Russell 1000 Index Piotroski Scan (06/27/09)
Scanning of 982 stocks from the Russell 1000 Index was completed on 06/27/09 at 09:42.
The list of stocks in the index was retrieved from
http://www.russell.com/indexes/membership/Reconstitution/US_Membership_Dropdown.asp.
9 Points
ACCENTURE LTD BERMUDA (ACN)
ADOBE SYSTEMS INC (ADBE)
ALBERTO CULVER CO (ACV)
ALTERA CORP (ALTR)
ARCH COAL INC (ACI)
BIOGEN IDEC INC (BIIB)
BROADCOM CORP (BRCM)
CF INDUSTRIES HOLDINGS (CF)
CONSOL ENERGY INC (CNX)
COSTCO WHOLESALE CORP (COST)
EMBARQ CORP (EQ)
EXPEDITORS INTL OF WASH (EXPD)
FASTENAL CO (FAST)
FISERV INC (FISV)
INVESTMENT TECHNOLOGY (ITG)
ITT EDUCATIONAL SVCS INC (ESI)
JUNIPER NETWORKS INC (JNPR)
LINCARE HOLDINGS INC (LNCR)
MERCK & CO INC (MRK)
MICROSOFT CORP (MSFT)
PEABODY ENERGY CORP (BTU)
TD AMERITRADE HOLDING (AMTD)
TECH DATA CORP (TECD)
TECHNE CORP (TECH)
THOMAS & BETTS CORP (TNB)
WAL MART STORES INC (WMT)
WALTER INDUSTRIES INC (WLT)
WATERS CORP (WAT)
WILLIAMS COMPANIES INC (WMB)
XILINX INC (XLNX)
8.5 Points
AMERICAN TOWER CORP (AMT)
BUCYRUS INTERNATIONAL (BUCY)
BUNGE LIMITED (BG)
COMPUTER SCIENCES CORP (CSC)
COOPER COMPANIES INC (COO)
EATON VANCE CORP (EV)
EDWARDS LIFESCIENCES (EW)
FLUOR CORP (FLR)
HESS CORP (HES)
JACOBS ENGINEERING GRP (JEC)
KIRBY CORP (KEX)
METAVANTE TECHNOLOGIES (MV)
MILLIPORE CORP (MIL)
MOSAIC COMPANY (MOS)
NOBLE ENERGY INC (NBL)
PAYCHEX INC (PAYX)
SOHU COM INC (SOHU)
SOUTHWESTERN ENERGY CO (SWN)
TENET HEALTHCARE CORP (THC)
THERMO FISHER SCIENTIFIC (TMO)
URBAN OUTFITTERS INC (URBN)
VALMONT INDUSTRIES INC (VMI)
8 Points
AES CORP (AES)
AGILENT TECHNOLOGIES INC (A)
ALEXANDRIA REAL ESTATE (ARE)
ALLERGAN INC (AGN)
ALTRIA GROUP INC (MO)
AMGEN INC (AMGN)
APTARGROUP INC (ATR)
BRINKS CO (BCO)
BURGER KING HLDGS INC (BKC)
C H ROBINSON WORLDWIDE (CHRW)
CHEVRON CORP (CVX)
COCA COLA CO (KO)
COMPUWARE CORP (CPWR)
COPART INC (CPRT)
DENTSPLY INTERNATIONAL (XRAY)
DISH NETWORK CORP (DISH)
DISNEY WALT CO (DIS)
DOVER CORP (DOV)
E M C CORP (EMC)
ENCORE ACQUISITION CO (EAC)
EQUIFAX INC (EFX)
FACTSET RESEARCH SYSTEMS (FDS)
FLIR SYSTEMS INC (FLIR)
FMC CORP (FMC)
FMC TECHNOLOGIES INC (FTI)
FRANKLIN RESOURCES INC (BEN)
GAP INC (GPS)
GENERAL CABLE CORP (BGC)
GILEAD SCIENCES INC (GILD)
GOODRICH CORP (GR)
GUESS INC (GES)
HERBALIFE LTD (HLF)
HERSHEY COMPANY (HSY)
IDEXX LABS INC (IDXX)
ILLUMINA INC (ILMN)
INTEL CORP (INTC)
INTL BUSINESS MACHINES (IBM)
ITRON INC (ITRI)
KROGER CO (KR)
LABORATORY CORP OF AMER (LH)
LEGGETT & PLATT INC (LEG)
LINCOLN ELECTRIC HLDGS (LECO)
MANPOWER INC (MAN)
MCDONALDS CORP (MCD)
MEDTRONIC INC (MDT)
METTLER TOLEDO INTL INC (MTD)
MSC INDL DIRECT INC (MSM)
NEUSTAR INC (NSR)
NEWMONT MINING CORP (NEM)
NIKE INC (NKE)
NOBLE CORPORATION (NE)
NORFOLK SOUTHERN CORP (NSC)
OCCIDENTAL PETE CORP (OXY)
OCEANEERING INTL INC (OII)
OMNICARE INC (OCR)
OVERSEAS SHIPHOLDNG GRP (OSG)
PITNEY BOWES INC (PBI)
PRICELINE COM INC (PCLN)
PRIDE INTERNATIONAL INC (PDE)
QUANTA SERVICES INC (PWR)
QUEST DIAGNOSTICS INC (DGX)
QWEST COMMUNICATIONS (Q)
RED HAT INC (RHT)
ROCKWELL COLLINS INC (COL)
ROSS STORES INC (ROST)
SAFEWAY INC (SWY)
SUPERIOR ENERGY SERVICES (SPN)
TERADATA CORP (TDC)
TERRA INDS INC (TRA)
TOTAL SYSTEM SERVICES (TSS)
UNION PACIFIC CORP (UNP)
UNITED STATES STEEL CORP (X)
UNITED TECHNOLOGIES (UTX)
UNIVERSAL HEALTH SVCS (UHS)
URS CORP (URS)
VARIAN MEDICAL SYSTEMS (VAR)
7.5 Points
ABBOTT LABORATORIES (ABT)
AMAZON COM INC (AMZN)
ANALOG DEVICES INC (ADI)
AVON PRODUCTS INC (AVP)
BARD C R INC (BCR)
BRANDYWINE REALTY TRUST (BDN)
BRISTOL MYERS SQUIBB (BMY)
CA INC (CA)
CARDINAL HEALTH INC (CAH)
CEPHALON INC (CEPH)
CERNER CORP (CERN)
COGNIZANT TECH SOLUTIONS (CTSH)
COVANTA HOLDING CORP (CVA)
COVIDIEN LTD (COV)
DEAN FOODS COMPANY (DF)
DOLBY LABORATORIES INC (DLB)
DPL INC (DPL)
EOG RESOURCES INC (EOG)
FIRST SOLAR INC (FSLR)
GENENTECH INC (DNA)
GOOGLE INC (GOOG)
HEALTH MGMT ASSOC INC (HMA)
HOSPIRA INC (HSP)
IMS HEALTH INC (RX)
INTERPUBLIC GROUP OF COS (IPG)
INTREPID POTASH INC (IPI)
IRON MOUNTAIN INC (IRM)
MOLSON COORS BREWING CO (TAP)
MSCI INC (MXB)
MURPHY OIL CORP (MUR)
NABORS INDUSTRIES LTD (NBR)
OIL STATES INTERNATIONAL (OIS)
PANERA BREAD CO (PNRA)
POLO RALPH LAUREN CO (RL)
PUBLIC STORAGE INC (PSA)
SALESFORCE COM INC (CRM)
SCHERING PLOUGH CORP (SGP)
SCHNITZER STEEL INDS (SCHN)
SHAW GROUP INC (SGR)
SNAP ON INC (SNA)
SOUTHERN UNION CO (SUG)
ST JUDE MEDICAL INC (STJ)
SYNOPSYS INC (SNPS)
TIMKEN CO (TKR)
TRANSOCEAN INC (RIG)
V F CORP (VFC)
7 Points
AETNA INC (AET)
AIRGAS INC (ARG)
AKAMAI TECHNOLOGIES (AKAM)
ALPHA NATURAL RESOURCES (ANR)
AMDOCS LTD (DOX)
AMPHENOL CORP (APH)
ANADARKO PETROLEUM CORP (APC)
APOLLO GROUP INC (APOL)
ARCHER DANIELS MIDLAND (ADM)
AT&T INC (T)
AUTOMATIC DATA PROCESS (ADP)
AVALONBAY CMNTYS INC (AVB)
BAXTER INTERNATIONAL INC (BAX)
BECTON DICKINSON & CO (BDX)
BJ SERVICES CO (BJS)
BLACKROCK INC (BLK)
BOEING CO (BA)
BURLINGTON NORTHERN (BNI)
CAMPBELL SOUP CO (CPB)
CARPENTER TECHNOLOGY (CRS)
CENTERPOINT ENERGY INC (CNP)
CINTAS CORP (CTAS)
CISCO SYSTEMS INC (CSCO)
CLEAR CHANNEL COMM INC (CCU)
CLEVELAND CLIFFS INC (CLF)
COLGATE PALMOLIVE CO (CL)
COMCAST CORP (CMCSA)
COMMUNITY HEALTH SYSTEMS (CYH)
CRANE CO (CR)
CREE INC (CREE)
CUMMINS INC (CMI)
DANAHER CORP (DHR)
DAVITA INC (DVA)
DELL INC (DELL)
DIRECTV GROUP INC (DTV)
DONALDSON INC (DCI)
DRESSER-RAND GROUP INC (DRC)
DST SYSTEMS INC (DST)
DUN & BRADSTREET CORP (DNB)
ECOLAB INC (ECL)
EMERSON ELECTRIC CO (EMR)
EQUINIX INC (EQIX)
EXPRESS SCRIPTS INC (ESRX)
EXXON MOBIL CORP (XOM)
FRONTLINE LTD (FRO)
FTI CONSULTING INC (FCN)
GARMIN LTD (GRMN)
GEN-PROBE INC (GPRO)
GENERAL MILLS INC (GIS)
GENTEX CORP (GNTX)
GENUINE PARTS CO (GPC)
HARRIS CORP (HRS)
HAWAIIAN ELECTRIC INDS (HE)
HEALTH CARE REIT INC (HCN)
HEWITT ASSOCIATES INC (HEW)
INGRAM MICRO INC (IM)
INTL FLAVORS & FRAGRANCE (IFF)
JDS UNIPHASE CORP (JDSU)
JOHNSON & JOHNSON (JNJ)
KOHLS CORP (KSS)
KRAFT FOODS INC (KFT)
L-3 COMMUNICATIONS HLDGS (LLL)
LANDSTAR SYSTEMS INC (LSTR)
LKQ CORP (LKQX)
LORILLARD INC (LO)
MACERICH CO (MAC)
MARATHON OIL CORP (MRO)
MCKESSON CORP (MCK)
MEDCO HEALTH SOLUTIONS (MHS)
MEMC ELECTRIC MATERIALS (WFR)
MORNINGSTAR INC (MORN)
NATIONAL INSTRS CORP (NATI)
NEWS CORP (NWS-A)
NOVELL INC (NOVL)
PACCAR INC (PCAR)
PACKAGING CORP OF AMER (PKG)
PALL CORP (PLL)
PATTERSON COS INC (PDCO)
PENTAIR INC (PNR)
PEPSIAMERICAS INC (PAS)
PERKINELMER INC (PKI)
PFIZER INC (PFE)
PHARMACEUTICAL PROD (PPDI)
PHILIP MORRIS INTL (PM)
PIONEER NAT RESOURCES CO (PXD)
PUBLIC SVC ENTERPRISE (PEG)
QLOGIC CORP (QLGC)
RANGE RESOURCES CORP (RRC)
RESMED INC (RMD)
ROBERT HALF INTL INC (RHI)
ROCKWELL AUTOMATION INC (ROK)
SAIC INC (SAI)
SEACOR HOLDINGS INC (CKH)
SEMPRA ENERGY (SRE)
SHERWIN WILLIAMS CO (SHW)
SIGMA ALDRICH CORP (SIAL)
SL GREEN REALTY CORP (SLG)
SPX CORP (SPW)
STRAYER EDUCATION INC (STRA)
SYSCO CORP (SYY)
TELEPHONE & DATA SYSTEMS (TDS)
TIDEWATER INC (TDW)
TIM HORTONS INC (THI)
TJX COMPANIES INC (TJX)
TORO CO (TTC)
TRIMBLE NAVIGATION LTD (TRMB)
UNITED PARCEL SERVICE (UPS)
UNITED STATES CELLULAR (USM)
VERISIGN INC (VRSN)
WABCO HOLDINGS INC (WBC)
WASTE MGMT INC (WMI)
WESCO INTERNATIONAL INC (WCC)
WESTERN DIGITAL CORP (WDC)
WESTERN UNION CO (WU)
WHITING PETROLEUM CORP (WLL)
WILEY JOHN & SONS INC (JW-A)
YUM! BRANDS INC (YUM)
ZEBRA TECHNOLOGIES CORP (ZBRA)
7 Points (1 Miss)
NATIONWIDE HEALTH PPTYS (NHP)
6.5 Points
AFFILIATED COMPUTER SVCS (ACS)
AMERICAN EXPRESS CO (AXP)
APACHE CORP (APA)
ARMSTRONG WORLD INDS INC (AWI)
ATMEL CORP (ATML)
ATWOOD OCEANICS INC (ATW)
AUTODESK INC (ADSK)
BARNES & NOBLE INC (BKS)
BEMIS INC (BMS)
BIG LOTS INC (BIG)
BOSTON PROPERTIES INC (BXP)
BROADRIDGE FINANCIAL INC (BR)
CALPINE CORP (CPN)
CMS ENERGY CORP (CMS)
CNX GAS CORP (CXG)
CORN PRODS INTERNATIONAL (CPO)
CROWN CASTLE INTL CORP (CCI)
DENBURY RESOURCES INC (DNR)
DIAMOND OFFSHR DRILLING (DO)
DIEBOLD INC (DBD)
DISCOVERY HOLDING CO (DISCA)
DOLLAR TREE INC (DLTR)
DOMINION RESOURCES INC (D)
DUKE REALTY CORP (DRE)
ENTERGY CORP (ETR)
EQUITY RESIDENTIAL (EQR)
FIDELITY NATL INFO SVCS (FIS)
FPL GROUP INC (FPL)
GENZYME CORP (GENZ)
GREIF INC (GEF)
HASBRO INC (HAS)
HEINZ H J CO (HNZ)
HOME DEPOT INC (HD)
HONEYWELL INTERNATIONAL (HON)
HUMANA INC (HUM)
HUNT J B TRANS SVCS (JBHT)
HUNTSMAN CORP (HUN)
IHS INC (IHS)
INTUIT (INTU)
INVERNESS MED INNOVATION (IMA)
ITT CORPORATION (ITT)
LIFEPOINT HOSPITALS (LPNT)
MARVELL TECHNOLOGY GROUP (MRVL)
MYLAN INC (MYL)
OWENS ILLINOIS INC (OI)
PLAINS EXPLORATION & PRO (PXP)
PRECISION CASTPARTS (PCP)
REGENCY CENTERS CORP (REG)
SCHEIN HENRY INC (HSIC)
ST MARY LAND & EXPL CO (SM)
STARBUCKS CORP (SBUX)
SUNOCO INC (SUN)
TELEFLEX INC (TFX)
TESORO CORP (TSO)
TIME WARNER INC (TWX)
VISA INC (V)
VMWARE INC (VMW)
WARNER CHILCOTT LIMITED (WCRX)
WATSON PHARMACEUTICALS (WPI)
WHOLE FOODS MARKET INC (WFMI)
WYETH (WYE)
6.5 Points (1 Miss)
BRE PROPERTIES INC (BRE)
6 Points
AIR PRODS & CHEMS INC (APD)
ALBEMARLE CORP (ALB)
ANNALY CAPITAL MGMT INC (NLY)
AON CORP (AOC)
APARTMENT INVT & MGMT (AIV)
APPLIED MATLS INC (AMAT)
AUTOZONE INC (AZO)
AVX CORP (AVX)
BALL CORP (BLL)
BJS WHOLESALE CLUB INC (BJ)
CABOT OIL & GAS CORP (COG)
CELANESE CORP (CE)
CELGENE CORP (CELG)
CHOICE HOTELS INTL INC (CHH)
CHUBB CORP (CB)
CHURCH & DWIGHT INC (CHD)
CINCINNATI FINANCIAL (CINF)
CITRIX SYSTEMS INC (CTXS)
COACH INC (COH)
CORNING INC (GLW)
CORPORATE EXECUTIVE (EXBD)
CORRECTIONS CORP OF AMER (CXW)
COVENTRY HEALTH CARE (CVH)
CROWN HOLDINGS INC (CCK)
DARDEN RESTAURANTS INC (DRI)
DEERE & CO (DE)
DREAMWORKS ANIMATION SKG (DWA)
EASTMAN CHEMICAL CO (EMN)
EBAY INC (EBAY)
EL PASO CORP (EP)
ENDO PHARMACEUTICALS (ENDP)
ENSCO INTERNATIONAL INC (ESV)
ESSEX PROPERTY TRUST INC (ESS)
EXTERRAN HOLDINGS INC (EXH)
FAIRCHILD SEMICONDUCTOR (FCS)
FIRSTENERGY CORP (FE)
FLOWSERVE CORP (FLS)
FOSTER WHEELER LTD (FWLT)
GENERAL DYNAMICS CORP (GD)
GRAINGER W W INC (GWW)
HANSEN NAT CORP (HANS)
HCP INC (HCP)
HILLENBRAND INC (HI)
HLTH CORP (HLTH)
HOLLY CORP (HOC)
HRPT PROPERTIES TRUST (HRP)
IAC INTERACTIVECORP (IACI)
ILLINOIS TOOL WORKS INC (ITW)
INTERNATIONAL SPEEDWAY (ISCA)
INTUITIVE SURGICAL INC (ISRG)
INVESCO LTD (IVZ)
JARDEN CORP (JAH)
JOY GLOBAL INC (JOYG)
KANSAS CITY SOUTHERN (KSU)
KEY ENERGY SERVICES INC (KEG)
LENNAR CORP (LEN)
LEXMARK INTERNATIONAL (LXK)
LIBERTY PROPERTY TRUST (LRY)
LOEWS CORP (L)
MASSEY ENERGY CORP (MEE)
MEADWESTVACO CORP (MWV)
MONSANTO CO (MON)
NCR CORP (NCR)
NII HOLDINGS INC (NIHD)
NRG ENERGY INC (NRG)
NUCOR CORP (NUE)
NYSE EURONEXT (NYX)
OMNICOM GROUP INC (OMC)
PATTERSON UTI ENERGY (PTEN)
PENSKE AUTOMOTIVE GROUP (PAG)
PEPSI BOTTLING GROUP (PBG)
PEPSICO INC (PEP)
PERRIGO CO (PRGO)
PETSMART INC (PETM)
PRAXAIR INC (PX)
PRICE T ROWE GROUP INC (TROW)
PROCTER & GAMBLE CO (PG)
RAYTHEON CO (RTN)
REYNOLDS AMERICAN INC (RAI)
RYDER SYSTEM INC (R)
SANDRIDGE ENERGY INC (SD)
SEAGATE TECHNOLOGY (STX)
SEALED AIR CORP (SEE)
SERVICE CORP INTL (SCI)
SILICON LABORATORIES INC (SLAB)
SIMON PROPERTY GROUP INC (SPG)
STEEL DYNAMICS INC (STLD)
STEELCASE INC (SCS)
STERICYCLE INC (SRCL)
STRYKER CORP (SYK)
TARGET CORP (TGT)
TELLABS INC (TLAB)
TEXAS INSTRUMENTS INC (TXN)
TEXTRON INC (TXT)
TORCHMARK CORP (TMK)
UNITED RENTALS INC (URI)
UNITEDHEALTH GROUP INC (UNH)
VARIAN SEMICONDUCTOR (VSEA)
VECTREN CORP (VVC)
VENTAS INC (VTR)
VERIZON COMMUNICATIONS (VZ)
VIACOM INC (VIA-B)
WADDELL & REED FINANCIAL (WDR)
WELLPOINT INC (WLP)
WESCO FINANCIAL CORP (WSC)
WINDSTREAM CORP (WIN)
WISCONSIN ENERGY CORP (WEC)
XCEL ENERGY INC (XEL)
XEROX CORP (XRX)
ZIMMER HOLDINGS INC (ZMH)
6 Points (1 Miss)
BANK OF HAWAII CORP (BOH)
5.5 Points
ABERCROMBIE & FITCH (ANF)
ADVANCE AUTO PARTS INC (AAP)
AMERICAN EAGLE OUTFITTER (AEO)
AMETEK INC (AME)
AUTONATION INC (AN)
BAKER HUGHES INC (BHI)
BARE ESCENTUALS INC (BARE)
BECKMAN COULTER INC (BEC)
BED BATH & BEYOND INC (BBBY)
BIOMARIN PHARMACEUTICAL (BMRN)
BRINKER INTERNATIONAL (EAT)
BROWN FORMAN CORP (BF-B)
CABOT CORP (CBT)
CAMDEN PROPERTY TRUST (CPT)
CAMERON INTL CORP (CAM)
CAREER EDUCATION CORP (CECO)
CARLISLE COS INC (CSL)
CARNIVAL CORP (CCL)
CIENA CORP (CIEN)
CIMAREX ENERGY CO (XEC)
COCA COLA ENTERPRISE (CCE)
CONSOLIDATED EDISON INC (ED)
CONSTELLATION BRANDS (STZ)
CONTINENTAL RESOURCES IN (CLR)
CVS/CAREMARK CORP (CVS)
DEL MONTE FOODS CO (DLM)
DEVRY INC (DV)
DOUGLAS EMMETT INC (DEI)
DTE ENERGY CO (DTE)
DYNEGY INC (DYN)
EAGLE MATERIALS INC (EXP)
ELECTRONIC DATA SYSTEMS (EDS)
ENERGEN CORP (EGN)
ENERGIZER HOLDINGS INC (ENR)
ESTEE LAUDER COMPANIES (EL)
EXELON CORP (EXC)
FAMILY DOLLAR STORES (FDO)
FEDERATED INVESTORS INC (FII)
FOOT LOCKER INC (FL)
FORTUNE BRANDS INC (FO)
FRONTIER OIL CORP (FTO)
GAMESTOP CORP (GME)
GENPACT LTD (G)
HALLIBURTON CO (HAL)
HUBBELL INC (HUB-B)
JABIL CIRCUIT INC (JBL)
KELLOGG CO (K)
KILROY REALTY CORP (KRC)
LOWES COS INC (LOW)
LSI CORPORATION (LSI)
MACK CALI REALTY CORP (CLI)
MCAFEE INC (MFE)
METROPCS COMMUNICATIONS (PCS)
NEWFIELD EXPLORATION CO (NFX)
NISOURCE INC (NI)
NORDSTROM INC (JWN)
ONEOK INC (OKE)
PACTIV CORP (PTV)
PG&E CORP (PCG)
PHILLIPS VAN HEUSEN (PVH)
PULTE HOMES INC (PHM)
QUESTAR CORP (STR)
RAYONIER INC (RYN)
RELIANCE STEEL & ALUM (RS)
ROPER INDUSTRIES INC (ROP)
SCHLUMBERGER LTD (SLB)
SOUTHERN CO (SO)
SPECTRA ENERGY CORP (SE)
TETRA TECHNOLOGIES INC (TTI)
TITANIUM METALS CORP (TIE)
UNIT CORP (UNT)
UTI WORLDWIDE INC (UTIW)
VALSPAR CORP (VAL)
VCA ANTECH INC (WOOF)
WARNER MUSIC GROUP CORP (WMG)
WASHINGTON POST CO (WPO)
WEBMD HEALTH CORP (WBMD)
WILLIAMS SONOMA INC (WSM)
5.5 Points (1 Miss)
CAPITOL FEDERAL FINL (CFFN)
TRANSATLANTIC HLDGS INC (TRH)
5 Points
3M CO (MMM)
ADC TELECOMMUNICATIONS (ADCT)
ADVANCED MEDICAL OPTICS (EYE)
ADVANCED MICRO DEVICES (AMD)
AECOM TECHNOLOGY CORP DE (ACM)
ALEXANDER & BALDWIN INC (ALEX)
ALLEGHENY TECHNOLOGIES (ATI)
ALLIANCE DATA SYSTEMS (ADS)
ALLIANT TECHSYSTEMS (ATK)
AMB PROPERTY CORP (AMB)
AMERICREDIT CORP (ACF)
AMERISOURCEBERGEN CORP (ABC)
ARROW ELECTRONICS INC (ARW)
ASSURANT INC (AIZ)
BLACK & DECKER CORP (BDK)
BLOCK H & R INC (HRB)
BMC SOFTWARE INC (BMC)
CARMAX INC (KMX)
CATERPILLAR INC (CAT)
CENTURYTEL INC (CTL)
CHESAPEAKE ENERGY CORP (CHK)
CHIPOTLE MEXICAN GRILL (CMG)
CIGNA CORP (CI)
CIT GROUP INC (CIT)
COMMERCIAL METALS CO (CMC)
CONOCOPHILLIPS (COP)
COOPER INDS LTD (CBE)
CSX CORP (CSX)
CYPRESS SEMICONDUCTOR (CY)
CYTEC INDUSTRIES INC (CYT)
DEVON ENERGY CORP (DVN)
DIGITAL REALTY TRUST INC (DLR)
DONNELLEY R R & SONS CO (RRD)
DOW CHEMICAL CO (DOW)
E TRADE FINANCIAL CORP (ETFC)
EATON CORP (ETN)
ECHOSTAR CORP (SATS)
EDISON INTERNATIONAL (EIX)
EQUITABLE RESOURCES INC (EQT)
EVEREST RE GROUP LTD (RE)
F5 NETWORKS INC (FFIV)
FEDERAL NATL MTG ASSOC (FNM)
FORD MOTOR CO (F)
FOREST LABS INC (FRX)
FOREST OIL CORP (FST)
FOUNDATION COAL HOLDINGS (FCL)
GALLAGHER ARTHUR J & CO (AJG)
GENERAL ELECTRIC CO (GE)
GLG PARTNERS INC (GLG)
GRACO INC (GGG)
HARSCO CORP (HSC)
HEALTH NET INC (HNT)
HERCULES OFFSHORE INC (HERO)
HORMEL FOODS CORP (HRL)
IDEX CORP (IEX)
INTEGRATED DEVICE TECH (IDTI)
INTERSIL CORP (ISIL)
INTL GAME TECHNOLOGY (IGT)
ISTAR FINANCIAL INC (SFI)
JONES APPAREL GROUP INC (JNY)
KIMBERLY CLARK CORP (KMB)
KIMCO REALTY CORP (KIM)
KINETIC CONCEPTS INC (KCI)
LAZARD LTD (LAZ)
LEVEL 3 COMMUNICATIONS (LVLT)
LIBERTY GLOBAL INC (LBTYA)
LIMITED BRANDS INC (LTD)
LOCKHEED MARTIN CORP (LMT)
LUBRIZOL CORP (LZ)
MARRIOTT INTL INC (MAR)
MARTIN MARIETTA MTLS (MLM)
MBIA INC (MBI)
MCGRAW HILL COS INC (MHP)
MEREDITH CORP (MDP)
MICROCHIP TECHNOLOGY (MCHP)
MOODYS CORP (MCO)
NALCO HOLDING COMPANY (NLC)
NATIONAL FUEL GAS CO (NFG)
NATIONAL OILWELL VARCO (NOV)
NATIONAL SEMICONDUCTOR (NSM)
NETAPP INC (NTAP)
NORTHEAST UTILITIES (NU)
NOVELLUS SYSTEMS INC (NVLS)
NSTAR (NST)
NVR INC (NVR)
OFFICE DEPOT INC (ODP)
ORACLE CORP (ORCL)
PARKER HANNIFIN CORP (PH)
PATRIOT COAL CORP (PCX)
PENN NATIONAL GAMING INC (PENN)
PENNEY J C INC (JCP)
PLUM CREEK TIMBER CO INC (PCL)
PROGRESS ENERGY INC (PGN)
RADIOSHACK CORP (RSH)
RITE AID CORP (RAD)
SARA LEE CORP (SLE)
SBA COMMUNICATIONS CORP (SBAC)
SCANA CORP (SCG)
SEI INVESTMENTS CO (SEIC)
SEPRACOR INC (SEPR)
SMUCKER J M CO (SJM)
SOUTHERN COPPER CORP (PCU)
SUN MICROSYSTEMS INC (JAVA)
SUPERVALU INC (SVU)
SYMANTEC CORP (SYMC)
TEEKAY CORP (TK)
THOR INDUSTRIES INC (THO)
TIFFANY & CO (TIF)
TRAVELERS COS INC (TRV)
TRINITY INDUSTRIES INC (TRN)
TYCO ELECTRONICS LTD (TEL)
TYCO INTERNATIONAL LTD (TYC)
UDR INC (UDR)
UGI CORP (UGI)
UNITRIN INC (UTR)
UNUM GROUP (UNM)
UST INC (UST)
VALERO ENERGY CORP (VLO)
W&T OFFSHORE INC (WTI)
WEIGHT WATCHERS INTL INC (WTW)
WYNN RESORTS LTD (WYNN)
XTO ENERGY INC (XTO)
5 Points (1 Miss)
HANOVER INSURANCE GROUP (THG)
HCC INSURANCE HLDGS INC (HCC)
TFS FINL CORP (TFSL)
5 Points (2 Misses)
COPA HOLDINGS SA (CPA)
4.5 Points
ACE LTD (ACE)
ALLEGHENY ENERGY INC (AYE)
ALLIED WRLD ASSUR COM (AWH)
AMEREN CORP (AEE)
AMERICAN ELECTRIC POWER (AEP)
APPLE INC (AAPL)
AQUA AMERICA INC (WTR)
ATMOS ENERGY CORP (ATO)
AVIS BUDGET GROUP INC (CAR)
AVNET INC (AVT)
BEST BUY INC (BBY)
BOSTON SCIENTIFIC CO (BSX)
BROWN & BROWN INC (BRO)
CABLEVISION SYSTEMS CORP (CVC)
CADENCE DESIGN SYSTEMS (CDNS)
CENTEX CORP (CTX)
CLOROX CO (CLX)
CON-WAY INC (CNW)
DICKS SPORTING GOODS INC (DKS)
DR PEPPER SNAPPLE GROUP (DPS)
DU PONT E I DE NEMOURS (DD)
DUKE ENERGY CORP (DUK)
FEDERAL REALTY INVT (FRT)
FEDEX CORP (FDX)
GLOBAL PAYMENTS INC (GPN)
HARMAN INTERNATIONAL IND (HAR)
HELMERICH & PAYNE INC (HP)
HERTZ GLOBAL HOLDINGS (HTZ)
HOLOGIC INC (HOLX)
HOSPITALITY PPTYS TRUST (HPT)
INTERNATIONAL PAPER CO (IP)
LAM RESEARCH CORP (LRCX)
LEGG MASON INC (LM)
LENNOX INTERNATIONAL INC (LII)
LILLY ELI & CO (LLY)
LINEAR TECHNOLOGY CO (LLTC)
LIZ CLAIBORNE INC (LIZ)
MACYS INC (M)
MARINER ENERGY INC (ME)
MARSH & MCLENNAN COS (MMC)
MCDERMOTT INTL INC (MDR)
MOHAWK INDUSTRIES INC (MHK)
NASDAQ OMX GROUP INC (NDAQ)
OFFICEMAX INC (OMX)
PPG INDUSTRIES INC (PPG)
PPL CORP (PPL)
PRINCIPAL FINANCIAL GRP (PFG)
QUALCOMM INC (QCOM)
RAYMOND JAMES FINANCIAL (RJF)
REGAL ENTMT GROUP (RGC)
ROWAN COMPANIES INC (RDC)
SONOCO PRODUCTS CO (SON)
SOUTHWEST AIRLINES CO (LUV)
SPIRIT AEROSYSTEMS (SPR)
SPRINT NEXTEL CORP (S)
STANCORP FINANCIAL GROUP (SFG)
STANLEY WORKS (SWK)
TAUBMAN CENTERS INC (TCO)
VISHAY INTERTECHNOLOGY (VSH)
VULCAN MATERIALS CO (VMC)
WALGREEN CO (WAG)
WELLCARE GROUP INC (WCG)
WYNDHAM WORLDWIDE CORP (WYN)
4.5 Points (1 Miss)
ALLEGHANY CORP (Y)
ASSOCIATED BANC CORP (ASBC)
BANCORPSOUTH INC (BXS)
CBL & ASSOC PPTYS INC (CBL)
COMERICA INC (CMA)
CULLEN FROST BANKERS (CFR)
HOST HOTELS & RESORTS (HST)
HUDSON CITY BANCORP (HCBK)
M & T BANK CORP (MTB)
ST JOE CO (JOE)
TCF FINANCIAL CORP (TCB)
WASHINGTON FED INC (WFSL)
4.5 Points (2 Misses)
CITY NATIONAL CORP (CYN)
NORTHERN TRUST CORP (NTRS)
PEOPLES UNITED FINANCIAL (PBCT)
US BANCORP (USB)
4 Points
AFFILIATED MANAGERS GRP (AMG)
AFLAC INC (AFL)
ALLIED CAPITAL CORP (ALD)
AMERICAN CAP STRATEGIES (ACAS)
AMR CORP (AMR)
ANSYS INC (ANSS)
ARCH CAP GROUP LTD (ACGL)
AUTOLIV INC (ALV)
AXIS CAPITAL HOLDINGS (AXS)
BROCADE COMMUNICATIONS (BRCD)
BROOKDALE SENIOR LIVING (BKD)
CENTRAL EUROPEAN DISTRIB (CEDC)
CENTURY ALUMINUM CO (CENX)
CME GROUP INC (CME)
COMMSCOPE INC (CTV)
CONAGRA FOODS INC (CAG)
CONTINENTAL AIRLINES INC (CAL)
CTC MEDIA INC (CTCM)
DEVELOPERS DIVERSIFIED (DDR)
DOMTAR CORPORATION (UFS)
ENDURANCE SPECIALTY HLDG (ENH)
ERIE INDEMNITY CO (ERIE)
FEDERAL MOGUL CORP (FDML)
GATX CORP (GMT)
GREAT PLAINS ENERGY INC (GXP)
HELIX ENERGY SOLUTIONS (HLX)
HEWLETT PACKARD CO (HPQ)
INTERCONTINENTALEXCHANGE (ICE)
INTERNATIONAL RECTIFIER (IRF)
JANUS CAPITAL GROUP INC (JNS)
KBR INC (KBR)
KENNAMETAL INC (KMT)
KLA-TENCOR CORP (KLAC)
LAMAR ADVERTISING CO (LAMR)
LAS VEGAS SANDS CORP (LVS)
LIBERTY INTERACTIVE (LINTA)
LINCOLN NATIONAL CORP (LNC)
MASTERCARD INC (MA)
METLIFE INC (MET)
MIRANT CORP NEW (MIR)
MOLEX INC (MOLX)
NBTY INC (NTY)
NORTHROP GRUMMAN CORP (NOC)
NUANCE COMMUNICATIONS (NUAN)
NVIDIA CORP (NVDA)
O REILLY AUTOMOTIVE INC (ORLY)
ON SEMICONDUCTOR CORP (ONNN)
OSHKOSH CORP (OSK)
OWENS CORNING NEW (OC)
PARTNERRE LTD (PRE)
PEPCO HOLDINGS INC (POM)
PETROHAWK ENERGY CORP (HK)
QUICKSILVER RESOURCES (KWK)
REPUBLIC SERVICES INC (RSG)
SCIENTIFIC GAMES CORP (SGMS)
SCRIPPS E W CO (SSP)
SMITH INTERNATIONAL INC (SII)
STARWOOD HOTELS & RESRTS (HOT)
TEREX CORP (TEX)
TIME WARNER CABLE INC (TWC)
UNISYS CORP (UIS)
WENDYS INTERNATIONAL INC (WEN)
WHIRLPOOL CORP (WHR)
YAHOO INC (YHOO)
4 Points (1 Miss)
BANK OF AMERICA CORP (BAC)
BERKLEY W R CORP (WRB)
CAPITALSOURCE INC (CSE)
VALLEY NATIONAL BANCORP (VLY)
VORNADO REALTY TRUST (VNO)
WEINGARTEN RLTY INVS (WRI)
WELLS FARGO & CO (WFC)
WHITNEY HOLDING CORP (WTNY)
4 Points (2 Misses)
FIRST CITIZENS BANCSHRS (FCNCA)
JPMORGAN CHASE & CO (JPM)
4 Points (3 Misses)
WEATHERFORD INTL (WFT)
4 Points (4 Misses)
DISCOVER FINANCIAL SRVC (DFS)
3.5 Points
ALLIANT ENERGY CORP (LNT)
AMERICAN FINANCIAL GROUP (AFG)
AMERICAN WTR WKS CO INC (AWK)
ANNTAYLOR STORES CORP (ANN)
BORG WARNER INC (BWA)
CBS CORPORATION (CBS)
CENTRAL EUROPEAN MEDIA (CETV)
CLEAR CHANNEL OUTDOOR (CCO)
CNA FINANCIAL CORP (CNA)
CONSECO INC (CNO)
COVANCE INC (CVD)
D R HORTON INC (DHI)
EXPEDIA INC (EXPE)
FEDERAL HOME LN MTG (FRE)
FIDELITY NATIONAL FINL (FNF)
FOREST CITY ENTRPRS (FCE-A)
GANNETT INC (GCI)
HANESBRAND INC (HBI)
HILL-ROM HOLDINGS INC (HRC)
INTEGRYS ENERGY GROUP (TEG)
JOHNSON CONTROLS INC (JCI)
KING PHARMACEUTICALS INC (KG)
LEAP WIRELESS INTL INC (LEAP)
MCCORMICK & CO INC (MKC)
MDC HOLDINGS INC (MDC)
MDU RESOURCES GROUP INC (MDU)
MF GLOBAL LTD (MF)
MICRON TECHNOLOGY INC (MU)
MOTOROLA INC (MOT)
NEW YORK TIMES CO (NYT)
NEWELL RUBBERMAID INC (NWL)
PINNACLE WEST CAPITAL CO (PNW)
RAMBUS INC (RMBS)
RELIANT ENERGY INC (RRI)
ROYAL CARIBBEAN CRUISES (RCL)
SAKS INC (SKS)
SCOTTS MIRACLE-GRO CO (SMG)
STAPLES INC (SPLS)
TECO ENERGY INC (TE)
TEMPLE INLAND INC (TIN)
TERADYNE INC (TER)
TOLL BROTHERS INC (TOL)
TRW AUTOMOTIVE HLDGS (TRW)
VIRGIN MEDIA INC (VMED)
3.5 Points (1 Miss)
ASTORIA FINANCIAL CORP (AF)
BANK OF NEW YORK MELLON (BK)
BOK FINANCIAL CORP (BOKF)
FULTON FINANCIAL CORP (FULT)
MGIC INVESTMENT CORP (MTG)
WEBSTER FINANCIAL CORP (WBS)
3.5 Points (2 Misses)
COMMERCE BANCSHARES INC (CBSH)
POPULAR INC (BPOP)
SUNTRUST BANKS INC (STI)
SYNOVUS FINANCIAL CORP (SNV)
WILMINGTON TRUST CORP (WL)
3 Points
AK STEEL HOLDING CORP (AKS)
ALCOA INC (AA)
ALLSTATE CORP (ALL)
AMERICAN INTL GROUP (AIG)
AMERIPRISE FINANCIAL INC (AMP)
ASHLAND INC (ASH)
AVERY DENNISON CORP (AVY)
BE AEROSPACE INC (BEAV)
BOYD GAMING CORP (BYD)
CHARLES RIVER LABS INTL (CRL)
CONVERGYS CORP (CVG)
EASTMAN KODAK CO (EK)
FREEPORT-MCMORAN C&G (FCX)
GARDNER DENVER INC (GDI)
HARLEY DAVIDSON INC (HOG)
JEFFERIES GROUP INC (JEF)
KB HOME (KBH)
LEUCADIA NATIONAL CORP (LUK)
LIBERTY CAPITAL (LCAPA)
MARKEL CORP (MKL)
MASCO CORP (MAS)
MATTEL INC (MAT)
MGM MIRAGE (MGM)
OGE ENERGY CORP (OGE)
ONEBEACON INSURANCE GRP (OB)
ORIENT-EXPRESS HOTELS (OEH)
PRUDENTIAL FINANCIAL INC (PRU)
RPM INTERNATIONAL INC (RPM)
SEARS HOLDINGS CORP (SHLD)
STUDENT LOAN CORP (STU)
TYSON FOODS INC (TSN)
VALHI INC (VHI)
VERTEX PHARMACEUTICALS (VRTX)
WASHINGTON MUTUAL INC (WM)
WHITE MTNS INS GROUP LTD (WTM)
3 Points (1 Miss)
CITIGROUP INC (C)
CLEARWIRE CORP (CLWR)
FIFTH THIRD BANCORP (FITB)
KEYCORP (KEY)
PNC FINANCIAL SVCS GROUP (PNC)
REINSURANCE GRP OF AMER (RGA)
RENAISSANCERE HOLDINGS (RNR)
STATE STREET CORP (STT)
3 Points (2 Misses)
FIRST HORIZON NATL CORP (FHN)
ZIONS BANCORPORATION (ZION)
3 Points (3 Misses)
ACTIVISION INC (ATVI)
MORGAN STANLEY (MS)
2.5 Points
AMYLIN PHARMACEUTICALS (AMLN)
ELECTRONIC ARTS INC (ERTS)
FIRST AMERICAN CORP (FAF)
GENWORTH FINANCIAL INC (GNW)
MANITOWOC CO INC (MTW)
PROLOGIS (PLD)
SANDISK CORP (SNDK)
SCHWAB CHARLES CORP (SCHW)
SLM CORP (SLM)
U S G CORP (USG)
WEYERHAEUSER CO (WY)
2.5 Points (1 Miss)
MARSHALL & ILSLEY CORP (MI)
MERCURY GENERAL CORP (MCY)
PROGRESSIVE CORP (PGR)
PROTECTIVE LIFE CORP (PL)
2.5 Points (2 Misses)
BB&T CORP (BBT)
REGIONS FINANCIAL CORP (RF)
2 Points
CB RICHARD ELLIS GROUP (CBG)
DELTA AIR LINES INC DEL (DAL)
GLOBAL INDUSTRIES LTD (GLBL)
HARTFORD FINL SVCS GRP (HIG)
INGERSOLL-RAND CO LTD (IR)
OLD REPUBLIC INTL CORP (ORI)
SIRIUS SATELLITE RADIO (SIRI)
2 Points (1 Miss)
CAPITAL ONE FINANCIAL (COF)
HUNTINGTON BANCSHARES (HBAN)
1.5 Points
ABRAXIS BIOSCIENCE INC (ABII)
GOODYEAR TIRE & RUBBER (GT)
1 Point
CONSTELLATION ENERGY GRP (CEG)
JONES LANG LASALLE INC (JLL)
1 Point (1 Miss)
XL CAP LTD (XL)
1 Point (2 Misses)
NEW YORK CMNTY BANCORP (NYB)
1 Point (3 Misses)
SMITHFIELD FOODS INC (SFD)
1 Point (5 Misses)
GOLDMAN SACHS GROUP INC (GS)
0.5 Points (2 Misses)
AMERICAN NATIONAL INS CO (ANAT)
0 Points (6 Misses)
APPLERA CORP APPLIED (ABI)
BARR PHARMACEUTICALS INC (BRL)
DRS TECHNOLOGIES INC (DRS)
GENERAL GROWTH PPTYS INC (GGP)
LIBERTY ENTERTAINMENT (LMDIA)
MERRILL LYNCH & CO INC (MER)
NATIONAL CITY CORP (NCC)
NATIONWIDE FINL SVCS (NFS)
PEDIATRIX MEDICAL GROUP (PDX)
SAFECO CORP (SAF)
SIERRA PACIFIC RESOURCES (SRP)
SOVEREIGN BANCORP INC (SOV)
WACHOVIA CORP (WB)
0 Points (9 Misses)
AGL RESOURCES INC (ATG)
ALLIED WASTE INDUSTRIES (AW)
ANHEUSER BUSCH COS INC (BUD)
CHEMTURA CORP (CEM)
PUGET ENERGY INC (PSD)