0001014736-12-000005.txt : 20120813 0001014736-12-000005.hdr.sgml : 20120813 20120810183509 ACCESSION NUMBER: 0001014736-12-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120630 FILED AS OF DATE: 20120813 DATE AS OF CHANGE: 20120810 EFFECTIVENESS DATE: 20120813 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: 121025596 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 f13-063012.txt COVERSHEET/HOLDINGS UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Quarter Ended: June 30, 2012 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 August 10, 2012 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: 902 Form 13F Information Table Value Total: $3,344,417 (thousands) List of Other Included Managers: No. 13F File Number Name 01 028-04975 Affiliated Managers Group. FORM 13F INFORMATION TABLE As Of June 30, 2012 TITLE OF VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (x$1000)PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE ----------------------------------------------------------------------------------------------------------------- 1 800 FLOWERS COM INC CL A COMMON 68243Q106 79 22,600 SH DEFINED 1 22,600 - - 1ST SOURCE CORP COMMON 336901103 63 2,800 SH DEFINED 1 2,800 - - 3M CO COM COMMON 88579Y101 2,581 28,800 SH DEFINED 1 11,900 - 16,900 5TH THIRD BANCORP COMMON 316773100 5,337 398,300 SH DEFINED 1 6,900 - 391,400 AARONS INC COMMON 2535300 2,242 79,200 SH DEFINED 1 - - 79,200 ABBOTT LABS COMMON 2824100 7,775 120,600 SH DEFINED 1 16,200 - 104,400 ACCELRYS INC COMMON 00430U103 43 5,300 SH DEFINED 1 5,300 - - ACCENTURE PLC CL A COMMON G1151C101 10,144 168,800 SH DEFINED 1 - - 168,800 ACCO BRANDS CORP COMMON 00081T108 396 38,334 SH DEFINED 1 38,334 - - ACCRETIVE HEALTH INC COMMON 00438V103 55 4,973 SH DEFINED 1 4,973 - - ACE LTD COMMON H0023R105 1,935 26,100 SH DEFINED 1 26,100 - - ACORDA THERAPEUTICS INC COMMON 00484M106 226 9,600 SH DEFINED 1 9,600 - - ACTIVISION BLIZZARD INC COMMON 00507V109 7,224 602,500 SH DEFINED 1 157,200 - 445,300 ACUITY BRANDS INC COMMON 00508Y102 402 7,900 SH DEFINED 1 7,900 - - ACXIOM CORPORATION COMMON 5125109 360 23,791 SH DEFINED 1 23,791 - - ADOBE SYSTEMS INC COMMON 00724F101 45 1,400 SH DEFINED 1 1,400 - - ADVANCE AUTO PARTS INC COMMON 00751Y106 1,624 23,800 SH DEFINED 1 23,800 - - ADVANCED MICRO DEVICES COMMON 7903107 1,881 328,300 SH DEFINED 1 43,300 - 285,000 AEP INDUSTRIES INC COMMON 1031103 175 4,000 SH DEFINED 1 4,000 - - AEROPOSTALE INC COMMON 7865108 116 6,525 SH DEFINED 1 6,525 - - AES CORP COMMON 00130H105 1,143 89,100 SH DEFINED 1 89,100 - - AETNA INC NEW COMMON 00817Y108 18,455 476,000 SH DEFINED 1 120,200 - 355,800 AFC ENTERPRISES COMMON 00104Q107 345 14,900 SH DEFINED 1 14,900 - - AFLAC INC COMMON 1055102 17,179 403,364 SH DEFINED 1 61,564 - 341,800 AG MORTGAGE INVESTMENTS TRUS COMMON 1228105 396 18,400 SH DEFINED 1 18,400 - - AGCO CORP COMMON 1084102 2,489 54,418 SH DEFINED 1 54,418 - - AGILENT TECHNOLOGIES INC COMMON 00846U101 16,632 423,864 SH DEFINED 1 39,764 - 384,100 AKAMAI TECHNOLOGIES INC COMMON 00971T101 171 5,400 SH DEFINED 1 5,400 - - ALASKA AIR GROUP INC COMMON 11659109 9,176 255,604 SH DEFINED 1 255,604 - - ALASKA COMM SYSTEMS GROUP COMMON 01167P101 40 19,100 SH DEFINED 1 19,100 - - ALBEMARLE CORP COM COMMON 12653101 6,921 116,044 SH DEFINED 1 15,144 - 100,900 ALEXANDERS INC COMMON 14752109 816 1,892 SH DEFINED 1 1,892 - - ALIMERA SCIENCES INC COMMON 16259103 24 8,100 SH DEFINED 1 8,100 - - ALLERGAN INC COMMON 18490102 17,597 190,100 SH DEFINED 1 8,400 - 181,700 ALLIANCE DATA SYSTEMS CORP COMMON 18581108 3,605 26,700 SH DEFINED 1 9,500 - 17,200 ALLIANT ENERGY CORP COMMON 18802108 1,513 33,200 SH DEFINED 1 33,200 - - ALLIANT TECHSYSTEMS INC COMMON 18804104 2,053 40,600 SH DEFINED 1 40,600 - - ALLIED WORLD ASSURANCE HOLD COMMON H01531104 1,659 20,877 SH DEFINED 1 777 - 20,100 ALLSTATE CORP COMMON 20002101 1,027 29,279 SH DEFINED 1 29,279 - - ALTRIA GROUP INC COMMON 02209S103 6,637 192,100 SH DEFINED 1 12,400 - 179,700 AMAZON COM INC COMMON 23135106 1,070 4,684 SH DEFINED 1 4,684 - - AMC NETWORKS INC A COMMON 00164V103 527 14,825 SH DEFINED 1 14,825 - - AMDOCS LTD COMMON G02602103 134 4,500 SH DEFINED 1 4,500 - - AMERCO INC COMMON 23586100 2,618 29,100 SH DEFINED 1 29,100 - - AMERICAN CAPITAL AGENCY CORP COMMON 02503X105 6,170 183,584 SH DEFINED 1 12,384 - 171,200 AMERICAN CAPITAL LTD COMMON 02503Y103 3 295 SH DEFINED 1 295 - - AMERICAN CAPITAL MORTGAGE IN REIT 02504A104 76 3,200 SH DEFINED 1 3,200 - - AMERICAN ELEC PWR INC COMMON 25537101 19,298 483,668 SH DEFINED 1 40,268 - 443,400 AMERICAN EXPRESS CO COMMON 25816109 31,080 533,936 SH DEFINED 1 124,936 - 409,000 AMERICAN FINANCIAL GROUP INC COMMON 25932104 3,990 101,700 SH DEFINED 1 23,300 - 78,400 AMERICAN GREETINGS CORP COMMON 26375105 549 37,500 SH DEFINED 1 37,500 - - AMERICAN INTL GROUP COMMON 26874784 2,973 92,637 SH DEFINED 1 1,837 - 90,800 AMERICAN RAILCAR INDUSTRIES COMMON 02916P103 11 400 SH DEFINED 1 400 - - AMERICAN SAFETY INS HOLDINGS COMMON G02995101 150 8,000 SH DEFINED 1 8,000 - - AMERICAN TOWER REIT CORP COMMON 03027X100 22,210 317,700 SH DEFINED 1 42,300 - 275,400 AMERICAN WATER WORKS CO INC COMMON 30420103 79 2,300 SH DEFINED 1 2,300 - - AMERIGROUP CORP COMMON 03073T102 3,586 54,400 SH DEFINED 1 54,400 - - AMERIPRISE FINANCIAL INC COMMON 03076C106 157 3,000 SH DEFINED 1 3,000 - - AMERISOURCEBERGEN CORP COMMON 3.07E+108 14,676 372,963 SH DEFINED 1 248,863 - 124,100 AMERISTAR CASINOS INC COMMON 03070Q101 1,352 76,100 SH DEFINED 1 76,100 - - AMETEK INC COMMON 31100100 4,003 80,200 SH DEFINED 1 1,500 - 78,700 AMGEN INC COMMON 31162100 5,257 72,100 SH DEFINED 1 72,100 - - ANALOGIC CORP COMMON 32657207 1,265 20,400 SH DEFINED 1 20,400 - - ANDERSON INC COMMON 34164103 1,817 42,600 SH DEFINED 1 42,600 - - ANIXTER INTERNATIONAL INC COMMON 35290105 2,568 48,400 SH DEFINED 1 48,400 - - ANN INC COMMON 35623107 365 14,300 SH DEFINED 1 14,300 - - ANNALY CAPITAL MANAGEMENT IN COMMON 35710409 - 22 SH DEFINED 1 22 - - ANSYS INC COMMON 03662Q105 208 3,300 SH DEFINED 1 3,300 - - AOL INC COMMON 00184X105 4,282 152,500 SH DEFINED 1 1,700 - 150,800 AON PLC COMMON G0408V102 987 21,100 SH DEFINED 1 21,100 - - APACHE CORP COMMON 37411105 21,700 246,900 SH DEFINED 1 68,000 - 178,900 APARTMENT INV MGMT CO COMMON 03748R101 132 4,900 SH DEFINED 1 4,900 - - APOLLO COMMERCIAL REAL ESTAT REIT 03762U105 51 3,200 SH DEFINED 1 3,200 - - APOLLO GROUP INC COMMON 37604105 4,614 127,500 SH DEFINED 1 9,700 - 117,800 APPLE INC COMMON 37833100 116,663 199,764 SH DEFINED 1 59,064 - 140,700 APTARGROUP INC COMMON 38336103 61 1,200 SH DEFINED 1 1,200 - - ARCH CAPITAL GROUP LTD COMMON G0450A105 778 19,600 SH DEFINED 1 19,600 - - ARCHER DANIELS MIDLAND COMMON 39483102 9,471 320,852 SH DEFINED 1 27,052 - 293,800 ARCTIC CAT INC COM COMMON 39670104 1,162 31,800 SH DEFINED 1 31,800 - - ARGAN INC COMMON 4.01E+112 59 4,200 SH DEFINED 1 4,200 - - ARKANSAS BEST CORP COMMON 40790107 49 3,900 SH DEFINED 1 3,900 - - ARROW ELECTRONICS INC COMMON 42735100 3,009 91,700 SH DEFINED 1 91,700 - - ARUBA NETWORKS INC COMMON 43176106 8 500 SH DEFINED 1 500 - - ASBURY AUTOMOTIVE GROUP COMMON 43436104 391 16,500 SH DEFINED 1 16,500 - - ASCENA RETAIL GROUP INC COMMON 04351G101 1,449 77,828 SH DEFINED 1 77,828 - - ASPEN INSURANCE HOLDINGS LTD COMMON G05384105 52 1,810 SH DEFINED 1 1,810 - - ASPEN TECHNOLOGY INC COMMON 45327103 169 7,300 SH DEFINED 1 7,300 - - ASSISTED LIVING CONCEPTS I A COMMON 04544X300 300 21,100 SH DEFINED 1 21,100 - - ASSOCIATED BANCORPORATION COMMON 45487105 2,293 173,900 SH DEFINED 1 13,000 - 160,900 ASSURANT INC COMMON 04621X108 1,172 33,645 SH DEFINED 1 33,645 - - ASTRAZENECA PLC SPONS ADR ADR 46353108 1,190 26,600 SH DEFINED 1 26,600 - - AT&T INC COMMON 00206R102 44,707 1,253,701 SH DEFINED 1 105,301 - 1,148,400 ATLANTIC TELE NETWORK INC COMMON 49079205 192 5,700 SH DEFINED 1 5,700 - - ATRION CORPORATION COMMON 49904105 41 200 SH DEFINED 1 200 - - AUTONATION INC COMMON 05329W102 670 19,000 SH DEFINED 1 19,000 - - AUTOZONE INC COMMON 53332102 6,719 18,300 SH DEFINED 1 18,300 - - AUXILIUM PHARMACEUTICALS INC COMMON 05334D107 473 17,600 SH DEFINED 1 17,600 - - AVAGO TECHNOLOGIES LTD COMMON Y0486S104 4,416 123,000 SH DEFINED 1 - - 123,000 AVIS BUDGET GROUP INC COMMON 53774105 24 1,600 SH DEFINED 1 1,600 - - AVNET INC COMMON 53807103 7,612 246,650 SH DEFINED 1 118,450 - 128,200 AVX CORP NEW COM COMMON 2444107 1,380 129,100 SH DEFINED 1 - - 129,100 AXT INC COMMON 00246W103 40 10,000 SH DEFINED 1 10,000 - - BADGER METER INC COMMON 56525108 98 2,600 SH DEFINED 1 2,600 - - BALCHEM CORP COMMON 57665200 3 89 SH DEFINED 1 89 - - BALL CORP COMMON 58498106 10,735 261,500 SH DEFINED 1 261,500 - - BANCO LATINOAMERICANO COME COMMON P16994132 321 15,000 SH DEFINED 1 15,000 - - BANK OF AMERICA CORP COMMON 60505104 14,719 1,799,504 SH DEFINED 1 402,904 - 1,396,600 BANK OF KENTUCKY FINL CORP COMMON 62896105 21 800 SH DEFINED 1 800 - - BANK OF MONTREAL COMMON 63671101 637 11,526 SH DEFINED 1 11,526 - - BANK OF NEW YORK MELLON CORP COMMON 64058100 1,773 80,771 SH DEFINED 1 80,771 - - BAXTER INTL INC COMMON 71813109 8,770 165,000 SH DEFINED 1 10,500 - 154,500 BBCN BANCORP INC COMMON 73295107 100 9,200 SH DEFINED 1 9,200 - - BCE INC COMMON 05534B760 6 137 SH DEFINED 1 137 - - BED BATH AND BEYOND INC COMMON 75896100 21,735 351,700 SH DEFINED 1 185,900 - 165,800 BELDEN CDT INC COMMON 77454106 63 1,885 SH DEFINED 1 1,885 - - BELO CORPORATION A COMMON 80555105 62 9,600 SH DEFINED 1 9,600 - - BERKSHIRE HATHAWAY [B] COMMON 84670702 32,789 393,481 SH DEFINED 1 93,881 - 299,600 BERKSHIRE HATHAWAY INC CL A COMMON 84670108 875 7 SH DEFINED 1 7 - - BEST BUY INC COMMON 86516101 863 41,204 SH DEFINED 1 41,204 - - BHP BILLITON LTD SPON ADR ADR 88606108 65 1,000 SH DEFINED 1 1,000 - - BIG LOTS INC COMMON 89302103 6,078 149,000 SH DEFINED 1 13,400 - 135,600 BIOGEN IDEC INC COMMON 09062X103 9,457 65,500 SH DEFINED 1 65,500 - - BLACK BOX CORP DEL COM COMMON 91826107 152 5,300 SH DEFINED 1 5,300 - - BLACKROCK INC COMMON 09247X101 459 2,700 SH DEFINED 1 2,700 - - BLYTH INC COMMON 09643P207 28 800 SH DEFINED 1 800 - - BMC SOFTWARE INC COMMON 55921100 4,353 102,000 SH DEFINED 1 2,200 - 99,800 BOB EVANS FARMS INC COMMON 96761101 309 7,700 SH DEFINED 1 7,700 - - BOEING CO COMMON 97023105 11,242 151,300 SH DEFINED 1 - - 151,300 BOK FINANCIAL CORPORATION COMMON 05561Q201 384 6,600 SH DEFINED 1 6,600 - - BOOZ ALLEN HAMILTON HOLDINGS COMMON 99502106 345 22,600 SH DEFINED 1 22,600 - - BP PLC SPONS ADR ADR 55622104 359 8,850 SH DEFINED 1 8,850 - - BRIDGEPOINT EDUCATION INC COMMON 10807M105 467 21,400 SH DEFINED 1 21,400 - - BRIGHTPOINT INC COMMON 109473405 1,915 354,012 SH DEFINED 1 354,012 - - BRINKER INTL INC COMMON 109641100 1,947 61,083 SH DEFINED 1 7,983 - 53,100 BRISTOL MYERS SQUIBB COMMON 110122108 3,088 85,900 SH DEFINED 1 13,600 - 72,300 BRITISH AMERICAN TOB SP ADR ADR 110448107 1,215 11,900 SH DEFINED 1 11,900 - - BROADCOM CORP CL A COMMON 111320107 6,046 179,100 SH DEFINED 1 37,800 - 141,300 BROADRIDGE FINANCIAL SOLUTIO COMMON 11133T103 685 32,200 SH DEFINED 1 32,200 - - BROCADE COMMUNICATIONS SYSTE COMMON 111621306 6,379 1,293,826 SH DEFINED 1 158,726 - 1,135,100 BROWN FORMAN CORP CL B COMMON 115637209 3 31 SH DEFINED 1 31 - - BUCKEYE TECHNOLOGIES INC COMMON 118255108 661 23,200 SH DEFINED 1 23,200 - - BUNGE LIMITED COMMON G16962105 6 97 SH DEFINED 1 97 - - CA INC COMMON 12673P105 6,258 231,000 SH DEFINED 1 1,000 - 230,000 CABLEVISION SYSTEMS NY GRP A COMMON 12686C109 839 63,100 SH DEFINED 1 63,100 - - CABOT CORP COMMON 127055101 675 16,569 SH DEFINED 1 16,569 - - CACI INTERNATIONAL INC CL A COMMON 127190304 1,645 29,900 SH DEFINED 1 29,900 - - CALAMOS ASSET MGMT CL A COMMON 12811R104 434 37,900 SH DEFINED 1 37,900 - - CAL MAINE FOODS INC COMMON 128030202 246 6,300 SH DEFINED 1 6,300 - - CAMBREX CORP COMMON 132011107 260 27,600 SH DEFINED 1 27,600 - - CAMDEN NATIONAL CORP COMMON 133034108 48 1,300 SH DEFINED 1 1,300 - - CAMDEN PROPERTY TRUST REIT 133131102 149 2,200 SH DEFINED 1 2,200 - - CAMERON INTERNATIONAL CORP COMMON 13342B105 384 9,000 SH DEFINED 1 9,000 - - CAMPBELL SOUP CO COMMON 134429109 2,784 83,400 SH DEFINED 1 27,000 - 56,400 CAPELLA EDUCATION CO COMMON 139594105 97 2,800 SH DEFINED 1 2,800 - - CAPITAL 1 FINANCIAL CORP COMMON 14040H105 1,315 24,054 SH DEFINED 1 24,054 - - CAPITAL SOURCE INC COMMON 14055X102 6,382 949,723 SH DEFINED 1 80,223 - 869,500 CAPSTEAD MORTGAGE CORP COMMON 14067E506 723 52,000 SH DEFINED 1 52,000 - - CARDINAL HEALTH INC COMMON 14149Y108 2,117 50,417 SH DEFINED 1 50,417 - - CAREFUSION CORP COMMON 14170T101 6,270 244,160 SH DEFINED 1 51,160 - 193,000 CASEYS GENERAL STORES INC COMMON 147528103 283 4,800 SH DEFINED 1 4,800 - - CASH AMER INTL INC COMMON 14754D100 113 2,561 SH DEFINED 1 2,561 - - CATERPILLAR INC COMMON 149123101 59 700 SH DEFINED 1 700 - - CATHAY GENERAL BANCORP COMMON 149150104 1,304 78,963 SH DEFINED 1 78,963 - - CATO CORP CLASS A COMMON 149205106 43 1,400 SH DEFINED 1 1,400 - - CBS CORP CL B COMMON 124857202 12,650 385,900 SH DEFINED 1 6,900 - 379,000 CELANESE CORP SERIES A COMMON 150870103 4,735 136,781 SH DEFINED 1 2,881 - 133,900 CELGENE CORP COMMON 151020104 5,588 87,100 SH DEFINED 1 26,300 - 60,800 CENTENE CORP COMMON 15135B101 81 2,673 SH DEFINED 1 2,673 - - CENTERPOINT ENERGY INC COMMON 15189T107 10,787 521,900 SH DEFINED 1 29,500 - 492,400 CENTRAL GARDEN AND PET C0 A COMMON 153527205 253 23,200 SH DEFINED 1 23,200 - - CENVEO INC COMMON 15670S105 6 3,000 SH DEFINED 1 3,000 - - CERADYNE INC COMMON 156710105 311 12,150 SH DEFINED 1 12,150 - - CERNER CORP COMMON 156782104 1,157 14,000 SH DEFINED 1 14,000 - - CF INDUSTRIES HOLDINGS INC COMMON 125269100 21,975 113,423 SH DEFINED 1 29,323 - 84,100 CHARLES RIV LABS INTL INC COMMON 159864107 4,498 137,322 SH DEFINED 1 31,422 - 105,900 CHEESECAKE FACTORY INC/THE COMMON 163072101 633 19,800 SH DEFINED 1 19,800 - - CHEMED CORP COMMON 16359R103 1,650 27,300 SH DEFINED 1 27,300 - - CHEVRON CORPORATION COMMON 166764100 58,722 556,600 SH DEFINED 1 190,400 - 366,200 CHICAGO BRIDGE & IRON NY SH COMMON 167250109 10,859 286,058 SH DEFINED 1 25,258 - 260,800 CHICOS FAS INC COMMON 168615102 2,950 198,777 SH DEFINED 1 81,677 - 117,100 CHILDRENS PLACE COMMON 168905107 3 57 SH DEFINED 1 57 - - CHIMERA INVESTMENT CORP COMMON 16934Q109 4,952 2,098,100 SH DEFINED 1 172,300 - 1,925,800 CHIPOTLE MEXICAN GRILL INC COMMON 169656105 1,406 3,700 SH DEFINED 1 3,700 - - CHUBB CORP COMMON 171232101 13,734 188,600 SH DEFINED 1 154,900 - 33,700 CHURCH & DWIGHT INC COMMON 171340102 9,027 162,740 SH DEFINED 1 48,956 - 113,784 CIGNA CORP COMMON 125509109 3,441 78,200 SH DEFINED 1 78,200 - - CIMAREX ENERGY CO COMMON 171798101 2,860 51,893 SH DEFINED 1 51,893 - - CINTAS CORP COM COMMON 172908105 3 72 SH DEFINED 1 72 - - CIRRUS LOGIC CORP COMMON 172755100 2 73 SH DEFINED 1 73 - - CISCO SYS INC COMMON 17275R102 28,439 1,656,300 SH DEFINED 1 414,000 - 1,242,300 CITIGROUP INC COMMON 172967424 13,130 479,000 SH DEFINED 1 82,300 - 396,700 CITIZENS & NORTHERN CORP COMMON 172922106 150 7,900 SH DEFINED 1 7,900 - - CITRIX SYSTEMS INC COMMON 177376100 4,460 53,135 SH DEFINED 1 4,635 - 48,500 CLARCOR INC COMMON 179895107 116 2,400 SH DEFINED 1 2,400 - - CLECO CORPORATION COMMON 12561W105 343 8,200 SH DEFINED 1 8,200 - - CLOROX COMPANY COMMON 189054109 1,283 17,700 SH DEFINED 1 17,700 - - CME GROUP INC COMMON 12572Q105 670 2,500 SH DEFINED 1 2,500 - - CMS ENERGY CORP COMMON 125896100 766 32,600 SH DEFINED 1 32,600 - - COACH INC COMMON 189754104 754 12,900 SH DEFINED 1 12,900 - - COCA COLA CO COMMON 191216100 7,811 99,900 SH DEFINED 1 9,100 - 90,800 COCA COLA ENTERPRISES COMMON 19122T109 1,421 50,700 SH DEFINED 1 3,900 - 46,800 COEUR D ALENE MINES CORPORAT COMMON 192108504 61 3,500 SH DEFINED 1 3,500 - - COGNIZANT TECH SOLUTIONS A COMMON 192446102 222 3,700 SH DEFINED 1 3,700 - - COHERENT INC COMMON 192479103 108 2,500 SH DEFINED 1 2,500 - - COINSTAR INC COMMON 19259P300 8,507 123,900 SH DEFINED 1 123,900 - - COLGATE PALMOLIVE CO COMMON 194162103 781 7,500 SH DEFINED 1 7,500 - - COLLECTIVE BRANDS INC COMMON 19421W100 47 2,200 SH DEFINED 1 2,200 - - COLUMBIA BANKING SYSTEM INC COMMON 197236102 171 9,100 SH DEFINED 1 9,100 - - COMCAST CORP NEW CL A COMMON 20030N101 7,312 228,700 SH DEFINED 1 178,500 - 50,200 COMMERCE BANCSHARES INC COMMON 200525103 139 3,668 SH DEFINED 1 3,668 - - COMMUNITY HEALTH SYSTEMS INC COMMON 203668108 1,800 64,200 SH DEFINED 1 64,200 - - COMMVAULT SYSTEMS INC COMMON 204166102 147 2,956 SH DEFINED 1 2,956 - - COMPUTER SCIENCES CORP COMMON 205363104 1,993 80,300 SH DEFINED 1 80,300 - - COMPUWARE CORP COMMON 205638109 9 1,000 SH DEFINED 1 1,000 - - CONAGRA FOODS INC COMMON 205887102 18 700 SH DEFINED 1 700 - - CONOCOPHILLIPS COMMON 20825C104 29,074 520,277 SH DEFINED 1 133,377 - 386,900 CONSTELLATION BRANDS INC A COMMON 21036P108 5,661 209,200 SH DEFINED 1 209,200 - - CONVERGYS CORP COMMON 212485106 337 22,800 SH DEFINED 1 22,800 - - CON WAY INC COMMON 205944101 4,857 134,500 SH DEFINED 1 - - 134,500 COOPER COS INC/THE COMMON 216648402 814 10,200 SH DEFINED 1 10,200 - - COOPER TIRE & RUBR CO COMMON 216831107 3 189 SH DEFINED 1 189 - - COPA HOLDINGS SA COMMON P31076105 5,699 69,100 SH DEFINED 1 - - 69,100 COPART INC COM COMMON 217204106 1,595 67,313 SH DEFINED 1 67,313 - - CORNING INC COMMON 219350105 1,210 93,600 SH DEFINED 1 93,600 - - CORPORATE EXECUTIVE BRD CO COMMON 21988R102 101 2,472 SH DEFINED 1 2,472 - - CORVEL CORP COMMON 221006109 157 3,200 SH DEFINED 1 3,200 - - COSTCO WHOLESALE CORP COMMON 22160K105 4,275 45,000 SH DEFINED 1 30,100 - 14,900 COVENTRY HEALTH CARE INC COMMON 222862104 2,995 94,188 SH DEFINED 1 49,088 - 45,100 COVIDIEN PLC COMMON G2554F113 2,323 43,425 SH DEFINED 1 1,025 - 42,400 CR BARD INC COMMON 67383109 1,031 9,600 SH DEFINED 1 9,600 - - CRAWFORD & CO CL B COMMON 224633107 12 3,000 SH DEFINED 1 3,000 - - CREDIT ACCEPTANCE CORP COMMON 225310101 439 5,200 SH DEFINED 1 5,200 - - CREXUS INVT CORP REIT 226553105 745 73,300 SH DEFINED 1 73,300 - - CROWN CASTLE INTL CORP COMMON 228227104 856 14,600 SH DEFINED 1 14,600 - - CROWN HOLDINGS INC COMMON 228368106 1,531 44,400 SH DEFINED 1 44,400 - - CSX CORP COMMON 126408103 6,551 293,000 SH DEFINED 1 293,000 - - CTS CORP COMMON 126501105 35 3,700 SH DEFINED 1 3,700 - - CUBIC CORP COMMON 229669106 77 1,600 SH DEFINED 1 1,600 - - CUMMINS INC COMMON 231021106 19,692 203,200 SH DEFINED 1 63,100 - 140,100 CVR ENERGY INC COMMON 12662P108 420 15,800 SH DEFINED 1 15,800 - - CVS CAREMARK CORP COMMON 126650100 27,303 584,260 SH DEFINED 1 105,860 - 478,400 DANA HOLDING CORP COMMON 235825205 61 4,800 SH DEFINED 1 4,800 - - DAVITA INC COMMON 23918K108 3,604 36,700 SH DEFINED 1 36,700 - - DEAN FOODS CO COMMON 242370104 2 119 SH DEFINED 1 119 - - DELL INC COMMON 24702R101 16,588 1,326,000 SH DEFINED 1 149,900 - 1,176,100 DELTA AIR LINES INC COMMON 247361702 18,836 1,720,154 SH DEFINED 1 271,954 - 1,448,200 DELUXE CORP COMMON 248019101 562 22,500 SH DEFINED 1 22,500 - - DENBURY RES INC COMMON 247916208 3,820 252,800 SH DEFINED 1 - - 252,800 DENNYS CORP COMMON 24869P104 60 13,600 SH DEFINED 1 13,600 - - DEPOMED INC COMMON 249908104 319 56,100 SH DEFINED 1 56,100 - - DEVON ENERGY CORPORATION COMMON 25179M103 2,986 51,500 SH DEFINED 1 51,500 - - DIAGEO PLC SPONSORED ADR ADR 25243Q205 3,097 30,050 SH DEFINED 1 30,050 - - DIAMOND OFFSHORE DRILLING COMMON 25271C102 59 1,000 SH DEFINED 1 1,000 - - DICE HOLDINGS INC COMMON 253017107 203 21,600 SH DEFINED 1 21,600 - - DIEBOLD INC COMMON 253651103 2,372 64,260 SH DEFINED 1 24,560 - 39,700 DIGIMARC CORP COMMON 25381B101 62 2,400 SH DEFINED 1 2,400 - - DILLARDS INC CLASS A COMMON 254067101 18,751 294,453 SH DEFINED 1 112,953 - 181,500 DIODES INC COMMON 254543101 6 300 SH DEFINED 1 300 - - DIRECTV COMMON 25490A101 30,155 617,668 SH DEFINED 1 209,268 - 408,400 DISCOVER FINANCIAL SERVICES COMMON 254709108 27,811 804,270 SH DEFINED 1 265,270 - 539,000 DISCOVERY COMMUNICATIONS SER COMMON 25470F104 13,851 256,500 SH DEFINED 1 70,800 - 185,700 DISH NETWORK CORP A COMMON 25470M109 7,649 267,900 SH DEFINED 1 267,900 - - DOLBY LABORATORIES INC COMMON 25659T107 18,546 449,062 SH DEFINED 1 107,962 - 341,100 DOLLAR GENERAL CORP COMMON 256677105 12,145 223,300 SH DEFINED 1 - - 223,300 DOLLAR TREE INC COMMON 256746108 2,437 45,300 SH DEFINED 1 45,300 - - DOMINION RESOURCES INC/VA COMMON 25746U109 119 2,200 SH DEFINED 1 2,200 - - DOMTAR CORP COMMON 257559203 2,670 34,802 SH DEFINED 1 34,802 - - DONALDSON INC COMMON 257651109 190 5,675 SH DEFINED 1 5,675 - - DOVER CORP COMMON 260003108 466 8,700 SH DEFINED 1 8,700 - - DOW CHEMICAL CO/THE COMMON 260543103 460 14,600 SH DEFINED 1 14,600 - - DRIL QUIP INC COMMON 262037104 52 800 SH DEFINED 1 800 - - DSW INC CLASS A COMMON 23334L102 941 17,300 SH DEFINED 1 17,300 - - DTE HOLDING INC COMMON 233331107 14,638 246,714 SH DEFINED 1 29,614 - 217,100 DU PONT (E I ) DE NEMOURS COMMON 263534109 410 8,100 SH DEFINED 1 8,100 - - DUKE ENERGY CORP COMMON 26441C105 3,111 134,891 SH DEFINED 1 134,891 - - DUN & BRADSTREET CORP COMMON 2.65E+104 655 9,200 SH DEFINED 1 9,200 - - DXP ENTERPRISES INC COMMON 233377407 514 12,400 SH DEFINED 1 12,400 - - DYCOM INDUSTRIES INC COMMON 267475101 11 600 SH DEFINED 1 600 - - DYNEX CAPITAL INC COMMON 26817Q506 934 90,000 SH DEFINED 1 90,000 - - EAST WEST BANCORP INC COMMON 27579R104 407 17,319 SH DEFINED 1 17,319 - - EASTMAN CHEMICAL COMPANY COMMON 277432100 14,988 297,556 SH DEFINED 1 21,756 - 275,800 EATON CORP COMMON 278058102 959 24,200 SH DEFINED 1 24,200 - - EBAY INC COMMON 278642103 2,273 54,100 SH DEFINED 1 54,100 - - ECHOSTAR HOLDING CORP A COMMON 278768106 1,308 49,500 SH DEFINED 1 400 - 49,100 EDISON INTERNATIONAL COMMON 281020107 2,486 53,800 SH DEFINED 1 53,800 - - EDWARDS LIFESCIENCES CORP COMMON 2.82E+112 2,035 19,700 SH DEFINED 1 19,700 - - EL PASO ELECTRIC CO COMMON 283677854 574 17,300 SH DEFINED 1 17,300 - - ELECTRONIC ARTS INC COMMON 285512109 58 4,700 SH DEFINED 1 4,700 - - ELECTRONICS FOR IMAGING INC COMMON 286082102 1,270 78,100 SH DEFINED 1 78,100 - - ELI LILLY & CO COMMON 532457108 9,281 216,300 SH DEFINED 1 5,300 - 211,000 ELIZABETH ARDEN INC COMMON 28660G106 1,052 27,100 SH DEFINED 1 27,100 - - EMC CORP MASS COMMON 268648102 22,511 878,300 SH DEFINED 1 192,500 - 685,800 EMCOR GROUP INC COMMON 29084Q100 308 11,086 SH DEFINED 1 11,086 - - ENCORE WIRE CORP COMMON 292562105 388 14,500 SH DEFINED 1 14,500 - - ENERGEN CORP COM COMMON 29265N108 5,545 122,857 SH DEFINED 1 122,857 - - ENERGIZER HOLDINGS INC COMMON 29266R108 7,285 96,800 SH DEFINED 1 56,900 - 39,900 ENERGY PARTNERS LTD COMMON 29270U303 696 41,200 SH DEFINED 1 41,200 - - ENERGY XXI BERMUDA COMMON G10082140 526 16,792 SH DEFINED 1 16,792 - - ENERSYS COMMON 29275Y102 364 10,383 SH DEFINED 1 10,383 - - ENPRO INDUSTRIES INC COMMON 29355X107 415 11,100 SH DEFINED 1 11,100 - - ENSCO PLC CL A COMMON G3517S106 1,101 23,438 SH DEFINED 1 23,438 - - ENTEGRIS INC COMMON 29362U104 1,416 165,800 SH DEFINED 1 165,800 - - ENTERGY CORPORATION COMMON 29364G103 1,337 19,700 SH DEFINED 1 3,400 - 16,300 ENTERPRISE FINANCIAL SERVICE COMMON 293712105 22 2,000 SH DEFINED 1 2,000 - - ENZON PHARMACEUTICALS INC COMMON 293904108 204 29,700 SH DEFINED 1 29,700 - - EQUIFAX INC COMMON 294429105 3 59 SH DEFINED 1 59 - - ERIE INDEMNITY COMPANY CL A COMMON 29530P102 208 2,900 SH DEFINED 1 2,900 - - ESTERLINE TECHNOLOGIES CORP COMMON 297425100 12 200 SH DEFINED 1 200 - - EVEREST RE GROUP LTD COMMON G3223R108 123 1,184 SH DEFINED 1 1,184 - - EXAMWORKS GROUP INC COMMON 30066A105 40 3,000 SH DEFINED 1 3,000 - - EXELIS INC COMMON 30162A108 2,547 258,300 SH DEFINED 1 - - 258,300 EXELON CORP COMMON 30161N101 1,424 37,851 SH DEFINED 1 37,851 - - EXPEDIA INC COMMON 30212P303 3,823 79,545 SH DEFINED 1 19,945 - 59,600 EXPONENT INC COMMON 30214U102 1,162 22,000 SH DEFINED 1 22,000 - - EXPRESS INC COMMON 3.02E+107 376 20,700 SH DEFINED 1 20,700 - - EXPRESS SCRIPTS INC COMMON COMMON 30219G108 13,518 242,121 SH DEFINED 1 121,621 - 120,500 EXXON MOBIL CORP COMMON 30231G102 92,015 1,075,326 SH DEFINED 1 280,826 - 794,500 EZCORP INC CL A COMMON 302301106 47 2,000 SH DEFINED 1 2,000 - - F5 NETWORKS INC COMMON 315616102 5,189 52,126 SH DEFINED 1 9,726 - 42,400 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1,422 15,300 SH DEFINED 1 15,300 - - FAIR ISAAC & COMPANY INC COMMON 303250104 189 4,466 SH DEFINED 1 4,466 - - FAIRPOINT COMMUNICATIONS INC COMMON 305560302 84 13,600 SH DEFINED 1 13,600 - - FAMILY DLR STORES INC COMMON 307000109 8,811 132,534 SH DEFINED 1 51,134 - 81,400 FBL FINANCIAL GROUP INC CL A COMMON 30239F106 196 7,000 SH DEFINED 1 7,000 - - FEDERAL MOGUL CORP COMMON 313549404 73 6,600 SH DEFINED 1 6,600 - - FEDEX CORPORATION COMMON 31428X106 23,187 253,100 SH DEFINED 1 46,300 - 206,800 FEI COMPANY COMMON 30241L109 507 10,600 SH DEFINED 1 10,600 - - FINISH LINE INC CL A COMMON 317923100 3 120 SH DEFINED 1 120 - - FIRST CASH FINL SVCS INC COMMON 31942D107 149 3,700 SH DEFINED 1 3,700 - - FIRST CITIZENS BCSHS CL A COMMON 31946M103 923 5,544 SH DEFINED 1 5,544 - - FIRST INTERSTATE BANCSYS/MT COMMON 32055Y201 64 4,500 SH DEFINED 1 4,500 - - FIRST MERCHANTS CORP COMMON 320817109 76 6,100 SH DEFINED 1 6,100 - - FIRST MIDWEST BANCORP INC/IL COMMON 320867104 452 41,200 SH DEFINED 1 41,200 - - FIRST REPUBLIC BANK/CA COMMON 33616C100 101 3,000 SH DEFINED 1 3,000 - - FISERV INC COMMON 337738108 4,897 67,800 SH DEFINED 1 - - 67,800 FIVE STAR QUALITY CARE COMMON 33832D106 375 122,300 SH DEFINED 1 122,300 - - FMC TECHNOLOGIES INC COMMON 30249U101 192 4,900 SH DEFINED 1 4,900 - - FOOT LOCKER INC COMMON 344849104 5,162 168,791 SH DEFINED 1 19,891 - 148,900 FORD MOTOR CO COMMON 345370860 1,878 195,800 SH DEFINED 1 195,800 - - FOREST LABS INC COMMON 345838106 9,262 264,703 SH DEFINED 1 48,803 - 215,900 FORWARD AIR CORP COMMON 349853101 484 15,000 SH DEFINED 1 15,000 - - FOSTER (LB) CO A COMMON 350060109 97 3,400 SH DEFINED 1 3,400 - - FREEPORT MCMORAN COPPER COMMON 35671D857 1,005 29,500 SH DEFINED 1 29,500 - - FREIGHTCAR AMERICA INC COMMON 357023100 202 8,800 SH DEFINED 1 8,800 - - FRKLN RES INC COMMON 354613101 2,209 19,900 SH DEFINED 1 19,900 - - FUEL TECH INC COMMON 359523107 35 7,200 SH DEFINED 1 7,200 - - FULTON FINANCIAL CORP COMMON 360271100 105 10,500 SH DEFINED 1 10,500 - - FUTUREFUEL CORP COMMON 36116M106 74 7,000 SH DEFINED 1 7,000 - - GAMCO INVESTORS INC A COMMON 361438104 540 12,158 SH DEFINED 1 12,158 - - GAMESTOP CORP CL A COMMON 36467W109 2,095 114,100 SH DEFINED 1 3,000 - 111,100 GANNETT CO COMMON 364730101 230 15,600 SH DEFINED 1 15,600 - - GAP INC DEL COMMON 364760108 6,503 237,698 SH DEFINED 1 46,298 - 191,400 GARDNER DENVER INC COM COMMON 365558105 3,275 61,900 SH DEFINED 1 6,600 - 55,300 GARTNER INC COMMON 366651107 39 900 SH DEFINED 1 900 - - GENERAC HOLDINGS INC COMMON 368736104 10 400 SH DEFINED 1 400 - - GENERAL DYNAMICS CORP COMMON 369550108 613 9,300 SH DEFINED 1 9,300 - - GENERAL ELEC CO COMMON 369604103 26,356 1,264,700 SH DEFINED 1 509,200 - 755,500 GENERAL MILLS INC COMMON 370334104 1,919 49,800 SH DEFINED 1 49,800 - - GENERAL MOTORS CO COMMON 37045V100 22 1,111 SH DEFINED 1 1,111 - - GENESEE & WYOMING INC CL A COMMON 371559105 308 5,825 SH DEFINED 1 5,825 - - GENIE ENERGY LTD B COMMON 372284208 51 6,500 SH DEFINED 1 6,500 - - GENWORTH FINANCIAL INC CL COMMON 37247D106 200 35,300 SH DEFINED 1 35,300 - - GILEAD SCIENCES INC COMMON 375558103 3,369 65,700 SH DEFINED 1 65,700 - - GLAXOSMITHKLINE PLC SPON ADR ADR 37733W105 2,862 62,800 SH DEFINED 1 62,800 - - GLOBAL PAYMENTS INC COMMON 37940X102 865 20,000 SH DEFINED 1 20,000 - - GLOBAL SOURCES LTD COMMON G39300101 48 7,200 SH DEFINED 1 7,200 - - GOLDMAN SACHS GROUP INC COMMON 38141G104 9,288 96,900 SH DEFINED 1 64,100 - 32,800 GOODRICH CORP COMMON 382388106 1,066 8,400 SH DEFINED 1 8,400 - - GOODYEAR TIRE & RUBR COMMON 382550101 6 525 SH DEFINED 1 525 - - GOOGLE INC CL A COMMON 38259P508 20,363 35,106 SH DEFINED 1 16,306 - 18,800 GRAPHIC PACKAGING HOLDING CO COMMON 388689101 1,311 238,400 SH DEFINED 1 238,400 - - GREATBATCH INC COMMON 39153L106 179 7,900 SH DEFINED 1 7,900 - - GROUP 1 AUTOMOTIVE INC COMMON 398905109 59 1,300 SH DEFINED 1 1,300 - - GSI GROUP INC COMMON 36191C205 869 75,850 SH DEFINED 1 75,850 - - GT ADVANCE TECHNOLOGIES INC COMMON 36191U106 491 92,946 SH DEFINED 1 92,946 - - GUIDANCE SOFTWARE INC COMMON 401692108 51 5,400 SH DEFINED 1 5,400 - - HALLIBURTON CO COMMON 406216101 10,388 365,900 SH DEFINED 1 54,700 - 311,200 HANCOCK HOLDING CO COMMON 410120109 40 1,300 SH DEFINED 1 1,300 - - HANESBRANDS INC COMMON 410345102 666 24,000 SH DEFINED 1 24,000 - - HANGER INC COMMON 41043F208 69 2,700 SH DEFINED 1 2,700 - - HARLEY DAVIDSON INC COMMON 412822108 3 56 SH DEFINED 1 56 - - HARMAN INTERNATIONAL COMMON 413086109 436 11,000 SH DEFINED 1 11,000 - - HARRIS CORP DEL COMMON 413875105 3,720 88,900 SH DEFINED 1 22,200 - 66,700 HARTFORD FINANCIAL SERVICES COMMON 416515104 9 512 SH DEFINED 1 512 - - HASBRO INC COMMON 418056107 528 15,600 SH DEFINED 1 15,600 - - HCA HOLDINGS COMMON 40412C101 7 226 SH DEFINED 1 226 - - HCC INS HLDGS INC COM COMMON 404132102 3 87 SH DEFINED 1 87 - - HEADWATERS INC COMMON 42210P102 190 36,900 SH DEFINED 1 36,900 - - HEALTHSOUTH CORP COMMON 421924309 862 37,035 SH DEFINED 1 37,035 - - HEARTLAND PAYMENT SYSTEMS IN COMMON 42235N108 268 8,900 SH DEFINED 1 8,900 - - HELEN OF TROY LTD COMMON G4388N106 129 3,800 SH DEFINED 1 3,800 - - HELIX ENERGY SOLUTIONS GROUP COMMON 42330P107 1,187 72,352 SH DEFINED 1 72,352 - - HELMERICH & PAYNE INC COMMON 423452101 4,261 98,000 SH DEFINED 1 54,000 - 44,000 HENRY SCHEIN INC COMMON 806407102 526 6,700 SH DEFINED 1 6,700 - - HERBALIFE LTD COMMON G4412G101 3,117 64,500 SH DEFINED 1 6,400 - 58,100 HERSHEY CO/THE COMMON 427866108 2,492 34,600 SH DEFINED 1 - - 34,600 HERTZ GLOBAL HOLDINGS INC COMMON 42805T105 364 28,400 SH DEFINED 1 28,400 - - HESS CORP COMMON 42809H107 2,763 63,600 SH DEFINED 1 63,600 - - HEWLETT PACKARD CO COMMON 428236103 3,734 185,700 SH DEFINED 1 185,700 - - HHGREGG INC COMMON 42833L108 7 600 SH DEFINED 1 600 - - HIBBETT SPORTS INC COMMON 428567101 15 249 SH DEFINED 1 249 - - HILLENBRAND INC COMMON 431571108 85 4,600 SH DEFINED 1 4,600 - - HILL ROM HOLDINGS INC COMMON 431475102 379 12,300 SH DEFINED 1 12,300 - - HI TECH PHARMACAL CO INC COMMON 42840B101 91 2,800 SH DEFINED 1 2,800 - - HOLLYFRONTIER CORP COMMON 436106108 2,066 58,314 SH DEFINED 1 13,614 - 44,700 HOLOGIC INC COMMON 436440101 700 38,800 SH DEFINED 1 38,800 - - HOME BANCSHARES INC COMMON 436893200 263 8,600 SH DEFINED 1 8,600 - - HOME DEPOT INC COMMON 437076102 17,384 328,055 SH DEFINED 1 89,655 - 238,400 HOME FEDERAL BANCORP INC/MD COMMON 43710G105 37 3,500 SH DEFINED 1 3,500 - - HONGKONG LAND HOLDINGS LTD COMMON G4587L109 6 1,000 SH DEFINED 1 1,000 - - HOSPITALITY PROPERTIES TRUST COMMON 44106M102 7,040 284,200 SH DEFINED 1 48,400 - 235,800 HOST HOTELS & RESORTS INC REIT 44107P104 66 4,200 SH DEFINED 1 4,200 - - HOT TOPIC INC COMMON 441339108 299 30,800 SH DEFINED 1 30,800 - - HSBC HOLDINGS PLC SPONS ADR ADR 404280406 1,187 26,900 SH DEFINED 1 26,900 - - HUB GROUP INC CL A COMMON 443320106 58 1,600 SH DEFINED 1 1,600 - - HUBBELL INC CLASS B COMMON 443510201 2,315 29,700 SH DEFINED 1 - - 29,700 HUDSON CITY BANCORP COMMON 443683107 106 16,600 SH DEFINED 1 16,600 - - HUDSON VALLEY HOLDING CORP COMMON 444172100 123 6,800 SH DEFINED 1 6,800 - - HUMANA INC COMMON 444859102 19,541 252,336 SH DEFINED 1 83,236 - 169,100 HUNTINGTON INGALLS INDUSTRIE COMMON 446413106 659 16,366 SH DEFINED 1 16,366 - - HUNTSMAN GROUP COMMON 447011107 7,094 548,189 SH DEFINED 1 76,089 - 472,100 IAC/INTERACTIVE CORP COMMON 44919P508 5,085 111,500 SH DEFINED 1 11,200 - 100,300 IDT CORP CLASS B COMMON 448947507 38 3,900 SH DEFINED 1 3,900 - - IMPAX LABORATORIES INC COMMON 45256B101 1,889 93,200 SH DEFINED 1 93,200 - - IMPERIAL HOLDINGS INC COMMON 452834104 49 12,900 SH DEFINED 1 12,900 - - IMPERIAL TOBACCO GROUP ADR ADR 453142101 920 11,900 SH DEFINED 1 11,900 - - INFINITY PROPERTY & CASUALTY COMMON 45665Q103 675 11,700 SH DEFINED 1 11,700 - - INGERSOLL RAND PLC COMMON G47791101 502 11,900 SH DEFINED 1 11,900 - - INGRAM MICRO INC CL A COMMON 457153104 709 40,600 SH DEFINED 1 40,600 - - INGREDION INC COMMON 457187102 1,966 39,700 SH DEFINED 1 400 - 39,300 INNOSPEC INC COMMON 45768S105 613 20,700 SH DEFINED 1 20,700 - - INSIGHT ENTERPRISES INC COMMON 45765U103 1,375 81,700 SH DEFINED 1 81,700 - - INTEGRATED SILICON SOLUTION COMMON 45812P107 52 5,200 SH DEFINED 1 5,200 - - INTEL CORP COMMON 458140100 38,262 1,435,700 SH DEFINED 1 385,300 - 1,050,400 INTERACTIVE BROKERS GRP CL A COMMON 45841N107 6 410 SH DEFINED 1 410 - - INTERCONTINENTAL HOTELS ADR ADR 45857P301 39 1,600 SH DEFINED 1 1,600 - - INTERCONTINENTALEXCHANGE INC COMMON 45865V100 272 2,000 SH DEFINED 1 2,000 - - INTERLINE BRANDS INC COMMON 458743101 103 4,100 SH DEFINED 1 4,100 - - INTERNATIONAL BUSINESS MACHI COMMON 459200101 53,588 274,000 SH DEFINED 1 96,200 - 177,800 INTERNATIONAL POWER PLC ADR ADR 46018M104 709 10,900 SH DEFINED 1 10,900 - - INTERPUBLIC GROUP COS IN COMMON 460690100 5,348 492,900 SH DEFINED 1 76,300 - 416,600 INTERSECTIONS INC COMMON 460981301 49 3,100 SH DEFINED 1 3,100 - - INTL PAPER CO COM COMMON 460146103 5,380 186,100 SH DEFINED 1 80,900 - 105,200 INTUIT INC COMMON 461202103 7,167 120,748 SH DEFINED 1 55,048 - 65,700 INTUITIVE SURGICAL INC COMMON 46120E602 1,664 3,005 SH DEFINED 1 3,005 - - INVESCO LTD COMMON G491BT108 2,398 106,100 SH DEFINED 1 1,100 - 105,000 INVESCO MORTGAGE CAPITAL REIT 46131B100 127 6,900 SH DEFINED 1 6,900 - - INVESTORS BANCORP INC COMMON 46146P102 71 4,700 SH DEFINED 1 4,700 - - IPG PHOTONICS CORP COMMON 44980X109 44 1,000 SH DEFINED 1 1,000 - - IRWIN FINANCIAL CORP COMMON 464119106 0 5,800 SH DEFINED 1 5,800 - - ITRON INC COMMON 465741106 21 500 SH DEFINED 1 500 - - ITT EDUCATIONAL SERVICES INC COMMON 45068B109 2,722 44,800 SH DEFINED 1 44,800 - - IXIA COMMON 45071R109 43 3,545 SH DEFINED 1 3,545 - - J2 GLOBAL INC COMMON 48123V102 520 19,700 SH DEFINED 1 19,700 - - JACK HENRY & ASSOCIATES INC COMMON 426281101 24 700 SH DEFINED 1 700 - - JARDEN CORP COMMON 471109108 353 8,400 SH DEFINED 1 8,400 - - JAZZ PHARMACEUTICALS PLC COMMON G50871105 720 16,000 SH DEFINED 1 16,000 - - JB HUNT TRANSPORT SERVICES I COMMON 445658107 6,359 106,700 SH DEFINED 1 5,300 - 101,400 JETBLUE AIRWAYS CORP COMMON 477143101 614 115,808 SH DEFINED 1 115,808 - - JM SMUCKER CO/THE COMMON 832696405 324 4,294 SH DEFINED 1 4,294 - - JOHNSON & JOHNSON COMMON 478160104 17,429 257,973 SH DEFINED 1 116,173 - 141,800 JOURNAL COMMUNICATIONS INC A COMMON 481130102 54 10,400 SH DEFINED 1 10,400 - - JPMORGAN CHASE & CO COMMON 46625H100 24,179 676,710 SH DEFINED 1 260,110 - 416,600 KADANT INC COMMON 48282T104 295 12,600 SH DEFINED 1 12,600 - - KANSAS CITY SOUTHERN COMMON 485170302 306 4,400 SH DEFINED 1 4,400 - - KAPSTONE PAPER AND PACKAGING COMMON 48562P103 450 28,400 SH DEFINED 1 28,400 - - KBR INC COMMON 48242W106 440 17,800 SH DEFINED 1 17,800 - - KENNAMETAL INC COMMON 489170100 3,096 93,400 SH DEFINED 1 1,500 - 91,900 KEYCORP COMMON 493267108 4,698 607,000 SH DEFINED 1 106,800 - 500,200 KIMBERLY CLARK CORP COMMON 494368103 9,793 116,900 SH DEFINED 1 - - 116,900 KIMCO REALTY COMMON 49446R109 137 7,200 SH DEFINED 1 7,200 - - KINDER MORGAN INC COMMON 49456B101 496 15,406 SH DEFINED 1 15,406 - - KINDER MORGAN INC CW17 WARRANT 49456B119 51 23,552 SH DEFINED 1 23,552 - - KLA INSTRS CORP COM COMMON 482480100 6,560 133,200 SH DEFINED 1 11,700 - 121,500 KNIGHT CAPITAL GROUP INC A COMMON 499005106 24 2,000 SH DEFINED 1 2,000 - - KNOLOGY INC COMMON 499183804 31 1,600 SH DEFINED 1 1,600 - - KOHLS CORP COMMON 500255104 4,499 98,900 SH DEFINED 1 29,300 - 69,600 KRISPY KREME DOUGHNUTS INC COMMON 501014104 635 99,438 SH DEFINED 1 99,438 - - KROGER CO COMMON 501044101 20,375 878,619 SH DEFINED 1 289,419 - 589,200 KRONOS WORLDWIDE INC COMMON 50105F105 3,150 199,500 SH DEFINED 1 1,200 - 198,300 L 3 COMMUNICATIONS HLDGS INC COMMON 502424104 5,639 76,200 SH DEFINED 1 10,800 - 65,400 LABORATORY CRP OF AMER HLDGS COMMON 50540R409 2,167 23,400 SH DEFINED 1 23,400 - - LAM RESEARCH CORP COMMON 512807108 1,106 29,300 SH DEFINED 1 29,300 - - LANDSTAR SYSTEM INC COMMON 515098101 1,371 26,500 SH DEFINED 1 26,500 - - LAS VEGAS SANDS CORP COMMON 517834107 6,741 155,000 SH DEFINED 1 12,200 - 142,800 LASALLE HOTEL PROPERTIES REIT 517942108 128 4,400 SH DEFINED 1 4,400 - - LA Z BOY INC COMMON 505336107 91 7,400 SH DEFINED 1 7,400 - - LEAPFROG ENTERPRISES INC COMMON 52186N106 81 7,900 SH DEFINED 1 7,900 - - LEAR CORP COMMON 521865204 883 23,400 SH DEFINED 1 23,400 - - LECROY CORP COMMON 52324W109 100 7,000 SH DEFINED 1 7,000 - - LEGG MASON INC COMMON 524901105 127 4,800 SH DEFINED 1 4,800 - - LEUCADIA NATIONAL CORP COMMON 527288104 104 4,900 SH DEFINED 1 4,900 - - LEXMARK INTL GROUP INC COMMON 529771107 569 21,400 SH DEFINED 1 21,400 - - LIBBEY INC COMMON 529898108 68 4,400 SH DEFINED 1 4,400 - - LIBERTY GLOBAL INC A COMMON 530555101 1,261 25,400 SH DEFINED 1 25,400 - - LIBERTY INTERACTIVE CORP COMMON 53071M104 2,520 141,800 SH DEFINED 1 141,800 - - LIBERTY MEDIA CORP LIBER A COMMON 530322106 1,614 18,360 SH DEFINED 1 18,360 - - LIBERTY PROPERTY TRUST REIT 531172104 678 18,400 SH DEFINED 1 18,400 - - LIFE TECHNOLOGIES CORP COMMON 53217V109 23 519 SH DEFINED 1 519 - - LIFEPOINT HOSPITALS INC COMMON 53219L109 33 800 SH DEFINED 1 800 - - LINCARE HOLDINGS INC COMMON 532791100 1,177 34,600 SH DEFINED 1 34,600 - - LINCOLN ELECTRIC HOLDINGS IN COMMON 533900106 200 4,555 SH DEFINED 1 4,555 - - LITTELFUSE INC COMMON 537008104 973 17,100 SH DEFINED 1 17,100 - - LOCKHEED MARTIN CORP COMMON 539830109 26 300 SH DEFINED 1 300 - - LOEWS CORP COMMON 540424108 4,038 98,700 SH DEFINED 1 22,100 - 76,600 LORAL SPACE & COMMUNICATIONS COMMON 543881106 182 2,700 SH DEFINED 1 2,700 - - LORILLARD INC COMMON 544147101 1,729 13,100 SH DEFINED 1 13,100 - - LOWES COS INC COMMON 548661107 9,178 322,700 SH DEFINED 1 58,200 - 264,500 LSB INDUSTRIES INC COMMON 502160104 176 5,700 SH DEFINED 1 5,700 - - LSI CORP COMMON 502161102 699 109,731 SH DEFINED 1 109,731 - - LYONDELLBASELL INDUSTRIES CL COMMON N53745100 14,924 370,600 SH DEFINED 1 12,300 - 358,300 MACK CALI REALTY CORP COMMON 554489104 2,726 93,800 SH DEFINED 1 14,700 - 79,100 MACYS INC COMMON 55616P104 5,053 147,100 SH DEFINED 1 14,600 - 132,500 MADISON SQUARE GARDEN CO A COMMON 55826P100 11 300 SH DEFINED 1 300 - - MAGELLAN HEALTH SERVICES INC COMMON 559079207 2,366 52,200 SH DEFINED 1 52,200 - - MANHATTAN ASSOCIATES INC COMMON 562750109 471 10,300 SH DEFINED 1 10,300 - - MANPOWER INC COMMON 56418H100 586 16,000 SH DEFINED 1 16,000 - - MARATHON OIL CORP COMMON 565849106 5,648 220,900 SH DEFINED 1 62,700 - 158,200 MARATHON PETROLEUM CORP COMMON 56585A102 1,795 39,947 SH DEFINED 1 39,947 - - MARKEL CORP COMMON 570535104 1,634 3,700 SH DEFINED 1 3,700 - - MARRIOTT INTERNATIONAL INC COMMON 571903202 180 4,600 SH DEFINED 1 4,600 - - MARTEN TRANSPORT LTD COMMON 573075108 38 1,800 SH DEFINED 1 1,800 - - MARVELL TECHNOLOGY GROUP LTD COMMON G5876H105 1,755 155,600 SH DEFINED 1 155,600 - - MASTERCARD INC CL A COMMON 57636Q104 21,614 50,254 SH DEFINED 1 14,654 - 35,600 MATERION CORP COMMON 576690101 46 2,000 SH DEFINED 1 2,000 - - MATTHEWS INTL CORP CLASS A COMMON 577128101 130 4,000 SH DEFINED 1 4,000 - - MAXIMUS INC COMMON 577933104 309 5,959 SH DEFINED 1 5,959 - - MCDERMOTT INTL INC COMMON 580037109 5,179 464,861 SH DEFINED 1 26,061 - 438,800 MCDONALDS CORP COMMON 580135101 5,100 57,600 SH DEFINED 1 21,300 - 36,300 MCKESSON HBOC INC COMMON 58155Q103 17,610 187,845 SH DEFINED 1 106,145 - 81,700 MDU RESOURCES GROUP INC COMMON 552690109 781 36,159 SH DEFINED 1 36,159 - - MEADWESTVACO CORP COMMON 583334107 722 25,100 SH DEFINED 1 25,100 - - MEDASSETS INC COMMON 584045108 593 44,100 SH DEFINED 1 44,100 - - MEDICINES CO COMMON 584688105 1,145 49,900 SH DEFINED 1 49,900 - - MEDICIS PHARMACEUTICAL CL A COMMON 584690309 365 10,700 SH DEFINED 1 10,700 - - MEDIFAST INC COMMON 58470H101 91 4,600 SH DEFINED 1 4,600 - - MEDTRONIC INC COMMON 585055106 21,118 545,272 SH DEFINED 1 67,472 - 477,800 MENS WEARHOUSE INC/THE COMMON 587118100 31 1,100 SH DEFINED 1 1,100 - - MERCK & CO INC COMMON 58933Y105 38,164 914,100 SH DEFINED 1 148,800 - 765,300 METLIFE INC COMMON 59156R108 3,503 113,526 SH DEFINED 1 113,526 - - METROPCS COMMUNICATIONS INC COMMON 591708102 57 9,500 SH DEFINED 1 9,500 - - MFA FINANCIAL INC REIT 55272X102 171 21,700 SH DEFINED 1 21,700 - - MGM RESORTS INTERNATIONAL COMMON 552953101 1,315 117,800 SH DEFINED 1 - - 117,800 MICROS SYSTEMS INC COMMON 594901100 297 5,800 SH DEFINED 1 5,800 - - MICROSOFT CORP COMMON 594918104 62,884 2,055,688 SH DEFINED 1 506,288 - 1,549,400 MINERALS TECHNOLOGIES INC COMMON 603158106 845 13,242 SH DEFINED 1 13,242 - - MKS INSTRUMENTS INC COMMON 55306N104 543 18,800 SH DEFINED 1 18,800 - - MOLEX INC COMMON 608554101 4,283 178,900 SH DEFINED 1 53,300 - 125,600 MOLSON COORS BREWING CO B COMMON 60871R209 2,135 51,300 SH DEFINED 1 - - 51,300 MOMENTA PHARMACEUTICALS INC COMMON 60877T100 211 15,700 SH DEFINED 1 15,700 - - MONOTYPE IMAGING HOLDINGS IN COMMON 61022P100 290 17,300 SH DEFINED 1 17,300 - - MONSANTO CO NEW COMMON 61166W101 17,003 205,400 SH DEFINED 1 40,100 - 165,300 MONSTER BERVERAGE CORP COMMON 611740101 1,588 22,300 SH DEFINED 1 3,200 - 19,100 MONTPELIER RE HOLDINGS LTD COMMON G62185106 469 22,033 SH DEFINED 1 22,033 - - MOODYS CORP COMMON 615369105 80 2,200 SH DEFINED 1 2,200 - - MOOG INC CLASS A COMMON 615394202 1,416 34,250 SH DEFINED 1 34,250 - - MORGAN STANLEY COMMON 617446448 1,911 131,000 SH DEFINED 1 62,900 - 68,100 MOSAIC CO/THE COMMON 61945C103 1,040 19,000 SH DEFINED 1 19,000 - - MOTOROLA SOLUTIONS INC COMMON 620076307 1,431 29,740 SH DEFINED 1 29,740 - - MSC INDUSTRIAL DIRECT CO A COMMON 553530106 492 7,500 SH DEFINED 1 7,500 - - MULTI FINELINE ELECTRONIX IN COMMON 62541B101 288 11,700 SH DEFINED 1 11,700 - - MULTIMEDIA GAMES HOLDING CO COMMON 625453105 132 9,400 SH DEFINED 1 9,400 - - MURPHY OIL CORP COMMON 626717102 6,927 137,755 SH DEFINED 1 1,555 - 136,200 MYLAN INC COMMON 628530107 1,888 88,363 SH DEFINED 1 88,363 - - NABORS INDUSTRIES LTD COMMON G6359F103 664 46,100 SH DEFINED 1 46,100 - - NACCO INDS INC COMMON 629579103 1,128 9,700 SH DEFINED 1 9,700 - - NASDAQ OMX GROUP/THE COMMON 631103108 3,169 139,800 SH DEFINED 1 41,500 - 98,300 NATIONAL FINANCIAL PARTNERS COMMON 63607P208 180 13,400 SH DEFINED 1 13,400 - - NATIONAL FUEL GAS CO COMMON 636180101 5 100 SH DEFINED 1 100 - - NATIONAL OILWELL VARCO INC C COMMON 637071101 7,256 112,600 SH DEFINED 1 35,400 - 77,200 NATURAL GAS SERVICES GROUP COMMON 63886Q109 79 5,300 SH DEFINED 1 5,300 - - NAVIGATORS GROUP INC COMMON 638904102 20 400 SH DEFINED 1 400 - - NAVISTAR INTERNATIONAL CORP COMMON 6.39E+112 822 28,976 SH DEFINED 1 28,976 - - NCR CORPORATION COMMON 6.29E+112 752 33,100 SH DEFINED 1 33,100 - - NELNET INC CL A COMMON 64031N108 5 200 SH DEFINED 1 200 - - NETGEAR INC COMMON 64111Q104 100 2,882 SH DEFINED 1 2,882 - - NEUSTAR INC CLASS A COMMON 64126X201 2,465 73,800 SH DEFINED 1 73,800 - - NEUTRAL TANDEM INC COMMON 64128B108 799 60,600 SH DEFINED 1 60,600 - - NEWCASTLE INVESTMENT CORP REIT 65105M108 529 79,000 SH DEFINED 1 79,000 - - NEWFIELD EXPLORATION CO COMMON 651290108 1,659 56,600 SH DEFINED 1 56,600 - - NEWMARKET CORP COMMON 651587107 480 2,212 SH DEFINED 1 2,212 - - NEWMONT MINING CORP COMMON 651639106 175 3,600 SH DEFINED 1 3,600 - - NEWPORT CORP COMMON 651824104 323 26,900 SH DEFINED 1 26,900 - - NEWS CORP CL A COM COMMON 6.52E+108 16,831 755,095 SH DEFINED 1 269,695 - 485,400 NEWS CORP B COMMON 6.52E+207 729 32,350 SH DEFINED 1 32,350 - - NEXSTAR BROADCASTING GROUP A COMMON 65336K103 77 11,436 SH DEFINED 1 11,436 - - NEXTERA ENERGY INC COMMON 65339F101 55 800 SH DEFINED 1 800 - - NII HOLDINGS INC COMMON 62913F201 445 43,500 SH DEFINED 1 43,500 - - NIKE INC CL B COMMON 654106103 4,872 55,500 SH DEFINED 1 55,500 - - NN INC COMMON 629337106 66 6,500 SH DEFINED 1 6,500 - - NOBLE CORP COMMON H5833N103 13 400 SH DEFINED 1 400 - - NORDSTROM INC COMMON 655664100 94 1,900 SH DEFINED 1 1,900 - - NORFOLK SOUTHERN CORP COMMON 655844108 26,633 371,100 SH DEFINED 1 151,600 - 219,500 NORTHEAST UTILITIES COMMON 664397106 3,850 99,200 SH DEFINED 1 99,200 - - NORTHERN TRUST CORP COMMON 665859104 727 15,800 SH DEFINED 1 15,800 - - NORTHROP GRUMMAN CORP COMMON 666807102 3,158 49,500 SH DEFINED 1 49,500 - - NORTHWESTERN CORP COMMON 668074305 98 2,674 SH DEFINED 1 2,674 - - NRG ENERGY INC COMMON 629377508 161 9,300 SH DEFINED 1 9,300 - - NU SKIN ENTERPRISES INC A COMMON 67018T105 2,988 63,700 SH DEFINED 1 63,700 - - NUCOR CORP COMMON 670346105 2,304 60,800 SH DEFINED 1 - - 60,800 NUTRACEUTICAL INTL CORP COMMON 67060Y101 64 4,200 SH DEFINED 1 4,200 - - NVIDIA CORP COMMON 67066G104 434 31,400 SH DEFINED 1 31,400 - - NVR INC COMMON 62944T105 680 800 SH DEFINED 1 800 - - NYSE EURONEXT COMMON 629491101 220 8,600 SH DEFINED 1 8,600 - - OBAGI MEDICAL PRODUCTS INC COMMON 67423R108 664 43,500 SH DEFINED 1 43,500 - - OCCIDENTAL PETROLEUM CORP DE COMMON 674599105 24,772 288,826 SH DEFINED 1 86,526 - 202,300 OCEANEERING INTL INC COMMON 675232102 5,420 113,259 SH DEFINED 1 40,959 - 72,300 OCWEN FINANCIAL CORP COMMON 675746309 1,553 82,700 SH DEFINED 1 82,700 - - OFFICEMAX INC COMMON 67622P101 5 1,000 SH DEFINED 1 1,000 - - OGE ENERGY CORP COMMON 670837103 1,388 26,800 SH DEFINED 1 - - 26,800 OIL STATES INTERNATIONAL INC COMMON 678026105 688 10,400 SH DEFINED 1 10,400 - - OLD DOMINION FREIGHT LINE COMMON 679580100 671 15,500 SH DEFINED 1 15,500 - - OMNICARE INC COMMON 681904108 1,321 42,300 SH DEFINED 1 42,300 - - OMNICELL INC COMMON 68213N109 556 38,000 SH DEFINED 1 38,000 - - ONEOK INC COMMON 682680103 4,096 96,800 SH DEFINED 1 96,800 - - OPTIMER PHARMACEUTICALS INC COMMON 68401H104 56 3,600 SH DEFINED 1 3,600 - - ORACLE SYSTEMS COMMON 68389X105 39,691 1,336,400 SH DEFINED 1 396,800 - 939,600 ORBITZ WORLDWIDE INC COMMON 68557K109 81 22,300 SH DEFINED 1 22,300 - - ORTHOFIX INTL NV COMMON N6748L102 607 14,700 SH DEFINED 1 14,700 - - OSHKOSH CORP COMMON 688239201 455 21,700 SH DEFINED 1 21,700 - - OWENS CORNING COMMON 690742101 365 12,800 SH DEFINED 1 12,800 - - OWENS ILLINOIS INC COMMON 690768403 590 30,800 SH DEFINED 1 30,800 - - P G & E CORP COMMON 69331C108 973 21,500 SH DEFINED 1 21,500 - - PACIFIC CAPITAL BANCORP COMMON 69404P200 169 3,700 SH DEFINED 1 3,700 - - PACKAGING CORP AMER COMMON 695156109 2,030 71,900 SH DEFINED 1 - - 71,900 PACWEST BANCORP COMMON 695263103 267 11,300 SH DEFINED 1 11,300 - - PALOMAR MEDICAL TECHNOLOGIES COMMON 697529303 45 5,300 SH DEFINED 1 5,300 - - PANERA BREAD COMPANY CL A COMMON 69840W108 1,380 9,900 SH DEFINED 1 - - 9,900 PANTRY INC COMMON 698657103 692 47,100 SH DEFINED 1 47,100 - - PAPA JOHNS INTL INC COMMON 698813102 642 13,500 SH DEFINED 1 13,500 - - PAR PHARMACEUTICAL COS INC COMMON 69888P106 719 19,900 SH DEFINED 1 19,900 - - PARKER DRILLING CO COMMON 701081101 254 56,400 SH DEFINED 1 56,400 - - PARKER HANNIFIN CORP COMMON 701094104 18,942 246,383 SH DEFINED 1 51,983 - 194,400 PARKWAY PROPERTIES INC REIT 70159Q104 35 3,100 SH DEFINED 1 3,100 - - PARTNER RE LTD COMMON G6852T105 736 9,736 SH DEFINED 1 9,736 - - PATTERSON COS INC COMMON 703395103 600 17,400 SH DEFINED 1 17,400 - - PC CONNECTION INC COMMON 69318J100 104 9,800 SH DEFINED 1 9,800 - - PDL BIOPHARMA INC COMMON 69329Y104 1,214 183,200 SH DEFINED 1 183,200 - - PEABODY ENERGY CORP COMMON 704549104 601 24,500 SH DEFINED 1 24,500 - - PENSKE AUTOMOTIVE GROUP COMMON 70959W103 258 12,130 SH DEFINED 1 12,130 - - PEPSICO INC COMMON 713448108 1,682 23,800 SH DEFINED 1 - - 23,800 PERNIX THERAPEUTICS HOLDINGS COMMON 71426V108 36 4,900 SH DEFINED 1 4,900 - - PERRIGO CO COMMON 714290103 3,007 25,500 SH DEFINED 1 25,500 - - PETMED EXPRESS INC COMMON 716382106 171 14,000 SH DEFINED 1 14,000 - - PETSMART INC COMMON 716768106 6,242 91,542 SH DEFINED 1 13,942 - 77,600 PFIZER INC COMMON 717081103 32,177 1,399,026 SH DEFINED 1 194,426 - 1,204,600 PHILIP MORRIS INTERNATIONAL COMMON 718172109 20,323 232,900 SH DEFINED 1 165,400 - 67,500 PHILLIPS 66 COMMON 718546104 3,702 111,388 SH DEFINED 1 48,588 - 62,800 PHOTRONICS INC COMMON 719405102 2,485 407,365 SH DEFINED 1 407,365 - - PINNACLE WEST CAP CORP COMMON 723484101 2,510 48,500 SH DEFINED 1 13,000 - 35,500 PLANTRONICS INC COMMON 727493108 2,004 60,000 SH DEFINED 1 60,000 - - PLEXUS CORP COMMON 729132100 513 18,200 SH DEFINED 1 18,200 - - PMC SIERRA INC COMMON 69344F106 89 14,450 SH DEFINED 1 14,450 - - PNC FINANCIAL SERVICES GROUP COMMON 693475105 3,373 55,192 SH DEFINED 1 55,192 - - POLYONE CORPORATION COMMON 73179P106 5 400 SH DEFINED 1 400 - - PORTFOLIO RECOVERY ASSOCIATE COMMON 73640Q105 3 38 SH DEFINED 1 38 - - PORTLAND GENERAL ELECTRIC CO COMMON 736508847 422 15,800 SH DEFINED 1 15,800 - - POST HOLDINGS INC COMMON 737446104 490 15,950 SH DEFINED 1 15,950 - - POWER INTEGRATIONS INC COMMON 739276103 397 10,667 SH DEFINED 1 10,667 - - POWER ONE INC COMMON 73930R102 84 18,500 SH DEFINED 1 18,500 - - PPG INDS INC COMMON 693506107 1,507 14,200 SH DEFINED 1 - - 14,200 PPL CORPORATION COMMON 69351T106 1,474 53,000 SH DEFINED 1 900 - 52,100 PRECISION CASTPARTS CORP COMMON 740189105 2,599 15,800 SH DEFINED 1 15,800 - - PREMIERE GLOBAL SERVICES INC COMMON 740585104 325 38,700 SH DEFINED 1 38,700 - - PRICELINE COM INC COMMON 741503403 399 600 SH DEFINED 1 600 - - PRINCIPAL FINANCIAL GROUP COMMON 74251V102 1,820 69,400 SH DEFINED 1 - - 69,400 PRIVATEBANCORP INC COMMON 742962103 61 4,100 SH DEFINED 1 4,100 - - PROASSURANCE CORP COMMON 74267C106 519 5,832 SH DEFINED 1 5,832 - - PROCTER & GAMBLE CO COMMON 742718109 22,007 359,302 SH DEFINED 1 162,402 - 196,900 PROSPERITY BANCSHARES INC COMMON 743606105 21 500 SH DEFINED 1 500 - - PROVIDENCE SERVICE CORP COMMON 743815102 225 16,400 SH DEFINED 1 16,400 - - PRUDENTIAL FINL INC COMMON 744320102 7,574 156,400 SH DEFINED 1 37,700 - 118,700 PRUDENTIAL PLC ADR ADR 74435K204 517 22,300 SH DEFINED 1 22,300 - - PUBLIC STORAGE COMMON 74460D109 11,076 76,700 SH DEFINED 1 5,900 - 70,800 PUBLIC SVC ENTERPRISE COMMON 744573106 18,274 562,286 SH DEFINED 1 79,086 - 483,200 PULTE GROUP INC COMMON 745867101 2,264 211,600 SH DEFINED 1 10,100 - 201,500 QEP RESOURCES INC COMMON 74733V100 408 13,600 SH DEFINED 1 13,600 - - QLOGIC CORP COMMON 747277101 2,111 154,200 SH DEFINED 1 6,100 - 148,100 QUALCOMM INC COMMON 747525103 6,325 113,600 SH DEFINED 1 92,100 - 21,500 QUEST DIAGNOSTICS INC COMMON 74834L100 2,222 37,100 SH DEFINED 1 37,100 - - QUESTCOR PHARMACEUTICALS COMMON 74835Y101 554 10,400 SH DEFINED 1 10,400 - - RALCORP HOLDINGS INC COMMON 751028101 2,496 37,400 SH DEFINED 1 37,400 - - RALPH LAUREN CORP COMMON 751212101 16,668 119,000 SH DEFINED 1 20,200 - 98,800 RAYONIER INC (REIT) COMMON 754907103 1,338 29,800 SH DEFINED 1 29,800 - - RAYTHEON COMPANY COMMON 755111507 5,433 96,000 SH DEFINED 1 100 - 95,900 REACHLOCAL INC COMMON 75525F104 65 5,900 SH DEFINED 1 5,900 - - RED HAT INC COMMON 756577102 1,260 22,300 SH DEFINED 1 22,300 - - REGAL ENTERTAINMENT GROUP A COMMON 758766109 5,733 416,600 SH DEFINED 1 114,400 - 302,200 REGIONS FINANCIAL CORP COMMON 7591EP100 295 43,700 SH DEFINED 1 43,700 - - REINSURANCE GROUP OF AMERICA COMMON 759351604 1,501 28,210 SH DEFINED 1 28,210 - - RELIANCE STEEL & ALUM COM COMMON 759509102 2,701 53,500 SH DEFINED 1 6,800 - 46,700 RENAISSANCE RE HLDGS LTD COMMON G7496G103 7,398 97,335 SH DEFINED 1 65,135 - 32,200 RENT A CENTER INC COMMON 76009N100 27 800 SH DEFINED 1 800 - - REPUBLIC BANCORP KY COMMON 760281204 1,231 55,300 SH DEFINED 1 55,300 - - RESMED INC COMMON 761152107 122 3,890 SH DEFINED 1 3,890 - - REYNOLDS AMERICAN INC COMMON 761713106 292 6,500 SH DEFINED 1 6,500 - - RIVERBED TECHNOLOGY INC COMMON 768573107 212 13,100 SH DEFINED 1 13,100 - - ROBBINS & MYERS INC COMMON 770196103 3 60 SH DEFINED 1 60 - - ROCKWOOD HOLDINGS INC COMMON 774415103 315 7,100 SH DEFINED 1 7,100 - - ROPER INDS INC NEW COM COMMON 776696106 1,925 19,526 SH DEFINED 1 4,826 - 14,700 ROSETTA RESOURCES INC COMMON 777779307 70 1,900 SH DEFINED 1 1,900 - - ROSS STORES INC COMMON 778296103 4,338 69,443 SH DEFINED 1 30,443 - 39,000 ROYAL DUTCH SHELL PLC ADR ADR 780259107 644 9,211 SH DEFINED 1 9,211 - - RPC INC COMMON 749660106 5,098 428,702 SH DEFINED 1 64,002 - 364,700 RR DONNELLEY & SONS COMMON 257867101 3 252 SH DEFINED 1 252 - - RTI BIOLOGICS INC COMMON 74975N105 314 83,500 SH DEFINED 1 83,500 - - RYDER SYSTEM INC COMMON 783549108 2,031 56,400 SH DEFINED 1 56,400 - - SAFEWAY INC COMMON 786514208 566 31,186 SH DEFINED 1 31,186 - - SAIA INC COMMON 78709Y105 206 9,400 SH DEFINED 1 9,400 - - SAIC INC COMMON 78390X101 1,100 90,800 SH DEFINED 1 90,800 - - SALIX PHARMACEUTICALS LTD COMMON 795435106 109 2,000 SH DEFINED 1 2,000 - - SALLY BEAUTY CO INC COMMON 7.95E+108 5,428 210,900 SH DEFINED 1 28,100 - 182,800 SANDISK CORP COMMON 80004C101 1,007 27,600 SH DEFINED 1 27,600 - - SANTARUS INC COMMON 802817304 40 5,600 SH DEFINED 1 5,600 - - SAUER DANFOSS INC COMMON 804137107 2,452 70,200 SH DEFINED 1 70,200 - - SCANSOURCE INC COMMON 806037107 135 4,400 SH DEFINED 1 4,400 - - SCBT FINANCIAL CORP COMMON 78401V102 67 1,900 SH DEFINED 1 1,900 - - SCHIFF NUTRITION INTERNATION COMMON 806693107 197 11,000 SH DEFINED 1 11,000 - - SCHLUMBERGER LTD COMMON 806857108 18,926 291,568 SH DEFINED 1 71,068 - 220,500 SCHOLASTIC CORP COMMON 807066105 65 2,300 SH DEFINED 1 2,300 - - SCHWEITZER MAUDUIT COM COMMON 808541106 1,097 16,100 SH DEFINED 1 16,100 - - SCRIPPS NETWORKS INTER CL A COMMON 811065101 125 2,200 SH DEFINED 1 2,200 - - SEABOARD CORP COMMON 811543107 429 201 SH DEFINED 1 201 - - SEACOR HOLDINGS INC COMMON 811904101 4,666 52,200 SH DEFINED 1 52,200 - - SEI INVESTMENTS COMPANY COMMON 784117103 302 15,200 SH DEFINED 1 15,200 - - SEMPRA ENERGY COMMON 816851109 241 3,500 SH DEFINED 1 3,500 - - SIGNATURE BANK COMMON 82669G104 37 600 SH DEFINED 1 600 - - SILGAN HOLDINGS INC COMMON 827048109 581 13,600 SH DEFINED 1 13,600 - - SIMON PROPERTY GROUP INC COMMON 828806109 5,215 33,500 SH DEFINED 1 3,500 - 30,000 SINCLAIR BROADCAST GROUP INC COMMON 829226109 207 22,900 SH DEFINED 1 22,900 - - SKILLED HEALTHCARE GROUP CL COMMON 83066R107 131 20,900 SH DEFINED 1 20,900 - - SKYWEST INC COMMON 830879102 75 11,500 SH DEFINED 1 11,500 - - SKYWORKS SOLUTIONS INC COMMON 83088M102 325 11,900 SH DEFINED 1 11,900 - - SL GREEN REALTY CORP REIT 78440X101 32 400 SH DEFINED 1 400 - - SLM CORP COMMON 78442P106 3,464 220,500 SH DEFINED 1 - - 220,500 SMITHFIELD FOODS INC COMMON 832248108 645 29,800 SH DEFINED 1 29,800 - - SONIC AUTOMOTIVE INC CLASS A COMMON 83545G102 226 16,500 SH DEFINED 1 16,500 - - SOUTHERN COPPER CORP COMMON 84265V105 13,886 440,694 SH DEFINED 1 94 - 440,600 SOUTHWEST AIRLS CO COMMON 844741108 6,957 754,500 SH DEFINED 1 253,500 - 501,000 SOUTHWEST GAS CORP COM COMMON 844895102 274 6,269 SH DEFINED 1 6,269 - - SPARTAN STORES INC COMMON 846822104 96 5,300 SH DEFINED 1 5,300 - - SPECTRUM PHARMACEUTICALS INC COMMON 84763A108 75 4,800 SH DEFINED 1 4,800 - - SPRINT NEXTEL CORP COMMON 852061100 699 214,326 SH DEFINED 1 214,326 - - ST JUDE MEDICAL INC COMMON 790849103 575 14,400 SH DEFINED 1 14,400 - - STANDARD MICROSYSTEMS CORP COMMON 853626109 148 4,000 SH DEFINED 1 4,000 - - STAPLES INC COMMON 855030102 9,304 713,000 SH DEFINED 1 93,100 - 619,900 STARBUCKS CORP COMMON 855244109 2,725 51,100 SH DEFINED 1 51,100 - - STARWOOD HOTELS AND RESORTS COMMON 85590A401 10,028 189,054 SH DEFINED 1 4,554 - 184,500 STATE BANK FINANCIAL CORP COMMON 856190103 94 6,200 SH DEFINED 1 6,200 - - STATE STREET CORP COMMON 857477103 539 12,063 SH DEFINED 1 12,063 - - STEIN MART INC COMMON 858375108 55 6,900 SH DEFINED 1 6,900 - - STELLARONE CORP COMMON 85856G100 124 9,900 SH DEFINED 1 9,900 - - STERIS CORP COMMON 859152100 1,327 42,300 SH DEFINED 1 42,300 - - STERLING FINL CORP/SPOKANE COMMON 859319303 6 300 SH DEFINED 1 300 - - STONE ENERGY CORP COMMON 861642106 223 8,800 SH DEFINED 1 8,800 - - STRATASYS INC COMMON 862685104 40 800 SH DEFINED 1 800 - - STRYKER CORP COMMON 863667101 661 12,000 SH DEFINED 1 12,000 - - SUN HEALTHCARE GROUP INC COMMON 8.67E+104 114 13,600 SH DEFINED 1 13,600 - - SUNOCO INC COMMON 86764P109 3,661 77,064 SH DEFINED 1 64 - 77,000 SUNTRUST BKS INC COMMON 867914103 18,463 762,017 SH DEFINED 1 78,617 - 683,400 SUPERIOR ENERGY SERVICES INC COMMON 868157108 348 17,200 SH DEFINED 1 17,200 - - SUPERVALUE INC COMMON 868536103 110 21,250 SH DEFINED 1 21,250 - - SUSQUEHANNA BKSHS PA COM COMMON 869099101 1,370 133,336 SH DEFINED 1 133,336 - - SUSSER HOLDINGS CORP COMMON 869233106 517 13,900 SH DEFINED 1 13,900 - - SWIFT TRANSPORTATION CO COMMON 87074U101 141 14,900 SH DEFINED 1 14,900 - - SYMANTEC CORP COMMON 871503108 3,494 239,100 SH DEFINED 1 119,000 - 120,100 SYMETRA FINANCIAL CORP COMMON 87151Q106 170 13,500 SH DEFINED 1 13,500 - - SYNAPTICS INC COMMON 87157D109 26 900 SH DEFINED 1 900 - - SYNOPSYS INC COMMON 871607107 1,710 58,100 SH DEFINED 1 58,100 - - SYNOVUS FINL CORP COMMON 87161C105 3 1,362 SH DEFINED 1 1,362 - - SYSTEMAX INC COMMON 871851101 46 3,900 SH DEFINED 1 3,900 - - T ROWE PRICE GROUP INC COMMON 74144T108 176 2,800 SH DEFINED 1 2,800 - - TARGET CORP COMMON 8.76E+110 9,305 159,900 SH DEFINED 1 32,200 - 127,700 TAUBMAN CENTERS INC REIT 876664103 46 600 SH DEFINED 1 600 - - TD AMERITRADE HOLDING CORP COMMON 87236Y108 1,168 68,700 SH DEFINED 1 68,700 - - TECH DATA CORP COMMON 878237106 4,740 98,400 SH DEFINED 1 21,000 - 77,400 TECO ENERGY INC COMMON 872375100 3,295 182,400 SH DEFINED 1 50,200 - 132,200 TELEPHONE & DATA SYSTEMS COMMON 879433829 3,593 168,735 SH DEFINED 1 86,546 - 82,189 TELETECH HOLDINGS INC COMMON 879939106 187 11,700 SH DEFINED 1 11,700 - - TERADATA CORP COMMON 88076W103 5,458 75,800 SH DEFINED 1 75,800 - - TEREX CORP COMMON 880779103 39 2,200 SH DEFINED 1 2,200 - - TESCO PLC SPONSORED ADR ADR 881575302 4 300 SH DEFINED 1 300 - - TESORO CORP COMMON 881609101 3,634 145,600 SH DEFINED 1 29,400 - 116,200 TETRA TECHNOLOGIES INC COMMON 88162F105 123 17,300 SH DEFINED 1 17,300 - - TEVA PHARMACEUTICAL SP ADR COMMON 881624209 123 3,103 SH DEFINED 1 3,103 - - TEXAS INSTRUMENTS INC COMMON 882508104 534 18,600 SH DEFINED 1 18,600 - - THERMO FISHER SCIENTIFIC INC COMMON 883556102 8,584 165,360 SH DEFINED 1 165,360 - - TIBCO SOFTWARE INC COMMON 88632Q103 434 14,500 SH DEFINED 1 14,500 - - TIME WARNER CABLE A COMMON 88732J207 5,276 64,254 SH DEFINED 1 16,754 - 47,500 TIME WARNER INC COMMON 887317303 1,754 45,566 SH DEFINED 1 45,566 - - TIMKEN CO COMMON 887389104 6,015 131,354 SH DEFINED 1 7,054 - 124,300 TITAN INTERNATIONAL INC COMMON 88830M102 3 112 SH DEFINED 1 112 - - TJX COS INC NEW COMMON 872540109 22,366 520,976 SH DEFINED 1 94,476 - 426,500 TNS INC COMMON 872960109 179 10,000 SH DEFINED 1 10,000 - - TORCHMARK CORP COMMON 891027104 7,770 153,708 SH DEFINED 1 57,408 - 96,300 TORO CO COMMON 891092108 545 7,436 SH DEFINED 1 7,436 - - TOTAL SYS SVCS INC COMMON 891906109 9,515 397,615 SH DEFINED 1 83,715 - 313,900 TOWERS WATSON & CO CL A COMMON 891894107 12 200 SH DEFINED 1 200 - - TOWN SPORTS INTERNATIONAL COMMON 89214A102 548 41,200 SH DEFINED 1 41,200 - - TRANSOCEAN LTD COMMON H8817H100 495 11,076 SH DEFINED 1 11,076 - - TRAVELERS COS INC/THE COMMON 8.94E+113 1,270 19,900 SH DEFINED 1 19,900 - - TRAVELZOO INC COMMON 89421Q106 39 1,715 SH DEFINED 1 1,715 - - TRIPLE S MANAGEMENT CORP B COMMON 896749108 48 2,600 SH DEFINED 1 2,600 - - TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 3 492 SH DEFINED 1 492 - - TRW AUTOMOTIVE HOLDINGS CORP COMMON 87264S106 1,092 29,700 SH DEFINED 1 29,700 - - TUPPERWARE BRANDS CORP COMMON 899896104 88 1,600 SH DEFINED 1 1,600 - - TW TELECOM INC COMMON 87311L104 13 500 SH DEFINED 1 500 - - TWO HARBORS INVEWSTMENT CORP COMMON 90187B101 462 44,600 SH DEFINED 1 44,600 - - TYCO INTERNATIONAL LTD COMMON H89128104 1,586 30,000 SH DEFINED 1 30,000 - - TYLER TECHNOLOGIES INC COMMON 902252105 2,147 53,200 SH DEFINED 1 53,200 - - TYSON FOODS INC COMMON 902494103 8,744 464,365 SH DEFINED 1 353,865 - 110,500 U S CELLULAR COM COMMON 911684108 3,336 86,373 SH DEFINED 1 86,373 - - UGI CORP COMMON 902681105 3 95 SH DEFINED 1 95 - - ULTRA CLEAN HOLDINGS COMMON 90385V107 84 13,000 SH DEFINED 1 13,000 - - ULTRATECH INC COMMON 904034105 88 2,800 SH DEFINED 1 2,800 - - UMB FINL CORP COM COMMON 902788108 3 54 SH DEFINED 1 54 - - UNIFIRST CORP MASS COMMON 904708104 201 3,147 SH DEFINED 1 3,147 - - UNILEVER PLC SPONSORED ADR ADR 904767704 65 1,940 SH DEFINED 1 1,940 - - UNION PAC CORP COMMON 907818108 37,630 315,400 SH DEFINED 1 123,900 - 191,500 UNISYS CORP COMMON 909214306 265 13,566 SH DEFINED 1 13,566 - - UNITED CONTINENTAL HOLDINGS COMMON 910047109 985 40,475 SH DEFINED 1 40,475 - - UNITED PARCEL SERVICE INC COMMON 911312106 23,880 303,200 SH DEFINED 1 30,700 - 272,500 UNITED RENTALS INC COMMON 911363109 55 1,600 SH DEFINED 1 1,600 - - UNITED STATES STEEL CORP COMMON 912909108 1 38 SH DEFINED 1 38 - - UNITED TECHNOLOGIES CORP COMMON 913017109 15,098 199,900 SH DEFINED 1 63,400 - 136,500 UNITEDHEALTH GROUP INC COMMON 91324P102 29,826 509,847 SH DEFINED 1 156,047 - 353,800 UNIVERSAL AMERICAN CORP COMMON 9.13E+105 449 42,600 SH DEFINED 1 42,600 - - UNIVERSAL HEALTH SERVICES B COMMON 913903100 3,159 73,200 SH DEFINED 1 73,200 - - UNIVERSAL TRUCKLOAD SERVICES COMMON 91388P105 68 4,500 SH DEFINED 1 4,500 - - UNS ENERGY CORP COMMON 903119105 146 3,800 SH DEFINED 1 3,800 - - UNUM GROUP COMMON 91529Y106 390 20,400 SH DEFINED 1 20,400 - - URBAN OUTFITTERS INC COMMON 917047102 452 16,400 SH DEFINED 1 16,400 - - URS CORP COMMON 903236107 474 13,600 SH DEFINED 1 13,600 - - US AIRWAYS GROUP INC COMMON 90341W108 2,307 173,100 SH DEFINED 1 173,100 - - US BANCORP COMMON 902973304 2,535 78,818 SH DEFINED 1 78,818 - - USANA HEALTH SCIENCES INC COMMON 90328M107 666 16,200 SH DEFINED 1 16,200 - - UTI WORLDWIDE INC COMMON G87210103 50 3,400 SH DEFINED 1 3,400 - - VAALCO ENERGY INC COMMON 91851C201 1,063 123,200 SH DEFINED 1 123,200 - - VALASSIS COMMUNICATION COMMON 918866104 629 28,900 SH DEFINED 1 28,900 - - VALEANT PHARMACEUTICALS INTE COMMON 91911K102 40 890 SH DEFINED 1 890 - - VALERO ENERGY CORP COMMON 91913Y100 8,303 343,822 SH DEFINED 1 91,822 - 252,000 VALIDUS HOLDINGS LTD COMMON G9319H102 5 157 SH DEFINED 1 157 - - VALMONT INDUSTRIES INC COMMON 920253101 3,424 28,300 SH DEFINED 1 5,100 - 23,200 VARIAN MEDICAL SYSTEMS INC COMMON 92220P105 1,671 27,500 SH DEFINED 1 27,500 - - VERIFONE SYSTEMS INC COMMON 92342Y109 381 11,500 SH DEFINED 1 11,500 - - VERISIGN INC COMMON 9.23E+106 1,089 25,000 SH DEFINED 1 25,000 - - VERIZON COMMUNICATIONS COMMON 92343V104 31,904 717,922 SH DEFINED 1 118,222 - 599,700 VF CORP COMMON 918204108 13 100 SH DEFINED 1 100 - - VIACOM INC CLASS B COMMON 92553P201 17,325 368,458 SH DEFINED 1 20,758 - 347,700 VILLAGE SUPER MARKET CLASS A COMMON 927107409 59 1,800 SH DEFINED 1 1,800 - - VIROPHARMA INCORP COMMON 928241108 4,335 182,900 SH DEFINED 1 182,900 - - VIRTUSA CORP COMMON 92827P102 20 1,500 SH DEFINED 1 1,500 - - VISA INC CLASS A SHARES COMMON 92826C839 34,368 277,989 SH DEFINED 1 82,689 - 195,300 VISHAY INTERTECHNOLOGY INC COMMON 928298108 3,937 417,500 SH DEFINED 1 417,500 - - VMWARE INC CLASS A COMMON 928563402 3,888 42,700 SH DEFINED 1 3,400 - 39,300 W&T OFFSHORE INC COMMON 92922P106 15 1,000 SH DEFINED 1 1,000 - - WABCO HOLDINGS INC COMMON 92927K102 2,273 42,951 SH DEFINED 1 3,951 - 39,000 WABTEC CORP COMMON 929740108 3,557 45,600 SH DEFINED 1 1,300 - 44,300 WALGREEN CO COMMON 931422109 16,319 551,686 SH DEFINED 1 199,286 - 352,400 WAL MART STORES INC COMMON 931142103 37,537 538,400 SH DEFINED 1 177,900 - 360,500 WALT DISNEY CO/THE COMMON 254687106 8,968 184,900 SH DEFINED 1 184,900 - - WALTER ENERGY INC COMMON 93317Q105 455 10,300 SH DEFINED 1 10,300 - - WARNER CHILCOTT PLC CLASS A COMMON G94368100 13,880 774,100 SH DEFINED 1 79,200 - 694,900 WASHINGTON FEDERAL INC COMMON 938824109 4,072 241,100 SH DEFINED 1 17,500 - 223,600 WATSON PHARMACEUTICALS INC COMMON 942683103 5,675 76,700 SH DEFINED 1 76,700 - - WEB COM GROUP INC COMMON 94733A104 11 600 SH DEFINED 1 600 - - WEBSTER FINANCIAL CORP COMMON 947890109 9 400 SH DEFINED 1 400 - - WELLCARE HEALTH PLANS INC COMMON 94946T106 2,631 49,647 SH DEFINED 1 49,647 - - WELLPOINT INC COMMON 94973V107 4,837 75,822 SH DEFINED 1 75,822 - - WELLS FARGO & CO COMMON 949746101 32,290 965,611 SH DEFINED 1 280,111 - 685,500 WERNER ENTERPRISES INC COMMON 950755108 110 4,600 SH DEFINED 1 4,600 - - WEST BANCORPORATION COMMON 95123P106 80 8,400 SH DEFINED 1 8,400 - - WEST MARINE INC COMMON 954235107 53 4,500 SH DEFINED 1 4,500 - - WESTERN ALLIANCE BANCORP COMMON 957638109 899 96,100 SH DEFINED 1 96,100 - - WESTERN DIGITAL CORP COMMON 958102105 4,742 155,602 SH DEFINED 1 75,802 - 79,800 WESTERN REFINING INC COMMON 959319104 38 1,700 SH DEFINED 1 1,700 - - WESTERN UNION CO COMMON 959802109 8,143 483,500 SH DEFINED 1 94,900 - 388,600 WESTLAKE CHEMICAL CORP COMMON 960413102 275 5,249 SH DEFINED 1 5,249 - - WHIRLPOOL CORP COMMON 963320106 1,982 32,400 SH DEFINED 1 - - 32,400 WHOLE FOODS MKT INC COM COMMON 966837106 10,107 106,030 SH DEFINED 1 13,730 - 92,300 WILEY JOHN & SONS CL A COMMON 968223206 2,048 41,800 SH DEFINED 1 41,800 - - WILLIAMS COS INC COMMON 969457100 1,101 38,200 SH DEFINED 1 38,200 - - WILLIAMS SONOMA INC COMMON 969904101 427 12,200 SH DEFINED 1 12,200 - - WISCONSIN ENERGY CORP COMMON 976657106 7,043 178,000 SH DEFINED 1 178,000 - - WORLD ACCEPTANCE CORP COMMON 981419104 790 12,000 SH DEFINED 1 12,000 - - WORLD FUEL SERVICES CORP COMMON 981475106 76 2,000 SH DEFINED 1 2,000 - - WPP PLC SPONSORED ADR ADR 92933H101 639 10,500 SH DEFINED 1 10,500 - - WPX ENERGY INC COMMON 98212B103 24 1,503 SH DEFINED 1 1,503 - - WR BERKLEY CORP COMMON 84423102 3,653 93,850 SH DEFINED 1 93,850 - - WR GRACE & CO COMMON 38388F108 55 1,100 SH DEFINED 1 1,100 - - WSFS FINANCIAL CORP COMMON 929328102 97 2,400 SH DEFINED 1 2,400 - - WYNDHAM WORLDWIDE CORP COMMON 98310W108 316 6,000 SH DEFINED 1 6,000 - - WYNN RESORTS LTD COMMON 983134107 6,928 66,800 SH DEFINED 1 4,100 - 62,700 XEROX CORP COMMON 984121103 16 2,000 SH DEFINED 1 2,000 - - XYRATEX LTD COMMON G98268108 439 38,800 SH DEFINED 1 38,800 - - YAHOO INC COMMON 984332106 2,292 144,775 SH DEFINED 1 1,675 - 143,100 YOUNG INNOVATIONS INC COMMON 987520103 83 2,400 SH DEFINED 1 2,400 - - YUM! BRANDS INC COMMON 988498101 64 1,000 SH DEFINED 1 1,000 - - ZEBRA TECHNOLOGIES CP CL A COMMON 989207105 3,156 91,874 SH DEFINED 1 91,874 - - ZIMMER HOLDINGS INC COMMON 98956P102 5,426 84,300 SH DEFINED 1 8,000 - 76,300 ZIONS BANCORPORATION COMMON 989701107 175 9,000 SH DEFINED 1 9,000 - - ZYGO CORP COMMON 989855101 227 12,700 SH DEFINED 1 12,700 - - ---------------------- GRAND_TOTAL 91,058,937 33,497,664 - 57,561,273 ======================