 1,174 11,060 SH OTHER 1 x 0 0
FACTSET RESH SYS INC COMMON 303075105 445 5,100 SH OTHER 1 x 0 0
FAIR ISAAC CORP COMMON 303250104 181 5,040 SH OTHER 1 x 0 0
FAIRCHILD SEMICONDUCTOR INT COMMON 303726103 175 14,500 SH OTHER 1 x 0 0
FAMILY DLR STORES INC COMMON 307000109 822 14,260 SH OTHER 1 x 0 0
FASTENAL CO COMMON 311900104 1,622 37,200 SH OTHER 1 x 0 0
FEDERAL REALTY INVT TR COMMON 313747206 755 8,320 SH OTHER 1 x 0 0
FEDERAL SIGNAL CORP COMMON 313855108 67 16,240 SH OTHER 1 x 0 0
FEDERATED INVS INC PA COMMON 314211103 214 14,100 SH OTHER 1 x 0 0
FEDEX CORP COMMON 31428X106 3,140 37,600 SH OTHER 1 x 0 0
FEI CO COMMON 30241L109 176 4,320 SH OTHER 1 x 0 0
FELCOR LODGING TR INC COMMON 31430F101 57 18,760 SH OTHER 1 x 0 0
FERRO CORP COMMON 315405100 54 11,060 SH OTHER 1 x 0 0
FIDELITY NATIONAL FINANCIAL COMMON 31620R105 347 21,760 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
FIDELITY NATL INFORMATION S COMMON 31620M106 780 29,340 SH OTHER 1 x 0 0
FIFTH STREET FINANCE CORP COMMON 31678A103 83 8,660 SH OTHER 1 x 0 0
FIFTH THIRD BANCORP COMMON 316773100 1,303 102,440 SH OTHER 1 x 0 0
FINISAR CORP COMMON 31787A507 186 11,120 SH OTHER 1 x 0 0
FIRST AMERN FINL CORP COMMON 31847R102 234 18,460 SH OTHER 1 x 0 0
FIRST BUSEY CORP COMMON 319383105 57 11,420 SH OTHER 1 x 0 0
FIRST COMWLTH FINL CORP PA COMMON 319829107 133 25,300 SH OTHER 1 x 0 0
FIRST HORIZON NATL CORP COMMON 320517105 285 35,584 SH OTHER 1 x 0 0
FIRST INDUSTRIAL REALTY TRU COMMON 32054K103 94 9,140 SH OTHER 1 x 0 0
FIRST MAJESTIC SILVER CORP COMMON FOREIGN 32076V103 186 11,000 SH OTHER 1 x 0 0
FIRST MIDWEST BANCORP DEL COMMON 320867104 135 13,320 SH OTHER 1 x 0 0
FIRST NIAGARA FINL GP INC COMMON 33582V108 288 33,351 SH OTHER 1 x 0 0
FIRST SOLAR INC COMMON 336433107 198 5,860 SH OTHER 1 x 0 0
FIRSTENERGY CORP COMMON 337932107 2,104 47,495 SH OTHER 1 x 0 0
FIRSTMERIT CORP COMMON 337915102 253 16,740 SH OTHER 1 x 0 0
FISERV INC COMMON 337738108 1,104 18,800 SH OTHER 1 x 0 0
FLAGSTONE REINSURANCE HOLDI COMMON L3466T104 85 10,200 SH OTHER 1 x 0 0
FLEXTRONICS INTL LTD COMMON Y2573F102 525 92,780 SH OTHER 1 x 0 0
FLIR SYS INC COMMON 302445101 422 16,820 SH OTHER 1 x 0 0
FLOWERS FOODS INC COMMON 343498101 247 13,020 SH OTHER 1 x 0 0
FLOWSERVE CORP COMMON 34354P105 693 6,980 SH OTHER 1 x 0 0
FLUOR CORP NEW COMMON 343412102 1,021 20,320 SH OTHER 1 x 0 0
FMC TECHNOLOGIES INC COMMON 30249U101 1,737 33,260 SH OTHER 1 x 0 0
FNB CORP PA COMMON 302520101 164 14,500 SH OTHER 1 x 0 0
FOOT LOCKER INC COMMON 344849104 402 16,860 SH OTHER 1 x 0 0
FORD MTR CO DEL COMMON 345370860 4,537 421,680 SH OTHER 1 x 0 0
FOREST CITY ENTERPRISES INC COMMON 345550107 188 15,920 SH OTHER 1 x 0 0
FOREST LABS INC COMMON 345838106 972 32,137 SH OTHER 1 x 0 0
FOREST OIL CORP COMMON 346091705 219 16,140 SH OTHER 1 x 0 0
FORMFACTOR INC COMMON 346375108 55 10,800 SH OTHER 1 x 0 0
FORTINET INC COMMON 34959E109 243 11,140 SH OTHER 1 x 0 0
FORTUNE BRANDS HOME & SEC I COMMON 34964C106 291 17,100 SH OTHER 1 x 0 0
FOSSIL INC COMMON 349882100 560 7,060 SH OTHER 1 x 0 0
FOSTER WHEELER AG COMMON FOREIGN H27178104 296 15,480 SH OTHER 1 x 0 0
FRANCO NEVADA CORP COMMON FOREIGN 351858105 4,837 127,350 SH DEFINED 3 x 0 0
FRANCO NEVADA CORP COMMON FOREIGN 351858105 438 11,500 SH OTHER 1 x 0 0
FRANKLIN RES INC COMMON 354613101 1,737 18,080 SH OTHER 1 x 0 0
FRANKLIN STREET PPTYS CORP COMMON 35471R106 105 10,520 SH OTHER 1 x 0 0
FREEPORT-MCMORAN COPPER & G COMMON 35671D857 4,203 114,240 SH OTHER 1 x 0 0
FRONTIER COMMUNICATIONS COR COMMON 35906A108 578 112,193 SH OTHER 1 x 0 0
FTI CONSULTING INC COMMON 302941109 193 4,560 SH OTHER 1 x 0 0
FULTON FINL CORP PA COMMON 360271100 257 26,200 SH OTHER 1 x 0 0
GALLAGHER ARTHUR J & CO COMMON 363576109 417 12,480 SH OTHER 1 x 0 0
GAMESTOP CORP NEW COMMON 36467W109 323 13,380 SH OTHER 1 x 0 0
GANNETT INC COMMON 364730101 399 29,860 SH OTHER 1 x 0 0
GAP INC DEL COMMON 364760108 821 44,264 SH OTHER 1 x 0 0
GARDNER DENVER INC COMMON 365558105 470 6,100 SH OTHER 1 x 0 0
GARMIN LTD COMMON H2906T109 547 13,732 SH OTHER 1 x 0 0
GARTNER INC COMMON 366651107 370 10,640 SH OTHER 1 x 0 0
GATX CORP COMMON 361448103 228 5,220 SH OTHER 1 x 0 0
GENERAL DYNAMICS CORP COMMON 369550108 2,295 34,560 SH OTHER 1 x 0 0
GENERAL ELECTRIC CO COMMON 369604103 22,615 1,262,720 SH OTHER 1 x 0 0
GENERAL GROWTH PPTYS INC NE COMMON 370023103 717 47,753 SH OTHER 1 x 0 0
GENERAL MLS INC COMMON 370334104 2,943 72,840 SH OTHER 1 x 0 0
GENERAL MTRS CO COMMON 37045V100 1 69 SH DEFINED 3 x 0 0
GENERAL MTRS CO COMMON 37045V100 2,013 99,320 SH OTHER 1 x 0 0
GENESCO INC COMMON 371532102 179 2,900 SH OTHER 1 x 0 0
GENESEE & WYO INC COMMON 371559105 292 4,820 SH OTHER 1 x 0 0
GENON ENERGY INC COMMON 37244E107 255 97,600 SH OTHER 1 x 0 0
GEN-PROBE INC NEW COMMON 36866T103 329 5,560 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
GENTEX CORP COMMON 371901109 497 16,800 SH OTHER 1 x 0 0
GENUINE PARTS CO COMMON 372460105 1,157 18,900 SH OTHER 1 x 0 0
GENWORTH FINL INC COMMON 37247D106 381 58,140 SH OTHER 1 x 0 0
GEO GROUP INC COMMON 36159R103 174 10,380 SH OTHER 1 x 0 0
GERON CORP COMMON 374163103 25 17,040 SH OTHER 1 x 0 0
GFI GROUP INC COMMON 361652209 52 12,660 SH OTHER 1 x 0 0
GILDAN ACTIVEWEAR INC COMMON FOREIGN 375916103 214 11,400 SH OTHER 1 x 0 0
GILEAD SCIENCES INC COMMON 375558103 3,799 92,824 SH OTHER 1 x 0 0
GLACIER BANCORP INC NEW COMMON 37637Q105 144 11,960 SH OTHER 1 x 0 0
GLIMCHER RLTY TR COMMON 379302102 121 13,180 SH OTHER 1 x 0 0
GLOBAL PMTS INC COMMON 37940X102 437 9,220 SH OTHER 1 x 0 0
GNC HLDGS INC COMMON 36191G107 381 13,160 SH OTHER 1 x 0 0
GOLDCORP INC NEW COMMON FOREIGN 380956409 5,005 113,150 SH DEFINED 3 x 0 0
GOLDCORP INC NEW COMMON FOREIGN 380956409 3,248 73,200 SH OTHER 1 x 0 0
GOLDEN STAR RES LTD CDA COMMON 38119T104 52 31,900 SH OTHER 1 x 0 0
GOLDMAN SACHS GROUP INC COMMON 38141G104 5,151 56,960 SH OTHER 1 x 0 0
GOODRICH CORP COMMON 382388106 1,873 15,140 SH OTHER 1 x 0 0
GOODYEAR TIRE & RUBR CO COMMON 382550101 511 36,060 SH OTHER 1 x 0 0
GOOGLE INC COMMON 38259P508 19,480 30,160 SH OTHER 1 x 0 0
GRACE W R & CO DEL NEW COMMON 38388F108 397 8,640 SH OTHER 1 x 0 0
GRACO INC COMMON 384109104 278 6,800 SH OTHER 1 x 0 0
GRAFTECH INTL LTD COMMON 384313102 194 14,200 SH OTHER 1 x 0 0
GRAINGER W W INC COMMON 384802104 1,352 7,220 SH OTHER 1 x 0 0
GRAPHIC PACKAGING HLDG CO COMMON 388689101 78 18,420 SH OTHER 1 x 0 0
GREAT BASIN GOLD LTD COMMON FOREIGN 390124105 41 43,700 SH OTHER 1 x 0 0
GREAT PLAINS ENERGY INC COMMON 391164100 303 13,920 SH OTHER 1 x 0 0
GREEN MTN COFFEE ROASTERS I COMMON 393122106 698 15,560 SH OTHER 1 x 0 0
GROUPE CGI INC COMMON FOREIGN 39945C109 5,967 317,125 SH DEFINED 3 x 0 0
GROUPE CGI INC COMMON FOREIGN 39945C109 428 22,700 SH OTHER 1 x 0 0
GT ADVANCED TECHNOLOGIES IN COMMON 36191U106 123 16,980 SH OTHER 1 x 0 0
GUESS INC COMMON 401617105 221 7,420 SH OTHER 1 x 0 0
HAEMONETICS CORP COMMON 405024100 185 3,020 SH OTHER 1 x 0 0
HAIN CELESTIAL GROUP INC COMMON 405217100 166 4,520 SH OTHER 1 x 0 0
HALLIBURTON CO COMMON 406216101 3,692 106,980 SH OTHER 1 x 0 0
HALOZYME THERAPEUTICS INC COMMON 40637H109 106 11,160 SH OTHER 1 x 0 0
HANCOCK HLDG CO COMMON 410120109 304 9,498 SH OTHER 1 x 0 0
HANESBRANDS INC COMMON 410345102 255 11,680 SH OTHER 1 x 0 0
HANOVER INS GROUP INC COMMON 410867105 254 7,280 SH OTHER 1 x 0 0
HANSEN NAT CORP COMMON 411310105 2,280 24,740 SH OTHER 1 x 0 0
HARLEY DAVIDSON INC COMMON 412822108 1,211 31,160 SH OTHER 1 x 0 0
HARMAN INTL INDS INC COMMON 413086109 332 8,720 SH OTHER 1 x 0 0
HARMONIC INC COMMON 413160102 70 13,880 SH OTHER 1 x 0 0
HARRIS CORP DEL COMMON 413875105 554 15,361 SH OTHER 1 x 0 0
HARSCO CORP COMMON 415864107 296 14,400 SH OTHER 1 x 0 0
HARTFORD FINL SVCS GROUP IN COMMON 416515104 754 46,380 SH OTHER 1 x 0 0
HASBRO INC COMMON 418056107 485 15,200 SH OTHER 1 x 0 0
HATTERAS FINL CORP COMMON 41902R103 215 8,140 SH OTHER 1 x 0 0
HAWAIIAN ELEC INDUSTRIES COMMON 419870100 317 11,980 SH OTHER 1 x 0 0
HCA HOLDINGS INC COMMON 40412C101 462 20,980 SH OTHER 1 x 0 0
HCC INS HLDGS INC COMMON 404132102 326 11,860 SH OTHER 1 x 0 0
HCP INC COMMON 40414L109 1,978 47,740 SH OTHER 1 x 0 0
HEALTH CARE REIT INC COMMON 42217K106 1,146 21,020 SH OTHER 1 x 0 0
HEALTH MGMT ASSOC INC NEW COMMON 421933102 233 31,640 SH OTHER 1 x 0 0
HEALTH NET INC COMMON 42222G108 338 11,100 SH OTHER 1 x 0 0
HEALTHCARE RLTY TR COMMON 421946104 235 12,620 SH OTHER 1 x 0 0
HEALTHSOUTH CORP COMMON 421924309 204 11,520 SH OTHER 1 x 0 0
HEALTHSPRING INC COMMON 42224N101 415 7,600 SH OTHER 1 x 0 0
HECKMANN CORP COMMON 422680108 221 33,180 SH OTHER 1 x 0 0
HECLA MNG CO COMMON 422704106 175 33,380 SH OTHER 1 x 0 0
HEINZ H J CO COMMON 423074103 1,988 36,780 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
HELIX ENERGY SOLUTIONS GRP COMMON 42330P107 195 12,320 SH OTHER 1 x 0 0
HELMERICH & PAYNE INC COMMON 423452101 978 16,760 SH OTHER 1 x 0 0
HENRY JACK & ASSOC INC COMMON 426281101 286 8,500 SH OTHER 1 x 0 0
HERBALIFE LTD COMMON G4412G101 714 13,820 SH OTHER 1 x 0 0
HERCULES OFFSHORE INC COMMON 427093109 68 15,280 SH OTHER 1 x 0 0
HERCULES TECH GROWTH CAP IN COMMON 427096508 88 9,280 SH OTHER 1 x 0 0
HERSHA HOSPITALITY TR COMMON 427825104 101 20,760 SH OTHER 1 x 0 0
HERSHEY CO COMMON 427866108 1,270 20,560 SH OTHER 1 x 0 0
HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 469 40,000 SH OTHER 1 x 0 0
HESS CORP COMMON 42809H107 1,861 32,765 SH OTHER 1 x 0 0
HEWLETT PACKARD CO COMMON 428236103 6,354 246,651 SH OTHER 1 x 0 0
HEXCEL CORP NEW COMMON 428291108 284 11,720 SH OTHER 1 x 0 0
HIGHWOODS PPTYS INC COMMON 431284108 250 8,420 SH OTHER 1 x 0 0
HILL ROM HLDGS INC COMMON 431475102 265 7,860 SH OTHER 1 x 0 0
HITTITE MICROWAVE CORP COMMON 43365Y104 202 4,100 SH OTHER 1 x 0 0
HMS HLDGS CORP COMMON 40425J101 308 9,620 SH OTHER 1 x 0 0
HOLLYFRONTIER CORP COMMON 436106108 602 25,740 SH OTHER 1 x 0 0
HOLOGIC INC COMMON 436440101 520 29,720 SH OTHER 1 x 0 0
HOME DEPOT INC COMMON 437076102 7,979 189,800 SH OTHER 1 x 0 0
HOME PROPERTIES INC COMMON 437306103 312 5,420 SH OTHER 1 x 0 0
HONEYWELL INTL INC COMMON 438516106 4,886 89,900 SH OTHER 1 x 0 0
HORMEL FOODS CORP COMMON 440452100 374 12,760 SH OTHER 1 x 0 0
HOSPIRA INC COMMON 441060100 550 18,120 SH OTHER 1 x 0 0
HOSPITALITY PPTYS TR COMMON 44106M102 336 14,640 SH OTHER 1 x 0 0
HOST HOTELS & RESORTS INC COMMON 44107P104 1,230 83,300 SH OTHER 1 x 0 0
HSN INC COMMON 404303109 181 4,980 SH OTHER 1 x 0 0
HUBBELL INC COMMON 443510201 404 6,040 SH OTHER 1 x 0 0
HUDBAY MINERALS INC COMMON FOREIGN 443628102 139 14,000 SH OTHER 1 x 0 0
HUDSON CITY BANCORP COMMON 443683107 348 55,700 SH OTHER 1 x 0 0
HUMAN GENOME SCIENCES INC COMMON 444903108 143 19,400 SH OTHER 1 x 0 0
HUMANA INC COMMON 444859102 1,752 20,000 SH OTHER 1 x 0 0
HUNT J B TRANS SVCS INC COMMON 445658107 599 13,280 SH OTHER 1 x 0 0
HUNTINGTON BANCSHARES INC COMMON 446150104 577 105,080 SH OTHER 1 x 0 0
HUNTINGTON INGALLS INDS INC COMMON 446413106 209 6,690 SH OTHER 1 x 0 0
HUNTSMAN CORP COMMON 447011107 219 21,860 SH OTHER 1 x 0 0
HYPERDYNAMICS CORP COMMON 448954107 48 19,580 SH OTHER 1 x 0 0
IAC INTERACTIVECORP COMMON 44919P508 371 8,700 SH OTHER 1 x 0 0
IAMGOLD CORP COMMON FOREIGN 450913108 561 35,300 SH OTHER 1 x 0 0
ICONIX BRAND GROUP INC COMMON 451055107 151 9,300 SH OTHER 1 x 0 0
IDACORP INC COMMON 451107106 234 5,520 SH OTHER 1 x 0 0
IDENIX PHARMACEUTICALS INC COMMON 45166R204 74 9,900 SH OTHER 1 x 0 0
IDEX CORP COMMON 45167R104 397 10,700 SH OTHER 1 x 0 0
IDEXX LABS INC COMMON 45168D104 506 6,580 SH OTHER 1 x 0 0
IHS INC COMMON 451734107 450 5,220 SH OTHER 1 x 0 0
ILLINOIS TOOL WKS INC COMMON 452308109 2,173 46,520 SH OTHER 1 x 0 0
ILLUMINA INC COMMON 452327109 441 14,460 SH OTHER 1 x 0 0
IMMUNOGEN INC COMMON 45253H101 119 10,280 SH OTHER 1 x 0 0
IMPERIAL OIL LTD COMMON FOREIGN 453038408 1,203 27,000 SH OTHER 1 x 0 0
INCYTE CORP COMMON 45337C102 219 14,560 SH OTHER 1 x 0 0
INFINERA CORPORATION COMMON 45667G103 76 12,040 SH OTHER 1 x 0 0
INFORMATICA CORP COMMON 45666Q102 500 13,540 SH OTHER 1 x 0 0
INGERSOLL-RAND PLC COMMON G47791101 1,194 39,180 SH OTHER 1 x 0 0
INGRAM MICRO INC COMMON 457153104 363 19,940 SH OTHER 1 x 0 0
INLAND REAL ESTATE CORP COMMON 457461200 130 17,140 SH OTHER 1 x 0 0
INTEGRATED DEVICE TECHNOLOG COMMON 458118106 106 19,380 SH OTHER 1 x 0 0
INTEGRYS ENERGY GROUP INC COMMON 45822P105 413 7,620 SH OTHER 1 x 0 0
INTEL CORP COMMON 458140100 15,306 631,178 SH OTHER 1 x 0 0
INTERCONTINENTALEXCHANGE IN COMMON 45865V100 1,129 9,366 SH OTHER 1 x 0 0
INTERDIGITAL INC COMMON 45867G101 234 5,360 SH OTHER 1 x 0 0
INTERNATIONAL BANCSHARES CO COMMON 459044103 169 9,200 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
INTERNATIONAL BUSINESS MACH COMMON 459200101 26,368 143,400 SH OTHER 1 x 0 0
INTERNATIONAL FLAVORS&FRAGR COMMON 459506101 520 9,920 SH OTHER 1 x 0 0
INTERPUBLIC GROUP COS INC COMMON 460690100 556 57,165 SH OTHER 1 x 0 0
INTERSIL CORP COMMON 46069S109 139 13,300 SH OTHER 1 x 0 0
INTL PAPER CO COMMON 460146103 1,537 51,940 SH OTHER 1 x 0 0
INTUIT COMMON 461202103 1,739 33,060 SH OTHER 1 x 0 0
INTUITIVE SURGICAL INC COMMON 46120E602 2,232 4,820 SH OTHER 1 x 0 0
INVESCO MORTGAGE CAPITAL IN COMMON 46131B100 182 12,920 SH OTHER 1 x 0 0
INVESTMENT TECHNOLOGY GRP N COMMON 46145F105 118 10,960 SH OTHER 1 x 0 0
INVESTORS REAL ESTATE TR COMMON 461730103 94 12,900 SH OTHER 1 x 0 0
ION GEOPHYSICAL CORP COMMON 462044108 101 16,420 SH OTHER 1 x 0 0
IRON MTN INC COMMON 462846106 707 22,940 SH OTHER 1 x 0 0
ISHARES INC COMMON 464286509 9,847 370,191 SH OTHER 1 x 0 0
ISHARES TR COMMON 464287168 74,324 1,382,770 SH DEFINED 3 x 0 0
ISHARES TR COMMON 464287465 99,998 2,018,929 SH OTHER 1 x 0 0
ISHARES TR COMMON 464287655 213 2,895 SH DEFINED 3 x 0 0
ISHARES TR COMMON 464287655 5,512 74,797 SH OTHER 1 x 0 0
ISIS PHARMACEUTICALS INC COMMON 464330109 92 12,760 SH OTHER 1 x 0 0
ISTAR FINL INC COMMON 45031U101 59 11,120 SH OTHER 1 x 0 0
ITC HLDGS CORP COMMON 465685105 433 5,700 SH OTHER 1 x 0 0
ITRON INC COMMON 465741106 215 6,020 SH OTHER 1 x 0 0
ITT CORP NEW COMMON 450911201 361 18,690 SH OTHER 1 x 0 0
ITT EDUCATIONAL SERVICES IN COMMON 45068B109 230 4,049 SH OTHER 1 x 0 0
IVANHOE MINES LTD COMMON FOREIGN 46579N103 517 29,100 SH OTHER 1 x 0 0
JABIL CIRCUIT INC COMMON 466313103 453 23,020 SH OTHER 1 x 0 0
JACOBS ENGR GROUP INC DEL COMMON 469814107 379 9,340 SH OTHER 1 x 0 0
JANUS CAP GROUP INC COMMON 47102X105 148 23,420 SH OTHER 1 x 0 0
JARDEN CORP COMMON 471109108 357 11,940 SH OTHER 1 x 0 0
JDA SOFTWARE GROUP INC COMMON 46612K108 179 5,540 SH OTHER 1 x 0 0
JDS UNIPHASE CORP COMMON 46612J507 291 27,920 SH OTHER 1 x 0 0
JEFFERIES GROUP INC NEW COMMON 472319102 299 21,780 SH OTHER 1 x 0 0
JOHNSON & JOHNSON COMMON 478160104 21,008 320,347 SH OTHER 1 x 0 0
JOHNSON CTLS INC COMMON 478366107 2,360 75,500 SH OTHER 1 x 0 0
JONES GROUP INC COMMON 48020T101 124 11,740 SH OTHER 1 x 0 0
JONES LANG LASALLE INC COMMON 48020Q107 323 5,280 SH OTHER 1 x 0 0
JOY GLOBAL INC COMMON 481165108 954 12,720 SH OTHER 1 x 0 0
JPMORGAN CHASE & CO COMMON 46625H100 15,555 467,813 SH OTHER 1 x 0 0
JUNIPER NETWORKS INC COMMON 48203R104 1,210 59,300 SH OTHER 1 x 0 0
KANSAS CITY SOUTHERN COMMON 485170302 830 12,200 SH OTHER 1 x 0 0
KB HOME COMMON 48666K109 115 17,120 SH OTHER 1 x 0 0
KBR INC COMMON 48242W106 467 16,740 SH OTHER 1 x 0 0
KELLOGG CO COMMON 487836108 1,756 34,720 SH OTHER 1 x 0 0
KEMPER CORP DEL COMMON 488401100 199 6,820 SH OTHER 1 x 0 0
KENNAMETAL INC COMMON 489170100 345 9,440 SH OTHER 1 x 0 0
KEY ENERGY SVCS INC COMMON 492914106 253 16,380 SH OTHER 1 x 0 0
KEYCORP NEW COMMON 493267108 855 111,200 SH OTHER 1 x 0 0
KILROY RLTY CORP COMMON 49427F108 237 6,220 SH OTHER 1 x 0 0
KIMBERLY CLARK CORP COMMON 494368103 3,518 47,820 SH OTHER 1 x 0 0
KIMCO RLTY CORP COMMON 49446R109 759 46,740 SH OTHER 1 x 0 0
KINROSS GOLD CORP COMMON FOREIGN 496902404 1,010 88,600 SH DEFINED 3 x 0 0
KINROSS GOLD CORP COMMON FOREIGN 496902404 1,584 138,748 SH OTHER 1 x 0 0
KIRBY CORP COMMON 497266106 377 5,720 SH OTHER 1 x 0 0
KITE RLTY GROUP TR COMMON 49803T102 46 10,280 SH OTHER 1 x 0 0
KLA-TENCOR CORP COMMON 482480100 1,273 26,380 SH OTHER 1 x 0 0
KNIGHT CAP GROUP INC COMMON 499005106 134 11,300 SH OTHER 1 x 0 0
KODIAK OIL & GAS CORP COMMON 50015Q100 246 25,900 SH OTHER 1 x 0 0
KOHLS CORP COMMON 500255104 1,519 30,780 SH OTHER 1 x 0 0
KRAFT FOODS INC COMMON 50075N104 7,349 196,720 SH OTHER 1 x 0 0
KRISPY KREME DOUGHNUTS INC COMMON 501014104 60 9,120 SH OTHER 1 x 0 0
KROGER CO COMMON 501044101 1,580 65,220 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
L-3 COMMUNICATIONS HLDGS IN COMMON 502424104 978 14,664 SH OTHER 1 x 0 0
LABORATORY CORP AMER HLDGS COMMON 50540R409 903 10,503 SH OTHER 1 x 0 0
LAKE SHORE GOLD CORP COMMON FOREIGN 510728108 53 42,100 SH OTHER 1 x 0 0
LAM RESEARCH CORP COMMON 512807108 460 12,420 SH OTHER 1 x 0 0
LAMAR ADVERTISING CO COMMON 512815101 176 6,400 SH OTHER 1 x 0 0
LANCASTER COLONY CORP COMMON 513847103 155 2,240 SH OTHER 1 x 0 0
LANDSTAR SYS INC COMMON 515098101 285 5,940 SH OTHER 1 x 0 0
LAS VEGAS SANDS CORP COMMON 517834107 1,865 43,653 SH OTHER 1 x 0 0
LASALLE HOTEL PPTYS COMMON 517942108 224 9,260 SH OTHER 1 x 0 0
LATTICE SEMICONDUCTOR CORP COMMON 518415104 101 17,040 SH OTHER 1 x 0 0
LAUDER ESTEE COS INC COMMON 518439104 1,671 14,880 SH OTHER 1 x 0 0
LEAR CORP COMMON 521865204 449 11,280 SH OTHER 1 x 0 0
LEGG MASON INC COMMON 524901105 385 16,020 SH OTHER 1 x 0 0
LEGGETT & PLATT INC COMMON 524660107 395 17,160 SH OTHER 1 x 0 0
LENDER PROCESSING SVCS INC COMMON 52602E102 199 13,220 SH OTHER 1 x 0 0
LENNAR CORP COMMON 526057104 363 18,460 SH OTHER 1 x 0 0
LENNOX INTL INC COMMON 526107107 213 6,320 SH OTHER 1 x 0 0
LEUCADIA NATL CORP COMMON 527288104 567 24,940 SH OTHER 1 x 0 0
LEVEL 3 COMMUNICATIONS INC COMMON 52729N308 624 36,746 SH OTHER 1 x 0 0
LEXINGTON REALTY TRUST COMMON 529043101 106 14,200 SH OTHER 1 x 0 0
LEXMARK INTL NEW COMMON 529771107 306 9,240 SH OTHER 1 x 0 0
LIBERTY GLOBAL INC COMMON 530555101 597 14,540 SH OTHER 1 x 0 0
LIBERTY GLOBAL INC COMMON 530555309 560 14,180 SH OTHER 1 x 0 0
LIBERTY INTERACTIVE CORPORA COMMON 53071M104 1,178 72,664 SH OTHER 1 x 0 0
LIBERTY MEDIA CORPORATION COMMON 530322106 1,019 13,059 SH OTHER 1 x 0 0
LIBERTY PPTY TR COMMON 531172104 436 14,120 SH OTHER 1 x 0 0
LIFE TECHNOLOGIES CORP COMMON 53217V109 736 18,920 SH OTHER 1 x 0 0
LIFE TIME FITNESS INC COMMON 53217R207 206 4,400 SH OTHER 1 x 0 0
LIFEPOINT HOSPITALS INC COMMON 53219L109 228 6,140 SH OTHER 1 x 0 0
LILLY ELI & CO COMMON 532457108 5,104 122,800 SH OTHER 1 x 0 0
LIMITED BRANDS INC COMMON 532716107 1,457 36,120 SH OTHER 1 x 0 0
LINCARE HLDGS INC COMMON 532791100 291 11,310 SH OTHER 1 x 0 0
LINCOLN ELEC HLDGS INC COMMON 533900106 363 9,280 SH OTHER 1 x 0 0
LINCOLN NATL CORP IND COMMON 534187109 815 41,960 SH OTHER 1 x 0 0
LINEAR TECHNOLOGY CORP COMMON 535678106 905 30,140 SH OTHER 1 x 0 0
LIVE NATION ENTERTAINMENT I COMMON 538034109 155 18,627 SH OTHER 1 x 0 0
LIZ CLAIBORNE INC COMMON 539320101 100 11,640 SH OTHER 1 x 0 0
LKQ CORP COMMON 501889208 495 16,440 SH OTHER 1 x 0 0
LOCKHEED MARTIN CORP COMMON 539830109 2,926 36,171 SH OTHER 1 x 0 0
LOEWS CORP COMMON 540424108 1,511 40,120 SH OTHER 1 x 0 0
LOGITECH INTL S A COMMON FOREIGN H50430232 182 23,296 SH OTHER 1 x 0 0
LONE PINE RES INC COMMON 54222A106 98 14,037 SH OTHER 1 x 0 0
LOUISIANA PAC CORP COMMON 546347105 127 15,680 SH OTHER 1 x 0 0
LOWES COS INC COMMON 548661107 3,932 154,915 SH OTHER 1 x 0 0
LSI CORPORATION COMMON 502161102 444 74,640 SH OTHER 1 x 0 0
LUFKIN INDS INC COMMON 549764108 237 3,520 SH OTHER 1 x 0 0
LULULEMON ATHLETICA INC COMMON FOREIGN 550021109 536 11,480 SH OTHER 1 x 0 0
LYONDELLBASELL INDUSTRIES N COMMON FOREIGN N53745100 1,181 36,360 SH OTHER 1 x 0 0
M & T BK CORP COMMON 55261F104 1,055 13,820 SH OTHER 1 x 0 0
MACERICH CO COMMON 554382101 880 17,400 SH OTHER 1 x 0 0
MACK CALI RLTY CORP COMMON 554489104 269 10,060 SH OTHER 1 x 0 0
MACYS INC COMMON 55616P104 1,727 53,660 SH OTHER 1 x 0 0
MADISON SQUARE GARDEN CO COMMON 55826P100 212 7,400 SH OTHER 1 x 0 0
MAGNA INTL INC COMMON FOREIGN 559222401 4,652 139,890 SH DEFINED 3 x 0 0
MAGNA INTL INC COMMON FOREIGN 559222401 664 19,900 SH OTHER 1 x 0 0
MAGNUM HUNTER RES CORP DEL COMMON 55973B102 79 14,700 SH OTHER 1 x 0 0
MANITOWOC INC COMMON 563571108 133 14,460 SH OTHER 1 x 0 0
MANNKIND CORP COMMON 56400P201 30 11,980 SH OTHER 1 x 0 0
MANPOWERGROUP INC COMMON 56418H100 357 9,980 SH OTHER 1 x 0 0
MANULIFE FINL CORP COMMON FOREIGN 56501R106 1,657 155,600 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
MARATHON OIL CORP COMMON 565849106 2,625 89,680 SH OTHER 1 x 0 0
MARATHON PETE CORP COMMON 56585A102 1,420 42,660 SH OTHER 1 x 0 0
MARKEL CORP COMMON 570535104 440 1,060 SH OTHER 1 x 0 0
MARRIOTT INTL INC NEW COMMON 571903202 1,258 43,121 SH OTHER 1 x 0 0
MARSH & MCLENNAN COS INC COMMON 571748102 2,130 67,360 SH OTHER 1 x 0 0
MARTIN MARIETTA MATLS INC COMMON 573284106 477 6,331 SH OTHER 1 x 0 0
MARVELL TECHNOLOGY GROUP LT COMMON G5876H105 742 53,580 SH OTHER 1 x 0 0
MASCO CORP COMMON 574599106 557 53,160 SH OTHER 1 x 0 0
MASTERCARD INC COMMON 57636Q104 4,862 13,040 SH OTHER 1 x 0 0
MATTEL INC COMMON 577081102 1,028 37,020 SH OTHER 1 x 0 0
MAXIM INTEGRATED PRODS INC COMMON 57772K101 945 36,300 SH OTHER 1 x 0 0
MBIA INC COMMON 55262C100 218 18,780 SH OTHER 1 x 0 0
MCCORMICK & CO INC COMMON 579780206 707 14,020 SH OTHER 1 x 0 0
MCDERMOTT INTL INC COMMON 580037109 325 28,260 SH OTHER 1 x 0 0
MCDONALDS CORP COMMON 580135101 12,674 126,320 SH OTHER 1 x 0 0
MCG CAPITAL CORP COMMON 58047P107 38 9,540 SH OTHER 1 x 0 0
MCGRAW HILL COS INC COMMON 580645109 1,616 35,940 SH OTHER 1 x 0 0
MCKESSON CORP COMMON 58155Q103 2,277 29,220 SH OTHER 1 x 0 0
MCMORAN EXPLORATION CO COMMON 582411104 170 11,660 SH OTHER 1 x 0 0
MDU RES GROUP INC COMMON 552690109 487 22,700 SH OTHER 1 x 0 0
MEAD JOHNSON NUTRITION CO COMMON 582839106 1,831 26,640 SH OTHER 1 x 0 0
MEADWESTVACO CORP COMMON 583334107 797 26,620 SH OTHER 1 x 0 0
MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 2,542 45,467 SH OTHER 1 x 0 0
MEDICAL PPTYS TRUST INC COMMON 58463J304 149 15,080 SH OTHER 1 x 0 0
MEDICIS PHARMACEUTICAL CORP COMMON 584690309 237 7,140 SH OTHER 1 x 0 0
MEDIVATION INC COMMON 58501N101 212 4,600 SH OTHER 1 x 0 0
MEDNAX INC COMMON 58502B106 406 5,640 SH OTHER 1 x 0 0
MEDTRONIC INC COMMON 585055106 4,822 126,061 SH OTHER 1 x 0 0
MEMC ELECTR MATLS INC COMMON 552715104 122 31,040 SH OTHER 1 x 0 0
MENS WEARHOUSE INC COMMON 587118100 193 5,960 SH OTHER 1 x 0 0
MENTOR GRAPHICS CORP COMMON 587200106 161 11,840 SH OTHER 1 x 0 0
MERCADOLIBRE INC COMMON FOREIGN 58733R102 282 3,540 SH OTHER 1 x 0 0
MERCER INTL INC COMMON 588056101 36 5,980 SH OTHER 1 x 0 0
MERCK & CO INC NEW COMMON 58933Y105 13,949 369,992 SH OTHER 1 x 0 0
MERITOR INC COMMON 59001K100 59 11,140 SH OTHER 1 x 0 0
METHANEX CORP COMMON FOREIGN 59151K108 227 9,900 SH OTHER 1 x 0 0
METLIFE INC COMMON 59156R108 4,028 129,200 SH OTHER 1 x 0 0
METROPCS COMMUNICATIONS INC COMMON 591708102 241 27,740 SH OTHER 1 x 0 0
METTLER TOLEDO INTERNATIONA COMMON 592688105 549 3,720 SH OTHER 1 x 0 0
MFA FINANCIAL INC COMMON 55272X102 275 40,920 SH OTHER 1 x 0 0
MGE ENERGY INC COMMON 55277P104 234 5,000 SH OTHER 1 x 0 0
MGIC INVT CORP WIS COMMON 552848103 89 23,820 SH OTHER 1 x 0 0
MGM RESORTS INTERNATIONAL COMMON 552953101 432 41,400 SH OTHER 1 x 0 0
MICREL INC COMMON 594793101 114 11,260 SH OTHER 1 x 0 0
MICROCHIP TECHNOLOGY INC COMMON 595017104 786 21,460 SH OTHER 1 x 0 0
MICROMET INC COMMON 59509C105 127 17,700 SH OTHER 1 x 0 0
MICRON TECHNOLOGY INC COMMON 595112103 682 108,440 SH OTHER 1 x 0 0
MICROS SYS INC COMMON 594901100 427 9,160 SH OTHER 1 x 0 0
MICROSEMI CORP COMMON 595137100 177 10,540 SH OTHER 1 x 0 0
MICROSOFT CORP COMMON 594918104 23,161 892,178 SH OTHER 1 x 0 0
MID-AMER APT CMNTYS INC COMMON 59522J103 308 4,920 SH OTHER 1 x 0 0
MIDDLEBY CORP COMMON 596278101 196 2,080 SH OTHER 1 x 0 0
MKS INSTRUMENT INC COMMON 55306N104 187 6,720 SH OTHER 1 x 0 0
MOHAWK INDS INC COMMON 608190104 475 7,940 SH OTHER 1 x 0 0
MOLYCORP INC DEL COMMON 608753109 178 7,420 SH OTHER 1 x 0 0
MONSANTO CO NEW COMMON 61166W101 4,363 62,260 SH OTHER 1 x 0 0
MONSTER WORLDWIDE INC COMMON 611742107 124 15,580 SH OTHER 1 x 0 0
MOODYS CORP COMMON 615369105 933 27,691 SH OTHER 1 x 0 0
MOOG INC COMMON 615394202 221 5,020 SH OTHER 1 x 0 0
MORGAN STANLEY COMMON 617446448 2,636 174,200 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
MOSAIC CO NEW COMMON 61945C103 1,706 33,833 SH OTHER 1 x 0 0
MOTOROLA MOBILITY HLDGS INC COMMON 620097105 1,319 33,992 SH OTHER 1 x 0 0
MOTOROLA SOLUTIONS INC COMMON 620076307 1,787 38,597 SH OTHER 1 x 0 0
MOVE INC COMMON 62458M207 78 12,320 SH OTHER 1 x 0 0
MSC INDL DIRECT INC COMMON 553530106 323 4,520 SH OTHER 1 x 0 0
MSCI INC COMMON 55354G100 480 14,568 SH OTHER 1 x 0 0
MUELLER WTR PRODS INC COMMON 624758108 45 18,600 SH OTHER 1 x 0 0
MURPHY OIL CORP COMMON 626717102 1,101 19,760 SH OTHER 1 x 0 0
MYLAN INC COMMON 628530107 1,146 53,383 SH OTHER 1 x 0 0
MYRIAD GENETICS INC COMMON 62855J104 230 10,960 SH OTHER 1 x 0 0
NABORS INDUSTRIES LTD COMMON G6359F103 565 32,580 SH OTHER 1 x 0 0
NASDAQ OMX GROUP INC COMMON 631103108 391 15,937 SH OTHER 1 x 0 0
NATIONAL BEVERAGE CORP COMMON 635017106 186 11,560 SH OTHER 1 x 0 0
NATIONAL FUEL GAS CO N J COMMON 636180101 500 9,000 SH OTHER 1 x 0 0
NATIONAL INSTRS CORP COMMON 636518102 283 10,910 SH OTHER 1 x 0 0
NATIONAL OILWELL VARCO INC COMMON 637071101 3,574 52,561 SH OTHER 1 x 0 0
NATIONAL PENN BANCSHARES IN COMMON 637138108 147 17,380 SH OTHER 1 x 0 0
NATIONAL RETAIL PROPERTIES COMMON 637417106 228 8,660 SH OTHER 1 x 0 0
NAVISTAR INTL CORP NEW COMMON 63934E108 339 8,960 SH OTHER 1 x 0 0
NCR CORP NEW COMMON 62886E108 312 18,980 SH OTHER 1 x 0 0
NEKTAR THERAPEUTICS COMMON 640268108 82 14,720 SH OTHER 1 x 0 0
NEOPROBE CORP COMMON 640518106 34 12,900 SH OTHER 1 x 0 0
NETAPP INC COMMON 64110D104 1,610 44,380 SH OTHER 1 x 0 0
NETFLIX INC COMMON 64110L106 406 5,860 SH OTHER 1 x 0 0
NETLOGIC MICROSYSTEMS INC COMMON 64118B100 358 7,220 SH OTHER 1 x 0 0
NEUROCRINE BIOSCIENCES INC COMMON 64125C109 82 9,600 SH OTHER 1 x 0 0
NEUSTAR INC COMMON 64126X201 280 8,180 SH OTHER 1 x 0 0
NEVSUN RES LTD COMMON FOREIGN 64156L101 117 21,000 SH OTHER 1 x 0 0
NEW GOLD INC CDA COMMON FOREIGN 644535106 368 36,500 SH OTHER 1 x 0 0
NEW JERSEY RES COMMON 646025106 240 4,880 SH OTHER 1 x 0 0
NEW YORK CMNTY BANCORP INC COMMON 649445103 539 43,540 SH OTHER 1 x 0 0
NEW YORK TIMES CO COMMON 650111107 126 16,320 SH OTHER 1 x 0 0
NEWCASTLE INVT CORP COMMON 65105M108 63 13,480 SH OTHER 1 x 0 0
NEWELL RUBBERMAID INC COMMON 651229106 636 39,380 SH OTHER 1 x 0 0
NEWFIELD EXPL CO COMMON 651290108 649 17,200 SH OTHER 1 x 0 0
NEWMARKET CORP COMMON 651587107 250 1,260 SH OTHER 1 x 0 0
NEWMONT MINING CORP COMMON 651639106 3,487 58,100 SH OTHER 1 x 0 0
NEWPARK RES INC COMMON 651718504 103 10,800 SH OTHER 1 x 0 0
NEWS CORP COMMON 65248E104 4,034 226,100 SH OTHER 1 x 0 0
NEWS CORP COMMON 65248E203 1,298 71,378 SH OTHER 1 x 0 0
NEXEN INC COMMON FOREIGN 65334H102 924 58,100 SH OTHER 1 x 0 0
NEXTERA ENERGY INC COMMON 65339F101 2,870 47,140 SH OTHER 1 x 0 0
NICE SYS LTD COMMON FOREIGN 653656108 259 7,514 SH OTHER 1 x 0 0
NIELSEN HOLDINGS N V COMMON N63218106 275 9,260 SH OTHER 1 x 0 0
NII HLDGS INC COMMON 62913F201 385 18,080 SH OTHER 1 x 0 0
NIKE INC COMMON 654106103 4,142 42,980 SH OTHER 1 x 0 0
NISOURCE INC COMMON 65473P105 831 34,920 SH OTHER 1 x 0 0
NOBLE CORPORATION BAAR COMMON FOREIGN H5833N103 757 25,060 SH OTHER 1 x 0 0
NOBLE ENERGY INC COMMON 655044105 2,199 23,292 SH OTHER 1 x 0 0
NORDSON CORP COMMON 655663102 284 6,900 SH OTHER 1 x 0 0
NORDSTROM INC COMMON 655664100 1,131 22,760 SH OTHER 1 x 0 0
NORFOLK SOUTHERN CORP COMMON 655844108 3,195 43,847 SH OTHER 1 x 0 0
NORTH AMERN PALLADIUM LTD COMMON FOREIGN 656912102 47 18,400 SH OTHER 1 x 0 0
NORTHEAST UTILS COMMON 664397106 633 17,540 SH OTHER 1 x 0 0
NORTHERN TR CORP COMMON 665859104 290 7,300 SH OTHER 1 x 0 0
NORTHROP GRUMMAN CORP COMMON 666807102 1,785 30,520 SH OTHER 1 x 0 0
NORTHSTAR RLTY FIN CORP COMMON 66704R100 69 14,540 SH OTHER 1 x 0 0
NORTHWEST BANCSHARES INC MD COMMON 667340103 120 9,635 SH OTHER 1 x 0 0
NORTHWEST NAT GAS CO COMMON 667655104 215 4,480 SH OTHER 1 x 0 0
NOVAGOLD RES INC COMMON FOREIGN 66987E206 124 14,500 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
NOVELLUS SYS INC COMMON 670008101 412 9,980 SH OTHER 1 x 0 0
NPS PHARMACEUTICALS INC COMMON 62936P103 93 14,040 SH OTHER 1 x 0 0
NRG ENERGY INC COMMON 629377508 472 26,060 SH OTHER 1 x 0 0
NSTAR COMMON 67019E107 732 15,580 SH OTHER 1 x 0 0
NU SKIN ENTERPRISES INC COMMON 67018T105 315 6,480 SH OTHER 1 x 0 0
NUANCE COMMUNICATIONS INC COMMON 67020Y100 741 29,460 SH OTHER 1 x 0 0
NUCOR CORP COMMON 670346105 1,341 33,900 SH OTHER 1 x 0 0
NV ENERGY INC COMMON 67073Y106 412 25,200 SH OTHER 1 x 0 0
NVIDIA CORP COMMON 67066G104 1,043 75,260 SH OTHER 1 x 0 0
NVR INC COMMON 62944T105 453 660 SH OTHER 1 x 0 0
NYSE EURONEXT COMMON 629491101 865 33,140 SH OTHER 1 x 0 0
O REILLY AUTOMOTIVE INC NEW COMMON 67103H107 1,271 15,900 SH OTHER 1 x 0 0
OASIS PETE INC NEW COMMON 674215108 193 6,620 SH OTHER 1 x 0 0
OCCIDENTAL PETE CORP DEL COMMON 674599105 9,033 96,406 SH OTHER 1 x 0 0
OCEANEERING INTL INC COMMON 675232102 571 12,380 SH OTHER 1 x 0 0
OCWEN FINL CORP COMMON 675746309 171 11,840 SH OTHER 1 x 0 0
OFFICE DEPOT INC COMMON 676220106 85 39,420 SH OTHER 1 x 0 0
OFFICEMAX INC DEL COMMON 67622P101 53 11,680 SH OTHER 1 x 0 0
OGE ENERGY CORP COMMON 670837103 580 10,220 SH OTHER 1 x 0 0
OIL STS INTL INC COMMON 678026105 463 6,060 SH OTHER 1 x 0 0
OLD DOMINION FGHT LINES INC COMMON 679580100 202 4,980 SH OTHER 1 x 0 0
OLD NATL BANCORP IND COMMON 680033107 147 12,660 SH OTHER 1 x 0 0
OLD REP INTL CORP COMMON 680223104 189 20,400 SH OTHER 1 x 0 0
OLIN CORP COMMON 680665205 174 8,880 SH OTHER 1 x 0 0
OMEGA HEALTHCARE INVS INC COMMON 681936100 243 12,560 SH OTHER 1 x 0 0
OMNICARE INC COMMON 681904108 564 16,380 SH OTHER 1 x 0 0
OMNICOM GROUP INC COMMON 681919106 1,596 35,800 SH OTHER 1 x 0 0
ON SEMICONDUCTOR CORP COMMON 682189105 393 50,920 SH OTHER 1 x 0 0
ONEOK INC NEW COMMON 682680103 1,484 17,120 SH OTHER 1 x 0 0
ONYX PHARMACEUTICALS INC COMMON 683399109 348 7,920 SH OTHER 1 x 0 0
OPEN TEXT CORP COMMON FOREIGN 683715106 277 5,400 SH OTHER 1 x 0 0
ORACLE CORP COMMON 68389X105 12,348 481,420 SH OTHER 1 x 0 0
ORIENT-EXPRESS HOTELS LTD COMMON G67743107 106 14,140 SH OTHER 1 x 0 0
OSHKOSH CORP COMMON 688239201 246 11,500 SH OTHER 1 x 0 0
OWENS & MINOR INC NEW COMMON 690732102 226 8,120 SH OTHER 1 x 0 0
OWENS CORNING NEW COMMON 690742101 407 14,180 SH OTHER 1 x 0 0
OWENS ILL INC COMMON 690768403 341 17,620 SH OTHER 1 x 0 0
PACCAR INC COMMON 693718108 1,361 36,320 SH OTHER 1 x 0 0
PACKAGING CORP AMER COMMON 695156109 298 11,820 SH OTHER 1 x 0 0
PALL CORP COMMON 696429307 877 15,340 SH OTHER 1 x 0 0
PAN AMERICAN SILVER CORP COMMON FOREIGN 697900108 241 11,000 SH OTHER 1 x 0 0
PANERA BREAD CO COMMON 69840W108 484 3,420 SH OTHER 1 x 0 0
PARAMETRIC TECHNOLOGY CORP COMMON 699173209 247 13,520 SH OTHER 1 x 0 0
PARKER DRILLING CO COMMON 701081101 127 17,740 SH OTHER 1 x 0 0
PARKER HANNIFIN CORP COMMON 701094104 1,459 19,140 SH OTHER 1 x 0 0
PARTNERRE LTD COMMON G6852T105 471 7,340 SH OTHER 1 x 0 0
PATRIOT COAL CORP COMMON 70336T104 98 11,600 SH OTHER 1 x 0 0
PATTERSON COMPANIES INC COMMON 703395103 217 7,360 SH OTHER 1 x 0 0
PATTERSON UTI ENERGY INC COMMON 703481101 385 19,260 SH OTHER 1 x 0 0
PAYCHEX INC COMMON 704326107 1,094 36,345 SH OTHER 1 x 0 0
PDL BIOPHARMA INC COMMON 69329Y104 113 18,280 SH OTHER 1 x 0 0
PEABODY ENERGY CORP COMMON 704549104 930 28,100 SH OTHER 1 x 0 0
PENGROWTH ENERGY CORP COMMON FOREIGN 70706P104 337 31,900 SH OTHER 1 x 0 0
PENN NATL GAMING INC COMMON 707569109 294 7,720 SH OTHER 1 x 0 0
PENN WEST PETE LTD NEW COMMON FOREIGN 707887105 852 43,000 SH OTHER 1 x 0 0
PENNEY J C INC COMMON 708160106 692 19,700 SH OTHER 1 x 0 0
PENTAIR INC COMMON 709631105 373 11,200 SH OTHER 1 x 0 0
PEOPLES UNITED FINANCIAL IN COMMON 712704105 196 15,280 SH OTHER 1 x 0 0
PEPCO HOLDINGS INC COMMON 713291102 481 23,711 SH OTHER 1 x 0 0
PEPSICO INC COMMON 713448108 21,679 326,740 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
PERKINELMER INC COMMON 714046109 268 13,380 SH OTHER 1 x 0 0
PERRIGO CO COMMON 714290103 1,059 10,880 SH OTHER 1 x 0 0
PETSMART INC COMMON 716768106 803 15,660 SH OTHER 1 x 0 0
PFIZER INC COMMON 717081103 20,436 944,380 SH OTHER 1 x 0 0
PG&E CORP COMMON 69331C108 1,845 44,760 SH OTHER 1 x 0 0
PHARMASSET INC COMMON 71715N106 1,144 8,920 SH OTHER 1 x 0 0
PIEDMONT NAT GAS INC COMMON 720186105 302 8,900 SH OTHER 1 x 0 0
PIEDMONT OFFICE REALTY TR I COMMON 720190206 350 20,560 SH OTHER 1 x 0 0
PIER 1 IMPORTS INC COMMON 720279108 180 12,920 SH OTHER 1 x 0 0
PINNACLE WEST CAP CORP COMMON 723484101 692 14,360 SH OTHER 1 x 0 0
PIONEER NAT RES CO COMMON 723787107 1,195 13,360 SH OTHER 1 x 0 0
PITNEY BOWES INC COMMON 724479100 368 19,840 SH OTHER 1 x 0 0
PLAINS EXPL& PRODTN CO COMMON 726505100 722 19,660 SH OTHER 1 x 0 0
PLANTRONICS INC NEW COMMON 727493108 190 5,320 SH OTHER 1 x 0 0
PLATINUM UNDERWRITER HLDGS COMMON G7127P100 188 5,500 SH OTHER 1 x 0 0
PLUM CREEK TIMBER CO INC COMMON 729251108 592 16,200 SH OTHER 1 x 0 0
PMC-SIERRA INC COMMON 69344F106 155 28,160 SH OTHER 1 x 0 0
PNC FINL SVCS GROUP INC COMMON 693475105 3,588 62,220 SH OTHER 1 x 0 0
PNM RES INC COMMON 69349H107 176 9,680 SH OTHER 1 x 0 0
POLARIS INDS INC COMMON 731068102 437 7,800 SH OTHER 1 x 0 0
POLYCOM INC COMMON 73172K104 341 20,920 SH OTHER 1 x 0 0
POLYONE CORP COMMON 73179P106 131 11,340 SH OTHER 1 x 0 0
POLYPORE INTL INC COMMON 73179V103 186 4,220 SH OTHER 1 x 0 0
POOL CORPORATION COMMON 73278L105 179 5,960 SH OTHER 1 x 0 0
POPULAR INC COMMON 733174106 181 129,880 SH OTHER 1 x 0 0
PORTLAND GEN ELEC CO COMMON 736508847 194 7,660 SH OTHER 1 x 0 0
POST PPTYS INC COMMON 737464107 236 5,400 SH OTHER 1 x 0 0
POTASH CORP SASK INC COMMON FOREIGN 73755L107 2,180 52,750 SH DEFINED 3 x 0 0
POTASH CORP SASK INC COMMON FOREIGN 73755L107 3,460 83,700 SH OTHER 1 x 0 0
POWER ONE INC NEW COMMON 73930R102 56 14,400 SH OTHER 1 x 0 0
PPG INDS INC COMMON 693506107 1,781 21,328 SH OTHER 1 x 0 0
PPL CORP COMMON 69351T106 1,578 53,620 SH OTHER 1 x 0 0
PRAXAIR INC COMMON 74005P104 4,086 38,220 SH OTHER 1 x 0 0
PRECISION CASTPARTS CORP COMMON 740189105 2,848 17,280 SH OTHER 1 x 0 0
PRECISION DRILLING CORP COMMON FOREIGN 74022D308 285 27,700 SH OTHER 1 x 0 0
PREMIERE GLOBAL SVCS INC COMMON 740585104 103 12,105 SH OTHER 1 x 0 0
PRICE T ROWE GROUP INC COMMON 74144T108 2,049 35,980 SH OTHER 1 x 0 0
PRICELINE COM INC COMMON 741503403 2,703 5,780 SH OTHER 1 x 0 0
PRINCIPAL FINL GROUP INC COMMON 74251V102 866 35,220 SH OTHER 1 x 0 0
PRIVATEBANCORP INC COMMON 742962103 112 10,200 SH OTHER 1 x 0 0
PROASSURANCE CORP COMMON 74267C106 254 3,180 SH OTHER 1 x 0 0
PROCTER & GAMBLE CO COMMON 742718109 21,962 329,220 SH OTHER 1 x 0 0
PROGRESS ENERGY INC COMMON 743263105 1,548 27,640 SH OTHER 1 x 0 0
PROGRESS SOFTWARE CORP COMMON 743312100 228 11,790 SH OTHER 1 x 0 0
PROGRESSIVE CORP OHIO COMMON 743315103 1,266 64,900 SH OTHER 1 x 0 0
PROGRESSIVE WASTE SOLUTIONS COMMON FOREIGN 74339G101 401 20,500 SH OTHER 1 x 0 0
PROLOGIS INC COMMON 74340W103 1,624 56,803 SH OTHER 1 x 0 0
PROSPECT CAPITAL CORPORATIO COMMON 74348T102 150 16,100 SH OTHER 1 x 0 0
PROSPERITY BANCSHARES INC COMMON 743606105 203 5,040 SH OTHER 1 x 0 0
PROTECTIVE LIFE CORP COMMON 743674103 258 11,440 SH OTHER 1 x 0 0
PROVIDENT ENERGY LTD NEW COMMON FOREIGN 74386V100 495 51,200 SH OTHER 1 x 0 0
PROVIDENT NEW YORK BANCORP COMMON 744028101 103 15,480 SH OTHER 1 x 0 0
PRUDENTIAL FINL INC COMMON 744320102 3,033 60,520 SH OTHER 1 x 0 0
PS BUSINESS PKS INC CALIF COMMON 69360J107 255 4,600 SH OTHER 1 x 0 0
PUBLIC STORAGE COMMON 74460D109 2,945 21,900 SH OTHER 1 x 0 0
PUBLIC SVC ENTERPRISE GROUP COMMON 744573106 1,938 58,720 SH OTHER 1 x 0 0
PULTE GROUP INC COMMON 745867101 297 47,147 SH OTHER 1 x 0 0
PVH CORP COMMON 693656100 509 7,220 SH OTHER 1 x 0 0
QEP RES INC COMMON 74733V100 643 21,960 SH OTHER 1 x 0 0
QLIK TECHNOLOGIES INC COMMON 74733T105 217 8,960 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
QLOGIC CORP COMMON 747277101 216 14,400 SH OTHER 1 x 0 0
QUALCOMM INC COMMON 747525103 11,064 202,260 SH OTHER 1 x 0 0
QUALITY SYS INC COMMON 747582104 192 5,180 SH OTHER 1 x 0 0
QUANTA SVCS INC COMMON 74762E102 501 23,260 SH OTHER 1 x 0 0
QUANTUM CORP COMMON 747906204 65 27,220 SH OTHER 1 x 0 0
QUEST DIAGNOSTICS INC COMMON 74834L100 959 16,520 SH OTHER 1 x 0 0
QUEST SOFTWARE INC COMMON 74834T103 190 10,200 SH OTHER 1 x 0 0
QUESTAR CORP COMMON 748356102 392 19,720 SH OTHER 1 x 0 0
QUESTCOR PHARMACEUTICALS IN COMMON 74835Y101 297 7,140 SH OTHER 1 x 0 0
QUICKSILVER RESOURCES INC COMMON 74837R104 79 11,760 SH OTHER 1 x 0 0
QUIKSILVER INC COMMON 74838C106 73 20,220 SH OTHER 1 x 0 0
RACKSPACE HOSTING INC COMMON 750086100 511 11,880 SH OTHER 1 x 0 0
RADIAN GROUP INC COMMON 750236101 37 15,820 SH OTHER 1 x 0 0
RADIOSHACK CORP COMMON 750438103 132 13,600 SH OTHER 1 x 0 0
RALCORP HLDGS INC NEW COMMON 751028101 491 5,740 SH OTHER 1 x 0 0
RALPH LAUREN CORP COMMON 751212101 1,044 7,560 SH OTHER 1 x 0 0
RAMBUS INC DEL COMMON 750917106 90 11,880 SH OTHER 1 x 0 0
RANGE RES CORP COMMON 75281A109 1,207 19,481 SH OTHER 1 x 0 0
RAYMOND JAMES FINANCIAL INC COMMON 754730109 398 12,840 SH OTHER 1 x 0 0
RAYONIER INC COMMON 754907103 516 11,560 SH OTHER 1 x 0 0
RAYTHEON CO COMMON 755111507 1,706 35,265 SH OTHER 1 x 0 0
REALTY INCOME CORP COMMON 756109104 498 14,240 SH OTHER 1 x 0 0
RED HAT INC COMMON 756577102 1,031 24,980 SH OTHER 1 x 0 0
REDWOOD TR INC COMMON 758075402 103 10,120 SH OTHER 1 x 0 0
REGAL BELOIT CORP COMMON 758750103 234 4,600 SH OTHER 1 x 0 0
REGAL ENTMT GROUP COMMON 758766109 117 9,820 SH OTHER 1 x 0 0
REGENCY CTRS CORP COMMON 758849103 468 12,440 SH OTHER 1 x 0 0
REGENERON PHARMACEUTICALS COMMON 75886F107 480 8,660 SH OTHER 1 x 0 0
REGIONS FINANCIAL CORP NEW COMMON 7591EP100 631 146,720 SH OTHER 1 x 0 0
REINSURANCE GROUP AMER INC COMMON 759351604 481 9,200 SH OTHER 1 x 0 0
RELIANCE STEEL & ALUMINUM C COMMON 759509102 433 8,900 SH OTHER 1 x 0 0
RENAISSANCERE HOLDINGS LTD COMMON G7496G103 546 7,340 SH OTHER 1 x 0 0
RENT A CTR INC NEW COMMON 76009N100 284 7,680 SH OTHER 1 x 0 0
RENTECH INC COMMON 760112102 40 30,860 SH OTHER 1 x 0 0
REPUBLIC SVCS INC COMMON 760759100 1,111 40,320 SH OTHER 1 x 0 0
RESEARCH IN MOTION LTD COMMON FOREIGN 760975102 636 43,800 SH OTHER 1 x 0 0
RESOURCE CAP CORP COMMON 76120W302 53 9,400 SH OTHER 1 x 0 0
RF MICRODEVICES INC COMMON 749941100 175 32,380 SH OTHER 1 x 0 0
RIGEL PHARMACEUTICALS INC COMMON 766559603 81 10,220 SH OTHER 1 x 0 0
RITE AID CORP COMMON 767754104 111 87,760 SH OTHER 1 x 0 0
RIVERBED TECHNOLOGY INC COMMON 768573107 415 17,680 SH OTHER 1 x 0 0
RLJ LODGING TR COMMON 74965L101 37,664 2,237,935 SH DEFINED 3 x 0 0
ROBBINS & MYERS INC COMMON 770196103 249 5,120 SH OTHER 1 x 0 0
ROBERT HALF INTL INC COMMON 770323103 355 12,460 SH OTHER 1 x 0 0
ROCK-TENN CO COMMON 772739207 445 7,720 SH OTHER 1 x 0 0
ROCKWELL AUTOMATION INC COMMON 773903109 1,394 19,000 SH OTHER 1 x 0 0
ROCKWELL COLLINS INC COMMON 774341101 1,002 18,100 SH OTHER 1 x 0 0
ROCKWOOD HLDGS INC COMMON 774415103 308 7,820 SH OTHER 1 x 0 0
ROGERS COMMUNICATIONS INC COMMON FOREIGN 775109200 1,583 41,100 SH OTHER 1 x 0 0
ROPER INDS INC NEW COMMON 776696106 1,035 11,920 SH OTHER 1 x 0 0
ROSETTA RESOURCES INC COMMON 777779307 279 6,420 SH OTHER 1 x 0 0
ROSS STORES INC COMMON 778296103 1,224 25,760 SH OTHER 1 x 0 0
ROVI CORP COMMON 779376102 323 13,160 SH OTHER 1 x 0 0
ROWAN COS INC COMMON 779382100 407 13,420 SH OTHER 1 x 0 0
ROYAL BK CDA MONTREAL QUE COMMON FOREIGN 780087102 5,509 108,102 SH DEFINED 3 x 0 0
ROYAL BK CDA MONTREAL QUE COMMON FOREIGN 780087102 6,740 132,100 SH OTHER 1 x 0 0
ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 441 17,800 SH OTHER 1 x 0 0
ROYAL GOLD INC COMMON 780287108 418 6,200 SH OTHER 1 x 0 0
RPM INTL INC COMMON 749685103 386 15,740 SH OTHER 1 x 0 0
RUBICON MINERALS CORP COMMON FOREIGN 780911103 84 22,100 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
RUBY TUESDAY INC COMMON 781182100 65 9,380 SH OTHER 1 x 0 0
RUDDICK CORP COMMON 781258108 195 4,580 SH OTHER 1 x 0 0
RYDER SYS INC COMMON 783549108 325 6,120 SH OTHER 1 x 0 0
SAFEWAY INC COMMON 786514208 967 45,950 SH OTHER 1 x 0 0
SAIC INC COMMON 78390X101 351 28,520 SH OTHER 1 x 0 0
SAKS INC COMMON 79377W108 136 13,960 SH OTHER 1 x 0 0
SALESFORCE COM INC COMMON 79466L302 1,546 15,240 SH OTHER 1 x 0 0
SALIX PHARMACEUTICALS INC COMMON 795435106 340 7,100 SH OTHER 1 x 0 0
SALLY BEAUTY HLDGS INC COMMON 79546E104 318 15,060 SH OTHER 1 x 0 0
SANDISK CORP COMMON 80004C101 1,282 26,060 SH OTHER 1 x 0 0
SANDRIDGE ENERGY INC COMMON 80007P307 370 45,377 SH OTHER 1 x 0 0
SANMINA SCI CORP COMMON 800907206 90 9,700 SH OTHER 1 x 0 0
SAPIENT CORP COMMON 803062108 173 13,700 SH OTHER 1 x 0 0
SARA LEE CORP COMMON 803111103 1,359 71,827 SH OTHER 1 x 0 0
SBA COMMUNICATIONS CORP COMMON 78388J106 615 14,320 SH OTHER 1 x 0 0
SCANA CORP NEW COMMON 80589M102 478 10,600 SH OTHER 1 x 0 0
SCHEIN HENRY INC COMMON 806407102 553 8,580 SH OTHER 1 x 0 0
SCHLUMBERGER LTD COMMON 806857108 10,960 160,446 SH OTHER 1 x 0 0
SCHNITZER STL INDS COMMON 806882106 198 4,680 SH OTHER 1 x 0 0
SCHWAB CHARLES CORP NEW COMMON 808513105 1,636 145,266 SH OTHER 1 x 0 0
SCIENTIFIC GAMES CORP COMMON 80874P109 97 9,960 SH OTHER 1 x 0 0
SCOTTS MIRACLE GRO CO COMMON 810186106 247 5,300 SH OTHER 1 x 0 0
SCRIPPS NETWORKS INTERACT I COMMON 811065101 404 9,520 SH OTHER 1 x 0 0
SEACOR HOLDINGS INC COMMON 811904101 268 3,013 SH OTHER 1 x 0 0
SEADRILL LIMITED COMMON FOREIGN G7945E105 970 29,015 SH OTHER 1 x 0 0
SEAGATE TECHNOLOGY PLC COMMON FOREIGN G7945M107 789 48,100 SH OTHER 1 x 0 0
SEALED AIR CORP NEW COMMON 81211K100 169 9,820 SH OTHER 1 x 0 0
SEATTLE GENETICS INC COMMON 812578102 204 12,180 SH OTHER 1 x 0 0
SEI INVESTMENTS CO COMMON 784117103 399 23,000 SH OTHER 1 x 0 0
SEMPRA ENERGY COMMON 816851109 1,449 26,340 SH OTHER 1 x 0 0
SEMTECH CORP COMMON 816850101 186 7,480 SH OTHER 1 x 0 0
SENIOR HSG PPTYS TR COMMON 81721M109 436 19,440 SH OTHER 1 x 0 0
SENSATA TECHNOLOGIES HLDG B COMMON N7902X106 272 10,360 SH OTHER 1 x 0 0
SEQUENOM INC COMMON 817337405 59 13,180 SH OTHER 1 x 0 0
SERVICE CORP INTL COMMON 817565104 297 27,900 SH OTHER 1 x 0 0
SHAW COMMUNICATIONS INC COMMON FOREIGN 82028K200 586 29,500 SH OTHER 1 x 0 0
SHAW GROUP INC COMMON 820280105 261 9,700 SH OTHER 1 x 0 0
SHERWIN WILLIAMS CO COMMON 824348106 1,062 11,900 SH OTHER 1 x 0 0
SIGMA ALDRICH CORP COMMON 826552101 887 14,200 SH OTHER 1 x 0 0
SIGNATURE BK NEW YORK N Y COMMON 82669G104 300 5,000 SH OTHER 1 x 0 0
SIGNET JEWELERS LIMITED COMMON FOREIGN G81276100 455 10,360 SH OTHER 1 x 0 0
SILGAN HOLDINGS INC COMMON 827048109 189 4,880 SH OTHER 1 x 0 0
SILICON IMAGE INC COMMON 82705T102 46 9,820 SH OTHER 1 x 0 0
SILICON LABORATORIES INC COMMON 826919102 187 4,300 SH OTHER 1 x 0 0
SILVER WHEATON CORP COMMON FOREIGN 828336107 2,815 97,200 SH DEFINED 3 x 0 0
SILVER WHEATON CORP COMMON FOREIGN 828336107 886 30,600 SH OTHER 1 x 0 0
SILVERCORP METALS INC COMMON FOREIGN 82835P103 108 16,800 SH OTHER 1 x 0 0
SIMON PPTY GROUP INC NEW COMMON 828806109 5,051 39,173 SH OTHER 1 x 0 0
SIMPSON MANUFACTURING CO IN COMMON 829073105 182 5,420 SH OTHER 1 x 0 0
SIRIUS XM RADIO INC COMMON 82967N108 830 456,300 SH OTHER 1 x 0 0
SIRONA DENTAL SYSTEMS INC COMMON 82966C103 303 6,880 SH OTHER 1 x 0 0
SIX FLAGS ENTMT CORP NEW COMMON 83001A102 240 5,820 SH OTHER 1 x 0 0
SKYWORKS SOLUTIONS INC COMMON 83088M102 363 22,360 SH OTHER 1 x 0 0
SL GREEN RLTY CORP COMMON 78440X101 665 9,980 SH OTHER 1 x 0 0
SM ENERGY CO COMMON 78454L100 537 7,340 SH OTHER 1 x 0 0
SMART BALANCE INC COMMON 83169Y108 51 9,520 SH OTHER 1 x 0 0
SMITH A O COMMON 831865209 183 4,560 SH OTHER 1 x 0 0
SMITHFIELD FOODS INC COMMON 832248108 431 17,760 SH OTHER 1 x 0 0
SMUCKER J M CO COMMON 832696405 957 12,240 SH OTHER 1 x 0 0
SNAP ON INC COMMON 833034101 351 6,940 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
SOLERA HOLDINGS INC COMMON 83421A104 397 8,920 SH OTHER 1 x 0 0
SOLUTIA INC COMMON 834376501 260 15,060 SH OTHER 1 x 0 0
SONOCO PRODS CO COMMON 835495102 350 10,620 SH OTHER 1 x 0 0
SONUS NETWORKS INC COMMON 835916107 78 32,640 SH OTHER 1 x 0 0
SOTHEBYS COMMON 835898107 235 8,220 SH OTHER 1 x 0 0
SOUTH JERSEY INDS INC COMMON 838518108 176 3,100 SH OTHER 1 x 0 0
SOUTHERN CO COMMON 842587107 5,173 111,760 SH OTHER 1 x 0 0
SOUTHERN UN CO NEW COMMON 844030106 545 12,940 SH OTHER 1 x 0 0
SOUTHWEST AIRLS CO COMMON 844741108 166 19,380 SH OTHER 1 x 0 0
SOUTHWEST GAS CORP COMMON 844895102 274 6,460 SH OTHER 1 x 0 0
SOUTHWESTERN ENERGY CO COMMON 845467109 1,215 38,040 SH OTHER 1 x 0 0
SPANSION INC COMMON 84649R200 78 9,440 SH OTHER 1 x 0 0
SPDR S&P 500 ETF TR COMMON 78462F103 3,231 25,749 SH DEFINED 3 x 0 0
SPDR S&P 500 ETF TR COMMON 78462F103 14,311 114,032 SH OTHER 1 x 0 0
SPECTRA ENERGY CORP COMMON 847560109 3,044 99,000 SH OTHER 1 x 0 0
SPIRIT AEROSYSTEMS HLDGS IN COMMON 848574109 283 13,600 SH OTHER 1 x 0 0
SPRINT NEXTEL CORP COMMON 852061100 807 345,000 SH OTHER 1 x 0 0
SPX CORP COMMON 784635104 426 7,060 SH OTHER 1 x 0 0
ST JOE CO COMMON 790148100 145 9,900 SH OTHER 1 x 0 0
ST JUDE MED INC COMMON 790849103 1,349 39,320 SH OTHER 1 x 0 0
STANCORP FINL GROUP INC COMMON 852891100 198 5,400 SH OTHER 1 x 0 0
STANDARD PAC CORP NEW COMMON 85375C101 41 12,900 SH OTHER 1 x 0 0
STANLEY BLACK & DECKER INC COMMON 854502101 1,374 20,321 SH OTHER 1 x 0 0
STAPLES INC COMMON 855030102 1,127 81,140 SH OTHER 1 x 0 0
STARBUCKS CORP COMMON 855244109 4,168 90,580 SH OTHER 1 x 0 0
STARWOOD HOTELS&RESORTS WRL COMMON 85590A401 1,079 22,500 SH OTHER 1 x 0 0
STARWOOD PPTY TR INC COMMON 85571B105 195 10,540 SH OTHER 1 x 0 0
STATE STR CORP COMMON 857477103 2,450 60,780 SH OTHER 1 x 0 0
STEEL DYNAMICS INC COMMON 858119100 302 22,960 SH OTHER 1 x 0 0
STEELCASE INC COMMON 858155203 76 10,220 SH OTHER 1 x 0 0
STERICYCLE INC COMMON 858912108 746 9,580 SH OTHER 1 x 0 0
STERIS CORP COMMON 859152100 256 8,580 SH OTHER 1 x 0 0
STEWART ENTERPRISES INC COMMON 860370105 66 11,380 SH OTHER 1 x 0 0
STIFEL FINL CORP COMMON 860630102 205 6,410 SH OTHER 1 x 0 0
STILLWATER MNG CO COMMON 86074Q102 144 13,740 SH OTHER 1 x 0 0
STRATEGIC HOTELS & RESORTS COMMON 86272T106 99 18,400 SH OTHER 1 x 0 0
STRYKER CORP COMMON 863667101 1,736 34,916 SH OTHER 1 x 0 0
SUCCESSFACTORS INC COMMON 864596101 340 8,540 SH OTHER 1 x 0 0
SUN LIFE FINL INC COMMON FOREIGN 866796105 1,223 65,900 SH OTHER 1 x 0 0
SUNCOR ENERGY INC NEW COMMON FOREIGN 867224107 6,628 229,825 SH DEFINED 3 x 0 0
SUNCOR ENERGY INC NEW COMMON FOREIGN 867224107 4,173 144,696 SH OTHER 1 x 0 0
SUNOCO INC COMMON 86764P109 633 15,440 SH OTHER 1 x 0 0
SUNRISE SENIOR LIVING INC COMMON 86768K106 58 8,900 SH OTHER 1 x 0 0
SUNSTONE HOTEL INVS INC NEW COMMON 867892101 141 17,260 SH OTHER 1 x 0 0
SUNTRUST BKS INC COMMON 867914103 1,071 60,499 SH OTHER 1 x 0 0
SUPERIOR ENERGY SVCS INC COMMON 868157108 284 10,000 SH OTHER 1 x 0 0
SUPERVALU INC COMMON 868536103 320 39,420 SH OTHER 1 x 0 0
SUSQUEHANNA BANCSHARES INC COMMON 869099101 181 21,640 SH OTHER 1 x 0 0
SVB FINL GROUP COMMON 78486Q101 254 5,320 SH OTHER 1 x 0 0
SWIFT ENERGY CO COMMON 870738101 206 6,920 SH OTHER 1 x 0 0
SWIFT TRANSN CO COMMON 87074U101 92 11,180 SH OTHER 1 x 0 0
SWISHER HYGIENE INC COMMON 870808102 61 16,280 SH OTHER 1 x 0 0
SXC HEALTH SOLUTIONS CORP COMMON 78505P100 332 5,900 SH OTHER 1 x 0 0
SYMANTEC CORP COMMON 871503108 1,323 84,520 SH OTHER 1 x 0 0
SYMETRA FINL CORP COMMON 87151Q106 113 12,440 SH OTHER 1 x 0 0
SYNOPSYS INC COMMON 871607107 416 15,280 SH OTHER 1 x 0 0
SYNOVUS FINL CORP COMMON 87161C105 147 104,260 SH OTHER 1 x 0 0
SYSCO CORP COMMON 871829107 1,945 66,320 SH OTHER 1 x 0 0
TAKE-TWO INTERACTIVE SOFTWA COMMON 874054109 120 8,860 SH OTHER 1 x 0 0
TALEO CORP COMMON 87424N104 197 5,100 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
TALISMAN ENERGY INC COMMON FOREIGN 87425E103 4,573 359,475 SH DEFINED 3 x 0 0
TALISMAN ENERGY INC COMMON FOREIGN 87425E103 1,200 94,200 SH OTHER 1 x 0 0
TANGER FACTORY OUTLET CTRS COMMON 875465106 253 8,640 SH OTHER 1 x 0 0
TARGET CORP COMMON 87612E106 3,757 73,360 SH OTHER 1 x 0 0
TASEKO MINES LTD COMMON FOREIGN 876511106 45 16,500 SH OTHER 1 x 0 0
TAUBMAN CTRS INC COMMON 876664103 369 5,940 SH OTHER 1 x 0 0
TCF FINL CORP COMMON 872275102 218 21,140 SH OTHER 1 x 0 0
TD AMERITRADE HLDG CORP COMMON 87236Y108 513 32,748 SH OTHER 1 x 0 0
TE CONNECTIVITY LTD COMMON H84989104 1,626 52,780 SH OTHER 1 x 0 0
TECH DATA CORP COMMON 878237106 258 5,220 SH OTHER 1 x 0 0
TECHNE CORP COMMON 878377100 269 3,940 SH OTHER 1 x 0 0
TECK RESOURCES LTD COMMON FOREIGN 878742204 1,911 54,200 SH OTHER 1 x 0 0
TECO ENERGY INC COMMON 872375100 379 19,780 SH OTHER 1 x 0 0
TEKELEC COMMON 879101103 122 11,200 SH OTHER 1 x 0 0
TELEDYNE TECHNOLOGIES INC COMMON 879360105 215 3,920 SH OTHER 1 x 0 0
TELEFLEX INC COMMON 879369106 303 4,940 SH OTHER 1 x 0 0
TELEPHONE & DATA SYS INC COMMON 879433100 261 10,074 SH OTHER 1 x 0 0
TELLABS INC COMMON 879664100 172 42,560 SH OTHER 1 x 0 0
TELUS CORP COMMON FOREIGN 87971M202 1,234 23,000 SH OTHER 1 x 0 0
TEMPLE INLAND INC COMMON 879868107 398 12,560 SH OTHER 1 x 0 0
TEMPUR PEDIC INTL INC COMMON 88023U101 419 7,980 SH OTHER 1 x 0 0
TENET HEALTHCARE CORP COMMON 88033G100 299 58,240 SH OTHER 1 x 0 0
TENNECO INC COMMON 880349105 204 6,840 SH OTHER 1 x 0 0
TERADATA CORP DEL COMMON 88076W103 921 18,980 SH OTHER 1 x 0 0
TERADYNE INC COMMON 880770102 303 22,240 SH OTHER 1 x 0 0
TEREX CORP NEW COMMON 880779103 184 13,620 SH OTHER 1 x 0 0
TESLA MTRS INC COMMON 88160R101 188 6,580 SH OTHER 1 x 0 0
TESORO CORP COMMON 881609101 408 17,460 SH OTHER 1 x 0 0
TETRA TECHNOLOGIES INC DEL COMMON 88162F105 108 11,560 SH OTHER 1 x 0 0
TEVA PHARMACEUTICAL INDS LT COMMON 881624209 3,620 89,697 SH OTHER 1 x 0 0
TEXAS INSTRS INC COMMON 882508104 3,893 133,740 SH OTHER 1 x 0 0
TEXTRON INC COMMON 883203101 602 32,580 SH OTHER 1 x 0 0
TFS FINL CORP COMMON 87240R107 101 11,220 SH OTHER 1 x 0 0
THERAVANCE INC COMMON 88338T104 204 9,240 SH OTHER 1 x 0 0
THERMO FISHER SCIENTIFIC IN COMMON 883556102 2,010 44,701 SH OTHER 1 x 0 0
THOMAS & BETTS CORP COMMON 884315102 312 5,720 SH OTHER 1 x 0 0
THOMPSON CREEK METALS CO IN COMMON FOREIGN 884768102 82 11,800 SH OTHER 1 x 0 0
THOMSON REUTERS CORP COMMON FOREIGN 884903105 1,173 43,900 SH OTHER 1 x 0 0
THORATEC CORP COMMON 885175307 230 6,860 SH OTHER 1 x 0 0
TIBCO SOFTWARE INC COMMON 88632Q103 470 19,660 SH OTHER 1 x 0 0
TIDEWATER INC COMMON 886423102 258 5,240 SH OTHER 1 x 0 0
TIFFANY & CO NEW COMMON 886547108 1,020 15,400 SH OTHER 1 x 0 0
TIM HORTONS INC COMMON FOREIGN 88706M103 722 14,900 SH OTHER 1 x 0 0
TIME WARNER CABLE INC COMMON 88732J207 2,449 38,521 SH OTHER 1 x 0 0
TIME WARNER INC COMMON 887317303 4,674 129,320 SH OTHER 1 x 0 0
TIMKEN CO COMMON 887389104 399 10,320 SH OTHER 1 x 0 0
TITANIUM METALS CORP COMMON 888339207 170 11,340 SH OTHER 1 x 0 0
TIVO INC COMMON 888706108 128 14,260 SH OTHER 1 x 0 0
TJX COS INC NEW COMMON 872540109 2,932 45,420 SH OTHER 1 x 0 0
TOLL BROTHERS INC COMMON 889478103 363 17,780 SH OTHER 1 x 0 0
TORCHMARK CORP COMMON 891027104 641 14,770 SH OTHER 1 x 0 0
TORO CO COMMON 891092108 214 3,520 SH OTHER 1 x 0 0
TORONTO DOMINION BK ONT COMMON FOREIGN 891160509 10,981 146,717 SH DEFINED 3 x 0 0
TORONTO DOMINION BK ONT COMMON FOREIGN 891160509 6,126 81,800 SH OTHER 1 x 0 0
TOTAL SYS SVCS INC COMMON 891906109 150 7,680 SH OTHER 1 x 0 0
TOWER SEMICONDUCTOR LTD COMMON FOREIGN M87915100 32 53,865 SH OTHER 1 x 0 0
TOWERS WATSON & CO COMMON 891894107 369 6,160 SH OTHER 1 x 0 0
TRACTOR SUPPLY CO COMMON 892356106 588 8,380 SH OTHER 1 x 0 0
TRANSALTA CORP COMMON FOREIGN 89346D107 384 18,600 SH OTHER 1 x 0 0
TRANSATLANTIC HLDGS INC COMMON 893521104 389 7,100 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
TRANSCANADA CORP COMMON FOREIGN 89353D107 2,688 61,500 SH OTHER 1 x 0 0
TRANSDIGM GROUP INC COMMON 893641100 528 5,520 SH OTHER 1 x 0 0
TRANSOCEAN LTD COMMON FOREIGN H8817H100 1,046 27,100 SH OTHER 1 x 0 0
TRAVELERS COMPANIES INC COMMON 89417E109 2,809 47,475 SH OTHER 1 x 0 0
TREEHOUSE FOODS INC COMMON 89469A104 263 4,020 SH OTHER 1 x 0 0
TRIMBLE NAVIGATION LTD COMMON 896239100 653 15,040 SH OTHER 1 x 0 0
TRINITY INDS INC COMMON 896522109 311 10,360 SH OTHER 1 x 0 0
TRIPADVISOR INC COMMON 896945201 309 12,250 SH OTHER 1 x 0 0
TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 104 21,280 SH OTHER 1 x 0 0
TRIUMPH GROUP INC NEW COMMON 896818101 264 4,520 SH OTHER 1 x 0 0
TRUSTCO BK CORP N Y COMMON 898349105 113 20,200 SH OTHER 1 x 0 0
TRW AUTOMOTIVE HLDGS CORP COMMON 87264S106 404 12,380 SH OTHER 1 x 0 0
TUPPERWARE BRANDS CORP COMMON 899896104 411 7,340 SH OTHER 1 x 0 0
TW TELECOM INC COMMON 87311L104 341 17,620 SH OTHER 1 x 0 0
TWO HBRS INVT CORP COMMON 90187B101 112 12,080 SH OTHER 1 x 0 0
TYCO INTERNATIONAL LTD COMMON H89128104 2,573 55,077 SH OTHER 1 x 0 0
TYSON FOODS INC COMMON 902494103 707 34,260 SH OTHER 1 x 0 0
U S G CORP COMMON 903293405 116 11,460 SH OTHER 1 x 0 0
UBS AG COMMON FOREIGN H89231338 4,107 345,095 SH OTHER 1 x 0 0
UDR INC COMMON 902653104 619 24,660 SH OTHER 1 x 0 0
UGI CORP NEW COMMON 902681105 412 14,020 SH OTHER 1 x 0 0
ULTA SALON COSMETCS & FRAG COMMON 90384S303 392 6,040 SH OTHER 1 x 0 0
ULTIMATE SOFTWARE GROUP INC COMMON 90385D107 190 2,920 SH OTHER 1 x 0 0
ULTRA PETROLEUM CORP COMMON 903914109 509 17,187 SH OTHER 1 x 0 0
UMPQUA HLDGS CORP COMMON 904214103 196 15,780 SH OTHER 1 x 0 0
UNDER ARMOUR INC COMMON 904311107 322 4,480 SH OTHER 1 x 0 0
UNION PAC CORP COMMON 907818108 6,356 60,000 SH OTHER 1 x 0 0
UNIT CORP COMMON 909218109 242 5,220 SH OTHER 1 x 0 0
UNITED NAT FOODS INC COMMON 911163103 215 5,380 SH OTHER 1 x 0 0
UNITED ONLINE INC COMMON 911268100 62 11,480 SH OTHER 1 x 0 0
UNITED PARCEL SERVICE INC COMMON 911312106 6,725 91,880 SH OTHER 1 x 0 0
UNITED RENTALS INC COMMON 911363109 187 6,320 SH OTHER 1 x 0 0
UNITED STATES STL CORP NEW COMMON 912909108 441 16,680 SH OTHER 1 x 0 0
UNITED STATIONERS INC COMMON 913004107 180 5,520 SH OTHER 1 x 0 0
UNITED TECHNOLOGIES CORP COMMON 913017109 7,356 100,640 SH OTHER 1 x 0 0
UNITED THERAPEUTICS CORP DE COMMON 91307C102 294 6,220 SH OTHER 1 x 0 0
UNITEDHEALTH GROUP INC COMMON 91324P102 6,650 131,220 SH OTHER 1 x 0 0
UNIVERSAL DISPLAY CORP COMMON 91347P105 183 4,980 SH OTHER 1 x 0 0
UNIVERSAL HLTH SVCS INC COMMON 913903100 451 11,600 SH OTHER 1 x 0 0
UNUM GROUP COMMON 91529Y106 841 39,900 SH OTHER 1 x 0 0
URBAN OUTFITTERS INC COMMON 917047102 327 11,880 SH OTHER 1 x 0 0
URS CORP NEW COMMON 903236107 326 9,280 SH OTHER 1 x 0 0
US BANCORP DEL COMMON 902973304 6,253 231,178 SH OTHER 1 x 0 0
US GOLD CORPORATION COMMON 912023207 51 15,180 SH OTHER 1 x 0 0
UTI WORLDWIDE INC COMMON G87210103 176 13,240 SH OTHER 1 x 0 0
V F CORP COMMON 918204108 1,534 12,080 SH OTHER 1 x 0 0
VAALCO ENERGY INC COMMON 91851C201 58 9,640 SH OTHER 1 x 0 0
VAIL RESORTS INC COMMON 91879Q109 176 4,160 SH OTHER 1 x 0 0
VALERO ENERGY CORP NEW COMMON 91913Y100 1,501 71,300 SH OTHER 1 x 0 0
VALIDUS HOLDINGS LTD COMMON G9319H102 236 7,480 SH OTHER 1 x 0 0
VALLEY NATL BANCORP COMMON 919794107 225 18,186 SH OTHER 1 x 0 0
VALMONT INDS INC COMMON 920253101 227 2,500 SH OTHER 1 x 0 0
VALSPAR CORP COMMON 920355104 369 9,480 SH OTHER 1 x 0 0
VALUECLICK INC COMMON 92046N102 142 8,740 SH OTHER 1 x 0 0
VANGUARD INDEX FDS COMMON 922908637 35,192 614,058 SH DEFINED 3 x 0 0
VANGUARD INDEX FDS COMMON 922908751 13,368 191,875 SH DEFINED 3 x 0 0
VANGUARD INTL EQUITY INDEX COMMON 922042858 398,275 10,423,322 SH OTHER 1 x 0 0
VANGUARD INTL EQUITY INDEX COMMON 922042858 24,386 639,810 SH DEFINED 3 x 0 0
VARIAN MED SYS INC COMMON 92220P105 1,089 16,220 SH OTHER 1 x 0 0
VCA ANTECH INC COMMON 918194101 194 9,840 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
VECTREN CORP COMMON 92240G101 293 9,680 SH OTHER 1 x 0 0
VENTAS INC COMMON 92276F100 1,554 28,180 SH OTHER 1 x 0 0
VERIFONE SYS INC COMMON 92342Y109 445 12,540 SH OTHER 1 x 0 0
VERISIGN INC COMMON 92343E102 596 16,680 SH OTHER 1 x 0 0
VERISK ANALYTICS INC COMMON 92345Y106 649 16,160 SH OTHER 1 x 0 0
VERIZON COMMUNICATIONS INC COMMON 92343V104 13,723 342,060 SH OTHER 1 x 0 0
VERTEX PHARMACEUTICALS INC COMMON 92532F100 763 22,980 SH OTHER 1 x 0 0
VIACOM INC NEW COMMON 92553P201 2,889 63,620 SH OTHER 1 x 0 0
VIASAT INC COMMON 92552V100 205 4,440 SH OTHER 1 x 0 0
VIRGIN MEDIA INC COMMON 92769L101 796 37,220 SH OTHER 1 x 0 0
VIROPHARMA INC COMMON 928241108 256 9,340 SH OTHER 1 x 0 0
VISA INC COMMON 92826C839 6,372 62,762 SH OTHER 1 x 0 0
VISHAY INTERTECHNOLOGY INC COMMON 928298108 193 21,420 SH OTHER 1 x 0 0
VISTEON CORP COMMON 92839U206 318 6,370 SH OTHER 1 x 0 0
VIVUS INC COMMON 928551100 103 10,520 SH OTHER 1 x 0 0
VMWARE INC COMMON 928563402 942 11,320 SH OTHER 1 x 0 0
VONAGE HLDGS CORP COMMON 92886T201 48 19,580 SH OTHER 1 x 0 0
VORNADO RLTY TR COMMON 929042109 1,712 22,280 SH OTHER 1 x 0 0
VULCAN MATLS CO COMMON 929160109 556 14,120 SH OTHER 1 x 0 0
WABASH NATL CORP COMMON 929566107 73 9,360 SH OTHER 1 x 0 0
WABCO HLDGS INC COMMON 92927K102 349 8,040 SH OTHER 1 x 0 0
WABTEC CORP COMMON 929740108 389 5,560 SH OTHER 1 x 0 0
WADDELL & REED FINL INC COMMON 930059100 336 13,580 SH OTHER 1 x 0 0
WAL MART STORES INC COMMON 931142103 13,165 220,300 SH OTHER 1 x 0 0
WALGREEN CO COMMON 931422109 3,566 107,860 SH OTHER 1 x 0 0
WALTER ENERGY INC COMMON 93317Q105 411 6,780 SH OTHER 1 x 0 0
WARNACO GROUP INC COMMON 934390402 258 5,160 SH OTHER 1 x 0 0
WARNER CHILCOTT PLC IRELAND COMMON G94368100 316 20,900 SH OTHER 1 x 0 0
WARREN RES INC COMMON 93564A100 68 20,900 SH OTHER 1 x 0 0
WASHINGTON FED INC COMMON 938824109 189 13,540 SH OTHER 1 x 0 0
WASHINGTON POST CO COMMON 939640108 196 520 SH OTHER 1 x 0 0
WASHINGTON REAL ESTATE INVT COMMON 939653101 192 7,020 SH OTHER 1 x 0 0
WASTE CONNECTIONS INC COMMON 941053100 372 11,220 SH OTHER 1 x 0 0
WASTE MGMT INC DEL COMMON 94106L109 1,781 54,460 SH OTHER 1 x 0 0
WATERS CORP COMMON 941848103 967 13,060 SH OTHER 1 x 0 0
WATSCO INC COMMON 942622200 190 2,900 SH OTHER 1 x 0 0
WATSON PHARMACEUTICALS INC COMMON 942683103 865 14,340 SH OTHER 1 x 0 0
WAUSAU PAPER CORP COMMON 943315101 82 9,940 SH OTHER 1 x 0 0
WEATHERFORD INTERNATIONAL L COMMON H27013103 1,165 79,600 SH OTHER 1 x 0 0
WEBMD HEALTH CORP COMMON 94770V102 252 6,720 SH OTHER 1 x 0 0
WEBSTER FINL CORP CONN COMMON 947890109 180 8,820 SH OTHER 1 x 0 0
WEIGHT WATCHERS INTL INC NE COMMON 948626106 206 3,740 SH OTHER 1 x 0 0
WEINGARTEN RLTY INVS COMMON 948741103 274 12,580 SH OTHER 1 x 0 0
WELLCARE HEALTH PLANS INC COMMON 94946T106 263 5,000 SH OTHER 1 x 0 0
WELLPOINT INC COMMON 94973V107 2,906 43,870 SH OTHER 1 x 0 0
WELLS FARGO & CO NEW COMMON 949746101 16,503 598,800 SH OTHER 1 x 0 0
WENDYS CO COMMON 95058W100 223 41,600 SH OTHER 1 x 0 0
WESCO INTL INC COMMON 95082P105 271 5,120 SH OTHER 1 x 0 0
WESTAMERICA BANCORPORATION COMMON 957090103 221 5,040 SH OTHER 1 x 0 0
WESTAR ENERGY INC COMMON 95709T100 319 11,080 SH OTHER 1 x 0 0
WESTERN ALLIANCE BANCORP COMMON 957638109 71 11,380 SH OTHER 1 x 0 0
WESTERN DIGITAL CORP COMMON 958102105 833 26,920 SH OTHER 1 x 0 0
WESTERN UN CO COMMON 959802109 1,339 73,340 SH OTHER 1 x 0 0
WET SEAL INC COMMON 961840105 48 14,700 SH OTHER 1 x 0 0
WEYERHAEUSER CO COMMON 962166104 1,123 60,135 SH OTHER 1 x 0 0
WGL HLDGS INC COMMON 92924F106 269 6,080 SH OTHER 1 x 0 0
WHIRLPOOL CORP COMMON 963320106 454 9,560 SH OTHER 1 x 0 0
WHITE MTNS INS GROUP LTD COMMON G9618E107 363 800 SH OTHER 1 x 0 0
WHITING PETE CORP NEW COMMON 966387102 684 14,640 SH OTHER 1 x 0 0
WHOLE FOODS MKT INC COMMON 966837106 1,343 19,300 SH OTHER 1 x 0 0
FORM 13F INFORMATION TABLE
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
--------------------------- -------------- --------- -------- ------------------- ---------- -------- ----------------
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
--------------------------- -------------- --------- -------- ---------- --- ---- ---------- -------- ---- ------ ----
WILEY JOHN & SONS INC COMMON 968223206 247 5,560 SH OTHER 1 x 0 0
WILLBROS GROUP INC DEL COMMON 969203108 36 9,800 SH OTHER 1 x 0 0
WILLIAMS COS INC DEL COMMON 969457100 2,676 81,040 SH OTHER 1 x 0 0
WILLIAMS SONOMA INC COMMON 969904101 432 11,220 SH OTHER 1 x 0 0
WILLIS GROUP HOLDINGS PUBLI COMMON FOREIGN G96666105 949 24,460 SH OTHER 1 x 0 0
WINDSTREAM CORP COMMON 97381W104 793 67,561 SH OTHER 1 x 0 0
WINN DIXIE STORES INC COMMON 974280307 86 9,140 SH OTHER 1 x 0 0
WISCONSIN ENERGY CORP COMMON 976657106 1,177 33,680 SH OTHER 1 x 0 0
WOLVERINE WORLD WIDE INC COMMON 978097103 201 5,640 SH OTHER 1 x 0 0
WOODWARD INC COMMON 980745103 297 7,260 SH OTHER 1 x 0 0
WORLD FUEL SVCS CORP COMMON 981475106 339 8,080 SH OTHER 1 x 0 0
WRIGHT EXPRESS CORP COMMON 98233Q105 245 4,520 SH OTHER 1 x 0 0
WYNDHAM WORLDWIDE CORP COMMON 98310W108 763 20,160 SH OTHER 1 x 0 0
WYNN RESORTS LTD COMMON 983134107 1,092 9,880 SH OTHER 1 x 0 0
XCEL ENERGY INC COMMON 98389B100 1,385 50,100 SH OTHER 1 x 0 0
XEROX CORP COMMON 984121103 1,292 162,300 SH OTHER 1 x 0 0
XILINX INC COMMON 983919101 1,045 32,580 SH OTHER 1 x 0 0
XL GROUP PLC COMMON G98290102 701 35,480 SH OTHER 1 x 0 0
XYLEM INC COMMON 98419M100 468 18,200 SH OTHER 1 x 0 0
YAHOO INC COMMON 984332106 2,276 141,085 SH OTHER 1 x 0 0
YAMANA GOLD INC COMMON FOREIGN 98462Y100 4,287 291,725 SH DEFINED 3 x 0 0
YAMANA GOLD INC COMMON FOREIGN 98462Y100 1,042 70,700 SH OTHER 1 x 0 0
YUM BRANDS INC COMMON 988498101 3,392 57,480 SH OTHER 1 x 0 0
ZEBRA TECHNOLOGIES CORP COMMON 989207105 260 7,280 SH OTHER 1 x 0 0
ZIMMER HLDGS INC COMMON 98956P102 1,175 22,000 SH OTHER 1 x 0 0
ZIONS BANCORPORATION COMMON 989701107 350 21,480 SH OTHER 1 x 0 0
ZOLL MED CORP COMMON 989922109 169 2,680 SH OTHER 1 x 0 0