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<SEC-DOCUMENT>0001140804-10-000004.txt : 20100514
<SEC-HEADER>0001140804-10-000004.hdr.sgml : 20100514
<ACCEPTANCE-DATETIME>20100513185848
ACCESSION NUMBER:		0001140804-10-000004
CONFORMED SUBMISSION TYPE:	13F-HR
PUBLIC DOCUMENT COUNT:		1
CONFORMED PERIOD OF REPORT:	20100331
FILED AS OF DATE:		20100514
DATE AS OF CHANGE:		20100513
EFFECTIVENESS DATE:		20100514

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CONNOR CLARK & LUNN INVESTMENT MANAGEMENT LTD
		CENTRAL INDEX KEY:			0001140804
		IRS NUMBER:				000000000

	FILING VALUES:
		FORM TYPE:		13F-HR
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	028-04033
		FILM NUMBER:		10830212

	BUSINESS ADDRESS:	
		STREET 1:		2200 - 1111 WEST GEORGIA STREET
		CITY:			VANCOUVER BC
		STATE:			A1
		ZIP:			V6E 4M3
		BUSINESS PHONE:		6046852020

	MAIL ADDRESS:	
		STREET 1:		2200 - 1111 WEST GEORGIA STREET
		CITY:			VANCOUVER BC
		STATE:			A1
		ZIP:			V6E 4M3
</SEC-HEADER>
<DOCUMENT>
<TYPE>13F-HR
<SEQUENCE>1
<FILENAME>r13f-0331.txt
<DESCRIPTION>FORM 13F CONNOR, CLARK & LUNN MARCH 31 2010
<TEXT>
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended:	March 31, 2010


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:				Connor, Clark & Lunn Investment Management Partnership
				2200-1111 West Georgia Street
				Vancouver, British Columbia V6E 4M3

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the
report is authorized to submit it, that all information contained
herein is true, correct and complete, and that it is understood that
all required items, statements, schedules, lists and tables, are
considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:			Gord MacDougall
Title:		Partner
Phone:		(604) 685-2020

Signature, place, and Date of Signing:

	"Gord MacDougall"	Vancouver, B.C. Canada	March 31, 2010
	[Signature]		[City, State]			[Date]

Report Type	(Check only one):

[X]	13F HOLDINGS REPORT.  (Check here if all holdings of this
reporting manager are reported in this report.
[ ]	13F NOTICE.  (Check here if no holdings reported are in this
report, and all holdings are reported by other reporting manager(s).)
[ ]	13F COMBINATION REPORT.  (Check here if a portion of the holdings
for this reporting manager are reported in this report and a portion
are reported by other reporting manager(s).)

List of Other Managers Reporting for this Manager:	NONE


Form 13F SUMMARY PAGE

Report Summary:

Number of Other Included Managers:				None

Form 13F Information Table Entry Total:		237,203,966

Form 13F Information Table Value Total:		$7,525,310,776


List of Other Included Managers:

	NONE



FORM 13F

















                     (SEC USE ONLY)

Name of Reporting Manager:Connor, Clark & Lunn Investment Management Partnership
















Item 1
Item 2
Item 3
Item 4
Item 5
Item 6


Item 7
Item 8


Name of Issuer



Shares of
Investment Discretion

Mgrs
Voting Authority (Shares)

Title of
Cusip
Fair Market
Principal
A) Sole
B) Shared -
C) Shared
See
A) Sole
B) Shared
C) None

Class
Number
Value $
Amount

As
Defined
Other
Instr. V









in Instr.V





Advantage Oil & Gas Ltd.
COM
00765F101
12,895,346
1,901,595
1,901,595
N/A
N/A

N/A
1,901,595
N/A
Agnico-Eagle Mines
COM
008474108
19,942,246
356,581
356,581
N/A
N/A

N/A
356,581
N/A
Agrium Inc.
COM
008916108
81,307,206
1,148,569
1,148,569
N/A
N/A

N/A
1,148,569
N/A
Alexco Resources
COM
01535P106
1,121,187
325,000
325,000
N/A
N/A

N/A
325,000
N/A
Aurizon Mines Ltd.
COM
05155P106
7,635,953
1,620,723
1,620,723
N/A
N/A

N/A
1,620,723
N/A
Bank of Montreal
COM
063671101
275,423,494
4,532,537
4,532,537
N/A
N/A

N/A
4,532,537
N/A
Bank of Nova Scotia
COM
064149107
260,490,304
5,194,191
5,194,191
N/A
N/A

N/A
5,194,191
N/A
Barrick Gold Corp.
COM
067901108
299,710,701
7,802,707
7,802,707
N/A
N/A

N/A
7,802,707
N/A
Baytex Energy Trust
TRUST UNIT
073176109
3,673,525
108,500
108,500
N/A
N/A

N/A
108,500
N/A
BCE Inc.
COM NEW
05534B760
67,784,935
2,303,893
2,303,893
N/A
N/A

N/A
2,303,893
N/A
Biovail Corp.
COM
09067J109
17,150,514
1,024,135
1,024,135
N/A
N/A

N/A
1,024,135
N/A
Brookfield Asset Management Inc.
CL A LTD VT SH
112585104
49,642,446
1,948,346
1,948,346
N/A
N/A

N/A
1,948,346
N/A
Brookfield Infrastructure Partners LP
TR UNIT
G16252101
17,482,274
995,881
995,881
N/A
N/A

N/A
995,881
N/A
Brookfield Properties Corp.
COM
112900105
43,778,089
2,838,023
2,838,023
N/A
N/A

N/A
2,838,023
N/A
CAE Inc.
COM
124765108
19,270,369
1,970,842
1,970,842
N/A
N/A

N/A
1,970,842
N/A
Cameco Corp.
COM
13321L108
60,632,543
2,211,965
2,211,965
N/A
N/A

N/A
2,211,965
N/A
Canadian Imperial Bank of Commerce
COM
136069101
206,182,313
2,819,168
2,819,168
N/A
N/A

N/A
2,819,168
N/A
Canadian National Railway
COM
136375102
194,187,113
3,196,180
3,196,180
N/A
N/A

N/A
3,196,180
N/A
Canadian Natural Resources Ltd.
COM
136385101
427,224,329
5,766,136
5,766,136
N/A
N/A

N/A
5,766,136
N/A
Canadian Pacific Railway Ltd.
COM
13645T100
113,349,869
2,009,069
2,009,069
N/A
N/A

N/A
2,009,069
N/A
Celestica Inc.
SHS
15101Q108
74,505,874
6,809,904
6,809,904
N/A
N/A

N/A
6,809,904
N/A
Cenovus Energy Inc.
COM
15135U109
86,266,732
3,298,979
3,298,979
N/A
N/A

N/A
3,298,979
N/A
CGI Group Class A
CL A
39945C109
35,117,701
2,343,991
2,343,991
N/A
N/A

N/A
2,343,991
N/A
Compton Petroleum Corp.
COM
204940100
2,377,541
2,566,100
2,566,100
N/A
N/A

N/A
2,566,100
N/A
Corus Entertainment Inc.
CL B NON VTG
220874101
51,591,820
2,636,901
2,636,901
N/A
N/A

N/A
2,636,901
N/A
Cott Corp.
COM
22163N106
24,751,391
3,170,647
3,170,647
N/A
N/A

N/A
3,170,647
N/A
Denison Mines Ltd.
COM
248356107
801,743
549,600
549,600
N/A
N/A

N/A
549,600
N/A
Domtar Corp
COM NEW
257559203
4,328,438
67,106
67,106
N/A
N/A

N/A
67,106
N/A
DragonWave Inc
COM
26144M103
14,502,527
1,566,937
1,566,937
N/A
N/A

N/A
1,566,937
N/A
Eldorado Gold Corp.
COM
284902103
43,655,067
3,592,072
3,592,072
N/A
N/A

N/A
3,592,072
N/A
Enbridge Inc.
COM
29250N105
126,267,236
2,644,600
2,644,600
N/A
N/A

N/A
2,644,600
N/A
EnCana Corp.
COM
292505104
201,587,038
6,472,156
6,472,156
N/A
N/A

N/A
6,472,156
N/A
Endeavour Silver
COM
29258Y103
258,833
81,300
81,300
N/A
N/A

N/A
81,300
N/A
Enerplus Resources Fund
UNIT TR G NEW
29274D604
10,608,736
447,158
447,158
N/A
N/A

N/A
447,158
N/A
EXFO Inc.
SHS
302046107
3,435,171
548,843
548,843
N/A
N/A

N/A
548,843
N/A
Firstservice Corp. Sub Vtg.
SUB VTG
33761N109
803,785
35,150
35,150
N/A
N/A

N/A
35,150
N/A
Gildan Activewear Class A
COM
375916103
24,776,766
940,766
940,766
N/A
N/A

N/A
940,766
N/A
Goldcorp Inc.
COM
380956409
193,442,097
5,171,454
5,171,454
N/A
N/A

N/A
5,171,454
N/A
Golden Star Resources
COM
38119T104
8,559,503
2,232,402
2,232,402
N/A
N/A

N/A
2,232,402
N/A
Gran Tierra Energy Inc.
COM
38500T101
2,368,538
400,500
400,500
N/A
N/A

N/A
400,500
N/A
Harry Winston Diamond Corp.
COM
41587B100
9,771,820
991,400
991,400
N/A
N/A

N/A
991,400
N/A
Iamgold Corp.
COM
450913108
46,607,195
3,502,617
3,502,617
N/A
N/A

N/A
3,502,617
N/A
IESI-BFC
COM
44951D108
3,127,586
180,700
180,700
N/A
N/A

N/A
180,700
N/A
Kinross Gold Corp.
COM
496902404
25,968,231
1,516,757
1,516,757
N/A
N/A

N/A
1,516,757
N/A
Magna International Inc. Class A
CL A
559222401
101,884,338
1,644,658
1,644,658
N/A
N/A

N/A
1,644,658
N/A
Manulife Financial Corp.
COM
56501R106
247,837,276
12,547,071
12,547,071
N/A
N/A

N/A
12,547,071
N/A
MDS Inc.
COM
55269P302
5,387,206
668,165
668,165
N/A
N/A

N/A
668,165
N/A
Methanex Corp.
COM
59151K108
19,877,857
819,800
819,800
N/A
N/A

N/A
819,800
N/A
MI Developments Inc. Class A
CL A SUB VTG
55304X104
4,509,706
344,268
344,268
N/A
N/A

N/A
344,268
N/A
New Gold Inc.
COM
644535106
8,942,444
2,076,100
2,076,100
N/A
N/A

N/A
2,076,100
N/A
Nexen Inc.
COM
65334H102
139,850,760
5,646,064
5,646,064
N/A
N/A

N/A
5,646,064
N/A
Northgate Minerals Corp.
COM
666416102
22,961,427
7,637,874
7,637,874
N/A
N/A

N/A
7,637,874
N/A
Oncolytics Biotech Inc
COM
682310107
155,494
49,299
49,299
N/A
N/A

N/A
49,299
N/A
Open Text Corp.
COM
683715106
32,154,933
673,607
673,607
N/A
N/A

N/A
673,607
N/A
Pan American Silver Corp.
COM
697900108
21,376,655
927,617
927,617
N/A
N/A

N/A
927,617
N/A
Pengrowth Energy Trust
TR UNIT NEW
706902509
12,853,913
1,109,867
1,109,867
N/A
N/A

N/A
1,109,867
N/A
Penn West Energy Trust
TR UNIT
707885109
27,424,179
1,293,501
1,293,501
N/A
N/A

N/A
1,293,501
N/A
Potash Corp. of Saskatchewan
COM
73755L107
248,119,239
2,075,605
2,075,605
N/A
N/A

N/A
2,075,605
N/A
Precision Drilling Trust
TR UNIT
740215108
30,781,495
3,993,525
3,993,525
N/A
N/A

N/A
3,993,525
N/A
QLT Inc.
COM
746927102
2,050,518
399,300
399,300
N/A
N/A

N/A
399,300
N/A
Research In Motion
COM
760975102
240,612,570
3,244,033
3,244,033
N/A
N/A

N/A
3,244,033
N/A
Rogers Comm Inc. Class B
CL B
775109200
152,794,072
4,468,643
4,468,643
N/A
N/A

N/A
4,468,643
N/A
Royal Bank of Canada
COM
780087102
560,754,927
9,571,230
9,571,230
N/A
N/A

N/A
9,571,230
N/A
Sierra Wireless Inc.
COM
826516106
3,232,179
383,085
383,085
N/A
N/A

N/A
383,085
N/A
Silver Wheaton Corp
COM
828336107
10,253,403
652,200
652,200
N/A
N/A

N/A
652,200
N/A
Silvercorp Metals Inc.
COM
82835P103
12,654,615
1,842,000
1,842,000
N/A
N/A

N/A
1,842,000
N/A
Sun Life Financial Inc.
COM
866796105
112,069,240
3,480,252
3,480,252
N/A
N/A

N/A
3,480,252
N/A
Suncor Energy Inc.
COM
867224107
354,826,488
10,898,856
10,898,856
N/A
N/A

N/A
10,898,856
N/A
SXC Health Solutions
COM
78505P100
21,869,884
322,642
322,642
N/A
N/A

N/A
322,642
N/A
Talisman Energy Inc.
COM
87425E103
53,259,771
3,110,806
3,110,806
N/A
N/A

N/A
3,110,806
N/A
Taseko Mines Ltd
COM
876511106
12,007,137
2,294,132
2,294,132
N/A
N/A

N/A
2,294,132
N/A
Teck Cominco Ltd.
CL B
878742204
147,220,803
3,375,432
3,375,432
N/A
N/A

N/A
3,375,432
N/A
Telus Corp. Non-voting
NON-VTG SHS
87971M202
10,670,969
297,915
297,915
N/A
N/A

N/A
297,915
N/A
Thompson Creek Metals Company
Inc.
COM
884768102
13,678,416
1,011,475
1,011,475
N/A
N/A

N/A
1,011,475
N/A
Thomson Reuters Corporation
COM
884903105
110,548,925
3,034,562
3,034,562
N/A
N/A

N/A
3,034,562
N/A
Tim Hortons Inc.
COM
88706M103
31,650,465
971,294
971,294
N/A
N/A

N/A
971,294
N/A
Toronto-Dominion Bank
COM NEW
891160509
597,161,787
8,003,309
8,003,309
N/A
N/A

N/A
8,003,309
N/A
TransCanada Pipelines Corp.
COM
89353D107
128,648,286
3,506,720
3,506,720
N/A
N/A

N/A
3,506,720
N/A
Transglobe Energy Corp
COM
893662106
561,337
96,200
96,200
N/A
N/A

N/A
96,200
N/A
Yamana Gold Inc.
COM
98462Y100
9,661,482
975,329
975,329
N/A
N/A

N/A
975,329
N/A
3M Company
COM
88579Y101
2,158,613
25,830
25,830
N/A
N/A

N/A
25,830
N/A
Aaron's Inc
COM
002535201
3,547,376
106,400
106,400
N/A
N/A

N/A
106,400
N/A
Abbott Labs
COM
002824100
5,357,556
101,700
101,700
N/A
N/A

N/A
101,700
N/A
Acxiom Corp
COM
005125109
4,437,836
247,371
247,371
N/A
N/A

N/A
247,371
N/A
Adc Telecommunications Inc.
COM NEW
000886309
843,574
115,400
115,400
N/A
N/A

N/A
115,400
N/A
Advance Amer Cash Advance Ct
COM
00739W107
228,144
39,200
39,200
N/A
N/A

N/A
39,200
N/A
Affymetrix Inc
COM
00826T108
77,070
10,500
10,500
N/A
N/A

N/A
10,500
N/A
Aflac Incorporated
COM
001055102
694,912
12,800
12,800
N/A
N/A

N/A
12,800
N/A
Air Transport Services
COM
00922R105
199,325
59,500
59,500
N/A
N/A

N/A
59,500
N/A
Aircastle
COM
G0129K104
209,287
22,100
22,100
N/A
N/A

N/A
22,100
N/A
Alcoa Inc.
COM
013817101
143,468
10,075
10,075
N/A
N/A

N/A
10,075
N/A
Alliant Techsystems Inc
COM
018804104
565,035
6,950
6,950
N/A
N/A

N/A
6,950
N/A
Allied World Assurance Company
SHS
G0219G203
3,505,028
78,150
78,150
N/A
N/A

N/A
78,150
N/A
Altria Group Inc.
COM
02209S103
1,074,838
52,380
52,380
N/A
N/A

N/A
52,380
N/A
Amazon.Com Inc
COM
023135106
1,995,819
14,700
14,700
N/A
N/A

N/A
14,700
N/A
Amedisys Inc
COM
023436108
298,188
5,400
5,400
N/A
N/A

N/A
5,400
N/A
Ameren Corp.
COM
023608102
4,208,008
161,350
161,350
N/A
N/A

N/A
161,350
N/A
American Capital Ltd
COM
02503Y103
346,553
68,219
68,219
N/A
N/A

N/A
68,219
N/A
American Electric Power Inc.
COM
025537101
276,516
8,090
8,090
N/A
N/A

N/A
8,090
N/A
American Express Co.
COM
025816109
2,203,284
53,400
53,400
N/A
N/A

N/A
53,400
N/A
American Finl Group Inc
COM
025932104
2,691,370
94,600
94,600
N/A
N/A

N/A
94,600
N/A
American Greetings Class A
CL A
026375105
846,104
40,600
40,600
N/A
N/A

N/A
40,600
N/A
American Reprographics Co
COM
029263100
714,909
79,700
79,700
N/A
N/A

N/A
79,700
N/A
Ameriprise Financial Inc.
COM
03076C106
1,388,016
30,600
30,600
N/A
N/A

N/A
30,600
N/A
Amgen Inc.
COM
031162100
9,198,904
153,725
153,725
N/A
N/A

N/A
153,725
N/A
Amkor Technology Inc
COM
031652100
2,198,694
310,550
310,550
N/A
N/A

N/A
310,550
N/A
Annaly Mortage Mgmt Inc
COM
035710409
1,793,592
104,400
104,400
N/A
N/A

N/A
104,400
N/A
AOL Inc.
COM
00184X105
556,160
22,000
22,000
N/A
N/A

N/A
22,000
N/A
Apache Corp.
COM
037411105
1,261,138
12,425
12,425
N/A
N/A

N/A
12,425
N/A
Apple Computer Inc.
COM
037833100
3,340,525
14,215
14,215
N/A
N/A

N/A
14,215
N/A
Archer Daniels Midland Co.
COM
039483102
2,198,712
76,080
76,080
N/A
N/A

N/A
76,080
N/A
Arris Group Inc
COM
04269Q100
180,150
15,000
15,000
N/A
N/A

N/A
15,000
N/A
Assurant Inc
COM
04621X108
869,814
25,300
25,300
N/A
N/A

N/A
25,300
N/A
AT&T Inc.
COM
00206R102
7,753,964
300,076
300,076
N/A
N/A

N/A
300,076
N/A
ATC Technologies
COM
00211W104
528,957
30,825
30,825
N/A
N/A

N/A
30,825
N/A
Autoliv Inc
COM
052800109
376,169
7,300
7,300
N/A
N/A

N/A
7,300
N/A
Aviat Networks Inc.
COM
05366Y102
348,075
52,500
52,500
N/A
N/A

N/A
52,500
N/A
Baker Hughes Inc.
COM
057224107
282,211
6,025
6,025
N/A
N/A

N/A
6,025
N/A
Bank of America Corp.
COM
060505104
5,905,583
330,845
330,845
N/A
N/A

N/A
330,845
N/A
Bank of New York Mellon Corp.
COM
064058100
1,029,632
33,343
33,343
N/A
N/A

N/A
33,343
N/A
Barnes & Noble Inc
COM
067774109
4,485,069
207,450
207,450
N/A
N/A

N/A
207,450
N/A
Baxter International Inc.
COM
071813109
890,460
15,300
15,300
N/A
N/A

N/A
15,300
N/A
Benchmark Electronics Inc
COM
08160H101
734,196
35,400
35,400
N/A
N/A

N/A
35,400
N/A
Berkshire Hathaway Inc. Class B
CL B NEW
084670702
4,022,865
49,500
49,500
N/A
N/A

N/A
49,500
N/A
BHP Billiton Ltd. Spons ADR
SPONSORED
ADR
088606108
62,345,990
776,220
776,220
N/A
N/A

N/A
776,220
N/A
Bill Barrett Corp
COM
06846N104
660,265
21,500
21,500
N/A
N/A

N/A
21,500
N/A
Biogen Idec Inc.
COM
09062X103
5,338,705
93,025
93,025
N/A
N/A

N/A
93,025
N/A
Black Box Corp
COM
091826107
544,452
17,700
17,700
N/A
N/A

N/A
17,700
N/A
BlackRock Fltng Rate Incm Strat Fund
Inc
COM
09255X100
1,702,800
110,000
110,000
N/A
N/A

N/A
110,000
N/A
Blackrock Inc
COM
09247X101
217,760
1,000
1,000
N/A
N/A

N/A
1,000
N/A
Blyth Inc
COM NEW
09643P207
803,906
25,725
25,725
N/A
N/A

N/A
25,725
N/A
Borders Group Inc
COM
099709107
42,828
24,900
24,900
N/A
N/A

N/A
24,900
N/A
Boston Scientific Corp.
COM
101137107
1,001,775
138,750
138,750
N/A
N/A

N/A
138,750
N/A
BP Amoco Plc.
SPONSORED
ADR
055622104
217,208
3,806
3,806
N/A
N/A

N/A
3,806
N/A
Brinker Intl Inc
COM
109641100
1,565,536
81,200
81,200
N/A
N/A

N/A
81,200
N/A
Bristol-Myers Squibb
COM
110122108
1,420,974
53,220
53,220
N/A
N/A

N/A
53,220
N/A
Bucyrus International Inc
COM
118759109
983,251
14,900
14,900
N/A
N/A

N/A
14,900
N/A
Cal Dive International Inc
COM
12802T101
2,314,814
315,800
315,800
N/A
N/A

N/A
315,800
N/A
Cambrex Corp
COM
132011107
730,754
180,433
180,433
N/A
N/A

N/A
180,433
N/A
Cardinal Health Inc.
COM
14149Y108
1,951,025
54,150
54,150
N/A
N/A

N/A
54,150
N/A
Career Education Corp
COM
141665109
3,413,956
107,900
107,900
N/A
N/A

N/A
107,900
N/A
CareFusion Corp.
COM
14170T101
1,298,374
49,125
49,125
N/A
N/A

N/A
49,125
N/A
Carnival Corp.
PAIRED CTF
143658300
454,896
11,700
11,700
N/A
N/A

N/A
11,700
N/A
Celgene Corp
COM
151020104
1,998,210
32,250
32,250
N/A
N/A

N/A
32,250
N/A
Centerpoint Energy Inc.
COM
15189T107
1,854,235
129,125
129,125
N/A
N/A

N/A
129,125
N/A
Central Garden & Pet Class A
CL A NON-VTG
153527205
2,784,182
303,950
303,950
N/A
N/A

N/A
303,950
N/A
Century Aluminum Co
COM
156431108
386,656
28,100
28,100
N/A
N/A

N/A
28,100
N/A
Cephalon Inc.
COM
156708109
5,629,129
83,050
83,050
N/A
N/A

N/A
83,050
N/A
Ceradyne Inc
COM
156710105
342,921
15,100
15,100
N/A
N/A

N/A
15,100
N/A
Cerner Corp
COM
156782104
242,051
2,850
2,850
N/A
N/A

N/A
2,850
N/A
Cf Industries Holdings Inc
COM
125269100
2,543,922
27,900
27,900
N/A
N/A

N/A
27,900
N/A
Charles River Labs Intl Inc
COM
159864107
1,049,577
26,700
26,700
N/A
N/A

N/A
26,700
N/A
Chart Industries Inc
COM
16115Q308
1,039,620
51,981
51,981
N/A
N/A

N/A
51,981
N/A
Chesapeake Energy Corp
COM
165167107
2,000,535
84,625
84,625
N/A
N/A

N/A
84,625
N/A
ChevronTexaco Corp.
COM
166764100
6,404,298
84,456
84,456
N/A
N/A

N/A
84,456
N/A
Chiquita Brands Intl
COM
170032809
2,519,160
160,150
160,150
N/A
N/A

N/A
160,150
N/A
Ciber Inc
COM
17163B102
84,150
22,500
22,500
N/A
N/A

N/A
22,500
N/A
Cisco Systems
COM
17275R102
5,060,102
194,395
194,395
N/A
N/A

N/A
194,395
N/A
Citigroup Inc.
COM
172967101
958,639
236,701
236,701
N/A
N/A

N/A
236,701
N/A
City Holding Company
COM
177835105
1,217,295
35,500
35,500
N/A
N/A

N/A
35,500
N/A
CMS Energy Corp.
COM
125896100
1,224,432
79,200
79,200
N/A
N/A

N/A
79,200
N/A
Coca Cola Co.
COM
191216100
3,097,875
56,325
56,325
N/A
N/A

N/A
56,325
N/A
Coca Cola Enterprises Inc.
COM
191219104
627,882
22,700
22,700
N/A
N/A

N/A
22,700
N/A
Comcast Corp. Class A
CL A NEW
20030N101
2,697,209
143,240
143,240
N/A
N/A

N/A
143,240
N/A
Comerica Inc.
COM
200340107
10,529,472
276,800
276,800
N/A
N/A

N/A
276,800
N/A
Commscope Inc
COM
203372107
1,056,354
37,700
37,700
N/A
N/A

N/A
37,700
N/A
Complete Production Services
COM
20453E109
664,125
57,500
57,500
N/A
N/A

N/A
57,500
N/A
Computer Sciences Corp.
COM
205363104
7,609,529
139,650
139,650
N/A
N/A

N/A
139,650
N/A
Compuware Corp.
COM
205638109
2,163,840
257,600
257,600
N/A
N/A

N/A
257,600
N/A
ConocoPhillips
COM
20825C104
6,212,294
121,405
121,405
N/A
N/A

N/A
121,405
N/A
Conseco Inc.
COM NEW
208464883
1,645,190
264,500
264,500
N/A
N/A

N/A
264,500
N/A
Consol Energy Inc
COM
20854P109
1,510,164
35,400
35,400
N/A
N/A

N/A
35,400
N/A
Constellation Brands Class A
CL A
21036P108
1,870,050
113,750
113,750
N/A
N/A

N/A
113,750
N/A
Convergys Corp.
COM
212485106
3,771,176
307,600
307,600
N/A
N/A

N/A
307,600
N/A
Cooper Companies Inc
COM NEW
216648402
1,897,344
48,800
48,800
N/A
N/A

N/A
48,800
N/A
Core Mark Holding Co Inc
COM
218681104
449,967
14,700
14,700
N/A
N/A

N/A
14,700
N/A
Corinthian Colleges Inc
COM
218868107
2,383,445
135,500
135,500
N/A
N/A

N/A
135,500
N/A
Cousins Properties Inc
COM
222795106
140,115
16,861
16,861
N/A
N/A

N/A
16,861
N/A
Covidien Ltd.
SHS
G2554F105
1,608,960
32,000
32,000
N/A
N/A

N/A
32,000
N/A
Csg Systems Intl Inc
COM
126349109
1,029,000
49,000
49,000
N/A
N/A

N/A
49,000
N/A
CVS Corp.
COM
126650100
1,804,455
49,356
49,356
N/A
N/A

N/A
49,356
N/A
D R Horton Inc
COM
23331A109
276,885
21,975
21,975
N/A
N/A

N/A
21,975
N/A
Dean Foods Co
COM
242370104
1,896,137
120,850
120,850
N/A
N/A

N/A
120,850
N/A
Deere & Co.
COM
244199105
2,449,752
41,200
41,200
N/A
N/A

N/A
41,200
N/A
Del Monte Foods Co.
COM
24522P103
2,565,220
175,700
175,700
N/A
N/A

N/A
175,700
N/A
Dell Inc.
COM
24702R101
1,468,656
97,780
97,780
N/A
N/A

N/A
97,780
N/A
Directv Group Inc
CL A
25490A101
1,551,879
45,900
45,900
N/A
N/A

N/A
45,900
N/A
Dish Network Corp
CL A
25470M109
3,747,600
180,000
180,000
N/A
N/A

N/A
180,000
N/A
Dollar Thrifty Automotive Gp
COM
256743105
343,791
10,700
10,700
N/A
N/A

N/A
10,700
N/A
Dominos Pizza Inc
COM
25754A201
402,380
29,500
29,500
N/A
N/A

N/A
29,500
N/A
Dow Chemical Co.
COM
260543103
547,045
18,500
18,500
N/A
N/A

N/A
18,500
N/A
DTE Energy Co.
COM
233331107
6,661,010
149,350
149,350
N/A
N/A

N/A
149,350
N/A
Dyncorp Intl Inc
CL A
26817C101
463,622
40,350
40,350
N/A
N/A

N/A
40,350
N/A
Eagle Bulk Shipping
COM
Y2187A101
193,815
36,500
36,500
N/A
N/A

N/A
36,500
N/A
Earthlink Inc
COM
270321102
7,149,688
837,200
837,200
N/A
N/A

N/A
837,200
N/A
Eaton Vance Senior Floating Rate
Fund
COM
27828Q105
2,242,350
135,000
135,000
N/A
N/A

N/A
135,000
N/A
Eli Lilly & Co.
COM
532457108
4,070,766
112,390
112,390
N/A
N/A

N/A
112,390
N/A
Emergent Biosolutions Inc
COM
29089Q105
1,469,125
87,500
87,500
N/A
N/A

N/A
87,500
N/A
Emerson Electric Co.
COM
291011104
1,595,778
31,700
31,700
N/A
N/A

N/A
31,700
N/A
Endo Pharmaceuticals Hldgs
COM
29264F205
2,321,620
98,000
98,000
N/A
N/A

N/A
98,000
N/A
Endurance Specialty Holdings
SHS
G30397106
1,478,570
39,800
39,800
N/A
N/A

N/A
39,800
N/A
Enpro Industries Inc
COM
29355X107
4,757,488
163,600
163,600
N/A
N/A

N/A
163,600
N/A
Equity One Inc
COM
294752100
355,132
18,800
18,800
N/A
N/A

N/A
18,800
N/A
Equity Residential Property
SH BEN INT
29476L107
2,536,920
64,800
64,800
N/A
N/A

N/A
64,800
N/A
Essex Property Trust
COM
297178105
1,488,673
16,550
16,550
N/A
N/A

N/A
16,550
N/A
Estee Lauder Companies Class A
CL A
518439104
1,719,055
26,500
26,500
N/A
N/A

N/A
26,500
N/A
Exxon Mobil Corp.
COM
30231G102
9,148,597
136,587
136,587
N/A
N/A

N/A
136,587
N/A
Fair Isaac & Co Inc
COM
303250104
2,321,144
91,600
91,600
N/A
N/A

N/A
91,600
N/A
Fairchild Semiconductor Inc
COM
303726103
2,521,920
236,800
236,800
N/A
N/A

N/A
236,800
N/A
Fedex Corp.
COM
31428X106
943,340
10,100
10,100
N/A
N/A

N/A
10,100
N/A
Fidelity National Info Svcs
COM
31620M106
1,198,956
51,150
51,150
N/A
N/A

N/A
51,150
N/A
FirstEnergy Corp.
COM
337932107
5,320,149
136,100
136,100
N/A
N/A

N/A
136,100
N/A
Flextronics International
ORD
Y2573F102
2,794,960
356,500
356,500
N/A
N/A

N/A
356,500
N/A
Force Protection
COM NEW
345203202
198,660
33,000
33,000
N/A
N/A

N/A
33,000
N/A
Ford Motor Co.
COM
345370860
1,565,279
124,525
124,525
N/A
N/A

N/A
124,525
N/A
Forest Laboratories
COM
345838106
2,969,792
94,700
94,700
N/A
N/A

N/A
94,700
N/A
Freeport-Mcmoran Copper & Gold
COM
35671D857
53,208,715
636,925
636,925
N/A
N/A

N/A
636,925
N/A
Fresh Del Monte Produce
ORD
G36738105
3,056,738
150,950
150,950
N/A
N/A

N/A
150,950
N/A
Gannett Inc.
COM
364730101
1,307,558
79,150
79,150
N/A
N/A

N/A
79,150
N/A
General Electric
COM
369604103
6,408,184
352,098
352,098
N/A
N/A

N/A
352,098
N/A
Genzyme General
COM
372917104
1,383,861
26,700
26,700
N/A
N/A

N/A
26,700
N/A
Gfi Group Inc
COM
361652209
478,833
82,700
82,700
N/A
N/A

N/A
82,700
N/A
Gilead Sciences Inc.
COM
375558103
6,091,389
133,965
133,965
N/A
N/A

N/A
133,965
N/A
Goldman Sachs Group Inc.
COM
38141G104
2,049,266
12,010
12,010
N/A
N/A

N/A
12,010
N/A
Google Inc.
CL A
38259P508
1,786,428
3,150
3,150
N/A
N/A

N/A
3,150
N/A
Gtx Inc
COM
40052B108
47,235
14,100
14,100
N/A
N/A

N/A
14,100
N/A
Hackett Group Inc
COM
404609109
33,916
12,200
12,200
N/A
N/A

N/A
12,200
N/A
Harris Corp
COM
413875105
679,107
14,300
14,300
N/A
N/A

N/A
14,300
N/A
Harsco Corp
COM
415864107
343,355
10,750
10,750
N/A
N/A

N/A
10,750
N/A
Hasbro Inc.
COM
418056107
1,087,152
28,400
28,400
N/A
N/A

N/A
28,400
N/A
Hawaiian Hldgs Inc
COM
419879101
1,069,468
145,111
145,111
N/A
N/A

N/A
145,111
N/A
Health Net Inc - Cl A
COM
42222G108
1,860,276
74,800
74,800
N/A
N/A

N/A
74,800
N/A
Healthspring Inc
COM
42224N101
2,449,920
139,200
139,200
N/A
N/A

N/A
139,200
N/A
Healthways Inc
COM
422245100
457,995
28,500
28,500
N/A
N/A

N/A
28,500
N/A
Heinz (H.J.) Co.
COM
423074103
972,633
21,325
21,325
N/A
N/A

N/A
21,325
N/A
Helmerich & Payne
COM
423452101
852,992
22,400
22,400
N/A
N/A

N/A
22,400
N/A
Hewlett-Packard
COM
428236103
4,622,456
86,970
86,970
N/A
N/A

N/A
86,970
N/A
Hill-rom Holdings Inc
COM
431475102
4,126,397
151,650
151,650
N/A
N/A

N/A
151,650
N/A
Home Depot
COM
437076102
1,928,319
59,608
59,608
N/A
N/A

N/A
59,608
N/A
Horizon Lines Inc
COM
44044K101
68,544
12,600
12,600
N/A
N/A

N/A
12,600
N/A
Hospitality Properties Trust
COM SH BEN INT
44106M102
2,062,095
86,100
86,100
N/A
N/A

N/A
86,100
N/A
Hovnanian Entrprs Inc Class A
CL A
442487203
80,475
18,500
18,500
N/A
N/A

N/A
18,500
N/A
Hubbell Inc Class B
CL B
443510201
791,751
15,700
15,700
N/A
N/A

N/A
15,700
N/A
Humana Inc.
COM
444859102
848,876
18,150
18,150
N/A
N/A

N/A
18,150
N/A
Idacorp Inc
COM
451107106
321,966
9,300
9,300
N/A
N/A

N/A
9,300
N/A
Imation Corp
COM
45245A107
123,312
11,200
11,200
N/A
N/A

N/A
11,200
N/A
ING Prime Rate Trust
SH BEN INT
44977W106
1,789,800
285,000
285,000
N/A
N/A

N/A
285,000
N/A
Innophos Holdings Inc
COM
45774N108
3,756,735
134,650
134,650
N/A
N/A

N/A
134,650
N/A
Innospec Inc
COM
45768S105
491,888
43,300
43,300
N/A
N/A

N/A
43,300
N/A
Insight Enterprises Inc
COM
45765U103
1,332,249
92,775
92,775
N/A
N/A

N/A
92,775
N/A
Integrys Energy Group Inc.
COM
45822P105
1,414,293
29,850
29,850
N/A
N/A

N/A
29,850
N/A
Intel Corp.
COM
458140100
20,828,200
934,419
934,419
N/A
N/A

N/A
934,419
N/A
International Business Machines
COM
459200101
18,752,972
146,222
146,222
N/A
N/A

N/A
146,222
N/A
International Paper Co.
COM
460146103
476,204
19,350
19,350
N/A
N/A

N/A
19,350
N/A
Intersil Corp Class A
CL A
46069S109
157,718
10,700
10,700
N/A
N/A

N/A
10,700
N/A
Intl Shiphold Cp
COM NEW
460321201
558,410
19,000
19,000
N/A
N/A

N/A
19,000
N/A
Invacare Corp
COM
461203101
1,951,937
73,547
73,547
N/A
N/A

N/A
73,547
N/A
Investment Technology Gp Inc
COM
46145F105
2,758,890
165,302
165,302
N/A
N/A

N/A
165,302
N/A
iShares iBoxx $ High Yld Crpt Bnd FD
HIGH YLD CORP
464288513
4,034,091
45,650
45,650
N/A
N/A

N/A
45,650
N/A
Jabil Circuit
COM
466313103
1,274,153
78,700
78,700
N/A
N/A

N/A
78,700
N/A
Jackson Hewitt Tax Svc Inc
COM
468202106
225,200
112,600
112,600
N/A
N/A

N/A
112,600
N/A
JDA Software Group Inc
COM
46612K108
2,912,754
104,700
104,700
N/A
N/A

N/A
104,700
N/A
Johnson & Johnson
COM
478160104
6,160,226
94,482
94,482
N/A
N/A

N/A
94,482
N/A
Johnson Controls
COM
478366107
1,025,989
31,100
31,100
N/A
N/A

N/A
31,100
N/A
Jones New York
COM
480074103
962,412
50,600
50,600
N/A
N/A

N/A
50,600
N/A
Journal Communications Inc
CL A
481130102
196,140
46,700
46,700
N/A
N/A

N/A
46,700
N/A
JP Morgan Chase & Company
COM
46625H100
6,715,588
150,069
150,069
N/A
N/A

N/A
150,069
N/A
Kapstone Paper And Pack Corp
COM
48562P103
312,181
26,300
26,300
N/A
N/A

N/A
26,300
N/A
Kendle International Inc
COM
48880L107
337,364
19,300
19,300
N/A
N/A

N/A
19,300
N/A
Kimberly Clark Corp.
COM
494368103
750,787
11,940
11,940
N/A
N/A

N/A
11,940
N/A
Kindred Healthcare Inc
COM
494580103
2,747,210
152,200
152,200
N/A
N/A

N/A
152,200
N/A
Kinetic Concepts Inc.
COM NEW
49460W208
4,661,475
97,500
97,500
N/A
N/A

N/A
97,500
N/A
King Pharamceuticals
COM
495582108
1,593,480
135,500
135,500
N/A
N/A

N/A
135,500
N/A
Knight Capital Group Inc.
CL A
499005106
1,517,838
99,400
99,400
N/A
N/A

N/A
99,400
N/A
Knoll Inc
COM NEW
498904200
459,675
40,860
40,860
N/A
N/A

N/A
40,860
N/A
Lennar Corp.
CL A
526057104
3,392,091
197,100
197,100
N/A
N/A

N/A
197,100
N/A
Lexmark International Inc.
CL A
529771107
4,441,448
123,100
123,100
N/A
N/A

N/A
123,100
N/A
Lithia Motors Inc  -cl A
CL A
536797103
74,880
11,700
11,700
N/A
N/A

N/A
11,700
N/A
Lockheed Martin Inc.
COM
539830109
1,579,100
18,975
18,975
N/A
N/A

N/A
18,975
N/A
Lorillard Inc
COM
544147101
1,497,276
19,900
19,900
N/A
N/A

N/A
19,900
N/A
Lsi Logic Corp.
COM
502161102
928,404
151,700
151,700
N/A
N/A

N/A
151,700
N/A
Macy's Inc.
COM
55616P104
3,010,356
138,280
138,280
N/A
N/A

N/A
138,280
N/A
Martek Biosciences Corp
COM
572901106
2,712,455
120,500
120,500
N/A
N/A

N/A
120,500
N/A
Mcclatchy Co Class A
CL A
579489105
885,764
180,400
180,400
N/A
N/A

N/A
180,400
N/A
McDonald's Corp.
COM
580135101
2,414,597
36,190
36,190
N/A
N/A

N/A
36,190
N/A
Medco Health Solutions Inc.
COM
58405U102
269,732
4,178
4,178
N/A
N/A

N/A
4,178
N/A
Medifast Inc
COM
58470H101
334,229
13,300
13,300
N/A
N/A

N/A
13,300
N/A
Medtronic Inc.
COM
585055106
1,542,278
34,250
34,250
N/A
N/A

N/A
34,250
N/A
Merck & Co. Inc.
COM
58933Y105
5,508,229
147,476
147,476
N/A
N/A

N/A
147,476
N/A
Methode Electronics  -cl A
COM
591520200
324,720
32,800
32,800
N/A
N/A

N/A
32,800
N/A
Microsoft Corp.
COM
594918104
10,797,495
368,641
368,641
N/A
N/A

N/A
368,641
N/A
Mirant Corp
COM
60467R100
2,315,895
213,250
213,250
N/A
N/A

N/A
213,250
N/A
ModusLink Global Solutions Inc.
COM
60786L107
127,377
15,110
15,110
N/A
N/A

N/A
15,110
N/A
Montpelier Holdings
SHS
G62185106
640,461
38,100
38,100
N/A
N/A

N/A
38,100
N/A
Mylan Laboratories
COM
628530107
978,801
43,100
43,100
N/A
N/A

N/A
43,100
N/A
Nabors Industries
SHS
G6359F103
225,745
11,500
11,500
N/A
N/A

N/A
11,500
N/A
National Health Invs Inc
COM
63633D104
678,300
17,500
17,500
N/A
N/A

N/A
17,500
N/A
National Semiconductor Corp.
COM
637640103
1,227,654
84,900
84,900
N/A
N/A

N/A
84,900
N/A
National-Oilwell Inc
COM
637071101
1,923,492
47,400
47,400
N/A
N/A

N/A
47,400
N/A
Nbty Inc
COM
628782104
1,549,754
32,300
32,300
N/A
N/A

N/A
32,300
N/A
NCR Corp.
COM
62886E108
1,362,750
98,750
98,750
N/A
N/A

N/A
98,750
N/A
Ness Technologies Inc
COM
64104X108
183,621
29,100
29,100
N/A
N/A

N/A
29,100
N/A
New York Cmnty Bancorp Inc
COM
649445103
865,042
52,300
52,300
N/A
N/A

N/A
52,300
N/A
Newmont Mining Corp.
COM
651639106
3,582,926
70,350
70,350
N/A
N/A

N/A
70,350
N/A
News Corp Class A
CL A
65248E104
196,697
13,650
13,650
N/A
N/A

N/A
13,650
N/A
Nike Inc.
CL B
654106103
2,146,200
29,200
29,200
N/A
N/A

N/A
29,200
N/A
Nisource
COM
65473P105
4,169,620
263,900
263,900
N/A
N/A

N/A
263,900
N/A
Noble Corp.
NAMEN-AKT
H5833N103
2,097,273
50,150
50,150
N/A
N/A

N/A
50,150
N/A
Northrop Grumman Corp.
COM
666807102
8,881,129
135,445
135,445
N/A
N/A

N/A
135,445
N/A
Northstar Realty Finance Cp
COM
66704R100
121,934
28,963
28,963
N/A
N/A

N/A
28,963
N/A
Northwestern Corp
COM NEW
668074305
1,782,865
66,500
66,500
N/A
N/A

N/A
66,500
N/A
Nucor Corp.
COM
670346105
10,210,500
225,000
225,000
N/A
N/A

N/A
225,000
N/A
Nutrisystem Inc
COM
67069D108
646,866
36,300
36,300
N/A
N/A

N/A
36,300
N/A
NVR Inc
COM
62944T105
435,900
600
600
N/A
N/A

N/A
600
N/A
NYSE Euronet
COM
629491101
1,446,449
48,850
48,850
N/A
N/A

N/A
48,850
N/A
Oceanfirst Financial Corp
COM
675234108
173,808
15,300
15,300
N/A
N/A

N/A
15,300
N/A
O'charley's Inc
COM
670823103
164,496
18,400
18,400
N/A
N/A

N/A
18,400
N/A
Office Depot Inc.
COM
676220106
638,001
79,950
79,950
N/A
N/A

N/A
79,950
N/A
Oil States Intl Inc
COM
678026105
2,208,058
48,700
48,700
N/A
N/A

N/A
48,700
N/A
Olin Corp
COM
680665205
1,992,411
101,550
101,550
N/A
N/A

N/A
101,550
N/A
Om Group Inc
COM
670872100
379,456
11,200
11,200
N/A
N/A

N/A
11,200
N/A
Omnicare Inc
COM
681904108
7,014,506
247,950
247,950
N/A
N/A

N/A
247,950
N/A
Oracle Corp.
COM
68389X105
3,922,960
152,585
152,585
N/A
N/A

N/A
152,585
N/A
Oriental Financial Group Inc
COM
68618W100
668,250
49,500
49,500
N/A
N/A

N/A
49,500
N/A
Oshkosh Truck Corp
COM
688239201
2,311,482
57,300
57,300
N/A
N/A

N/A
57,300
N/A
Overseas Shipholding Group
COM
690368105
368,762
9,400
9,400
N/A
N/A

N/A
9,400
N/A
Pactiv Corp.
COM
695257105
387,772
15,400
15,400
N/A
N/A

N/A
15,400
N/A
Pantry Inc
COM
698657103
2,331,883
186,700
186,700
N/A
N/A

N/A
186,700
N/A
Par Pharmaceutical Cos Inc
COM
69888P106
1,842,640
74,300
74,300
N/A
N/A

N/A
74,300
N/A
Patriot Coal Corp.
COM
70336T104
945,252
46,200
46,200
N/A
N/A

N/A
46,200
N/A
Patterson-Uti Energy Inc
COM
703481101
850,773
60,900
60,900
N/A
N/A

N/A
60,900
N/A
PDL BioPharma Inc
COM
69329Y104
2,761,587
444,700
444,700
N/A
N/A

N/A
444,700
N/A
Peabody Energy Corp
COM
704549104
1,256,750
27,500
27,500
N/A
N/A

N/A
27,500
N/A
Pepco Holdings Inc
COM
713291102
2,975,525
173,500
173,500
N/A
N/A

N/A
173,500
N/A
PepsiCo Inc.
COM
713448108
3,229,931
48,820
48,820
N/A
N/A

N/A
48,820
N/A
Pfizer Inc.
COM
717081103
8,816,641
514,090
514,090
N/A
N/A

N/A
514,090
N/A
PHH Corp.
COM NEW
693320202
3,345,762
141,950
141,950
N/A
N/A

N/A
141,950
N/A
Philip Morris International Inc
COM
718172109
2,568,880
49,250
49,250
N/A
N/A

N/A
49,250
N/A
Phoenix Companies Inc
COM
71902E109
57,354
23,700
23,700
N/A
N/A

N/A
23,700
N/A
Photronics Inc
COM
719405102
291,210
57,100
57,100
N/A
N/A

N/A
57,100
N/A
Pier 1 Imports Inc/De
COM
720279108
114,660
18,000
18,000
N/A
N/A

N/A
18,000
N/A
Plum Creek Timber Co. Inc.
COM
729251108
749,018
19,250
19,250
N/A
N/A

N/A
19,250
N/A
PNC Bank Corp.
COM
693475105
310,440
5,200
5,200
N/A
N/A

N/A
5,200
N/A
Polyone Corp
COM
73179P106
557,056
54,400
54,400
N/A
N/A

N/A
54,400
N/A
Premiere Global Services Inc
COM
740585104
208,152
25,200
25,200
N/A
N/A

N/A
25,200
N/A
Prestige Brands Holdings
COM
74112D101
520,200
57,800
57,800
N/A
N/A

N/A
57,800
N/A
Priceline.Com Inc
COM NEW
741503403
1,020,000
4,000
4,000
N/A
N/A

N/A
4,000
N/A
Procter & Gamble
COM
742718109
6,245,445
98,711
98,711
N/A
N/A

N/A
98,711
N/A
Prologis
SH BEN INT
743410102
1,525,920
115,600
115,600
N/A
N/A

N/A
115,600
N/A
Quest Software Inc
COM
74834T103
1,674,039
94,100
94,100
N/A
N/A

N/A
94,100
N/A
Quiksilver Inc
COM
74838C106
965,393
204,100
204,100
N/A
N/A

N/A
204,100
N/A
Qwest Communications Intl.
COM
749121109
1,080,436
206,980
206,980
N/A
N/A

N/A
206,980
N/A
Ramco-gershenson Properties
COM SH BEN INT
751452202
603,536
53,600
53,600
N/A
N/A

N/A
53,600
N/A
Rayonier Inc
COM
754907103
1,231,153
27,100
27,100
N/A
N/A

N/A
27,100
N/A
Raytheon Company
COM NEW
755111507
2,832,010
49,580
49,580
N/A
N/A

N/A
49,580
N/A
Regis Corp/Mn
COM
758932107
1,161,896
62,200
62,200
N/A
N/A

N/A
62,200
N/A
Reinsurance Group Amer Inc
COM NEW
759351604
299,364
5,700
5,700
N/A
N/A

N/A
5,700
N/A
Rent-A-Center Inc
COM
76009N100
3,621,998
153,150
153,150
N/A
N/A

N/A
153,150
N/A
Republic Airways Hldgs Inc
COM
760276105
324,918
54,700
54,700
N/A
N/A

N/A
54,700
N/A
Res-care Inc
COM
760943100
309,342
25,800
25,800
N/A
N/A

N/A
25,800
N/A
Reynolds American Inc.
COM
761713106
240,211
4,450
4,450
N/A
N/A

N/A
4,450
N/A
Rowan Cos Inc.
COM
779382100
3,627,834
124,625
124,625
N/A
N/A

N/A
124,625
N/A
Ruby Tuesday Inc
COM
781182100
1,460,774
138,200
138,200
N/A
N/A

N/A
138,200
N/A
Ryder Systems Inc.
COM
783549108
2,058,156
53,100
53,100
N/A
N/A

N/A
53,100
N/A
Safety Insurance Group Inc
COM
78648T100
3,791,486
100,650
100,650
N/A
N/A

N/A
100,650
N/A
Saic Inc
COM
78390X101
1,421,310
80,300
80,300
N/A
N/A

N/A
80,300
N/A
Sara Lee Corp.
COM
803111103
694,550
49,860
49,860
N/A
N/A

N/A
49,860
N/A
Schlumberger Ltd.
COM
806857108
2,312,800
36,445
36,445
N/A
N/A

N/A
36,445
N/A
School Specialty Inc
COM
807863105
1,120,284
49,200
49,200
N/A
N/A

N/A
49,200
N/A
Seacor Smit Inc
COM
811904101
685,610
8,500
8,500
N/A
N/A

N/A
8,500
N/A
Seagate Technology
SHS
G7945J104
2,897,862
158,700
158,700
N/A
N/A

N/A
158,700
N/A
Sigma Designs Inc
COM
826565103
1,351,296
115,200
115,200
N/A
N/A

N/A
115,200
N/A
Skywest Inc
COM
830879102
601,188
42,100
42,100
N/A
N/A

N/A
42,100
N/A
Smithfield Foods Inc
COM
832248108
414,800
20,000
20,000
N/A
N/A

N/A
20,000
N/A
Sonic Automotive Inc  -Cl A
CL A
83545G102
748,000
68,000
68,000
N/A
N/A

N/A
68,000
N/A
SPDR Barclays Capital High Yield B
BRCLYS YLD ETF
78464A417
3,861,620
97,050
97,050
N/A
N/A

N/A
97,050
N/A
Sprint Nextel Corp.
COM
852061100
224,382
59,048
59,048
N/A
N/A

N/A
59,048
N/A
Supervalu Inc.
COM
868536103
3,788,862
227,150
227,150
N/A
N/A

N/A
227,150
N/A
Symantec Corp.
COM
871503108
7,196,943
425,100
425,100
N/A
N/A

N/A
425,100
N/A
Synopsys Inc
COM
871607107
2,697,822
120,600
120,600
N/A
N/A

N/A
120,600
N/A
Target Corp.
COM
87612E106
1,720,020
32,700
32,700
N/A
N/A

N/A
32,700
N/A
Technitrol Inc
COM
878555101
182,160
34,500
34,500
N/A
N/A

N/A
34,500
N/A
Teleflex Inc
COM
879369106
5,580,497
87,100
87,100
N/A
N/A

N/A
87,100
N/A
Texas Instruments Inc.
COM
882508104
1,798,545
73,500
73,500
N/A
N/A

N/A
73,500
N/A
The Travelers Companies Inc.
COM
89417E109
2,306,474
42,760
42,760
N/A
N/A

N/A
42,760
N/A
Thermo Fisher Scientific
COM
883556102
6,126,504
119,100
119,100
N/A
N/A

N/A
119,100
N/A
Thomas & Betts Corp.
COM
884315102
1,165,428
29,700
29,700
N/A
N/A

N/A
29,700
N/A
Tibco Software Inc
COM
88632Q103
357,480
33,100
33,100
N/A
N/A

N/A
33,100
N/A
Tidewater Inc
COM
886423102
966,672
20,450
20,450
N/A
N/A

N/A
20,450
N/A
Time Warner Cable Inc
COM
88732J207
956,915
17,950
17,950
N/A
N/A

N/A
17,950
N/A
Time Warner Inc.
COM NEW
887317303
4,915,550
157,197
157,197
N/A
N/A

N/A
157,197
N/A
Timken Co
COM
887389104
540,180
18,000
18,000
N/A
N/A

N/A
18,000
N/A
Transocean Inc.
SHS
H8817H100
2,336,579
27,050
27,050
N/A
N/A

N/A
27,050
N/A
Trimas Corp
COM NEW
896215209
64,900
10,000
10,000
N/A
N/A

N/A
10,000
N/A
Trinity Industries
COM
896522109
544,908
27,300
27,300
N/A
N/A

N/A
27,300
N/A
Tutor Perini Corp.
COM
901109108
3,436,500
158,000
158,000
N/A
N/A

N/A
158,000
N/A
Tyco International Ltd.
SHS
H89128104
5,580,675
145,900
145,900
N/A
N/A

N/A
145,900
N/A
Tyson Foods Inc Class A
CL A
902494103
1,773,290
92,600
92,600
N/A
N/A

N/A
92,600
N/A
Ual Corp
COM NEW
902549807
1,867,025
95,500
95,500
N/A
N/A

N/A
95,500
N/A
Ugi Corp
COM
902681105
997,532
37,586
37,586
N/A
N/A

N/A
37,586
N/A
United Health Group Inc.
COM
91324P102
766,112
23,450
23,450
N/A
N/A

N/A
23,450
N/A
United Online Inc
COM
911268100
3,349,305
447,768
447,768
N/A
N/A

N/A
447,768
N/A
United Technologies Corp.
COM
913017109
230,031
3,125
3,125
N/A
N/A

N/A
3,125
N/A
Universal American Finl Cp
COM
913377107
2,631,860
170,900
170,900
N/A
N/A

N/A
170,900
N/A
Unum Group
COM
91529Y106
361,023
14,575
14,575
N/A
N/A

N/A
14,575
N/A
US Cellular Corp
COM
911684108
1,592,592
38,487
38,487
N/A
N/A

N/A
38,487
N/A
Usa Mobility Inc.
COM
90341G103
4,352,588
343,535
343,535
N/A
N/A

N/A
343,535
N/A
Valueclick Inc
COM
92046N102
1,417,694
139,950
139,950
N/A
N/A

N/A
139,950
N/A
Verizon Communications
COM
92343V104
3,525,888
113,665
113,665
N/A
N/A

N/A
113,665
N/A
Viropharma Inc
COM
928241108
639,247
46,900
46,900
N/A
N/A

N/A
46,900
N/A
Visa Inc-Class A
CL A
92826C839
646,313
7,100
7,100
N/A
N/A

N/A
7,100
N/A
Vishay Intrtechnology
COM
928298108
2,967,723
290,100
290,100
N/A
N/A

N/A
290,100
N/A
Vornado Realty Trust
SH BEN INT
929042109
1,203,630
15,900
15,900
N/A
N/A

N/A
15,900
N/A
Wal-Mart Stores
COM
931142103
3,582,642
64,436
64,436
N/A
N/A

N/A
64,436
N/A
Walt Disney Co.
COM
254687106
1,560,652
44,705
44,705
N/A
N/A

N/A
44,705
N/A
Walter Industries Inc
COM
93317Q105
1,587,044
17,200
17,200
N/A
N/A

N/A
17,200
N/A
Warner Chilcott PLC
SHS A
G94368100
211,816
8,300
8,300
N/A
N/A

N/A
8,300
N/A
Waste Management Inv.
COM
94106L109
234,124
6,800
6,800
N/A
N/A

N/A
6,800
N/A
Website Pros Inc
COM
94733A104
130,255
23,900
23,900
N/A
N/A

N/A
23,900
N/A
Wells Fargo & Company
COM
949746101
3,509,402
112,770
112,770
N/A
N/A

N/A
112,770
N/A
Wesco Intl Inc
COM
95082P105
1,093,365
31,500
31,500
N/A
N/A

N/A
31,500
N/A
Western Digital Corp
COM
958102105
2,389,697
61,290
61,290
N/A
N/A

N/A
61,290
N/A
Whirlpool Corp.
COM
963320106
335,913
3,850
3,850
N/A
N/A

N/A
3,850
N/A
Williams-Sonoma Inc
COM
969904101
775,555
29,500
29,500
N/A
N/A

N/A
29,500
N/A
World Acceptance Cp/de
COM
981419104
418,528
11,600
11,600
N/A
N/A

N/A
11,600
N/A
World Fuel Services Corp
COM
981475106
428,904
16,100
16,100
N/A
N/A

N/A
16,100
N/A
Wright Express Corp
COM
98233Q105
1,551,180
51,500
51,500
N/A
N/A

N/A
51,500
N/A
Xerox Corporation
COM
984121103
4,775,550
489,800
489,800
N/A
N/A

N/A
489,800
N/A
iShares MSCI EAFE Index Fund
MSCI EAFE IDX
464287465
4,403,387
78,660
78,660
N/A
N/A

N/A
78,660
N/A
iShares S&P 500
S&P 500 INDEX
464287200
4,612,049
39,305
39,305
N/A
N/A

N/A
39,305
N/A



7,525,310,776
237,203,966
237,203,966




237,203,966


</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
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