0001014736-12-000001.txt : 20120213
0001014736-12-000001.hdr.sgml : 20120213
20120213133035
ACCESSION NUMBER: 0001014736-12-000001
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20111231
FILED AS OF DATE: 20120213
DATE AS OF CHANGE: 20120213
EFFECTIVENESS DATE: 20120213
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA
CENTRAL INDEX KEY: 0001014736
IRS NUMBER: 954562891
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05582
FILM NUMBER: 12597495
BUSINESS ADDRESS:
STREET 1: 800 E COLORADO BLVD
STREET 2: SUIT 900
CITY: PASADENA
STATE: CA
ZIP: 91101
BUSINESS PHONE: 8187958220
MAIL ADDRESS:
STREET 1: 800 EAST COLORADO BLVD SUITE 900
CITY: PASADENA
STATE: CA
ZIP: 91101
13F-HR
1
f13-123111.txt
COVERSHEET/HOLDINGS
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Quarter Ended: December 31, 2011
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: First Quadrant, L.P.
Address: 800 E. Colorado Blvd.
Suite 900
Pasadena, CA 91101
13F File Number: 028-05582
The institutional 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: Joel Brouwer
Title: Chief Financial Officer
Phone: 626-683-4123
Signature, Place and Date of Signing:
Joel Brouwer Pasadena, CA February 13, 2011
Report Type (Check only one):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Report for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 1
Form 13F Information Table Entry Total: 910
Form 13F Information Table Value Total: $2,717,406 (thousands)
List of Other Included Managers:
No. 13F File Number Name
01 028-04975 Affiliated Managers Group.
FORM 13F INFORMATION TABLE
As Of December 31, 2011
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000)PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
1ST SOURCE CORP COM COM 336901103 104 4100 SH DEFINED 01 4100 0 0
3M CO COM COM 88579Y101 972 11900 SH DEFINED 01 11900 0 0
5TH THIRD BANCORP COM 316773100 80 6299 SH DEFINED 01 6299 0 0
AARON'S INC COM 002535300 2879 107900 SH DEFINED 01 28700 0 79200
ABBOTT LABS COM 002824100 10936 194500 SH DEFINED 01 13200 0 181300
ACE LTD COM H0023R105 1830 26100 SH DEFINED 01 26100 0 0
ACORDA THERAPEUTICS INC COM 00484M106 76 3200 SH DEFINED 01 3200 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1643 133400 SH DEFINED 01 133400 0 0
ACUITY BRANDS INC COM 00508Y102 316 5944 SH DEFINED 01 5944 0 0
ACXIOM CORPORATION COM 005125109 139 11391 SH DEFINED 01 11391 0 0
ADOBE SYS INC COM 00724F101 40 1400 SH DEFINED 01 1400 0 0
ADTRAN INC COM 00738A106 42 1377 SH DEFINED 01 1377 0 0
ADVANCE AMERICA CASH ADVANCE COM 00739W107 127 14200 SH DEFINED 01 14200 0 0
ADVANCE AUTO PARTS COM 00751Y106 1658 23800 SH DEFINED 01 23800 0 0
ADVANCED MICRO DEVICES COM 007903107 141 26188 SH DEFINED 01 26188 0 0
AEROPOSTALE INC COM 007865108 100 6525 SH DEFINED 01 6525 0 0
AES CORP COM 00130H105 560 47300 SH DEFINED 01 47300 0 0
AETNA INC-NEW COM 00817Y108 15277 362095 SH DEFINED 01 125895 0 236200
AFC ENTERPRISES COM 00104Q107 219 14900 SH DEFINED 01 14900 0 0
AFLAC INC COM 001055102 12266 283559 SH DEFINED 01 45459 0 238100
AGCO CORP COM 001084102 2343 54518 SH DEFINED 01 54518 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5445 155900 SH DEFINED 01 33800 0 122100
AGRIUM INC COM 008916108 1 21 SH DEFINED 01 21 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 174 5400 SH DEFINED 01 5400 0 0
ALASKA AIR GROUP INC COM 011659109 9022 120152 SH DEFINED 01 120152 0 0
ALBEMARLE CORP COM COM 012653101 3848 74700 SH DEFINED 01 9500 0 65200
ALEXANDER'S INC COM 014752109 458 1239 SH DEFINED 01 1239 0 0
ALKERMES PLC COM G01767105 559 32200 SH DEFINED 01 32200 0 0
ALLERGAN INC COM 018490102 79 900 SH DEFINED 01 900 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3980 38322 SH DEFINED 01 9522 0 28800
ALLIANT ENERGY CORP COM 018802108 1787 40500 SH DEFINED 01 40500 0 0
ALLIANT TECHSYSTEMS INC COM 018804104 2367 41400 SH DEFINED 01 41400 0 0
ALLSTATE CORP COM 020002101 406 14800 SH DEFINED 01 14800 0 0
ALTERA CORP COM 021441100 3450 93000 SH DEFINED 01 0 0 93000
ALTRIA GROUP INC COM 02209S103 225 7600 SH DEFINED 01 7600 0 0
AMAZON.COM INC COM 023135106 2801 16184 SH DEFINED 01 16184 0 0
AMC NETWORKS INC COM 00164V103 549 14625 SH DEFINED 01 14625 0 0
AMDOCS LTD COM G02602103 129 4500 SH DEFINED 01 4500 0 0
AMERCO INC COM 023586100 3946 44630 SH DEFINED 01 44630 0 0
AMEREN CORP COM 023608102 10882 328472 SH DEFINED 01 37072 0 291400
AMERICAN CAPITAL AGENCY CORP COM 02503X105 298 10600 SH DEFINED 01 10600 0 0
AMERICAN CAPITAL MORTGAGE IN COM 02504A104 175 9300 SH DEFINED 01 9300 0 0
AMERICAN ELEC PWR INC COM 025537101 12240 296300 SH DEFINED 01 31500 0 264800
AMERICAN EXPRESS CO COM 025816109 19908 422048 SH DEFINED 01 111148 0 310900
AMERICAN FINANCIAL GROUP INC COM 025932104 2121 57500 SH DEFINED 01 23300 0 34200
AMERICAN INTL GROUP COM 026874784 42 1800 SH DEFINED 01 1800 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 151 3500 SH DEFINED 01 3500 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 10 400 SH DEFINED 01 400 0 0
AMERICAN SAFETY INS HOLDINGS COM G02995101 174 8000 SH DEFINED 01 8000 0 0
AMERICAN TOWER CORP COM 029912201 2232 37200 SH DEFINED 01 37200 0 0
AMERIGROUP CORP COM 03073T102 4059 68700 SH DEFINED 01 68700 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 1653 33300 SH DEFINED 01 3000 0 30300
AMERISOURCEBERGEN CORP COM 03073E105 14027 377169 SH DEFINED 01 253069 0 124100
AMERISTAR CASINOS INC COM 03070Q101 1200 69400 SH DEFINED 01 69400 0 0
AMGEN INC COM 031162100 4629 72100 SH DEFINED 01 72100 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 2 87 SH DEFINED 01 87 0 0
ANADARKO PETROLEUM CORP COM 032511107 252 3300 SH DEFINED 01 3300 0 0
ANALOGIC CORP COM 032657207 986 17200 SH DEFINED 01 17200 0 0
ANDERSON INC COM 034164103 2554 58500 SH DEFINED 01 58500 0 0
ANGIODYNAMICS INC COM 03475V101 47 3200 SH DEFINED 01 3200 0 0
ANIXTER INTL INC COM COM 035290105 2273 38100 SH DEFINED 01 38100 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 610 38200 SH DEFINED 01 38200 0 0
ANSYS INC COM 03662Q105 189 3300 SH DEFINED 01 3300 0 0
AON CORP COM 037389103 936 20000 SH DEFINED 01 20000 0 0
APACHE CORP COM 037411105 5734 63300 SH DEFINED 01 63300 0 0
APARTMENT INV MGMT CO COM 03748R101 568 24800 SH DEFINED 01 24800 0 0
APOLLO GROUP INC COM 037604105 5322 98800 SH DEFINED 01 9300 0 89500
APPLE INC COM 037833100 70427 173892 SH DEFINED 01 59292 0 114600
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1685 47900 SH DEFINED 01 47900 0 0
APPLIED MATLS INC COM 038222105 9038 843851 SH DEFINED 01 89051 0 754800
ARBITRON INC COM 03875Q108 212 6154 SH DEFINED 01 6154 0 0
ARCH CAPITAL GROUP LTD COM G0450A105 732 19660 SH DEFINED 01 19660 0 0
ARCHER DANIELS MIDLAND COM 039483102 635 22200 SH DEFINED 01 22200 0 0
ARGAN INC COM 04010E109 35 2300 SH DEFINED 01 2300 0 0
ARKANSAS BEST CORP COM 040790107 335 17400 SH DEFINED 01 17400 0 0
ARRAY BIOPHARMA INC COM 04269X105 10 4700 SH DEFINED 01 4700 0 0
ARROW ELECTRONICS INC COM 042735100 3432 91718 SH DEFINED 01 91718 0 0
ARTHROCARE CORP COM COM 043136100 599 18900 SH DEFINED 01 18900 0 0
ARTIO GLOBAL INVESTORS INC COM 04315B107 49 10000 SH DEFINED 01 10000 0 0
ARUBA NETWORKS INC COM 043176106 9 500 SH DEFINED 01 500 0 0
ASPEN INSURANCE HOLDINGS LTD COM G05384105 148 5600 SH DEFINED 01 5600 0 0
ASSURANT INC COM 04621X108 1368 33300 SH DEFINED 01 33300 0 0
ASSURED GUARANTY LTD COM G0585R106 1080 82165 SH DEFINED 01 14165 0 68000
ASTRAZENECA PLC-SPONS ADR COM 046353108 1231 26600 SH DEFINED 01 26600 0 0
AT&T INC COM 00206R102 31492 1041401 SH DEFINED 01 149001 0 892400
ATMEL CORP COM 049513104 422 52100 SH DEFINED 01 52100 0 0
ATMOS ENERGY CORP COM COM 049560105 103 3100 SH DEFINED 01 3100 0 0
ATRION CORPORATION COM 049904105 48 200 SH DEFINED 01 200 0 0
AUTONATION INC COM 05329W102 700 19000 SH DEFINED 01 19000 0 0
AUTOZONE INC COM 053332102 5947 18300 SH DEFINED 01 18300 0 0
AUXILIUM PHARMACEUTICALS INC COM 05334D107 173 8700 SH DEFINED 01 8700 0 0
AVIS BUDGET GROUP INC COM 053774105 17 1600 SH DEFINED 01 1600 0 0
AVNET INC COM 053807103 2158 69421 SH DEFINED 01 69421 0 0
AVX CORP NEW COM COM 002444107 1909 149600 SH DEFINED 01 0 0 149600
BALL CORP COM 058498106 10863 304200 SH DEFINED 01 262400 0 41800
BANCO SANTANDER SA-SPON ADR COM 05964H105 404 53699 SH DEFINED 01 53699 0 0
BANK NEW YORK MELLON CORP COM 064058100 1674 84086 SH DEFINED 01 84086 0 0
BANK OF AMERICA CORP COM 060505104 8387 1508504 SH DEFINED 01 394704 0 1113800
BANK OF MONTREAL COM 063671101 634 11576 SH DEFINED 01 11576 0 0
BARRETT BUSINESS SVCS COM 068463108 66 3300 SH DEFINED 01 3300 0 0
BAXTER INTL INC COM 071813109 8105 163800 SH DEFINED 01 9300 0 154500
BBCN BANCORP INC COM 073295107 534 56500 SH DEFINED 01 56500 0 0
BCE INC COM 05534B760 6 137 SH DEFINED 01 137 0 0
BECTON DICKINSON AND CO COM 075887109 2025 27100 SH DEFINED 01 27100 0 0
BED BATH AND BEYOND INC COM 075896100 17449 301000 SH DEFINED 01 129000 0 172000
BELDEN CDT INC COM 077454106 62 1871 SH DEFINED 01 1871 0 0
BERKSHIRE HATHAWAY [A] COM 084670108 804 7 SH DEFINED 01 7 0 0
BERKSHIRE HATHAWAY [B] COM 084670702 16748 219495 SH DEFINED 01 93795 0 125700
BEST BUY INC COM 086516101 7919 338880 SH DEFINED 01 63980 0 274900
BHP BILLITON LTD-SPON ADR COM 088606108 71 1000 SH DEFINED 01 1000 0 0
BIG LOTS INC COM 089302103 53 1400 SH DEFINED 01 1400 0 0
BIOGEN IDEC INC COM 09062X103 10070 91500 SH DEFINED 01 69900 0 21600
BLACKROCK INC COM 09247X101 267 1500 SH DEFINED 01 1500 0 0
BLYTH INC COM 09643P207 23 400 SH DEFINED 01 400 0 0
BMC SOFTWARE INC COM 055921100 973 29669 SH DEFINED 01 2269 0 27400
BOEING CO COM 097023105 3088 42100 SH DEFINED 01 0 0 42100
BOK FINL CORP COM 05561Q201 363 6600 SH DEFINED 01 6600 0 0
BOOZ ALLEN HAMILTON HLDG COR COM 099502106 158 9132 SH DEFINED 01 9132 0 0
BORG WARNER INC COM 099724106 4564 71600 SH DEFINED 01 0 0 71600
BP PLC-SPONS ADR COM 055622104 378 8850 SH DEFINED 01 8850 0 0
BRIDGEPOINT EDUCATION INC COM 10807M105 543 23600 SH DEFINED 01 23600 0 0
BRIGHTPOINT INC COM 109473405 3883 360912 SH DEFINED 01 360912 0 0
BRINKER INTL INC COM 109641100 4295 160500 SH DEFINED 01 3500 0 157000
BRISTOL MYERS SQUIBB COM 110122108 18508 525200 SH DEFINED 01 60800 0 464400
BRITISH AMERICAN TOB-SP ADR COM 110448107 1129 11900 SH DEFINED 01 11900 0 0
BROADCOM CORP-CL A COM 111320107 1110 37800 SH DEFINED 01 37800 0 0
BROADRIDGE FINANCIAL SOLUTIO COM 11133T103 825 36600 SH DEFINED 01 36600 0 0
BROCADE COMMUNICATIONS SYSTE COM 111621306 2953 569026 SH DEFINED 01 16426 0 552600
BROOKS AUTOMATION INC COM 114340102 222 21600 SH DEFINED 01 21600 0 0
BRUNSWICK CORP COM 117043109 303 16800 SH DEFINED 01 16800 0 0
BUCKEYE TECHNOLOGIES INC COM 118255108 862 25800 SH DEFINED 01 25800 0 0
BUNGE LIMITED COM G16962105 73 1280 SH DEFINED 01 1280 0 0
CA INC COM 12673P105 20 1000 SH DEFINED 01 1000 0 0
CABLEVISION SYSTEMS-NY GRP-A COM 12686C109 845 59400 SH DEFINED 01 59400 0 0
CABOT CORP COM 127055101 264 8200 SH DEFINED 01 8200 0 0
CABOT OIL & GAS CORP COM 127097103 395 5200 SH DEFINED 01 5200 0 0
CACI INTERNATIONAL INC - CL COM 127190304 2013 36000 SH DEFINED 01 36000 0 0
CALAMOS ASSET MGMT- CL A COM 12811R104 533 42600 SH DEFINED 01 42600 0 0
CALEDON GROUP INC COM 150838100 37 3100 SH DEFINED 01 3100 0 0
CALLON PETROLEUM CO COM 13123X102 312 62700 SH DEFINED 01 62700 0 0
CAMDEN NATL CORP COM 133034108 55 1700 SH DEFINED 01 1700 0 0
CAMDEN PROP TR COM 133131102 137 2200 SH DEFINED 01 2200 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 576 11700 SH DEFINED 01 11700 0 0
CAMPBELL SOUP CO COM 134429109 897 27000 SH DEFINED 01 27000 0 0
CANTEL MEDICAL CORP COM 138098108 550 19700 SH DEFINED 01 19700 0 0
CAPELLA EDUCATION CO COM 139594105 689 19100 SH DEFINED 01 19100 0 0
CAPITAL 1 FINANCIAL CORP COM 14040H105 3694 87350 SH DEFINED 01 23850 0 63500
CARDINAL HEALTH INC COM 14149Y108 2045 50347 SH DEFINED 01 50347 0 0
CAREFUSION CORP COM 14170T101 602 23700 SH DEFINED 01 23700 0 0
CARNIVAL CORP. COM 143658300 5183 158800 SH DEFINED 01 0 0 158800
CASCADE CORP COM 147195101 108 2300 SH DEFINED 01 2300 0 0
CASEYS GENERAL STORES INC COM 147528103 397 7700 SH DEFINED 01 7700 0 0
CASH AMER INTL INC COM 14754D100 119 2549 SH DEFINED 01 2549 0 0
CATERPILLAR INC COM 149123101 9603 106000 SH DEFINED 01 8000 0 98000
CATHAY GENERAL BANCORP COM 149150104 1176 78800 SH DEFINED 01 78800 0 0
CATO CORP CLASS A COM 149205106 479 19800 SH DEFINED 01 19800 0 0
CBIZ INC COM 124805102 110 18000 SH DEFINED 01 18000 0 0
CBL & ASSOC PROP COM 124830100 157 10000 SH DEFINED 01 10000 0 0
CBRE GROUP INC - A COM 12504L109 207 13600 SH DEFINED 01 13600 0 0
CBS CORP - CL B COM 124857202 12284 452600 SH DEFINED 01 39300 0 413300
CELANESE CORP - SERIES A COM 150870103 7876 177900 SH DEFINED 01 2800 0 175100
CELGENE CORP COM 151020104 5279 78100 SH DEFINED 01 26300 0 51800
CENTENE CORP COM 15135B101 111 2800 SH DEFINED 01 2800 0 0
CENTRAL GARDEN AND PET C0-A COM 153527205 505 60800 SH DEFINED 01 60800 0 0
CENVEO INC COM 15670S105 119 34900 SH DEFINED 01 34900 0 0
CERADYNE INC COM 156710105 323 12077 SH DEFINED 01 12077 0 0
CERNER CORP COM 156782104 858 14000 SH DEFINED 01 14000 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 13605 93842 SH DEFINED 01 26242 0 67600
CHARLES RIVER LABORATORIES COM 159864107 733 26822 SH DEFINED 01 26822 0 0
CHARMING SHOPPES COM 161133103 1138 232300 SH DEFINED 01 232300 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 581 19800 SH DEFINED 01 19800 0 0
CHEMED CORP COM 16359R103 466 9100 SH DEFINED 01 9100 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 39 900 SH DEFINED 01 900 0 0
CHEVRON CORP COM 166764100 54628 513421 SH DEFINED 01 194421 0 319000
CHICAGO BRIDGE & IRON-NY SH COM 167250109 7018 185658 SH DEFINED 01 17558 0 168100
CHICO'S FAS INC COM 168615102 2 200 SH DEFINED 01 200 0 0
CHIMERA INVESTMENT CORP COM 16934Q109 1167 464900 SH DEFINED 01 26100 0 438800
CHIPOTLE MEXICAN GRILL INC COM 169656105 1250 3700 SH DEFINED 01 3700 0 0
CHUBB CORP COM 171232101 21285 307500 SH DEFINED 01 168000 0 139500
CHURCH & DWIGHT INC COM 171340102 4960 108384 SH DEFINED 01 49100 0 59284
CIGNA CORP COM 125509109 3284 78209 SH DEFINED 01 78209 0 0
CIMAREX ENERGY CO COM 171798101 3212 51893 SH DEFINED 01 51893 0 0
CINEMARK HOLDINGS INC COM 17243V102 2 120 SH DEFINED 01 120 0 0
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CITIGROUP INC COM 172967424 9245 351391 SH DEFINED 01 81291 0 270100
CITIZENS & NORTHERN CORP COM 172922106 57 3100 SH DEFINED 01 3100 0 0
CLARCOR INC COM 179895107 120 2400 SH DEFINED 01 2400 0 0
CLEAR CHANNEL OUTDOOR - CL A COM 18451C109 365 29100 SH DEFINED 01 29100 0 0
CLECO CORP COM 12561W105 517 13559 SH DEFINED 01 13559 0 0
CLOROX COMPANY COM 189054109 1178 17700 SH DEFINED 01 17700 0 0
CME GROUP INC COM 12572Q105 609 2500 SH DEFINED 01 2500 0 0
CMNTY HEALTH SYSTEMS INC COM 203668108 58 3300 SH DEFINED 01 3300 0 0
CMS ENERGY CORP COM 125896100 5237 237200 SH DEFINED 01 31200 0 206000
CNA FINL CORP COM 126117100 2 85 SH DEFINED 01 85 0 0
COACH INC COM 189754104 915 15000 SH DEFINED 01 15000 0 0
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COCA COLA ENTERPRISES COM 19122T109 8041 311890 SH DEFINED 01 36290 0 275600
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COGNIZANT TECH SOLUTIONS-A COM 192446102 238 3700 SH DEFINED 01 3700 0 0
COHERENT INC COM 192479103 2 42 SH DEFINED 01 42 0 0
COINSTAR INC COM 19259P300 3727 81643 SH DEFINED 01 81643 0 0
COLGATE-PALMOLIVE CO COM 194162103 628 6800 SH DEFINED 01 6800 0 0
COLLECTIVE BRANDS INC COM 19421W100 32 2200 SH DEFINED 01 2200 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 175 9100 SH DEFINED 01 9100 0 0
COLUMBIA LABORATORIES INC COM 197779101 43 17300 SH DEFINED 01 17300 0 0
COMCAST CORP NEW CL A COM 20030N101 4233 178500 SH DEFINED 01 178500 0 0
COMMERCE BANCSHARES INC COM 200525103 165 4326 SH DEFINED 01 4326 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 965 55300 SH DEFINED 01 55300 0 0
COMMVAULT SYSTEMS INC COM 204166102 98 2300 SH DEFINED 01 2300 0 0
COMPASS DIVERSIFIED HOLDINGS COM 20451Q104 166 13400 SH DEFINED 01 13400 0 0
COMPLETE PRODUCTION SERVICES COM 20453E109 64 1900 SH DEFINED 01 1900 0 0
COMPUTER PROGRAMS & SYSTEMS COM 205306103 51 1000 SH DEFINED 01 1000 0 0
COMPUTER SCIENCES CORP COM 205363104 1903 80300 SH DEFINED 01 80300 0 0
COMPUWARE CORP COM 205638109 8 1000 SH DEFINED 01 1000 0 0
COMTECH TELECOMMUNICATIONS C COM 205826209 650 22700 SH DEFINED 01 22700 0 0
CONAGRA FOODS INC COM 205887102 7054 267200 SH DEFINED 01 19700 0 247500
CONOCOPHILLIPS COM 20825C104 29943 410911 SH DEFINED 01 133711 0 277200
CONSTELLATION BRANDS INC COM 21036P108 15249 737724 SH DEFINED 01 299024 0 438700
CONSTELLATION ENERGY GROUP COM 210371100 1615 40700 SH DEFINED 01 40700 0 0
CONVERGYS CORP COM 212485106 541 42370 SH DEFINED 01 42370 0 0
CON-WAY INC COM 205944101 61 2100 SH DEFINED 01 2100 0 0
COOPER COS INC/THE COM 216648402 719 10200 SH DEFINED 01 10200 0 0
COPA HOLDINGS SA COM P31076105 1291 22000 SH DEFINED 01 0 0 22000
COPART INC COM 217204106 1609 33600 SH DEFINED 01 33600 0 0
CORINTHIAN COLLEGES INC COM 218868107 37 16900 SH DEFINED 01 16900 0 0
CORN PRODUCTS INTERNATIONSL COM 219023108 21 400 SH DEFINED 01 400 0 0
CORNING INC COM 219350105 962 74100 SH DEFINED 01 74100 0 0
CORRECTIONS CORP OF AMERICA COM 22025Y407 1844 90506 SH DEFINED 01 5306 0 85200
CORVEL CORP COM 221006109 377 7300 SH DEFINED 01 7300 0 0
COSTCO WHOLESALE CORP COM 22160K105 2641 31700 SH DEFINED 01 31700 0 0
COVENTRY HEALTH CARE INC COM 222862104 1312 43200 SH DEFINED 01 43200 0 0
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CR BARD INC COM 67383109 821 9600 SH DEFINED 01 9600 0 0
CRACKER BARREL OLD COMPANY COM 22410J106 2 48 SH DEFINED 01 48 0 0
CRAWFORD & CO - CL B COM 224633107 36 5800 SH DEFINED 01 5800 0 0
CRAY INC COM 225223304 240 37100 SH DEFINED 01 37100 0 0
CREDIT ACCEP CORP MICH COM COM 225310101 430 5229 SH DEFINED 01 5229 0 0
CROCS INC COM 227046109 50 3400 SH DEFINED 01 3400 0 0
CROWN CASTLE INTL CORP COM 228227104 650 14500 SH DEFINED 01 14500 0 0
CROWN HOLDINGS INC COM 228368106 1491 44400 SH DEFINED 01 44400 0 0
CSX CORP COM 126408103 8096 384400 SH DEFINED 01 293000 0 91400
CTS CORP COM 126501105 34 3700 SH DEFINED 01 3700 0 0
CUBIC CORP COM 229669106 87 2000 SH DEFINED 01 2000 0 0
CUMMINS INC COM 231021106 15784 179326 SH DEFINED 01 63126 0 116200
CVR ENERGY INC COM 12662P108 543 29027 SH DEFINED 01 29027 0 0
CVS CAREMARK CORP COM 126650100 6988 171356 SH DEFINED 01 68356 0 103000
DANA HOLDING CORP COM 235825205 521 42869 SH DEFINED 01 42869 0 0
DAVITA INC COM 23918K108 2784 36730 SH DEFINED 01 36730 0 0
DEAN FOODS CO COM 242370104 0 42 SH DEFINED 01 42 0 0
DELL INC COM 24702R101 14915 1019500 SH DEFINED 01 207900 0 811600
DELTA AIR LINES INC COM 247361702 1204 148872 SH DEFINED 01 148872 0 0
DEPOMED INC COM 249908104 568 109600 SH DEFINED 01 109600 0 0
DEVON ENERGY CORP COM COM 25179M103 3255 52500 SH DEFINED 01 52500 0 0
DIAGEO PLC-SPONSORED ADR COM 25243Q205 2627 30050 SH DEFINED 01 30050 0 0
DIAMOND OFFSHORE DRILL COM COM 25271C102 3371 61000 SH DEFINED 01 1000 0 60000
DICE HOLDING INC COM 253017107 68 8200 SH DEFINED 01 8200 0 0
DILLARDS INC CLASS A COM 254067101 3487 77686 SH DEFINED 01 77686 0 0
DIME COMMUNITY BANCSHARES COM 253922108 197 15600 SH DEFINED 01 15600 0 0
DIODES INC COM 254543101 16 750 SH DEFINED 01 750 0 0
DIRECTV COM 25490A101 20042 468711 SH DEFINED 01 190511 0 278200
DISCOVER FINANCIAL SERVICES COM 254709108 13574 565588 SH DEFINED 01 159088 0 406500
DISCOVERY COMMUNICATIONS SER COM 25470F104 13912 339556 SH DEFINED 01 89456 0 250100
DISH NETWORK CORP COM 25470M109 18508 649890 SH DEFINED 01 313590 0 336300
DOLBY LABORATORIES INC COM 25659T107 11539 378175 SH DEFINED 01 95475 0 282700
DOLLAR TREE INC COM 256746108 1882 22650 SH DEFINED 01 22650 0 0
DOMINION RESOURCES INC/VA COM 25746U109 58 1100 SH DEFINED 01 1100 0 0
DOMTAR CORP COM 257559203 12509 156440 SH DEFINED 01 48640 0 107800
DONALDSON INC COM 257651109 844 12400 SH DEFINED 01 2100 0 10300
DOVER CORP COM 260003108 505 8700 SH DEFINED 01 8700 0 0
DOW CHEMICAL CO/THE COM 260543103 420 14600 SH DEFINED 01 14600 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 364 9216 SH DEFINED 01 9216 0 0
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GRAND_Total 2717406
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