Campbell & Co. Investment Adviser

Campbell & Company Investment Adviser as of March 31, 2012

Portfolio Holdings for Campbell & Company Investment Adviser

Campbell & Company Investment Adviser holds 0 positions in its portfolio as reported in the March 2012 quarterly 13F filing

                VOTING    VOTING    VOTING
                                                         VALUE   SHARES  SH/ PUT/ INVESTMENT  OTHER   AUTHORITY AUTHORITY AUTHORITY
            ISSUER                   TYPE        CUSIP   X1000   PRN AMT PRN CALL DISCRETION MANAGERS    SOLE     SHARED     NONE
------------------------------   ------------  --------- -----   ------- --- ---- ---------- -------- --------- --------- ---------
{S}                              {C}           {C}          {C}    {C}    {C} {C}     {C}     {C}         {C}        {C}       {C}
AARON INC COM STK                COMMON STOCK  002535300  4070    157144 SH        SOLE               157144        0         0
ACE LIMITED COM STK              COMMON STOCK  H0023R105  1340     18300 SH        SOLE                18300        0         0
ACME PACKET                      COMMON STOCK  004764106   744     27038 SH        SOLE                27038        0         0
ACORDA THERAPEUTICS INC COM ST   COMMON STOCK  00484M106   432     16270 SH        SOLE                16270        0         0
ADTRAN INC COM STK               COMMON STOCK  00738A106  1681     53905 SH        SOLE                53905        0         0
AERCAP HOLDINGS COM STK          COMMON STOCK  N00985106  1099     98949 SH        SOLE                98949        0         0
AFFILIATED MANAGERS GROUP INC    COMMON STOCK  008252108   471      4214 SH        SOLE                 4214        0         0
AGCO CORP COM STK                COMMON STOCK  001084102  3056     64739 SH        SOLE                64739        0         0
AGL RES INC COM STK              COMMON STOCK  001204106   899     22924 SH        SOLE                22924        0         0
AIRCASTLE LTD COM STK            COMMON STOCK  G0129K104  3505    286369 SH        SOLE               286369        0         0
ALLEGHENY TECHNOLOGI ES INC CO   COMMON STOCK  01741R102  1667     40500 SH        SOLE                40500        0         0
ALLIANT TECHSYSTEMS INC COM ST   COMMON STOCK  018804104  3818     76178 SH        SOLE                76178        0         0
ALLSCRIPTS HEALTHCARE SOLUTION   COMMON STOCK  01988P108  7158    431225 SH        SOLE               431225        0         0
ALTERRA CAPITAL HOLDINGS LTD     COMMON STOCK  G0229R108   722     31422 SH        SOLE                31422        0         0
AMERICAN AXLE & MFG HLDGS INC    COMMON STOCK  024061103   695     59335 SH        SOLE                59335        0         0
AMERICAN ELEC PWR IN C COM STK   COMMON STOCK  025537101  7869    203978 SH        SOLE               203978        0         0
AMERICAN TOWER                   REITS/RICS    03027X100  8369    132802 SH        SOLE               132802        0         0
AMERIGROUP CORP COM STK          COMMON STOCK  03073T102   947     14081 SH        SOLE                14081        0         0
AMYLIN PHARMACEUTICA LS INC CO   COMMON STOCK  032346108   305     12231 SH        SOLE                12231        0         0
ANADARKO PETE CORP COM STK       COMMON STOCK  032511107  1337     17070 SH        SOLE                17070        0         0
ANGLOGOLD ASHANTI LIMITED ADR    ADRS STOCKS   035128206  6830    185000 SH        SOLE               185000        0         0
ANSYS INC COM STK                COMMON STOCK  03662Q105   514      7900 SH        SOLE                 7900        0         0
APOLLO GROUP INC CL A COM STK    COMMON STOCK  037604105  3076     79594 SH        SOLE                79594        0         0
APPLIED MATLS INC COM STK        COMMON STOCK  038222105   620     49812 SH        SOLE                49812        0         0
ARROW ELECTRS INC COM STK        COMMON STOCK  042735100   885     21080 SH        SOLE                21080        0         0
ATWOOD OCEANICS INC COM STK      COMMON STOCK  050095108  1872     41694 SH        SOLE                41694        0         0
AUTOMATIC DATA PROCE SSING INC   COMMON STOCK  053015103  1015     18389 SH        SOLE                18389        0         0
AUTOZONE INC COM STK             COMMON STOCK  053332102   456      1226 SH        SOLE                 1226        0         0
BAKER HUGHES INC                 COMMON STOCK  057224107  1618     38570 SH        SOLE                38570        0         0
BANCO BILBAO VIZCAYA ARGENTAR    ADRS STOCKS   05946K101   468     58595 SH        SOLE                58595        0         0
BANCORPSOUTH INC COM STK         COMMON STOCK  059692103   821     60929 SH        SOLE                60929        0         0
BARCLAYS PLC ADR                 ADRS STOCKS   06738E204   976     64410 SH        SOLE                64410        0         0
BARRICK GOLD CORP COM            COMMON STOCK  067901108  1470     33819 SH        SOLE                33819        0         0
BCE INC NEW COM                  COMMON STOCK  05534B760  1598     39900 SH        SOLE                39900        0         0
BELDEN INC COM STK               COMMON STOCK  077454106   679     17900 SH        SOLE                17900        0         0
BHP BILLITON LTD ADR             ADRS STOCKS   088606108  3139     43362 SH        SOLE                43362        0         0
BIOMARIN PHARMACEUTI CAL INC C   COMMON STOCK  09061G101  1451     42364 SH        SOLE                42364        0         0
BJ'S RESTAURANTS INC             COMMON STOCK  09180C106  1767     35102 SH        SOLE                35102        0         0
BOB EVANS FARMS INC COM STK      COMMON STOCK  096761101   588     15585 SH        SOLE                15585        0         0
BP AMOCO PLC ADR                 ADRS STOCKS   055622104  1128     25060 SH        SOLE                25060        0         0
BRIGHTPOINT INC COM              COMMON STOCK  109473405  1257    156135 SH        SOLE               156135        0         0
BRINKS CO COM                    COMMON STOCK  109696104   397     16649 SH        SOLE                16649        0         0
BROOKFIELD PROPERTIE S CORP CA   COMMON STOCK  112900105  1425     81648 SH        SOLE                81648        0         0
BROWN-FORMAN CORP CL B COM STK   COMMON STOCK  115637209   553      6631 SH        SOLE                 6631        0         0
BUCKEYE TECHNOLOGIES INC COM     COMMON STOCK  118255108  1485     43729 SH        SOLE                43729        0         0
CABOT CORP COM STK               COMMON STOCK  127055101   854     20000 SH        SOLE                20000        0         0
CABOT MICROELECTRONI CS CORP C   COMMON STOCK  12709P103   425     10942 SH        SOLE                10942        0         0
CADENCE DESIGN SYS I NC COM ST   COMMON STOCK  127387108  1045     88258 SH        SOLE                88258        0         0
CAPITOL FEDERAL FINA NCIAL INC   COMMON STOCK  14057J101   233     19597 SH        SOLE                19597        0         0
CASEYS GEN STORES IN C COM STK   COMMON STOCK  147528103   205      3695 SH        SOLE                 3695        0         0
CASH AMERICA INTERNA TIONAL IN   COMMON STOCK  14754D100   508     10594 SH        SOLE                10594        0         0
CAVIUM INC COM STK               COMMON STOCK  14964U108  6730    217507 SH        SOLE               217507        0         0
CELANESE CORP SER A              COMMON STOCK  150870103  5881    127359 SH        SOLE               127359        0         0
CENTENE CORP DEL COM STK         COMMON STOCK  15135B101   329      6725 SH        SOLE                 6725        0         0
CHARLES RIVER LABORA TORIES IN   COMMON STOCK  159864107   241      6668 SH        SOLE                 6668        0         0
CHEESECAKE FACTORY I NC COM ST   COMMON STOCK  163072101  5424    184536 SH        SOLE               184536        0         0
CHEVRON CORPORATION              COMMON STOCK  166764100  3464     32309 SH        SOLE                32309        0         0
CHICAGO BRIDGE & IRON C0 COM     COMMON STOCK  167250109   473     10944 SH        SOLE                10944        0         0
CHINA PETROLEUM & CHEM -ADR      ADRS STOCKS   16941R108  1056      9711 SH        SOLE                 9711        0         0
CHUNGHWA TELECOM CO LTD ADR      ADRS STOCKS   17133Q502   307      9978 SH        SOLE                 9978        0         0
CINEMARK HOLDINGS IN C           COMMON STOCK  17243V102   485     22076 SH        SOLE                22076        0         0
CINTAS CORP COM STK              COMMON STOCK  172908105   222      5679 SH        SOLE                 5679        0         0
CITIGROUP INC COM STK            COMMON STOCK  172967424  1332     36439 SH        SOLE                36439        0         0
CLARCOR INC COM STK              COMMON STOCK  179895107  2017     41092 SH        SOLE                41092        0         0
CLEAN HBRS INC COM STK           COMMON STOCK  184496107  1130     16780 SH        SOLE                16780        0         0
COACH INC COM STK                COMMON STOCK  189754104   832     10765 SH        SOLE                10765        0         0
COCA COLA FEMSA SAB DE CV ADR    ADRS STOCKS   191241108   251      2370 SH        SOLE                 2370        0         0
COCA-COLA ENTERPRISE S INC AT    COMMON STOCK  19122T109   687     24004 SH        SOLE                24004        0         0
COMMVAULT SYSTEMS INC            COMMON STOCK  204166102  3052     61482 SH        SOLE                61482        0         0
COMPANIA DE MINAS BU ENAVENTUR   ADRS STOCKS   204448104  2465     61159 SH        SOLE                61159        0         0
COMTECH TELECOMMUNIC ATIONS CO   COMMON STOCK  205826209   438     13459 SH        SOLE                13459        0         0
CONSOLIDATED EDISON INC COM ST   COMMON STOCK  209115104  3895     66664 SH        SOLE                66664        0         0
COOPER COS INC COM STK           COMMON STOCK  216648402   244      2991 SH        SOLE                 2991        0         0
COPART INC COM STK               COMMON STOCK  217204106   310     11902 SH        SOLE                11902        0         0
CREDICORP LTD USD5.0 ORDS (US    COMMON STOCK  G2519Y108   342      2598 SH        SOLE                 2598        0         0
CYPRESS SEMICONDUCTO R CORP CO   COMMON STOCK  232806109  3293 236082.78 SH        SOLE            236082.78        0         0
DELL INC COM STK                 COMMON STOCK  24702R101  7481    450807 SH        SOLE               450807        0         0
DELUXE CORP COM STK              COMMON STOCK  248019101  2332     99564 SH        SOLE                99564        0         0
DIGITAL GENERATION INC COM STK   COMMON STOCK  25400B108   135     13200 SH        SOLE                13200        0         0
DISCOVER FINANCIAL S ERVICES     COMMON STOCK  254709108  1744     52308 SH        SOLE                52308        0         0
DOLBY LABORATORIES I NC CL A C   COMMON STOCK  25659T107   762     20026 SH        SOLE                20026        0         0
DONALDSON INC COM STK            COMMON STOCK  257651109  1545     43251 SH        SOLE                43251        0         0
DRESSER-RAND GROUP INC COM       COMMON STOCK  261608103  4512     97272 SH        SOLE                97272        0         0
DUKE ENERGY CORP NEW COM STK     COMMON STOCK  26441C105  8991    427936 SH        SOLE               427936        0         0
ELECTRONIC ARTS INC COM STK      COMMON STOCK  285512109  1165     70675 SH        SOLE                70675        0         0
ELI LILLY & CO COM STK           COMMON STOCK  532457108   946     23489 SH        SOLE                23489        0         0
ENDEAVOUR SILVER CORP            COMMON STOCK  29258Y103  2671    281740 SH        SOLE               281740        0         0
ENERGIZER HOLDINGS I NC COM ST   COMMON STOCK  29266R108  4323     58272 SH        SOLE                58272        0         0
ENTEGRIS INC COM STK             COMMON STOCK  29362U104   782     83673 SH        SOLE                83673        0         0
EXELON CORP COM                  COMMON STOCK  30161N101  2719     69350 SH        SOLE                69350        0         0
EXPRESS SCRIPTS INC COM STK      COMMON STOCK  302182100  1476     27245 SH        SOLE                27245        0         0
F N B CORP PA COM                COMMON STOCK  302520101  1540    127521 SH        SOLE               127521        0         0
FACTSET RESEARCH SYS TEMS INC    COMMON STOCK  303075105   761      7685 SH        SOLE                 7685        0         0
FEDEX CORP COM STK               COMMON STOCK  31428X106  1984     21580 SH        SOLE                21580        0         0
FIDELITY NATIONAL FINANCIAL CL   COMMON STOCK  31620R105   220     12188 SH        SOLE                12188        0         0
FIFTH THIRD BANCORP COM STK      COMMON STOCK  316773100  1033     73547 SH        SOLE                73547        0         0
FINISH LINE INC CL A COM STK     COMMON STOCK  317923100   261     12315 SH        SOLE                12315        0         0
FIRST NIAGARA FINL G ROUP INC    COMMON STOCK  33582V108   150     15256 SH        SOLE                15256        0         0
FIRSTENERGY CORP COM STK         COMMON STOCK  337932107  1348     29561 SH        SOLE                29561        0         0
FLEXTRONICS INTERNAT IONAL LTD   COMMON STOCK  Y2573F102   219     30354 SH        SOLE                30354        0         0
FOSSIL INC COM STK               COMMON STOCK  349882100   554      4200 SH        SOLE                 4200        0         0
FTI CONSULTING INC COM STK       COMMON STOCK  302941109  4756    126746 SH        SOLE               126746        0         0
FULLER H B CO COM STK            COMMON STOCK  359694106   617     18808 SH        SOLE                18808        0         0
GATX CORP COM STK                COMMON STOCK  361448103  1983     49202 SH        SOLE                49202        0         0
GEN-PROBE INC NEW COM STK        COMMON STOCK  36866T103   569      8561 SH        SOLE                 8561        0         0
GENESEE & WYO INC CL A COM STK   COMMON STOCK  371559105  8694    159282 SH        SOLE               159282        0         0
GENTEX CORP COM                  COMMON STOCK  371901109   799     32603 SH        SOLE                32603        0         0
GENUINE PARTS CO COM STK         COMMON STOCK  372460105  7495    119446 SH        SOLE               119446        0         0
GERDAU SA COSG ADR               ADRS STOCKS   373737105   574     59633 SH        SOLE                59633        0         0
GOLD FIELDS LTD NEW ADR          ADRS STOCKS   38059T106  8799    633036 SH        SOLE               633036        0         0
GOODYEAR TIRE & RUBR CO COM S    COMMON STOCK  382550101  8266    736725 SH        SOLE               736725        0         0
GOOGLE INC CL A COM STK          COMMON STOCK  38259P508  8836     13780 SH        SOLE                13780        0         0
GRAFTECH INTERNATION AL LTD      COMMON STOCK  384313102  3838    321448 SH        SOLE               321448        0         0
GREENBRIER COS INC COM STK       COMMON STOCK  393657101  2282    115297 SH        SOLE               115297        0         0
GROUP 1 AUTOMOTIVE I NC COM ST   COMMON STOCK  398905109  1515     26970 SH        SOLE                26970        0         0
GRUPO FINANCIERO GAL ICIA SA     ADRS STOCKS   399909100   116     17964 SH        SOLE                17964        0         0
GRUPO TELEVISA SA ADR            ADRS STOCKS   40049J206  1331     63162 SH        SOLE                63162        0         0
GUESS INC COM STK                COMMON STOCK  401617105   975     31202 SH        SOLE                31202        0         0
GULFPORT ENERGY CORP COM STK     COMMON STOCK  402635304  3780    129819 SH        SOLE               129819        0         0
HARTFORD FINL SVCS G ROUP INC    COMMON STOCK  416515104  4159    197275 SH        SOLE               197275        0         0
HDFC BANK LTD ADR                ADRS STOCKS   40415F101   201      5900 SH        SOLE                 5900        0         0
HEALTH MGMT ASSOC IN C NEW CL    COMMON STOCK  421933102   321     47744 SH        SOLE                47744        0         0
HELMERICH & PAYNE IN C COM STK   COMMON STOCK  423452101  7534    139642 SH        SOLE               139642        0         0
HEWLETT-PACKARD CO COM STK       COMMON STOCK  428236103  3925    164728 SH        SOLE               164728        0         0
HEXCEL CORPORATION COM STK       COMMON STOCK  428291108   916     38130 SH        SOLE                38130        0         0
HOLOGIC INC COM STK              COMMON STOCK  436440101   644     29889 SH        SOLE                29889        0         0
HORMEL FOODS CORP COM STK        COMMON STOCK  440452100   267      9044 SH        SOLE                 9044        0         0
HSBC HOLDINGS PLC ADR            ADRS STOCKS   404280406  2341     52745 SH        SOLE                52745        0         0
HUMANA INC COM STK               COMMON STOCK  444859102  1821     19686 SH        SOLE                19686        0         0
HUNTINGTON BANCSHARE S INC COM   COMMON STOCK  446150104   254     39417 SH        SOLE                39417        0         0
HUNTSMAN CORP COM STK            COMMON STOCK  447011107   970     69206 SH        SOLE                69206        0         0
ICICI BANK LTD SPON ADR          ADRS STOCKS   45104G104   377     10816 SH        SOLE                10816        0         0
ICONIX BRAND GROUP I NC          COMMON STOCK  451055107   557     32036 SH        SOLE                32036        0         0
IDT CORP CL B COM STK            COMMON STOCK  448947507   257     27484 SH        SOLE                27484        0         0
IMMUNOGEN INC COM STK            COMMON STOCK  45253H101   540     37512 SH        SOLE                37512        0         0
ING GROEP N V ADR                ADRS STOCKS   456837103  2681    322186 SH        SOLE               322186        0         0
INGRAM MICRO INC CL A COM STK    COMMON STOCK  457153104  2538    136754 SH        SOLE               136754        0         0
INTEGRATED DEVICE TE CHNOLOGY    COMMON STOCK  458118106   597     83500 SH        SOLE                83500        0         0
INTERCONTINENTAL EXCHANGE        COMMON STOCK  45865V100   811      5900 SH        SOLE                 5900        0         0
INTERPUBLIC GROUP OF COS INC     COMMON STOCK  460690100  3125    273893 SH        SOLE               273893        0         0
IPG PHOTONICS CORP               COMMON STOCK  44980X109  3105     59663 SH        SOLE                59663        0         0
IRON MOUNTAIN INC COM STK        COMMON STOCK  462846106   904     31400 SH        SOLE                31400        0         0
ITAU UNIBANCO HLDNG S.A.         ADRS STOCKS   465562106  1523     79362 SH        SOLE                79362        0         0
J2 GLOBAL COMMUNICAT ONS INC C   COMMON STOCK  48123V102   281      9800 SH        SOLE                 9800        0         0
JACK IN THE BOX COM STK          COMMON STOCK  466367109   300     12535 SH        SOLE                12535        0         0
JC PENNEY CO INC COM STK         COMMON STOCK  708160106  8152    230081 SH        SOLE               230081        0         0
JOY GLOBAL INC COM STK           COMMON STOCK  481165108  5494     74750 SH        SOLE                74750        0         0
KINDRED HEALTHCARE I NC COM ST   COMMON STOCK  494580103  1313    152017 SH        SOLE               152017        0         0
KIRBY CORP COM STK               COMMON STOCK  497266106   980     14900 SH        SOLE                14900        0         0
KNIGHT CAPITAL GROUP INC COM     COMMON STOCK  499005106   222     17282 SH        SOLE                17282        0         0
KOHLS CORP COM STK               COMMON STOCK  500255104  1304     26073 SH        SOLE                26073        0         0
KOREA ELEC PWR CO SPONS ADR      ADRS STOCKS   500631106  1148    118020 SH        SOLE               118020        0         0
KROGER CO COM STK                COMMON STOCK  501044101   274     11319 SH        SOLE                11319        0         0
KRONOS WORLDWIDE INC COM STK     COMMON STOCK  50105F105   280     11245 SH        SOLE                11245        0         0
LABORATORY CORP AMER HLDGS CO    COMMON STOCK  50540R409   678      7404 SH        SOLE                 7404        0         0
LANCASTER COLONY COR P COM STK   COMMON STOCK  513847103   230      3456 SH        SOLE                 3456        0         0
LATTICE SEMICONDUCTO R CORP CO   COMMON STOCK  518415104   205     31913 SH        SOLE                31913        0         0
LENNAR CORP CL A COM STK         COMMON STOCK  526057104  7262    267171 SH        SOLE               267171        0         0
LEUCADIA NATL CORP COM STK       COMMON STOCK  527288104  4304    164894 SH        SOLE               164894        0         0
LEXMARK INTERNATIONA L INC CL    COMMON STOCK  529771107  3894    117156 SH        SOLE               117156        0         0
LIFEPOINT HOSPITALS INC COM ST   COMMON STOCK  53219L109   807     20462 SH        SOLE                20462        0         0
LINCOLN ELEC HLDGS I NC COM ST   COMMON STOCK  533900106   737     16261 SH        SOLE                16261        0         0
LINEAR TECHNOLOGY CO RP COM ST   COMMON STOCK  535678106  1041     30901 SH        SOLE                30901        0         0
LKQ CORP COM STK                 COMMON STOCK  501889208  2677     85888 SH        SOLE                85888        0         0
LORILLARD INC                    COMMON STOCK  544147101  2048     15820 SH        SOLE                15820        0         0
LUFKIN INDS INC COM STK          COMMON STOCK  549764108   441      5471 SH        SOLE                 5471        0         0
M D C HLDGS INC MEDI UM TERM S   COMMON STOCK  552676108   270     10474 SH        SOLE                10474        0         0
MAGELLAN HEALTH SERV ICES INC    COMMON STOCK  559079207   288      5906 SH        SOLE                 5906        0         0
MAXIMUS INC COM STK              COMMON STOCK  577933104  1241     30517 SH        SOLE                30517        0         0
MCCORMICK & CO INC COM STK       COMMON STOCK  579780206   608     11162 SH        SOLE                11162        0         0
MENTOR GRAPHICS CORP COM STK     COMMON STOCK  587200106   266     17888 SH        SOLE                17888        0         0
MERITAGE HOMES CORP COM STK      COMMON STOCK  59001A102   333     12314 SH        SOLE                12314        0         0
METLIFE INC COM STK              COMMON STOCK  59156R108   252      6737 SH        SOLE                 6737        0         0
MKS INSTRS INC COM STK           COMMON STOCK  55306N104   707     23946 SH        SOLE                23946        0         0
MOBILE TELESYSTEMS SP ADR        ADRS STOCKS   607409109  1267     69079 SH        SOLE                69079        0         0
MOHAWK INDS INC COM STK          COMMON STOCK  608190104   414      6225 SH        SOLE                 6225        0         0
MONRO MUFFLER BRAKE INC COM ST   COMMON STOCK  610236101  1020     24575 SH        SOLE                24575        0         0
MONSTER WORLDWIDE INC COM        COMMON STOCK  611742107  1881    192944 SH        SOLE               192944        0         0
MOODYS CORP COM STK              COMMON STOCK  615369105   543     12900 SH        SOLE                12900        0         0
MOTOROLA SOLUTIONS INC           COMMON STOCK  620076307  1883     37050 SH        SOLE                37050        0         0
NATIONAL FINANCIAL P ARTNERS C   COMMON STOCK  63607P208   287     18958 SH        SOLE                18958        0         0
NETAPP INC C COM STK             COMMON STOCK  64110D104  1052     23500 SH        SOLE                23500        0         0
NEUSTAR INC CL A COM STK         COMMON STOCK  64126X201   403     10807 SH        SOLE                10807        0         0
NEW JERSEY RES CORP COM STK      COMMON STOCK  646025106  1566     35138 SH        SOLE                35138        0         0
NEWMARKET CORP COM STK           COMMON STOCK  651587107  1057      5641 SH        SOLE                 5641        0         0
NEWMONT MINING CORP COM STK      COMMON STOCK  651639106  8713    169945 SH        SOLE               169945        0         0
NIPPON TELEG & TEL CORP SPONS    ADRS STOCKS   654624105  1522     67265 SH        SOLE                67265        0         0
NOBLE ENERGY INC COM STK         COMMON STOCK  655044105  5329     54505 SH        SOLE                54505        0         0
NORFOLK SOUTHN CORP COM STK      COMMON STOCK  655844108  5424     82388 SH        SOLE                82388        0         0
NUANCE COMMUNICATION S INC COM   COMMON STOCK  67020Y100  4674    182727 SH        SOLE               182727        0         0
NVIDIA CORP COM STK              COMMON STOCK  67066G104   593     38550 SH        SOLE                38550        0         0
OCCIDENTAL PETE CORP             COMMON STOCK  674599105   933      9800 SH        SOLE                 9800        0         0
OLD REP INTL CORP COM STK        COMMON STOCK  680223104   119     11264 SH        SOLE                11264        0         0
ON SEMICONDUCTOR COR P / SEMI    COMMON STOCK  682189105   239     26513 SH        SOLE                26513        0         0
ORACLE CORP COM STK              COMMON STOCK  68389X105  4222    144784 SH        SOLE               144784        0         0
ORBITAL SCIENCES COR P COM STK   COMMON STOCK  685564106   391     29711 SH        SOLE                29711        0         0
PALL CORP COM STK                COMMON STOCK  696429307  6152    103166 SH        SOLE               103166        0         0
PAREXEL INTERNATIONA L CORP CO   COMMON STOCK  699462107   419     15535 SH        SOLE                15535        0         0
PARKER-HANNIFIN CORP COM STK     COMMON STOCK  701094104   220      2600 SH        SOLE                 2600        0         0
PATTERSON CO                     COMMON STOCK  703395103   408     12211 SH        SOLE                12211        0         0
PENGROWTH ENERGY CORP COM STK    COMMON STOCK  70706P104   303     32228 SH        SOLE                32228        0         0
PEPCO HLDGS INC COM STK          COMMON STOCK  713291102  4216    223197 SH        SOLE               223197        0         0
PETROLEUM DEVELOPMEN T CORP CO   COMMON STOCK  716578109   288      7760 SH        SOLE                 7760        0         0
PETSMART INC COM STK             COMMON STOCK  716768106  1385     24210 SH        SOLE                24210        0         0
PINNACLE ENTERTAINMENT           COMMON STOCK  723456109   155     13461 SH        SOLE                13461        0         0
PNM RES INC COM STK              COMMON STOCK  69349H107   281     15334 SH        SOLE                15334        0         0
POLYONE CORP COM STK             COMMON STOCK  73179P106   417     28949 SH        SOLE                28949        0         0
PORTFOLIO RECOVERY A SSOCS INC   COMMON STOCK  73640Q105   359      5000 SH        SOLE                 5000        0         0
POSCO SPONS ADR                  ADRS STOCKS   693483109  1230     14694 SH        SOLE                14694        0         0
POTASH CORP OF SASKA TCHEWAN I   COMMON STOCK  73755L107  1471     32200 SH        SOLE                32200        0         0
PROSPERITY BANCSHARE S INC COM   COMMON STOCK  743606105   323      7044 SH        SOLE                 7044        0         0
PULTE GROUP INC COM STK          COMMON STOCK  745867101   573     64753 SH        SOLE                64753        0         0
RALPH LAUREN CORPORA TION COM    COMMON STOCK  751212101  4363     25026 SH        SOLE                25026        0         0
RANDGOLD RESOURCES L TD SOUTH    ADRS STOCKS   752344309  1267     14400 SH        SOLE                14400        0         0
RED HAT INC COM STK              COMMON STOCK  756577102  4342     72497 SH        SOLE                72497        0         0
RENAISSANCERE HOLDIN GS LTD CO   COMMON STOCK  G7496G103   206      2716 SH        SOLE                 2716        0         0
RENT A CTR INC NEW COM STK       COMMON STOCK  76009N100   565     14958 SH        SOLE                14958        0         0
RESEARCH IN MOTION LTD           COMMON STOCK  760975102  2658    180789 SH        SOLE               180789        0         0
RIO TINTO PLC ADR                ADRS STOCKS   767204100   339      6102 SH        SOLE                 6102        0         0
RIVERBED TECH INC                COMMON STOCK  768573107   768     27342 SH        SOLE                27342        0         0
RLI CORP COM STK                 COMMON STOCK  749607107   261      3645 SH        SOLE                 3645        0         0
ROBBINS & MYERS INC COM STK      COMMON STOCK  770196103  3884     74620 SH        SOLE                74620        0         0
ROVI CORPORATION COM STK         COMMON STOCK  779376102   557     17112 SH        SOLE                17112        0         0
ROYAL BANK OF CANADA CAD NPV     COMMON STOCK  780087102   464      8000 SH        SOLE                 8000        0         0
ROYAL DUTCH SHELL PL C ADR       ADRS STOCKS   780259206  2673     38109 SH        SOLE                38109        0         0
RUDDICK CORP COM STK             COMMON STOCK  781258108   469     11703 SH        SOLE                11703        0         0
SASOL LTD ADR                    ADRS STOCKS   803866300  1252     25747 SH        SOLE                25747        0         0
SCHLUMBERGER LTD USD .01 COM     COMMON STOCK  806857108  8783    125596 SH        SOLE               125596        0         0
SCHOLASTIC CORP COM STK          COMMON STOCK  807066105   648     18367 SH        SOLE                18367        0         0
SCHWAB CHARLES CORP NEW COM ST   COMMON STOCK  808513105  8771    610382 SH        SOLE               610382        0         0
SEAGATE TECHNOLOGY COM STK       COMMON STOCK  G7945M107   717     26601 SH        SOLE                26601        0         0
SEALED AIR CORP NEW COM STK      COMMON STOCK  81211K100   852     44133 SH        SOLE                44133        0         0
SHIRE PLC ADR                    ADRS STOCKS   82481R106  4329     45691 SH        SOLE                45691        0         0
SIMPSON MANUFACTURIN G INC COM   COMMON STOCK  829073105   273      8477 SH        SOLE                 8477        0         0
SOLERA HOLDINGS INC COM STK      COMMON STOCK  83421A104   404      8800 SH        SOLE                 8800        0         0
SOUTH JERSEY INDUSTR IES INC C   COMMON STOCK  838518108   515     10300 SH        SOLE                10300        0         0
SOUTHERN CO COM STK              COMMON STOCK  842587107   642     14288 SH        SOLE                14288        0         0
STATE STR CORP COM STK           COMMON STOCK  857477103   439      9651 SH        SOLE                 9651        0         0
STATOIL ASA                      ADRS STOCKS   85771P102  1132     41740 SH        SOLE                41740        0         0
STERICYCLE INC COM STK           COMMON STOCK  858912108   427      5100 SH        SOLE                 5100        0         0
SUNTRUST BKS INC COM STK         COMMON STOCK  867914103   770     31877 SH        SOLE                31877        0         0
SXC HEALTH SOLUTIONS CORP COM    COMMON STOCK  78505P100   234      3121 SH        SOLE                 3121        0         0
SYSCO CORP COM STK               COMMON STOCK  871829107   317     10600 SH        SOLE                10600        0         0
TALISMAN ENERGY INC COM STK      COMMON STOCK  87425E103   491     39004 SH        SOLE                39004        0         0
TCF FINL CORP COM STK            COMMON STOCK  872275102   349     29341 SH        SOLE                29341        0         0
TD AMERITRADE HLDG C ORP COM S   COMMON STOCK  87236Y108   310     15685 SH        SOLE                15685        0         0
TERADYNE INC COM STK             COMMON STOCK  880770102   333     19693 SH        SOLE                19693        0         0
TERNIUM SA ADR                   ADRS STOCKS   880890108   727     30700 SH        SOLE                30700        0         0
TESORO CORP COM STK              COMMON STOCK  881609101   980     36500 SH        SOLE                36500        0         0
TEXAS CAP BANCSHARES INC COM     COMMON STOCK  88224Q107   343      9900 SH        SOLE                 9900        0         0
THE HERSHEY CO COM STK           COMMON STOCK  427866108   321      5241 SH        SOLE                 5241        0         0
THE RYLAND GROUP INC COM STK     COMMON STOCK  783764103   430     22327 SH        SOLE                22327        0         0
THERAVANCE                       COMMON STOCK  88338T104   231     11822 SH        SOLE                11822        0         0
THERMO FISHER SCIENTIFIC INC C   COMMON STOCK  883556102  1021     18104 SH        SOLE                18104        0         0
TIFFANY & CO COM STK             COMMON STOCK  886547108  2643     38236 SH        SOLE                38236        0         0
TITANIUM METALS CORP COM STK     COMMON STOCK  888339207  1645    121315 SH        SOLE               121315        0         0
TOTAL SA ADR                     ADRS STOCKS   89151E109  1420     27784 SH        SOLE                27784        0         0
TREEHOUSE FOODS INC COM STK      COMMON STOCK  89469A104   538      9036 SH        SOLE                 9036        0         0
TTM TECHNOLOGIES INC COM STK     COMMON STOCK  87305R109   179     15523 SH        SOLE                15523        0         0
TYSON FOODS INC CL A COM STK     COMMON STOCK  902494103   934     48793 SH        SOLE                48793        0         0
UNION PACIFIC CORP COM STK       COMMON STOCK  907818108  9061     84307 SH        SOLE                84307        0         0
UNISOURCE ENERGY COR P COM STK   COMMON STOCK  909205106   650     17768 SH        SOLE                17768        0         0
UNIVERSAL HEALTH SER VICES INC   COMMON STOCK  913903100   810     19334 SH        SOLE                19334        0         0
UTI WORLDWIDE INC COM STK        COMMON STOCK  G87210103   397     23038 SH        SOLE                23038        0         0
VALERO ENERGY CORP COM STK       COMMON STOCK  91913Y100  1182     45876 SH        SOLE                45876        0         0
VARIAN MED SYS INC COM STK       COMMON STOCK  92220P105   742     10765 SH        SOLE                10765        0         0
VERIZON COMMUNICATIONS           COMMON STOCK  92343V104  4343    113591 SH        SOLE               113591        0         0
VIACOM INC CL B COM STK          COMMON STOCK  92553P201  6249    131661 SH        SOLE               131661        0         0
VIRGIN MEDIA INC COM STK         COMMON STOCK  92769L101  1058     42371 SH        SOLE                42371        0         0
VOLCANO CORP COM STK             COMMON STOCK  928645100   407     14328 SH        SOLE                14328        0         0
W^T OFFSHORE INC COM STK         COMMON STOCK  92922P106   872     41359 SH        SOLE                41359        0         0
WALGREEN CO COM STK              COMMON STOCK  931422109  5136    153358 SH        SOLE               153358        0         0
WELLS FARGO COMPANY              COMMON STOCK  949746101   634     18585 SH        SOLE                18585        0         0
WGL HLDGS INC COM STK            COMMON STOCK  92924F106   388      9529 SH        SOLE                 9529        0         0
WHITE MOUNTAINS INSURANCE GROU   COMMON STOCK  G9618E107   338       674 SH        SOLE                  674        0         0
WILLIAMS-SONOMA INC COM STK      COMMON STOCK  969904101  2399     64018 SH        SOLE                64018        0         0
WILLIS GROUP HOLDING S PLC COM   COMMON STOCK  G96666105  2591     74073 SH        SOLE                74073        0         0
WINDSTREAM CP                    COMMON STOCK  97381W104  3483    297555 SH        SOLE               297555        0         0
WOLVERINE WORLD WIDE INC COM     COMMON STOCK  978097103  1839     49460 SH        SOLE                49460        0         0
WORLD ACCEPTANCE COR P (S.C.)    COMMON STOCK  981419104   251      4100 SH        SOLE                 4100        0         0
WORLD FUEL SVCS CORP COM STK     COMMON STOCK  981475106   667     16262 SH        SOLE                16262        0         0
WORTHINGTON INDS INC             COMMON STOCK  981811102   826     43059 SH        SOLE                43059        0         0
XEROX CORP COM STK               COMMON STOCK  984121103   172     21245 SH        SOLE                21245        0         0
XILINX INC COM STK               COMMON STOCK  983919101  2696     73916 SH        SOLE                73916        0         0
    RECORDS           284     TOTAL MKT VALUE           512865